NPORT-EX 2 NIM.htm
1
Nuveen
Select
Maturities
Municipal
Fund
Portfolio
of
Investments
June
30,
2022
(Unaudited)
NIM
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
LONG-TERM
INVESTMENTS
-
98.6%   
X
117,306,713
MUNICIPAL
BONDS
-
95.2%
X
117,306,713
Alabama
-
1.7%
$
85
Birmingham-Jefferson
Civic
Center
Authority,
Alabama,
Special
Tax
Bonds,
Series
2018A,
4.000%,
7/01/37
7/28
at
100.00
Aa3
$
85,240
215
Black
Belt
Energy
Gas
District,
Alabama,
Gas
PrePay
Revenue
Bonds,
Project
3
Series
2018A,
4.000%,
12/01/48,
(Mandatory
Put
12/01/23)
9/23
at
100.31
A2
218,771
345
Black
Belt
Energy
Gas
District,
Alabama,
Gas
Supply
Revenue
Bonds,
Series
2021A,
4.000%,
6/01/51,
(Mandatory
Put
12/01/31)
9/31
at
100.53
Aa2
350,130
120
Black
Belt
Energy
Gas
District,
Alabama,
Gas
Supply
Revenue
Bonds,
Series
2022
Sub
D-1,
4.000%,
7/01/52,
(Mandatory
Put
6/01/27)
(WI/DD,
Settling
7/01/22)
3/27
at
100.17
N/R
123,611
625
Mobile
Industrial
Development
Board,
Alabama,
Pollution
Control
Revenue
Refunding
Bonds,
Alabama
Power
Company
Barry
Plan,
Series
2008,
2.900%,
7/15/34,
(Mandatory
Put
12/12/23)
No
Opt.
Call
A1
629,975
100
Mobile
Spring
Hill
College
Educational
Building
Authority,
Alabama,
Revenue
Bonds,
Spring
Hill
College
Project,
Series
2015,
5.000%,
4/15/27
4/25
at
100.00
N/R
101,463
135
Selma
Industrial
Development
Board,
Alabama,
Gulf
Opportunity
Zone
Revenue
Bonds,
International
Paper
Company
Project,
Refunding
Series
2020A,
1.375%,
5/01/34,
(Mandatory
Put
6/16/25)
No
Opt.
Call
BBB
127,711
260
Southeast
Alabama
Gas
Supply
District,
Alabama,
Gas
Supply
Revenue
Bonds,
Project
2,
Fixed
Rate
Series
2018A,
4.000%,
6/01/49,
(Mandatory
Put
6/01/24)
3/24
at
100.29
A1
262,595
184
Tuscaloosa
County
Industrial
Development
Authority,
Alabama,
Gulf
Opportunity
Zone
Bonds,
Hunt
Refining
Project,
Refunding
Series
2019A,
4.500%,
5/01/32,
144A
5/29
at
100.00
N/R
165,753
2,069
Total
Alabama
2,065,249
Alaska
-
0.4%
370
Alaska
Housing
Finance
Corporation,
Mortgage
Revenue
Bonds,
General
Series
2020A-II,
2.000%,
12/01/35
6/29
at
100.00
AA+
287,886
100
Alaska
Housing
Finance
Corporation,
Mortgage
Revenue
Bonds,
General
Series
2022A-II,
2.350%,
12/01/39
12/30
at
100.00
N/R
79,036
150
Alaska
Housing
Finance
Corporation,
Mortgage
Revenue
Bonds,
Series
2022B-1,
2.150%,
6/01/36
12/30
at
100.00
N/R
120,461
110
Northern
Tobacco
Securitization
Corporation,
Alaska,
Tobacco
Settlement
Asset-Backed
Bonds,
Series
2021B-2
Class
2,
0.000%,
6/01/66
6/31
at
30.73
N/R
11,848
730
Total
Alaska
499,231
Arizona
-
2.0%
120
Arizona
State,
Certificates
of
Participation,
Refunding
Series
2019A,
5.000%,
10/01/27,
(ETM)
No
Opt.
Call
Aa2
(4)
135,695
600
Chandler
Industrial
Development
Authority,
Arizona,
Industrial
Development
Revenue
Bonds,
Intel
Corporation
Project,
Series
2005,
2.400%,
12/01/35,
(Mandatory
Put
8/14/23)
No
Opt.
Call
A+
601,698
135
Chandler
Industrial
Development
Authority,
Arizona,
Industrial
Development
Revenue
Bonds,
Intel
Corporation
Project,
Series
2007,
2.700%,
12/01/37,
(AMT),
(Mandatory
Put
8/14/23)
No
Opt.
Call
A+
135,823
Nuveen
Select
Maturities
Municipal
Fund
(continued)
Portfolio
of
Investments
June
30,
2022
(Unaudited)
2
NIM
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Arizona
(continued)
$
375
Chandler
Industrial
Development
Authority,
Arizona,
Industrial
Development
Revenue
Bonds,
Intel
Corporation
Project,
Series
2019,
5.000%,
6/01/49,
(AMT),
(Mandatory
Put
6/03/24)
6/24
at
100.00
A+
$
392,513
115
Pima
County
Industrial
Development
Authority,
Arizona,
Revenue
Bonds,
Tucson
Electric
Power
Company
Project,
Series
2013A,
4.000%,
9/01/29
3/23
at
100.00
A-
115,997
Salt
Verde
Financial
Corporation,
Arizona,
Senior
Gas
Revenue
Bonds,
Citigroup
Energy
Inc
Prepay
Contract
Obligations,
Series
2007:
245
5.000%,
12/01/32
No
Opt.
Call
A3
264,754
730
5.000%,
12/01/37
No
Opt.
Call
A3
784,838
2,320
Total
Arizona
2,431,318
Arkansas
-
0.1%
165
Arkansas
Development
Finance
Authority,
Revenue
Bonds,
Baptist
Memorial
Health
Care,
Refunding
Series
2020B-2,
5.000%,
9/01/44,
(Mandatory
Put
9/01/27)
3/27
at
100.00
BBB+
178,283
California
-
7.9%
100
Bay
Area
Toll
Authority,
California,
Revenue
Bonds,
San
Francisco
Bay
Area
Toll
Bridge,
Term
Rate
Series
2018A,
2.625%,
4/01/45,
(Mandatory
Put
4/01/26)
10/25
at
100.00
AA
98,781
100
California
Community
Choice
Financing
Authority,
Clean
Energy
Project
Revenue
Bonds,
Green
Series
2021B-1,
4.000%,
2/01/52,
(Mandatory
Put
8/01/31)
5/31
at
100.63
A1
100,002
95
California
County
Tobacco
Securitization
Agency,
Tobacco
Settlement
Asset-Backed
Bonds,
Los
Angeles
County
Securitization
Corporation,
Series
2020A,
5.000%,
6/01/30
No
Opt.
Call
A
103,223
390
California
Health
Facilities
Financing
Authority,
Revenue
Bonds,
El
Camino
Hospital,
Series
2017,
3.750%,
2/01/32
2/27
at
100.00
AA
398,787
California
Health
Facilities
Financing
Authority,
Revenue
Bonds,
Providence
Saint
Joseph
Health,
Term
Rate
Series
2019C:
10
5.000%,
10/01/39,
(Pre-refunded
10/01/25)
No
Opt.
Call
N/R
(4)
10,888
15
5.000%,
10/01/39,
(Mandatory
Put
10/01/25)
10/25
at
100.00
N/R
16,069
135
California
Housing
Finance
Agency,
Municipal
Certificate
Revenue
Bonds,
Class
A
Series
2019-2,
4.000%,
3/20/33
No
Opt.
Call
BBB+
133,048
99
California
Housing
Finance
Agency,
Municipal
Certificate
Revenue
Bonds,
Class
A
Series
2021-3,
3.250%,
8/20/36
No
Opt.
Call
N/R
90,355
275
California
Municipal
Finance
Authority,
Charter
School
Revenue
Bonds,
Palmdale
Aerospace
Academy
Project,
Series
2016A,
5.000%,
7/01/31,
144A
7/26
at
100.00
BB
277,866
1,040
California
Municipal
Finance
Authority,
Revenue
Bonds,
Linxs
APM
Project,
Senior
Lien
Series
2018A,
3.250%,
12/31/32
-
AGM
Insured,
(AMT)
6/28
at
100.00
AA
958,714
105
California
Pollution
Control
Financing
Authority,
Solid
Waste
Disposal
Revenue
Bonds,
Waste
Management
Inc.,
Refunding
Series
2015B-2,
3.125%,
11/01/40,
(AMT),
(Mandatory
Put
11/03/25)
No
Opt.
Call
A-
104,356
290
California
Pollution
Control
Financing
Authority,
Solid
Waste
Disposal
Revenue
Bonds,
Waste
Management
Inc.,
Series
2015A-1,
3.375%,
7/01/25,
(AMT)
No
Opt.
Call
A-
287,596
205
California
Pollution
Control
Financing
Authority,
Solid
Waste
Disposal
Revenue
Bonds,
Waste
Management,
Inc.
Project,
Refunding
Series
2015B-1,
3.000%,
11/01/25,
(AMT)
No
Opt.
Call
A-
200,734
150
California
Statewide
Communities
Development
Authority,
California,
Revenue
Bonds,
Loma
Linda
University
Medical
Center,
Series
2014A,
5.250%,
12/01/29
12/24
at
100.00
BB
153,754
3
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
California
(continued)
California
Statewide
Communities
Development
Authority,
California,
Revenue
Bonds,
Loma
Linda
University
Medical
Center,
Series
2018A:
$
710
5.000%,
12/01/27,
144A
No
Opt.
Call
BB
$
739,053
30
5.000%,
12/01/33,
144A
6/28
at
100.00
BB
30,229
175
California
Statewide
Communities
Development
Authority,
Revenue
Bonds,
Kaiser
Permanente,
Series
2009C-3,
5.000%,
4/01/45,
(Mandatory
Put
11/01/29)
No
Opt.
Call
AA-
198,503
260
California
Statewide
Community
Development
Authority,
Revenue
Bonds,
Kaiser
Permanente
System,
Variable
Rate
Demand
Obligation
Series
2003D,
5.000%,
5/01/33,
(Mandatory
Put
11/01/29)
No
Opt.
Call
AA-
294,918
100
CSCDA
Community
Improvement
Authority,
California,
Essential
Housing
Revenue
Bonds,
Monterrey
Station
Apartments,
Senior
Lien
Series
2021A-1,
3.000%,
7/01/43,
144A
7/32
at
100.00
N/R
76,356
200
CSCDA
Community
Improvement
Authority,
California,
Essential
Housing
Revenue
Bonds,
Pasadena
Portfolio
Social
Bond,
Series
2021A-1,
2.650%,
12/01/46,
144A
12/31
at
100.00
N/R
158,170
250
Delano,
California,
Certificates
of
Participation,
Delano
Regional
Medical
Center,
Series
2012,
5.000%,
1/01/24,
(Pre-refunded
1/01/23)
1/23
at
100.00
N/R
(4)
253,888
120
Golden
State
Tobacco
Securitization
Corporation,
California,
Tobacco
Settlement
Asset-Backed
Bonds,
Capital
Appreciation
Series
2021B-2,
0.000%,
6/01/66
12/31
at
27.75
N/R
11,813
100
Lake
Elsinore
Public
Financing
Authority,
California,
Local
Agency
Revenue
Bonds,
Canyon
Hills
Improvement
Area
A
&
C,
Series
2014C,
5.000%,
9/01/32
9/24
at
100.00
N/R
102,292
155
Lake
Elsinore
Redevelopment
Agency,
California,
Special
Tax
Bonds,
Community
Facilities
District
90-2,
Series
2007A,
4.500%,
10/01/24
-
AGM
Insured
8/22
at
100.00
AA
155,226
1,000
Mount
San
Antonio
Community
College
District,
Los
Angeles
County,
California,
General
Obligation
Bonds,
Election
of
2008,
Series
2013A,
0.000%,
8/01/28
(5)
2/28
at
100.00
Aa1
1,083,040
2,000
Palomar
Pomerado
Health,
California,
General
Obligation
Bonds,
Series
2009A,
0.000%,
8/01/25
-
AGC
Insured
No
Opt.
Call
AA
1,814,240
35
Riverside
County
Transportation
Commission,
California,
Toll
Revenue
Senior
Lien
Bonds,
Series
2013A,
5.750%,
6/01/44,
(Pre-refunded
6/01/23)
6/23
at
100.00
A
(4)
36,303
80
San
Diego
Association
of
Governments,
California,
Capital
Grants
Receipts
Revenue
Bonds,
Mid-Coast
Corridor
Transit
Project,
Green
Series
2019B,
1.800%,
11/15/27
11/26
at
100.00
A-
75,531
2,000
San
Diego
Community
College
District,
California,
General
Obligation
Bonds,
Refunding
Series
2011,
0.000%,
8/01/37
No
Opt.
Call
AAA
1,131,260
415
San
Joaquin
Hills
Transportation
Corridor
Agency,
Orange
County,
California,
Toll
Road
Revenue
Bonds,
Refunding
Senior
Lien
Series
2014A,
5.000%,
1/15/29,
(Pre-refunded
1/15/25)
1/25
at
100.00
A-
(4)
444,984
215
Washington
Township
Health
Care
District,
California,
Revenue
Bonds,
Refunding
Series
2015A,
5.000%,
7/01/25
No
Opt.
Call
Baa2
228,031
10,854
Total
California
9,768,010
Colorado
-
1.9%
750
Colorado
Bridge
Enterprise,
Revenue
Bonds,
Central
70
Project,
Senior
Series
2017,
4.000%,
6/30/30,
(AMT)
12/27
at
100.00
A-
777,090
385
Colorado
Health
Facilities
Authority,
Colorado,
Revenue
Bonds,
CommonSpirit
Health,
Series
2019B-2,
5.000%,
8/01/49,
(Mandatory
Put
8/01/26)
2/26
at
100.00
BBB+
406,968
Nuveen
Select
Maturities
Municipal
Fund
(continued)
Portfolio
of
Investments
June
30,
2022
(Unaudited)
4
NIM
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Colorado
(continued)
$
300
Colorado
Health
Facilities
Authority,
Colorado,
Revenue
Bonds,
Parkview
Medical
Center,
Series
2016,
3.125%,
9/01/42
9/26
at
100.00
Baa1
$
231,216
10
Colorado
Health
Facilities
Authority,
Colorado,
Revenue
Bonds,
SCL
Health
System,
Refunding
Series
2019A,
5.000%,
1/01/26
No
Opt.
Call
AA-
10,892
35
Colorado
Health
Facilities
Authority,
Colorado,
Revenue
Bonds,
Sisters
of
Charity
of
Leavenworth
Health
Services
Corporation,
Series
2013A,
5.500%,
1/01/35
1/24
at
100.00
AA-
36,320
100
Colorado
Housing
and
Finance
Authority,
Single
Family
Mortgage
Bonds,
Class
I
Series
2021H,
2.000%,
5/01/42
5/30
at
100.00
AAA
74,763
100
Denver
Urban
Renewal
Authority,
Colorado,
Tax
Increment
Revenue
Bonds,
9th
and
Colorado
Urban
Redevelopment
Area,
Series
2018A,
5.250%,
12/01/39,
144A
12/23
at
103.00
N/R
101,802
E-470
Public
Highway
Authority,
Colorado,
Senior
Revenue
Bonds,
Series
2000B:
335
0.000%,
9/01/29
-
NPFG
Insured
No
Opt.
Call
A
259,297
380
0.000%,
9/01/33
-
NPFG
Insured
No
Opt.
Call
A
242,417
100
Regional
Transportation
District,
Colorado,
Private
Activity
Bonds,
Denver
Transit
Partners
Eagle
P3
Project,
Series
2020A,
5.000%,
1/15/31
No
Opt.
Call
A-
105,732
100
Southlands
Metropolitan
District
1,
Colorado,
Limited
Tax
General
Obligation
Bonds,
Series
2017A-1,
3.500%,
12/01/27
No
Opt.
Call
Ba1
93,986
2,595
Total
Colorado
2,340,483
Connecticut
-
1.2%
370
Connecticut
Health
and
Educational
Facilities
Authority,
Revenue
Bonds,
Hartford
HealthCare
Issue,
Series
2020A,
4.000%,
7/01/36
1/30
at
100.00
A+
360,569
50
Connecticut
Health
and
Educational
Facilities
Authority,
Revenue
Bonds,
Stamford
Hospital,
Series
2021L-1,
4.000%,
7/01/28
No
Opt.
Call
BBB+
50,639
100
Connecticut
Health
and
Educational
Facilities
Authority,
Revenue
Bonds,
Yale
University,
Series
2016A-2,
2.000%,
7/01/42,
(Mandatory
Put
7/01/26)
No
Opt.
Call
AAA
96,969
200
Connecticut
Health
and
Educational
Facilities
Authority,
Revenue
Bonds,
Yale
University,
Series
2017B-2,
0.550%,
7/01/37,
(Mandatory
Put
7/03/23)
No
Opt.
Call
AAA
196,686
160
Connecticut
Health
and
Educational
Facilities
Authority,
Revenue
Bonds,
Yale-New
Haven
Health
Issue,
Series
2014D,
1.800%,
7/01/49,
(Mandatory
Put
7/01/24)
1/24
at
100.00
AA-
157,886
90
Connecticut
Housing
Finance
Authority,
Housing
Mortgage
Finance
Program
Bonds,
Series
2020E-3,
1.850%,
5/15/38
5/30
at
100.00
AAA
67,341
450
Connecticut
Housing
Finance
Authority,
Housing
Mortgage
Finance
Program
Bonds,
Social
Series
2022C-1,
4.250%,
11/15/37
,
(WI/DD,
Settling
7/21/22)
11/31
at
100.00
N/R
454,239
90
Connecticut
State,
General
Obligation
Bonds,
Series
2013C,
5.000%,
7/15/22
No
Opt.
Call
Aa3
90,095
20
Connecticut
State,
General
Obligation
Bonds,
Series
2019A,
5.000%,
4/15/23
No
Opt.
Call
Aa3
20,528
1,530
Total
Connecticut
1,494,952
Delaware
-
0.3%
210
Delaware
Economic
Development
Authority,
Exempt
Facility
Revenue
Bonds,
NRG
Energy
Project,
Refunding
Series
2020A,
1.250%,
10/01/45,
(Mandatory
Put
10/01/25)
10/25
at
100.00
BBB-
195,791
5
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Delaware
(continued)
$
170
Delaware
Health
Facilities
Authority,
Revenue
Bonds,
Nanticoke
Memorial
Hospital,
Series
2013,
5.000%,
7/01/28,
(Pre-refunded
7/01/23)
7/23
at
100.00
AA-
(4)
$
175,476
380
Total
Delaware
371,267
District
of
Columbia
-
0.6%
120
District
of
Columbia
Student
Dormitory
Revenue
Bonds,
Provident
Group
-
Howard
Properties
LLC
Issue,
Series
2013,
5.000%,
10/01/30
10/22
at
100.00
BB-
120,433
150
District
of
Columbia
Tobacco
Settlement
Corporation,
Tobacco
Settlement
Asset-Backed
Bonds,
Series
2001,
6.500%,
5/15/33
No
Opt.
Call
A-
155,390
250
Metropolitan
Washington
Airports
Authority,
D.C,
Dulles
Toll
Road
Revenue
Bonds,
Dulles
Metrorail
&
Capital
Improvement
Projects,
Refunding
Second
Senior
Lien
Series
2022A,
4.000%,
10/01/52
-
AGM
Insured
10/31
at
100.00
N/R
233,075
165
Washington
Metropolitan
Area
Transit
Authority,
Dedicated
Revenue
Bonds,
Green
Series
2021A,
4.000%,
7/15/34
7/31
at
100.00
AA
169,377
685
Total
District
of
Columbia
678,275
Florida
-
3.3%
80
Alachua
County
Health
Facilities
Authority,
Florida,
Health
Facilties
Revenue
Bonds,
Shands
Teaching
Hospital
&
Clinics,
Inc.
at
the
University
of
Florida
Project,
Refunding
Series
2019B-2,
5.000%,
12/01/37,
(Mandatory
Put
12/01/26)
6/26
at
100.00
A
86,530
220
Cape
Coral,
Florida,
Utility
Improvement
Assessment
Bonds,
Refunding
Various
Areas
Series
2017,
3.000%,
9/01/28
-
AGM
Insured
No
Opt.
Call
AA
220,409
400
Citizens
Property
Insurance
Corporation,
Florida,
Coastal
Account
Senior
Secured
Bonds,
Series
2015A-1,
5.000%,
6/01/25
12/24
at
100.00
AA
425,988
Collier
County
Educational
Facilities
Authority,
Florida,
Revenue
Bonds,
Hodges
University,
Refunding
Series
2013:
25
4.750%,
11/01/23,
(ETM)
No
Opt.
Call
N/R
(4)
25,598
370
6.000%,
11/01/33,
(Pre-refunded
11/01/23)
11/23
at
100.00
N/R
(4)
389,824
300
Florida
Development
Finance
Corporation,
Florida,
Surface
Transportation
Facility
Revenue
Bonds,
Brightline
Passenger
Rail
Project,
Green
Series
2019B,
7.375%,
1/01/49,
(AMT),
144A
1/24
at
107.00
N/R
300,348
Florida
Development
Finance
Corporation,
Florida,
Surface
Transportation
Facility
Revenue
Bonds,
Virgin
Trains
USA
Passenger
Rail
Project,
Series
2019A:
425
6.250%,
1/01/49,
(AMT),
(Mandatory
Put
1/01/24),
144A
8/22
at
102.00
N/R
420,852
665
6.375%,
1/01/49,
(AMT),
(Mandatory
Put
1/01/26),
144A
8/22
at
103.00
N/R
648,721
575
6.500%,
1/01/49,
(AMT),
(Mandatory
Put
1/01/29),
144A
8/22
at
103.00
N/R
550,689
50
Florida
Housing
Finance
Corporation,
Homeowner
Mortgage
Revenue
Bonds,
Series
2018-2,
3.750%,
7/01/33
1/28
at
100.00
Aaa
49,425
100
Florida
Housing
Finance
Corporation,
Homeowner
Mortgage
Revenue
Bonds,
Social
Series
2021-2,
2.050%,
7/01/41
7/30
at
100.00
Aaa
75,398
15
JEA,
Florida,
Electric
System
Revenue
Bonds,
Subordinated
Series
Three
2020A,
5.000%,
10/01/27
No
Opt.
Call
AA
16,680
90
Palm
Beach
County
Health
Facilities
Authority,
Florida,
Hospital
Revenue
Bonds,
BRCH
Corporation
Obligated
Group,
Refunding
Series
2014,
5.000%,
12/01/31,
(Pre-refunded
12/01/24)
12/24
at
100.00
N/R
(4)
96,153
100
Pompano
Beach,
Florida,
Revenue
Bonds,
John
Knox
Village
of
Florida
Incorporated
Project,
Series
2021B-1,
2.000%,
1/01/29
No
Opt.
Call
N/R
85,454
50
Tampa,
Florida,
Capital
Improvement
Cigarette
Tax
Allocation
Bonds,
H.
Lee
Moffitt
Cancer
Center
Project,
Series
2020A,
0.000%,
9/01/34
9/30
at
86.77
A+
29,984
Nuveen
Select
Maturities
Municipal
Fund
(continued)
Portfolio
of
Investments
June
30,
2022
(Unaudited)
6
NIM
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Florida
(continued)
Tampa,
Florida,
Cigarette
Tax
Allocation
Bonds,
H.
Lee
Moffitt
Cancer
Center
Project,
Refunding
&
Capital
Improvement
Series
2012A:
$
160
5.000%,
9/01/22
No
Opt.
Call
A+
$
160,762
350
5.000%,
9/01/23,
(Pre-refunded
9/01/22)
9/22
at
100.00
A+
(4)
352,023
185
5.000%,
9/01/25,
(Pre-refunded
9/01/22)
9/22
at
100.00
A+
(4)
186,069
4,160
Total
Florida
4,120,907
Georgia
-
2.3%
30
Cherokee
County
Water
and
Sewerage
Authority,
Georgia,
Revenue
Bonds,
Series
1995,
5.200%,
8/01/25,
(Pre-refunded
8/01/22)
-
NPFG
Insured
No
Opt.
Call
N/R
(4)
30,090
250
Georgia
Housing
and
Finance
Authority,
Single
Family
Mortgage
Bonds,
Series
2020A,
2.600%,
12/01/32
6/29
at
100.00
AAA
224,957
1,000
Georgia
State,
General
Obligation
Bonds,
Series
2021A,
5.000%,
7/01/27
No
Opt.
Call
AAA
1,129,240
265
Main
Street
Natural
Gas
Inc.,
Georgia,
Gas
Supply
Revenue
Bonds,
Series
2019B,
4.000%,
8/01/49,
(Mandatory
Put
12/02/24)
9/24
at
100.43
Aa2
272,513
200
Main
Street
Natural
Gas
Inc.,
Georgia,
Gas
Supply
Revenue
Bonds,
Series
2022C,
4.000%,
8/01/52,
(Mandatory
Put
11/01/27),
144A
5/27
at
100.81
N/R
196,794
40
Private
Colleges
and
Universities
Authority,
Georgia,
Revenue
Bonds,
Emory
University,
Series
2020B,
5.000%,
9/01/25
No
Opt.
Call
AA
43,373
900
Private
Colleges
and
Universities
Authority,
Georgia,
Revenue
Bonds,
Mercer
University,
Refunding
Series
2012C,
5.250%,
10/01/23
10/22
at
100.00
Baa1
908,406
2,685
Total
Georgia
2,805,373
Guam
-
0.2%
Guam
A.B.
Won
Pat  International
Airport
Authority,
Revenue
Bonds,
Series
2013C:
70
6.375%,
10/01/43,
(AMT)
10/23
at
100.00
Baa2
72,464
80
6.375%,
10/01/43,
(Pre-refunded
10/01/23),
(AMT)
10/23
at
100.00
Baa2
(4)
84,289
140
Guam
Government
Waterworks
Authority,
Water
and
Wastewater
System
Revenue
Bonds,
Series
2013,
5.500%,
7/01/43,
(Pre-refunded
7/01/23)
7/23
at
100.00
A-
(4)
144,983
290
Total
Guam
301,736
Hawaii
-
1.4%
200
Hawaii
Department
of
Budget
and
Finance,
Special
Purpose
Revenue
Bonds,
Hawaii
Pacific
University,
Series
2013A,
6.250%,
7/01/27
7/23
at
100.00
BB
202,746
1,000
Hawaii
Department
of
Budget
and
Finance,
Special
Purpose
Revenue
Bonds,
Hawaiian
Electric
Company,
Inc.
and
Subsidiary
Projects,
Series
2017A,
3.100%,
5/01/26,
(AMT)
No
Opt.
Call
A-
993,540
20
Hawaii
Department
of
Budget
and
Finance,
Special
Purpose
Revenue
Bonds,
Queens
Health
Systems,
Series
2015A,
5.000%,
7/01/29
7/25
at
100.00
AA-
21,261
510
HAWAIIAN
ELECTRIC
COMPANY
INC.
and
Its
Subsidiaries,
Special
Purpose
Revenue
Bonds,
Deparment
of
Budget
and
Finance
of
the
State
of
Hawaii,
Series
2015,
3.250%,
1/01/25,
(AMT)
No
Opt.
Call
A-
511,912
1,730
Total
Hawaii
1,729,459
Idaho
-
0.5%
475
Nez
Perce
County,
Idaho,
Pollution
Control
Revenue
Bonds,
Potlatch
Corporation
Project,
Refunding
Series
2016,
2.750%,
10/01/24
No
Opt.
Call
BBB-
471,618
170
Spring
Valley
Community
Infrastructure
District
1,
Eagle,
Idaho,
Special
Assessment
Bonds,
Series
2021,
3.750%,
9/01/51,
144A
12/26
at
103.00
N/R
122,371
645
Total
Idaho
593,989
7
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Illinois
-
13.1%
Bolingbrook,
Will
and
DuPage
Counties,
Illinois,
General
Obligation
Bonds,
Refunding
Series
2013A:
$
170
0.000%,
1/01/30,
(Pre-refunded
7/01/23)
7/23
at
72.73
A2
(4)
$
121,426
110
0.000%,
1/01/32,
(Pre-refunded
7/01/23)
7/23
at
65.29
A2
(4)
70,530
Cary,
Illinois,
Special
Tax
Bonds,
Special
Service
Area
1,
Refunding
Series
2016:
10
2.150%,
3/01/23
-
BAM
Insured
No
Opt.
Call
AA
10,020
10
2.350%,
3/01/24
-
BAM
Insured
No
Opt.
Call
AA
10,026
25
2.700%,
3/01/26
-
BAM
Insured
3/25
at
100.00
AA
25,062
25
2.900%,
3/01/28
-
BAM
Insured
3/25
at
100.00
AA
25,055
65
3.050%,
3/01/30
-
BAM
Insured
3/25
at
100.00
AA
64,762
Cary,
Illinois,
Special
Tax
Bonds,
Special
Service
Area
2,
Refunding
Series
2016:
15
2.150%,
3/01/23
-
BAM
Insured
No
Opt.
Call
AA
15,030
15
2.350%,
3/01/24
-
BAM
Insured
No
Opt.
Call
AA
15,039
25
2.700%,
3/01/26
-
BAM
Insured
3/25
at
100.00
AA
25,062
35
2.900%,
3/01/28
-
BAM
Insured
3/25
at
100.00
AA
35,077
40
3.050%,
3/01/30
-
BAM
Insured
3/25
at
100.00
AA
39,854
1,215
Chicago
Board
of
Education,
Illinois,
Dedicated
Capital
Improvement
Tax
Revenue
Bonds,
Series
2016,
6.000%,
4/01/46
4/27
at
100.00
A-
1,282,894
750
Chicago
Board
of
Education,
Illinois,
General
Obligation
Bonds,
Dedicated
Revenues,
Refunding
Series
2017B,
6.750%,
12/01/30,
144A
12/27
at
100.00
BB
840,450
290
Chicago
Board
of
Education,
Illinois,
General
Obligation
Bonds,
Dedicated
Revenues,
Refunding
Series
2017C,
5.000%,
12/01/30
12/27
at
100.00
BB
299,686
200
Chicago
Board
of
Education,
Illinois,
General
Obligation
Bonds,
Dedicated
Revenues,
Refunding
Series
2017D,
5.000%,
12/01/31
12/27
at
100.00
BB
206,586
300
Chicago
Board
of
Education,
Illinois,
General
Obligation
Bonds,
Dedicated
Revenues,
Refunding
Series
2018C,
5.000%,
12/01/24
No
Opt.
Call
BB
309,165
310
Chicago,
Illinois,
General
Airport
Revenue
Bonds,
O'Hare
International
Airport,
Refunding
Senior
Lien
Series
2015A,
5.000%,
1/01/33
1/25
at
100.00
A
319,294
Chicago,
Illinois,
General
Obligation
Bonds,
Refunding
Series
2016C:
60
5.000%,
1/01/23,
(ETM)
No
Opt.
Call
N/R
(4)
60,983
140
5.000%,
1/01/23,
(ETM)
No
Opt.
Call
BBB+
(4)
142,295
225
5.000%,
1/01/24
No
Opt.
Call
BBB+
230,870
190
5.000%,
1/01/25
No
Opt.
Call
BBB+
197,355
180
5.000%,
1/01/26
No
Opt.
Call
BBB+
188,820
55
Cook
County,
Illinois,
Sales
Tax
Revenue
Bonds,
Series
2021A,
4.000%,
11/15/39
11/30
at
100.00
AA-
52,188
590
Huntley,
Illinois,
Special
Tax
Bonds,
Special
Service
Area
10,
Refunding
Series
2017,
3.300%,
3/01/28
-
BAM
Insured
3/26
at
100.00
AA
600,172
215
Illinois
Finance
Authority,
Revenue
Bonds,
Advocate
Health
Care
Network,
Refunding
Series
2008A-2,
4.000%,
11/01/30
No
Opt.
Call
AA
221,742
300
Illinois
Finance
Authority,
Revenue
Bonds,
Advocate
Health
Care
Network,
Series
2008A-1,
4.000%,
11/01/30
No
Opt.
Call
AA
309,420
1,850
Illinois
Finance
Authority,
Revenue
Bonds,
Ascension
Health/fkaPresence
Health
Network,
Series
2016C,
4.000%,
2/15/24
No
Opt.
Call
AA+
1,906,314
455
Illinois
Finance
Authority,
Revenue
Bonds,
Centegra
Health
System,
Series
2012,
5.000%,
9/01/27,
(Pre-refunded
9/01/22)
9/22
at
100.00
AA+
(4)
457,593
560
Illinois
Finance
Authority,
Revenue
Bonds,
Centegra
Health
System,
Series
2014A,
4.625%,
9/01/39,
(Pre-refunded
9/01/24)
9/24
at
100.00
AA+
(4)
590,156
280
Illinois
Housing
Development
Authority,
Revenue
Bonds,
Green
Series
2021B,
2.150%,
10/01/41
4/30
at
100.00
Aaa
211,086
Nuveen
Select
Maturities
Municipal
Fund
(continued)
Portfolio
of
Investments
June
30,
2022
(Unaudited)
8
NIM
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Illinois
(continued)
Illinois
State,
General
Obligation
Bonds,
February
Series
2014:
$
320
5.000%,
2/01/24
No
Opt.
Call
BBB
$
331,178
400
5.000%,
2/01/25
2/24
at
100.00
BBB
412,476
325
5.000%,
2/01/26
2/24
at
100.00
BBB
335,354
100
Illinois
State,
General
Obligation
Bonds,
November
Series
2017D,
5.000%,
11/01/28
11/27
at
100.00
BBB
107,220
400
Illinois
State,
General
Obligation
Bonds,
Refunding
September
Series
2018B,
5.000%,
10/01/32
10/28
at
100.00
BBB
421,336
1,000
Illinois
State,
General
Obligation
Bonds,
Refunding
Series
2012,
5.000%,
8/01/22
No
Opt.
Call
BBB
1,002,160
Illinois
State,
General
Obligation
Bonds,
Series
2013:
280
5.500%,
7/01/25
7/23
at
100.00
BBB
287,149
240
5.500%,
7/01/26
7/23
at
100.00
BBB
246,235
535
Illinois
Toll
Highway
Authority,
Toll
Highway
Revenue
Bonds,
Refunding
Senior
Lien
Series
2016A,
5.000%,
12/01/31
1/26
at
100.00
AA-
570,775
450
Illinois
Toll
Highway
Authority,
Toll
Highway
Revenue
Bonds,
Refunding
Senior
Lien
Series
2018A,
5.000%,
1/01/26
No
Opt.
Call
AA-
489,501
460
Illinois
Toll
Highway
Authority,
Toll
Highway
Revenue
Bonds,
Senior
Lien
Series
2015B,
5.000%,
1/01/37
1/26
at
100.00
AA-
482,660
25
Metropolitan
Pier
and
Exposition
Authority,
Illinois,
McCormick
Place
Expansion
Project
Bonds,
Series
2020B,
5.000%,
6/15/42
12/30
at
100.00
BBB+
25,619
North
Barrington,
Lake
County,
Illinois,
Special
Tax
Bonds,
Special
Service
Area
19,
Refunding
Series
2019:
365
4.000%,
2/01/28
-
BAM
Insured
No
Opt.
Call
AA
388,612
200
4.000%,
2/01/29
-
BAM
Insured
2/28
at
100.00
AA
212,902
395
4.000%,
2/01/30
-
BAM
Insured
2/28
at
100.00
AA
413,221
255
Railsplitter
Tobacco
Settlement
Authority,
Illinois,
Tobacco
Settlement
Revenue
Bonds,
Series
2017,
5.000%,
6/01/25
No
Opt.
Call
A
271,292
Southwestern
Illinois
Development
Authority,
Health
Facility
Revenue
Bonds,
Memorial
Group,
Inc.,
Series
2013:
50
7.250%,
11/01/33,
(Pre-refunded
11/01/23)
11/23
at
100.00
N/R
(4)
53,470
95
7.250%,
11/01/36,
(Pre-refunded
11/01/23)
11/23
at
100.00
N/R
(4)
101,594
200
7.625%,
11/01/48,
(Pre-refunded
11/01/23)
11/23
at
100.00
N/R
(4)
214,856
Springfield,
Illinois,
Electric
Revenue
Bonds,
Refunding
Senior
Lien
Series
2015:
255
5.000%,
3/01/33
3/25
at
100.00
A
271,175
160
5.000%,
3/01/34
-
AGM
Insured
3/25
at
100.00
AA
170,064
500
Sterling,
Whiteside
County,
Illinois,
General
Obligation
Bonds,
Alternate
Revenue
Source,
Series
2012,
4.000%,
11/01/22
No
Opt.
Call
A
503,835
15,720
Total
Illinois
16,196,696
Indiana
-
1.4%
80
Indiana
Finance
Authority,
Environmental
Facilities
Revenue
Bonds,
Indianapolis
Power
&
Light
Company
Project,
Refunding
Series
2020A,
0.950%,
12/01/38,
(AMT),
(Mandatory
Put
4/01/26)
No
Opt.
Call
A2
69,549
240
Indiana
Finance
Authority,
Environmental
Revenue
Bonds,
Duke
Energy
Indiana,
Inc.
Project,
Refunding
Series
2009A-1,
4.500%,
5/01/35,
(AMT),
(Mandatory
Put
6/01/32)
5/27
at
100.00
N/R
240,703
10
Indiana
Finance
Authority,
Wastewater
Utility
Revenue
Bonds,
CWA
Authority
Project,
Series
2014A,
5.000%,
10/01/24
No
Opt.
Call
AA
10,645
30
Indiana
Housing
and
Community
Development
Authority,
Single
Family
Mortgage
Revenue
Bonds,
Series
2021A,
2.050%,
7/01/41
7/30
at
100.00
Aaa
22,451
9
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Indiana
(continued)
$
350
Indiana
Housing
and
Community
Development
Authority,
Single
Family
Mortgage
Revenue
Bonds,
Social
PAC
Series
2021B,
2.125%,
7/01/41
7/30
at
100.00
Aaa
$
255,794
140
Indianapolis,
Indiana,
Thermal
Energy
System
Revenue
Bonds,
Refunding
First
Lien
Series
2014A,
5.000%,
10/01/31
10/24
at
100.00
A+
148,677
250
Vanderburgh
County,Indiana,
Redevelopment
District
Tax
Increment
Revenue
bonds,
Refunding
Series
2014,
5.000%,
2/01/29
8/24
at
100.00
A
264,018
100
Whiting,
Indiana,
Environmental
Facilities
Refunding
Revenue
Bonds,
BP
Products
North
America
Inc.
Project,
Refunidng
Series
2019A,
5.000%,
12/01/44,
(AMT),
(Mandatory
Put
6/05/26)
No
Opt.
Call
A2
107,719
600
Whiting,
Indiana,
Environmental
Facilities
Revenue
Bonds,
BP
Products
North
America
Inc.
Project,
Series
2015,
5.000%,
11/01/45,
(AMT),
(Mandatory
Put
11/01/22)
No
Opt.
Call
A2
604,944
1,800
Total
Indiana
1,724,500
Iowa
-
0.2%
200
Iowa
Finance
Authority,
Iowa,
Midwestern
Disaster
Area
Revenue
Bonds,
Iowa
Fertilizer
Company
Project,
Refunding
Series
2022,
4.000%,
12/01/50,
(Mandatory
Put
12/01/32)
12/29
at
103.00
N/R
199,824
100
Iowa
Finance
Authority,
Single
Family
Mortgage
Revenue
Bonds,
Social
Series
2021B,
2.200%,
7/01/41
7/30
at
100.00
AAA
75,707
300
Total
Iowa
275,531
Kansas
-
0.7%
500
Kansas
Development
Finance
Authority,
Hospital
Revenue
Bonds,
Advent
Health
Obligated
Group,
Series
2021B,
5.000%,
11/15/54,
(Mandatory
Put
11/15/28)
No
Opt.
Call
AA
562,355
100
Wyandotte
County/Kansas
City
Unified
Government,
Kansas,
Utility
System
Revenue
Bonds,
Improvement
Series
2012B,
5.000%,
9/01/37,
(Pre-refunded
9/01/22)
9/22
at
100.00
A
(4)
100,578
150
Wyandotte
County/Kansas
City
Unified
Government,
Kansas,
Utility
System
Revenue
Bonds,
Refunding
&
Improvement
Series
2014A,
5.000%,
9/01/22
No
Opt.
Call
A
150,833
100
Wyandotte
County-Kansas
City
Unified
Government,
Kansas,
Sales
Tax
Special
Obligation
Bonds,
Village
East
Project
Areas
2B
3
and
5,
Series
2022,
5.750%,
9/01/39,
144A
3/29
at
103.00
N/R
95,584
850
Total
Kansas
909,350
Kentucky
-
2.0%
30
Ashland,
Kentucky,
Medical
Center
Revenue
Bonds,
Ashland
Hospital
Corporation
d/b/a
King's
Daughters
Medical
Center
Project,
Refunding
Series
2019,
4.000%,
2/01/36
2/30
at
100.00
BBB+
28,262
175
Carroll
County,
Kentucky,
Environmental
Facilities
Revenue
Bonds,
Kentucky
Utilities
Company
Project,
Series
2008A,
2.000%,
2/01/32,
(AMT)
6/31
at
100.00
A1
146,920
320
Henderson,
Kentucky,
Facilities
Revenue
Bonds,
Pratt
Paper
LLC
Project,
Series
2022B,
3.700%,
1/01/32,
(AMT)
No
Opt.
Call
N/R
307,581
550
Kentucky
Economic
Development
Finance
Authority,
Hospital
Revenue
Bonds,
Owensboro
Health,
Refunding
Series
2017A,
5.000%,
6/01/31
6/27
at
100.00
Baa2
579,023
225
Public
Energy
Authority
of
Kentucky,
Gas
Supply
Revenue
Bonds,
Series
2018A,
4.000%,
4/01/48,
(Mandatory
Put
4/01/24)
1/24
at
100.37
A2
227,171
385
Public
Energy
Authority
of
Kentucky,
Gas
Supply
Revenue
Bonds,
Series
2018B,
4.000%,
1/01/49,
(Mandatory
Put
1/01/25)
10/24
at
100.24
A2
389,709
125
Public
Energy
Authority
of
Kentucky,
Gas
Supply
Revenue
Bonds,
Series
2019C-1,
4.000%,
2/01/50,
(Mandatory
Put
2/01/28)
11/27
at
100.47
A1
126,084
Nuveen
Select
Maturities
Municipal
Fund
(continued)
Portfolio
of
Investments
June
30,
2022
(Unaudited)
10
NIM
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Kentucky
(continued)
$
150
Public
Energy
Authority
of
Kentucky,
Gas
Supply
Revenue
Bonds,
Series
2020A,
4.000%,
12/01/50,
(Mandatory
Put
6/01/26)
3/26
at
100.63
A2
$
151,863
500
Trimble
County,
Kentucky,
Pollution
Control
Revenue
Bonds,
Louisville
Gas
and
Electric
Company
Project,
Series
2016A,
1.300%,
9/01/44,
(AMT),
(Mandatory
Put
9/01/27)
No
Opt.
Call
A1
420,280
25
Warren
County,
Kentucky,
Hospital
Revenue
Bonds,
Bowling
Green-
Warren
County
Community
Hospital
Corporation,
Refunding
Series
2013,
5.000%,
4/01/23,
(ETM)
No
Opt.
Call
A+
(4)
25,631
25
Warren
County,
Kentucky,
Hospital
Revenue
Bonds,
Bowling
Green-
Warren
County
Community
Hospital
Corporation,
Refunding
Series
2021A,
5.000%,
4/01/29
No
Opt.
Call
AA-
27,923
2,510
Total
Kentucky
2,430,447
Louisiana
-
3.0%
200
Calcasieu
Parish
Memorial
Hospital
Service
District,
Louisiana,
Revenue
Bonds,
Lake
Charles
Memorial
Hospital,
Refunding
Series
2019,
5.000%,
12/01/39
12/29
at
100.00
BB
205,870
30
Louisiana
Housing
Corporation,
Single
Family
Mortgage
Revenue
Bonds,
Home
Ownership
Program,
Series
2021D,
2.350%,
12/01/41
6/30
at
100.00
N/R
23,036
500
Louisiana
Housing
Corporation,
Single
Family
Mortgage
Revenue
Bonds,
Home
Ownership
Program,
Series
2022A,
3.850%,
12/01/37
,
(WI/DD,
Settling
7/05/22)
6/31
at
100.00
N/R
487,125
525
Louisiana
Local
Government
Environmental
Facilities
and
Community
Development
Authority,
Louisiana,
Revenue
Bonds,
Entergy
Lousiana,
LLC
Project,
Refunding
Series
2021B,
2.500%,
4/01/36
4/26
at
100.00
A
426,888
1,000
Louisiana
Local
Government
Environmental
Facilities
and
Community
Development
Authority,
Revenue
Bonds,
Westlake
Chemical
Corporation
Projects,
Refunding
Series
2017,
3.500%,
11/01/32
11/27
at
100.00
BBB
941,810
160
Louisiana
Publc
Facilities
Authority,
Lousiana,
Revenue
Bonds,
Ochsner
Clinic
Foundation
Project,
Refunding
Series
2017,
5.000%,
5/15/30
5/27
at
100.00
A
170,749
165
Louisiana
Public
Facilities
Authority,
Revenue
Bonds,
Ochsner
Clinic
Foundation
Project,
Refunding
Series
2016,
5.000%,
5/15/29
5/26
at
100.00
A
174,799
415
Louisiana
Public
Facilities
Authority,
Revenue
Bonds,
Ochsner
Clinic
Foundation
Project,
Series
2015,
5.000%,
5/15/24
No
Opt.
Call
A
435,402
80
Louisiana
Stadium
and
Exposition
District,
Revenue
Refunding
Bonds,
Senior
Lien
Series
2013A,
5.000%,
7/01/29
7/23
at
100.00
A2
82,529
140
New
Orleans,
Louisiana,
General
Obligation
Bonds,
Refunding
Series
2015,
5.000%,
12/01/25
No
Opt.
Call
A+
151,428
100
New
Orleans,
Louisiana,
Sewerage
Service
Revenue
Bonds,
Series
2015,
5.000%,
6/01/32,
(Pre-refunded
6/01/25)
6/25
at
100.00
A
(4)
107,872
105
Saint
James
Parish,
Louisiana,
Revenue
Bonds,
NuStar
Logistics,
L.P.
Project,
Series
2010B,
6.100%,
12/01/40,
(Mandatory
Put
6/01/30),
144A
No
Opt.
Call
BB-
116,214
100
Saint
John
the
Baptist
Parish,
Louisiana,
Revenue
Bonds,
Marathon
Oil
Corporation
Project,
Refunding
Series
2017A-3,
2.200%,
6/01/37,
(Mandatory
Put
7/01/26)
No
Opt.
Call
BBB-
93,073
Shreveport,
Louisiana,
Water
and
Sewer
Revenue
Bonds,
Junior
Lien
Series
2019B:
70
5.000%,
12/01/31
-
AGM
Insured
12/28
at
100.00
AA
78,153
165
4.000%,
12/01/33
-
AGM
Insured
12/28
at
100.00
AA
171,338
3,755
Total
Louisiana
3,666,286
11
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Maine
-
0.4%
$
100
Maine
Health
and
Higher
Educational
Facilities
Authority,
Revenue
Bonds,
MaineHealth
Issue,
Series
2020A,
4.000%,
7/01/40
7/30
at
100.00
A+
$
97,875
105
Maine
State
Housing
Authority,
Multifamily
Mortgage
Purchase
Bonds,
Series
2021A,
2.050%,
11/15/41
5/30
at
100.00
AA+
74,217
100
Maine
State
Housing
Authority,
Multifamily
Mortgage
Purchase
Bonds,
Series
2022A,
2.400%,
11/15/41
11/30
at
100.00
N/R
75,252
55
Maine
State
Housing
Authority,
Single
Family
Mortgage
Purchase
Bonds,
Series
2020D,
2.550%,
11/15/40
5/29
at
100.00
AA+
43,349
140
Maine
State
Housing
Authority,
Single
Family
Mortgage
Purchase
Bonds,
Social
Series
2021C,
2.150%,
11/15/41
11/30
at
100.00
AA+
103,832
35
Portland,
Maine,
General
Airport
Revenue
Bonds,
Refunding
Series
2013,
5.000%,
7/01/22
No
Opt.
Call
BBB+
35,000
535
Total
Maine
429,525
Maryland
-
0.9%
335
Baltimore,
Maryland,
Convention
Center
Hotel
Revenue
Bonds,
Refunding
Series
2017,
5.000%,
9/01/30
9/27
at
100.00
CCC
331,282
210
Maryland
Community
Development
Administration
Department
of
Housing
and
Community
Development,
Residential
Revenue
Bonds,
Series
2019C,
2.700%,
9/01/34
3/29
at
100.00
Aa1
184,040
220
Maryland
Community
Development
Administration
Department
of
Housing
and
Community
Development,
Residential
Revenue
Bonds,
Series
2021A,
1.950%,
9/01/41
3/30
at
100.00
Aa1
156,578
175
Maryland
Community
Development
Administration
Department
of
Housing
and
Community
Development,
Residential
Revenue
Bonds,
Series
2021B,
2.100%,
9/01/41
3/30
at
100.00
Aa1
123,527
400
Maryland
Community
Development
Administration
Department
of
Housing
and
Community
Development,
Residential
Revenue
Bonds,
Series
2021C,
2.450%,
9/01/41
9/30
at
100.00
N/R
300,364
1,340
Total
Maryland
1,095,791
Massachusetts
-
0.8%
200
Massachusetts
Development
Finance
Agency
Revenue
Bonds,
Lawrence
General
Hospital
Issue,
Series
2014A,
5.000%,
7/01/27
7/24
at
100.00
B-
194,836
100
Massachusetts
Development
Finance
Agency
Revenue
Refunding
Bonds,
NewBridge
on
the
Charles,
Inc.
Issue,
Series
2017,
4.000%,
10/01/32,
144A
10/22
at
105.00
BB+
102,562
120
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Atrius
Health
Issue,
Series
2019A,
5.000%,
6/01/39,
(Pre-refunded
6/01/29)
6/29
at
100.00
BBB
(4)
137,524
65
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
CareGroup
Issue,
Series
2018J-2,
5.000%,
7/01/33
7/28
at
100.00
A
69,304
100
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Milford
Regional
Medical
Center
Issue,
Series
2020G,
5.000%,
7/15/36,
144A
7/30
at
100.00
BB+
101,686
35
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Southcoast
Health
System
Obligated
Group
Issue,
Series
2021G,
5.000%,
7/01/37
7/31
at
100.00
A-
37,223
115
Massachusetts
Housing
Finance
Agency,
Single
Family
Housing
Revenue
Bonds,
Series
2019-214,
2.800%,
12/01/39
6/29
at
100.00
AA+
98,616
70
Massachusetts
Housing
Finance
Agency,
Single
Family
Housing
Revenue
Bonds,
Social
Series
2020-220,
2.125%,
12/01/40
6/30
at
100.00
AA+
51,738
65
Massachusetts
Housing
Finance
Agency,
Single
Family
Housing
Revenue
Bonds,
Social
Series
2021-221,
2.200%,
12/01/41
6/30
at
100.00
AA+
47,612
Nuveen
Select
Maturities
Municipal
Fund
(continued)
Portfolio
of
Investments
June
30,
2022
(Unaudited)
12
NIM
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Massachusetts
(continued)
$
65
Massachusetts
Housing
Finance
Agency,
Single
Family
Housing
Revenue
Bonds,
Social
Series
2021-223,
2.350%,
6/01/39
12/30
at
100.00
N/R
$
49,825
100
Massachusetts
State,
General
Obligation
Bonds,
Refunding
Series
2020A,
5.000%,
6/01/44,
(Mandatory
Put
6/01/23)
No
Opt.
Call
Aa1
102,943
1,035
Total
Massachusetts
993,869
Michigan
-
1.9%
400
Detroit
Downtown
Development
Authority,
Michigan,
Tax
Increment
Bonds,
Development  Area
1
Projects,
Refunding
Series
1996B,
0.000%,
7/01/23
No
Opt.
Call
BB+
381,892
165
Detroit,
Michigan,
Senior
Lien
Sewerage
Disposal
System
Revenue
Bonds,
Series
2001B,
5.500%,
7/01/29
-
NPFG
Insured
No
Opt.
Call
A+
183,214
150
Michigan
Finance
Authority,
Local
Government
Loan
Program
Revenue
Bonds,
Detroit
Water
&
Sewerage
Department
Sewage
Disposal
System
Local
Project,
Second
Lien
Series
2015C,
5.000%,
7/01/34
7/25
at
100.00
A+
156,987
50
Michigan
Housing
Development
Authority,
Rental
Housing
Revenue
Bonds,
Series
2018A,
3.800%,
10/01/38
10/27
at
100.00
AA
49,635
270
Michigan
Housing
Development
Authority,
Rental
Housing
Revenue
Bonds,
Series
2021A,
2.250%,
10/01/41
10/30
at
100.00
AA
198,186
265
Michigan
Housing
Development
Authority,
Single
Family
Mortgage
Revenue
Bonds,
Series
2019B,
2.700%,
12/01/34
12/28
at
100.00
AA+
240,034
360
Michigan
Housing
Development
Authority,
Single
Family
Mortgage
Revenue
Bonds,
Series
2020C,
2.600%,
12/01/40
6/30
at
100.00
AA+
289,915
125
Michigan
Housing
Development
Authority,
Single
Family
Mortgage
Revenue
Bonds,
Social
Series
2021A,
2.150%,
12/01/41
12/30
at
100.00
AA+
90,606
25
Michigan
Strategic
Fund,
Limited
Obligation
Revenue
Bonds,
Graphic
Packaging
International,
LLC
Coated
Recycled
Board
Machine
Project,
Green
Series
2021,
4.000%,
10/01/61,
(AMT),
(Mandatory
Put
10/01/26)
No
Opt.
Call
Ba2
24,768
705
Wayne
County
Airport
Authority,
Michigan,
Revenue
Bonds,
Detroit
Metropolitan
Wayne
County
Airport,
Refunding
Series
2015F,
5.000%,
12/01/33,
(AMT)
12/25
at
100.00
A1
734,074
2,515
Total
Michigan
2,349,311
Minnesota
-
0.6%
Duluth
Economic
Development
Authority,
Minnesota,
Health
Care
Facilities
Revenue
Bonds,
Essentia
Health
Obligated
Group,
Series
2018A:
135
4.250%,
2/15/43
2/28
at
100.00
A-
129,408
10
4.250%,
2/15/48
2/28
at
100.00
A-
9,389
77
Minnesota
Housing
Finance
Agency,
Homeownership
Finance
Bonds,
Mortgage-Backed
Securities
Program,
Series
2017E,
2.850%,
6/01/47
7/26
at
100.00
Aaa
74,934
105
Minnesota
Housing
Finance
Agency,
Residential
Housing
Finance
Bonds,
Series
2020E,
2.500%,
7/01/40
7/29
at
100.00
AA+
88,939
70
Minnesota
Housing
Finance
Agency,
Residential
Housing
Finance
Bonds,
Series
2020I,
2.000%,
7/01/40
1/30
at
100.00
AA+
53,541
100
Minnesota
Housing
Finance
Agency,
Residential
Housing
Finance
Bonds,
Series
2021D,
2.200%,
7/01/41
7/30
at
100.00
AA+
77,972
115
Minnesota
Housing
Finance
Agency,
Residential
Housing
Finance
Bonds,
Series
2021H,
2.350%,
7/01/41
1/31
at
100.00
N/R
94,022
175
White
Bear
Lake
Independent
School
District
624,
Ramsey
County,
Minnesota,
General
Obligation
Bonds,
Facilities
Maintenance
Series
2021A,
2.000%,
2/01/28
2/27
at
100.00
AAA
167,734
787
Total
Minnesota
695,939
13
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Mississippi
-
0.2%
$
130
Mississippi
Business
Finance
Corporation,
Pollution
Control
Revenue,
Mississippi
Power,
Series
2002,
3.200%,
9/01/28
3/24
at
100.00
A-
$
128,818
30
Mississippi
Home
Corporation,
Single
Family
Mortgage
Revenue
Bonds,
Series
2021A,
2.000%,
12/01/40
6/30
at
100.00
Aaa
22,501
45
Mississippi
State,
Gaming
Tax
Revenue
Bonds,
Series
2019A,
5.000%,
10/15/23
No
Opt.
Call
A+
46,628
205
Total
Mississippi
197,947
Missouri
-
0.2%
100
Branson
Industrial
Development
Authority,
Missouri,
Tax
Increment
Revenue
Bonds,
Branson
Shoppes
Redevelopment
Project,
Refunding
Series
2017A,
4.000%,
11/01/26
11/25
at
100.00
N/R
96,375
100
Missouri
Health
and
Educational
Facilities
Authority,
Educational
Facilities
Revenue
Bonds,
Saint
Louis
College
of
Pharmacy,
Series
2013,
5.250%,
5/01/33
5/23
at
100.00
BBB
102,854
30
Missouri
Health
and
Educational
Facilities
Authority,
Educational
Facilities
Revenue
Bonds,
Saint
Louis
College
of
Pharmacy,
Series
2015B,
4.000%,
5/01/32
11/23
at
100.00
BBB
30,808
60
Missouri
Housing
Development
Commission,
Single
Family
Mortgage
Revenue
Bonds,
First
Place
Homeownership
Loan
Program,
Series
2021B,
2.000%,
11/01/41
5/30
at
100.00
AA+
44,321
290
Total
Missouri
274,358
Montana
-
0.4%
260
Billings,
Montana,
Tax
Increment
Urban
Renewal
Revenue
Bonds,
Expanded
North
27th
Street,
Series
2013A,
5.000%,
7/01/33
1/23
at
100.00
N/R
260,764
325
Forsyth,
Montana
Pollution
Control
Revenue
Bonds,
Portland
General
Electric
Company
Project,
Refunding
Series
1998A,
2.125%,
5/01/33
3/30
at
102.00
A1
270,511
25
Montana
Board
of
Housing,
Single
Family
Mortgage
Bonds,
Series
2021B,
2.000%,
12/01/41
12/30
at
100.00
AA+
18,731
610
Total
Montana
550,006
National
-
0.1%
69
Freddie
Mac
Multi-Family
ML
Certificates,
Series
ML
08,
Series
2021,
1.877%,
7/25/37
No
Opt.
Call
AA+
57,017
Nebraska
-
0.8%
100
Central
Plains
Energy
Project,
Nebraska,
Gas
Project
4
Revenue
Bonds,
Series
2018A,
5.000%,
3/01/50,
(Mandatory
Put
1/01/24)
10/23
at
100.43
A2
103,006
75
Nebraska
Investment
Finance
Authority,
Single
Family
Housing
Revenue
Bonds,
Series
2019D,
2.600%,
9/01/34
3/29
at
100.00
AA+
67,368
515
Nebraska
Investment
Finance
Authority,
Single
Family
Housing
Revenue
Bonds,
Series
2020A,
2.300%,
9/01/32
3/29
at
100.00
AA+
468,392
230
Nebraska
Investment
Finance
Authority,
Single
Family
Housing
Revenue
Bonds,
Series
2021C,
2.300%,
9/01/41
9/30
at
100.00
AA+
175,548
100
Sarpy
County,
Nebraska,
Limited
Tax
Highway
Allocation
Fund
Pledge
Bonds,
Series
2021,
2.000%,
6/01/27
6/26
at
100.00
Aaa
96,030
140
Saunders
County
School
District
1,
Ashland-Greenwood,
Nebraska,
General
Obligation
Bonds,
Series
2021,
2.000%,
12/15/50
12/30
at
100.00
A+
83,590
1,160
Total
Nebraska
993,934
Nuveen
Select
Maturities
Municipal
Fund
(continued)
Portfolio
of
Investments
June
30,
2022
(Unaudited)
14
NIM
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Nevada
-
0.3%
$
200
Clark
County,
Nevada,
General
Obligation
Bonds,
Flood
Control
Series
2014,
4.000%,
11/01/33,
(Pre-refunded
11/01/24)
11/24
at
100.00
AA+
(4)
$
208,658
65
Las
Vegas
Convention
and
Visitors
Authority,
Nevada,
Revenue
Bonds,
Refunding
Series
2017B,
4.000%,
7/01/34
7/27
at
100.00
Aa3
67,021
100
Nevada
Housing
Division,
Single
Family
Housing
Mortgage
Revenue
Bonds,
Refunding
Series
2021A,
2.200%,
10/01/41
10/30
at
100.00
AA+
76,622
65
Sparks,
Nevada,
Sales
Tax
Revenue
Bonds,
Tourism
Improvement
District
1
Legends
at
Sparks
Marina,
Refunding
Senior
Series
2019A,
2.750%,
6/15/28,
144A
No
Opt.
Call
Ba2
58,319
430
Total
Nevada
410,620
New
Hampshire
-
0.8%
251
National
Finance
Authority,
New
Hampshire,
Municipal
Certificates
Series
2020-1
Class
A,
4.125%,
1/20/34
No
Opt.
Call
BBB
247,221
405
National
Finance
Authority,
New
Hampshire,
Municipal
Certificates
Series
2022-1
Class
A,
4.375%,
9/20/36
No
Opt.
Call
N/R
388,917
215
National
Finance
Authority,
New
Hampshire,
Pollution
Control
Revenue
Bonds,
New
York
State
Electric
&
Gas
Corporation
Project,
Refunding
Series
2022A,
4.000%,
12/01/28,
(AMT)
No
Opt.
Call
N/R
215,523
115
New
Hampshire
Business
Finance
Authority,
Water
Facility
Revenue
Bonds,
Pennichuck
Water
Works
Inc.
Project
,
Series
2015A.,
4.250%,
1/01/36,
(Pre-refunded
1/01/26),
(AMT)
1/26
at
100.00
N/R
(4)
121,787
986
Total
New
Hampshire
973,448
New
Jersey
-
5.8%
535
Camden
County
Improvement
Authority,
New
Jersey,
Health
Care
Redevelopment
Revenue
Bonds,
Cooper
Health
System
Obligated
Group
Issue,
Refunding
Series
2014A,
5.000%,
2/15/30
2/24
at
100.00
BBB+
546,577
155
Gloucester
County
Pollution
Control
Financing
Authority,
New
Jersey,
Pollution
Control
Revenue
Bonds,
Logan
Project,
Refunding
Series
2014A,
5.000%,
12/01/24,
(AMT),
(ETM)
No
Opt.
Call
BBB-
(4)
162,119
220
New
Jersey
Economic
Development
Authority,
Private
Activity
Bonds,
The
Goethals
Bridge
Replacement
Project,
Series
2013,
5.000%,
1/01/28,
(AMT)
1/24
at
100.00
A2
224,541
1,000
New
Jersey
Economic
Development
Authority,
School
Facilities
Construction
Bonds,
Refunding
Series
2015XX,
5.000%,
6/15/27
6/25
at
100.00
Baa1
1,047,200
200
New
Jersey
Economic
Development
Authority,
Special
Facilities
Revenue
Bonds,
Continental
Airlines
Inc.,
Series
1999,
5.250%,
9/15/29,
(AMT)
8/22
at
101.00
Ba3
202,308
125
New
Jersey
Economic
Development
Authority,
Water
Facilities
Revenue
Bonds,
New
Jersey-American
Water
Company
Inc.
Project,
Refunding
Series
2019A,
2.200%,
10/01/39,
(AMT),
(Mandatory
Put
12/03/29)
12/29
at
100.00
A+
110,383
100
New
Jersey
Economic
Development
Authority,
Water
Facilities
Revenue
Bonds,
New
Jersey-American
Water
Company
Inc.
Project,
Refunding
Series
2020D,
1.100%,
11/01/29,
(AMT),
(Mandatory
Put
12/01/27)
No
Opt.
Call
A+
86,936
520
New
Jersey
Higher
Education
Student
Assistance
Authority,
Student
Loan
Revenue
Bonds,
Senior
Lien
Series
2017-1A,
3.750%,
12/01/31,
(AMT)
12/26
at
100.00
Aaa
521,518
New
Jersey
State,
General
Obligation
Bonds,
Covid-19
Emergency
Series
2020A:
160
5.000%,
6/01/29
No
Opt.
Call
A3
179,928
145
4.000%,
6/01/30
No
Opt.
Call
A3
153,369
200
4.000%,
6/01/32
No
Opt.
Call
A3
210,616
1,280
New
Jersey
Transportation
Trust
Fund
Authority,
Transportation
System
Bonds,
Capital
Appreciation
Series
2010A,
0.000%,
12/15/33
No
Opt.
Call
Baa1
783,066
15
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
New
Jersey
(continued)
$
1,590
New
Jersey
Transportation
Trust
Fund
Authority,
Transportation
System
Bonds,
Series
2010D,
5.000%,
12/15/23
No
Opt.
Call
Baa1
$
1,653,743
175
New
Jersey
Transportation
Trust
Fund
Authority,
Transportation
System
Bonds,
Series
2019AA,
3.750%,
6/15/33
12/28
at
100.00
Baa1
167,526
150
New
Jersey
Turnpike
Authority,
Turnpike
Revenue
Bonds,
Series
2020D,
5.000%,
1/01/28
No
Opt.
Call
A+
163,508
105
Salem
County
Pollution
Control
Financing
Authority,
New
Jersey,
Pollution
Control
Revenue
Bonds,
Chambers
Project,
Refunding
Series
2014A,
5.000%,
12/01/23,
(AMT),
(ETM)
No
Opt.
Call
BBB
(4)
107,984
Tobacco
Settlement
Financing
Corporation,
New
Jersey,
Tobacco
Settlement
Asset-Backed
Bonds,
Series
2018A:
670
5.000%,
6/01/29
6/28
at
100.00
A
718,883
100
5.000%,
6/01/31
6/28
at
100.00
A-
106,350
7,430
Total
New
Jersey
7,146,555
New
Mexico
-
0.4%
45
New
Mexico
Mortgage
Finance
Authority,
Single
Family
Mortgage
Program
Bonds,
Class
1
Series
2019D,
2.800%,
7/01/34
1/29
at
100.00
Aaa
41,361
100
New
Mexico
Mortgage
Finance
Authority,
Single
Family
Mortgage
Program
Bonds,
Class
1
Series
2021C,
2.100%,
7/01/41
7/30
at
100.00
Aaa
77,206
325
New
Mexico
Municipal
Energy
Acquisition
Authority,
Gas
Supply
Revenue
Bonds,
Refunding
&
Acquisition
Sub-Series
2019A,
5.000%,
11/01/39,
(Mandatory
Put
5/01/25)
2/25
at
100.73
Aa2
342,553
470
Total
New
Mexico
461,120
New
York
-
5.1%
Buffalo
and
Erie
County
Industrial
Land
Development
Corporation,
New
York,
Revenue
Bonds,
Catholic
Health
System,
Inc.
Project,
Series
2015:
210
5.000%,
7/01/23
No
Opt.
Call
BBB
213,196
205
5.000%,
7/01/24
No
Opt.
Call
BBB
209,926
120
Build
NYC
Resource
Corporation,
New
York,
Revenue
Bonds,
Family
Life
Academy
Charter
School,
Series
2020B-1,
5.000%,
6/01/40,
144A
12/30
at
100.00
N/R
105,494
200
Dormitory
Authority
of
the
State
of
New
York,
Revenue
Bonds,
Orange
Regional
Medical
Center
Obligated
Group,
Series
2017,
5.000%,
12/01/28,
144A
6/27
at
100.00
BBB-
213,352
750
Genesee
County
Funding
Corporation,
New
York,
Revenue
Bonds,
Rochester
Regional
Health
Project,
Series
2022A,
5.000%,
12/01/36
12/32
at
100.00
N/R
784,200
Long
Island
Power
Authority,
New
York,
Electric
System
General
Revenue
Bonds,
Series
2000A:
170
0.000%,
6/01/24
-
AGM
Insured
No
Opt.
Call
AA
162,539
375
Metropolitan
Transportation
Authority,
New
York,
Transportation
Revenue
Bonds,
Bond
Anticipation
Note
Series
2019D-1,
5.000%,
9/01/22
No
Opt.
Call
N/R
377,025
155
Metropolitan
Transportation
Authority,
New
York,
Transportation
Revenue
Bonds,
Bond
Anticipation
Note
Series
2020A-1,
5.000%,
2/01/23
No
Opt.
Call
N/R
157,655
120
Metropolitan
Transportation
Authority,
New
York,
Transportation
Revenue
Bonds,
Refunding
Green
Climate
Certified
Series
2020E,
5.000%,
11/15/33
11/30
at
100.00
A3
126,900
60
Monroe
County
Industrial
Development
Corporation,
New
York,
Revenue
Bonds,
Saint
Ann's
Community
Project,
Series
2019,
5.000%,
1/01/40
1/26
at
103.00
N/R
53,496
105
New
York
City
Housing
Development
Corporation,
New
York,
Multifamily
Housing
Revenue
Bonds,
Sustainable
Neighborhood
Series
2019A-3A,
1.125%,
5/01/60,
(Mandatory
Put
11/01/24)
7/22
at
100.00
AA+
101,004
Nuveen
Select
Maturities
Municipal
Fund
(continued)
Portfolio
of
Investments
June
30,
2022
(Unaudited)
16
NIM
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
New
York
(continued)
New
York
City
Industrial
Development
Agency,
New
York,
PILOT
Payment
in
Lieu
of
Taxes
Revenue
Bonds,
Queens
Baseball
Stadium
Project,
Refunding
Series
2021A:
$
25
4.000%,
1/01/32
-
AGM
Insured
1/31
at
100.00
AA
$
25,684
135
3.000%,
1/01/33
-
AGM
Insured
1/31
at
100.00
AA
126,125
350
New
York
City,
New
York,
General
Obligation
Bonds,
Fiscal
2021
Series
A-1,
5.000%,
8/01/29
No
Opt.
Call
AA
399,938
100
New
York
State
Housing
Finance
Agency,
Affordable
Housing
Revenue
Bonds,
Climate
Bond
Certified/Green
Bond
Series
2018I,
3.625%,
11/01/33
11/27
at
100.00
Aa2
98,254
215
New
York
State
Housing
Finance
Agency,
Affordable
Housing
Revenue
Bonds,
Climate
Bond
Certified/Sustainability
Series
2019P,
2.600%,
11/01/34
5/28
at
100.00
Aa2
185,014
215
New
York
State
Housing
Finance
Agency,
Affordable
Housing
Revenue
Bonds,
Refunding
Series
2019C,
3.500%,
11/01/34
5/28
at
100.00
Aa2
209,761
120
New
York
State
Mortgage
Agency,
Homeowner
Mortgage
Revenue
Bonds,
Series
223,
2.650%,
10/01/34
10/28
at
100.00
Aa1
105,552
100
New
York
State
Mortgage
Agency,
Homeowner
Mortgage
Revenue
Bonds,
Series
225,
2.300%,
10/01/40
10/29
at
100.00
Aa1
75,752
80
New
York
State
Mortgage
Agency,
Homeowner
Mortgage
Revenue
Bonds,
Series
233,
2.200%,
4/01/36
4/30
at
100.00
Aa1
64,246
245
New
York
State
Mortgage
Agency,
Homeowner
Mortgage
Revenue
Bonds,
Social
Series
239,
2.450%,
10/01/41
10/30
at
100.00
N/R
184,865
245
New
York
State
Mortgage
Agency,
Homeowner
Mortgage
Revenue
Bonds,
Social
Series
242,
2.950%,
10/01/37
4/31
at
100.00
N/R
212,623
New
York
Transportation
Development
Corporation,
New
York,
Special
Facilities
Bonds,
LaGuardia
Airport
Terminal
B
Redevelopment
Project,
Series
2016A:
135
4.000%,
7/01/32,
(AMT)
7/24
at
100.00
BBB
130,569
230
4.000%,
7/01/33,
(AMT)
7/24
at
100.00
BBB
220,793
185
5.000%,
7/01/34,
(AMT)
7/24
at
100.00
BBB
190,184
100
5.000%,
7/01/41,
(AMT)
7/24
at
100.00
BBB
102,402
70
4.000%,
7/01/46
-
AGM
Insured,
(AMT)
7/24
at
100.00
AA
64,267
500
5.000%,
7/01/46,
(AMT)
7/24
at
100.00
BBB
511,045
500
New
York
Transportation
Development
Corporation,
New
York,
Special
Facility
Revenue
Bonds,
Terminal
4
John
F
Kennedy
International
Airport
Project,
Series
2022,
5.000%,
12/01/29,
(AMT)
No
Opt.
Call
N/R
530,630
60
New
York
Transportation
Development
Corporation,
New
York,
Special
Facility
Revenue
Refunding
Bonds,
Terminal
One
Group
Association,
L.P.
Project,
Series
2015,
5.000%,
1/01/23,
(AMT)
No
Opt.
Call
BBB
60,659
140
Westchester
County
Local
Development
Corporation,
New
York,
Revenue
Bond,
Purchase
Senior
Learning
Community,
Inc.
Project,
Accd
Inv,
Series
2021B-EFRB,
3.600%,
7/01/29
No
Opt.
Call
N/R
127,330
115
Westchester
County
Local
Development
Corporation,
New
York,
Revenue
Bond,
Purchase
Senior
Learning
Community,
Inc.
Project,
Accd
Inv,
Series
2021C-EFRB,
3.200%,
7/01/28,
144A
No
Opt.
Call
N/R
104,343
6,335
Total
New
York
6,234,823
North
Carolina
-
1.4%
90
North
Carolina
Housing
Finance
Agency,
Home
Ownership
Revenue
Bonds,
1998
Trust
Agreement,
Series
2020-43,
2.800%,
1/01/40
1/29
at
100.00
AA+
76,313
1,340
North
Carolina
Municipal
Power
Agency
1,
Catawba
Electric
Revenue
Bonds,
Series
2015C,
5.000%,
1/01/29
1/26
at
100.00
A
1,436,708
17
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
North
Carolina
(continued)
$
250
North
Carolina
Turnpike
Authority,
Monroe
Expressway
Toll  Revenue
Bonds,
Capital
Appreciation
Series
2017C,
0.000%,
7/01/27
7/26
at
96.08
BBB
$
205,282
1,680
Total
North
Carolina
1,718,303
North
Dakota
-
0.6%
270
Horace,
Cass
County,
North
Dakota,
General
Obligation
Bonds,
Refunding
Improvement
Series
2021,
3.000%,
5/01/46
5/27
at
100.00
Baa2
205,389
60
North
Dakota
Housing
Finance
Agency,
Home
Mortgage
Finance
Program
Bonds,
Series
2019C,
3.200%,
7/01/39
7/28
at
100.00
Aa1
54,899
55
North
Dakota
Housing
Finance
Agency,
Home
Mortgage
Finance
Program
Bonds,
Series
2020A,
2.700%,
7/01/35
7/29
at
100.00
Aa1
50,883
100
North
Dakota
Housing
Finance
Agency,
Home
Mortgage
Finance
Program
Bonds,
Series
2020B,
2.350%,
7/01/40
1/30
at
100.00
Aa1
79,881
100
North
Dakota
Housing
Finance
Agency,
Home
Mortgage
Finance
Program
Bonds,
Series
2021A,
2.250%,
7/01/41
7/30
at
100.00
Aa1
77,266
200
Ward
County
Health
Care,
North
Dakota,
Revenue
Bonds,
Trinity
Obligated
Group,
Series
2017C,
5.000%,
6/01/28
No
Opt.
Call
BBB-
216,898
785
Total
North
Dakota
685,216
Ohio
-
5.8%
100
American
Municipal
Power
Inc.,
Ohio,
Fremont
Energy
Center
Revenue
Bonds,
Refunding
Series
2021A,
5.000%,
2/15/34
2/31
at
100.00
N/R
112,284
Buckeye
Tobacco
Settlement
Financing
Authority,
Ohio,
Tobacco
Settlement
Asset-Backed
Revenue
Bonds,
Refunding
Senior
Lien
Series
2020A-2
Class
1:
155
5.000%,
6/01/28
No
Opt.
Call
A
166,922
75
5.000%,
6/01/30
No
Opt.
Call
A
81,615
200
5.000%,
6/01/31
6/30
at
100.00
A-
216,390
130
5.000%,
6/01/32
6/30
at
100.00
A-
140,266
515
5.000%,
6/01/35
6/30
at
100.00
A-
551,380
100
5.000%,
6/01/36
6/30
at
100.00
A-
106,895
100
4.000%,
6/01/48
6/30
at
100.00
BBB+
91,109
200
Buckeye
Tobacco
Settlement
Financing
Authority,
Ohio,
Tobacco
Settlement
Asset-Backed
Revenue
Bonds,
Refunding
Senior
Lien
Series
2020B-2
Class
2,
5.000%,
6/01/55
6/30
at
100.00
N/R
188,618
150
Columbus,
Ohio,
General
Obligation
Bonds,
Various
Purpose
Series
2019A,
5.000%,
4/01/27
No
Opt.
Call
AAA
168,173
480
Fairfield
County,
Ohio,
Hospital
Facilities
Revenue
Bonds,
Fairfield
Medical
Center
Project,
Series
2013,
5.000%,
6/15/43
6/23
at
100.00
Ba2
481,598
20
Montgomery
County,
Ohio,
Hospital
Facilities
Revenue
Bonds,
Kettering
Health
Network
Obligated
Group
Project,
Refunding
&
Improvement
Series
2021,
3.000%,
8/01/40
2/31
at
100.00
A+
16,490
35
New
Albany
Community
Authority,
Ohio,
Community
Facilities
Revenue
Refunding
Bonds,
Series
2012C,
5.000%,
10/01/22
No
Opt.
Call
Aa3
35,301
45
Ohio
Air
Quality
Development
Authority,
Ohio,
Air
Quality
Development
Revenue
Bonds,
FirstEnergy
Generation
Corporation
Project,
Series
2009A,
5.700%,
8/01/22
No
Opt.
Call
N/R
56
100
Ohio
Air
Quality
Development
Authority,
Ohio,
Pollution
Control
Revenue
Bonds,
FirstEnergy
Generation
Corporation
Project,
Refunding
Series
2009B,
3.100%,
3/01/23
No
Opt.
Call
N/R
125
425
Ohio
Air
Quality
Development
Authority,
Ohio,
Pollution
Control
Revenue
Bonds,
FirstEnergy
Generation
Project,
Refunding
Series
2006A,
3.750%,
12/01/23
(6)
No
Opt.
Call
N/R
531
Nuveen
Select
Maturities
Municipal
Fund
(continued)
Portfolio
of
Investments
June
30,
2022
(Unaudited)
18
NIM
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Ohio
(continued)
$
90
Ohio
Air
Quality
Development
Authority,
Ohio,
Pollution
Control
Revenue
Bonds,
FirstEnergy
Nuclear
Generation
Corporation
Project,
Refunding
Series
2010A,
3.125%,
7/01/33
(6)
No
Opt.
Call
N/R
$
112
130
Ohio
Air
Quality
Development
Authority,
Ohio,
Pollution
Control
Revenue
Bonds,
FirstEnergy
Nuclear
Generation
Project,
Refunding
Series
2006B,
3.625%,
12/01/33
(6)
No
Opt.
Call
N/R
162
335
Ohio
Air
Quality
Development
Authority,
Ohio,
Revenue
Bonds,
American
Electric
Power
Company
Project,
Refunding
Series
2005A,
2.100%,
1/01/29,
(AMT),
(Mandatory
Put
10/01/24)
No
Opt.
Call
BBB+
325,198
225
Ohio
Air
Quality
Development
Authority,
Ohio,
Revenue
Bonds,
American
Electric
Power
Company
Project,
Refunding
Series
2007A,
2.500%,
8/01/40,
(AMT),
(Mandatory
Put
10/01/29)
No
Opt.
Call
BBB+
203,308
350
Ohio
Air
Quality
Development
Authority,
Ohio,
Revenue
Bonds,
American
Electric
Power
Company
Project,
Refunding
Series
2007B,
2.500%,
11/01/42,
(AMT),
(Mandatory
Put
10/01/29)
No
Opt.
Call
BBB+
316,256
100
Ohio
Air
Quality
Development
Authority,
Ohio,
Revenue
Bonds,
American
Electric
Power
Company
Project,
Refunding
Series
2014B,
2.600%,
6/01/41,
(AMT),
(Mandatory
Put
10/01/29)
10/24
at
100.00
BBB+
90,981
100
Ohio
Air
Quality
Development
Authority,
Ohio,
Revenue
Bonds,
American
Electric
Power
Company
Project,
Refunding
Series
2014D,
1.900%,
5/01/26,
(Mandatory
Put
10/01/24)
No
Opt.
Call
BBB+
96,752
350
Ohio
Air
Quality
Development
Authority,
Ohio,
Revenue
Bonds,
Dayton
Power
&
Light
Company
Project,
Refunding
Collateralized
Series
2015A,
4.250%,
11/01/40,
(AMT),
(Mandatory
Put
6/01/27)
No
Opt.
Call
N/R
353,227
200
Ohio
Air
Quality
Development
Authority,
Ohio,
Revenue
Bonds,
Dueke
Energy
Corporation
Project,
Refunding
Series
2022A,
4.250%,
11/01/39,
(AMT),
(Mandatory
Put
6/01/27)
No
Opt.
Call
N/R
202,734
45
Ohio
Air
Quality
Development
Authority,
Ohio,
Revenue
Bonds,
Pratt
Paper
Ohio,
LLC
Project,
Series
2017,
3.750%,
1/15/28,
(AMT),
144A
No
Opt.
Call
N/R
45,715
25
Ohio
Higher
Educational
Facility
Commission,
Senior
Hospital
Parking
Revenue
Bonds,
University
Circle
Incorporated
2020
Project,
Series
2020,
5.000%,
1/15/37
1/30
at
100.00
A3
25,903
110
Ohio
Housing
Finance
Agency,
Residential
Mortgage
Revenue
Bonds,
Mortgage-Backed
Securities
Program,
Series
2019B,
3.000%,
9/01/39
9/28
at
100.00
Aaa
99,129
70
Ohio
Housing
Finance
Agency,
Residential
Mortgage
Revenue
Bonds,
Mortgage-Backed
Securities
Program,
Series
2020A,
2.750%,
9/01/40
3/29
at
100.00
Aaa
67,985
25
Ohio
Housing
Finance
Agency,
Residential
Mortgage
Revenue
Bonds,
Mortgage-Backed
Securities
Program,
Series
2020B,
2.250%,
9/01/40
9/29
at
100.00
Aaa
21,705
2,505
Ohio
State,
Turnpike
Revenue
Bonds,
Ohio
Turnpike
and
Infrastructutre
Commission
Infrastructure
Projects,
Junior
Lien,
Capital
Appreciation
Series
2013A-3,
0.000%,
2/15/34
(5)
2/31
at
100.00
Aa3
2,820,881
120
Ohio
Water
Development
Authority,
Pollution
Control
Revenue
Bonds,
FirstEnergy
Generating
Corporation
Project,
Refunding
Series
2006A,
3.000%,
5/15/49
(6)
No
Opt.
Call
N/R
150
230
Ohio
Water
Development
Authority,
Pollution
Control
Revenue
Bonds,
FirstEnergy
Nuclear
Generating
Corporation
Project,
Refunding
Series
2005B,
4.000%,
1/01/34
(6)
No
Opt.
Call
N/R
288
110
Ohio
Water
Development
Authority,
Pollution
Control
Revenue
Bonds,
FirstEnergy
Nuclear
Generating
Corporation
Project,
Refunding
Series
2008B,
3.625%,
10/01/33
No
Opt.
Call
N/R
137
220
Ohio
Water
Development
Authority,
Pollution
Control
Revenue
Bonds,
FirstEnergy
Nuclear
Generating
Corporation
Project,
Refunding
Series
2010A,
3.750%,
7/01/33
(6)
No
Opt.
Call
N/R
275
19
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Ohio
(continued)
$
235
Ohio
Water
Development
Authority,
Pollution
Control
Revenue
Bonds,
FirstEnergy
Nuclear
Generating
Corporation
Project,
Refunding
Series
2010C,
4.000%,
6/01/33
No
Opt.
Call
N/R
$
294
110
Ohio
Water
Development
Authority,
Pollution
Control
Revenue
Refunding
Bonds,
FirstEnergy
Nuclear
Generating
Corporation
Project,
Series
2006B,
4.000%,
12/01/33
(6)
No
Opt.
Call
N/R
137
100
Toledo-Lucas
County
Port
Authority,
Ohio,
Development
Revenue
Bonds,
Northwest
Ohio
Bond
Fund,
HB
Magruder
Memorial
Hospital
Project,
Series
2021F,
2.250%,
11/15/36
5/28
at
100.00
N/R
76,991
85
Tuscarawas
County
Economic
Development
and
Finance
Alliance,
Ohio,
Higher
Education
Facilities
Revenue
Bonds,
Ashland
University,
Refunding
&
Improvement
Series
2015,
5.375%,
3/01/27
3/25
at
100.00
N/R
86,390
8,700
Total
Ohio
7,192,463
Oklahoma
-
2.0%
75
Bryan
County
School
Finance
Authority,
Oklahoma,
Educational
Facilities
Lease
Revenue
Bonds,
Durant
Public
Schools
Project,
Refunding
Series
2020,
4.000%,
12/01/28
No
Opt.
Call
A
80,579
115
Bryan
County
School
Finance
Authority,
Oklahoma,
Educational
Facilities
Lease
Revenue
Bonds,
Durant
Public
Schools
Project,
Series
2020,
2.750%,
9/01/31
9/30
at
100.00
A
109,420
800
Caddo
County
Governmental
Building
Authority,
Oklahoma,
Sales
Tax
Revenue
Bonds,
Refunding
Series
2018,
3.625%,
9/01/33
9/28
at
100.00
BBB+
752,392
100
Cleveland
County
Public
Facilities
Authority,
Oklahoma,
Educational
Facilities
Lease
Revenue
Bonds,
Moore
Norman
Technology
Center
Project,
Series
2021,
4.000%,
5/01/35
5/31
at
100.00
N/R
104,431
250
Comanche
County
Educational
Facilities
Authority,
Oklahoma,
Educational
Facilities
Lease
Revenue
Bonds,
Elgin
Public
Schools
Project,
Series
2017A,
5.000%,
12/01/31
12/27
at
100.00
A
276,375
Oklahoma
Development
Finance
Authority,
Health
System
Revenue
Bonds,
OU
Medicine
Project,
Series
2018B:
220
5.000%,
8/15/28
No
Opt.
Call
Baa3
217,818
150
5.500%,
8/15/57
8/28
at
100.00
Baa3
136,255
45
Oklahoma
Housing
Finance
Agency,
Single
Family
Mortgage
Revenue
Bonds,
Homeownership
Loan
Program,
Series
2020A,
2.650%,
9/01/35
3/29
at
100.00
Aaa
44,776
500
Oklahoma
Housing
Finance
Agency,
Single
Family
Mortgage
Revenue
Bonds,
Homeownership
Loan
Program,
Series
2022A,
3.800%,
9/01/37
3/31
at
100.00
N/R
476,810
110
Tulsa
County
Industrial
Authority,
Oklahoma,
Educational
Facilities
Lease
Revenue
Bonds,
Broken
Arrow
Public
Schools
Project,
Series
2021A,
4.000%,
9/01/31
No
Opt.
Call
N/R
117,795
140
Weatherford
Industrial
Trust
Educational,
Oklahoma,
Facilities
Lease
Revenue
Bonds,
Weatherford
Public
Schools
Project,
Series
2019,
5.000%,
3/01/31
3/29
at
100.00
A-
157,473
2,505
Total
Oklahoma
2,474,124
Oregon
-
1.3%
1,265
Beaverton
School
District
48J,
Washington
and
Multnomah
Counties,
Oregon,
General
Obligation
Bonds,
Deferred
Interest
Series
2017B,
0.000%,
6/15/31
6/27
at
85.82
AA+
912,090
25
Clackamas
County
Hospital
Facility
Authority,
Oregon,
Revenue
Bonds,
Rose
Villa
Inc.,
Series
2020B-1,
3.250%,
11/15/25
7/22
at
100.00
N/R
24,254
250
Oregon
Health
and
Science
University,
Revenue
Bonds,
Green
Series
2021B-1,
5.000%,
7/01/46,
(Mandatory
Put
2/01/30)
11/29
at
100.00
N/R
273,235
Nuveen
Select
Maturities
Municipal
Fund
(continued)
Portfolio
of
Investments
June
30,
2022
(Unaudited)
20
NIM
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Oregon
(continued)
$
95
Oregon
Housing
and
Community
Services
Department,
Single
Family
Mortgage
Revenue
Bonds,
Series
2021A,
2.250%,
7/01/41
7/30
at
100.00
Aa2
$
72,018
360
Oregon
State  Business
Development
Commission,
Recovery
Zone
Facility
Revenue
Bonds,
Intel
Corporation
Project,
232
Series
2010,
2.400%,
12/01/40,
(Mandatory
Put
8/14/23)
No
Opt.
Call
A+
361,019
1,995
Total
Oregon
1,642,616
Pennsylvania
-
5.2%
100
Allegheny
County
Higher
Education
Building
Authority,
Pennsylvania,
Revenue
Bonds,
Carnegie
Mellon
University,
Series
2020A,
5.000%,
2/01/30
No
Opt.
Call
AA
115,662
100
Allentown
Neighborhood
Improvement
Zone
Development
Authority,
Pennsylvania,
Tax
Revenue
Bonds,
City
Center
Project,
Series
2018,
5.000%,
5/01/28,
144A
No
Opt.
Call
Ba3
102,938
220
Beaver
County
Industrial
Development
Authority,
Pennsylvania,
Pollution
Control
Revenue
Bonds,
FirstEnergy
Nuclear
Generation
Project,
Refunding
Series
2008A,
2.700%,
4/01/35
(6)
No
Opt.
Call
N/R
275
Berks
County
Industrial
Development
Authority,
Pennsylvania,
Health
System
Revenue
Bonds,
Tower
Health
Project,
Series
2017:
115
5.000%,
11/01/29
11/27
at
100.00
BB-
114,852
145
4.000%,
11/01/32
11/27
at
100.00
BB-
133,101
115
3.750%,
11/01/42
11/27
at
100.00
BB-
82,511
330
Berks
County
Municipal
Authority,
Pennsylvania,
Revenue
Bonds,
Tower
Health
Project,
Series
2020B-3,
5.000%,
2/01/40,
(Mandatory
Put
2/01/30)
8/29
at
101.50
BB-
315,176
500
Commonwealth
Financing
Authority,
Pennsylvania,
State
Appropriation
Lease
Bonds,
Master
Settlement,
Series
2018,
4.000%,
6/01/39
-
AGM
Insured
6/28
at
100.00
AA
481,605
105
Geisinger
Authority,
Montour
County,
Pennsylvania,
Health
System
Revenue
Bonds,
Geisinger
Health
System,
Series
2020B,
5.000%,
4/01/43,
(Mandatory
Put
2/15/27)
8/26
at
100.00
AA-
113,661
240
Lehigh
County
Industrial
Development
Authority,
Pennsylvania,
Pollution
Control
Revenue
Bonds,
Pennsylvania
Power
and
Light
Company,
Series
2016A,
1.800%,
9/01/29,
(Mandatory
Put
9/01/22)
No
Opt.
Call
A1
239,820
455
Lehigh
County
Industrial
Development
Authority,
Pennsylvania,
Pollution
Control
Revenue
Bonds,
Pennsylvania
Power
and
Light
Company,
Series
2016B,
1.800%,
2/15/27,
(Mandatory
Put
8/15/22)
No
Opt.
Call
A1
454,750
190
Luzerne
County
Industrial
Development
Authority,
Pennsylvania,
Revenue
Bonds,
Pennsylvania-American
Water
Company
Project,
Refunding
Series
2019,
2.450%,
12/01/39,
(AMT),
(Mandatory
Put
12/03/29)
12/29
at
100.00
A+
179,938
5
Pennsylvania
Economic
Development
Financing
Authority,
Exempt
Facilities
Revenue
Bonds,
Shippingport
Project,
First
Energy
Guarantor.,
Series
2006A,
2.550%,
11/01/41
(6)
No
Opt.
Call
N/R
6
500
Pennsylvania
Economic
Development
Financing
Authority,
Parking
System
Revenue
Bonds,
Capitol
Region
Parking
System,
Junior
Guaranteed
Series
2013B,
5.500%,
1/01/27
1/24
at
100.00
AA
525,030
250
Pennsylvania
Economic
Development
Financing
Authority,
Parking
System
Revenue
Bonds,
Capitol
Region
Parking
System,
Junior
Insured
Series
2013C,
5.500%,
1/01/26
-
AGM
Insured
1/24
at
100.00
AA
262,778
230
Pennsylvania
Economic
Development
Financing
Authority,
Private
Activity
Revenue
Bonds,
Pennsylvania
Rapid
Bridge
Replacement
Project,
Series
2015,
5.000%,
12/31/25,
(AMT)
No
Opt.
Call
BBB
240,592
150
Pennsylvania
Higher
Educational
Facilities
Authority,
Revenue
Bonds,
LaSalle
University,
Series
2012,
5.000%,
5/01/42
11/22
at
100.00
BB+
139,974
21
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Pennsylvania
(continued)
$
250
Pennsylvania
Housing
Finance
Agency,
Single
Family
Mortgage
Revenue
Bonds,
Series
2017-125A,
3.400%,
10/01/32,
(AMT)
4/27
at
100.00
AA+
$
245,458
25
Pennsylvania
Housing
Finance
Agency,
Single
Family
Mortgage
Revenue
Bonds,
Series
2019-128A,
3.650%,
10/01/32,
(AMT)
10/27
at
100.00
AA+
24,781
100
Pennsylvania
Housing
Finance
Agency,
Single
Family
Mortgage
Revenue
Bonds,
Series
2019-129,
2.950%,
10/01/34
10/28
at
100.00
AA+
92,240
150
Pennsylvania
Housing
Finance
Agency,
Single
Family
Mortgage
Revenue
Bonds,
Series
2020-132A,
2.300%,
10/01/35
10/29
at
100.00
AA+
127,820
160
Pennsylvania
Housing
Finance
Agency,
Single
Family
Mortgage
Revenue
Bonds,
Series
2020-133,
2.350%,
10/01/40
10/29
at
100.00
AA+
120,510
200
Pennsylvania
Housing
Finance
Agency,
Single
Family
Mortgage
Revenue
Bonds,
Social
Series
2022-1394A,
4.000%,
10/01/37
4/32
at
100.00
N/R
199,166
Pennsylvania
Turnpike
Commission,
Turnpike
Revenue
Bonds,
Refunding
Subordinate
Second
Series
2016B-2:
405
5.000%,
6/01/29
6/26
at
100.00
A3
435,403
855
5.000%,
6/01/35
6/26
at
100.00
A3
900,897
350
Pennsylvania
Turnpike
Commission,
Turnpike
Revenue
Bonds,
Refunding
Subordinate
Third
Series
2017,
5.000%,
12/01/32
12/27
at
100.00
A3
377,559
85
Scranton,
Lackawanna
County,
Pennsylvania,
General
Obligation
Notes,
Series
2016,
5.000%,
11/15/26
5/24
at
100.00
BB+
86,738
40
Scranton-Lackawanna
Health
and
Welfare
Authority,
Pennsylvania,
University
Revenue
Bonds,
Marywood
University,
Series
2016,
3.375%,
6/01/26
No
Opt.
Call
BB+
38,514
210
Wilson
School
District,
Berks
County,
Pennsylvania,
General
Obligation
Bonds,
Series
2021C,
4.000%,
5/15/30
5/29
at
100.00
AA
224,773
6,580
Total
Pennsylvania
6,376,528
Puerto
Rico
-
2.3%
250
Puerto
Rico
Aqueduct
and
Sewerage
Authority,
Revenue
Bonds,
Refunding
Senior
Lien
Series
2020A,
5.000%,
7/01/30,
144A
No
Opt.
Call
N/R
260,693
95
Puerto
Rico
Aqueduct
and
Sewerage
Authority,
Revenue
Bonds,
Senior
Lien
Series
2008A,
6.125%,
7/01/24
No
Opt.
Call
CCC
97,277
Puerto
Rico
Sales
Tax
Financing
Corporation,
Sales
Tax
Revenue
Bonds,
Restructured
2018A-1:
282
0.000%,
7/01/27
No
Opt.
Call
N/R
233,761
355
0.000%,
7/01/29
7/28
at
98.64
N/R
267,975
634
0.000%,
7/01/31
7/28
at
91.88
N/R
430,137
362
0.000%,
7/01/33
7/28
at
86.06
N/R
218,156
262
4.500%,
7/01/34
7/25
at
100.00
N/R
263,777
Puerto
Rico
Sales
Tax
Financing
Corporation,
Sales
Tax
Revenue
Bonds,
Taxable
Restructured
Cofina
Project
Series
2019A-2:
200
4.329%,
7/01/40
7/28
at
100.00
N/R
188,314
169
4.329%,
7/01/40
7/28
at
100.00
N/R
159,125
Puerto
Rico,
General
Obligation
Bonds,
Restructured
Series
2022A-1:
200
5.625%,
7/01/27
No
Opt.
Call
N/R
213,030
219
5.625%,
7/01/29
No
Opt.
Call
N/R
235,561
199
0.000%,
7/01/33
7/31
at
89.94
N/R
112,069
165
4.000%,
7/01/33
7/31
at
103.00
N/R
151,571
43
4.000%,
7/01/35
7/31
at
103.00
N/R
38,622
3,435
Total
Puerto
Rico
2,870,068
Nuveen
Select
Maturities
Municipal
Fund
(continued)
Portfolio
of
Investments
June
30,
2022
(Unaudited)
22
NIM
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Rhode
Island
-
0.5%
$
100
Rhode
Island
Health
and
Educational
Building
Corporation,
Hospital
Financing
Revenue
Bonds,
Care
New
England
Issue,
Refunding
Series
2016B,
5.000%,
9/01/36
9/26
at
100.00
N/R
$
103,174
200
Rhode
Island
Health
and
Educational
Building
Corporation,
Revenue
Bonds,
Care
New
England
Health
System,
Series
2013A,
5.500%,
9/01/28,
(Pre-refunded
9/01/23)
9/23
at
100.00
N/R
(4)
208,552
180
Rhode
Island
Housing
&
Mortgage
Finance
Corporation,
Homeownership
Opportunity
Bond
Program,
2021
Series
75A,
2.250%,
10/01/41
4/30
at
100.00
AA+
137,081
205
Rhode
Island
Housing
&
Mortgage
Finance
Corporation,
Homeownership
Opportunity
Bond
Program,
2022
Series
76A,
2.350%,
10/01/36
4/31
at
100.00
N/R
166,554
50
Rhode
Island
Housing
and
Mortgage
Finance
Corporation,
Homeownership
Opportunity
Bond
Program,
Series
2020-72A,
2.550%,
10/01/40
10/29
at
100.00
AA+
41,138
735
Total
Rhode
Island
656,499
South
Carolina
-
0.2%
130
Patriots
Energy
Group
Financing
Agency,
South
Carolina,
Gas
Supply
Revenue
Bonds,
Series
2018A,
4.000%,
10/01/48,
(Mandatory
Put
2/01/24)
11/23
at
100.30
Aa2
132,396
170
South
Carolina
Housing
Finance
and
Development
Authority,
Mortgage
Revenue
Bonds,
Series
2021A,
2.050%,
7/01/41
7/30
at
100.00
Aaa
122,585
300
Total
South
Carolina
254,981
South
Dakota
-
0.2%
75
South
Dakota
Housing
Development
Authority,
Homeownership
Mortgage
Revenue
Bonds,
Series
2021A,
2.100%,
11/01/41
5/30
at
100.00
AAA
57,699
100
South
Dakota
Housing
Development
Authority,
Homeownership
Mortgage
Revenue
Bonds,
Series
2021B,
2.050%,
11/01/41
5/30
at
100.00
AAA
70,194
110
South
Dakota
Housing
Development
Authority,
Homeownership
Mortgage
Revenue
Bonds,
Series
2022B,
2.300%,
11/01/37
11/30
at
100.00
N/R
89,543
285
Total
South
Dakota
217,436
Tennessee
-
1.2%
180
Knox
County
Health,
Educational
and
Housing
Facility
Board,
Tennessee,
Hospital
Revenue
Bonds,
Covenant
Health,
Refunding
Series
2012A,
5.000%,
1/01/23
No
Opt.
Call
A+
183,029
100
Metropolitan
Government
of
Nashville-Davidson
County
Health
and
Educational
Facilities
Board,
Tennessee,
Revenue
Bonds,
Knowledge
Academy
Charter
School,
Series
2017A,
0.000%,
6/15/27,
144A
(6)
No
Opt.
Call
N/R
70,000
75
Tennessee
Housing
Development
Agency,
Residential
Finance
Program
Bonds,
Series
2021-3,
2.300%,
7/01/41
1/31
at
100.00
N/R
58,190
100
Tennessee
Housing
Development
Agency,
Residential
Finance
Program
Bonds,
Series
2022-2,
4.050%,
7/01/37
7/31
at
100.00
N/R
99,261
100
The
Tennessee
Energy
Acquisition
Corporation,
Gas
Project
Revenue
Bonds,
Series
2018,
4.000%,
11/01/49,
(Mandatory
Put
11/01/25)
8/25
at
100.22
A2
101,575
920
The
Tennessee
Energy
Acquisition
Corporation,
Gas
Revenue
Bonds,
Series
2006C,
4.000%,
5/01/48,
(Mandatory
Put
5/01/23)
2/23
at
100.43
A2
931,353
1,475
Total
Tennessee
1,443,408
23
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Texas
-
5.6%
Austin
Convention
Enterprises
Inc.,
Texas,
Convention
Center
Hotel
Revenue
Bonds,
Refunding
First
Tier
Series
2017A:
$
40
5.000%,
1/01/28
1/27
at
100.00
BB+
$
41,883
55
5.000%,
1/01/30
1/27
at
100.00
BB+
57,098
1,000
Central
Texas
Regional
Mobility
Authority,
Revenue
Bonds,
Senior
Lien,
Series
2015A,
5.000%,
1/01/31,
(Pre-refunded
7/01/25)
7/25
at
100.00
A-
(4)
1,082,100
25
City
of
Houston,
Texas,
Convention
&
Entertainment
Facilities
Department
Hotel
Occupancy
Tax
and
Special
Revenue
Bonds,
Refunding
Series
2019,
5.000%,
9/01/34
9/28
at
100.00
A
27,127
130
Fort
Bend
County
Industrial
Development
Corporation,
Texas,
Revenue
Bonds,
NRG
Energy
Inc.
Project,
Series
2012B,
4.750%,
11/01/42
11/22
at
100.00
Baa2
130,162
250
Grand
Parkway
Transportation
Corporation,
Texas,
System
Toll
Revenue
Bonds,
Bond
Anticipation
Note
Series
2014A,
5.000%,
2/01/23
No
Opt.
Call
A+
254,157
110
Harris
County
Cultural
Education
Facilities
Finance
Corporation,
Texas,
Hospital
Revenue
Bonds,
Memorial
Hermann
Health
System,
Series
2022B,
5.000%,
6/01/50,
(Mandatory
Put
12/01/28)
12/27
at
101.49
N/R
121,561
385
Harris
County-Houston
Sports
Authority,
Texas,
Revenue
Bonds,
Refunding
Senior
Lien
Series
2014A,
5.000%,
11/15/26
-
AGM
Insured
11/24
at
100.00
AA
405,944
705
Hidalgo
County
Regional
Mobility
Authority,
Texas,
Toll
and
Vehicle
Registration
Fee
Revenue
Bonds,
Senior
Lien
Series
2022A,
0.000%,
12/01/42
12/31
at
68.27
N/R
239,742
50
Houston,
Texas,
Airport
System
Special
Facilities
Revenue
Bonds,
United
Airlines,
Inc.
Terminal
E
Project,
Refunding
Series
2014,
5.000%,
7/01/29,
(AMT)
7/24
at
100.00
Ba3
50,109
500
Houston,
Texas,
Hotel
Occupancy
Tax
and
Special
Revenue
Bonds,
Convention
and
Entertainment
Project,
Series
2001B,
0.000%,
9/01/23
-
AMBAC
Insured
No
Opt.
Call
A
486,330
430
Love
Field
Airport
Modernization
Corporation,
Texas,
General
Airport
Revenue
Bonds
Series
2015,
5.000%,
11/01/28,
(AMT)
11/25
at
100.00
A1
453,650
McCamey
County
Hospital
District,
Texas,
General
Obligation
Bonds,
Series
2013:
100
5.000%,
12/01/25
No
Opt.
Call
B1
102,113
100
5.250%,
12/01/28
12/25
at
100.00
B1
101,877
100
Mission
Economic
Development
Corporation,
Texas,
Revenue
Bonds,
Natgasoline
Project,
Senior
Lien
Series
2018,
4.625%,
10/01/31,
(AMT),
144A
7/22
at
105.00
BB-
101,745
North
Central
Texas
Health
Facilities
Development
Corporation,
Texas,
Revenue
Bonds,
Children's
Medical
Center
Dallas
Project,
Series
2012:
380
5.000%,
8/15/25,
(Pre-refunded
8/15/22)
8/22
at
100.00
AA
(4)
381,585
North
Texas
Tollway
Authority,
Special
Projects
System
Revenue
Bonds,
Convertible
Capital
Appreciation
Series
2011C:
245
0.000%,
9/01/43,
(Pre-refunded
9/01/31)
(5)
9/31
at
100.00
N/R
(4)
301,010
490
6.750%,
9/01/45,
(Pre-refunded
9/01/31)
9/31
at
100.00
N/R
(4)
635,471
North
Texas
Tollway
Authority,
System
Revenue
Bonds,
Refunding
First
Tier,
Series
2014A:
290
5.000%,
1/01/23
No
Opt.
Call
A+
294,794
190
5.000%,
1/01/23,
(ETM)
No
Opt.
Call
N/R
(4)
193,283
Nuveen
Select
Maturities
Municipal
Fund
(continued)
Portfolio
of
Investments
June
30,
2022
(Unaudited)
24
NIM
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Texas
(continued)
Port
Beaumont
Navigation
District,
Jefferson
County,
Texas,
Dock
and
Wharf
Facility
Revenue
Bonds,
Jefferson
Gulf
Coast
Energy
Project,
Series
2021A:
$
100
2.750%,
1/01/36,
(AMT),
144A
7/23
at
103.00
N/R
$
75,888
300
2.875%,
1/01/41,
(AMT),
144A
7/23
at
103.00
N/R
209,874
100
3.000%,
1/01/50,
(AMT),
144A
7/23
at
103.00
N/R
65,615
100
Round
Rock,
Texas,
Combined
Tax
and
Revenue
Certificates
of
Obligation,
Series
2021C,
2.000%,
8/15/46
8/30
at
100.00
AAA
62,135
100
Texas
Department
of
Housing
and
Community
Affairs,
Single
Family
Mortgage
Revenue
Bonds,
Series
2021A,
2.050%,
9/01/41
3/30
at
100.00
Aaa
74,912
Texas
Private
Activity
Bond
Surface
Transporation
Corporation,
Revenue
Bonds,
NTE
Mobility
Partners
LLC
North
Tarrant
Express
Managed
Lanes
Project,
Refunding
Senior
Lien
Series
2019A:
315
4.000%,
12/31/38
12/29
at
100.00
Baa2
287,500
125
4.000%,
12/31/39
12/29
at
100.00
Baa2
113,414
100
Texas
Private
Activity
Bond
Surface
Transportation
Corporation,
Senior
Lien
Revenue
Bonds,
LBJ
Infrastructure
Group
LLC
IH-635
Managed
Lanes
Project,
Refunding  Series
2020A,
4.000%,
6/30/32
12/30
at
100.00
Baa2
97,114
475
Texas
Transportation
Commission,
Central
Texas
Turnpike
System
Revenue
Bonds,
Refunding
Second
Tier
Series
2015C,
5.000%,
8/15/31
8/24
at
100.00
A-
488,072
7,290
Total
Texas
6,936,265
Virginia
-
1.2%
200
Chesapeake
Industrial
Development
Authority,
Virginia,
Pollution
Control
Revenue
Bonds,
Virginia
Electric
and
Power
Company
Project,
Refunding
Series
2008A,
1.900%,
2/01/32,
(Mandatory
Put
6/01/23)
No
Opt.
Call
A2
198,560
130
Louisa
Industrial
Development
Authority,
Virginia,
Pollution
Control
Revenue
Bonds,
Virginia
Electric
and
Power
Company,
Refunding
Series
2008A,
1.900%,
11/01/35,
(Mandatory
Put
6/01/23)
No
Opt.
Call
A2
129,064
Virginia
Small
Business
Financing
Authority,
Revenue
Bonds,
95
Express
Lanes
LLC
Project,
Refunding
Senior
Lien
Series
2022:
350
5.000%,
7/01/36,
(AMT)
1/32
at
100.00
N/R
372,193
115
5.000%,
12/31/38,
(AMT)
12/32
at
100.00
N/R
122,935
445
5.000%,
12/31/39,
(AMT)
12/32
at
100.00
N/R
471,522
140
Wise
County
Industrial
Development
Authority,
Virginia,
Solid
Waste
and
Sewage
Disposal
Revenue
Bonds,
Virginia
Electric
and
Power
Company,
Series
2009A,
0.750%,
10/01/40,
(Mandatory
Put
9/02/25)
No
Opt.
Call
A2
129,104
70
Wise
County
Industrial
Development
Authority,
Virginia,
Solid
Waste
and
Sewage
Disposal
Revenue
Bonds,
Virginia
Electric
and
Power
Company,
Series
2010A,
1.200%,
11/01/40,
(Mandatory
Put
5/31/24)
No
Opt.
Call
A2
67,608
1,450
Total
Virginia
1,490,986
Washington
-
1.4%
1,000
Port
of
Seattle,
Washington,
Revenue
Bonds,
Intermediate
Lien
Series
2015C,
5.000%,
4/01/23,
(AMT)
No
Opt.
Call
AA-
1,020,250
100
Washington
State
Housing
Finance
Commission,
Single
Family
Program
Bonds,
Series
2021-1N,
2.200%,
6/01/41
6/30
at
100.00
Aaa
76,897
108
Washington
State
Housing
Finance
Commission,
Social
Municipal
Certificates
Multifamily
Revenue
Bonds,
Series
2021-1
Class
A,
3.500%,
12/20/35
No
Opt.
Call
BBB+
99,124
25
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Washington
(continued)
$
595
Whidbey
Island
Public
Hospital
District,
Island
County,
Washington,
General
Obligation
Bonds,
Whidbey
General
Hospital,
Series
2013,
5.500%,
12/01/33
12/22
at
100.00
Baa3
$
550,982
1,803
Total
Washington
1,747,253
West
Virginia
-
0.5%
100
Monongalia
County
Commission,
West
Virginia,
Special
District
Excise
Tax
Revenue
Bonds,
University
Town
Centre
Economic
Opportunity
Development
District,
Refunding
&
Improvement
Series
2017A,
4.500%,
6/01/27,
144A
No
Opt.
Call
N/R
99,865
155
West
Virginia
Economic
Development
Authority,
Solid
Waste
Disposal
Facilities
Revenue
Bonds,
Appalachian
Power
Company
-
Amos
Project,
Series
2010,
0.625%,
12/01/38,
(Mandatory
Put
12/15/25)
No
Opt.
Call
A-
137,587
80
West
Virginia
Hospital
Finance
Authority,
Hospital
Revenue
Bonds,
Charleston
Area
Medical
Center,
Series
2014A,
5.000%,
9/01/25
9/24
at
100.00
Baa1
83,334
240
West
Virginia
Hospital
Finance
Authority,
Revenue
Bonds,
West
Virginia
University
Health
System
Obligated
Group,
Improvement
Series
2017A,
3.375%,
6/01/29
6/27
at
100.00
A
238,841
575
Total
West
Virginia
559,627
Wisconsin
-
2.8%
600
Public
Finance
Authority
of
Wisconsin,
Limited
Obligation
PILOT
Revenue
Bonds,
American
Dream
@
Meadowlands
Project,
Series
2017,
6.500%,
12/01/37,
144A
12/27
at
100.00
N/R
538,620
350
Public
Finance
Authority
of
Wisconsin,
Solid
Waste
Disposal
Revenue
Bonds,
Waste
Management
Inc.,
Refunding
Series
2016A-2,
2.875%,
5/01/27
5/26
at
100.00
A-
335,993
Public
Finance
Authority,
Wisconsin,
Exempt
Facilities
Revenue
Bonds,
Celanese
Project,
Refunding
Series
2016C:
65
4.050%,
11/01/30
5/26
at
100.00
BBB
64,589
175
4.300%,
11/01/30
5/26
at
100.00
BBB
176,834
40
Wisconsin
Health
and
Educational
Facilities
Authority,
Revenue
Bonds,
PHW
Muskego,
Inc.
Project,
Series
2021,
4.000%,
10/01/41
10/28
at
102.00
N/R
34,161
60
Wisconsin
Health
and
Educational
Facilities
Authority,
Wisconsin,
Revenue
Bonds,
Gundersen
Health
System,
Refunding
Series
2021A,
4.000%,
10/15/34
10/31
at
100.00
AA-
60,242
100
Wisconsin
Health
and
Educational
Facilities
Authority,
Wisconsin,
Revenue
Bonds,
Marshfield
Clinic
Health
System,
Inc.,
Series
2020B-2,
5.000%,
2/15/51,
(Mandatory
Put
2/15/27)
8/26
at
100.00
A-
108,735
1,500
Wisconsin
Health
and
Educational
Facilities
Authority,
Wisconsin,
Revenue
Bonds,
ThedaCare
Inc,
Series
2015,
5.000%,
12/15/26
12/24
at
100.00
AA-
1,573,275
555
Wisconsin
Housing
and
Ecconomic
Development
Authority,
Home
Ownership
Revenue
Bonds,
Series
2020A,
2.700%,
9/01/35
9/29
at
100.00
AA
523,975
100
Wisconsin
Housing
and
Economic
Development
Authority,
Housing
Revenue
Bonds,
Series
2021C,
2.500%,
11/01/41
5/31
at
100.00
N/R
78,270
3,545
Total
Wisconsin
3,494,694
Wyoming
-
0.1%
85
Campbell
County,
Wyoming
Solid
Waste
Facilities
Revenue
Bonds,
Basin
Electric
Power
Cooperative,
Dry
Fork
Station
Facilities,
Series
2019A,
3.625%,
7/15/39
5/29
at
100.00
A
78,287
25
Wyoming
Community
Development
Authority,
Housing
Revenue
Bonds,
2020
Series
1,
2.625%,
12/01/35
6/29
at
100.00
AA+
22,354
110
Total
Wyoming
100,641
$
123,218
Total
Municipal
Bonds
(cost
$120,009,081)
117,306,713
Nuveen
Select
Maturities
Municipal
Fund
(continued)
Portfolio
of
Investments
June
30,
2022
(Unaudited)
26
NIM
Part
F
of
Form
N-PORT
was
prepared
in
accordance
with
U.S.
generally
accepted
accounting
principles
(“U.S.
GAAP”)
and
in
conformity
with
the
applicable
rules
and
regulations
of
the
U.S.
Securities
and
Exchange
Commission
(“SEC”)
related
to
interim
filings.
Part
F
of
Form
N-PORT
does
not
include
all
information
and
footnotes
required
by
U.S.
GAAP
for
complete
financial
statements.
Certain
footnote
disclosures
normally
included
in
financial
statements
prepared
in
accordance
with
U.S.
GAAP
have
been
condensed
or
omitted
from
this
report
pursuant
to
the
rules
of
the
SEC.
For
a
full
set
of
the
Fund’s
notes
to
financial
statements,
please
refer
to
the
Fund’s
most
recently
filed
annual
or
semi-annual
report.
Fair
Value
Measurements
The
Fund’s
investments
in
securities
are
recorded
at
their
estimated
fair
value
utilizing
valuation
methods
approved
by
the
Board
of
Directors/
Trustees.
Fair
value
is
defined
as
the
price
that
would
be
received
upon
selling
an
investment
or
transferring
a
liability
in
an
orderly
transaction
to
an
independent
buyer
in
the
principal
or
most
advantageous
market
for
the
investment.
U.S.
GAAP
establishes
the
three-tier
hierarchy
which
is
used
to
maximize
the
use
of
observable
market
data
and
minimize
the
use
of
unobservable
inputs
and
to
establish
classification
of
fair
value
measurements
for
disclosure
purposes.
Observable
inputs
reflect
the
assumptions
market
participants
would
use
in
pricing
the
asset
or
liability.
Observable
inputs
are
based
on
market
data
obtained
from
sources
independent
of
the
reporting
entity.
Unobservable
inputs
reflect
management’s
assumptions
about
the
assumptions
market
participants
would
use
in
pricing
the
asset
or
liability.
Unobservable
inputs
are
based
on
the
best
information
available
in
the
circumstances.
The
following
is
a
summary
of
the
three-tiered
hierarchy
of
valuation
input
levels.
Level
1
–
Inputs
are
unadjusted
and
prices
are
determined
using
quoted
prices
in
active
markets
for
identical
securities.
Level
2
–
Prices
are
determined
using
other
significant
observable
inputs
(including
quoted
prices
for
similar
securities,
interest
rates,
credit
spreads,
etc.).
Level
3
–
Prices
are
determined
using
significant
unobservable
inputs
(including
management’s
assumptions
in
determining
the
fair
value
of
investments).
The
following
table
summarizes
the
market
value
of
the
Fund's
investments
as
of
the
end
of
the
reporting
period,
based
on
the
inputs
used
to
value
them:
Shares
Description
(1)
Value
X
3,964,825
COMMON
STOCKS
-
3.2%
X
3,964,825
Independent
Power
and
Renewable
Electricity
Producers
-
3.2%
65,897
Energy
Harbor
Corp
(7),(8),(9)
$
3,964,825
Total
Common
Stocks
(cost
$1,755,742)
3,964,825
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(3)
Value
278,008
ASSET-BACKED
AND
MORTGAGE-BACKED
SECURITIES
-
0.2%
X
278,008
$
200
Federal
Home
Loan
Mortgage
Corporation,
Notes
3.150%
10/15/36
N/R
$
187,815
109
Freddie
Mac
Multi-Family
ML
Certificates,
Series
ML
10,
Series
2021
2.032%
1/25/38
AA+
90,193
$
309
Total
Asset-Backed
and
Mortgage-Backed
Securities
(cost
$316,367)
278,008
Total
Long-Term
Investments
(cost
$122,081,190)
121,549,546
Other
Assets
Less
Liabilities
-
1.4%
1,752,511
Net
Assets
Applicable
to
Common
Shares
-
100%
$
123,302,057
Level
1
Level
2
Level
3
Total
Long-Term
Investments:
Municipal
Bonds
$
–
$
117,306,713
$
–
$
117,306,713
Common
Stocks
–
3,964,825
–
3,964,825
Asset-Backed
and
Mortgage-Backed
Securities
–
278,008
–
278,008
Total
$
–
$
121,549,546
$
–
$
121,549,546
(1)
All
percentages
shown
in
the
Portfolio
of
Investments
are
based
on
net
assets
applicable
to
common
shares
unless
otherwise
noted.
(2)
Optional
Call
Provisions:
Dates
(month
and
year)
and
prices
of
the
earliest
optional
call
or
redemption.
There
may
be
other
call
provisions
at
varying
prices
at
later
dates.
Certain
mortgage-backed
securities
may
be
subject
to
periodic
principal
paydowns.
(3)
For
financial
reporting
purposes,
the
ratings
disclosed
are
the
highest
of
Standard
&
Poor’s
Group
(“Standard
&
Poor’s”),
Moody’s
Investors
Service,
Inc.
(“Moody’s”)
or
Fitch,
Inc.
(“Fitch”)
rating.
This
treatment
of
split-rated
securities
may
differ
from
that
used
for
other
purposes,
such
as
for
Fund
investment
policies.
Ratings
below
BBB
by
Standard
&
Poor’s,
Baa
by
Moody’s
or
BBB
by
Fitch
are
considered
to
be
below
investment
grade.
Holdings
designated
N/R
are
not
rated
by
any
of
these
national
rating
agencies.
(4)
Backed
by
an
escrow
or
trust
containing
sufficient
U.S.
Government
or
U.S.
Government
agency
securities,
which
ensure
the
timely
payment
of
principal
and
interest.
(5)
Step-up
coupon
bond,
a
bond
with
a
coupon
that
increases
("steps
up"),
usually
at
regular
intervals,
while
the
bond
is
outstanding.
The
rate
shown
is
the
coupon
as
of
the
end
of
the
reporting
period.
(6)
Defaulted
security.
A
security
whose
issuer
has
failed
to
fully
pay
principal
and/or
interest
when
due,
or
is
under
the
protection
of
bankruptcy.
27
(7)
For
fair
value
measurement
disclosure
purposes,
investment
classified
as
Level
2.
(8)
Common
Stock
received
as
part
of
the
bankruptcy
settlement
during
February
2020
for
Beaver
County
Industrial
Development
Authority,
Pennsylvania,
Pollution
Control
Revenue
Refunding
Bonds,
FirstEnergy
Nuclear
Generation
Project,
Series
2008A,
2.700%,
4/01/35;
Ohio
Air
Quality
Development
Authority,
Ohio,
Air
Quality
Development
Revenue
Bonds,
FirstEnergy
Generation
Corporation
Project,
Series
2009A,
5.700%,
8/01/20;
Ohio
Air
Quality
Development
Authority,
Ohio,
Pollution
Control
Revenue
Bonds,
FirstEnergy
Generation
Corporation
Project,
Refunding
Series
2009B,
3.100%,
3/01/23;
Ohio
Air
Quality
Development
Authority,
Ohio,
Pollution
Control
Revenue
Bonds,
FirstEnergy
Generation
Project,
Refunding
Series
2006A,
3.750%,
12/01/23;
Ohio
Air
Quality
Development
Authority,
Ohio,
Pollution
Control
Revenue
Bonds,
FirstEnergy
Nuclear
Generation
Corporation
Project,
Refunding
Series
2010A,
0.000%,
7/01/33;
Ohio
Air
Quality
Development
Authority,
Ohio,
Pollution
Control
Revenue
Bonds,
FirstEnergy
Nuclear
Generation
Project,
Refunding
Series
2006B,
3.625%,
12/01/33;
Ohio
Water
Development
Authority,
Pollution
Control
Revenue
Refunding
Bonds,
FirstEnergy
Nuclear
Generating
Corporation
Project,
Series
2005B,
4.000%,
1/01/34;
Ohio
Water
Development
Authority,
Pollution
Control
Revenue
Refunding
Bonds,
FirstEnergy
Nuclear
Generating
Corporation
Project,
Series
2006A,
3.000%,
5/15/20;
Ohio
Water
Development
Authority,
Pollution
Control
Revenue
Refunding
Bonds,
FirstEnergy
Nuclear
Generating
Corporation
Project,
Series
2006B,
4.000%,
12/01/33;
Ohio
Water
Development
Authority,
Pollution
Control
Revenue
Refunding
Bonds,
FirstEnergy
Nuclear
Generating
Corporation
Project,
Series
2008B,
3.625%,
10/01/33;
Ohio
Water
Development
Authority,
Pollution
Control
Revenue
Refunding
Bonds,
FirstEnergy
Nuclear
Generating
Corporation
Project,
Series
2010A,
3.750%,
7/01/33;
Ohio
Water
Development
Authority,
Pollution
Control
Revenue
Refunding
Bonds,
FirstEnergy
Nuclear
Generating
Corporation
Project,
Series
2010C,
4.000%,
6/01/33;
and
Pennsylvania
Economic
Development
Financing
Authority,
Exempt
Facilities
Revenue
Bonds,
Shippingport
Project,
First
Energy
Guarantor,
Series
2006A,
2.550%,
11/01/41.
(9)
Non-income
producing;
issuer
has
not
declared
an
ex-dividend
date
within
the
past
twelve
months.
144A
Investment
is
exempt
from
registration
under
Rule
144A
of
the
Securities
Act
of
1933,
as
amended.
These
investments
may
only
be
resold
in
transactions
exempt
from
registration,
which
are
normally
those
transactions
with
qualified
institutional
buyers.
AMT
Alternative
Minimum
Tax
ETM
Escrowed
to
maturity
WI/DD
Purchased
on
a
when-issued
or
delayed
delivery
basis.