NPORT-EX 2 Multistate_Trust_IV.htm
Nuveen Kansas Municipal Bond Fund
Portfolio of Investments    August 31, 2021
(Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    LONG-TERM INVESTMENTS – 99.7%        
    MUNICIPAL BONDS – 98.6%        
    Consumer Staples  – 5.3%        
$7,080   Buckeye Tobacco Settlement Financing Authority, Ohio, Tobacco Settlement Asset-Backed Revenue Bonds, Refunding Senior Lien Series 2020A-2 Class 1, 3.000%, 6/01/48   6/30 at 100.00 BBB+ $7,356,403
995   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 1,157,872
1,535   Children's Trust Fund, Puerto Rico, Tobacco Settlement Asset-Backed Bonds, Refunding Series 2002, 5.500%, 5/15/39   9/21 at 100.00 Ba1 1,576,199
500   Golden State Tobacco Securitization Corporation, California, Tobacco Settlement Asset-Backed Bonds, Series 2017A-1, 5.000%, 6/01/29   6/27 at 100.00 BBB 611,790
985   Guam Economic Development & Commerce Authority, Tobacco Settlement Asset-Backed Bonds, Series 2007A, 5.250%, 6/01/32   9/21 at 100.00 N/R 985,601
730   New York Counties Tobacco Trust VI, New York, Tobacco Settlement Pass-Through Bonds, Series 2016A-1, 5.625%, 6/01/35   No Opt. Call BBB 803,650
625   New York Counties Tobacco Trust VI, New York, Tobacco Settlement Pass-Through Bonds, Turbo Term Series 2016A Including 2016A-1, 2016A-2A and 2016A-2B, 5.000%, 6/01/51   6/26 at 100.00 N/R 670,450
320   Tobacco Settlement Financing Corporation, New Jersey, Tobacco Settlement Asset-Backed Bonds, Series 2018B, 5.000%, 6/01/46   6/28 at 100.00 BB+ 380,515
2,510   TSASC Inc, New York, Tobacco Asset-Backed Bonds, Series 2006, 5.000%, 6/01/48   6/27 at 100.00 N/R 2,771,693
15,280   Total Consumer Staples       16,314,173
    Education and Civic Organizations – 3.8%        
    Kansas City Kansas Community College, Wyandotte County, Kansas, Auxiliary Enterprise System Revenue Bonds, Series 2021:        
3,000   4.000%, 9/01/47   9/30 at 100.00 A 3,447,120
2,000   4.000%, 9/01/52   9/30 at 100.00 A 2,288,800
1,655   Kansas Development Finance Authority, Revenue Bonds, Kansas State University Housing Project, Series 2014D-2, 4.000%, 4/01/33   4/22 at 100.00 Aa3 1,686,279
250   Kansas Development Finance Authority, Revenue Bonds, Kansas State University Projects, Refunding Series 2016A, 4.000%, 3/01/27   3/24 at 100.00 Aa3 270,228
1,000   Topeka, Kansas, Economic Development Revenue Bonds, YMCA Project, Refunding Series 2011A, 6.500%, 9/01/32 (4)   9/21 at 100.00 N/R 310,000
3,135   Washburn University of Topeka, Kansas, Revenue Bonds, Series 2015A, 5.000%, 7/01/35   7/25 at 100.00 A1 3,600,516
11,040   Total Education and Civic Organizations       11,602,943
    Financials – 0.5%        
1,020   Liberty Development Corporation, New York, Goldman Sachs Headquarter Revenue Bonds, Series 2005, 5.250%, 10/01/35   No Opt. Call A2 1,466,525
      1

Nuveen Kansas Municipal Bond Fund (continued)
Portfolio of Investments    August 31, 2021
(Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Health Care – 6.7%        
$385   Colorado Health Facilities Authority, Colorado, Revenue Bonds, CommonSpirit Health, Series 2019A-2, 5.000%, 8/01/39   8/29 at 100.00 BBB+ $483,052
    Hutchinson, Kansas, Hospital Facilities Revenue Bonds, Hutchinson Regional Medical Center, Inc, Series 2016:        
1,075   5.000%, 12/01/36   12/26 at 100.00 Ba1 1,244,269
400   5.000%, 12/01/41   12/26 at 100.00 Ba1 459,252
875   Illinois Finance Authority, Revenue Bonds, Ascension Health/fkaPresence Health Network, Series 2016C, 5.000%, 2/15/36   2/27 at 100.00 AA+ 1,059,354
2,000   Kansas Development Finance Authority, Health Facilities Revenue Bonds, Stormont-Vail Health Care Inc, Series 2013J, 5.000%, 11/15/38   11/22 at 100.00 A2 2,104,400
    Kansas Development Finance Authority, Hospital Revenue Bonds, Advent Health Obligated Group, Series 2021B:        
740   5.000%, 11/15/54(Mandatory Put 11/15/31)   No Opt. Call AA 1,013,571
325   5.000%, 11/15/54(Mandatory Put 11/15/28)   No Opt. Call AA 420,566
    Lawrence, Kansas, Hospital Revenue Bonds, Lawrence Memorial Hospital, Series 2018A:        
305   5.000%, 7/01/43   7/28 at 100.00 A 372,381
5,000   5.000%, 7/01/48   7/28 at 100.00 A 6,067,600
285   Orange County Health Facilities Authority, Florida, Hospital Revenue Bonds, Advent Health Obligated Group, Series 2021C, 5.000%, 11/15/52 (Mandatory Put 11/15/26)   No Opt. Call AA 350,829
2,000   University of Kansas Hospital Authority, Health Facilities Revenue Bonds, KU Health System, Refunding & Improvement Series 2015, 5.000%, 9/01/45   9/25 at 100.00 AA- 2,309,040
    University of Kansas Hospital Authority, Health Facilities Revenue Bonds, University of Kansas Health System, Series 2019B:        
2,205   4.000%, 3/01/37   3/30 at 100.00 AA- 2,643,596
1,490   4.000%, 3/01/38   3/30 at 100.00 AA- 1,779,418
17,085   Total Health Care       20,307,328
    Industrials – 1.1%        
1,415   Iowa Finance Authority, Iowa, Midwestern Disaster Area Revenue Bonds, Alcoa Inc Project, Series 2012, 4.750%, 8/01/42   8/22 at 100.00 BBB- 1,456,162
1,000   Iowa Finance Authority, Iowa, Midwestern Disaster Area Revenue Bonds, Iowa Fertilizer Company Project, Series 2013, 5.250%, 12/01/25   12/23 at 100.00 BB- 1,090,910
205   Iowa Finance Authority, Iowa, Midwestern Disaster Area Revenue Bonds, Iowa Fertilizer Company Project, Series 2018A, 5.250%, 12/01/50 (Mandatory Put 12/01/33)   12/22 at 103.00 BB- 221,193
435   New York Liberty Development Corporation, New York, Liberty Revenue Bonds, 3 World Trade Center Project, Class 1 Series 2014, 5.000%, 11/15/44, 144A   11/24 at 100.00 N/R 480,984
3,055   Total Industrials       3,249,249
    Long-Term Care – 2.0%        
2,500   Kansas Development Finance Authority Revenue Bonds, Village Shalom Project, Series 2018A, 5.250%, 11/15/53   11/23 at 103.75 N/R 2,534,200
2,715   Wichita, Kansas, Health Care Facilities Revenue Bonds, Presbyterian Manors, Series 2013IV-A, 6.375%, 5/15/43   5/23 at 100.00 N/R 2,875,620
2      

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Long-Term Care (continued)        
$665   Wichita, Kansas, Health Care Facilities Revenue Bonds, Presbyterian Manors, Series 2014IV-A, 5.625%, 5/15/44   5/24 at 100.00 N/R $707,819
5,880   Total Long-Term Care       6,117,639
    Tax Obligation/General – 23.6%        
    Allen County Unified School District 257 Iola, Kansas, General Obligation Bonds, School Building Series 2019A:        
1,120   4.000%, 9/01/33  –  BAM Insured   9/28 at 100.00 AA 1,309,381
1,150   4.000%, 9/01/34  –  BAM Insured   9/28 at 100.00 AA 1,339,819
1,000   Butler County Unified School District 490, Kansas, General Obligation Bonds, Refunding Series 2016A, 4.000%, 9/01/35  –  BAM Insured   9/26 at 100.00 AA 1,147,480
    Johnson County Unified School District 229, Blue Valley, Kansas, General Obligation Bonds, School Series 2020A:        
2,000   3.000%, 10/01/28   No Opt. Call Aaa 2,307,100
2,500   2.500%, 10/01/39   10/30 at 100.00 Aaa 2,608,450
2,250   Johnson County Unified School District 229, Blue Valley, Kansas, General Obligation Bonds, Series 2012A, 5.000%, 10/01/23  –  NPFG Insured   10/22 at 100.00 Aaa 2,368,485
2,000   Johnson County Unified School District 231 Gardner Edgerton, Kansas, General Obligation Bonds, Refunding & Improvement Series 2012A, 5.000%, 10/01/23   10/22 at 100.00 AA- 2,103,520
2,200   Johnson County Unified School District 231 Gardner Edgerton, Kansas, General Obligation Bonds, Refunding & Improvement Series 2013A, 5.000%, 10/01/28   10/23 at 100.00 AA- 2,411,970
1,490   Johnson County Unified School District 231 Gardner Edgerton, Kansas, General Obligation Bonds, Refunding & Improvement Series 2016A, 5.000%, 10/01/33   10/25 at 100.00 AA- 1,756,263
10,000   Johnson County Unified School District 512, Shawnee Mission, Kansas, General Obligation Bonds, Refunding & Improvement Series 2021A, 3.000%, 10/01/41   10/30 at 100.00 Aaa 11,115,700
500   Johnson County, Kansas, General Obligation Bonds, General Improvement Series 2016A, 5.000%, 9/01/24   No Opt. Call AAA 571,800
5,000   Johnson County, Kansas, General Obligation Bonds, Internal Improvement Series 2018A, 4.000%, 9/01/34   9/27 at 100.00 AAA 5,923,550
620   Johnson/Miami County Unified School District 230 Spring Hill, Kansas, General Obligation Bonds, Refunding Series 2016, 5.000%, 9/01/26   No Opt. Call A1 754,776
1,000   Johnson/Miami County Unified School District 230 Spring Hill, Kansas, General Obligation Bonds, Series 2018A, 5.000%, 9/01/34   9/27 at 100.00 A1 1,235,170
1,000   Leavenworth County Unified School District 464, Tonganoxie, Kansas, General Obligation Bonds, Refunding & Improvement Series 2019A, 4.000%, 9/01/45   9/27 at 100.00 A1 1,129,450
2,575   Lyon County Unified School District 253 Emporia, Kansas, General Obligation Bonds, Series 2019, 4.000%, 9/01/48   9/27 at 100.00 A1 2,941,603
2,345   Puerto Rico, General Obligation Bonds, Refunding Public Improvement Series 2011A, 5.500%, 7/01/27  –  AGM Insured   10/21 at 100.00 AA 2,372,085
8,960   Puerto Rico, General Obligation Bonds, Refunding Public Improvement Series 2012A, 5.000%, 7/01/35  –  AGM Insured   7/22 at 100.00 AA 9,202,547
    Reno County, Kansas, General Obligation Bonds, Refunding & Improvement Series 2021:        
205   3.000%, 9/01/31   9/28 at 100.00 Aa3 227,361
200   3.000%, 9/01/34   9/28 at 100.00 Aa3 220,336
      3

Nuveen Kansas Municipal Bond Fund (continued)
Portfolio of Investments    August 31, 2021
(Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Tax Obligation/General (continued)        
$1,130   Riley County Unified School District 383, Manhattan-Ogen, Kansas, General Obligation Bonds, Refunding Series 2016, 4.000%, 9/01/29   9/26 at 100.00 Aa2 $1,312,766
500   Sedgwick County Unified School District 259, Wichita, Kansas, General Obligation Bonds, Refunding Series 2017A, 3.000%, 10/01/22   No Opt. Call Aa2 515,700
465   Sedgwick County Unified School District 262, Kansas, General Obligation Bonds, Refunding Series 2017, 4.000%, 9/01/30  –  BAM Insured   9/26 at 100.00 AA 536,805
    Sedgwick County Unified School District 266 Maize, Harvey County, Kansas, General Obligation Bonds, Series 2019A:        
1,325   4.000%, 9/01/30   9/27 at 100.00 AA 1,566,137
1,650   4.000%, 9/01/31   9/27 at 100.00 AA 1,943,716
500   4.000%, 9/01/32   9/27 at 100.00 AA 587,615
    Wichita, Kansas, General Obligation Bonds, Airport Series 2015C:        
2,000   5.000%, 12/01/39 (AMT)   12/25 at 100.00 AA+ 2,346,780
500   4.250%, 12/01/44 (AMT)   12/25 at 100.00 AA+ 555,805
    Wyandotte County Unified School District 203, Piper, Kansas, General Obligation Bonds, Improvement Series 2018A:        
1,240   5.000%, 9/01/39   9/28 at 100.00 AA- 1,549,144
1,000   5.000%, 9/01/40   9/28 at 100.00 AA- 1,247,100
1,000   4.000%, 9/01/48   9/28 at 100.00 AA- 1,142,750
1,000   Wyandotte County Unified School District 500, Kansas, General Obligation Bonds, Improvement Series 2016A, 4.125%, 9/01/37   9/26 at 100.00 AA- 1,137,910
200   Wyandotte County/Kansas City Unified Government, Kansas, General Obligation Bonds, Improvement Series 2015A, 3.000%, 8/01/28   8/24 at 100.00 AA 211,644
    Wyandotte County/Kansas City Unified Government, Kansas, General Obligation Bonds, Improvement Series 2020A:        
1,515   3.000%, 8/01/30  –  BAM Insured   8/28 at 100.00 AA 1,697,618
2,395   3.000%, 8/01/31  –  BAM Insured   8/28 at 100.00 AA 2,672,557
64,535   Total Tax Obligation/General       72,070,893
    Tax Obligation/Limited – 26.3%        
    Dodge City, Kansas, Sales Tax Revenue Bonds, Refunding Series 2016:        
500   5.000%, 6/01/28  –  AGM Insured   6/27 at 100.00 AA 619,355
1,380   5.000%, 6/01/29  –  AGM Insured   6/27 at 100.00 AA 1,703,803
2,295   5.000%, 6/01/30  –  AGM Insured   6/27 at 100.00 AA 2,823,539
1,320   5.000%, 6/01/31  –  AGM Insured   6/27 at 100.00 AA 1,617,898
    Government of Guam, Business Privilege Tax Bonds, Refunding Series 2015D:        
1,000   5.000%, 11/15/34   11/25 at 100.00 BB 1,144,180
2,000   5.000%, 11/15/39   11/25 at 100.00 BB 2,273,900
250   4.000%, 11/15/39   11/25 at 100.00 BB 271,995
    Government of Guam, Business Privilege Tax Bonds, Series 2011A:        
500   5.000%, 1/01/31   1/22 at 100.00 BB 507,770
875   5.125%, 1/01/42   1/22 at 100.00 BB 888,956
4      

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Tax Obligation/Limited (continued)        
$1,910   Government of Guam, Business Privilege Tax Bonds, Series 2012B-1, 5.000%, 1/01/42   1/22 at 100.00 BB $1,939,681
    Guam Government, Limited Obligation Section 30 Revenue Bonds, Series 2016A:        
1,000   5.000%, 12/01/24   No Opt. Call BB 1,142,650
2,000   5.000%, 12/01/25   No Opt. Call BB 2,360,860
1,000   5.000%, 12/01/30   12/26 at 100.00 BB 1,183,510
1,000   5.000%, 12/01/32   12/26 at 100.00 BB 1,177,870
2,275   5.000%, 12/01/33   12/26 at 100.00 BB 2,673,853
4,250   5.000%, 12/01/46   12/26 at 100.00 BB 4,899,060
2,630   Johnson County Community College, Kansas, Certificates of Participation, Series 2017, 4.000%, 10/01/28   10/26 at 100.00 Aa1 3,054,193
5,000   Kansas Department of Transportation, Highway Revenue Bonds, Series 2014A, 5.000%, 9/01/27   9/24 at 100.00 AA 5,686,300
    Kansas Department of Transportation, Highway Revenue Bonds, Series 2015B:        
1,000   5.000%, 9/01/29   9/25 at 100.00 AA 1,178,700
1,500   5.000%, 9/01/35   9/25 at 100.00 AA 1,759,665
2,240   Kansas Department of Transportation, Highway Revenue Bonds, Series 2017A, 5.000%, 9/01/33   9/27 at 100.00 AA 2,776,480
    Kansas Development Finance Authority, Kansas, Revenue Bonds, State of Kansas Projects, Series 2021P:        
1,630   4.000%, 5/01/31   5/30 at 100.00 Aa3 2,010,556
3,260   3.000%, 5/01/32   5/30 at 100.00 Aa3 3,695,699
    Kansas Development Finance Authority, Kansas, Sales Tax Revenue Bonds, K-State Olathe Innovation Campus Inc, Series 2019H-1:        
1,170   4.000%, 9/01/30   9/27 at 100.00 Aa2 1,373,217
1,350   3.000%, 9/01/34   9/27 at 100.00 Aa2 1,471,743
7,735   Overland Park Development Corporation, Kansas, Revenue Bonds, Convention Center Hotel, Refunding & improvement Series 2019, 5.000%, 3/01/44   3/29 at 100.00 BB- 8,025,913
1,325   Overland Park Transportation Development District, Kansas, Sales Tax Revenue Bonds, Oak Park Mall Project, Series 2010, 5.900%, 4/01/32   10/21 at 100.00 BBB 1,325,742
    Overland Park, Kansas, Sales Tax Revenue Bonds, Prairiefire Community Improvement District No 1 Project, Series 2012B:        
200   0.000%, 12/15/29 (4)   12/22 at 100.00 N/R 100,000
200   0.000%, 12/15/34 (4)   12/22 at 100.00 N/R 100,000
2,775   Overland Park, Kansas, Sales Tax Special Obligation Revenue Bonds, Prairiefire at Lionsgate Project, Series 2012, 6.000%, 12/15/32   12/22 at 100.00 N/R 1,595,986
    Puerto Rico Highway and Transportation Authority, Highway Revenue Bonds, Series 2007N:        
410   6.113%, 7/01/27  –  AMBAC Insured (CPI YOY Reference Rate + 1.120% Spread) (5)   No Opt. Call N/R 396,491
295   5.250%, 7/01/32  –  NPFG Insured   No Opt. Call Baa2 321,556
430   5.250%, 7/01/33  –  NPFG Insured   No Opt. Call Baa2 469,341
1,000   5.250%, 7/01/36  –  AGC Insured   No Opt. Call AA 1,128,200
      5

Nuveen Kansas Municipal Bond Fund (continued)
Portfolio of Investments    August 31, 2021
(Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Tax Obligation/Limited (continued)        
$1,000   Puerto Rico Infrastructure Financing Authority, Special Tax Revenue Bonds, Refunding Series 2005C, 5.500%, 7/01/27  –  AMBAC Insured   No Opt. Call N/R $1,103,380
    Saline County, Kansas, General Obligation Bonds, Sales Tax Series 2021B:        
3,425   3.000%, 9/01/32   9/30 at 100.00 Aa2 3,932,345
2,530   3.000%, 9/01/33   9/30 at 100.00 Aa2 2,887,160
2,000   Virgin Islands Public Finance Authority, Gross Receipts Taxes Loan Note, Refunding Series 2012A, 5.000%, 10/01/32  –  AGM Insured   10/22 at 100.00 AA 2,080,260
1,755   Wyandotte County/Kansas City Unified Government, Kansas, Community Improvement District Sales Tax Revenue Bonds, Legends Appartments Garage & West Lawn Project, Series 2018, 4.500%, 6/01/40   12/26 at 100.00 N/R 1,848,700
    Wyandotte County-Kansas City Unified Government, Kansas, Sales Tax Special Obligation Bonds, Kansas International Speedway Corporation Project, Refunding Series 2014:        
1,370   5.000%, 12/01/25   12/24 at 100.00 A 1,571,554
1,260   5.000%, 12/01/26   12/24 at 100.00 A 1,443,166
1,175   Wyandotte County-Kansas City Unified Government, Kansas, Sales Tax Special Obligation Bonds, Vacation Village Project Area 1 and 2A, Series 2015, 5.750%, 9/01/32   9/25 at 100.00 N/R 1,198,559
495   Wyandotte County-Kansas City Unified Government, Kansas, Sales Tax Special Obligation Revenue Bonds, Kansas International Speedway Corporation, Series 1999, 0.000%, 12/01/27  –  MBIA Insured   No Opt. Call N/R 428,922
72,715   Total Tax Obligation/Limited       80,192,708
    Transportation – 6.1%        
1,120   Colorado High Performance Transportation Enterprise, C-470 Express Lanes Revenue Bonds, Senior Lien Series 2017, 5.000%, 12/31/51   12/24 at 100.00 BBB 1,277,741
1,950   Guam AB Won Pat International Airport Authority, Revenue Bonds, Series 2013C, 6.250%, 10/01/34 (AMT)   10/23 at 100.00 Baa2 2,122,282
1,000   Houston, Texas, Airport System Special Facilities Revenue Bonds, United Airlines Inc Terminal Improvement Project, Refunding Series 2015B-1, 5.000%, 7/15/30 (AMT)   7/25 at 100.00 B 1,119,810
2,000   Houston, Texas, Airport System Special Facilities Revenue Bonds, United Airlines, Inc Airport Improvement Projects, Series 2018C, 5.000%, 7/15/28 (AMT)   No Opt. Call B 2,431,780
1,100   Kansas State Turnpike Authority, Turnpike Revenue Bonds, Refunding Series 2019A, 5.000%, 9/01/38   9/29 at 100.00 Aa2 1,418,692
1,000   Kansas State Turnpike Authority, Turnpike Revenue Bonds, Refunding Series 2020A, 3.000%, 9/01/26   No Opt. Call Aa2 1,126,910
100   Maryland Economic Development Corporation, Private Activity Revenue Bonds AP, Purple Line Light Rail Project, Green Bonds, Series 2016D, 5.000%, 3/31/46 (AMT)   9/26 at 100.00 BB- 118,123
1,515   New York Transportation Development Corporation, New York, Special Facilities Bonds, LaGuardia Airport Terminal B Redevelopment Project, Series 2016A, 5.000%, 7/01/46 (AMT)   7/24 at 100.00 BBB 1,695,649
    New York Transportation Development Corporation, New York, Special Facility Revenue Bonds, American Airlines, Inc John F Kennedy International Airport Project, Refunding Series 2016:        
1,705   5.000%, 8/01/26 (AMT)   9/21 at 100.00 B 1,709,041
2,155   5.000%, 8/01/31 (AMT)   9/21 at 100.00 B 2,160,021
6      

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Transportation (continued)        
$2,000   Virginia Small Business Financing Authority, Private Activity Revenue Bonds, Transform 66 P3 Project, Senior Lien Series 2017, 5.000%, 12/31/56 (AMT)   6/27 at 100.00 BBB $2,397,500
945   Virginia Small Business Financing Authority, Senior Lien Revenue Bonds, Elizabeth River Crossing, Opco LLC Project, Series 2012, 5.250%, 1/01/32 (AMT)   7/22 at 100.00 BBB 982,223
16,590   Total Transportation       18,559,772
    U.S. Guaranteed – 9.9% (6)        
2,000   Allen County, Kansas Public Building Commission Revenue Bonds, Allen County Hospital Project, Series 2012, 5.150%, 12/01/36 (Pre-refunded 12/01/22)   12/22 at 100.00 A 2,124,280
    Anderson County, Kansas, General Obligation Bonds, Refunding and Improvent Series 2013A:        
935   5.000%, 8/01/33 (Pre-refunded 8/01/23)  –  AGM Insured   8/23 at 100.00 AA 1,020,870
565   5.000%, 8/01/33 (Pre-refunded 8/01/23)  –  AGM Insured   8/23 at 100.00 AA 616,890
1,500   Coffeyville, Kansas, Electric Utility System Revenue Bonds, Series 2015B, 5.000%, 6/01/42 (Pre-refunded 6/01/25), 144A   6/25 at 100.00 Baa2 1,739,925
    Guam Government Waterworks Authority, Water and Wastewater System Revenue Bonds, Series 2013:        
500   5.250%, 7/01/33 (Pre-refunded 7/01/23)   7/23 at 100.00 A- 544,760
2,000   5.500%, 7/01/43 (Pre-refunded 7/01/23)   7/23 at 100.00 A- 2,188,140
1,250   Johnson County Unified School District 512, Shawnee Mission, Kansas, General Obligation Bonds, Refunding & Improvement Series 2015A, 5.000%, 10/01/34 (Pre-refunded 10/01/25)   10/25 at 100.00 Aaa 1,488,088
    Leavenworth County Unified School District 453, Kansas, General Obligation Bonds, Series 2018A:        
365   4.000%, 9/01/37 (Pre-refunded 9/01/26)   9/26 at 100.00 Aa3 429,353
2,155   4.000%, 9/01/38 (Pre-refunded 9/01/26)   9/26 at 100.00 Aa3 2,534,948
3,000   Manhattan, Kansas, Hospital Revenue Bonds, Mercy Regional Health Center, Inc, Refunding Series 2013, 5.000%, 11/15/29 (Pre-refunded 11/15/22)   11/22 at 100.00 N/R 3,172,500
2,000   Sedgwick County Unified School District 260, Kansas, General Obligation Bonds, Refunding & School Building Series 2018B, 5.000%, 10/01/40 (Pre-refunded 10/01/26)   10/26 at 100.00 Aa3 2,457,700
1,000   Sedgwick County Unified School District 260, Kansas, General Obligation Bonds, Refunding & School Improvement Series 2012, 5.000%, 10/01/30 (Pre-refunded 10/01/22)   10/22 at 100.00 AA- 1,052,790
4,000   Wichita, Kansas, Hospital Facilities Revenue Refunding and Improvement Bonds, Via Christi Health System Inc, Series 2011A-IV, 5.000%, 11/15/29 (Pre-refunded 11/15/21)   11/21 at 100.00 N/R 4,038,960
2,000   Wichita, Kansas, Water and Sewer Utility Revenue Bonds, Refunding Series 2011A, 5.000%, 10/01/28 (Pre-refunded 10/01/21)   10/21 at 100.00 AA- 2,007,640
2,000   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 2,096,400
2,500   Wyandotte County-Kansas City Unified Government, Kansas, Utility System Revenue Bonds, Refunding Series 2012A, 5.000%, 9/01/32 (Pre-refunded 9/01/22)   9/22 at 100.00 A 2,620,500
27,770   Total U.S. Guaranteed       30,133,744
      7

Nuveen Kansas Municipal Bond Fund (continued)
Portfolio of Investments    August 31, 2021
(Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Utilities – 13.3%        
$1,255   Beaver County Industrial Development Authority, Pennsylvania, Pollution Control Revenue Bonds, FirstEnergy Generation Project, Refunding Series 2006A, 3.500%, 4/01/41 (4)   No Opt. Call N/R $1,569
130   California Pollution Control Financing Authority, Water Furnishing Revenue Bonds, Poseidon Resources Channelside LP Desalination Project, Series 2012, 5.000%, 11/21/45 (AMT), 144A   7/22 at 100.00 BBB 136,327
600   Chisholm Creek Utility Authority, Kansas, Water and Wastewater Facilities Revenue Bonds, Bel Aire & Park Cities, Kansas Project, Refunding Series 2017, 5.000%, 9/01/27  –  AGM Insured   No Opt. Call AA 741,372
100   Guam Government Waterworks Authority, Water and Wastewater System Revenue Bonds, Refunding Series 2014A, 5.000%, 7/01/35   7/24 at 100.00 A- 108,976
1,750   Guam Government Waterworks Authority, Water and Wastewater System Revenue Bonds, Series 2013, 5.000%, 7/01/28   7/23 at 100.00 A- 1,872,378
    Guam Government Waterworks Authority, Water and Wastewater System Revenue Bonds, Series 2016:        
370   5.000%, 7/01/36   7/26 at 100.00 A- 422,547
2,580   5.000%, 1/01/46   7/26 at 100.00 A- 2,916,174
    Guam Power Authority, Revenue Bonds, Refunding Series 2017A:        
2,650   5.000%, 10/01/33   10/27 at 100.00 BBB 3,099,042
3,750   5.000%, 10/01/40   10/27 at 100.00 BBB 4,329,487
1,375   Guam Power Authority, Revenue Bonds, Series 2012A, 5.000%, 10/01/30  –  AGM Insured   10/22 at 100.00 AA 1,439,694
    Guam Power Authority, Revenue Bonds, Series 2014A:        
1,000   5.000%, 10/01/32   10/24 at 100.00 AA 1,116,900
1,000   5.000%, 10/01/33   10/24 at 100.00 AA 1,115,420
    Kansas Municipal Energy Agency, Power Project Revenue Bonds, Dogwood Project, Series 2018A:        
1,000   5.000%, 4/01/33  –  BAM Insured   4/26 at 100.00 AA 1,193,960
1,000   5.000%, 4/01/34  –  BAM Insured   4/26 at 100.00 AA 1,192,170
1,000   5.000%, 4/01/35  –  BAM Insured   4/26 at 100.00 AA 1,190,030
1,500   Kansas Municipal Energy Agency, Power Project Revenue Bonds, Jameson Energy Center Project, Series 2013, 5.750%, 7/01/38   7/23 at 100.00 A- 1,646,745
    Kansas State Power Pool, Electric Utility Revenue Bonds, Dogwood Energy Facility, Series 2012A:        
1,395   5.000%, 12/01/22   No Opt. Call A3 1,476,956
1,265   5.000%, 12/01/23   12/22 at 100.00 A3 1,338,003
1,000   Ohio Air Quality Development Authority, Ohio, Pollution Control Revenue Bonds, FirstEnergy Generation Project, Refunding Series 2006A, 3.750%, 12/01/23 (4)   No Opt. Call N/R 1,250
515   Pennsylvania Economic Development Financing Authority, Exempt Facilities Revenue Bonds, Shippingport Project, First Energy Guarantor, Series 2005A, 3.750%, 12/01/40 (4)   No Opt. Call N/R 644
480   Puerto Rico Electric Power Authority, Power Revenue Bonds, Series 2005RR, 5.000%, 7/01/28  –  AGC Insured   9/21 at 100.00 AA 487,742
8      

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Utilities (continued)        
    Puerto Rico Electric Power Authority, Power Revenue Bonds, Series 2007VV:        
$2,480   5.250%, 7/01/27  –  AGM Insured   No Opt. Call AA $2,863,780
1,065   5.250%, 7/01/31  –  AGM Insured   No Opt. Call AA 1,251,567
    Salina, Kansas, Water and Sewer System Revenue Bonds, Refunding Series 2019A:        
475   3.000%, 10/01/28   10/26 at 100.00 Aa3 521,009
355   3.000%, 10/01/29   10/26 at 100.00 Aa3 387,323
780   3.000%, 10/01/30   10/26 at 100.00 Aa3 846,448
580   3.000%, 10/01/31   10/26 at 100.00 Aa3 625,530
    Topeka, Kansas, Utility Revenue Bonds, Refunding & Improvement Series 2021A:        
1,520   4.000%, 8/01/29  –  BAM Insured (WI/DD, settling 9/7/21)   No Opt. Call AA 1,878,355
785   4.000%, 8/01/30  –  BAM Insured (WI/DD, settling 9/7/21)   8/29 at 100.00 AA 965,511
740   4.000%, 8/01/31  –  BAM Insured (WI/DD, settling 9/7/21)   8/29 at 100.00 AA 904,125
1,595   Virgin Islands Water and Power Authority, Electric System Revenue Bonds, Series 2007B, 5.000%, 7/01/31   10/21 at 100.00 CCC 1,566,960
200   Wichita, Kansas, Water and Sewer Utility Revenue Bonds, Series 2017A, 5.000%, 10/01/22   No Opt. Call AA- 210,532
2,250   Wyandotte County-Kansas City Unified Government, Kansas, Utility System Revenue Bonds, Improvement Series 2016A, 5.000%, 9/01/40   9/25 at 100.00 A 2,611,890
38,540   Total Utilities       40,460,416
$273,510   Total Municipal Bonds (cost $286,461,886)       300,475,390
    
Shares   Description (1)       Value
    COMMON STOCKS – 1.1%        
    Electric Utilities – 1.1%        
89,726   Energy Harbor Corp, (7), (8), (9)       $3,394,604
    Total Common Stocks (cost $2,547,413)       3,394,604
    Total Long-Term Investments (cost $289,009,299)       303,869,994
    Other Assets Less Liabilities – 0.3%       791,821
    Net Assets – 100%       $304,661,815
      9

Nuveen Kansas Municipal Bond Fund (continued)
Portfolio of Investments    August 31, 2021
(Unaudited)
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:
  Level 1 Level 2 Level 3 Total
Long-Term Investments:        
Municipal Bonds $ — $300,475,390 $ — $300,475,390
Common Stocks  — 3,394,604  — 3,394,604
Total $ — $303,869,994 $ — $303,869,994
    
(1) All percentages shown in the Portfolio of Investments are based on net assets.  
(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) Defaulted security. A security whose issuer has failed to fully pay principal and/or interest when due, or is under the protection of bankruptcy.  
(5) Variable rate security. The rate shown is the coupon as of the end of the reporting period.  
(6) 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.  
(7) Common Stock received as part of the bankruptcy settlements during February 2020 for Beaver County Industrial Development Authority, Pennsylvania, Pollution Control Revenue Refunding Bonds, First Energy Nuclear Generation Project, Series 2006A, 3.500%, 4/01/41, Ohio Air Quality Development Authority, Ohio, Pollution Control Revenue Bonds, FirstEnergy Generation Project, Refunding Series 2006A, 3.750%, 12/01/23 and Pennsylvania Economic Development Financing Authority, Exempt Facilities Revenue Bonds, Shippingport Project, First Energy Guarantor, Series 2005A, 3.750%, 12/01/40.  
(8) For fair value measurement disclosure purposes, investment classified as Level 2.  
(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  
CPI YOY U.S. Consumer Price Index for Urban Consumers  
WI/DD Purchased on a when-issued or delayed delivery basis.  
10      

Nuveen Kentucky Municipal Bond Fund
Portfolio of Investments    August 31, 2021
(Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    LONG-TERM INVESTMENTS – 102.6%        
    MUNICIPAL BONDS – 102.6%        
    Education and Civic Organizations – 16.8%        
$155   Campbellsville, Kentucky, Industrial Building Revenue Bonds, Campbellsville University Project, Series 2017, 5.000%, 3/01/39   3/27 at 100.00 N/R $163,519
1,060   Eastern Kentucky University, General Receipts Bonds, Series 2017A, 5.000%, 4/01/26   No Opt. Call A1 1,269,806
    Kentucky Bond Development Corporation, Educational Facilities Revenue Bonds, City of Danville, Centre College Project, Series 2021:        
4,700   4.000%, 6/01/46   6/31 at 100.00 A 5,530,725
4,200   4.000%, 6/01/51   6/31 at 100.00 A 4,919,964
    Kentucky Bond Development Corporation, Educational Facilities Revenue Bonds, City of Stamping Ground, Transylvania University Project, Refunding Series 2021A:        
1,040   4.000%, 3/01/46   3/30 at 100.00 A- 1,171,882
705   4.000%, 3/01/49   3/30 at 100.00 A- 792,307
    Kentucky Economic Development Finance Authority, Revenue Bonds, Next Generation Kentucky Information Highway Project, Senior Series 2015A:        
2,000   5.000%, 7/01/33   7/25 at 100.00 BBB+ 2,241,700
6,250   5.000%, 1/01/45   7/25 at 100.00 BBB+ 6,903,500
    Kentucky Higher Education Student Loan Corporation, Student Loan Revenue Bonds, Senior Series 2014A:        
900   5.000%, 6/01/22 (AMT)   No Opt. Call AAA 931,356
700   5.000%, 6/01/23 (AMT)   No Opt. Call A 754,670
400   5.000%, 6/01/24 (AMT)   No Opt. Call A 446,044
    Kentucky Higher Education Student Loan Corporation, Student Loan Revenue Bonds, Series 2019A:        
1,000   5.000%, 6/01/28 (AMT)   No Opt. Call A 1,201,120
700   5.000%, 6/01/29 (AMT)   No Opt. Call A 850,969
    Kentucky State University, Certificates of Participation, Series 2021:        
500   4.000%, 11/01/41  –  BAM Insured   11/31 at 100.00 AA 589,005
1,500   4.000%, 11/01/51  –  BAM Insured   11/31 at 100.00 AA 1,731,300
    Louisville-Jefferson County Metro Government, Kentucky, Revenue Bonds, Bellarmine University Inc Project, Refunding & Improvement Series 2015:        
1,790   5.000%, 5/01/31   5/25 at 100.00 Baa3 1,924,232
1,210   5.000%, 5/01/40   5/25 at 100.00 Baa3 1,283,616
    Murray State University, Kentucky, General Receipts Bonds, Series 2015A:        
1,125   5.000%, 3/01/26   3/25 at 100.00 A1 1,301,918
1,075   5.000%, 3/01/27   3/25 at 100.00 A1 1,240,281
4,000   University of Kentucky, General Receipts Bonds, Refunding Series 2015B, 5.000%, 10/01/27   4/25 at 100.00 AA 4,616,520
      11

Nuveen Kentucky Municipal Bond Fund (continued)
Portfolio of Investments    August 31, 2021
(Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Education and Civic Organizations (continued)        
$4,535   University of Kentucky, General Receipts Bonds, Refunding Series 2018A, 4.000%, 10/01/32   4/26 at 100.00 AA $5,123,552
2,000   University of Kentucky, General Receipts Bonds, Series 2015A, 5.000%, 4/01/29   4/25 at 100.00 AA 2,308,640
250   University of Kentucky, General Receipts Bonds, Series 2016A, 5.000%, 4/01/32   4/25 at 100.00 AA 288,083
    University of Louisville, Kentucky, Revenue Bonds, General Reciepts Series 2016D:        
1,155   5.000%, 3/01/31   9/26 at 100.00 A+ 1,382,812
3,450   5.000%, 3/01/32   9/26 at 100.00 A+ 4,126,235
    University of Louisville, Kentucky, Revenue Bonds, General Reciepts Series 2020A:        
1,365   4.000%, 9/01/30  –  AGM Insured   9/28 at 100.00 AA 1,627,025
1,420   4.000%, 9/01/31  –  AGM Insured   9/28 at 100.00 AA 1,686,051
2,500   University of Louisville, Kentucky, Revenue Bonds, Refunding General Reciepts Series 2016C, 4.000%, 9/01/28   3/26 at 100.00 A+ 2,833,925
    Western Kentucky University, General Receipts Revenue Bonds, Refunding Series 2016A:        
2,690   5.000%, 9/01/25   No Opt. Call A1 3,158,760
2,820   5.000%, 9/01/26   9/25 at 100.00 A1 3,295,903
57,195   Total Education and Civic Organizations       65,695,420
    Health Care – 14.1%        
10,295   Ashland, Kentucky, Medical Center Revenue Bonds, Ashland Hospital Corporation d/b/a King's Daughters Medical Center Project, Refunding Series 2019, 3.000%, 2/01/40  –  AGM Insured   2/30 at 100.00 AA 10,839,400
    Hazard, Kentucky, Healthcare Revenue Bonds, Appalachian Regional Healthcare Project, Series 2021:        
1,000   4.000%, 7/01/41   7/31 at 100.00 A 1,187,420
7,190   4.000%, 7/01/51   7/31 at 100.00 A 8,418,124
8,000   Kentucky Bond Development Corporation, Hospital Revenue Bonds, Saint Elizabeth Medical Center, Inc, Refunding Series 2016, 5.000%, 5/01/39   5/26 at 100.00 AA 9,408,240
3,000   Kentucky Economic Development Finance Authority, Hospital Revenue Bonds, Baptist Healthcare System Obligated Group, Series 2017B, 5.000%, 8/15/41   8/27 at 100.00 A2 3,597,570
500   Kentucky Economic Development Finance Authority, Hospital Revenue Bonds, Owensboro Health, Refunding Series 2017A, 5.250%, 6/01/41   6/27 at 100.00 Baa2 593,750
6,385   Kentucky Economic Development Finance Authority, Revenue Bonds, CommonSpirit Health, Series 2019A-1, 5.000%, 8/01/44   8/29 at 100.00 BBB+ 7,925,317
    Kentucky Economic Development Finance Authority, Revenue Bonds, CommonSpirit Health, Series 2019A-2:        
100   5.000%, 8/01/37   8/29 at 100.00 BBB+ 126,040
100   5.000%, 8/01/38   8/29 at 100.00 BBB+ 125,760
2,500   5.000%, 8/01/44   8/29 at 100.00 BBB+ 3,103,100
2,000   Murray, Kentucky, Hospital Facilities Revenue Bonds, Murray-Calloway County Public Hospital Corporation Project, Refunding Series 2016, 5.000%, 8/01/37   8/26 at 100.00 Ba2 2,222,160
12      

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Health Care (continued)        
    Warren County, Kentucky, Hospital Revenue Bonds, Bowling Green-Warren County Community Hospital Corporation, Refunding Series 2021A:        
$900   5.000%, 4/01/23   No Opt. Call AA- $968,157
600   5.000%, 4/01/24   No Opt. Call AA- 671,808
600   5.000%, 4/01/25   No Opt. Call AA- 696,222
500   5.000%, 4/01/26   No Opt. Call AA- 597,715
500   5.000%, 4/01/27   No Opt. Call AA- 615,145
    Warren County, Kentucky, Hospital Revenue Bonds, Bowling Green-Warren County Community Hospital Corporation, Series 2012A:        
1,980   5.000%, 10/01/33   10/22 at 100.00 A+ 2,062,012
2,000   5.000%, 10/01/37   10/22 at 100.00 A+ 2,080,180
48,150   Total Health Care       55,238,120
    Housing/Multifamily – 0.3%        
1,000   Kentucky Housing Corporation, Conduit Multifamily Mortgage Revenue Bonds, Florence Homes III Apartments Project, Series 2005B, 5.000%, 6/01/35 (AMT) (Mandatory Put 6/01/23)   10/21 at 100.00 N/R 1,002,350
    Tax Obligation/Limited – 28.1%        
    Barren County School District Finance Corporation, Kentucky, School Building Revenue Bonds, Series 2015:        
1,250   5.000%, 8/01/24   No Opt. Call A1 1,418,838
1,760   5.000%, 8/01/25   2/25 at 100.00 A1 2,028,787
1,560   Jefferson County School District Finance Corporation, Kentucky, School Building Revenue Bonds, Series 2020A, 5.000%, 6/01/28   No Opt. Call AA- 1,984,975
1,135   Kentucky Bond Development Corporation, Tax Increment Revenue Bonds, Summit Lexington Project, Series 2016A, 4.400%, 10/01/24   No Opt. Call N/R 1,155,407
    Kentucky Bond Development Corporation, Transient Room Tax Revenue Bonds, Lexington Center Corporation Project, Series 2018A:        
8,500   5.000%, 9/01/43   9/28 at 100.00 A2 10,364,730
10,400   5.000%, 9/01/48   9/28 at 100.00 A2 12,565,072
    Kentucky Bond Development Corporation, Transient Room Tax Revenue Bonds, Lexington Center Corporation Project, Subordinate Series 2018B:        
1,050   5.000%, 9/01/24   No Opt. Call A3 1,187,939
1,435   5.000%, 9/01/25   No Opt. Call A3 1,678,850
1,485   5.000%, 9/01/26   No Opt. Call A3 1,789,915
555   5.000%, 9/01/28   No Opt. Call A3 700,454
    Kentucky Economic Development Finance Authority, Louisville Arena Project Revenue Bonds, Louisville Arena Authority, Inc, Series 2017A:        
13,650   4.000%, 12/01/41  –  AGM Insured (UB) (4)   12/27 at 100.00 AA 15,880,386
5,100   5.000%, 12/01/45  –  AGM Insured   12/27 at 100.00 AA 6,284,067
4,985   Kentucky State Property and Buildings Commission, Revenue Bonds, Project 112, Refunding Series 2016B, 5.000%, 11/01/24   No Opt. Call A1 5,708,373
      13

Nuveen Kentucky Municipal Bond Fund (continued)
Portfolio of Investments    August 31, 2021
(Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Tax Obligation/Limited (continued)        
    Kentucky State Property and Buildings Commission, Revenue Bonds, Project 115, Series 2017:        
$7,000   5.000%, 4/01/32 (UB) (4)   4/27 at 100.00 A1 $8,492,400
6,000   5.000%, 4/01/38   4/27 at 100.00 A1 7,208,700
2,500   Kentucky State Property and Buildings Commission, Revenue Bonds, Project 119, Series 2018, 5.000%, 5/01/30   5/28 at 100.00 A1 3,129,825
    Kentucky Turnpike Authority, Economic Development Road Revenue Bonds, Revitalization Project, Refunding Series 2012A:        
1,250   5.000%, 7/01/30   7/22 at 100.00 Aa3 1,299,038
6,740   5.000%, 7/01/31   7/22 at 100.00 Aa3 7,004,410
5,000   Kentucky Turnpike Authority, Economic Development Road Revenue Bonds, Revitalization Project, Refunding Series 2017B, 5.000%, 7/01/28 (UB) (4)   7/27 at 100.00 Aa3 6,187,950
    Kentucky Turnpike Authority, Economic Development Road Revenue Bonds, Revitalization Project, Series 2017A:        
1,930   5.000%, 7/01/33 (UB) (4)   7/27 at 100.00 Aa3 2,357,302
550   5.000%, 7/01/36 (UB) (4)   7/27 at 100.00 Aa3 668,107
500   5.000%, 7/01/37 (UB) (4)   7/27 at 100.00 Aa3 606,420
1,000   Newport, Kentucky, Special Obligation Revenue Bonds, Newport Clifton Project, Series 2020B, 5.500%, 12/01/60   12/30 at 100.00 N/R 1,040,330
    Puerto Rico Sales Tax Financing Corporation, Sales Tax Revenue Bonds, Restructured 2018A-1:        
6,739   4.500%, 7/01/34   7/25 at 100.00 N/R 7,461,017
89   4.550%, 7/01/40   7/28 at 100.00 N/R 102,414
1,370   Puerto Rico Sales Tax Financing Corporation, Sales Tax Revenue Bonds, Restructured Cofina Project Series 2019A-2A, 4.550%, 7/01/40   7/28 at 100.00 N/R 1,576,486
93,533   Total Tax Obligation/Limited       109,882,192
    Transportation – 8.9%        
    Kenton County Airport Board, Kentucky, Airport Revenue Bonds, Cincinnati/Northern Kentucky International Airport, Series 2016:        
1,635   5.000%, 1/01/25   No Opt. Call A1 1,891,859
1,855   5.000%, 1/01/30   1/26 at 100.00 A1 2,188,844
1,750   5.000%, 1/01/31   1/26 at 100.00 A1 2,059,837
2,730   5.000%, 1/01/33   1/26 at 100.00 A1 3,212,036
4,320   Kenton County Airport Board, Kentucky, Airport Revenue Bonds, Cincinnati/Northern Kentucky International Airport, Series 2019, 5.000%, 1/01/49   1/29 at 100.00 A1 5,351,746
    Kentucky Public Transportation Infrastructure Authority, First Tier Toll Revenue Bonds, Downtown Crossing Project, Capital Appreciation Series 2013B:        
2,000   0.000%, 7/01/23   No Opt. Call Baa2 1,970,980
700   0.000%, 7/01/32   7/28 at 76.98 Baa2 468,111
1,000   Kentucky Public Transportation Infrastructure Authority, First Tier Toll Revenue Bonds, Downtown Crossing Project, Convertible Capital Appreciation Series 2013C, 0.000%, 7/01/39 (5)   7/31 at 100.00 Baa2 1,250,410
14      

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Transportation (continued)        
    Kentucky Public Transportation Infrastructure Authority, First Tier Toll Revenue Bonds, Downtown Crossing Project, Series 2013A:        
$250   5.750%, 7/01/49   7/23 at 100.00 Baa2 $273,883
11,500   6.000%, 7/01/53   7/23 at 100.00 Baa2 12,642,065
    Louisville Regional Airport Authority, Kentucky, Airport System Revenue Bonds, Refunding Series 2014A:        
1,555   5.000%, 7/01/31 (AMT)   7/24 at 100.00 A+ 1,744,741
1,500   5.000%, 7/01/32 (AMT)   7/24 at 100.00 A+ 1,682,130
30,795   Total Transportation       34,736,642
    U.S. Guaranteed – 10.3% (6)        
    Kentucky Economic Development Finance Authority, Louisville Arena Project Revenue Bonds, Louisville Arena Authority, Inc, Series 2008-A2:        
3,520   0.000%, 12/01/22  –  AGC Insured (ETM)   No Opt. Call A3 3,507,293
3,750   0.000%, 12/01/23  –  AGC Insured (ETM)   No Opt. Call A3 3,719,775
10,000   Kentucky Economic Development Finance Authority, Revenue Bonds, Catholic Health Initiatives, Series 2013A, 5.250%, 1/01/45 (Pre-refunded 1/01/23)   1/23 at 100.00 BBB+ 10,667,800
2,750   Kentucky Infrastructure Authority, Wastewater and Drinking Water Revolving Fund Revenue Bonds, Series 2012A, 5.000%, 2/01/30 (Pre-refunded 2/01/22)   2/22 at 100.00 AAA 2,805,853
500   Kentucky Turnpike Authority, Economic Development Road Revenue Bonds, Revitalization Project, Refunding Series 2012A, 5.000%, 7/01/24 (Pre-refunded 7/01/22)   7/22 at 100.00 Aa3 520,330
    Lexington-Fayette Urban County Government, Kentucky, General Airport Revenue Refunding Bonds, Series 2012B:        
1,215   5.000%, 7/01/29 (Pre-refunded 7/01/22) (AMT)   7/22 at 100.00 AA 1,263,369
1,100   5.000%, 7/01/31 (Pre-refunded 7/01/22) (AMT)   7/22 at 100.00 AA 1,143,791
1,000   5.000%, 7/01/38 (Pre-refunded 7/01/22)   7/22 at 100.00 AA 1,040,660
3,320   Louisville/Jefferson County Metro Government, Kentucky, Revenue Bonds, Catholic Health Initiatives, Series 2012A, 5.000%, 12/01/26 (Pre-refunded 6/01/22)   6/22 at 100.00 BBB+ 3,438,889
8,000   Russell, Kentucky, Revenue Bonds, Bon Secours Health System, Series 2013, 5.000%, 11/01/26 (Pre-refunded 11/01/22)   11/22 at 100.00 N/R 8,440,320
3,250   Warren County, Kentucky, Hospital Revenue Bonds, Bowling Green-Warren County Community Hospital Corporation, Refunding Series 2013, 5.000%, 4/01/35 (Pre-refunded 4/01/23)   4/23 at 100.00 A+ 3,497,097
38,405   Total U.S. Guaranteed       40,045,177
    Utilities – 23.1%        
5,705   Bowling Green, Kentucky, Water and Sewer Revenue Bonds, Series 2019, 4.000%, 6/01/49  –  AGM Insured   6/26 at 100.00 AA 6,183,707
2,630   Campbell and Kenton Counties Sanitation District 1, Kentucky, Revenue Bonds, Refunding Series 2020, 5.000%, 8/01/28   No Opt. Call AA 3,379,997
6,300   Carroll County, Kentucky, Environmental Facilities Revenue Bonds, Kentucky Utilities Company Project, Refunding Series 2006B, 2.125%, 10/01/34 (AMT)   6/31 at 100.00 A1 6,552,315
3,375   Carroll County, Kentucky, Environmental Facilities Revenue Bonds, Kentucky Utilities Company Project, Refunding Series 2018A, 3.375%, 2/01/26 (AMT)   12/23 at 100.00 A1 3,596,096
      15

Nuveen Kentucky Municipal Bond Fund (continued)
Portfolio of Investments    August 31, 2021
(Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Utilities (continued)        
$2,525   Kentucky Infrastructure Authority, Wastewater and Drinking Water Revolving Fund Revenue Bonds, Refunding Series 2016A, 5.000%, 2/01/28   2/26 at 100.00 AAA $3,029,141
    Kentucky Infrastructure Authority, Wastewater and Drinking Water Revolving Fund Revenue Bonds, Series 2018A:        
4,265   5.000%, 2/01/30 (UB) (4)   2/28 at 100.00 AAA 5,423,843
5,000   5.000%, 2/01/31 (UB) (4)   2/28 at 100.00 AAA 6,333,900
2,570   Lexington-Fayette Urban County Government, Kentucky, Sewer System Revenue Bonds, Series 2019, 4.000%, 4/01/31   4/29 at 100.00 AA+ 3,122,190
7,500   Louisville and Jefferson County Metropolitan Sewer District, Kentucky, Sewer and Drainage System Revenue Bonds, Refunding Series 2011A, 5.000%, 5/15/28   11/21 at 100.00 AA 7,573,500
3,730   Louisville and Jefferson County Metropolitan Sewer District, Kentucky, Sewer and Drainage System Revenue Bonds, Refunding Series 2018A, 4.000%, 5/15/37   5/28 at 100.00 AA 4,338,438
1,000   Louisville and Jefferson County Metropolitan Sewer District, Kentucky, Sewer and Drainage System Revenue Bonds, Series 2013A, 4.000%, 5/15/36   5/23 at 100.00 AA 1,060,180
    Louisville and Jefferson County Metropolitan Sewer District, Kentucky, Sewer and Drainage System Revenue Bonds, Series 2014A:        
795   5.000%, 5/15/27   11/24 at 100.00 AA 910,402
1,785   4.000%, 5/15/40   11/24 at 100.00 AA 1,954,843
10,000   Louisville-Jefferson County Metropolitan Government, Kentucky, Pollution Control Revenue Bonds, Louisville Gas and Electric Company Project, Series 2003A, 2.000%, 10/01/33   4/31 at 100.00 A1 10,180,700
    Northern Kentucky Water District, Revenue Bonds, Series 2012:        
2,690   5.000%, 2/01/22   No Opt. Call Aa2 2,744,822
3,495   5.000%, 2/01/26   2/22 at 100.00 Aa2 3,565,040
2,000   Paducah, Kentucky, Electric Plant Board Revenue Bonds, Refunding Series 2016A, 5.000%, 10/01/33  –  AGM Insured   10/26 at 100.00 AA 2,422,500
5   Paducah, Kentucky, Electric Plant Board Revenue Bonds, Series 2009A, 5.250%, 10/01/35  –  AGC Insured   9/21 at 100.00 AA 5,017
    Princeton Electric Plant Board, Kentucky, Revenue Bonds, Refunding Series 2015:        
225   5.000%, 11/01/21  –  AGM Insured   No Opt. Call AA 226,661
1,000   5.000%, 11/01/25  –  AGM Insured   5/25 at 100.00 AA 1,133,580
1,100   5.000%, 11/01/34  –  AGM Insured   5/25 at 100.00 AA 1,272,535
1,635   5.000%, 11/01/37  –  AGM Insured   5/25 at 100.00 AA 1,885,760
4,250   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 4,626,125
2,840   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 3,143,653
3,000   Public Energy Authority of Kentucky, Gas Supply Revenue Bonds, Series 2019A-1, 4.000%, 12/01/49 (Mandatory Put 6/01/25)   3/25 at 100.29 A1 3,374,010
    Russellville, Kentucky, Electric Plant Board Electric Revenue Bonds, Refunding Series 2015A:        
380   5.000%, 8/01/22  –  BAM Insured   No Opt. Call AA 396,040
405   5.000%, 8/01/24  –  BAM Insured   No Opt. Call AA 458,059
16      

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Utilities (continued)        
$1,180   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 $1,190,537
81,385   Total Utilities       90,083,591
    Water and Sewer – 1.0%        
    Kentucky Infrastructure Authority, Wastewater and Drinking Water Revolving Fund Program Revenue Bonds, Tender Option Bond Trust 3443 As of 6/4/2015 Converted to Trust 2015-XF2109:        
1,330   18.117%, 2/01/25, 144A (IF) (4)   No Opt. Call AAA 2,189,087
1,070   18.150%, 2/01/26, 144A (IF) (4)   2/25 at 100.00 AAA 1,750,830
2,400   Total Water and Sewer       3,939,917
$352,863   Total Long-Term Investments (cost $372,534,071)       400,623,409
    Floating Rate Obligations – (7.6)%       (29,845,000)
    Other Assets Less Liabilities – 5.0%       19,829,746
    Net Assets – 100%       $390,608,155
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:
  Level 1 Level 2 Level 3 Total
Long-Term Investments:        
Municipal Bonds $ — $400,623,409 $ — $400,623,409
      17

Nuveen Kentucky Municipal Bond Fund (continued)
Portfolio of Investments    August 31, 2021
(Unaudited)
(1) All percentages shown in the Portfolio of Investments are based on net assets.  
(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) Investment, or portion of investment, has been pledged to collateralize the net payment obligations for investments in inverse floating rate transactions.  
(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) 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.  
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  
IF Inverse floating rate security issued by a tender option bond (“TOB”) trust, the interest rate on which varies inversely with the Securities Industry Financial Markets Association (SIFMA) short-term rate, which resets weekly, or a similar short-term rate, and is reduced by the expenses related to the TOB trust.  
UB Underlying bond of an inverse floating rate trust reflected as a financing transaction.  
18      

Nuveen Michigan Municipal Bond Fund
Portfolio of Investments    August 31, 2021
(Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    LONG-TERM INVESTMENTS – 104.3%        
    MUNICIPAL BONDS – 104.3%        
    Consumer Staples  – 0.7%        
$1,965   Michigan Finance Authority, Tobacco Settlement Asset- Backed Bonds, 2006 Sold Tobacco Receipts Senior Current Interest Series 2020A-2, 5.000%, 6/01/40   12/30 at 100.00 BBB $2,548,841
    Education and Civic Organizations – 20.3%        
1,480   Central Michigan University Board of Trustees, General Revenue Bonds, Refunding Series 2014, 5.000%, 10/01/39   10/24 at 100.00 A+ 1,663,180
    Central Michigan University Board of Trustees, General Revenue Bonds, Series 2019:        
1,165   5.000%, 10/01/33   10/29 at 100.00 A+ 1,496,279
2,020   5.000%, 10/01/34   10/29 at 100.00 A+ 2,586,570
500   Detroit Service Learning Academy, Michigan, Public School Academy Revenue Bonds, Refunding Series 2021, 4.000%, 7/01/41   7/28 at 103.00 BB- 530,020
3,835   Eastern Michigan University, General Revenue Bonds, Series 2018A, 4.000%, 3/01/44  –  AGM Insured   3/28 at 100.00 AA 4,336,196
    Ferris State University, Michigan, General Revenue Bonds, Refunding Series 2016:        
2,695   5.000%, 10/01/34   10/26 at 100.00 A+ 3,238,393
2,000   5.000%, 10/01/41   10/26 at 100.00 A+ 2,388,660
350   Grand Valley State University, Michigan, General Revenue Bonds, Refunding Series 2014B, 5.000%, 12/01/28   12/24 at 100.00 A+ 399,368
    Grand Valley State University, Michigan, General Revenue Bonds, Series 2017:        
250   5.000%, 12/01/30   12/24 at 100.00 A+ 285,025
250   5.000%, 12/01/32   12/24 at 100.00 A+ 284,665
305   Michigan Finance Authority, Public School Academy Limited Obligation Revenue Bonds, Cesar Chavez Academy Project, Refunding Series 2019, 3.250%, 2/01/24   No Opt. Call BB+ 313,717
500   Michigan Finance Authority, Public School Academy Limited Obligation Revenue Bonds, Holly Academy Project, Refunding Series 2011, 7.750%, 10/01/30   10/21 at 100.00 BB+ 502,160
830   Michigan Finance Authority, Public School Academy Revenue Bonds, Detroit Service Learning Academy Project, Refunding Series 2011, 7.000%, 10/01/31   10/21 at 100.00 BB- 834,523
4,670   Michigan State University, General Revenue Bonds, Series 2015A, 5.000%, 8/15/40   8/25 at 100.00 AA 5,393,196
1,835   Michigan State University, General Revenue Bonds, Taxable Series 2019A, 5.000%, 2/15/48   2/29 at 100.00 AA 2,271,950
1,800   Michigan Technological University, General Revenue Bonds, Refunding Series 2015A, 5.000%, 10/01/45   10/25 at 100.00 A1 2,086,938
    Northern Michigan University, General Revenue Bonds, Series 2018A:        
500   5.000%, 12/01/32   6/28 at 100.00 A1 623,320
400   5.000%, 12/01/34   6/28 at 100.00 A1 496,124
3,250   Oakland University, Michigan, General Revenue Bonds, Series 2016, 5.000%, 3/01/47   3/26 at 100.00 A1 3,795,675
      19

Nuveen Michigan Municipal Bond Fund (continued)
Portfolio of Investments    August 31, 2021
(Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Education and Civic Organizations (continued)        
$4,990   Oakland University, Michigan, General Revenue Bonds, Series 2019, 5.000%, 3/01/50   3/29 at 100.00 A1 $6,183,209
515   Saginaw Valley State University, Michigan, General Revenue Bonds, Refunding Series 2016A, 5.000%, 7/01/35   7/26 at 100.00 A1 616,455
    University of Michigan, General Revenue Bonds, Refunding Series 2017A:        
5,000   4.000%, 4/01/26   No Opt. Call AAA 5,820,750
1,000   5.000%, 4/01/34   4/27 at 100.00 AAA 1,222,240
1,190   5.000%, 4/01/35   4/27 at 100.00 AAA 1,452,086
3,000   5.000%, 4/01/36   4/27 at 100.00 AAA 3,655,560
3,345   5.000%, 4/01/47   4/27 at 100.00 AAA 4,055,712
2,800   5.000%, 4/01/47 (UB) (4)   4/27 at 100.00 AAA 3,394,916
3,000   University of Michigan, General Revenue Bonds, Series 2014A, 5.000%, 4/01/44   4/24 at 100.00 AAA 3,354,090
    University of Michigan, General Revenue Bonds, Series 2015:        
2,275   5.000%, 4/01/40 (UB) (4)   4/26 at 100.00 AAA 2,696,580
800   5.000%, 4/01/46 (UB) (4)   4/26 at 100.00 AAA 946,648
3,090   Wayne State University, Michigan, General Revenue Bonds, Series 2019A, 5.000%, 11/15/36   11/29 at 100.00 Aa3 3,938,730
650   Western Michigan University, General Revenue Bonds, Refunding Series 2015A, 5.000%, 11/15/45   5/25 at 100.00 Aa3 748,091
60,290   Total Education and Civic Organizations       71,611,026
    Health Care – 5.3%        
720   Michigan Finance Authority, Hospital Revenue Bonds, Beaumont Health Credit Group, Refunding Series 2015A, 5.000%, 8/01/32   8/24 at 100.00 A+ 815,227
2,335   Michigan Finance Authority, Hospital Revenue Bonds, Henry Ford Health System, Refunding Series 2016, 5.000%, 11/15/41   11/26 at 100.00 A 2,797,213
3,085   Michigan Finance Authority, Hospital Revenue Bonds, Henry Ford Health System, Series 2019A, 4.000%, 11/15/50   11/29 at 100.00 A 3,554,630
1,250   Michigan Finance Authority, Hospital Revenue Bonds, Sparrow Obligated Group, Refunding Series 2015, 5.000%, 11/15/45   5/25 at 100.00 A 1,430,762
2,955   Michigan Finance Authority, Michigan, Revenue Bonds, Trinity Health Credit Group, Refunding Series 2016MI, 5.000%, 12/01/45   6/26 at 100.00 AA- 3,519,641
3,000   Michigan Finance Authority, Michigan, Revenue Bonds, Trinity Health Credit Group, Refunding Series 2019A-MI, 4.000%, 12/01/49   12/29 at 100.00 AA- 3,505,800
    Michigan Finance Authority, Revenue Bonds, Oakwood Obligated Group, Refunding Series 2012:        
1,670   5.000%, 11/01/25   11/22 at 100.00 A+ 1,764,656
1,250   5.000%, 11/01/42   11/22 at 100.00 A+ 1,315,425
16,265   Total Health Care       18,703,354
20      

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Housing/Multifamily – 0.6%        
    Michigan Housing Development Authority, Rental Housing Revenue Bonds, Series 2021A:        
$320   1.050%, 10/01/27   No Opt. Call AA $321,149
500   1.150%, 4/01/28   No Opt. Call AA 501,625
720   1.375%, 4/01/29   No Opt. Call AA 723,161
625   1.600%, 4/01/30   No Opt. Call AA 631,350
2,165   Total Housing/Multifamily       2,177,285
    Long-Term Care – 0.3%        
750   Kentwood Economic Development Corporation, Michigan, Limited Obligation Revenue Bonds, Holland Home Obligated Group, Refunding Series 2021, 4.000%, 11/15/45   11/28 at 103.00 BBB- 837,218
    Tax Obligation/General – 34.3%        
1,350   Ann Arbor Public School District, Washtenaw County, Michigan, General Obligation Bonds, School Building & Site Series 2015, 5.000%, 5/01/25   No Opt. Call Aa3 1,580,134
1,020   Barry County, Michigan, General Obligation Bonds, Thornapple Manor Medical Care Facility, Capital Improvement & Refunding Series 2021, 4.000%, 4/01/32   4/31 at 100.00 AA 1,269,839
2,590   Byron Center Public Schools, Kent County, Michigan, General Obligation Bonds, School Building & Site Series 2017I, 5.000%, 5/01/47   5/27 at 100.00 AA 3,088,523
3,450   Byron Center Public Schools, Kent County, Michigan, General Obligation Bonds, School Building & Site Series 2020-I, 4.000%, 5/01/50   5/30 at 100.00 AA 4,092,045
1,000   Cadillac Area Public Schools, Wexford, Osceola and Lake Counties, Michigan, General Obligaiton Bonds, Refunding & School Building & Site Series 2018, 5.000%, 5/01/36   5/28 at 100.00 Aa1 1,244,980
    Cadillac Area Public Schools, Wexford, Osceola and Lake Counties, Michigan, General Obligaiton Bonds, Refunding & School Building & Site Series 2019:        
875   5.000%, 5/01/41   5/29 at 100.00 Aa1 1,097,311
1,310   5.000%, 5/01/43   5/29 at 100.00 Aa1 1,631,566
1,515   Caledonia Community Schools, Kent, Allegan and Barry Counties, Michigan, General Obligation Bonds, School Building & Site Series 2014, 5.000%, 5/01/39   5/24 at 100.00 AA 1,688,210
    Cedar Springs Public School District, Kent and Newaygo Counties, Michigan, General Obligation Bonds, School Building & Site Series 2021:        
380   5.000%, 11/01/27   No Opt. Call AA 477,911
245   5.000%, 11/01/28   No Opt. Call AA 316,165
320   5.000%, 11/01/29   No Opt. Call AA 421,610
300   5.000%, 11/01/30   No Opt. Call AA 403,626
850   Chelsea School District, Washtenaw and Jackson, Michigan, General Obligation Bonds, School Building & Site Series 2020-I, 5.000%, 5/01/39   5/30 at 100.00 AA 1,094,375
205   Detroit City School District, Wayne County, Michigan, Unlimited Tax School Building and Site Improvement Bonds, Series 1998C, 5.250%, 5/01/25  –  BHAC Insured   No Opt. Call AA+ 226,078
1,575   East Lansing School District, Ingham and Clinton Counties, Michigan, General Obligation Bonds, Building & Site Series 2020II, 5.000%, 5/01/44   5/30 at 100.00 AA 2,004,329
2,000   East Lansing School District, Ingham County, Michigan, General Obligation Bonds, School Building & Site Series 2017I, 5.000%, 5/01/39   5/27 at 100.00 AA 2,422,760
1,835   Elk Rapids Schools, Antrim, Grand Traverse and Kalkaska, Michigan, General Obligation Bonds, School Building & Site Series 2021-I, 4.000%, 5/01/43   5/31 at 100.00 AA 2,224,993
      21

Nuveen Michigan Municipal Bond Fund (continued)
Portfolio of Investments    August 31, 2021
(Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Tax Obligation/General (continued)        
$500   Forest Hills Public Schools, Kent County, Michigan, General Obligation Bonds, School Building & Site Series 2021-II, 4.000%, 5/01/30   No Opt. Call Aa2 $624,540
2,920   Grand Blanc Community Schools, Genesee and Oakland Counties, Michigan, General Obligation Bonds, School Building & Site Series 2020, 5.000%, 11/01/31   5/30 at 100.00 AA 3,907,719
    Grand Ledge Public Schools, Eaton, Clinton and Ionia Counties, Michigan, General Obligation Bonds, School Building & Site Series 2021-II:        
1,615   5.000%, 5/01/39   5/31 at 100.00 AA 2,132,656
870   5.000%, 5/01/40   5/31 at 100.00 AA 1,146,181
    Grand Rapids Public Schools, Kent County, Michigan, General Obligation Bonds, Refunding School Building & Site Series 2016:        
4,325   5.000%, 5/01/29  –  AGM Insured   5/26 at 100.00 AA 5,167,813
2,055   5.000%, 5/01/38  –  AGM Insured   5/26 at 100.00 AA 2,423,359
    Grand Rapids Public Schools, Kent County, Michigan, General Obligation Bonds, School Building & Site Series 2019:        
1,000   5.000%, 11/01/36  –  AGM Insured   5/29 at 100.00 AA 1,262,570
1,750   5.000%, 11/01/37  –  AGM Insured   5/29 at 100.00 AA 2,203,635
1,500   5.000%, 11/01/41  –  AGM Insured   5/29 at 100.00 AA 1,872,495
1,250   5.000%, 11/01/42  –  AGM Insured   5/29 at 100.00 AA 1,555,575
3,000   Jackson Public Schools, Jackson County, Michigan, General Obligation Bonds, School Building & Site Series 2018, 5.000%, 5/01/42   5/28 at 100.00 Aa1 3,674,550
1,700   Jenison Public Schools, Ottawa County, Michigan, General Obligation Bonds, School Building & Site Series 2020, 5.000%, 5/01/45   5/30 at 100.00 Aa1 2,196,230
    Kalamazoo County, Michigan, General Obligation Bonds, Juvenile Home Facilities Series 2017:        
500   5.000%, 4/01/26   No Opt. Call AA+ 602,230
500   5.000%, 4/01/31   4/27 at 100.00 AA+ 613,635
1,075   Kent County, Michigan, General Obligation Bonds, Limited Tax Series 2015, 5.000%, 1/01/35   1/25 at 100.00 AAA 1,233,433
    Kent County, Michigan, General Obligation Bonds, Refunding Limited Tax Series 2015:        
1,500   5.000%, 1/01/31   1/25 at 100.00 AAA 1,724,835
2,000   5.000%, 1/01/37   1/25 at 100.00 AAA 2,292,620
1,750   Lakeview School District, Calhoun County, Michigan, General Obligation Bonds, School Building & Site Series 2016, 5.000%, 5/01/42   5/26 at 100.00 AA 2,062,812
185   Lansing Community College, Michigan, General Obligation Bonds, College Building & Site, Series 2017, 5.000%, 5/01/31   11/27 at 100.00 AA 231,391
    Marquette, Michigan, General Obligation Bonds, Refunding & Limited Obligation Series 2017:        
230   4.000%, 5/01/25   No Opt. Call AA 259,939
375   4.000%, 5/01/28   5/27 at 100.00 AA 445,238
550   4.000%, 5/01/29   5/27 at 100.00 AA 649,495
265   4.000%, 5/01/31   5/27 at 100.00 AA 308,831
215   4.000%, 5/01/32   5/27 at 100.00 AA 249,535
22      

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Tax Obligation/General (continued)        
$1,000   Michigan Finance Authority, Distributable State Aid Revenue Bonds, Charter County of Wayne Criminal Justice Center Project, Senior Lien Series 2018, 5.000%, 11/01/43   11/28 at 100.00 Aa3 $1,231,870
    Michigan Finance Authority, Distributable State Aid Revenue Bonds, Charter County of Wayne, Second Lien Refunding Series 2020:        
6,000   4.000%, 11/01/50   11/30 at 100.00 AA 7,009,740
2,500   4.000%, 11/01/55   11/30 at 100.00 AA 2,925,725
1,000   Michigan State, General Obligation Bonds, Environmental Program, Refunding Series 2011A, 5.000%, 12/01/22   12/21 at 100.00 Aa1 1,012,060
    Michigan State, General Obligation Bonds, Environmental Program, Series 2020A:        
1,700   5.000%, 5/15/33   5/30 at 100.00 Aa1 2,254,336
1,275   4.000%, 5/15/38   5/30 at 100.00 Aa1 1,545,568
    Monroe Public Schools, Monroe County, Michigan, General Obligation Bonds, School Building & Site Series 2020I:        
1,495   5.000%, 5/01/41 (UB) (4)   5/30 at 100.00 AA 1,915,723
2,465   5.000%, 5/01/45 (UB) (4)   5/30 at 100.00 AA 3,129,293
    Muskegon County, Michigan, General Obligation Water Supply System Bonds, Refunding Series 2015:        
550   5.000%, 11/01/33   11/25 at 100.00 AA 652,047
1,290   5.000%, 11/01/36   11/25 at 100.00 AA 1,521,155
1,175   Novi Community School District, Oakland County, Michigan, General Obligation Bonds, School Building & Site Series 2020-I, 5.000%, 5/01/44   5/30 at 100.00 Aa2 1,518,370
3,120   Rockford Public Schools, Kent County, Michigan, General Obligation Bonds, School Building & Site Series 2019I, 5.000%, 5/01/46   5/29 at 100.00 AA 3,865,586
1,095   Royal Oak, Oakland County, Michigan, General Obligation Bonds, Taxable Limited Tax Series 2018, 5.000%, 4/01/43   4/28 at 100.00 AA+ 1,344,638
1,915   South Haven Public Schools, Van Buren Couty, Michigan, General Obligation Bonds, School Building & Site, Series 2014A, 5.000%, 5/01/41  –  BAM Insured   5/24 at 100.00 AA 2,135,014
    South Haven Public Schools, Van Buren Couty, Michigan, General Obligation Bonds, School Building & Site, Series 2021I:        
465   5.000%, 5/01/32   5/31 at 100.00 AA 626,304
475   5.000%, 5/01/33   5/31 at 100.00 AA 638,476
485   5.000%, 5/01/34   5/31 at 100.00 AA 650,041
470   5.000%, 5/01/35   5/31 at 100.00 AA 627,864
380   5.000%, 5/01/36   5/31 at 100.00 AA 506,160
540   5.000%, 5/01/37   5/31 at 100.00 AA 716,953
920   5.000%, 5/01/41   5/31 at 100.00 AA 1,210,527
2,485   5.000%, 5/01/45   5/31 at 100.00 AA 3,233,755
1,000   South Redford School District, Wayne County, Michigan, General Obligation Bonds, School Building & Site, Series 2021, 4.000%, 5/01/47   5/31 at 100.00 AA 1,196,500
3,115   Walled Lake Consolidated School District, Oakland County, Michigan, General Obligation Bonds, School Building & Site Series 2019, 5.000%, 5/01/44   5/29 at 100.00 Aa1 3,956,860
      23

Nuveen Michigan Municipal Bond Fund (continued)
Portfolio of Investments    August 31, 2021
(Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Tax Obligation/General (continued)        
$3,500   Walled Lake Consolidated School District, Oakland County, Michigan, General Obligation Bonds, School Building & Site Series 2020, 5.000%, 5/01/50   5/30 at 100.00 Aa1 $4,471,320
4,000   West Ottawa Public School District, Ottawa County, Michigan, General Obligation Bonds, School Building & Site Series 2019, 5.000%, 5/01/44   5/29 at 100.00 Aa2 4,926,720
2,100   Williamston Community School District, Michigan, Unlimited Tax General Obligation QSBLF Bonds, Series 1996, 5.500%, 5/01/25  –  NPFG Insured   No Opt. Call Aa2 2,329,236
98,965   Total Tax Obligation/General       121,277,613
    Tax Obligation/Limited – 16.4%        
2,935   Detroit Downtown Development Authority, Michigan, Tax Increment Revenue Bonds, Catalyst Development Project, Series 2018A, 5.000%, 7/01/48  –  AGM Insured   7/24 at 100.00 AA 3,267,682
1,000   Lansing Township Downtown Development Authority, Ingham County, Michigan, Tax Increment Bonds, Series 2013A, 5.950%, 2/01/42   2/24 at 103.00 N/R 1,069,980
4,070   Michigan Finance Authority, Local Government Loan Program Revenue Bonds, Detroit Regional Convention Facility Authority Local Project, Series 2014H-1, 5.000%, 10/01/39   10/24 at 100.00 AA- 4,605,653
2,000   Michigan State Building Authority, Revenue Bonds, Facilities Program, Refunding Series 2015-I, 5.000%, 4/15/38   10/25 at 100.00 Aa2 2,348,800
    Michigan State Building Authority, Revenue Bonds, Facilities Program, Refunding Series 2016-I:        
1,540   5.000%, 4/15/36   10/26 at 100.00 Aa2 1,852,112
3,450   5.000%, 4/15/41   10/26 at 100.00 Aa2 4,097,875
1,000   5.000%, 10/15/46   10/26 at 100.00 Aa2 1,179,070
    Michigan State Building Authority, Revenue Bonds, Facilities Program, Refunding Series 2019-I:        
520   5.000%, 4/15/36   10/29 at 100.00 Aa2 672,064
1,000   4.000%, 10/15/49   10/29 at 100.00 Aa2 1,173,600
1,000   4.000%, 4/15/54   10/29 at 100.00 Aa2 1,169,560
2,000   Michigan State Building Authority, Revenue Bonds, Facilities Program, Refunding Series 2020-I, 4.000%, 10/15/38   10/31 at 100.00 Aa2 2,452,800
1,500   Michigan State, Comprehensive Transportation Revenue Bonds, Refunding Series 2015, 5.000%, 11/15/29   11/24 at 100.00 AA+ 1,721,640
    Michigan State, Trunk Line Fund Bonds, Rebuilding Michigan Program Series 2020B:        
9,170   4.000%, 11/15/45 (UB) (4)   11/30 at 100.00 AA+ 10,891,652
3,000   4.000%, 11/15/45   11/30 at 100.00 AA+ 3,563,250
685   Michigan State, Trunk Line Fund Bonds, Refunding Series 2015, 5.000%, 11/15/22   No Opt. Call AA+ 725,545
    Michigan State, Trunk Line Fund Bonds, Series 2011:        
1,015   5.000%, 11/15/33   11/21 at 100.00 AA+ 1,024,988
700   5.000%, 11/15/36   11/21 at 100.00 AA+ 706,888
    Michigan State, Trunk Line Fund Bonds, Series 2021A:        
1,950   5.000%, 11/15/31   No Opt. Call AA+ 2,691,214
3,000   5.000%, 11/15/35   11/31 at 100.00 AA+ 4,061,580
24      

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Tax Obligation/Limited (continued)        
    Puerto Rico Sales Tax Financing Corporation, Sales Tax Revenue Bonds, Restructured 2018A-1:        
$5,290   4.500%, 7/01/34   7/25 at 100.00 N/R $5,856,771
1,676   4.550%, 7/01/40   7/28 at 100.00 N/R 1,928,607
750   Puerto Rico Sales Tax Financing Corporation, Sales Tax Revenue Bonds, Restructured Cofina Project Series 2019A-2A, 4.550%, 7/01/40   7/28 at 100.00 N/R 863,040
49,251   Total Tax Obligation/Limited       57,924,371
    Transportation – 4.6%        
1,000   Wayne County Airport Authority, Michigan, Revenue Bonds, Detroit Metropolitan Airport, Refunding Series 2011A, 5.000%, 12/01/21 (AMT)   No Opt. Call A1 1,011,870
1,250   Wayne County Airport Authority, Michigan, Revenue Bonds, Detroit Metropolitan Wayne County Airport, Senior Series 2017A, 5.000%, 12/01/42   12/27 at 100.00 A1 1,538,613
    Wayne County Airport Authority, Michigan, Revenue Bonds, Detroit Metropolitan Wayne County Airport, Series 2012A:        
2,000   5.000%, 12/01/37   12/22 at 100.00 A1 2,118,540
1,000   5.000%, 12/01/42  –  AGM Insured   12/22 at 100.00 AA 1,057,330
1,700   Wayne County Airport Authority, Michigan, Revenue Bonds, Detroit Metropolitan Wayne County Airport, Series 2014C, 5.000%, 12/01/44 (AMT)   12/24 at 100.00 A1 1,931,302
2,000   Wayne County Airport Authority, Michigan, Revenue Bonds, Detroit Metropolitan Wayne County Airport, Series 2018A, 5.000%, 12/01/36   12/28 at 100.00 A1 2,537,440
4,670   Wayne County Airport Authority, Michigan, Revenue Bonds, Detroit Metropolitan Wayne County Airport, Series 2021A, 5.000%, 12/01/41   12/31 at 100.00 A1 6,175,094
13,620   Total Transportation       16,370,189
    U.S. Guaranteed – 5.7% (5)        
690   Ann Arbor Public School District, Washtenaw County, Michigan, General Obligation Bonds, Refunding Series 2012, 5.000%, 5/01/29 (Pre-refunded 5/01/22)   5/22 at 100.00 Aa1 712,473
    Grand Rapids, Michigan, Sanitary Sewer System Revenue Bonds, Improvement & Refunding Series 2014:        
1,500   5.000%, 1/01/35 (Pre-refunded 1/01/24)   1/24 at 100.00 AA 1,667,310
800   5.000%, 1/01/39 (Pre-refunded 1/01/24)   1/24 at 100.00 AA 889,232
350   Grand Rapids, Michigan, Sanitary Sewer System Revenue Bonds, Improvement Series 2012, 5.000%, 1/01/32 (Pre-refunded 1/01/23)   1/23 at 100.00 AA 372,456
    Kent Hospital Finance Authority, Michigan, Revenue Bonds, Spectrum Health System, Refunding Series 2011C:        
2,135   5.000%, 1/15/31 (Pre-refunded 1/15/22)   1/22 at 100.00 AA 2,173,708
365   5.000%, 1/15/42 (Pre-refunded 1/15/22)   1/22 at 100.00 AA 371,617
3,000   Michigan Finance Authority, Hospital Revenue Bonds, Crittenton Hospital Medical Center, Refunding Series 2012A, 5.000%, 6/01/39 (Pre-refunded 6/01/22)   6/22 at 100.00 N/R 3,108,600
1,875   Michigan Finance Authority, Hospital Revenue Bonds, MidMichigan Health Credit Group, Refunding Series 2014, 5.000%, 6/01/39 (Pre-refunded 6/01/24)   6/24 at 100.00 A+ 2,123,644
      25

Nuveen Michigan Municipal Bond Fund (continued)
Portfolio of Investments    August 31, 2021
(Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    U.S. Guaranteed (5) (continued)        
    Michigan Finance Authority, Revenue Bonds, Trinity Health Credit Group, Refunding Series 2011MI:        
$10   5.000%, 12/01/39 (Pre-refunded 12/01/21)   12/21 at 100.00 N/R $10,118
2,295   5.000%, 12/01/39 (Pre-refunded 12/01/21)   12/21 at 100.00 AA- 2,322,838
365   Michigan Finance Authority, State Revolving Fund Revenue Bonds, Clean Water Series 2012, 5.000%, 10/01/32 (Pre-refunded 10/01/22)   10/22 at 100.00 AAA 384,268
4,000   Michigan House of Representatives, Certificates of Participation, Series 1998, 0.000%, 8/15/23  –  AMBAC Insured (ETM)   No Opt. Call N/R 3,972,760
2,000   Michigan State Hospital Finance Authority, Revenue Bonds, Trinity Health Care Group, Series 2009C, 5.000%, 12/01/48 (Pre-refunded 6/01/22)   6/22 at 100.00 AA- 2,072,400
19,385   Total U.S. Guaranteed       20,181,424
    Utilities – 16.1%        
850   Downriver Utility Wastewater Authority, Michigan, Sewer System Revenue Bonds, Series 2018, 5.000%, 4/01/43  –  AGM Insured   4/28 at 100.00 AA 1,034,229
2,500   Grand Rapids, Kent County, Michigan, Santiary Sewer System Revenue Bonds, Improvement & Refunding Series 2020, 4.000%, 1/01/50   1/30 at 100.00 AA 2,916,850
1,655   Grand Rapids, Michigan, Sanitary Sewer System Revenue Bonds, Series 2018, 5.000%, 1/01/48   1/28 at 100.00 AA 1,992,670
1,250   Grand Rapids, Michigan, Water Supply System Revenue Bonds, Refunding & Improvement Series 2016, 5.000%, 1/01/41   1/26 at 100.00 AA 1,460,663
1,500   Grand Rapids, Michigan, Water Supply System Revenue Bonds, Refunding & Improvement Series 2018, 5.000%, 1/01/43   1/28 at 100.00 AA 1,816,350
    Grand Rapids, Michigan, Water Supply System Revenue Bonds, Refunding Series 2015:        
1,000   5.000%, 1/01/33   1/25 at 100.00 AA 1,149,890
1,000   5.000%, 1/01/35   1/25 at 100.00 AA 1,146,670
    Lansing Board of Water and Light, Michigan, Utility System Revenue Bonds, Refunding Series 2017A:        
1,250   5.000%, 7/01/31   7/27 at 100.00 AA- 1,543,662
1,000   5.000%, 7/01/32   7/27 at 100.00 AA- 1,232,580
9,835   Lansing Board of Water and Light, Michigan, Utility System Revenue Bonds, Series 2019A, 5.000%, 7/01/48   7/29 at 100.00 AA- 12,329,353
7,400   Lansing Board of Water and Light, Michigan, Utility System Revenue Bonds, Series 2021A, 5.000%, 7/01/51   7/31 at 100.00 AA- 9,679,718
    Marquettte, Michigan, Electric Utility System Revenue Bonds, Refunding Series 2016A:        
1,000   5.000%, 7/01/29   7/26 at 100.00 AA- 1,206,950
1,230   5.000%, 7/01/32   7/26 at 100.00 AA- 1,481,646
1,000   5.000%, 7/01/33   7/26 at 100.00 AA- 1,203,760
1,800   Michigan Finance Authority, Clean Water Revolving Fund Revenue Bonds, Refunding Series 2018B, 5.000%, 10/01/39   10/28 at 100.00 AAA 2,274,714
885   Michigan Finance Authority, Clean Water Revolving Fund Revenue Bonds, Series 2020B, 5.000%, 10/01/31   10/30 at 100.00 Aaa 1,200,334
26      

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Utilities (continued)        
    Michigan Finance Authority, Local Government Loan Program Revenue Bonds, Detroit Water & Sewerage Department Water Supply System Local Project, Refunding Senior Loan Series 2014D-1:        
$1,500   5.000%, 7/01/35  –  AGM Insured   7/24 at 100.00 AA $1,687,995
1,220   5.000%, 7/01/37  –  AGM Insured   7/24 at 100.00 AA 1,370,328
3,000   Michigan Finance Authority, Local Government Loan Program Revenue Bonds, Detroit Water & Sewerage Department Water Supply System Local Project, Series 2014D-2, 5.000%, 7/01/27  –  AGM Insured   7/24 at 100.00 AA 3,409,650
1,150   Michigan Municipal Bond Authority, Drinking Water Revolving Fund Revenue Bonds, Series 2020B, 5.000%, 10/01/32   10/30 at 100.00 Aaa 1,555,731
3,000   Michigan Public Power Agency, AFEC Project Revenue Bonds, Series 2012A, 5.000%, 1/01/43   1/22 at 100.00 A2 3,039,120
1,000   Monroe County Economic Development Corporation, Michigan, Collateralized Limited Obligation Revenue Refunding Bonds, Detroit Edison Company, Series 1992AA, 6.950%, 9/01/22  –  FGIC Insured   No Opt. Call Aa3 1,066,600
820   Saginaw, Michigan, Water Supply System Revenue Bonds, Refunding Series 2021, 4.000%, 7/01/38  –  AGM Insured   7/31 at 100.00 AA 1,001,581
46,845   Total Utilities       56,801,044
$309,501   Total Long-Term Investments (cost $347,311,993)       368,432,365
    Floating Rate Obligations – (4.3)%       (15,200,000)
    Other Assets Less Liabilities – (0.0)%       (682)
    Net Assets – 100%       $353,231,683
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).
      27

Nuveen Michigan Municipal Bond Fund (continued)
Portfolio of Investments    August 31, 2021
(Unaudited)
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:
  Level 1 Level 2 Level 3 Total
Long-Term Investments:        
Municipal Bonds $ — $368,432,365 $ — $368,432,365
    
(1) All percentages shown in the Portfolio of Investments are based on net assets.  
(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) Investment, or portion of investment, has been pledged to collateralize the net payment obligations for investments in inverse floating rate transactions.  
(5) 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.  
AMT Alternative Minimum Tax  
ETM Escrowed to maturity  
UB Underlying bond of an inverse floating rate trust reflected as a financing transaction.  
28      

Nuveen Missouri Municipal Bond Fund
Portfolio of Investments    August 31, 2021
(Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    LONG-TERM INVESTMENTS – 97.2%        
    MUNICIPAL BONDS – 97.2%        
    Consumer Staples  – 1.9%        
$3,000   Cape Girardeau County Industrial Development Authority, Missouri, Solid Waste Disposal Revenue Bonds, Procter & Gamble Products Company Project, Series 1998, 5.300%, 5/15/28 (AMT)   10/21 at 100.00 AA- $3,011,370
8,840   Missouri Development Finance Board, Solid Waste Disposal Revenue Bonds, Procter and Gamble Inc, Series 1999, 5.200%, 3/15/29 (AMT)   No Opt. Call AA- 11,300,614
11,840   Total Consumer Staples       14,311,984
    Education and Civic Organizations – 10.0%        
    Curators of the University of Missouri, System Facilities Revenue Bonds, Series 2014A:        
2,265   5.000%, 11/01/25   11/24 at 100.00 AA+ 2,604,410
1,200   4.000%, 11/01/33   11/24 at 100.00 AA+ 1,329,360
2,350   4.000%, 11/01/34   11/24 at 100.00 AA+ 2,598,466
5,010   Curators of the University of Missouri, System Facilities Revenue Bonds, Taxable Series 2020A, 5.000%, 11/01/30   No Opt. Call AA+ 6,766,556
1,000   Health and Educational Facilities Authority of the State of Missouri, Educational Facilities Revenue Bonds, University of Central Missouri, Series 2018 A, 4.000%, 10/01/38   10/28 at 100.00 A+ 1,158,510
1,055   Lincoln University, Missouri, Auxiliary System Revenue Bonds, Refunding Series 2019, 5.000%, 6/01/31  –  AGM Insured   6/27 at 100.00 AA 1,278,618
1,025   Missouri Health and Educational Facilities Authority, Educational Facilities Revenue Bonds, Kansas City University of Medicine and Biosciences, Series 2013A, 5.000%, 6/01/33   6/23 at 100.00 A1 1,108,538
2,000   Missouri Health and Educational Facilities Authority, Educational Facilities Revenue Bonds, Kansas City University of Medicine and Biosciences, Series 2017A, 5.000%, 6/01/47   6/27 at 100.00 A1 2,392,820
3,000   Missouri Health and Educational Facilities Authority, Educational Facilities Revenue Bonds, Saint Louis College of Pharmacy, Series 2013, 5.500%, 5/01/43   5/23 at 100.00 BBB 3,164,520
    Missouri Health and Educational Facilities Authority, Educational Facilities Revenue Bonds, Southeast Missouri State University, Refunding Series 2019:        
2,295   4.000%, 10/01/34   10/29 at 100.00 A 2,707,549
2,510   4.000%, 10/01/36   10/29 at 100.00 A 2,948,698
    Missouri Health and Educational Facilities Authority, Educational Facilities Revenue Bonds, Southwest Baptist University Project, Series 2012:        
575   3.500%, 10/01/22   No Opt. Call BBB- 590,525
3,470   5.000%, 10/01/33   10/22 at 100.00 BBB- 3,535,930
2,255   Missouri Health and Educational Facilities Authority, Educational Facilities Revenue Bonds, University of Central Missouri, Series 2013C-2, 5.000%, 10/01/34   10/23 at 100.00 A+ 2,472,269
1,000   Missouri Health and Educational Facilities Authority, Revenue Bonds, Maryville University of St Louis Project, Series 2015, 5.000%, 6/15/44   6/25 at 100.00 BBB+ 1,116,370
      29

Nuveen Missouri Municipal Bond Fund (continued)
Portfolio of Investments    August 31, 2021
(Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Education and Civic Organizations (continued)        
    Missouri Health and Educational Facilities Authority, Revenue Bonds, Saint Louis University, Series 2015A:        
$3,700   5.000%, 10/01/38   10/25 at 100.00 AA- $4,327,298
7,920   4.000%, 10/01/42   10/25 at 100.00 AA- 8,764,430
    Missouri Health and Educational Facilities Authority, Revenue Bonds, Saint Louis University, Series 2017A:        
600   4.000%, 10/01/36   4/27 at 100.00 AA- 678,708
5,690   5.000%, 10/01/42   4/27 at 100.00 AA- 6,823,789
    Missouri Health and Educational Facilities Authority, Revenue Bonds, Saint Louis University, Series 2019A:        
3,390   5.000%, 10/01/46   4/29 at 100.00 AA- 4,154,004
6,665   4.000%, 10/01/48   4/29 at 100.00 AA- 7,629,426
1,150   Missouri Health and Educational Facilities Authority, Revenue Bonds, Webster University, Refunding Series 2017, 4.000%, 4/01/34   4/27 at 100.00 Baa2 1,258,123
    Missouri State University, Auxiliary Enterprise System Revenue Bonds, Series 2019A:        
260   4.000%, 10/01/31   10/27 at 100.00 A+ 300,188
285   4.000%, 10/01/32   10/27 at 100.00 A+ 328,266
500   4.000%, 10/01/33   10/27 at 100.00 A+ 574,455
400   4.000%, 10/01/34   10/27 at 100.00 A+ 458,460
1,625   Saint Louis Community College District, Saint Louis County, Missouri, Certificates of Participation, Series 2017, 4.000%, 4/01/36   4/27 at 100.00 AA 1,867,239
1,000   Saint Louis Industrial Development Authority, Missouri, Confluence Academy Project, Series 2007A, 5.350%, 6/15/32   9/21 at 100.00 N/R 1,000,330
1,100   Saline County Industrial Development Authority, Missouri, First Mortgage Revenue Bonds, Missouri Valley College, Series 2017, 4.500%, 10/01/40   10/23 at 100.00 N/R 1,126,972
860   Truman State University, Missouri, Housing System Revenue Bonds, Refunding Series 2015, 3.750%, 6/01/33   6/23 at 100.00 A2 888,423
66,155   Total Education and Civic Organizations       75,953,250
    Health Care – 22.8%        
675   Barton County, Missouri, Hospital Revenue Bonds, Cox Barton County Hospital Project, Series 2017B, 3.650%, 7/01/27   7/23 at 100.00 N/R 699,759
    Boone County, Missouri, Hospital Revenue Bonds, Boone Hospital Center, Refunding Series 2016:        
1,455   5.000%, 8/01/29   8/26 at 100.00 BBB- 1,698,247
1,000   5.000%, 8/01/30   8/26 at 100.00 BBB- 1,161,620
    Cape Girardeau County Industrial Development Authority, Missouri, Health Facilities Revenue Bonds, Saint Francis Medical Center, Series 2013A:        
530   3.375%, 6/01/28   6/22 at 100.00 AA 542,434
4,000   5.000%, 6/01/33   6/22 at 100.00 AA 4,143,240
2,000   Cape Girardeau County Industrial Development Authority, Missouri, Health Facilities Revenue Bonds, Saint Francis Medical Center, Series 2016, 5.000%, 6/01/39   6/26 at 100.00 AA 2,337,980
30      

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Health Care (continued)        
$1,325   Cape Girardeau County Industrial Development Authority, Missouri, Health Facilities Revenue Bonds, Southeasthealth, Series 2016A, 6.000%, 3/01/33   3/23 at 103.00 BBB- $1,456,718
    Cape Girardeau County Industrial Development Authority, Missouri, Health Facilities Revenue Bonds, Southeasthealth, Series 2017A:        
1,325   5.000%, 3/01/31   3/27 at 100.00 BBB- 1,571,185
1,210   5.000%, 3/01/32   3/27 at 100.00 BBB- 1,431,115
1,645   5.000%, 3/01/36   3/27 at 100.00 BBB- 1,928,943
1,580   Cape Girardeau County Industrial Development Authority, Missouri, Health Facilities Revenue Bonds, Southeasthealth, Series 2021, 4.000%, 3/01/46   3/31 at 100.00 BBB- 1,805,766
    Hannibal Industrial Development Authority, Missouri, Health Facilities Revenue Bonds, Hannibal Regional Healthcare System, Series 2017:        
1,170   4.000%, 10/01/31   10/27 at 100.00 A- 1,350,110
1,220   4.000%, 10/01/32   10/27 at 100.00 A- 1,404,440
485   5.000%, 10/01/42   10/27 at 100.00 A- 577,456
2,450   5.000%, 10/01/47   10/27 at 100.00 A- 2,898,399
1,560   Joplin Industrial Development Authority, Missouri, Health Facilities Revenue Bonds, Freeman Health System, Series 2015, 5.000%, 2/15/35   2/24 at 100.00 A 1,692,553
    Joplin Industrial Development Authority, Missouri, Health Facilities Revenue Bonds, Freeman Health System, Series 2020A:        
290   5.000%, 2/15/29   No Opt. Call A 367,859
310   5.000%, 2/15/30   No Opt. Call A 400,663
    Missouri Health and Education Facilities Authority, Health Facilities Revenue Bonds, Saint Luke's Health System, Inc, Series 2016:        
500   5.000%, 11/15/24   No Opt. Call A+ 573,880
100   5.000%, 11/15/31   5/26 at 100.00 A+ 119,264
1,575   4.000%, 11/15/33   5/26 at 100.00 A+ 1,776,836
4,200   5.000%, 11/15/34   5/26 at 100.00 A+ 4,989,852
4,335   5.000%, 11/15/35   5/26 at 100.00 A+ 5,143,651
1,000   Missouri Health and Education Facilities Authority, Health Facilities Revenue Bonds, Saint Luke's Health System, Inc, Series 2018A, 5.000%, 11/15/43   5/28 at 100.00 A+ 1,223,410
1,000   Missouri Health and Educational Facilities Authority, Health Facilities Revenue Bonds, BJC Health System, Series 2014, 5.000%, 1/01/44   1/24 at 100.00 AA 1,104,550
5,890   Missouri Health and Educational Facilities Authority, Health Facilities Revenue Bonds, BJC Health System, Series 2015A, 4.000%, 1/01/45   1/25 at 100.00 AA 6,420,925
8,200   Missouri Health and Educational Facilities Authority, Health Facilities Revenue Bonds, BJC Health System, Series 2021A, 4.000%, 7/01/46   7/31 at 100.00 AA 9,789,816
9,175   Missouri Health and Educational Facilities Authority, Health Facilities Revenue Bonds, BJC Health System, Variable Rate Demand Obligations, Series 2017D, 4.000%, 1/01/58 (Mandatory Put 1/01/48)   1/28 at 100.00 AA 10,412,432
1,905   Missouri Health and Educational Facilities Authority, Health Facilities Revenue Bonds, Capital Region Medical Center, Series 2020, 5.000%, 11/01/40   11/30 at 100.00 Baa2 2,385,860
      31

Nuveen Missouri Municipal Bond Fund (continued)
Portfolio of Investments    August 31, 2021
(Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Health Care (continued)        
    Missouri Health and Educational Facilities Authority, Health Facilities Revenue Bonds, CoxHealth, Series 2013A:        
$1,475   5.000%, 11/15/44   11/23 at 100.00 A2 $1,610,818
2,980   5.000%, 11/15/48   11/23 at 100.00 A2 3,254,398
    Missouri Health and Educational Facilities Authority, Health Facilities Revenue Bonds, CoxHealth, Series 2015A:        
2,200   5.000%, 11/15/32   11/25 at 100.00 A2 2,554,596
2,400   5.000%, 11/15/39   11/25 at 100.00 A2 2,786,832
    Missouri Health and Educational Facilities Authority, Health Facilities Revenue Bonds, CoxHealth, Series 2019A:        
1,300   5.000%, 11/15/33   5/29 at 100.00 A2 1,654,770
880   5.000%, 11/15/35   5/29 at 100.00 A2 1,113,658
975   5.000%, 11/15/37   5/29 at 100.00 A2 1,228,149
265   5.000%, 11/15/38   5/29 at 100.00 A2 333,079
3,000   4.000%, 11/15/49   5/29 at 100.00 A2 3,423,630
    Missouri Health and Educational Facilities Authority, Health Facilities Revenue Bonds, Heartland Regional Medical Center, Series 2012:        
1,000   3.875%, 2/15/32   2/22 at 100.00 AA- 1,012,620
3,035   5.000%, 2/15/37   2/22 at 100.00 AA- 3,094,789
225   Missouri Health and Educational Facilities Authority, Health Facilities Revenue Bonds, Mercy Health, Series 2012, 4.000%, 11/15/42   11/22 at 100.00 A+ 233,053
    Missouri Health and Educational Facilities Authority, Health Facilities Revenue Bonds, Mercy Health, Series 2014F:        
845   5.000%, 11/15/45   11/24 at 100.00 A+ 959,413
2,355   4.250%, 11/15/48   11/24 at 100.00 A+ 2,593,420
    Missouri Health and Educational Facilities Authority, Health Facilities Revenue Bonds, Mercy Health, Series 2017C:        
1,050   4.000%, 11/15/36   11/27 at 100.00 A+ 1,209,757
2,395   4.000%, 11/15/37   11/27 at 100.00 A+ 2,753,196
5,345   4.000%, 11/15/47   11/27 at 100.00 A+ 6,046,264
2,750   5.000%, 11/15/47   11/27 at 100.00 A+ 3,312,980
1,000   4.000%, 11/15/49   11/27 at 100.00 A+ 1,129,710
    Missouri Health and Educational Facilities Authority, Health Facilities Revenue Bonds, Mercy Health, Series 2018A:        
1,000   5.000%, 6/01/27   No Opt. Call A+ 1,243,280
1,330   5.000%, 6/01/30   12/28 at 100.00 A+ 1,693,383
    Missouri Health and Educational Facilities Authority, Health Facilities Revenue Bonds, Mercy Health, Series 2020:        
2,000   4.000%, 6/01/50   6/30 at 100.00 A+ 2,324,280
11,240   4.000%, 6/01/53   6/30 at 100.00 A+ 13,035,028
32      

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Health Care (continued)        
$2,325   Missouri Health and Educational Facilities Authority, Health Facilities Revenue Bonds, Mosaic Health System, Series 2019A, 4.000%, 2/15/44   2/29 at 100.00 AA- $2,677,516
1,130   Missouri Health and Educational Facilities Authority, Health Facilities Revenue Bonds, Saint Anthony's Medical Center, Series 2015B, 5.000%, 2/01/45   8/25 at 100.00 A+ 1,275,002
    Missouri Health and Educational Facilities Authority, Health Facilities Revenue Bonds, Saint Luke's Episcopal & Presbyterian Hospitals, Series 2015B:        
1,500   3.500%, 12/01/32   6/25 at 100.00 A+ 1,591,665
2,000   5.000%, 12/01/33   6/25 at 100.00 A+ 2,247,440
500   3.625%, 12/01/34   6/25 at 100.00 A+ 532,505
    Missouri Health and Educational Facilities Authority, Health Facilities Revenue Bonds, Saint Luke's Episcopal & Presbyterian Hospitals, Series 2019:        
1,100   4.000%, 12/01/35   6/29 at 100.00 A+ 1,282,094
2,000   4.000%, 12/01/37   6/29 at 100.00 A+ 2,320,220
    Missouri Health and Educational Facilities Authority, Health Facilities Revenue Bonds, SSM Health Care, Series 2014A:        
345   5.000%, 6/01/26   6/24 at 100.00 AA- 388,743
2,000   5.000%, 6/01/31   6/24 at 100.00 AA- 2,244,780
1,165   4.000%, 6/01/32   6/24 at 100.00 AA- 1,272,984
265   4.000%, 6/01/33   6/24 at 100.00 AA- 289,218
    Missouri Health and Educational Facilities Authority, Health Facilities Revenue Bonds, SSM Health Care, Series 2018A:        
1,035   4.000%, 6/01/48   6/28 at 100.00 AA- 1,174,249
1,500   5.000%, 6/01/48   6/28 at 100.00 AA- 1,816,575
3,000   Missouri Health and Educational Facilities Authority, Revenue Bonds, Children's Mercy Hospital, Series 2016, 4.000%, 5/15/34   5/26 at 100.00 A+ 3,357,750
3,030   Missouri Health and Educational Facilities Authority, Revenue Bonds, Children's Mercy Hospital, Series 2017A, 4.000%, 5/15/48   5/25 at 102.00 A+ 3,357,028
2,000   Missouri Health and Educational Facilities Authority, Revenue Bonds, Lake Regional Health System, Series 2021, 4.000%, 2/15/51   8/31 at 100.00 BBB+ 2,353,340
    Missouri Health and Educational Facilities Authority, Revenue Bonds, Lester E Cox Medical Center, Series 1992H:        
3,005   0.000%, 9/01/21  –  NPFG Insured   No Opt. Call A2 3,005,000
4,025   0.000%, 9/01/22  –  NPFG Insured   No Opt. Call A2 4,002,259
    Saint Louis County Industrial Development Authority, Missouri, Health Facilities Revenue Bonds, Ranken-Jordan Project, Refunding & Improvement Series 2016:        
830   5.000%, 11/15/28   11/25 at 100.00 N/R 937,020
2,325   4.000%, 11/15/36   11/25 at 100.00 N/R 2,486,262
3,000   5.000%, 11/15/46   11/25 at 100.00 N/R 3,292,290
1,160   Stoddard County Industrial Development Authority, Missouri, Health Facility Revenue Bonds, Southeasthealth, Series 2016B, 6.000%, 3/01/37   3/23 at 103.00 BBB- 1,272,160
152,395   Total Health Care       173,186,166
      33

Nuveen Missouri Municipal Bond Fund (continued)
Portfolio of Investments    August 31, 2021
(Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Housing/Multifamily – 0.1%        
$1,000   Missouri Housing Development Commission, Multifamily Housing Revenue Bonds, Shepard Apartments Project, 2013 Series 3, 5.000%, 7/01/45   7/23 at 100.00 AA+ $1,049,950
    Housing/Single Family – 0.1%        
825   Missouri Housing Development Commission, Single Family Mortgage Revenue Bonds, First Place Homeownership Loan Program, Series 2017A-2, 3.800%, 11/01/37   11/26 at 100.00 AA+ 899,687
160   Missouri Housing Development Commission, Single Family Mortgage Revenue Bonds, Homeownership Loan Program, Series 2015B-2, 3.800%, 11/01/34   5/25 at 100.00 AA+ 167,357
985   Total Housing/Single Family       1,067,044
    Long-Term Care – 3.8%        
3,110   Bridgeton Industrial Development Authority, Missouri, Senior Housing Revenue Bonds, The Sarah Community Project, Refunding Series 2016, 4.000%, 5/01/33   5/25 at 100.00 N/R 3,155,406
900   Kirkwood Industrial Development Authority, Missouri, Retirement Community Revenue Bonds, Aberdeen Heights Project, Refunding Series 2017A, 5.250%, 5/15/37   5/27 at 100.00 BB 1,035,909
555   Missouri Health and Educational Facilities Authority, Health Facilities Revenue Bonds, Bethesda Health Group, Inc, Series 2021, 4.000%, 8/01/41   8/31 at 100.00 BBB 662,065
    Missouri Health and Educational Facilities Authority, Revenue Bonds, Lutheran Senior Services Projects, Series 2014A:        
1,000   5.000%, 2/01/35   2/24 at 100.00 BBB 1,083,890
1,500   5.000%, 2/01/44   2/24 at 100.00 BBB 1,618,035
5,550   Missouri Health and Educational Facilities Authority, Revenue Bonds, Lutheran Senior Services Projects, Series 2016A, 5.000%, 2/01/46   2/26 at 100.00 BBB 6,270,001
    Missouri Health and Educational Facilities Authority, Revenue Bonds, Lutheran Senior Services Projects, Series 2019C:        
475   4.000%, 2/01/32   2/29 at 100.00 BBB 557,655
1,000   5.000%, 2/01/42   2/29 at 102.00 BBB 1,240,240
3,580   4.000%, 2/01/48   2/29 at 100.00 BBB 4,068,384
    Saint Louis County Industrial Development Authority, Missouri, Revenue Bonds, Friendship Village of Sunset Hills, Series 2012:        
550   5.000%, 9/01/32   9/22 at 100.00 BB+ 568,755
2,715   5.000%, 9/01/42   9/22 at 100.00 BB+ 2,792,296
2,570   Saint Louis County Industrial Development Authority, Missouri, Revenue Bonds, Friendship Village of Sunset Hills, Series 2013A, 5.875%, 9/01/43   9/23 at 100.00 BB+ 2,772,413
2,000   Saint Louis County Industrial Development Authority, Missouri, Revenue Bonds, Friendship Village Saint Louis Obligated Group, Series 2017, 5.000%, 9/01/48   9/27 at 100.00 BB+ 2,279,240
500   Saint Louis County Industrial Development Authority, Missouri, Revenue Bonds, Saint Andrew's Resources for Seniors, Series 2015A, 5.125%, 12/01/45   12/25 at 100.00 N/R 551,915
26,005   Total Long-Term Care       28,656,204
    Tax Obligation/General – 14.3%        
2,000   Branson Reorganized School District R-4, Taney County, Missouri, General Obligation Bonds, School Building Series 2012, 4.375%, 3/01/32   3/22 at 100.00 A+ 2,041,620
34      

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Tax Obligation/General (continued)        
    Camdenton Reorganized School District R3, Camden County, Missouri, General Obligation Bonds, Refunding & Improvement Series 2014:        
$960   5.000%, 3/01/33   3/22 at 100.00 N/R $982,963
40   5.000%, 3/01/33   3/22 at 100.00 AA- 40,924
3,745   Camdenton Reorganized School District R3, Camden County, Missouri, General Obligation Bonds, Refunding & Improvement Series 2015, 4.000%, 3/01/35   3/23 at 100.00 AA- 3,938,092
3,665   Clay County Public School District 53, Liberty, Missouri, General Obligation Bonds, Series 2018, 4.000%, 3/01/36   3/26 at 100.00 AA 4,139,068
    Clay County Reorganized School District R-II Smithville, Missouri, General Obligation Bonds, Refunding Series 2015:        
2,000   4.000%, 3/01/35   3/27 at 100.00 AA+ 2,325,080
1,160   4.000%, 3/01/36   3/27 at 100.00 AA+ 1,345,832
600   Clay County School District 40, Excelsior Springs, Missouri, General Obligation Bonds, School Building Series 2020, 5.000%, 3/01/33   3/30 at 100.00 AA+ 791,214
3,000   Columbia School District, Boone County, Missouri, General Obligation Bonds, Refunding & Improvement Series 2015, 4.000%, 3/01/35   3/25 at 100.00 Aa1 3,336,180
1,225   Columbia School District, Boone County, Missouri, General Obligation Bonds, Refunding & Improvement Series 2016, 5.000%, 3/01/36   3/26 at 100.00 Aa1 1,450,755
    Fenton Missouri Fire Protection District, Missouri, General Obligation Bonds, Series 2019:        
1,000   4.000%, 3/01/29   3/27 at 100.00 AA+ 1,177,390
1,075   4.000%, 3/01/30   3/27 at 100.00 AA+ 1,258,728
450   4.000%, 3/01/36   3/27 at 100.00 AA+ 518,702
375   4.000%, 3/01/37   3/27 at 100.00 AA+ 431,381
500   4.000%, 3/01/38   3/27 at 100.00 AA+ 574,225
1,505   Fort Osage Reorganized School District R-1, General Obligation Bonds, School Building Series 2021, 5.000%, 3/01/35   9/31 at 100.00 AA+ 2,014,172
1,000   Fort Osage Reorganized School District R-1, Jackson County, Missouri, General Obligation Bonds, Direct Deposit Program, Series 2017, 4.000%, 3/01/34   3/27 at 100.00 AA+ 1,157,010
    Fort Zumwalt School District, Callaway County, Missouri, General Obligation Bonds, Refunding & Improvement Series 2015:        
1,500   4.000%, 3/01/31   3/24 at 100.00 AA+ 1,632,495
1,000   4.000%, 3/01/32   3/24 at 100.00 AA+ 1,087,210
1,800   Fort Zumwalt School District, Callaway County, Missouri, General Obligation Bonds, Refunding & Improvement Series 2018, 5.000%, 3/01/36   3/27 at 100.00 AA+ 2,181,186
1,000   Franklin County Reorganized School District R-XI Union, Missouri, General Obligation Bonds, Series 2020A, 5.000%, 3/01/36   3/25 at 100.00 AA+ 1,148,000
2,000   Hazelwood School District, St Louis County, Missouri, General Obligation Bonds, Missouri Direct Deposit Program, Series 2013A, 5.000%, 3/01/33   3/23 at 100.00 AA+ 2,139,820
1,500   Independence School District, Jackson County, Missouri, General Obligation Bonds, Direct Deposit Program Series 2021, 5.000%, 3/01/33   9/31 at 100.00 AA+ 2,042,745
1,950   Independence School District, Jackson County, Missouri, General Obligation Bonds, Refunding Series 2017B, 5.500%, 3/01/32   3/27 at 100.00 AA+ 2,438,104
      35

Nuveen Missouri Municipal Bond Fund (continued)
Portfolio of Investments    August 31, 2021
(Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Tax Obligation/General (continued)        
$1,435   Jackson County Center School District 58, Missouri, General Obligation Bonds, Refunding & School Building Series 2019A, 4.000%, 3/01/37   3/27 at 100.00 Aa1 $1,664,026
1,000   Jackson County Consolidated School District 2, Raytown, Missouri, General Obligation Bonds, Series 2014, 5.000%, 3/01/32   3/24 at 100.00 AA+ 1,113,600
    Jackson County Consolidated School District 2, Raytown, Missouri, General Obligation Bonds, Series 2019A:        
1,000   5.000%, 3/01/36   3/29 at 100.00 AA+ 1,274,320
1,000   5.000%, 3/01/38   3/29 at 100.00 AA+ 1,269,930
1,000   5.000%, 3/01/39   3/29 at 100.00 AA+ 1,267,110
1,140   Jackson County Reorganized School District 4, Blue Springs, Missouri, General Obligation Bonds, School Building Series 2018A, 5.500%, 3/01/37   3/29 at 100.00 AA+ 1,498,279
1,000   Jackson County Reorganized School District 4, Blue Springs, Missouri, General Obligation Bonds, School Building Series 2019, 5.500%, 3/01/39   3/29 at 100.00 AA+ 1,311,970
1,635   Jasper County School District R-9, Carthage, Missouri, General Obligation Bonds, Refunding Series 2020B, 4.000%, 3/01/33   3/29 at 100.00 AA+ 1,967,902
700   Jefferson City School District, Missouri, General Obligation Bonds, Series 2017, 4.000%, 3/01/29   3/26 at 100.00 AA+ 803,278
500   Jefferson County Consolidated School District 6, Missouri, General Obligation Bonds, Series 2021A, 3.000%, 3/01/33   3/28 at 100.00 AA+ 552,895
825   Johnson County School District R-VI Warrensburg, Missouri, General Obligation Bonds, Refunding Series 2019, 4.000%, 3/01/30   3/28 at 100.00 AA+ 986,362
2,000   Joplin Schools, Missouri, General Obligation Bonds, Refunding, Direct Deposit Program Series 2017, 4.000%, 3/01/32   3/27 at 100.00 AA+ 2,337,400
5,000   Kansas City, Missouri, General Obligation Bonds, Improvement & Refunding Series 2012A, 4.500%, 2/01/26   2/22 at 100.00 AA 5,088,400
    Kansas City, Missouri, General Obligation Bonds, Refunding & Improvement Series 2018A:        
1,510   4.000%, 2/01/36   2/28 at 100.00 AA 1,775,564
1,000   4.000%, 2/01/37   2/28 at 100.00 AA 1,175,840
1,265   Kansas City, Missouri, General Obligation Bonds, Refunding Series 2015A, 5.000%, 2/01/27   2/24 at 100.00 AA 1,403,872
1,190   Kansas City, Missouri, General Obligation Bonds, Series 2020A, 4.000%, 2/01/37   2/30 at 100.00 AA 1,443,363
    Lincoln County Fire Protection District 1, Missouri, General Obligation Bonds, Series 2021:        
480   4.000%, 3/01/29  –  AGM Insured   No Opt. Call AA 584,362
330   4.000%, 3/01/30  –  AGM Insured   No Opt. Call AA 406,996
520   4.000%, 3/01/31  –  AGM Insured   3/30 at 100.00 AA 636,381
475   Lindbergh Schools, Saint Louis County, Missouri, General Obligation Bonds, Series 2019A, 5.000%, 3/01/32   3/27 at 100.00 Aa3 580,307
    Marion County School District 60 Hannibal, Ralls and Marion County, Missouri, General Obligation Bonds, Series 2019:        
1,050   5.000%, 3/01/31   3/24 at 100.00 AA+ 1,169,910
2,000   5.000%, 3/01/39   3/24 at 100.00 AA+ 2,213,800
36      

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Tax Obligation/General (continued)        
$1,775   Marshfield, Missouri, Combined Waterworks and Sewerage System Revenue Bones, Series 2020B, 5.000%, 2/01/47  –  AGM Insured   2/28 at 100.00 AA $2,096,630
    Marshfield, Missouri, General Obligation Bonds, Street Improvement Series 2018:        
570   4.000%, 3/01/31   3/26 at 100.00 A+ 648,535
325   5.000%, 3/01/34   3/26 at 100.00 A+ 386,399
685   5.000%, 3/01/35   3/26 at 100.00 A+ 812,917
    Nixa Public Schools, Christian County, Missouri, General Obligation Bonds, Missouri Direct Deposit Program, Refunding & School Building Series 2019:        
1,000   4.000%, 3/01/36   3/27 at 100.00 AA+ 1,160,200
1,000   4.000%, 3/01/37   3/27 at 100.00 AA+ 1,159,020
550   Nixa Public Schools, Christian County, Missouri, General Obligation Bonds, Missouri Direct Deposit Program, Refunding Series 2019B, 4.000%, 3/01/34   3/30 at 100.00 AA+ 672,914
500   North Kansas City School District 74, Clay County, Missouri, General Obligation Bonds, Direct Deposit Program, Refunding & Improvement Series 2014, 4.000%, 3/01/32   3/24 at 100.00 AA+ 543,605
425   Orchard Farm R-V School District, Saint Charles County, Missouri, Certificates of Participation, Series 2020, 4.000%, 4/01/32   4/29 at 100.00 A+ 496,689
1,000   Osage School Lake Ozark, Missouri, General Obligation Bonds, School Building Series 2014B, 5.000%, 3/01/34   3/24 at 100.00 AA- 1,112,250
2,000   Osage School Lake Ozark, Missouri, General Obligation Bonds, Series 2018, 5.000%, 3/01/37   3/26 at 100.00 AA- 2,363,700
1,500   Ozark Reorganized School District 6, Christian County, Missouri, General Obligation Bonds, Refunding & Improvement Series 2015, 4.000%, 3/01/34   3/23 at 100.00 AA+ 1,581,375
2,840   Platte County Reorganized School District R3, Missouri, General Obligation Bonds, School Building Series 2021, 5.250%, 3/01/35   9/31 at 100.00 AA 3,905,227
2,000   Platte County School District Park Hill, Missouri, General Obligation Bonds, Missouri Direct Deposit Program, Refunding Series 2017, 4.000%, 3/01/31   3/26 at 100.00 AA+ 2,286,020
1,200   Poplar Bluff R-I School District, Butler County, Missouri, Lease Certificates of Participation, Series 2014, 5.000%, 3/01/33  –  AGM Insured   3/24 at 100.00 AA 1,327,608
355   Riverview Fire Protection District, St Louis County, Missouri, General Obligation Bonds, Refunding & Improvement Series 2020, 4.000%, 3/01/29  –  BAM Insured   3/27 at 100.00 AA 415,673
4,000   Saint Charles County Francis Howell School District, Missouri, General Obligation Bonds, Series 2020, 3.000%, 3/01/34   3/28 at 100.00 AA 4,390,160
1,000   Saint Louis County Pattonville School District R3, Missouri, General Obligation Bonds, Refunding Series 2018A, 5.000%, 3/01/36   3/26 at 100.00 AA 1,184,290
985   Springfield School District R12, Greene County, Missouri, General Obligation Bonds, School Building Series 2019, 4.000%, 3/01/35   3/29 at 100.00 AA 1,183,143
    Springfield School District R12, Greene County, Missouri, General Obligation Bonds, Series 2013:        
1,000   5.000%, 3/01/32   3/23 at 100.00 AA+ 1,072,100
1,000   5.000%, 3/01/33   3/23 at 100.00 AA+ 1,072,100
      37

Nuveen Missouri Municipal Bond Fund (continued)
Portfolio of Investments    August 31, 2021
(Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Tax Obligation/General (continued)        
    Valley Park Fire Protection District, Missouri, General Obligation Bonds, Series 2019:        
$650   4.000%, 3/01/31   3/27 at 100.00 AA $754,455
705   4.000%, 3/01/33   3/27 at 100.00 AA 810,235
550   4.000%, 3/01/35   3/27 at 100.00 AA 627,044
600   4.000%, 3/01/37   3/27 at 100.00 AA 676,560
    Washington School District, Franklin County, Missouri, General Obligation Bonds, Missouri Direct Deposit Program, Series 2019:        
1,500   4.000%, 3/01/34   3/27 at 100.00 AA+ 1,748,595
905   4.000%, 3/01/35   3/27 at 100.00 AA+ 1,053,148
93,725   Total Tax Obligation/General       108,259,355
    Tax Obligation/Limited – 18.2%        
670   Arnold Retail Corridor Transportation Development District, Missouri, Sales Tax Revenue Bonds, Refunding Series 2019, 3.000%, 11/01/28   11/24 at 100.00 N/R 682,985
    Bi-State Development Agency of the Missouri-Illinois Metropolitan District, Mass Transit Sales Tax Appropriation Bonds, Refunding Combined Lien Series 2019:        
510   5.000%, 10/01/26   No Opt. Call AA 622,950
325   5.000%, 10/01/30   10/29 at 100.00 AA 429,416
1,165   4.000%, 10/01/34   10/29 at 100.00 AA 1,407,739
2,680   4.000%, 10/01/36   10/29 at 100.00 AA 3,220,154
3,500   4.000%, 10/01/48   10/29 at 100.00 AA 4,057,200
5,280   Bi-State Development Agency of the Missouri-Illinois Metropolitan District, Mass Transit Sales Tax Appropriation Bonds, Refunding Combined Lien Series 2020A, 4.000%, 10/01/44   10/30 at 100.00 AA 6,251,203
2,125   Blue Springs, Missouri, Special Obligation Tax Increment Bonds, Adams Farm Project, Special Districts Refunding & Improvement Series 2015A, 4.750%, 6/01/30   6/24 at 100.00 N/R 2,169,816
1,555   Brentwood, Missouri, Certificates of Participation, Series 2019, 4.000%, 10/01/37   10/25 at 101.00 AA- 1,750,106
    Cape Girardeau County Reorganized School District R2, Missouri, Certificates of Participation, Series 2020A:        
1,000   4.000%, 4/01/35  –  BAM Insured   4/28 at 100.00 AA 1,164,290
525   4.000%, 4/01/36  –  BAM Insured   4/28 at 100.00 AA 609,163
    Central Southwest Missouri Community College District, Missouri, Certificates of Participation, Ozarks Technical Community College, Series 2021:        
450   5.000%, 3/01/27   No Opt. Call AA- 549,693
250   4.000%, 3/01/32   3/29 at 100.00 AA- 291,230
    Clay County School District R-11 Smithville, Missouri, Certificates of Participation, Series 2018:        
340   4.000%, 4/01/38   4/28 at 100.00 A+ 389,599
2,515   5.000%, 4/01/43   4/28 at 100.00 A+ 3,026,903
900   Clay, Jackson & Platte Counties Consolidated Public Library District 3, Missouri, Certificates of Participation, Mid-Continent Public Library Project, Series 2018, 4.000%, 3/01/35   3/26 at 100.00 Aa3 1,011,780
38      

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Tax Obligation/Limited (continued)        
$2,140   Conley Road Transportation District, Missouri, Transportation Sales Tax Revenue Bonds, Series 2017, 5.125%, 5/01/41   5/25 at 100.00 N/R $2,226,349
300   Excelsior Springs, Missouri, Certificate of Participation, Refunding Series 2020B, 4.000%, 3/01/31  –  BAM Insured   No Opt. Call AA 368,562
365   Franklin County Industrial Development Authority, Missouri, Sales Tax Refunding Revenue Bonds, Phoenix Center II Community Improvement District Project, Series 2013A, 5.000%, 11/01/37   9/21 at 100.00 N/R 365,277
1,105   Franklin County, Missouri, Certificates of Participation, Series 2019A, 3.000%, 11/01/30   11/26 at 100.00 A+ 1,193,422
1,685   Fulton, Missouri, Tax Increment Revenue Bonds, Fulton Commons Redevelopment Project, Series 2006, 5.000%, 6/01/28 (4)   10/21 at 100.00 N/R 876,200
530   Government of Guam, Business Privilege Tax Bonds, Series 2011A, 5.125%, 1/01/42   1/22 at 100.00 BB 538,454
1,850   Government of Guam, Business Privilege Tax Bonds, Series 2012B-1, 5.000%, 1/01/42   1/22 at 100.00 BB 1,878,749
    Great Rivers Greenway Metropolitan Park & Recreation District, Missouri, Sales Tax Appropriation Bonds, Gateway Arch Project, Series 2014:        
3,500   5.000%, 12/30/29   12/23 at 100.00 A+ 3,882,445
4,090   5.000%, 12/30/31   12/23 at 100.00 A+ 4,535,074
750   Greene County, Missouri, Certificates of Participation, Capital Projects, Series 2018, 4.000%, 9/01/33   9/28 at 100.00 Aa3 883,372
1,855   Greene County, Missouri, Certificates of Participation, Capital Projects, Series 2021A, 4.000%, 3/01/39   3/31 at 100.00 Aa3 2,224,906
1,000   Hanley/Eager Road Transportation Development District, Missouri, Revenue Bonds, Refunding Series 2016A, 3.625%, 3/01/33   9/21 at 100.00 N/R 1,000,520
    Harrisonville, Missouri, Certificates of Participation, Refunding & Improvement Series 2021:        
405   3.000%, 11/01/21   No Opt. Call A+ 406,685
345   4.000%, 11/01/27   No Opt. Call A+ 400,911
375   4.000%, 11/01/29   No Opt. Call A+ 444,604
400   4.000%, 11/01/31   11/30 at 100.00 A+ 473,748
    Howard Bend Levee District, Missouri, Levee District Improvement Bonds, Series 2005:        
1,470   5.750%, 3/01/23  –  SYNCORA GTY Insured   No Opt. Call BB+ 1,546,660
1,560   5.750%, 3/01/24  –  SYNCORA GTY Insured   No Opt. Call BB+ 1,691,960
1,745   5.500%, 3/01/26  –  SYNCORA GTY Insured   No Opt. Call BB+ 1,967,016
    Howard Bend Levee District, St Louis County, Missouri, Levee District Improvement Bonds, Series 2013B:        
1,000   4.875%, 3/01/33   3/23 at 100.00 BB+ 1,021,500
1,300   5.000%, 3/01/38   3/23 at 100.00 BB+ 1,327,430
    Jennings, Saint Louis County, Missouri, Certificates of Participation, Series 2021:        
530   4.000%, 3/01/40   3/28 at 100.00 A- 589,334
1,555   4.000%, 3/01/43   3/28 at 100.00 A- 1,718,088
925   Kansas City Industrial Development Authority, Missouri, Downtown Redevelpment District Revenue Bonds, Series 2011A, 5.000%, 9/01/32   10/21 at 100.00 AA- 928,607
      39

Nuveen Missouri Municipal Bond Fund (continued)
Portfolio of Investments    August 31, 2021
(Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Tax Obligation/Limited (continued)        
$975   Kansas City Industrial Development Authority, Missouri, Sales Tax Revenue Bonds, Ward Parkway Center Community Improvement District, Senior Refunding & Improvement Series 2016, 4.250%, 4/01/26, 144A   No Opt. Call N/R $1,034,494
2,000   Kansas City Municipal Assistance Corporation, Missouri, Leasehold Revenue Bonds, Improvement Series 2004B-1, 0.000%, 4/15/27  –  AMBAC Insured   No Opt. Call AA- 1,895,140
1,750   Kansas City, Missouri, Special Obligation Bonds, Downtown Redevelopment District, Series 2014C, 5.000%, 9/01/33   9/23 at 100.00 AA- 1,911,437
505   Kansas City, Missouri, Special Obligation Bonds, Downtown Redevelopment District, Series 2017C, 5.000%, 9/01/25   No Opt. Call AA- 596,516
    Kansas City, Missouri, Special Obligation Bonds, Kansas City Missouri Projects, Series 2017B:        
360   4.000%, 10/01/30   10/27 at 100.00 AA- 423,248
2,500   5.000%, 9/01/31   9/27 at 100.00 AA- 3,098,700
235   3.625%, 10/01/32   10/27 at 100.00 AA- 267,172
1,475   Kansas City, Missouri, Special Obligation Bonds, Kansas City Missouri Projects, Series 2021A, 5.000%, 4/01/40   4/31 at 100.00 AA- 1,902,912
690   Kansas City, Missouri, Special Obligation Bonds, Main Streetcar Extension Project, Series 2021D, 4.000%, 9/01/46   9/31 at 100.00 AA- 819,617
343   Lakeside 370 Levee District, Saint Charles, Missouri, Subdistrict A Bonds, Refunding Series 2015A, 5.750%, 4/01/55   10/21 at 100.00 N/R 343,261
751   Lakeside 370 Levee District, Saint Charles, Missouri, Subdistrict B Bonds, Refunding Taxable Series 2015B, 0.000%, 4/01/55   10/21 at 100.00 N/R 131,447
    Land Clearance for Redevelopment Authority of Kansas City, Missouri, Project Revenue Bonds, Convention Center Hotel Project - TIF Financing, Series 2018B:        
1,200   5.000%, 2/01/40, 144A   2/28 at 100.00 N/R 1,309,764
100   5.000%, 2/01/50, 144A   2/28 at 100.00 N/R 108,488
    Liberty, Missouri, Special Obligation Tax Increment and Special Districts Bonds, Liberty Commons Project, Series 2015A:        
1,195   5.750%, 6/01/35, 144A   6/25 at 100.00 N/R 1,247,974
785   6.000%, 6/01/46, 144A   6/25 at 100.00 N/R 823,465
1,535   Maryland Heights, Missouri, Tax Increment and Special District Revenue Bonds, Westport Plaza Redevelopment Area, Series 2020, 3.625%, 11/01/31   11/29 at 100.00 N/R 1,660,594
1,000   Missouri Development Finance Board, Missouri, Annual Appropriation Revenue Bonds, Fulton State Hospital Project, Series 2014, 3.000%, 10/01/26   10/22 at 100.00 AA+ 1,027,880
1,000   Monarch-Chesterfield Levee District, Saint Louis County, Missouri, Levee District Bonds, Refunding Series 2015, 5.000%, 3/01/40   3/24 at 100.00 A 1,102,980
1,325   Nixa Public Schools, Missouri, Certificates of Participation, Series 2021, 4.000%, 4/01/37   4/29 at 100.00 A 1,520,742
1,000   Oak Grove, Missouri, Refunding and Improvement Certificates of Participation Series 2012, 5.000%, 1/01/33   1/22 at 100.00 Baa1 1,010,830
40      

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Tax Obligation/Limited (continued)        
    Plaza at Noah's Ark Community Improvement District, Saint Charles, Missouri, Tax Increment and Improvement District Revenue Bonds, Series 2021:        
$200   3.000%, 5/01/24   No Opt. Call N/R $205,736
225   3.000%, 5/01/25   No Opt. Call N/R 232,745
275   3.000%, 5/01/26   No Opt. Call N/R 285,439
625   3.000%, 5/01/30   5/29 at 100.00 N/R 639,675
660   Poplar Bluff Regional Transportation Development District, Missouri, Transportation Sales Tax Revenue Bonds, Series 2012, 4.750%, 12/01/42   12/22 at 100.00 BBB 681,826
575   Poplar Bluff, Missouri, Certificates of Participation, Series 2021, 4.000%, 10/01/35   10/29 at 100.00 BBB+ 657,047
    Puerto Rico Sales Tax Financing Corporation, Sales Tax Revenue Bonds, Restructured 2018A-1:        
3,000   4.500%, 7/01/34   7/25 at 100.00 N/R 3,321,420
1,000   4.550%, 7/01/40   7/28 at 100.00 N/R 1,150,720
2,931   0.000%, 7/01/46   7/28 at 41.38 N/R 979,335
1,744   5.000%, 7/01/58   7/28 at 100.00 N/R 2,019,290
    Puerto Rico Sales Tax Financing Corporation, Sales Tax Revenue Bonds, Taxable Restructured Cofina Project Series 2019A-2:        
2,000   4.329%, 7/01/40   7/28 at 100.00 N/R 2,273,560
18   4.536%, 7/01/53   7/28 at 100.00 N/R 20,358
1,000   4.784%, 7/01/58   7/28 at 100.00 N/R 1,144,390
    Pulaski County, Missouri, Certificates of Participation, Series 2019:        
880   4.000%, 12/01/32   12/27 at 100.00 A- 1,018,362
915   4.000%, 12/01/33   12/27 at 100.00 A- 1,056,139
490   Saint Charles County Industrial Development Authority, Missouri, Sales Tax Revenue Bonds, Wentzville Parkway Regional Community Improvement District Project, Series 2019B, 4.250%, 11/01/49, 144A   11/29 at 102.00 N/R 510,105
1,075   Saint Charles, Missouri, Certificates of Participation, Series 2017, 4.000%, 4/01/29   4/26 at 100.00 Aa3 1,224,006
250   Saint Louis County Industrial Development Authority, Missouri, Sales Tax Revenue Bonds, Chesterfield Blue Valley Community Improvement District Project, Series 2014A, 5.250%, 7/01/44, 144A   7/24 at 100.00 N/R 256,788
660   Saint Louis County Industrial Development Authority, Missouri, Transporation Development Revenue Bonds, University Place Transportation Development District Project, Refunding Series 2015, 4.000%, 3/01/32, 144A   3/22 at 100.00 N/R 661,736
1,875   Saint Louis County Special School District, Missouri, Certificates of Participation Lease, Series 2014B, 4.000%, 4/01/28   4/22 at 100.00 AA 1,914,206
2,230   Saint Louis Municipal Finance Corporation, Missouri, Leasehold Revenue Bonds, Convention Center, Expansion & Improvement Projects Series 2020, 5.000%, 10/01/49  –  AGM Insured   10/30 at 100.00 AA 2,765,914
      41

Nuveen Missouri Municipal Bond Fund (continued)
Portfolio of Investments    August 31, 2021
(Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Tax Obligation/Limited (continued)        
    Saint Louis Municipal Finance Corporation, Missouri, Leasehold Revenue Bonds, Convention Center, Series 2009A:        
$1,000   0.000%, 7/15/26  –  AGC Insured   No Opt. Call AA $933,170
1,000   0.000%, 7/15/27  –  AGC Insured   No Opt. Call AA 910,560
1,000   0.000%, 7/15/28  –  AGC Insured   No Opt. Call AA 886,990
1,000   0.000%, 7/15/29  –  AGC Insured   No Opt. Call AA 861,960
    Saint Louis Municipal Library District, Missouri, Certificates of Participation, Refunding Series 2020:        
2,460   4.000%, 3/15/44  –  BAM Insured   3/30 at 100.00 AA 2,824,449
500   4.000%, 3/15/48  –  BAM Insured   3/30 at 100.00 AA 571,025
    Scenic Regional Library District, Missouri, Certificates of Participation, Series 2017:        
505   4.000%, 4/01/29   4/25 at 100.00 A 561,661
345   4.000%, 4/01/30   4/25 at 100.00 A 383,326
565   4.000%, 4/01/32   4/25 at 100.00 A 624,766
585   4.000%, 4/01/33   4/25 at 100.00 A 645,466
2,145   Sedalia, Missouri, Certificates of Participation, Refunding & Improvement Series 2020, 4.000%, 9/15/39  –  BAM Insured   9/27 at 100.00 AA 2,441,954
2,600   Springfield, Missouri, Special Obligation Bonds, Refunding Series 2017A, 4.000%, 7/01/36   7/27 at 100.00 Aa2 2,986,932
1,630   Springfield, Missouri, Special Obligation Bonds, Refunding Series 2017B, 5.000%, 7/01/26 (AMT)   No Opt. Call Aa2 1,971,762
    Springfield, Missouri, Special Obligation Bonds, Sewer System Improvements Project, Series 2015:        
2,205   5.000%, 4/01/27   4/25 at 100.00 Aa2 2,563,048
4,300   4.000%, 4/01/35   4/25 at 100.00 Aa2 4,792,823
    The Industrial Development Authority of the City of Saint Louis, Missouri, Development Financing Revenue Bonds, Ballpark Village Development Project, Series 2017A:        
145   3.875%, 11/15/29   11/26 at 100.00 N/R 145,856
3,350   4.375%, 11/15/35   11/26 at 100.00 N/R 3,401,322
1,000   4.750%, 11/15/47   11/26 at 100.00 N/R 1,023,810
140   Town and Country Crossing Transportation Development District, Missouri, Transporation Sales Tax Revenue Bonds, Refunding Series 2020A, 3.375%, 4/01/37   4/28 at 100.00 N/R 142,859
1,285   Transportation Development District, Missouri, Transportation Sales Tax Revenue Bonds, Series 2017, 4.500%, 6/01/36   6/26 at 100.00 BBB 1,392,259
    Wentzville School District R-04, Saint Charles County, Missouri, Certificates of Participation, Series 2015:        
1,700   3.375%, 4/01/29   4/24 at 100.00 A1 1,789,488
600   3.500%, 4/01/32   4/24 at 100.00 A1 628,302
127,982   Total Tax Obligation/Limited       137,863,346
42      

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Transportation – 5.2%        
    Kansas City Industrial Development Authority, Missouri, Airport Special Obligation Bonds, Kansas City International Airport Terminal Modernization Project, Series 2019A:        
$320   5.000%, 3/01/36 (AMT)   3/29 at 100.00 A2 $399,965
1,230   5.000%, 3/01/39 (AMT)   3/29 at 100.00 A2 1,523,798
    Kansas City Industrial Development Authority, Missouri, Airport Special Obligation Bonds, Kansas City International Airport Terminal Modernization Project, Series 2019B:        
1,580   5.000%, 3/01/34 (AMT)   3/29 at 100.00 A2 1,983,121
2,500   5.000%, 3/01/35 (AMT)   3/29 at 100.00 A2 3,130,825
8,460   5.000%, 3/01/46 (AMT)   3/29 at 100.00 A2 10,333,890
7,000   5.000%, 3/01/54 (AMT)   3/29 at 100.00 A2 8,465,870
4,555   Kansas City Industrial Development Authority, Missouri, Airport Special Obligation Bonds, Kansas City International Airport Terminal Modernization Project, Series 2020A, 5.000%, 3/01/57  –  AGM Insured (AMT)   3/30 at 100.00 AA 5,649,931
3,500   Saint Louis, Missouri, Airport Revenue Bonds, Lambert-St Louis International Airport, Refunding Series 2012, 5.000%, 7/01/32  –  FGIC Insured (AMT)   7/22 at 100.00 A2 3,636,430
    Saint Louis, Missouri, Airport Revenue Bonds, Lambert-St Louis International Airport, Series 2017D:        
1,420   5.000%, 7/01/34  –  AGM Insured (AMT)   7/27 at 100.00 AA 1,726,691
1,000   5.000%, 7/01/35  –  AGM Insured (AMT)   7/27 at 100.00 AA 1,214,260
1,000   5.000%, 7/01/36  –  AGM Insured (AMT)   7/27 at 100.00 AA 1,211,600
32,565   Total Transportation       39,276,381
    U.S. Guaranteed – 4.8% (5)        
    Belton School District 124, Cass County, Missouri, Certificates of Participation, Missouri School Boards Association, Series 2019:        
375   3.000%, 1/15/31 (Pre-refunded 1/15/24)  –  AGM Insured   1/24 at 100.00 AA 399,068
200   3.000%, 1/15/33 (Pre-refunded 1/15/24)  –  AGM Insured   1/24 at 100.00 AA 212,836
1,015   5.000%, 1/15/44 (Pre-refunded 1/15/24)  –  AGM Insured   1/24 at 100.00 AA 1,128,822
4,930   Bi-State Development Agency of the Missouri-Illinois Metropolitan District, Mass Transit Sales Tax Appropriation Bonds, Refunding Combined Lien Series 2013A, 5.000%, 10/01/33 (Pre-refunded 10/01/22)   10/22 at 100.00 Aa2 5,190,255
365   Excelsior Springs Community Center, Missouri, Sales Tax Revenue Bonds, Series 2014, 4.000%, 3/01/28 (Pre-refunded 3/01/23)  –  AGM Insured   3/23 at 100.00 AA 385,553
665   Guam AB Won Pat International Airport Authority, Revenue Bonds, Series 2013B, 5.500%, 10/01/33 (Pre-refunded 10/01/23)  –  AGM Insured   10/23 at 100.00 AA 737,399
1,000   Kansas City Industrial Development Authority, Missouri, Downtown Redevelpment District Revenue Bonds, Series 2011A, 5.000%, 9/01/21 (ETM)   No Opt. Call AA- 1,000,000
1,025   Kansas City, Missouri, Special Obligation Bonds, Kansas City Missouri Projects, Series 2012A, 5.000%, 3/01/26 (Pre-refunded 3/01/22)   3/22 at 100.00 AA- 1,049,743
4,665   Metropolitan St Louis Sewerage District, Missouri, Wastewater System Revenue Bonds, Series 2012A, 5.000%, 5/01/42 (Pre-refunded 5/01/22)   5/22 at 100.00 AAA 4,816,939
2,000   Missouri Health and Educational Facilities Authority, Health Facilities Revenue Bonds, Saint Luke's Episcopal & Presbyterian Hospitals, Series 2011, 5.000%, 12/01/25 (Pre-refunded 12/01/21)   12/21 at 100.00 N/R 2,023,500
      43

Nuveen Missouri Municipal Bond Fund (continued)
Portfolio of Investments    August 31, 2021
(Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    U.S. Guaranteed (5) (continued)        
$3,870   Missouri Health and Educational Facilities Authority, Revenue Bonds, AT Still University of Health Sciences, Series 2011, 5.250%, 10/01/41 (Pre-refunded 10/01/21)   10/21 at 100.00 A- $3,886,060
3,620   Missouri Health and Educational Facilities Authority, Revenue Bonds, AT Still University of Health Sciences, Series 2014, 5.000%, 10/01/39 (Pre-refunded 10/01/23)   10/23 at 100.00 A- 3,984,570
    Missouri Health and Educational Facilities Authority, Revenue Bonds, Lester E Cox Medical Center, Series 1992H:        
1,800   0.000%, 9/01/21  –  NPFG Insured (ETM)   No Opt. Call N/R 1,800,000
2,385   0.000%, 9/01/22  –  NPFG Insured (ETM)   No Opt. Call N/R 2,373,385
6,600   Missouri Health and Educational Facilities Authority, Revenue Bonds, Washington University, Series 2011B, 5.000%, 11/15/37 (Pre-refunded 11/15/21)   11/21 at 100.00 AA+ 6,665,670
850   Saint Louis County Industrial Development Authority, Missouri, Revenue Bonds, Friendship Village of Chesterfield, Series 2012, 5.000%, 9/01/42 (Pre-refunded 9/01/22)   9/22 at 100.00 N/R 890,970
35,365   Total U.S. Guaranteed       36,544,770
    Utilities – 16.0%        
    Camden County Public Water Supply District 4, Missouri, Certificates of Participation, Series 2017:        
670   3.500%, 1/01/32   1/25 at 100.00 A- 706,984
720   4.000%, 1/01/42   1/25 at 100.00 A- 765,252
1,430   5.000%, 1/01/47   1/25 at 100.00 A- 1,574,430
3,000   Carroll County Public Water Supply District 1, Missouri, Water System Revenue Bonds, Refunding Series 2014A, 4.000%, 3/01/35  –  BAM Insured   3/23 at 100.00 AA 3,145,920
    Franklin County Public Water Supply District 3, Missouri, Certificates of Participation, Refunding Series 2020B:        
500   4.000%, 12/01/30   No Opt. Call A+ 610,265
850   4.000%, 12/01/31   12/30 at 100.00 A+ 1,029,460
145   4.000%, 12/01/35   12/30 at 100.00 A+ 173,435
250   Franklin County Public Water Supply District 3, Missouri, Waterworks and Sewerage System Revenuen Bonds, Refunding Series 2020A, 4.000%, 12/01/26   No Opt. Call A+ 290,015
1,670   Guam Government Waterworks Authority, Water and Wastewater System Revenue Bonds, Series 2016, 5.000%, 1/01/46   7/26 at 100.00 A- 1,887,601
145   Guam Government Waterworks Authority, Water and Wastewater System Revenue Bonds, Series 2020A, 5.000%, 1/01/50   7/30 at 100.00 A- 177,779
    Kansas City, Missouri, Sanitary Sewer System Revenue Bonds, Improvement Series 2018A:        
500   4.000%, 1/01/35   1/28 at 100.00 AA 589,980
1,865   4.000%, 1/01/37   1/28 at 100.00 AA 2,196,317
1,000   4.000%, 1/01/38   1/28 at 100.00 AA 1,177,450
3,105   4.000%, 1/01/42   1/28 at 100.00 AA 3,644,214
5,000   Kansas City, Missouri, Sanitary Sewer System Revenue Bonds, Refunding & Improvement Series 2016A, 4.000%, 1/01/40   1/25 at 100.00 AA 5,496,150
1,225   Kansas City, Missouri, Water Revenue Bonds, Series 2020A, 4.000%, 12/01/44   12/30 at 100.00 AA+ 1,490,200
1,200   Lincoln County Public Water Supply District 1, Missouri, Certificates of Participation, Series 2016, 4.000%, 7/01/31   7/22 at 100.00 A+ 1,233,744
44      

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Utilities (continued)        
$1,250   Lincoln County Public Water Supply District 1, Missouri, Certificates of Participation, Series 2019, 4.000%, 7/01/38   7/26 at 100.00 A+ $1,372,325
1,775   Metropolitan St Louis Sewerage District, Missouri, Wastewater System Revenue Bonds, Refunding & Improvement Series 2016C, 5.000%, 5/01/46   5/26 at 100.00 AAA 2,089,264
    Metropolitan St Louis Sewerage District, Missouri, Wastewater System Revenue Bonds, Refunding & Improvement Series 2017A:        
6,000   5.000%, 5/01/42   5/27 at 100.00 AAA 7,256,520
2,000   5.000%, 5/01/47   5/27 at 100.00 AAA 2,407,900
    Metropolitan St Louis Sewerage District, Missouri, Wastewater System Revenue Bonds, Series 2019B:        
1,390   5.000%, 5/01/38   5/29 at 100.00 AAA 1,780,159
3,060   5.000%, 5/01/44   5/29 at 100.00 AAA 3,869,156
2,675   5.000%, 5/01/49   5/29 at 100.00 AAA 3,363,251
    Metropolitan St Louis Sewerage District, Missouri, Wastewater System Revenue Bonds, Series 2020B:        
2,655   5.000%, 5/01/30   No Opt. Call AAA 3,559,665
4,365   5.000%, 5/01/47   5/30 at 100.00 AAA 5,594,577
425   Missouri Development Finance Board, Infrastructure Facilities Leasehold Revenue Bonds, City of Independence, Missouri, Annual Appropriation Electric System Revenue Bonds -- Dogwood Project, Series 2012A, 5.000%, 6/01/26   6/22 at 100.00 AA 440,024
5,000   Missouri Environmental Improvement and Energy Resources Authority, Revenue Bonds, Union Electric Company Project, Refunding Series 1998A, 2.900%, 9/01/33   7/27 at 102.00 A 5,422,550
1,000   Missouri Environmental Improvement and Energy Resources Authority, Revenue Bonds, Union Electric Company Project, Series 1998B, 2.900%, 9/01/33   7/27 at 102.00 A 1,084,710
1,845   Missouri Environmental Improvement and Energy Resources Authority, Revenue Bonds, Union Electric Company Project, Series 1998C, 2.750%, 9/01/33   6/27 at 102.00 A 1,984,611
    Missouri Environmental Improvement and Energy Resources Authority, Water Facility Revenue Bonds, Jefferson County Water Authority Project, Series 2021A:        
850   4.000%, 7/01/34   7/29 at 100.00 A 996,277
1,000   4.000%, 7/01/41   7/29 at 100.00 A 1,150,490
2,000   Missouri Environmental Improvement and Energy Resources Authority, Water Facility Revenue Bonds, Tri-County Water Authority, Series 2015, 5.000%, 1/01/40   1/25 at 100.00 Aa3 2,271,620
    Missouri Joint Municipal Electric Utility Commission, Power Project Revenue Bonds, Iatan 2 Project, Refunding Series 2014A:        
3,300   5.000%, 1/01/31   1/24 at 100.00 A2 3,655,113
1,755   5.000%, 1/01/32   1/24 at 100.00 A2 1,942,732
2,500   5.000%, 1/01/33   1/24 at 100.00 A2 2,765,900
    Missouri Joint Municipal Electric Utility Commission, Power Project Revenue Bonds, Iatan 2 Project, Refunding Series 2015A:        
1,125   5.000%, 12/01/35   6/25 at 100.00 A2 1,307,261
650   5.000%, 12/01/37   6/25 at 100.00 A2 754,280
      45

Nuveen Missouri Municipal Bond Fund (continued)
Portfolio of Investments    August 31, 2021
(Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Utilities (continued)        
    Missouri Joint Municipal Electric Utility Commission, Power Project Revenue Bonds, Pairie State Power Project, Refunding Series 2016A:        
$570   4.000%, 12/01/33  –  BAM Insured   6/26 at 100.00 AA $648,187
1,415   5.000%, 12/01/34   6/26 at 100.00 A2 1,691,873
245   4.000%, 12/01/35  –  BAM Insured   6/26 at 100.00 AA 276,448
    Missouri Joint Municipal Electric Utility Commission, Power Project Revenue Bonds, Plum Point Project, Refunding Series 2014A:        
2,885   5.000%, 1/01/32   1/25 at 100.00 A 3,292,160
1,450   5.000%, 1/01/34   1/25 at 100.00 A 1,652,550
2,500   Missouri Joint Municipal Electric Utility Commission, Power Project Revenue Bonds, Plum Point Project, Refunding Series 2015A, 4.000%, 1/01/35   1/26 at 100.00 A 2,780,650
1,500   Missouri Joint Municipal Electric Utility Commission, Power Supply System Revenue Bonds, MoPEP Facilities, Refunding Series 2017, 4.000%, 12/01/32   12/27 at 100.00 A2 1,760,385
    Missouri Joint Municipal Electric Utility Commission, Power Supply System Revenue Bonds, MoPEP Facilities, Series 2018:        
1,330   5.000%, 12/01/37   6/27 at 100.00 A2 1,614,926
1,140   5.000%, 12/01/38   6/27 at 100.00 A2 1,381,897
1,500   5.000%, 12/01/43   6/27 at 100.00 A2 1,803,075
2,070   North Central Missouri Regional Water Commission, Waterworks System Revenue Bonds, Series 2006, 5.000%, 1/01/37   9/21 at 100.00 N/R 2,073,271
1,065   Rock Creek Public Sewer District, Missouri, Certificates of Participation, Series 2021, 3.000%, 4/01/30   4/28 at 100.00 A+ 1,168,699
    Saint Charles County Public Water Supply District 2, Missouri, Certificates of Participation, Missouri Project Series 2019:        
250   4.000%, 12/01/39   12/25 at 100.00 AA+ 277,518
2,295   4.000%, 12/01/41   12/25 at 100.00 AA+ 2,526,152
    Saint Charles County Public Water Supply District 2, Missouri, Certificates of Participation, Refudning Series 2016C:        
285   4.000%, 12/01/31   12/25 at 100.00 AA+ 324,270
1,465   5.000%, 12/01/32   12/25 at 100.00 AA+ 1,731,161
1,500   Saint Charles County Public Water Supply District 2, Missouri, Certificates of Participation, Series 2015, 4.125%, 12/01/38   12/21 at 100.00 AA+ 1,512,675
4,240   Saint Charles County Public Water Supply District 2, Missouri, Certificates of Participation, Series 2018, 4.000%, 12/01/39   12/25 at 100.00 AA+ 4,706,697
    Springfield, Missouri, Public Utility Revenue Bonds, Refunding Series 2015:        
2,845   3.250%, 8/01/27   8/25 at 100.00 AA+ 3,116,697
3,000   3.600%, 8/01/29   8/25 at 100.00 AA+ 3,293,610
2,000   4.000%, 8/01/31   8/25 at 100.00 AA+ 2,267,200
105,445   Total Utilities       121,157,682
$653,462   Total Long-Term Investments (cost $687,880,207)       737,326,132
    
46      

Principal Amount (000)   Description (1)   Optional Call
Provisions (2)
Ratings (3) Value
    SHORT-TERM INVESTMENTS – 1.2%        
    MUNICIPAL BONDS – 1.2%        
    Education and Civic Organizations – 1.2%        
$4,000   Curators of the University of Missouri, System Facilities Revenue Bonds, Variable Rate Demand Obligations, Series 2007BA, 0.010%, 11/01/31 (6)   8/21 at 100.00 A-1+ $4,000,000
1,900   Missouri Health and Educational Facilities Authority, Revenue Bonds, St Louis University, Variable Rate Demand Obligations, Series 2008B-1, 0.010%, 10/01/35 (6)   8/21 at 100.00 A-1 1,900,000
2,900   Missouri Health and Educational Facilities Authority, Revenue Bonds, Washington University, Variable Rate Demand Obligations, Series 2000B, 0.010%, 3/01/40 (6)   9/21 at 100.00 A-1 2,900,000
$8,800   Total Short-Term Investments (cost $8,800,000)       8,800,000
    Total Investments (cost $696,680,207) – 98.4%       746,126,132
    Other Assets Less Liabilities – 1.6%       12,308,238
    Net Assets – 100%       $758,434,370
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:
  Level 1 Level 2 Level 3 Total
Long-Term Investments:        
Municipal Bonds $ — $737,326,132 $ — $737,326,132
Short-Term Investments:        
Municipal Bonds  — 8,800,000  — 8,800,000
Total $ — $746,126,132 $ — $746,126,132
      47

Nuveen Missouri Municipal Bond Fund (continued)
Portfolio of Investments    August 31, 2021
(Unaudited)
(1) All percentages shown in the Portfolio of Investments are based on net assets.  
(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) Defaulted security. A security whose issuer has failed to fully pay principal and/or interest when due, or is under the protection of bankruptcy.  
(5) 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.  
(6) Investment has a maturity of greater than one year, but has variable rate and/or demand features which qualify it as a short-term investment. The rate disclosed, as well as the reference rate and spread, where applicable, is that in effect as of the end of the reporting period. This rate changes periodically based on market conditions or a specified market index.  
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  
48      

Nuveen Ohio Municipal Bond Fund
Portfolio of Investments    August 31, 2021
(Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    LONG-TERM INVESTMENTS – 99.4%        
    MUNICIPAL BONDS – 97.7%        
    Consumer Discretionary  – 0.7%        
    Franklin County Convention Facilities Authority, Ohio, Hotel Project Revenue Bonds, Greater Columbus Convention Center Hotel Expansion Project, Series 2019:        
$1,350   5.000%, 12/01/44   12/29 at 100.00 BBB- $1,617,259
3,160   5.000%, 12/01/51   12/29 at 100.00 BBB- 3,750,383
4,510   Total Consumer Discretionary       5,367,642
    Consumer Staples  – 2.9%        
20,690   Buckeye Tobacco Settlement Financing Authority, Ohio, Tobacco Settlement Asset-Backed Revenue Bonds, Refunding Senior Lien Capital Appreciation Series 2020B-3 Class 2, 0.000%, 6/01/57   6/30 at 22.36 N/R 3,400,815
1,460   Buckeye Tobacco Settlement Financing Authority, Ohio, Tobacco Settlement Asset-Backed Revenue Bonds, Refunding Senior Lien Series 2020A-2 Class 1, 4.000%, 6/01/48   6/30 at 100.00 BBB+ 1,678,051
14,405   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 16,762,955
36,555   Total Consumer Staples       21,841,821
    Education and Civic Organizations – 9.6%        
705   Allen County Port Authority Economic Development, Ohio, Revenue Bonds, University of Northwestern, Refunding Series 2021A, 4.000%, 12/01/31   6/31 at 100.00 BBB- 809,848
2,065   Bowling Green State University, Ohio, General Receipts Bonds, Series 2016A, 5.000%, 6/01/34   12/25 at 100.00 A+ 2,400,645
    Hamilton County, Ohio, Economic Development Revenue Bonds, King Highland Community Urban Redevelopment Corporation - University of Cincinnati, Lessee Project, Refunding Series 2015:        
1,320   5.000%, 6/01/32  –  BAM Insured   6/25 at 100.00 AA 1,525,537
2,680   5.000%, 6/01/35  –  BAM Insured   6/25 at 100.00 AA 3,086,556
    Lake County Community College District, Ohio, General Receipts Revenue Bonds, Lakeland Community College, Refunding Series 2019:        
2,770   5.000%, 10/01/32   10/29 at 100.00 Aa2 3,571,472
2,055   4.000%, 10/01/34   10/29 at 100.00 Aa2 2,450,135
2,465   Miami University of Ohio, General Receipts Revenue Bonds, Refunding Series 2014, 5.000%, 9/01/30   9/24 at 100.00 AA 2,789,616
    Miami University of Ohio, General Receipts Revenue Bonds, Refunding Series 2017:        
880   5.000%, 9/01/35   9/26 at 100.00 AA 1,057,373
3,695   5.000%, 9/01/41   9/26 at 100.00 AA 4,427,534
      49

Nuveen Ohio Municipal Bond Fund (continued)
Portfolio of Investments    August 31, 2021
(Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Education and Civic Organizations (continued)        
$2,875   Miami University of Ohio, General Receipts Revenue Bonds, Refunding Series 2020A, 4.000%, 9/01/45   9/30 at 100.00 AA $3,375,020
685   Miami University of Ohio, General Receipts Revenue Bonds, Refunding Series 2021A, 5.000%, 9/01/36   9/31 at 100.00 AA 922,811
    Northeast Ohio Medical University, General Receipts Bonds, Refunding Series 2021A:        
100   5.000%, 12/01/26   No Opt. Call Baa2 119,591
125   5.000%, 12/01/28   No Opt. Call Baa2 155,746
150   5.000%, 12/01/30   No Opt. Call Baa2 191,544
    Northeast Ohio Medical University, General Receipts Bonds, Refunding Series 2021B:        
700   4.000%, 12/01/35  –  BAM Insured (WI/DD, settling 9/7/21)   12/30 at 100.00 AA 835,100
740   4.000%, 12/01/37  –  BAM Insured (WI/DD, settling 9/7/21)   12/30 at 100.00 AA 878,720
570   4.000%, 12/01/38  –  BAM Insured (WI/DD, settling 9/7/21)   12/30 at 100.00 AA 674,031
600   4.000%, 12/01/39  –  BAM Insured (WI/DD, settling 9/7/21)   12/30 at 100.00 AA 707,028
610   4.000%, 12/01/40  –  BAM Insured (WI/DD, settling 9/7/21)   12/30 at 100.00 AA 716,036
1,310   4.000%, 12/01/42  –  BAM Insured (WI/DD, settling 9/7/21)   12/30 at 100.00 AA 1,526,517
    Ohio Higher Education Facilities Commission, Revenue Bonds, Denison University Project, Series 2017A:        
2,100   5.000%, 11/01/42   5/27 at 100.00 AA 2,561,664
1,500   5.250%, 11/01/46   5/27 at 100.00 AA 1,845,945
    Ohio Higher Educational Facilities Commission, Revenue Bonds, Denison University Project, Series 2012:        
1,140   5.000%, 11/01/27   5/22 at 100.00 AA 1,174,143
1,000   5.000%, 11/01/30   5/22 at 100.00 AA 1,029,950
1,250   Ohio Higher Educational Facilities Commission, Revenue Bonds, University of Dayton, Tender Option Bond Trust 2016-XG0069, 17.398%, 12/01/43, 144A (IF) (4)   12/22 at 100.00 A+ 1,511,600
2,500   Ohio Higher Educational Facility Commission, Revenue Bonds, Kenyon College, Series 2015, 5.000%, 7/01/41   7/25 at 100.00 A 2,863,625
1,505   Ohio Higher Educational Facility Commission, Revenue Bonds, Kenyon College, Series 2017, 5.000%, 7/01/42   7/27 at 100.00 A 1,802,840
    Ohio Higher Educational Facility Commission, Revenue Bonds, University of Dayton Project, Series 2020:        
1,000   5.000%, 2/01/35   2/30 at 100.00 A+ 1,281,530
900   4.000%, 2/01/36   2/30 at 100.00 A+ 1,070,343
485   4.000%, 2/01/39   2/30 at 100.00 A+ 572,285
2,000   Ohio State University, General Receipts Bonds, Multiyear Debt Issuance Program, Series 2020A, 5.000%, 12/01/29   No Opt. Call Aa1 2,654,520
    Ohio State University, General Receipts Bonds, Series 2014A:        
4,820   5.000%, 12/01/34   12/24 at 100.00 Aa1 5,484,148
5,000   5.000%, 12/01/39   12/24 at 100.00 Aa1 5,688,950
50      

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Education and Civic Organizations (continued)        
    Shawnee State University, Ohio, General Receipts Bonds, Series 2016:        
$1,120   5.000%, 6/01/28  –  BAM Insured   6/26 at 100.00 AA $1,340,942
1,180   5.000%, 6/01/29  –  BAM Insured   6/26 at 100.00 AA 1,409,121
1,000   Tuscarawas County Economic Development and Finance Alliance, Ohio, Higher Education Facilities Revenue Bonds, Ashland University, Refunding & Improvement Series 2015, 6.000%, 3/01/45   3/25 at 100.00 N/R 1,092,980
3,000   University of Cincinnati, Ohio, General Receipts Bonds, Series 2016C, 5.000%, 6/01/46   6/26 at 100.00 AA- 3,557,190
1,000   Wright State University, Ohio, General Reciepts Bonds, Refunding Series 2021A, 5.000%, 5/01/31  –  BAM Insured   No Opt. Call AA 1,330,740
    Youngstown State University, Ohio, General Receipts Bonds, Series 2021:        
1,335   4.000%, 12/15/28  –  AGM Insured   No Opt. Call AA 1,627,165
875   4.000%, 12/15/31  –  AGM Insured   6/31 at 100.00 AA 1,102,133
61,810   Total Education and Civic Organizations       73,222,674
    Health Care – 7.3%        
2,500   Allen County, Ohio, Hospital Facilities Revenue Bonds, Mercy Health, Series 2017A, 5.000%, 8/01/42   2/28 at 100.00 AA- 3,042,025
    Chillicothe, Ohio, Hospital Facilities Revenue Bonds, Adena Health System Obligated Group Project, Refunding & Improvement Series 2017:        
2,600   5.000%, 12/01/37   12/27 at 100.00 A- 3,140,982
1,110   5.000%, 12/01/47   12/27 at 100.00 A- 1,337,317
5,000   Cleveland Clinic Health System Obligated Group, Ohio, Martin County Health Facilities Authority, Hospital Revenue Bonds, Series 2019B, 4.000%, 1/01/46   1/29 at 100.00 AA 5,832,350
    Fairfield County, Ohio, Hospital Facilities Revenue Bonds, Fairfield Medical Center Project, Series 2013:        
1,600   5.000%, 6/15/43   6/23 at 100.00 Ba2 1,649,376
495   5.250%, 6/15/43   6/23 at 100.00 Ba2 512,404
2,255   Franklin County, Ohio, Revenue Bonds, Trinity Health Credit Group, Series 2017A, 5.000%, 12/01/47   12/27 at 100.00 AA- 2,763,480
1,000   Franklin County, Ohio, Revenue Bonds, Trinity Health Credit Group, Series 2017OH, 4.000%, 12/01/46   6/27 at 100.00 AA- 1,138,020
    Hamilton County, Ohio, Hospital Facilities Revenue Bonds, Cincinnati Children's Hospital Medical Center, Series 2019CC:        
600   5.000%, 11/15/41   No Opt. Call AA 892,758
3,000   5.000%, 11/15/49   No Opt. Call AA 4,706,040
120   Lake County, Ohio, Hospital Facilities Revenue Bonds, Lake Hospital System, Inc, Refunding Series 2008C, 5.625%, 8/15/29   10/21 at 100.00 A- 120,476
2,230   Miami County, Ohio, Hospital Facilities Revenue Bonds, Kettering Health Network Obligated Group Project, Refunding Improvement Series 2019, 5.000%, 8/01/39   8/28 at 100.00 A+ 2,777,933
    Muskingum County, Ohio, Hospital Facilities Revenue Bonds, Genesis HealthCare System Obligated Group Project, Series 2013:        
2,000   5.000%, 2/15/44   2/23 at 100.00 BB+ 2,091,180
3,000   5.000%, 2/15/48   2/23 at 100.00 BB+ 3,132,690
      51

Nuveen Ohio Municipal Bond Fund (continued)
Portfolio of Investments    August 31, 2021
(Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Health Care (continued)        
    Ohio State, Hospital Revenue Bonds, Cleveland Clinic Health System Obligated Group, Refunding Series 2017A:        
$1,155   5.000%, 1/01/30   1/28 at 100.00 AA $1,454,942
2,755   5.000%, 1/01/33   1/28 at 100.00 AA 3,450,610
    Ohio State, Hospital Revenue Bonds, University Hospitals Health System, Inc, Series 2013A:        
1,475   5.000%, 1/15/28   1/23 at 100.00 A 1,564,592
4,390   5.000%, 1/15/29   1/23 at 100.00 A 4,659,765
    Ohio State, Hospital Revenue Bonds, University Hospitals Health System, Inc, Series 2020A:        
2,725   5.000%, 1/15/50   1/30 at 100.00 A 3,382,324
2,280   4.000%, 1/15/50   1/30 at 100.00 A 2,625,511
1,630   Scioto County, Ohio, Hospital Facilities Revenue Bonds, Southern Ohio Medical Center, Refunding Series 2016, 5.000%, 2/15/32   2/26 at 100.00 A3 1,910,882
    Wood County, Ohio, Hospital Facilities Revenue Bonds, Wood County Hospital Project, Refunding and Improvement Series 2012:        
1,280   5.000%, 12/01/37   12/22 at 100.00 N/R 1,296,461
1,875   5.000%, 12/01/42   12/22 at 100.00 N/R 1,892,963
47,075   Total Health Care       55,375,081
    Housing/Multifamily – 1.1%        
5,000   Columbus Metropolitan Housing Authority, Ohio, General Revenue Bonds, Series 2021, 4.000%, 8/01/36   8/31 at 100.00 A+ 5,886,400
2,055   Summit County Port Authority, Ohio, Multifamily Housing Revenue Bonds, Callis Tower Apartments Project, Series 2007, 5.250%, 9/20/47 (AMT)   10/21 at 100.00 Aa1 2,059,809
7,055   Total Housing/Multifamily       7,946,209
    Industrials – 0.5%        
    Ohio State, Economic Development Revenue Bonds, Ohio Enterprise Bond Fund, Shearer's Foods Inc Project, Series 2009-5:        
605   5.000%, 6/01/22   10/21 at 100.00 AA+ 607,390
1,645   5.000%, 12/01/24   10/21 at 100.00 AA+ 1,651,530
1,600   Toledo-Lucas County Port Authority, Ohio, Revenue Refunding Bonds, CSX Transportation Inc, Series 1992, 6.450%, 12/15/21   No Opt. Call A3 1,627,760
3,850   Total Industrials       3,886,680
    Tax Obligation/General – 19.8%        
3,150   Apollo Career Center Joint Vocational School District, Allen, Auglaize, Hardin, Hancock, Putnam & Van Wert Counties, Ohio, General Obligation Bonds, Various Purpose School Improvement Series 2017, 5.000%, 12/01/41   12/27 at 100.00 Aa2 3,832,195
1,180   Canal Winchester Local School District, Franklin and Fairfield Counties, Ohio, General Obligation Bonds, Series 2005B, 0.000%, 12/01/33  –  NPFG Insured   No Opt. Call Aa3 949,617
380   Cincinnati City School District, Hamilton County, Ohio, General Obligation Bonds, Refunding Classroom Facilities Construction & Improvement Series 2006, 5.250%, 12/01/27  –  FGIC Insured   No Opt. Call Aa2 485,264
52      

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Tax Obligation/General (continued)        
$1,000   Columbus City School District, Franklin County, Ohio, General Obligation Bonds, Refunding Series 2006, 0.000%, 12/01/28  –  AGM Insured   No Opt. Call AA $914,540
3,110   Columbus City School District, Franklin County, Ohio, General Obligation Bonds, Refunding Various Purpose Series 2016B, 5.000%, 12/01/33   6/26 at 100.00 AA 3,731,533
5,530   Columbus, Ohio, General Obligation Bonds, Refunding Various Purpose Series 2017-1, 5.000%, 4/01/29   10/27 at 100.00 AAA 6,979,192
5,000   Columbus, Ohio, General Obligation Bonds, Series 2015A, 5.000%, 7/01/25   No Opt. Call AAA 5,891,250
5,000   Columbus, Ohio, General Obligation Bonds, Various Purpose Series 2018A, 5.000%, 4/01/29   10/28 at 100.00 AAA 6,457,100
3,000   Columbus, Ohio, General Obligation Bonds, Various Purpose Series 2019A, 5.000%, 4/01/40   4/29 at 100.00 AAA 3,807,510
6,360   Columbus, Ohio, General Obligation Bonds, Various Purpose Series 2021A, 5.000%, 4/01/34   10/30 at 100.00 AAA 8,500,013
490   Cuyahoga County, Ohio, General Obligation Bonds, Refunding & Capital Improvement Series 2020A, 4.000%, 12/01/33   6/30 at 100.00 AA 597,624
530   Dayton Metro Library, Ohio, General Obligation Bonds, Taxable Refunding Library Improvement Series 2019, 4.000%, 12/01/30 (WI/DD, settling 9/8/21)   12/29 at 100.00 Aa1 654,672
    Dayton, Ohio, General Obligation Bonds, Limited Tax Refunding & Improvement Series 2020:        
850   4.000%, 12/01/31   12/28 at 100.00 AA 1,021,819
1,205   4.000%, 12/01/32   12/28 at 100.00 AA 1,444,482
5,000   Dublin City School District, Franklin, Delaware and Union Counties, Ohio, General Obligation Bonds, School Facilities Construction & Improvement Series 2019A, 4.000%, 12/01/44   12/28 at 100.00 AAA 5,875,750
    Dublin, Ohio, General Obligation Bonds, Limited Tax Various Purpose Series 2015:        
1,000   5.000%, 12/01/23   No Opt. Call Aaa 1,108,090
450   5.000%, 12/01/24   No Opt. Call Aaa 519,080
2,500   Fairborn City School District, Greene County, Ohio, General Obligation Bonds, School Facilities Construction & Improvement Series 2021A, 4.000%, 12/01/50   12/30 at 100.00 Aa3 2,956,625
4,225   Franklin County, Ohio, General Obligation Bonds, Refunding Series 2015, 5.000%, 12/01/31   12/25 at 100.00 AAA 5,042,157
2,000   Gahanna-Jefferson City School District, Franklin County, Ohio, General Obligation Bonds, Construction & Improvement Series 2018, 5.000%, 12/01/48   6/28 at 100.00 Aa3 2,430,640
1,000   Gallia County Local School District, Gallia and Jackson Counties, Ohio, General Obligation Bonds, Refunding School Improvement Series 2014, 5.000%, 11/01/32   11/24 at 100.00 Aa2 1,141,370
    Graham Local School District, Champaign and Shelby Counties, Ohio, General Obligation Bonds, School Improvement Series 2013:        
500   0.000%, 12/01/29   No Opt. Call Aa2 441,025
850   0.000%, 12/01/30   No Opt. Call Aa2 728,586
    Grandview Heights City School District, Franklin County, Ohio, General Obligation Bonds, School Facilities Construction & Improvement Series 2019:        
1,980   4.000%, 12/01/51   6/29 at 100.00 AA+ 2,309,135
1,150   5.000%, 12/01/53   6/29 at 100.00 AA+ 1,431,865
      53

Nuveen Ohio Municipal Bond Fund (continued)
Portfolio of Investments    August 31, 2021
(Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Tax Obligation/General (continued)        
$2,595   Hilliard City School District, Franklin County, Ohio, General Obligation Bonds, School Improvement Series 2017, 4.000%, 12/01/46   12/26 at 100.00 AA+ $2,914,808
1,095   Kenston Local School District, Geauga County, Ohio, General Obligation Bonds, School improvement Series 2012, 0.000%, 12/01/27   No Opt. Call Aa1 1,023,179
1,560   Kettering City School District, Montgomery County, Ohio, General Obligation Bonds, Refunding Series 2007, 5.250%, 12/01/31  –  AGM Insured   No Opt. Call AA 1,979,297
1,000   Little Miami Local School District, Warren and Clermont Counties, Ohio, General Obligation Bonds, School Improvement Series 2018A, 5.000%, 11/01/43   11/25 at 100.00 AA 1,164,830
1,000   Mason City School District, Warren and Butler Counties, Ohio, General Obligation Bonds, Refunding Series 2013A, 0.000%, 12/01/22   No Opt. Call Aa1 996,550
1,000   Maumee City School District, Lucas County, Ohio, General Obligation Bonds, Capital Apprication Refunding Series 2012, 0.000%, 12/01/23   No Opt. Call AA- 990,660
500   Medina County, Ohio, General Obligation Bonds, Courthouse Facility Improvement Limited Tax Series 2021, 4.000%, 12/01/46   6/26 at 100.00 AA+ 565,760
1,000   Middletown City School District, Butler County, Ohio, General Obligation Bonds, Refunding Series 2007, 5.250%, 12/01/28  –  AGM Insured   No Opt. Call A2 1,286,180
1,585   New Albany, Ohio, General Obligation Bonds, Series 2012, 5.000%, 12/01/29   6/22 at 100.00 Aaa 1,642,060
925   Oakwood City School District, Montgomery County, Ohio, General Obligation Bonds, Series 2012, 0.000%, 12/01/21   No Opt. Call Aa2 924,491
    Ohio State, General Obligation Bonds, Common Schools Series 2017B:        
4,500   5.000%, 9/15/27   No Opt. Call AA+ 5,673,870
5,000   5.000%, 9/01/30   No Opt. Call AA+ 6,753,500
11,430   Ohio State, General Obligation Bonds, Common Schools Series 2019A, 5.000%, 6/15/37   6/29 at 100.00 AA+ 14,680,349
2,000   Ohio State, General Obligation Bonds, Highway Capital Improvement, Series 2014R, 5.000%, 5/01/29   5/24 at 100.00 AAA 2,250,200
    Ohio State, General Obligation Bonds, Highway Capital Improvement, Series 2018V:        
2,500   5.000%, 5/01/33   5/28 at 100.00 AAA 3,151,425
1,250   5.000%, 5/01/34   5/28 at 100.00 AAA 1,571,488
    Ohio State, General Obligation Bonds, Highway Capital Improvement, Series 2020W:        
1,400   5.000%, 5/01/33   5/30 at 100.00 AAA 1,856,176
800   5.000%, 5/01/34   5/30 at 100.00 AAA 1,057,104
1,190   5.000%, 5/01/35   5/30 at 100.00 AAA 1,568,872
    Ohio State, General Obligation Bonds, Infrastructure Improvement Refunding Series 2020B:        
350   5.000%, 8/01/32   8/28 at 100.00 AA+ 445,435
270   5.000%, 8/01/36   8/28 at 100.00 AA+ 340,370
    Ohio State, General Obligation Bonds, Infrastructure Improvement Series 2020C:        
1,750   5.000%, 3/01/39   3/31 at 100.00 AA+ 2,325,697
1,000   5.000%, 3/01/40   3/31 at 100.00 AA+ 1,325,910
54      

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Tax Obligation/General (continued)        
    Olentangy Local School District, Delaware and Franklin Counties, Ohio, General Obigation Bonds, School Facilities Construction & Improvement Series 2016:        
$1,000   5.000%, 12/01/38   6/26 at 100.00 AAA $1,187,490
1,875   5.000%, 12/01/41   6/26 at 100.00 AAA 2,213,156
50   Princeton City School District, Hamilton County, Ohio, Certificates of Participation, Series 2013, 5.000%, 12/01/33   12/22 at 100.00 AA- 52,679
2,380   Southwest Local School District, Hamilton and Butler Counties, Ohio, General Obligation Bonds, School Improvement Series 2018A, 4.000%, 1/15/55   1/28 at 100.00 Aa2 2,695,183
4,000   South-Western City School District, Franklin and Pickaway Counties, Ohio, General Obligation Bonds, School Facilities Construction & Improvement Series 2019A, 4.000%, 12/01/48   12/29 at 100.00 AA 4,665,560
3,435   Summit County, Ohio, General Obligation Bonds, Refunding, Various Purpose Series 2002R, 5.500%, 12/01/21  –  FGIC Insured   No Opt. Call AA+ 3,481,166
6,000   Sycamore Community School District, Hamilton County, Ohio, General Obligation Bonds, School Improvement Series 2020, 4.000%, 12/01/45   6/29 at 100.00 AAA 7,103,280
1,200   Toledo, Ohio, General Obligation Bonds, Limited Tax Capital Improvement Series 2020, 4.000%, 12/01/35   12/30 at 100.00 A2 1,418,424
1,000   Upper Arlington City School District, Franklin County, Ohio, General Obligation Bonds, School Facilities & Improvement Series 2018A, 5.000%, 12/01/48   12/27 at 100.00 AAA 1,203,450
1,000   Westerville City School District, Franklin and Delaware Counties, Ohio, General Obligation Bonds, School Facilities Construction & Improvement Series 2020, 3.000%, 12/01/43   6/29 at 100.00 Aa1 1,085,220
125,080   Total Tax Obligation/General       150,844,953
    Tax Obligation/Limited – 19.3%        
    Blue Ash, Ohio, Tax Increment Financing Revenue Bonds, Duke Realty Ohio, Series 2006:        
160   5.000%, 12/01/21   10/21 at 100.00 N/R 161,499
950   5.000%, 12/01/25   10/21 at 100.00 N/R 957,733
1,165   5.000%, 12/01/30   10/21 at 100.00 N/R 1,172,852
1,890   5.000%, 12/01/35   10/21 at 100.00 N/R 1,901,075
5,500   Cleveland Public Library, Cuyahoga County, Ohio, Library Facilities Notes, Series 2019A, 4.000%, 12/01/45   12/29 at 100.00 Aa2 6,502,430
    Cleveland, Ohio, Income Tax Revenue Bonds, Bridges & Roadways Improvements, Subordinate Lien Series 2017B-2:        
1,250   5.000%, 10/01/31   4/28 at 100.00 AA 1,578,200
1,000   5.000%, 10/01/32   4/28 at 100.00 AA 1,259,370
1,000   Columbus Metropolitan Library, Franklin County, Ohio, Special Obligation Library Fund Facilities Notes, Refunding Series 2020, 4.000%, 12/01/30   No Opt. Call Aa2 1,250,950
500   Columbus-Franklin County Finance Authority, Ohio, Tax Increment Financing Revenue Bonds, Bridge Park D Block Project, Series 2019A-1, 5.000%, 12/01/51   6/29 at 100.00 N/R 556,940
1,265   Columbus-Franklin County Finance Authority, Ohio, Tax Increment Financing Revenue Bonds, Easton Project, Series 2020, 5.000%, 6/01/28, 144A   No Opt. Call N/R 1,378,483
5,530   Cuyahoga County, Ohio, Economic Development Revenue Bonds, Refunding Series 2020D, 5.000%, 12/01/26   No Opt. Call AA 6,790,619
      55

Nuveen Ohio Municipal Bond Fund (continued)
Portfolio of Investments    August 31, 2021
(Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Tax Obligation/Limited (continued)        
$1,000   Cuyahoga County, Ohio, Sales Tax Revenue Bonds, Refunding Various Purpose Series 2014, 5.000%, 12/01/28   12/24 at 100.00 AAA $1,147,540
2,940   Dublin, Ohio, Special Obligation Non-Tax Revenue Bonds, Series 2015A, 5.000%, 12/01/38   12/25 at 100.00 Aa1 3,459,645
495   Fairborn City School District, Greene, Clark and Montgomery Counties, Ohio, Certificates of Participation, School Facilities Project, Series 2021, 4.000%, 12/01/37  –  BAM Insured   12/28 at 100.00 AA 580,853
3,560   Franklin County Convention Facilities Authority, Ohio, Lease Appropriation Bonds, Greater Columbus Convention Center Hotel Expansion Project, Series 2019, 5.000%, 12/01/46   12/29 at 100.00 AA 4,415,432
    Franklin County, Ohio, Sales Tax Revenue Bonds, Various Purpose Series 2018:        
1,000   5.000%, 6/01/37   6/28 at 100.00 AAA 1,247,900
16,500   5.000%, 6/01/43   6/28 at 100.00 AAA 20,352,420
5,695   5.000%, 6/01/48   6/28 at 100.00 AAA 7,023,644
    Gahanna-Jefferson City School District, Franklin County, Ohio, Certificates of Participation, School Facilities Project, Series 2021:        
1,020   4.000%, 12/01/31  –  BAM Insured   12/30 at 100.00 AA 1,260,088
1,320   4.000%, 12/01/32  –  BAM Insured   12/30 at 100.00 AA 1,631,454
1,375   4.000%, 12/01/33  –  BAM Insured   12/30 at 100.00 AA 1,693,230
    Great Oaks Career Campuses Board of Education, Brown, Butler, Clermont, Clinton, Fayette, Greene, Hamilton, Highland, Madison, Pickaway, Ross and Warren, Ohio, Certificates of Participation, School:        
1,320   4.000%, 12/01/39   12/29 at 100.00 Aa1 1,571,051
1,425   4.000%, 12/01/41   12/29 at 100.00 Aa1 1,688,155
1,675   Greater Cleveland Regional Transit Authority, Ohio, Sales Tax Supported Capital Improvement Bonds, Refunding Series 2014A, 5.000%, 12/01/25   No Opt. Call AAA 1,998,191
2,180   Hamilton County, Ohio, Sales Tax Bonds, Refunding Series 2016A, 5.000%, 12/01/30   12/26 at 100.00 AA- 2,624,349
    Hamilton County, Ohio, Sales Tax Bonds, Subordinate Series 2000B:        
500   0.000%, 12/01/26  –  AMBAC Insured   No Opt. Call A1 473,700
3,300   0.000%, 12/01/28  –  AMBAC Insured   No Opt. Call A1 2,989,866
1,750   0.000%, 12/01/28  –  AGM Insured   No Opt. Call AA 1,596,980
    Hamilton County, Ohio, Sales Tax Revenue Bonds, Refunding Series 2011A:        
1,235   5.000%, 12/01/25   12/21 at 100.00 A1 1,249,128
5,375   5.000%, 12/01/31   12/21 at 100.00 A1 5,431,868
    Mayfield City School District, Ohio, Certificates of Participation, Middle School Project, Series 2009B:        
435   0.000%, 9/01/27   No Opt. Call Aa2 406,842
855   0.000%, 9/01/28   No Opt. Call Aa2 781,521
1,100   New Albany Community Authority, Ohio, Community Facilities Revenue Refunding Bonds, Series 2012C, 5.000%, 10/01/23   10/22 at 100.00 Aa3 1,156,815
1,070   Norwood, Hamilton County, Ohio, Special Obligation Development Revenue Bonds, Central Parke Project, Series 2017, 6.000%, 12/01/46   6/27 at 100.00 N/R 1,135,377
56      

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Tax Obligation/Limited (continued)        
    Ohio State, Capital Facilities Lease Appropriation Bonds, Juvenile Correctional Building Fund Projects, Series 2019A:        
$2,465   5.000%, 4/01/38   4/29 at 100.00 AA $3,121,109
2,485   5.000%, 4/01/39   4/29 at 100.00 AA 3,139,375
1,250   Ohio State, Capital Facilities Lease-Appropriation Bonds, Adult Correctional Building Fund Projects, Series 2017A, 5.000%, 10/01/36   10/27 at 100.00 AA 1,533,663
2,245   Ohio State, Capital Facilities Lease-Appropriation Bonds, Adult Correctional Building Fund Projects, Series 2019B, 5.000%, 10/01/31   No Opt. Call AA 3,090,085
    Ohio State, Capital Facilities Lease-Appropriation Bonds, Cultural & Sports Facilities Building Fund Projects, Series 2021A:        
1,700   5.000%, 4/01/31   No Opt. Call AA 2,315,230
2,160   5.000%, 4/01/32   No Opt. Call AA 2,995,099
1,200   Ohio State, Capital Facilities Lease-Appropriation Bonds, Parks & Recreation Improvement Fund Projects, Series 2017A, 5.000%, 12/01/31   12/27 at 100.00 AA 1,494,804
1,080   Ohio State, Capital Facilities Lease-Appropriation Bonds, Parks & Recreation Improvement Fund Projects, Series 2020A, 5.000%, 12/01/31   No Opt. Call AA 1,491,988
1,250   Ohio State, Major New State Infrastructure Project Revenue Bonds, Series 2019-1, 5.000%, 12/15/31   No Opt. Call AA 1,729,763
945   Ohio State, Major New State Infrastructure Project Revenue Bonds, Series 2021-1A, 5.000%, 12/15/32   No Opt. Call AA 1,330,598
1,360   Ohio State, Transportation Project Revenue Bonds, Toledo-Lucas County Port Authority Seaport and Docks Project, State Transportation Infrastructure GRF Bond Fund, Series 2019-2, 5.000%, 11/15/39 (AMT)   5/27 at 100.00 AA+ 1,639,371
2,095   Pickaway County, Ohio, Sales Tax Specia Obligation Bonds, Series 2018, 5.000%, 12/01/44   12/28 at 100.00 AA 2,630,168
2,000   Pinnacle Community Infrastructure Financing Authority, Grove City, Ohio, Community Facilities Bonds, Series 2015A, 4.000%, 12/01/31  –  AGM Insured   12/25 at 100.00 AA 2,254,080
800   Port of Greater Cincinnati Development Authority, Ohio, Public Improvement TOT Revenue Bonds, Series 2021, 4.250%, 12/01/50, 144A   12/28 at 100.00 N/R 821,552
500   Port of Greater Cincinnati Development Authority, Ohio, Special Obligation Development TIF Revenue Bonds, RBM Development - Phase 2B Project, Series 2018A, 6.000%, 12/01/50   12/28 at 100.00 N/R 546,630
1,000   Port of Greater Cincinnati Development Authority, Ohio, Special Obligation Tax Increment Financing Revenue Bonds, Cooperative Township Public Parking Project, Gallery at Kenwood, Senior Lien Series 2019A, 5.000%, 11/01/51   11/30 at 100.00 N/R 1,035,210
    Puerto Rico Sales Tax Financing Corporation, Sales Tax Revenue Bonds, Restructured 2018A-1:        
8,320   4.500%, 7/01/34   7/25 at 100.00 N/R 9,211,405
1,257   4.550%, 7/01/40   7/28 at 100.00 N/R 1,446,455
500   Puerto Rico Sales Tax Financing Corporation, Sales Tax Revenue Bonds, Restructured Cofina Project Series 2019A-2A, 4.550%, 7/01/40   7/28 at 100.00 N/R 575,360
295   Riversouth Authority, Ohio, Lazarus Building Redevelopment Bonds, Series 2007A, 5.750%, 12/01/27   10/21 at 100.00 N/R 295,537
      57

Nuveen Ohio Municipal Bond Fund (continued)
Portfolio of Investments    August 31, 2021
(Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Tax Obligation/Limited (continued)        
    Riversouth Authority, Ohio, Riversouth Area Redevelopment Bonds, Payable from City of Columbus, Ohio Annual Rental Appropriations, Refunding Series 2012A:        
$1,400   5.000%, 12/01/23   12/22 at 100.00 AA+ $1,484,252
800   5.000%, 12/01/24   12/22 at 100.00 AA+ 847,728
    Riversouth Authority, Ohio, Scioto Peninsula Area Redevelopment Bonds, Payable from City of Columbus, Ohio Annual Rental Appropriations, Series 2016:        
1,000   5.000%, 12/01/28   12/25 at 100.00 AA+ 1,190,620
1,000   5.000%, 12/01/29   12/25 at 100.00 AA+ 1,190,620
2,955   Shaker Heights Public Library, Ohio, Certificates of Participation, Series 2019, 4.000%, 12/01/44   12/24 at 100.00 Aa2 3,198,462
    Triway Local School District, Ohio, Certificates of Participation, Series 2021:        
1,580   4.000%, 12/01/38  –  BAM Insured   12/28 at 100.00 AA 1,840,684
2,200   4.000%, 12/01/39  –  BAM Insured   12/28 at 100.00 AA 2,557,346
2,300   4.000%, 12/01/40  –  BAM Insured   12/28 at 100.00 AA 2,668,598
125,477   Total Tax Obligation/Limited       147,101,992
    Transportation – 4.6%        
750   Ohio Higher Educational Facility Commission, Senior Hospital Parking Revenue Bonds, University Circle Incorporated 2020 Project, Series 2020, 5.000%, 1/15/50   1/30 at 100.00 A3 921,915
    Ohio State, Private Activity Bonds, Portsmouth Gateway Group, LLC - Borrower, Portsmouth Bypass Project, Series 2015:        
3,500   5.000%, 12/31/35  –  AGM Insured (AMT)   6/25 at 100.00 AA 3,996,825
5,245   5.000%, 12/31/39  –  AGM Insured (AMT)   6/25 at 100.00 AA 5,955,750
7,725   5.000%, 6/30/53 (AMT)   6/25 at 100.00 A3 8,673,398
11,000   Ohio State, Revenue Bonds, Ohio Turnpike Commission, Refunding Series 1998A, 5.500%, 2/15/24  –  FGIC Insured   No Opt. Call Aa2 11,859,320
2,450   Ohio State, Turnpike Revenue Bonds, Ohio Turnpike and Infrastructutre Commission Infrastructure Projects, Junior Lien, Current Interest Series 2013A-1, 5.250%, 2/15/39   2/23 at 100.00 Aa3 2,622,897
1,000   Ohio State, Turnpike Revenue Bonds, Ohio Turnpike and Infrastructutre Commission, Refunding Series 2017A, 5.000%, 2/15/30   2/27 at 100.00 Aa2 1,224,230
31,670   Total Transportation       35,254,335
    U.S. Guaranteed – 16.2% (5)        
4,310   Cincinnati, Ohio, Water System Revenue Bonds, Series 2016A, 5.000%, 12/01/41 (Pre-refunded 12/01/26)   12/26 at 100.00 AAA 5,323,238
    Cleveland, Ohio, Airport System Revenue Bonds, Series 2012A:        
7,000   5.000%, 1/01/29 (Pre-refunded 1/01/22)   1/22 at 100.00 A2 7,113,540
1,000   5.000%, 1/01/30 (Pre-refunded 1/01/22)   1/22 at 100.00 A2 1,016,220
3,450   5.000%, 1/01/31 (Pre-refunded 1/01/22)  –  AGM Insured   1/22 at 100.00 AA 3,505,959
58      

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    U.S. Guaranteed (5) (continued)        
    Cleveland, Ohio, Income Tax Revenue Bonds, Bridges & Roadways Improvements, Subordinate Lien Series 2013A-2:        
$990   5.000%, 10/01/27 (Pre-refunded 10/01/23)   10/23 at 100.00 AA $1,089,703
1,150   5.000%, 10/01/30 (Pre-refunded 10/01/23)   10/23 at 100.00 AA 1,265,816
1,205   5.000%, 10/01/31 (Pre-refunded 10/01/23)   10/23 at 100.00 AA 1,326,356
    Cleveland, Ohio, Income Tax Revenue Bonds, Bridges & Roadways Improvements, Subordinate Lien Series 2015A-2:        
755   5.000%, 10/01/37 (Pre-refunded 10/01/23)   10/23 at 100.00 N/R 827,706
2,245   5.000%, 10/01/37 (Pre-refunded 10/01/23)   10/23 at 100.00 AA+ 2,471,094
    Cleveland, Ohio, Water Revenue Bonds, Refunding Second Lien Series 2012A:        
775   5.000%, 1/01/26 (Pre-refunded 1/01/22)   1/22 at 100.00 AA 787,570
1,000   5.000%, 1/01/27 (Pre-refunded 1/01/22)   1/22 at 100.00 AA 1,016,220
    Cuyahoga County, Ohio, Sales Tax Revenue Bonds, Refunding Various Purpose Series 2014:        
1,810   5.000%, 12/01/32 (Pre-refunded 12/01/24)   12/24 at 100.00 AAA 2,091,690
1,585   5.000%, 12/01/33 (Pre-refunded 12/01/24)   12/24 at 100.00 AAA 1,831,674
1,385   5.000%, 12/01/34 (Pre-refunded 12/01/24)   12/24 at 100.00 AAA 1,600,548
1,055   5.000%, 12/01/35 (Pre-refunded 12/01/24)   12/24 at 100.00 AAA 1,219,190
10,345   Franklin County Convention Facilities Authority, Ohio, Excise Tax and Lease Revenue Bonds, Columbus City & Franklin County Lessees, Refunding Anticipation Series 2014, 5.000%, 12/01/35 (Pre-refunded 12/01/24)   12/24 at 100.00 Aa1 11,954,992
6,000   Franklin County, Ohio, General Obligation Bonds, Refunding Series 2014, 5.000%, 6/01/24 (Pre-refunded 12/01/23)   12/23 at 100.00 AAA 6,652,560
10,300   Franklin County, Ohio, Hospital Revenue Bonds, OhioHealth Corporation, Series 2011A, 5.000%, 11/15/41 (Pre-refunded 11/15/21)   11/21 at 100.00 Aa2 10,402,485
    Greater Cleveland Regional Transit Authority, Ohio, Sales Tax Supported Capital Improvement Bonds, Refunding Series 2015:        
1,050   5.000%, 12/01/32 (Pre-refunded 12/01/25)   12/25 at 100.00 AAA 1,257,123
1,105   5.000%, 12/01/33 (Pre-refunded 12/01/25)   12/25 at 100.00 AAA 1,322,972
1,000   Greenville City School District, Drake County, Ohio, General Obligation Bonds, School Improvement Series 2013, 5.250%, 1/01/38 (Pre-refunded 1/01/22)   1/22 at 100.00 AA 1,017,040
11,700   JobsOhio Beverage System, Ohio, Statewide Liquor Profits Revenue Bonds, Senior Lien Series 2013A, 5.000%, 1/01/38 (Pre-refunded 1/01/23)   1/23 at 100.00 AA+ 12,458,745
3,240   Lucas County, Ohio, Hospital Revenue Bonds, ProMedica Healthcare Obligated Group, Series 2011A, 6.000%, 11/15/41 (Pre-refunded 11/15/21)   11/21 at 100.00 BBB 3,278,653
275   Napoleon City School District, Henry County, Ohio, General Obligation Bonds, Facilities Construction & Improvement Series 2012, 5.000%, 12/01/36 (Pre-refunded 6/01/22)   6/22 at 100.00 Aa3 285,060
8,500   Northeast Ohio Regional Sewer District, Wastewater Improvement Revenue Bonds, Series 2013, 5.000%, 11/15/38 (Pre-refunded 5/15/23)   5/23 at 100.00 AA+ 9,202,270
3,125   Northeast Ohio Regional Sewer District, Wastewater Improvement Revenue Bonds, Tender Option Bond Trust 2015-XF0225, 18.193%, 11/15/22 (Pre-refunded 1/01/30), 144A (IF) (4)   1/30 at 100.00 AA+ 4,157,812
      59

Nuveen Ohio Municipal Bond Fund (continued)
Portfolio of Investments    August 31, 2021
(Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    U.S. Guaranteed (5) (continued)        
$1,630   Northwest Local School District, Hamilton and Butler Counties, Ohio, General Obligation Bonds, School Improvement Series 2015, 5.000%, 12/01/40 (Pre-refunded 12/01/23)   12/23 at 100.00 Aa2 $1,805,323
9,000   Ohio State, Turnpike Revenue Bonds, Ohio Turnpike and Infrastructutre Commission Infrastructure Projects, Junior Lien, Current Interest Series 2013A-1, 5.000%, 2/15/48 (Pre-refunded 2/15/23)   2/23 at 100.00 Aa3 9,629,100
1,000   Ohio University at Athens, General Receipts Bonds, Series 2013, 5.000%, 12/01/39 (Pre-refunded 12/01/22)   12/22 at 100.00 Aa3 1,060,920
    Princeton City School District, Hamilton County, Ohio, Certificates of Participation, Series 2013:        
560   5.000%, 12/01/33 (Pre-refunded 12/01/22)   12/22 at 100.00 N/R 593,029
1,305   5.000%, 12/01/42 (Pre-refunded 12/01/22)   12/22 at 100.00 AA- 1,384,501
1,710   South Euclid, Ohio, General Obligation Bonds, Real Estate Acquisition and Urban Redevelopment, Series 2012, 5.000%, 6/01/32 (Pre-refunded 6/01/22)   6/22 at 100.00 Aa3 1,772,552
4,925   Willoughby-Eastlake City School District, Ohio, General Obligation Bonds, School Improvement Series 2016, 5.000%, 12/01/46 (Pre-refunded 12/01/25)   12/25 at 100.00 A2 5,884,981
    Wood County, Ohio, Hospital Facilities Revenue Bonds, Wood County Hospital Project, Refunding and Improvement Series 2012:        
2,545   5.000%, 12/01/37 (Pre-refunded 12/01/22)   12/22 at 100.00 N/R 2,695,104
3,735   5.000%, 12/01/42 (Pre-refunded 12/01/22)   12/22 at 100.00 N/R 3,955,290
112,765   Total U.S. Guaranteed       123,257,036
    Utilities – 15.7%        
1,390   Akron, Ohio, Waterworks System Mortgage Revenue Bonds, Refunding & Improvement Series 2009, 5.000%, 3/01/34  –  AGC Insured   9/21 at 100.00 AA 1,395,518
1,750   American Municipal Power Inc, Ohio, Combined Hydroelectric Projects Revenue Bonds, Refunding Series 2020A, 5.000%, 2/15/28   No Opt. Call A1 2,207,083
1,500   American Municipal Power Ohio Inc, Prairie State Energy Campus Project Revenue Bonds, Series 2015A, 5.000%, 2/15/42   2/24 at 100.00 A1 1,647,675
6,500   American Municipal Power, Inc, Ohio, Greenup Hydroelectric Project Revenue Bonds, Refunding Series 2016A, 5.000%, 2/15/41   2/26 at 100.00 A1 7,652,190
1,665   American Municipal Power, Inc, Ohio, Solar Electricity Prepayment Project Revenue Bonds, Green Bonds Series 2019A, 5.000%, 2/15/44   2/29 at 100.00 A 2,048,666
    American Municipal Power, Inc, Ohio, Solar Electricity Prepayment Project Revenue Bonds, Green Bonds Series 2020A:        
250   4.000%, 2/15/40   2/29 at 100.00 A 290,758
1,200   4.000%, 2/15/44   2/29 at 100.00 A 1,383,756
1,330   Butler County, Ohio, Sewer System Revenue Bonds, Refunding Series 2005, 5.000%, 12/01/23  –  AGM Insured   No Opt. Call Aa2 1,407,393
1,315   Cleveland, Ohio, Public Power System Revenue Bonds, Refunding Series 2018, 5.000%, 11/15/37  –  AGM Insured   5/28 at 100.00 AA 1,615,122
    Cleveland, Ohio, Public Power System Revenue Bonds, Refunding Series 2020A:        
1,000   4.000%, 11/15/35  –  AGM Insured   11/29 at 100.00 AA 1,192,470
2,000   4.000%, 11/15/38  –  AGM Insured   11/29 at 100.00 AA 2,367,380
60      

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Utilities (continued)        
$2,000   Cleveland, Ohio, Public Power System Revenue Bonds, Series 2008B-1, 0.000%, 11/15/33  –  NPFG Insured   No Opt. Call A- $1,586,040
    Cleveland, Ohio, Public Power System Revenue Bonds, Series 2008B-2:        
4,740   0.000%, 11/15/34  –  NPFG Insured   No Opt. Call A- 3,663,546
7,500   0.000%, 11/15/38  –  NPFG Insured   No Opt. Call A- 4,937,475
2,300   Columbus, Ohio, Sewerage System Revenue Bonds, Refunding Series 2014, 5.000%, 6/01/25   12/24 at 100.00 AA+ 2,653,073
    Columbus, Ohio, Sewerage System Revenue Bonds, Refunding Series 2015:        
5,000   5.000%, 6/01/30   6/26 at 100.00 AA+ 6,030,450
6,750   5.000%, 6/01/32   6/26 at 100.00 AA+ 8,116,537
1,115   Hamilton County, Ohio, Sewer System Revenue Bonds, Metropolitan Sewer District of Greater Cincinnati, Refunding Series 2020A, 5.000%, 12/01/32   12/30 at 100.00 AA+ 1,492,227
    Hamilton, Ohio, Electric System Revenue Bonds, Refunding & Improvement Series 2019:        
865   4.000%, 10/01/37  –  BAM Insured   10/29 at 100.00 AA 1,016,877
1,000   4.000%, 10/01/38  –  BAM Insured   10/29 at 100.00 AA 1,172,860
1,015   4.000%, 10/01/39  –  BAM Insured   10/29 at 100.00 AA 1,187,570
1,100   Lancaster Port Authority, Ohio, Gas Supply Revenue Bonds, Series 2019, 5.000%, 8/01/49 (Mandatory Put 2/01/25)   11/24 at 100.68 Aa2 1,264,692
1,745   Lebanon, Ohio, Water System Revenue Bonds, Improvement & Refunding Series 2012, 5.000%, 12/01/31   12/21 at 100.00 Aa3 1,765,940
1,000   Marysville, Ohio, Water System Mortgage Revenue Bonds, Refunding Series 2016, 4.000%, 12/01/38   12/25 at 100.00 Aa3 1,118,180
5,570   Northeast Ohio Regional Sewer District, Wastewater Improvement Revenue Bonds, Refunding & Improvement Series 2017, 5.000%, 11/15/33   5/28 at 100.00 AA+ 6,957,821
820   Ohio Air Quality Development Authority, Ohio, Air Quality Development Revenue Bonds, FirstEnergy Generation Corporation Project, Series 2009A, 5.700%, 8/01/22 (6)   No Opt. Call N/R 1,025
10,025   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 12,531
    Ohio Water Development Authority, Revenue Bonds, Drinking Water Assistance Fund, Refunding Series 2019B:        
1,560   5.000%, 12/01/29   No Opt. Call AAA 2,076,376
1,170   5.000%, 6/01/30   No Opt. Call AAA 1,573,638
1,100   5.000%, 12/01/30   No Opt. Call AAA 1,495,373
    Ohio Water Development Authority, Revenue Bonds, Drinking Water Assistance Fund, Series 2016:        
2,975   5.000%, 6/01/29   12/26 at 100.00 AAA 3,668,770
1,900   5.000%, 12/01/36   12/26 at 100.00 AAA 2,314,428
4,840   Ohio Water Development Authority, Revenue Bonds, Fresh Water Development, Series 2019, 5.000%, 6/01/44   12/29 at 100.00 AAA 6,216,254
1,010   Ohio Water Development Authority, Water Pollution Control Loan Fund Revenue Bonds, Refunding Series 2014B, 5.000%, 12/01/22   No Opt. Call AAA 1,071,832
      61

Nuveen Ohio Municipal Bond Fund (continued)
Portfolio of Investments    August 31, 2021
(Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Utilities (continued)        
$5,000   Ohio Water Development Authority, Water Pollution Control Loan Fund Revenue Bonds, Series 2015A, 5.000%, 6/01/26   No Opt. Call AAA $6,077,600
5,000   Ohio Water Development Authority, Water Pollution Control Loan Fund Revenue Bonds, Series 2017A, 5.000%, 12/01/31   6/27 at 100.00 AAA 6,195,850
    Ohio Water Development Authority, Water Pollution Control Loan Fund Revenue Bonds, Series 2020A:        
8,000   5.000%, 12/01/37   6/30 at 100.00 AAA 10,526,240
3,000   5.000%, 12/01/50   6/30 at 100.00 AAA 3,837,210
5,000   Ohio Water Development Authority, Water Pollution Control Loan Fund Revenue Bonds, Series 2020B, 4.000%, 12/01/38   12/30 at 100.00 AAA 6,123,200
2,060   Springboro, Ohio, Sewer System Mortgage Revenue Bonds, Refunding Series 2012, 5.000%, 6/01/27   6/22 at 100.00 Aa2 2,132,883
115,060   Total Utilities       119,494,509
$670,907   Total Municipal Bonds (cost $692,913,207)       743,592,932
    
Shares   Description (1)       Value
    COMMON STOCKS – 1.7%        
    Electric Utilities – 1.7%        
350,634   Energy Harbor Corp, (7), (8), (9)       $13,265,536
    Total Common Stocks (cost $9,249,818)       13,265,536
    Total Long-Term Investments (cost $702,163,025)       756,858,468
    Other Assets Less Liabilities – 0.6%       4,416,396
    Net Assets – 100%       $761,274,864
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.).
62      

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:
  Level 1 Level 2 Level 3 Total
Long-Term Investments:        
Municipal Bonds $ — $743,592,932 $ — $743,592,932
Common Stocks  — 13,265,536  — 13,265,536
Total $ — $756,858,468 $ — $756,858,468
    
(1) All percentages shown in the Portfolio of Investments are based on net assets.  
(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) Investment, or portion of investment, has been pledged to collateralize the net payment obligations for investments in inverse floating rate transactions.  
(5) 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.  
(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.  
(7) Common Stock received as part of the bankruptcy settlements during February 2020 for Ohio Air Quality Development Authority, Ohio, Air Quality Development Revenue Bonds, FirstEnergy Generation Corporation Project, Series 2009A, 5.700%, 8/01/20 and Ohio Air Quality Development Authority, Ohio, Pollution Control Revenue Bonds, FirstEnergy Generation Project, Refunding Series 2006A, 3.750%, 12/01/23.  
(8) For fair value measurement disclosure purposes, investment classified as Level 2.  
(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  
IF Inverse floating rate security issued by a tender option bond (“TOB”) trust, the interest rate on which varies inversely with the Securities Industry Financial Markets Association (SIFMA) short-term rate, which resets weekly, or a similar short-term rate, and is reduced by the expenses related to the TOB trust.  
WI/DD Purchased on a when-issued or delayed delivery basis.  
      63

Nuveen Wisconsin Municipal Bond Fund
Portfolio of Investments    August 31, 2021
(Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    LONG-TERM INVESTMENTS – 105.2%        
    MUNICIPAL BONDS – 102.6%        
    Consumer Discretionary  – 0.2%        
$105   Baltimore, Maryland, Convention Center Hotel Revenue Bonds, Refunding Series 2017, 5.000%, 9/01/46   9/27 at 100.00 CCC $111,612
250   International Falls, Minnesota, Solid Waste Disposal Revenue Bonds, Boise Cascade Corporation Project, Refunding Series 1999, 6.850%, 12/01/29 (AMT)   10/21 at 100.00 B1 250,387
355   Total Consumer Discretionary       361,999
    Consumer Staples  – 1.3%        
660   Guam Economic Development & Commerce Authority, Tobacco Settlement Asset-Backed Bonds, Series 2007A, 5.250%, 6/01/32   9/21 at 100.00 N/R 660,403
1,060   TSASC Inc, New York, Tobacco Asset-Backed Bonds, Series 2006, 5.000%, 6/01/48   6/27 at 100.00 N/R 1,170,515
1,720   Total Consumer Staples       1,830,918
    Education and Civic Organizations – 6.3%        
1,000   Milwaukee Redevelopment Authority, Wisconsin, Milwaukee Science Education Consortium, Inc Project, Series 2013A, 6.000%, 8/01/33   8/23 at 100.00 BBB- 1,073,810
1,750   Public Finance Authority, Wisconsin, Educational Revenue Bonds, Lake Norman Charter School, Series 2018A, 4.000%, 6/15/28, 144A   6/26 at 100.00 BBB- 1,890,052
    Wisconsin Health and Educational Facilities Authority, Revenue Bonds, Hmong American Peace Academy, Series 2020:        
420   4.000%, 3/15/30   No Opt. Call BBB 481,656
500   4.000%, 3/15/40   3/30 at 100.00 BBB 574,945
1,200   5.000%, 3/15/50   3/30 at 100.00 BBB 1,450,584
1,525   Wisconsin Health and Educational Facilities Authority, Wisconsin, Revenue Bonds, Lawrence University, Series 2020, 4.000%, 2/01/45   2/30 at 100.00 Baa1 1,742,450
    Wisconsin Health and Educational Facilities Authority, Wisconsin, Revenue Bonds, Milwaukee School of Engineering, Series 2021B:        
500   2.125%, 4/01/39  –  AGM Insured   4/31 at 100.00 AA 499,220
500   2.125%, 4/01/40  –  AGM Insured   4/31 at 100.00 AA 494,695
415   2.250%, 4/01/41  –  AGM Insured   4/31 at 100.00 AA 414,959
500   2.250%, 4/01/42  –  AGM Insured   4/31 at 100.00 AA 496,090
8,310   Total Education and Civic Organizations       9,118,461
    Health Care – 22.9%        
440   Illinois Finance Authority, Revenue Bonds, Ascension Health/fkaPresence Health Network, Series 2016C, 5.000%, 2/15/36   2/27 at 100.00 AA+ 532,704
5,765   Wisconsin Health and Educational Facilities Authority, Revenue Bonds, Beloit Health System, Inc, Series 2020, 4.000%, 7/01/36   7/29 at 100.00 A 6,799,010
64      

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Health Care (continued)        
$250   Wisconsin Health and Educational Facilities Authority, Revenue Bonds, Froedtert Community Health, Inc Obligated Group, Tender Option Bond Trust 2015-XF0118, 13.879%, 4/01/42, 144A (IF) (4)   10/22 at 100.00 AA $281,630
    Wisconsin Health and Educational Facilities Authority, Revenue Bonds, Marshfield Clinic Health System, Inc, Series 2017C:        
4,000   5.000%, 2/15/47   2/27 at 100.00 A- 4,740,080
8,565   5.000%, 2/15/47 (UB) (4)   2/27 at 100.00 A- 10,149,713
1,000   Wisconsin Health and Educational Facilities Authority, Wisconsin, Revenue Bonds, Aspirus, Inc Obligated Group, Refunding Series 2015A, 5.000%, 8/15/34   2/25 at 100.00 AA- 1,136,010
    Wisconsin Health and Educational Facilities Authority, Wisconsin, Revenue Bonds, Bellin Memorial Hospital, Inc, Series 2019A:        
2,000   4.000%, 12/01/44   12/29 at 100.00 A+ 2,341,560
3,100   4.000%, 12/01/49   12/29 at 100.00 A+ 3,607,160
    Wisconsin Health and Educational Facilities Authority, Wisconsin, Revenue Bonds, Bellin Memorial Hospital, Series 2015:        
250   5.000%, 12/01/23   No Opt. Call A+ 276,188
2,000   4.000%, 12/01/35   6/24 at 100.00 A+ 2,153,160
1,000   Wisconsin Health and Educational Facilities Authority, Wisconsin, Revenue Bonds, Fort Healthcare, Series 2014, 5.000%, 5/01/29   5/24 at 100.00 BBB+ 1,101,160
175   Wisconsin Health and Educational Facilities Authority, Wisconsin, Revenue Bonds, Marshfield Clinic Health System, Inc, Series 2020A, 4.000%, 2/15/37  –  AGM Insured   2/30 at 100.00 AA 207,349
28,545   Total Health Care       33,325,724
    Housing/Multifamily – 19.4%        
2,000   Hudson Housing Authority, Wisconsin, Multifamily Housing Revenue Bonds, Cedar Ridge Apartments Project, Series 2013A, 5.125%, 6/01/30   6/23 at 100.00 N/R 2,057,580
3,020   Platteville Redevelopment Authority, Wisconsin, Revenue Bonds, University of Wisconsin - Platteville Real Estate Foundation Project, Series 2012A, 5.000%, 7/01/42   7/22 at 100.00 BBB- 3,111,687
2,000   Wisconsin Housing and Economic Development Authority Multi Family Housing Bonds,Western Technical College Student Housing Project, Series 2013B, 4.700%, 4/01/38   4/23 at 100.00 A 2,125,480
610   Wisconsin Housing and Economic Development Authority, Housing Revenue Bonds, Series 2006A, 4.550%, 5/01/27 (AMT)   9/21 at 100.00 AA 611,489
2,125   Wisconsin Housing and Economic Development Authority, Housing Revenue Bonds, Series 2015A, 4.125%, 11/01/46   5/25 at 100.00 AA 2,265,441
    Wisconsin Housing and Economic Development Authority, Housing Revenue Bonds, Series 2017A:        
1,000   4.000%, 11/01/47   11/26 at 100.00 AA 1,083,940
2,000   4.150%, 5/01/55   11/26 at 100.00 AA 2,164,880
2,230   Wisconsin Housing and Economic Development Authority, Housing Revenue Bonds, Series 2017B, 3.900%, 11/01/42   11/26 at 100.00 AA 2,419,952
      65

Nuveen Wisconsin Municipal Bond Fund (continued)
Portfolio of Investments    August 31, 2021
(Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Housing/Multifamily (continued)        
    Wisconsin Housing and Economic Development Authority, Housing Revenue Bonds, Series 2018A:        
$145   3.700%, 11/01/33   11/27 at 100.00 AA $163,551
2,000   4.300%, 11/01/53 (UB) (4)   11/27 at 100.00 AA 2,246,880
6,720   Wisconsin Housing and Economic Development Authority, Housing Revenue Bonds, Series 2019A, 3.375%, 5/01/57   11/28 at 100.00 AA 7,139,395
2,500   Wisconsin Housing and Economic Development Authority, Multifamily Housing Bonds, Meadow Village Project Series 2020A, 5.000%, 7/01/37, 144A   7/28 at 102.00 N/R 2,789,700
26,350   Total Housing/Multifamily       28,179,975
    Industrials – 0.9%        
725   Iowa Finance Authority, Iowa, Midwestern Disaster Area Revenue Bonds, Alcoa Inc Project, Series 2012, 4.750%, 8/01/42   8/22 at 100.00 BBB- 746,090
100   Iowa Finance Authority, Iowa, Midwestern Disaster Area Revenue Bonds, Iowa Fertilizer Company Project, Series 2013, 5.250%, 12/01/25   12/23 at 100.00 BB- 109,091
420   Iowa Finance Authority, Iowa, Midwestern Disaster Area Revenue Bonds, Iowa Fertilizer Company Project, Series 2018A, 5.250%, 12/01/50 (Mandatory Put 12/01/33)   12/22 at 103.00 BB- 453,176
1,245   Total Industrials       1,308,357
    Long-Term Care – 11.0%        
500   Winnebago County Housing Authority, Wisconsin, Revenue Bonds, Lutheran Homes of Oshkosh, Inc Project, Refunding Series 2015A, 4.450%, 3/01/30   10/21 at 100.00 N/R 499,990
2,000   Wisconsin Health and Educational Facilities Authority, Wisconsin, Revenue Bonds, Clement Manor, Inc, Series 2019, 5.000%, 8/01/49   8/26 at 103.00 N/R 1,918,600
2,000   Wisconsin Health and Educational Facilities Authority, Wisconsin, Revenue Bonds, Dickson Hollow Project Series 2014, 5.375%, 10/01/44   10/22 at 102.00 N/R 2,081,360
500   Wisconsin Health and Educational Facilities Authority, Wisconsin, Revenue Bonds, PHM / New Richmond Senior Housing, Inc, Refunding Series 2021, 3.250%, 7/01/37   7/26 at 101.00 N/R 504,755
2,000   Wisconsin Health and Educational Facilities Authority, Wisconsin, Revenue Bonds, PHW Oconomowoc, Inc Project, Series 2018, 5.125%, 10/01/48   10/23 at 102.00 N/R 2,098,920
1,750   Wisconsin Health and Educational Facilities Authority, Wisconsin, Revenue Bonds, Rogers Memorial Hospital, Inc, Series 2014B, 5.000%, 7/01/44   7/24 at 100.00 A 1,959,860
1,450   Wisconsin Health and Educational Facilities Authority, Wisconsin, Revenue Bonds, Rogers Memorial Hospital, Inc, Series 2019A, 5.000%, 7/01/49   7/26 at 100.00 A 1,695,064
500   Wisconsin Health and Educational Facilities Authority, Wisconsin, Revenue Bonds, Rogers Memorial Hospital, Inc, Series 2019B, 5.000%, 7/01/38   7/26 at 100.00 A 591,195
185   Wisconsin Health and Educational Facilities Authority, Wisconsin, Revenue Bonds, Saint John's Communities Inc, Series 2015B, 5.000%, 9/15/37   9/22 at 100.00 BBB- 192,158
    Wisconsin Health and Educational Facilities Authority, Wisconsin, Revenue Bonds, Three Pillars Senior Living Communities, Series 2021A:        
1,000   4.000%, 8/15/51   8/31 at 100.00 BBB+ 1,167,880
1,000   4.000%, 8/15/55   8/31 at 100.00 BBB+ 1,159,120
2,000   Wisconsin Health and Educational Facilities Authority, Wisconsin, Revenue Bonds, Woodland Hills Senior Housing Project, Series 2014, 5.000%, 12/01/44   12/22 at 102.00 N/R 2,078,500
14,885   Total Long-Term Care       15,947,402
66      

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Tax Obligation/General – 1.7%        
$525   Puerto Rico, General Obligation Bonds, Public improvement Series 2007A, 5.000%, 7/01/23  –  AGC Insured   9/21 at 100.00 AA $533,468
    Puerto Rico, General Obligation Bonds, Refunding Public Improvement Series 2011C:        
675   5.250%, 7/01/27  –  AGM Insured   9/21 at 100.00 AA 686,704
425   5.750%, 7/01/37  –  AGM Insured   9/21 at 100.00 AA 433,394
770   Puerto Rico, General Obligation Bonds, Refunding Series 2003C-7, 6.000%, 7/01/27  –  NPFG Insured   10/21 at 100.00 Baa2 797,135
2,395   Total Tax Obligation/General       2,450,701
    Tax Obligation/Limited – 29.7%        
    Ashwaubenon Community Development Authority, Wisconsin, Lease Revenue Bonds, Brown County Expo Center Project, Series 2019:        
1,790   4.000%, 6/01/36   6/29 at 100.00 AA 2,116,424
3,500   3.000%, 6/01/44   6/29 at 100.00 AA 3,745,945
10,000   0.000%, 6/01/49   6/29 at 47.10 AA 3,867,100
    Brookfield Community Development and Redevelopment Authority, Wisconsin, Community Development Revenue Bonds, Series 2015A:        
1,340   3.550%, 6/01/34   6/25 at 100.00 A3 1,449,679
1,530   3.600%, 6/01/35   6/25 at 100.00 A3 1,656,302
1,250   Kaukauna Redevelopment Authority, Outagamie and Calumet Counties, Wisconsin, Redevelopment Lease Revenue Bonds, Series 2015, 4.125%, 6/01/40   6/25 at 100.00 A+ 1,361,713
130   Metropolitan Pier and Exposition Authority, Illinois, McCormick Place Expansion Project Bonds, Refunding Series 2012B, 5.000%, 6/15/52   6/22 at 100.00 BBB+ 134,793
675   Milwaukee Redevelopment Authority, Wisconsin, HSI Industrial I LLC Project Revenue Bonds, Series 2008, 5.125%, 6/01/29 (AMT)   9/21 at 100.00 A2 677,234
    Milwaukee Redevelopment Authority, Wisconsin, Lease Revenue Bonds, Public Schools, Series 2016A:        
800   5.000%, 11/15/30   11/26 at 100.00 A+ 968,288
500   5.000%, 11/15/31   11/26 at 100.00 A+ 604,895
550   5.000%, 11/15/32   11/26 at 100.00 A+ 664,763
    Milwaukee Redevelopment Authority, Wisconsin, Lease Revenue Bonds, Public Schools, Series 2017:        
95   4.000%, 11/15/21   No Opt. Call A+ 95,738
145   5.000%, 11/15/22   No Opt. Call A+ 153,382
630   5.000%, 11/15/28   11/26 at 100.00 A+ 766,471
500   5.000%, 11/15/34   11/26 at 100.00 A+ 602,635
1,000   5.000%, 11/15/35   11/26 at 100.00 A+ 1,203,010
500   5.000%, 11/15/36   11/26 at 100.00 A+ 600,380
1,000   Neenah Community Development Authority, Wisconsin, Lease Revenue Bonds, Refunding Series 2013, 4.100%, 12/01/27   12/23 at 100.00 A2 1,079,430
500   Puerto Rico Convention Center District Authority, Hotel Occupancy Tax Revenue Bonds, Series 2006A, 5.000%, 7/01/31  –  AMBAC Insured   9/21 at 100.00 N/R 512,950
      67

Nuveen Wisconsin Municipal Bond Fund (continued)
Portfolio of Investments    August 31, 2021
(Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Tax Obligation/Limited (continued)        
    Puerto Rico Highway and Transportation Authority, Highway Revenue Bonds, Series 2007N:        
$535   5.250%, 7/01/32  –  NPFG Insured   No Opt. Call Baa2 $583,161
435   5.250%, 7/01/33  –  NPFG Insured   No Opt. Call Baa2 474,798
1,000   5.250%, 7/01/36  –  AGC Insured   No Opt. Call AA 1,128,200
500   Puerto Rico Municipal Finance Agency, Series 2002A, 5.000%, 8/01/27  –  AGM Insured   9/21 at 100.00 AA 508,065
1,025   Puerto Rico Public Buildings Authority, Guaranteed Government Facilities Revenue Bonds, Series 2007N, 5.000%, 7/01/32  –  RAAI Insured   10/21 at 100.00 AA 1,041,533
3,085   Southeast Wisconsin Professional Baseball Park District, Sales Tax Revenue Refunding Bonds, Series 1998A, 5.500%, 12/15/26  –  NPFG Insured   No Opt. Call Aa3 3,701,722
    Virgin Islands Public Finance Authority, Gross Receipts Taxes Loan Note, Refunding Series 2006:        
120   5.000%, 10/01/25  –  NPFG Insured   10/21 at 100.00 Baa2 122,041
125   5.000%, 10/01/28  –  FGIC Insured   9/21 at 100.00 Baa2 127,111
    Wisconsin Center District, Appropiation Revenue Bonds, Milwaukee Arena Project, Series 2016:        
390   5.000%, 12/15/27   6/26 at 100.00 Aa3 472,364
1,000   5.000%, 12/15/30   6/26 at 100.00 Aa3 1,202,250
500   5.000%, 12/15/31   6/26 at 100.00 Aa3 600,865
4,000   Wisconsin Center District, Dedicated Tax Revenue Bonds, Milwaukee Arena Project, Senior Series 2016A, 0.000%, 12/15/39  –  AGM Insured   6/26 at 60.88 AA 2,227,040
    Wisconsin Center District, Dedicated Tax Revenue Bonds, Refunding Junior Series 1999:        
1,125   5.250%, 12/15/23   No Opt. Call AA 1,221,638
675   5.250%, 12/15/27   No Opt. Call AA 816,028
    Wisconsin Center District, Dedicated Tax Revenue Bonds, Refunding Junior Series 2013A:        
785   4.000%, 12/15/25   12/22 at 100.00 Baa1 820,302
500   5.000%, 12/15/29   12/22 at 100.00 Baa1 528,855
    Wisconsin Center District, Dedicated Tax Revenue Bonds, Refunding Senior Series 2003A:        
2,035   0.000%, 12/15/28  –  AGM Insured   No Opt. Call AA 1,855,554
1,945   0.000%, 12/15/31   No Opt. Call AA 1,633,683
5,000   Wisconsin Center District, Dedicated Tax Revenue Bonds, Supported by State Moral Obligation Junior Series 2020D, 0.000%, 12/15/50  –  AGM Insured   12/30 at 46.55 AA 1,839,100
51,215   Total Tax Obligation/Limited       43,165,442
    Transportation – 1.0%        
55   Public Finance Authority of Wisconsin, Senior Airport Facilities Revenue and Refunding Bonds, TrIPS Obligated Group, Series 2012B, 5.000%, 7/01/22 (AMT)   No Opt. Call BBB+ 55,831
1,000   Virginia Small Business Financing Authority, Senior Lien Revenue Bonds, 95 Express Lanes LLC Project, Series 2012, 5.000%, 1/01/40 (AMT)   1/22 at 100.00 BBB 1,015,500
355   Virginia Small Business Financing Authority, Senior Lien Revenue Bonds, Elizabeth River Crossing, Opco LLC Project, Series 2012, 5.250%, 1/01/32 (AMT)   7/22 at 100.00 BBB 368,984
1,410   Total Transportation       1,440,315
68      

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    U.S. Guaranteed – 4.8% (5)        
$1,300   Milwaukee Redevelopment Authority, Wisconsin, Revenue Bonds, Milwaukee School of Engineering Project, Series 2012, 4.100%, 4/01/32 (Pre-refunded 4/01/22)  –  AGM Insured   4/22 at 100.00 AA $1,329,861
    Wisconsin Center District, Dedicated Tax Revenue Bonds, Refunding Junior Series 1999:        
2,025   5.250%, 12/15/23 (ETM)   No Opt. Call AA 2,135,221
190   5.250%, 12/15/27 (ETM)   No Opt. Call AA 231,065
10   Wisconsin Health and Educational Facilities Authority, Revenue Bonds, Howard Young Health Care, Inc, Refunding Series 2012, 5.000%, 8/15/22 (ETM)   No Opt. Call N/R 10,461
810   Wisconsin Health and Educational Facilities Authority, Wisconsin, Revenue Bonds, Beaver Dam Community Hospitals Inc, Series 2013A, 5.250%, 8/15/34 (Pre-refunded 8/15/23)   8/23 at 100.00 N/R 888,173
500   Wisconsin Health and Educational Facilities Authority, Wisconsin, Revenue Bonds, Franciscan Sisters of Christian Charity Sponsored Ministry, Series 2017A, 5.000%, 9/01/36 (Pre-refunded 9/01/27)   9/27 at 100.00 N/R 622,725
10   Wisconsin Health and Educational Facilities Authority, Wisconsin, Revenue Bonds, Monroe Clinic Inc, Refunding Series 2016, 5.000%, 2/15/30 (Pre-refunded 8/15/25)   8/25 at 100.00 N/R 11,789
    Wisconsin Health and Educational Facilities Authority, Wisconsin, Revenue Bonds, Three Pillars Senior Living Communities, Refunding Series 2013:        
130   5.000%, 8/15/43 (Pre-refunded 8/15/23)   8/23 at 100.00 A 142,181
1,520   5.000%, 8/15/43 (Pre-refunded 8/15/23)   8/23 at 100.00 BBB+ 1,662,424
6,495   Total U.S. Guaranteed       7,033,900
    Utilities – 3.4%        
995   Beaver County Industrial Development Authority, Pennsylvania, Pollution Control Revenue Bonds, FirstEnergy Generation Project, Refunding Series 2006A, 3.500%, 4/01/41 (6)   No Opt. Call N/R 1,244
125   Guam Power Authority, Revenue Bonds, Series 2012A, 5.000%, 10/01/34   10/22 at 100.00 BBB 130,320
860   Ohio Air Quality Development Authority, Ohio, Air Quality Development Revenue Bonds, FirstEnergy Generation Corporation Project, Series 2009A, 5.700%, 8/01/22 (6)   No Opt. Call N/R 1,075
1,000   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 1,250
265   Pennsylvania Economic Development Financing Authority, Exempt Facilities Revenue Bonds, Shippingport Project, First Energy Guarantor, Series 2005A, 3.750%, 12/01/40 (6)   No Opt. Call N/R 331
575   Puerto Rico Electric Power Authority, Power Revenue Bonds, Refunding Series 2005SS, 5.000%, 7/01/30  –  AGM Insured   9/21 at 100.00 AA 584,275
580   Puerto Rico Electric Power Authority, Power Revenue Bonds, Series 2003NN, 5.250%, 7/01/23  –  NPFG Insured   No Opt. Call Baa2 604,406
790   Puerto Rico Electric Power Authority, Power Revenue Bonds, Series 2005RR, 5.000%, 7/01/28  –  AGC Insured   9/21 at 100.00 AA 802,743
305   Puerto Rico Electric Power Authority, Power Revenue Bonds, Series 2007UU, 5.000%, 7/01/24  –  AGM Insured   9/21 at 100.00 AA 309,920
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Nuveen Wisconsin Municipal Bond Fund (continued)
Portfolio of Investments    August 31, 2021
(Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Utilities (continued)        
    Puerto Rico Electric Power Authority, Power Revenue Bonds, Series 2007VV:        
$675   5.250%, 7/01/24  –  NPFG Insured   No Opt. Call Baa2 $712,861
130   5.250%, 7/01/26  –  NPFG Insured   No Opt. Call Baa2 139,828
185   5.250%, 7/01/31  –  AGM Insured   No Opt. Call AA 217,408
250   5.250%, 7/01/35  –  NPFG Insured   No Opt. Call Baa2 272,527
1,200   Virgin Islands Water and Power Authority, Electric System Revenue Bonds, Refunding Series 2007A, 5.000%, 7/01/25   10/21 at 100.00 CCC 1,191,264
7,935   Total Utilities       4,969,452
$150,860   Total Municipal Bonds (cost $139,122,331)       149,132,646
    
Shares   Description (1)       Value
    COMMON STOCKS – 2.6%        
    Electric Utilities – 2.6%        
100,944   Energy Harbor Corp, (7), (8), (9)       $3,819,014
    Total Common Stocks (cost $2,869,331)       3,819,014
    Total Long-Term Investments (cost $141,991,662)       152,951,660
    Floating Rate Obligations – (5.5)%       (8,020,000)
    Other Assets Less Liabilities – 0.3%       431,048
    Net Assets – 100%       $145,362,708
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).
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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:
  Level 1 Level 2 Level 3 Total
Long-Term Investments:        
Municipal Bonds $ — $149,132,646 $ — $149,132,646
Common Stocks  — 3,819,014  — 3,819,014
Total $ — $152,951,660 $ — $152,951,660
    
(1) All percentages shown in the Portfolio of Investments are based on net assets.  
(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) Investment, or portion of investment, has been pledged to collateralize the net payment obligations for investments in inverse floating rate transactions.  
(5) 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.  
(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.  
(7) Common Stock received as part of the bankruptcy settlements during February 2020 for Beaver County Industrial Development Authority, Pennsylvania, Pollution Control Revenue Refunding Bonds, FirstEnergy Nuclear Generation Project, Series 2006A, 3.500%, 4/01/41, 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 Project, Refunding Series 2006A, 3.750%, 12/01/23, and Pennsylvania Economic Development Financing Authority, Exempt Facilities Revenue Bonds, Shippingport Project, First Energy Guarantor, Series 2005A, 3.750%, 12/01/40.  
(8) For fair value measurement disclosure purposes, investment classified as Level 2.  
(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  
IF Inverse floating rate security issued by a tender option bond (“TOB”) trust, the interest rate on which varies inversely with the Securities Industry Financial Markets Association (SIFMA) short-term rate, which resets weekly, or a similar short-term rate, and is reduced by the expenses related to the TOB trust.  
UB Underlying bond of an inverse floating rate trust reflected as a financing transaction.  
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