New Jersey Health Care Facilities Authority, Revenue Bonds, Atlanticare Health System Obligated Group Issue, Series 2021

0001752724-23-163717.txt : 20230726 0001752724-23-163717.hdr.sgml : 20230726 20230726120158 ACCESSION NUMBER: 0001752724-23-163717 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20230531 FILED AS OF DATE: 20230726 DATE AS OF CHANGE: 20230726 PERIOD START: 20240228 FILER: COMPANY DATA: COMPANY CONFORMED NAME: NUVEEN MULTISTATE TRUST II /MA/ CENTRAL INDEX KEY: 0001018975 IRS NUMBER: 000000000 STATE OF INCORPORATION: MA FISCAL YEAR END: 0228 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-07755 FILM NUMBER: 231111582 BUSINESS ADDRESS: STREET 1: C/O NUVEEN INVESTMENTS STREET 2: 333 WEST WACKER DRIVE 33RD FLOOR CITY: CHICAGO STATE: IL ZIP: 60606 BUSINESS PHONE: 3129177783 MAIL ADDRESS: STREET 1: NUVEEN INVESTMENTS STREET 2: 333 WEST WACKER DRIVE 33RD FLOOR CITY: CHICAGO STATE: IL ZIP: 60606 FORMER COMPANY: FORMER CONFORMED NAME: NUVEEN FLAGSHIP MULTISTATE TRUST II DATE OF NAME CHANGE: 19960716

0001018975 S000000557 Nuveen New Jersey Municipal Bond Fund

C000001536 Nuveen New Jersey Municipal Bond Fund - Class A NNJAX

C000001539 Nuveen New Jersey Municipal Bond Fund - Class I NMNJX

C000137690 Class C NJCCX

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5493002ONULJL0FIGU24 New Jersey Housing and Mortgage Finance Agency, Single Family Housing Revenue Bonds, Social Series 2023J 64613AHG0 1000000.00000000 PA USD 1008630.00000000 0.240321205971 Long DBT MUN US N 2 2043-10-01 Fixed 4.50000000 N N N N N N Cumberland County Improvement Authority, New Jersey, General Obligation Lease Revenue Bonds, Vineland Public Safety Building Project, Series 2017 N/A Cumberland County Improvement Authority, New Jersey, General Obligation Lease Revenue Bonds, Vineland Public Safety Building Project, Series 2017 23058PAN7 735000.00000000 PA USD 676361.70000000 0.161153306382 Long DBT MUN US N 2 2037-12-15 Fixed 3.25000000 N N N N N N New Jersey Educational Facilities Authority, Revenue Bonds, Seton Hall University, Series 2020C 549300UTOO4X537XXG70 New Jersey Educational Facilities Authority, Revenue Bonds, Seton Hall University, Series 2020C 6460667A2 1000000.00000000 PA USD 791760.00000000 0.188648679932 Long DBT MUN US N 2 2049-07-01 Fixed 3.25000000 N N N N N N New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series 2020AA 549300YUVD5TEXR6L889 New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series 2020AA 6461367M7 1000000.00000000 PA USD 1042910.00000000 0.248488929458 Long DBT MUN US N 2 2050-06-15 Fixed 5.00000000 N N N N N N Delaware River Joint Toll Bridge Commission, New Jersey and Pennsylvania, Bridge System Revenue Bonds, Series 2019A 549300N6IGAQMI0JLE23 Delaware River Joint Toll Bridge Commission, New Jersey and Pennsylvania, Bridge System Revenue Bonds, Series 2019A 246343LZ8 1125000.00000000 PA USD 1261023.75000000 0.300457797565 Long DBT MUN US N 2 2030-07-01 Fixed 5.00000000 N N N N N N Puerto Rico, General Obligation Bonds, Restructured Series 2022A-1 549300X44HXPLJU48U63 Puerto Rico, General Obligation Bonds, Restructured Series 2022A-1 74514L3H8 1054000.00000000 PA USD 1118146.44000000 0.266415138270 Long DBT MUN US N 2 2029-07-01 Fixed 5.62500000 N N N N N N Delaware River and Bay Authority, Delaware and New Jersey, Revenue Bonds, Series 2014A 549300DIIIT0MBXYHJ34 Delaware River and Bay Authority, Delaware and New Jersey, Revenue Bonds, Series 2014A 246317ET4 2000000.00000000 PA USD 2009900.00000000 0.478888781696 Long DBT MUN US N 2 2044-01-01 Fixed 5.00000000 N N N N N N New Jersey Institute of Technology, New Jersey, General Obligation Bonds, Series 2015A N/A New Jersey Institute of Technology, New Jersey, General Obligation Bonds, Series 2015A 64579RBK2 3005000.00000000 PA USD 3052268.65000000 0.727248726408 Long DBT MUN US N 2 2045-07-01 Fixed 5.00000000 N N N N N N South Orange Village Township, New Jersey, General Obligation Bonds, Refunding Series 2020 N/A South Orange Village Township, New Jersey, General Obligation Bonds, Refunding Series 2020 839134FR9 625000.00000000 PA USD 627275.00000000 0.149457664828 Long DBT MUN US N 2 2024-01-15 Fixed 4.00000000 N N N N N N New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series 2019BB 549300YUVD5TEXR6L889 New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series 2019BB 6461365Q0 1000000.00000000 PA USD 927210.00000000 0.220921671364 Long DBT MUN US N 2 2050-06-15 Fixed 4.00000000 N N N N N N New Jersey Health Care Facilities Financing Authority, Revenue Bonds, Barnabas Health, Refunding Series 2014A N/A New Jersey Health Care Facilities Financing Authority, Revenue Bonds, Barnabas Health, Refunding Series 2014A 64579F6U2 1630000.00000000 PA USD 1645370.90000000 0.392034263266 Long DBT MUN US N 2 2044-07-01 Fixed 5.00000000 N N N N N N Puerto Rico Sales Tax Financing Corporation, Sales Tax Revenue Bonds, Restructured 2018A-1 N/A Puerto Rico Sales Tax Financing Corporation, Sales Tax Revenue Bonds, Restructured 2018A-1 74529JPX7 2805000.00000000 PA USD 2687021.70000000 0.640223169463 Long DBT MUN US N 2 2058-07-01 Fixed 5.00000000 N N N N N N New Jersey Economic Development Authority, Revenue Bonds, Provident Group - Kean Properties LLC - Kean University Student Housing Project, Series 2017 5493006JS6QWDVU4R678 New Jersey Economic Development Authority, Revenue Bonds, Provident Group - Kean Properties LLC - Kean University Student Housing Project, Series 2017 64577BG40 600000.00000000 PA USD 551202.00000000 0.131332133065 Long DBT MUN US N 2 2047-07-01 Fixed 5.00000000 N N N N N N New Jersey Economic Development Authority, Revenue Bonds, New Jersey Transit Corporation Projects Sublease, Refunding Series 2017B 5493006JS6QWDVU4R678 New Jersey Economic Development Authority, Revenue Bonds, New Jersey Transit Corporation Projects Sublease, Refunding Series 2017B 64577BD92 2000000.00000000 PA USD 2071580.00000000 0.493584965613 Long DBT MUN US N 2 2025-11-01 Fixed 5.00000000 N N N N N N New Jersey Health Care Facilities Financing Authority, Revenue Bonds, Palisades Medical Center Obligated Group Issue, Refunding Series 2013 N/A New Jersey Health Care Facilities Financing Authority, Revenue Bonds, Palisades Medical Center Obligated Group Issue, Refunding Series 2013 645790GC4 80000.00000000 PA USD 80113.60000000 0.019088265237 Long DBT MUN US N 2 2043-07-01 Fixed 5.50000000 N N N N N N Camden County Improvement Authority, New Jersey, Health Care Redevelopment Revenue Bonds, Cooper Health System Obligated Group Issue, Refunding Series 549300UTQBT9ZE0QFB15 Camden County Improvement Authority, New Jersey, Health Care Redevelopment Revenue Bonds, Cooper Health System Obligated Group Issue, Refunding Series 13281QBT1 2000000.00000000 PA USD 2010540.00000000 0.479041271282 Long DBT MUN US N 2 2033-02-15 Fixed 5.00000000 N N N N N N New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series 2019A 549300YUVD5TEXR6L889 New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series 2019A 6461366L0 1035000.00000000 PA USD 1003743.00000000 0.239156805018 Long DBT MUN US N 2 2039-12-15 Fixed 4.00000000 N N N N N N New Jersey Economic Development Authority, Revenue Bonds, United Methodist Homes of New Jersey Obligated Group Issue, Refunding Series 2014A 5493006JS6QWDVU4R678 New Jersey Economic Development Authority, Revenue Bonds, United Methodist Homes of New Jersey Obligated Group Issue, Refunding Series 2014A 64577M8Q6 165000.00000000 PA USD 165033.00000000 0.039321584312 Long DBT MUN US N 2 2024-07-01 Fixed 3.75000000 N N N N N N Passaic County Improvement Authority, New Jersey, Lease Revenue Bonds, Preakness Healthcare Center Expansion Project, Series 2012 N/A Passaic County Improvement Authority, New Jersey, Lease Revenue Bonds, Preakness Healthcare Center Expansion Project, Series 2012 702750DK3 1725000.00000000 PA USD 1725017.25000000 0.411011199192 Long DBT MUN US N 2 2035-05-01 Fixed 3.50000000 N N N N N N New Jersey Economic Development Authority, Fixed Rate Revenue Bonds, Lions Gate Project, Series 2014 5493006JS6QWDVU4R678 New Jersey Economic Development Authority, Fixed Rate Revenue Bonds, Lions Gate Project, Series 2014 64577BAR5 530000.00000000 PA USD 494002.40000000 0.117703471561 Long DBT MUN US N 2 2044-01-01 Fixed 5.25000000 N N N N N N Camden County Improvement Authority, New Jersey, Health Care Redevelopment Revenue Bonds, Cooper Health System Obligated Group Issue, Refunding Series 549300UTQBT9ZE0QFB15 Camden County Improvement Authority, New Jersey, Health Care Redevelopment Revenue Bonds, Cooper Health System Obligated Group Issue, Refunding Series 13281QBM6 800000.00000000 PA USD 804544.00000000 0.191694659426 Long DBT MUN US N 2 2028-02-15 Fixed 5.00000000 N N N N N N New Jersey Higher Education Student Assistance Authority, Student Loan Revenue Bonds, Refunding Senior Series 2021B 5493007OOYUHTF8GSL63 New Jersey Higher Education Student Assistance Authority, Student Loan Revenue Bonds, Refunding Senior Series 2021B 646080VY4 835000.00000000 PA USD 693083.40000000 0.165137501885 Long DBT MUN US N 2 2040-12-01 Fixed 2.50000000 N N N N N N New Jersey Educational Facilities Authority, Revenue Bonds, Stevens Institute of Technology, Series 2017A 549300UTOO4X537XXG70 New Jersey Educational Facilities Authority, Revenue Bonds, Stevens Institute of Technology, Series 2017A 646066L99 1000000.00000000 PA USD 1016190.00000000 0.242122489214 Long DBT MUN US N 2 2042-07-01 Fixed 5.00000000 N N N N N N Puerto Rico Public Finance Corporation, Commonwealth Appropriation Bonds, Series 1998A N/A Puerto Rico Public Finance Corporation, Commonwealth Appropriation Bonds, Series 1998A 745291DF8 575000.00000000 PA USD 577788.75000000 0.137666824501 Long DBT MUN US N 2 2024-06-01 Fixed 5.12500000 N N N N N N New Jersey Health Care Facilities Financing Authority, Revenue Bonds, University Hospital Issue, Refunding Series 2015A N/A New Jersey Health Care Facilities Financing Authority, Revenue Bonds, University Hospital Issue, Refunding Series 2015A 64579F7P2 755000.00000000 PA USD 760828.60000000 0.181278810554 Long DBT MUN US N 2 2046-07-01 Fixed 5.00000000 N N N N N N South Jersey Transportation Authority, New Jersey, Transportation System Revenue Bonds, Series 2022A 549300W8SZI2CAOKT956 South Jersey Transportation Authority, New Jersey, Transportation System Revenue Bonds, Series 2022A 838536MQ0 650000.00000000 PA USD 706491.50000000 0.168332182553 Long DBT MUN US N 2 2052-11-01 Fixed 5.25000000 N N N N N N New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Capital Appreciation Series 2010A 549300YUVD5TEXR6L889 New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Capital Appreciation Series 2010A 646136XH9 14360000.00000000 PA USD 10845533.60000000 2.584110837627 Long DBT MUN US N 2 2030-12-15 Fixed 0.00000000 N N N N N N New Jersey Higher Education Student Assistance Authority, Student Loan Revenue Bonds, Senior Series 2020B 5493007OOYUHTF8GSL63 New Jersey Higher Education Student Assistance Authority, Student Loan Revenue Bonds, Senior Series 2020B 646080VF5 590000.00000000 PA USD 560222.70000000 0.133481449963 Long DBT MUN US N 2 2039-12-01 Fixed 3.50000000 N N N N N N Camden County Improvement Authority, New Jersey, County Guaranteed Loan Revenue Bonds, Capital Program, Series 2022 549300UTQBT9ZE0QFB15 Camden County Improvement Authority, New Jersey, County Guaranteed Loan Revenue Bonds, Capital Program, Series 2022 13281NE40 300000.00000000 PA USD 342144.00000000 0.081520933043 Long DBT MUN US N 2 2031-01-15 Fixed 5.00000000 N N N N N N New Jersey Health Care Facilities Financing Authority, Revenue Bonds, Hunterdon Medical Center, Refunding Series 2014A N/A New Jersey Health Care Facilities Financing Authority, Revenue Bonds, Hunterdon Medical Center, Refunding Series 2014A 64579F7B3 655000.00000000 PA USD 665964.70000000 0.158676065394 Long DBT MUN US N 2 2045-07-01 Fixed 5.00000000 N N N N N N New Jersey Economic Development Authority, Revenue Bonds, United Methodist Homes of New Jersey Obligated Group Issue, Refunding Series 2014A 5493006JS6QWDVU4R678 New Jersey Economic Development Authority, Revenue Bonds, United Methodist Homes of New Jersey Obligated Group Issue, Refunding Series 2014A 64577M8R4 405000.00000000 PA USD 411779.70000000 0.098112681655 Long DBT MUN US N 2 2029-07-01 Fixed 5.00000000 N N N N N N New Jersey Educational Facilities Authority, Revenue Bonds, Montclair State University, Refunding Series 2015D 549300UTOO4X537XXG70 New Jersey Educational Facilities Authority, Revenue Bonds, Montclair State University, Refunding Series 2015D 646066KZ2 2000000.00000000 PA USD 2063340.00000000 0.491621662184 Long DBT MUN US N 2 2031-07-01 Fixed 5.00000000 N N N N N N New Jersey Health Care Facilities Financing Authority, Revenue Bonds, Valley Health System Obligated Group, Series 2019 N/A New Jersey Health Care Facilities Financing Authority, Revenue Bonds, Valley Health System Obligated Group, Series 2019 645790NB8 2695000.00000000 PA USD 1881029.15000000 0.448183371301 Long DBT MUN US N 2 2049-07-01 Fixed 3.00000000 N N N N N N New Jersey Education Facilities Authority Revenue Bonds, The College of New Jersey Issue, Series 2013A 549300UTOO4X537XXG70 New Jersey Education Facilities Authority Revenue Bonds, The College of New Jersey Issue, Series 2013A 6460657J5 1015000.00000000 PA USD 1016207.85000000 0.242126742244 Long DBT MUN US N 2 2043-07-01 Fixed 5.00000000 N N N N N N New Jersey Health Care Facilities Financing Authority, Revenue Bonds, Robert Wood Johnson University Hospital Issue, Series 2014A N/A New Jersey Health Care Facilities Financing Authority, Revenue Bonds, Robert Wood Johnson University Hospital Issue, Series 2014A 64579F6M0 2060000.00000000 PA USD 2085276.20000000 0.496848290421 Long DBT MUN US N 2 2039-07-01 Fixed 5.00000000 N N N N N N New Jersey Housing and Mortgage Finance Agency, Single Family Housing Revenue Bonds, Social Series 2022I 5493002ONULJL0FIGU24 New Jersey Housing and Mortgage Finance Agency, Single Family Housing Revenue Bonds, Social Series 2022I 64613AGD8 1445000.00000000 PA USD 1421663.25000000 0.338732564692 Long DBT MUN US N 2 2046-10-01 Fixed 4.60000000 N N N N N N New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Refunding Series 2006C 549300YUVD5TEXR6L889 New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Refunding Series 2006C 646136EX5 1045000.00000000 PA USD 684725.80000000 0.163146178495 Long DBT MUN US N 2 2034-12-15 Fixed 0.00000000 N N N N N N New Jersey Turnpike Authority, Turnpike Revenue Bonds, Series 2021A 5493005YN67D71KSMI84 New Jersey Turnpike Authority, Turnpike Revenue Bonds, Series 2021A 646140DJ9 1000000.00000000 PA USD 991810.00000000 0.236313589021 Long DBT MUN US N 2 2042-01-01 Fixed 4.00000000 N N N N N N New Jersey Educational Facilities Authority, Revenue Bonds, William Paterson University, Series 2017B 549300UTOO4X537XXG70 New Jersey Educational Facilities Authority, Revenue Bonds, William Paterson University, Series 2017B 646066Y38 1375000.00000000 PA USD 1424238.75000000 0.339346216146 Long DBT MUN US N 2 2047-07-01 Fixed 5.00000000 N N N N N N New Jersey Economic Development Authority, Water Facilities Revenue Bonds, Middlesex Water Company, Series 2019 5493006JS6QWDVU4R678 New Jersey Economic Development Authority, Water Facilities Revenue Bonds, Middlesex Water Company, Series 2019 645780FK8 4195000.00000000 PA USD 3637274.75000000 0.866635192657 Long DBT MUN US N 2 2059-08-01 Fixed 4.00000000 N N N N N N New Jersey Housing and Mortgage Finance Agency, Single Family Housing Revenue Bonds, Series 2020E 5493002ONULJL0FIGU24 New Jersey Housing and Mortgage Finance Agency, Single Family Housing Revenue Bonds, Series 2020E 64613ACU4 1540000.00000000 PA USD 1115252.60000000 0.265725637542 Long DBT MUN US N 2 2040-10-01 Fixed 2.25000000 N N N N N N Monmouth County Improvement Authority, New Jersey, Governmental Pooled Loan Revenue Bonds, Series 2022C N/A Monmouth County Improvement Authority, New Jersey, Governmental Pooled Loan Revenue Bonds, Series 2022C 60956PF56 1045000.00000000 PA USD 1175583.20000000 0.280100306697 Long DBT MUN US N 2 2039-08-15 Fixed 5.00000000 N N N N N N Puerto Rico Sales Tax Financing Corporation, Sales Tax Revenue Bonds, Taxable Restructured Cofina Project Series 2019A-2 N/A Puerto Rico Sales Tax Financing Corporation, Sales Tax Revenue Bonds, Taxable Restructured Cofina Project Series 2019A-2 74529JRH0 2796000.00000000 PA USD 2597288.28000000 0.618842838013 Long DBT MUN US N 2 2040-07-01 Fixed 4.32900000 N N N N N N Verona Township Board of Education, Essex County, New Jersey, General Obligation Bonds, Refunding Series 2020 N/A Verona Township Board of Education, Essex County, New Jersey, General Obligation Bonds, Refunding Series 2020 925053EC0 1280000.00000000 PA USD 959462.40000000 0.228606288780 Long DBT MUN US N 2 2039-03-01 Fixed 2.25000000 N N N N N N Puerto Rico Aqueduct and Sewerage Authority, Revenue Bonds, Refunding Senior Lien Series 2020A N/A Puerto Rico Aqueduct and Sewerage Authority, Revenue Bonds, Refunding Senior Lien Series 2020A 745160SG7 1260000.00000000 PA USD 1280966.40000000 0.305209432653 Long DBT MUN US Y 2 2030-07-01 Fixed 5.00000000 N N N N N N Somers Point, New Jersey, General Obligation Bonds, Improvement Sewer Utility Series 2019 N/A Somers Point, New Jersey, General Obligation Bonds, Improvement Sewer Utility Series 2019 834562GW4 1145000.00000000 PA USD 1000913.20000000 0.238482562780 Long DBT MUN US N 2 2031-10-01 Fixed 2.00000000 N N N N N N 2023-05-31 Nuveen Multistate Trust II E. Scott Wickerham E. Scott Wickerham Vice President and Funds Controller XXXX NPORT-EX 2 tiaa_NFNJ.htm

1

Nuveen

Massachusetts

Municipal

Bond

Fund

Portfolio

of

Investments

May

31,

2023

(Unaudited)

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

LONG-TERM

INVESTMENTS

-

95.1%

X

606,157,477

MUNICIPAL

BONDS

-

95.1%

X

606,157,477

Education

and

Civic

Organizations

-

21.8%

$

1,315

Lowell,

Massachusetts,

Collegiate

Charter

School

Revenue

Bonds,

Series

2019,

5.000%,

6/15/39

6/26

at

100.00

N/R

$

1,265,832

650

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Babson

College,

Refunding

Series

2022,

4.000%,

10/01/44

4/32

at

100.00

A+

594,074

1,000

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Bentley

College

Issue,

Series

2021A,

4.000%,

7/01/40

7/31

at

100.00

A2

932,670

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Berklee

College

of

Music,

Series

2016:

1,260

5.000%,

10/01/39

10/26

at

100.00

A

1,296,628

5,165

5.000%,

10/01/46

10/26

at

100.00

A

5,257,402

3,000

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Boston

College,

Series

2013S,

5.000%,

7/01/32

7/23

at

100.00

AA-

3,003,060

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Boston

College,

Series

2017T:

2,350

5.000%,

7/01/39

7/27

at

100.00

AA-

2,498,873

1,020

5.000%,

7/01/42

7/27

at

100.00

AA-

1,077,701

7,000

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Boston

University,

Series

2013X,

5.000%,

10/01/48

10/23

at

100.00

AA-

7,010,150

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Brandeis

University

Issue,

Series

2018R:

1,195

5.000%,

10/01/37

10/28

at

100.00

A+

1,282,283

840

5.000%,

10/01/38

10/28

at

100.00

A+

897,825

1,000

5.000%,

10/01/39

10/28

at

100.00

A+

1,066,000

3,000

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Emerson

College,

Series

2015,

5.000%,

1/01/35

1/25

at

100.00

BBB+

3,034,680

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Emerson

College,

Series

2016A:

1,510

5.250%,

1/01/42

1/27

at

100.00

BBB+

1,531,578

1,500

5.000%,

1/01/47

1/27

at

100.00

BBB+

1,502,445

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Emerson

College,

Series

2017A:

1,600

5.000%,

1/01/37

1/28

at

100.00

BBB+

1,633,840

6,020

5.000%,

1/01/40

1/28

at

100.00

BBB+

6,089,832

2,000

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Emerson

College,

Series

2018,

5.000%,

1/01/43

1/28

at

100.00

BBB+

2,013,720

2,500

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Emmanuel

College,

Series

2016A,

5.000%,

10/01/43

10/26

at

100.00

Baa2

2,433,250

2,055

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Lesley

University,

Series

2016,

5.000%,

7/01/36

7/26

at

100.00

BBB+

2,081,078

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

MCPHS

University

Issue,

Series

2015H:

550

3.500%,

7/01/35

7/25

at

100.00

AA

537,928

235

5.000%,

7/01/37

7/25

at

100.00

AA

242,440

700

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Merrimack

College,

Series

2017,

5.000%,

7/01/37

7/26

at

100.00

BBB-

708,547

1,000

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Merrimack

College,

Series

2022,

5.000%,

7/01/52

7/32

at

100.00

BBB-

981,010

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Northeastern

University,

Series

2014A:

1,125

5.000%,

3/01/39

3/24

at

100.00

A1

1,133,921

2,065

5.000%,

3/01/44

3/24

at

100.00

A1

2,076,977

1,000

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Northeastern

University,

Series

2020A,

5.000%,

10/01/35

10/30

at

100.00

A1

1,128,690

1,000

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Northeastern

University,

Series

2022,

5.000%,

10/01/44

10/32

at

100.00

A1

1,108,800

1,000

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Simmons

College,

Series

2013J,

5.250%,

10/01/39

10/23

at

100.00

BBB

1,002,320

Nuveen

Massachusetts

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

May

31,

2023

(Unaudited)

2

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Education

and

Civic

Organizations

(continued)

$

1,680

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Simmons

University

Issue,

Series

2020M,

5.000%,

10/01/39

10/30

at

100.00

BBB

$

1,715,414

2,750

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Springfield

College,

Green

Series

2021B,

4.000%,

6/01/41

6/30

at

100.00

BBB

2,405,728

2,495

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Sterling

and

Francine

Clark

Art

Institute,

Series

2015,

5.000%,

7/01/33

7/25

at

100.00

AA

2,594,401

2,415

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Sterling

and

Francine

Clark

Art

Institute,

Series

2016,

4.000%,

7/01/41

1/27

at

100.00

AA

2,390,826

610

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Suffolk

University,

Refunding

Series

2019,

5.000%,

7/01/37

7/29

at

100.00

Baa2

628,361

5,000

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Suffolk

University,

Refunding

Series

2020A,

4.000%,

7/01/45

7/30

at

100.00

Baa2

4,342,900

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Suffolk

University,

Series

2021:

570

4.000%,

7/01/46

7/31

at

100.00

Baa2

491,431

1,470

4.000%,

7/01/51

7/31

at

100.00

Baa2

1,227,612

1,500

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

The

Broad

Institute,

Series

2017,

5.000%,

4/01/36

10/27

at

100.00

AA-

1,608,225

875

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Tufts

University,

Series

2015Q,

5.000%,

8/15/38

8/25

at

100.00

AA-

896,525

1,000

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Wheaton

College,

Series

2017H,

5.000%,

1/01/37

1/28

at

100.00

Baa2

1,008,370

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Woods

Hole

Oceanographic

Institution,

Series

2018:

1,000

5.000%,

6/01/37

6/28

at

100.00

AA-

1,062,390

1,000

5.000%,

6/01/38

6/28

at

100.00

AA-

1,059,320

6,210

5.000%,

6/01/48

6/28

at

100.00

AA-

6,479,949

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Worcester

Polytechnic

Institute,

Series

2017B:

5,000

5.000%,

9/01/42

9/27

at

100.00

A

5,183,400

7,000

5.000%,

9/01/45

9/27

at

100.00

A

7,232,260

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Worcester

Polytechnic

Institute,

Series

2019:

745

5.000%,

9/01/33

9/29

at

100.00

A

810,843

1,000

4.000%,

9/01/44

9/29

at

100.00

A

933,960

3,500

5.000%,

9/01/49

9/29

at

100.00

A

3,646,440

Massachusetts

Development

Finance

Authority,

Revenue

Bonds,

Suffolk

University,

Refunding

Series

2017:

700

5.000%,

7/01/35

7/27

at

100.00

Baa2

721,112

500

5.000%,

7/01/36

7/27

at

100.00

Baa2

512,720

2,345

Massachusetts

Development

Finance

Authority,

Revenue

Bonds,

WGBH

Educational

Foundation,

Refunding

Series

2016,

5.000%,

1/01/36

7/26

at

100.00

AA-

2,446,796

2,100

Massachusetts

Development

Finance

Authority,

Revenue

Bonds,

WGBH

Educational

Foundation,

Series

2002A,

5.750%,

1/01/42

-

AMBAC

Insured

No

Opt.

Call

AAA

2,601,501

1,655

Massachusetts

Educational

Financing

Authority,

Education

Loan

Revenue

Bonds,

Issue

J,

Series

2016,

5.000%,

7/01/24,

(AMT)

No

Opt.

Call

AA

1,670,077

Massachusetts

Educational

Financing

Authority,

Education

Loan

Revenue

Bonds,

Issue

K,

Series

2017A:

1,480

5.000%,

7/01/24,

(AMT)

No

Opt.

Call

AA

1,495,037

2,800

5.000%,

7/01/26,

(AMT)

No

Opt.

Call

AA

2,889,012

Massachusetts

Educational

Financing

Authority,

Education

Loan

Revenue

Bonds,

Issue

L,

Senior

Series

2020B:

850

5.000%,

7/01/29,

(AMT)

No

Opt.

Call

AA

902,462

1,000

5.000%,

7/01/30,

(AMT)

No

Opt.

Call

AA

1,071,820

1,000

Massachusetts

Educational

Financing

Authority,

Student

Loan

Revenue

Bonds,

Issue

I

Series

2014,

5.000%,

1/01/27,

(AMT)

1/25

at

100.00

AA

1,016,080

2,500

University

of

Massachusetts

Building

Authority,

Project

Revenue

Bonds,

Senior

Series

2015-1,

5.000%,

11/01/40

11/25

at

100.00

Aa2

2,588,675

3

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Education

and

Civic

Organizations

(continued)

University

of

Massachusetts

Building

Authority,

Project

Revenue

Bonds,

Senior

Series

2022-1:

$

5,550

4.000%,

11/01/46

5/32

at

100.00

Aa2

$

5,407,143

10,605

5.000%,

11/01/52

5/30

at

100.00

Aa2

11,242,254

University

of

Massachusetts

Building

Authority,

Revenue

Bonds,

Refunding

Senior

Series

2019-1:

1,000

5.000%,

5/01/38

5/29

at

100.00

Aa2

1,082,290

2,000

5.000%,

5/01/39

5/29

at

100.00

Aa2

2,160,480

Total

Education

and

Civic

Organizations

138,949,368

Health

Care

-

16.9%

2,160

Massachusetts

Development

Finance

Agency

Revenue

Bonds,

South

Shore

Hospital,

Series

2016I,

5.000%,

7/01/41

7/26

at

100.00

BBB

2,182,702

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Baystate

Medical

Center

Issue,

Series

2014N:

1,000

5.000%,

7/01/34

7/24

at

100.00

A+

1,013,290

5,700

5.000%,

7/01/44

7/24

at

100.00

A+

5,721,432

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Beth

Israel

Lahey

Health

Issue,

Series

2019K:

1,250

5.000%,

7/01/36

7/29

at

100.00

A

1,342,475

1,400

5.000%,

7/01/38

7/29

at

100.00

A

1,488,116

275

5.000%,

7/01/39

7/29

at

100.00

A

290,675

250

5.000%,

7/01/41

7/29

at

100.00

A

260,645

7,800

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Boston

Medical

Center

Issue,

Green

Bonds,

Series

2015D,

5.000%,

7/01/44

7/25

at

100.00

BBB

7,883,226

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Boston

Medical

Center

Issue,

Series

2016E:

2,000

5.000%,

7/01/32

7/26

at

100.00

BBB

2,074,740

1,825

5.000%,

7/01/36

7/26

at

100.00

BBB

1,854,455

5,350

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Boston

Medical

Center

Issue,

Series

2023G,

5.250%,

7/01/48

7/33

at

100.00

BBB

5,605,409

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

CareGroup

Issue,

Refunding

Series

2016-I:

1,675

5.000%,

7/01/30

7/26

at

100.00

A

1,759,135

1,500

5.000%,

7/01/37

7/26

at

100.00

A

1,556,715

1,935

5.000%,

7/01/38

7/26

at

100.00

A

2,004,718

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

CareGroup

Issue,

Series

2015H-1:

900

5.000%,

7/01/30

7/25

at

100.00

A

931,383

1,000

5.000%,

7/01/32

7/25

at

100.00

A

1,034,620

500

5.000%,

7/01/33

7/25

at

100.00

A

516,855

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

CareGroup

Issue,

Series

2018J-2:

5,000

5.000%,

7/01/43

7/28

at

100.00

A

5,190,300

4,100

5.000%,

7/01/48

7/28

at

100.00

A

4,225,665

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Dana-Farber

Cancer

Institute

Issue,

Series

2016N:

1,925

5.000%,

12/01/41

12/26

at

100.00

A1

1,978,476

6,100

5.000%,

12/01/46

12/26

at

100.00

A1

6,222,488

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Lahey

Health

System

Obligated

Group

Issue,

Series

2015F:

2,645

5.000%,

8/15/35

8/25

at

100.00

A

2,725,276

5,325

5.000%,

8/15/45

8/25

at

100.00

A

5,410,200

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Mass

General

Brigham,

Sereis

2020A-2:

3,535

4.000%,

7/01/40

1/30

at

100.00

AA-

3,464,406

1,490

4.000%,

7/01/41

1/30

at

100.00

AA-

1,450,888

1,545

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Milford

Regional

Medical

Center

Issue,

Series

2014F,

5.750%,

7/15/43

7/23

at

100.00

B+

1,545,340

Nuveen

Massachusetts

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

May

31,

2023

(Unaudited)

4

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Health

Care

(continued)

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Milford

Regional

Medical

Center

Issue,

Series

2020G:

$

100

5.000%,

7/15/30,

144A

No

Opt.

Call

B+

$

98,633

100

5.000%,

7/15/37,

144A

7/30

at

100.00

B+

91,614

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Partners

HealthCare

System

Issue,

Series

2016Q:

1,250

4.000%,

7/01/41

7/26

at

100.00

AA-

1,217,188

2,250

5.000%,

7/01/41

7/26

at

100.00

AA-

2,320,537

4,710

5.000%,

7/01/47

7/26

at

100.00

AA-

4,834,297

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Partners

HealthCare

System

Issue,

Series

2017S-1:

2,200

5.000%,

7/01/37

1/28

at

100.00

AA-

2,335,696

6,330

4.000%,

7/01/41

1/28

at

100.00

AA-

6,163,837

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Southcoast

Health

System

Obligated

Group

Issue,

Series

2013F:

1,750

5.000%,

7/01/27

7/23

at

100.00

BBB+

1,751,208

1,000

5.000%,

7/01/37

7/23

at

100.00

BBB+

1,000,490

365

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Southcoast

Health

System

Obligated

Group

Issue,

Series

2021G,

4.000%,

7/01/46

7/31

at

100.00

A-

318,762

3,800

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

The

Lowell

General

Hospital,

Series

2013G,

5.000%,

7/01/44

7/23

at

100.00

BBB+

3,653,738

890

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

UMass

Memorial

Health

Care

Obligated

Group

Issue,

Series

2017K,

5.000%,

7/01/38

1/27

at

100.00

A-

906,323

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

UMass

Memorial

Health

Care

Obligated

Group

Issue,

Series

2017L:

400

3.625%,

7/01/37

7/27

at

100.00

A-

350,936

6,855

5.000%,

7/01/44

7/27

at

100.00

A-

6,911,211

555

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

UMass

Memorial

Health

Care,

Series

2016I,

5.000%,

7/01/36

7/26

at

100.00

A-

569,580

500

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Wellforce

Issue,

Series

2019A,

5.000%,

7/01/44

1/29

at

100.00

BBB+

484,455

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Wellforce

Issue,

Series

2020C:

3,355

3.000%,

10/01/45

-

AGM

Insured

10/30

at

100.00

AA

2,606,801

2,700

4.000%,

10/01/45

-

AGM

Insured

10/30

at

100.00

AA

2,544,183

Total

Health

Care

107,893,119

Housing/Multifamily

-

2.1%

5,000

Massachusetts

Development

Finance

Agency,

Multifamily

Housing

Revenue

Bonds,

Salem

Heights

II

Preservation

Associates

LP,

Social

Series

2021A,

2.300%,

1/01/42

No

Opt.

Call

AA+

3,424,400

2,115

Massachusetts

Housing

Finance

Agency,

Housing

Bonds,

Series

2019B-1,

3.100%,

12/01/44

12/28

at

100.00

AA+

1,673,620

2,000

Massachusetts

Housing

Finance

Agency,

Housing

Bonds,

Series

2020A-1,

3.000%,

12/01/45

12/28

at

100.00

AA+

1,533,660

1,800

Massachusetts

Housing

Finance

Agency,

Housing

Bonds,

Sustainability

Green

Series

2020C-1,

2.450%,

12/01/45

12/29

at

100.00

AA+

1,224,126

Massachusetts

Housing

Finance

Agency,

Housing

Bonds,

Sustainability

Green

Series

2020D-1:

1,500

2.200%,

12/01/40

6/30

at

100.00

AA+

1,081,650

1,100

2.375%,

12/01/45

6/30

at

100.00

AA+

736,791

Massachusetts

Housing

Finance

Agency,

Housing

Bonds,

Sustainability

Green

Series

2021A-1:

500

2.000%,

12/01/36

6/30

at

100.00

AA+

389,180

410

2.375%,

12/01/46

6/30

at

100.00

AA+

270,182

325

2.450%,

12/01/51

6/30

at

100.00

AA+

201,162

2,685

Massachusetts

Housing

Finance

Agency,

Housing

Bonds,

Sustainability

Green

Series

2022C-1,

5.000%,

12/01/47

6/32

at

100.00

AA+

2,795,837

Total

Housing/Multifamily

13,330,608

5

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Housing/Single

Family

-

0.8%

$

1,500

Massachusetts

Housing

Finance

Agency,

Single

Family

Housing

Revenue

Bonds,

Series

2020-218,

2.400%,

6/01/44

12/29

at

100.00

AA+

$

1,065,960

1,500

Massachusetts

Housing

Finance

Agency,

Single

Family

Housing

Revenue

Bonds,

Social

Series

2021-221,

2.300%,

6/01/44

6/30

at

100.00

AA+

1,060,425

Massachusetts

Housing

Finance

Agency,

Single

Family

Housing

Revenue

Bonds,

Social

Series

2021-223:

1,200

1.950%,

6/01/32

12/30

at

100.00

AA+

1,008,060

750

2.000%,

12/01/32

12/30

at

100.00

AA+

637,860

1,380

2.050%,

6/01/33

12/30

at

100.00

AA+

1,169,812

500

2.100%,

12/01/33

12/30

at

100.00

AA+

422,020

Total

Housing/Single

Family

5,364,137

Long-Term

Care

-

0.7%

Massachusetts

Development

Finance

Agency

Revenue

Refunding

Bonds,

NewBridge

on

the

Charles,

Inc.

Issue,

Series

2017:

1,910

4.125%,

10/01/42,

144A

6/23

at

105.00

BB+

1,539,021

275

5.000%,

10/01/47,

144A

6/23

at

105.00

BB+

246,812

560

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Berkshire

Retirement

Community

Lennox,

Series

2015,

5.000%,

7/01/31

7/25

at

100.00

A+

568,495

550

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Loomis

Communities,

Series

2021,

4.000%,

1/01/51

1/27

at

103.00

BBB

425,810

400

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Orchard

Cove,

Inc.,

Refunding

Series

2019,

5.000%,

10/01/39

10/24

at

104.00

BBB

392,964

1,020

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Salem

Community

Corporation,

Refunding

Series

2022,

5.125%,

1/01/40

1/32

at

100.00

N/R

927,007

Total

Long-Term

Care

4,100,109

Tax

Obligation/General

-

16.3%

825

Andover,

Massachusetts,

General

Obligation

Bonds,

Municipal

Purpose

Loan

Series

2022,

4.000%,

7/15/42

7/31

at

100.00

AAA

833,555

Central

Berkshire

Regional

School

District,

Dalton,

Massachusetts,

General

Obligation

Bonds,

State

Qualified

Series

2019:

1,400

3.000%,

6/01/38

6/28

at

100.00

AA+

1,234,170

1,440

3.000%,

6/01/39

6/28

at

100.00

AA+

1,251,951

1,490

3.000%,

6/01/40

6/28

at

100.00

AA+

1,276,900

10,000

Dennis-Yarmouth

Regional

School

District,

Barnstable

County,

Massachusetts,

General

Obligation

Bond, Anticipation

Note

Series

2022,

4.500%,

11/14/23

No

Opt.

Call

N/R

10,043,800

Fall

River,

Massachusetts,

General

Obligation

Bonds,

State

Qualified

Municipal

Purpose

Loan

Series

2021:

1,655

4.000%,

12/01/32

12/29

at

100.00

Aa2

1,747,150

1,610

4.000%,

12/01/33

12/29

at

100.00

Aa2

1,682,386

1,615

Higham,

Massachusetts,

General

Obligation

Bonds,

Water

Series

2020,

3.000%,

2/15/38

8/28

at

100.00

AAA

1,459,379

1,740

Hudson,

Massachusetts,

General

Obligation

Bonds,

Municipal

Purpose

Loan

Series

2011,

5.000%,

2/15/32

7/23

at

100.00

AA

1,742,210

2,000

Massachusetts

Development

Finance

Agency,

Special

Obligation

Bonds,

Commonwealth

Contract Assistance,

Series

2015A,

4.000%,

5/01/45

5/25

at

100.00

Aa1

1,974,500

3,000

Massachusetts

State,

General

Obligation

Bonds,

Consolidated

Loan,

Series

2015C,

5.000%,

7/01/45

7/25

at

100.00

AA+

3,068,940

1,190

Massachusetts

State,

General

Obligation

Bonds,

Consolidated

Loan,

Series

2016A,

5.000%,

3/01/46

3/24

at

100.00

AA+

1,198,032

3,000

Massachusetts

State,

General

Obligation

Bonds,

Consolidated

Loan,

Series

2017A,

5.000%,

4/01/42

4/27

at

100.00

AA+

3,144,540

5,000

Massachusetts

State,

General

Obligation

Bonds,

Consolidated

Loan,

Series

2017F,

5.000%,

11/01/46

11/27

at

100.00

AA+

5,250,950

Massachusetts

State,

General

Obligation

Bonds,

Consolidated

Loan,

Series

2018A:

3,750

5.000%,

1/01/42

1/28

at

100.00

AA+

3,968,212

2,490

5.000%,

1/01/45

1/28

at

100.00

AA+

2,625,331

950

5.000%,

1/01/46

1/28

at

100.00

AA+

1,000,569

Nuveen

Massachusetts

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

May

31,

2023

(Unaudited)

6

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Tax

Obligation/General

(continued)

$

11,110

Massachusetts

State,

General

Obligation

Bonds,

Consolidated

Loan,

Series

2019A,

5.000%,

1/01/49

1/29

at

100.00

AA+

$

11,763,046

7,000

Massachusetts

State,

General

Obligation

Bonds,

Consolidated

Loan,

Series

2022C,

5.250%,

10/01/47

10/32

at

100.00

AA+

7,850,080

1,250

Massachusetts

State,

General

Obligation

Bonds,

Refunding

Series

2020D,

4.000%,

11/01/40

11/30

at

100.00

AA+

1,259,200

10,000

Massachusetts

State,

General

Obligation

Bonds,

Series

2022E,

5.000%,

11/01/47

11/32

at

100.00

AA+

10,993,100

1,000

North

Reading,

Massachusetts,

General

Obligation

Bonds,

Municipal

Purpose

Loan

Series

2012,

5.000%,

5/15/35

7/23

at

100.00

Aa2

1,001,100

5,000

Northeast

Metropolitan

Regional

Vocational

Technical

School

District,

Massachusetts,

General

Obligation

Bonds,

School

Series

2022,

4.000%,

4/15/47

4/31

at

100.00

AA

4,917,850

1,950

Pentucket

Regional

School

District,

Massachusetts,

General

Obligation

Bonds,

Series

2019,

3.000%,

9/01/42

9/27

at

100.00

Aa2

1,585,974

3,000

Puerto

Rico,

General

Obligation

Bonds,

Restructured

Series

2022A-1,

4.000%,

7/01/46

7/31

at

103.00

N/R

2,425,680

7,555

Revere,

Massachusetts,

General

Obligation

Bonds,

State

Qualified

Municipal

Purpose

Loan

Series

2022,

4.000%,

8/01/47

8/31

at

100.00

AA+

7,429,965

3,215

Scituate,

Massachusetts,

General

Obligation

Bonds,

Municipal

Purpose

Loan

Series

2015,

4.000%,

9/15/33

9/24

at

100.00

AA+

3,241,845

2,170

Tisbury,

Massachusetts,

General

Obligation

Bonds,

Municipal

Purpose

Loan

Series

2022,

4.000%,

8/15/42

8/30

at

100.00

AA+

2,169,957

2,615

Waltham,

Massachusetts,

General

Obligation

Bonds,

School

Series

2020,

3.000%,

10/15/33

10/29

at

100.00

AA+

2,502,738

3,440

Webster,

Massachusetts,

General

Obligation

Bonds,

Qualified

School

Project,

Chapter

70B,

Loan

Series

2022,

4.000%,

12/01/42

12/31

at

100.00

AA+

3,435,597

Total

Tax

Obligation/General

104,078,707

Tax

Obligation/Limited

-

20.1%

Government

of

Guam,

Business

Privilege

Tax

Bonds,

Refunding

Series

2015D:

1,355

5.000%,

11/15/27

11/25

at

100.00

BB

1,375,989

1,000

5.000%,

11/15/39

11/25

at

100.00

BB

989,350

Guam

Government,

Limited

Obligation

Section

30

Revenue

Bonds,

Series

2016A:

1,160

5.000%,

12/01/31

12/26

at

100.00

BB

1,191,216

2,000

5.000%,

12/01/46

12/26

at

100.00

BB

1,929,160

1,010

Martha's

Vineyard

Land

Bank,

Massachusetts,

Revenue

Bonds,

Refunding

Green

Series

2014,

5.000%,

5/01/33

-

BAM

Insured

11/24

at

100.00

AA

1,032,604

500

Martha's

Vineyard

Land

Bank,

Massachusetts,

Revenue

Bonds,

Refunding

Green

Series

2017,

5.000%,

5/01/36

-

BAM

Insured

5/27

at

100.00

AA

531,110

10,000

Massachusetts

Bay

Transportation

Authority,

Assessment

Bonds,

Sustainability

Series

2022A-2,

5.000%,

7/01/52

7/32

at

100.00

AAA

10,957,400

2,500

Massachusetts

Bay

Transportation

Authority,

Sales

Tax

Revenue

Bonds,

Senior

Lien

Series

2015A,

5.000%,

7/01/45

7/25

at

100.00

AAA

2,557,450

10,000

Massachusetts

Bay

Transportation

Authority,

Sales

Tax

Revenue

Bonds,

Senior

Series

2023A-1,

5.250%,

7/01/48

7/33

at

100.00

AAA

11,302,200

2,050

Massachusetts

Bay

Transportation

Authority,

Sales

Tax

Revenue

Bonds,

Subordinated

Series

2017A-2,

5.000%,

7/01/44

7/27

at

100.00

AA+

2,145,653

Massachusetts

Bay

Transportation

Authority,

Sales

Tax

Revenue

Bonds,

Subordinated

Series

2021A-1:

4,330

4.000%,

7/01/39

7/31

at

100.00

AA+

4,366,762

1,000

4.000%,

7/01/51

7/31

at

100.00

AA+

970,020

5,570

Massachusetts

Bay

Transportation

Authority,

Sales

Tax

Revenue

Bonds,

Subordinated

Sustainability

Series

2017A-1,

5.000%,

7/01/41

7/27

at

100.00

AA+

5,852,789

500

Massachusetts

College

Building

Authority,

Project

Revenue

Bonds,

Refunding

Series

2022A,

4.000%,

5/01/42

5/32

at

100.00

AA

497,985

1,310

Massachusetts

College

Building

Authority,

Revenue

Bonds,

Refunding

Series

2011A,

5.000%,

5/01/24

No

Opt.

Call

AA

1,330,331

1,650

Massachusetts

School

Building

Authority,

Dedicated

Sales

Tax

Revenue

Bonds,

Refunding

Senior

Series

2015C,

5.000%,

8/15/37

8/25

at

100.00

AAA

1,702,387

7

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Tax

Obligation/Limited

(continued)

Massachusetts

School

Building

Authority,

Dedicated

Sales

Tax

Revenue

Bonds,

Senior

Social

Series

2020A:

$

5,000

4.000%,

8/15/45

8/30

at

100.00

AAA

$

4,899,850

3,020

5.000%,

8/15/50

8/30

at

100.00

AAA

3,235,235

7,000

Massachusetts

School

Building

Authority,

Dedicated

Sales

Tax

Revenue

Bonds,

Subordinated

Series

2018A,

5.250%,

2/15/48

2/28

at

100.00

AA+

7,432,670

4,480

Massachusetts

School

Building

Authority,

Dedicated

Sales

Tax

Revenue

Bonds,

Subordinated

Series

2019A,

5.000%,

2/15/44

2/29

at

100.00

AA+

4,775,501

2,800

Massachusetts

State,

Transportation

Fund

Revenue

Bonds,

Rail

Enhancement

&

Accelerated

Bridge

Program,

Series

2016A,

5.000%,

6/01/41

6/26

at

100.00

AAA

2,910,544

3,180

Massachusetts

State,

Transportation

Fund

Revenue

Bonds,

Rail

Enhancement

&

Accelerated

Bridge

Programs,

Series

2017A,

5.000%,

6/01/47

6/27

at

100.00

AAA

3,321,669

5,540

Massachusetts

State,

Transportation

Fund

Revenue

Bonds,

Rail

Enhancement

&

Accelerated

Bridge

Programs,

Series

2019A,

5.000%,

6/01/49

6/29

at

100.00

AAA

5,893,618

3,500

Massachusetts

State,

Transportation

Fund

Revenue

Bonds,

Rail

Enhancement

Program,

Series

2015A,

5.000%,

6/01/45

6/25

at

100.00

AAA

3,578,120

15,000

Massachusetts

State,

Transportation

Fund

Revenue

Bonds,

Rail

Enhancement

Program,

Sustainability Green

Series

2022A,

5.000%,

6/01/50

6/31

at

100.00

AAA

16,246,050

4,805

Massachusetts

State,

Transportation

Fund

Revenue

Bonds,

Refunding

Series

2017A,

5.000%,

6/01/43

12/27

at

100.00

AAA

5,067,641

1,665

Massachusetts

State,

Transportation

Fund

Revenue

Bonds,

Refunding

Series

2021A,

5.000%,

6/01/42

6/31

at

100.00

AAA

1,833,082

1,510

Matching

Fund

Special

Purpose

Securitization

Corporation,

Virgin

Islands,

Revenue

Bonds,

Series

2022A,

5.000%,

10/01/39

10/32

at

100.00

N/R

1,489,977

5,000

Puerto

Rico

Highway

and

Transportation

Authority,

Restructured

Toll

Revenue

Bonds,

Series

2022A,

5.000%,

7/01/62

7/32

at

100.00

N/R

4,806,250

Puerto

Rico

Sales

Tax

Financing

Corporation,

Sales

Tax

Revenue

Bonds,

Restructured

2018A-1:

3,177

4.550%,

7/01/40

7/28

at

100.00

N/R

3,031,493

4,510

0.000%,

7/01/46

7/28

at

41.38

N/R

1,218,783

4,725

4.750%,

7/01/53

7/28

at

100.00

N/R

4,381,256

5,708

5.000%,

7/01/58

7/28

at

100.00

N/R

5,467,922

Total

Tax

Obligation/Limited

128,322,067

Transportation

-

5.7%

1,250

Massachusetts

Department

of

Transportation,

Metropolitan

Highway

System

Revenue

Bonds,

Refunding

Senior

Lien

Series

2019A,

5.000%,

1/01/37

1/29

at

100.00

A+

1,355,925

1,500

Massachusetts

Port

Authority,

Revenue

Bonds,

Refunding

Series

2017A,

5.000%,

7/01/42,

(AMT)

7/27

at

100.00

AA

1,534,935

1,250

Massachusetts

Port

Authority,

Revenue

Bonds,

Refunding

Series

2021A,

5.000%,

7/01/39

7/31

at

100.00

AA

1,385,938

Massachusetts

Port

Authority,

Revenue

Bonds,

Refunding

Series

2021B:

1,200

5.000%,

7/01/40,

(AMT)

7/31

at

100.00

AA

1,273,236

5,750

5.000%,

7/01/44,

(AMT)

7/24

at

100.00

AA

5,781,222

1,780

Massachusetts

Port

Authority,

Revenue

Bonds,

Series

2014A,

5.000%,

7/01/34

7/24

at

100.00

AA

1,810,652

Massachusetts

Port

Authority,

Revenue

Bonds,

Series

2015A:

1,425

5.000%,

7/01/40

7/25

at

100.00

AA

1,463,033

2,000

5.000%,

7/01/45

7/25

at

100.00

AA

2,045,960

1,750

Massachusetts

Port

Authority,

Revenue

Bonds,

Series

2015B,

5.000%,

7/01/45,

(AMT)

7/25

at

100.00

AA

1,766,835

10,000

Massachusetts

Port

Authority,

Revenue

Bonds,

Series

2019C,

5.000%,

7/01/49,

(AMT)

7/29

at

100.00

AA

10,273,900

2,500

Massachusetts

Port

Authority,

Revenue

Bonds,

Series

2021E,

5.000%,

7/01/46,

(AMT)

7/31

at

100.00

AA

2,607,125

Nuveen

Massachusetts

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

May

31,

2023

(Unaudited)

8

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Transportation

(continued)

$

4,675

Massachusetts

Port

Authority,

Special

Facilities

Revenue

Bonds,

BOSFUEL

Corporation,

Series

2019A,

5.000%,

7/01/49,

(AMT)

7/29

at

100.00

A1

$

4,800,524

Total

Transportation

36,099,285

U.S.

Guaranteed

-

3.9%

(4)

1,890

Massachusetts

College

Building

Authority,

Project

Revenue

Bonds,

Green

Series

2014B,

5.000%,

5/01/44,

(Pre-refunded

5/01/24)

5/24

at

100.00

AA

1,918,993

5,915

Massachusetts

Development

Finance

Agency

Revenue

Bonds,

Childrens

Hospital

Issue,

Series

2014P,

5.000%,

10/01/46,

(Pre-refunded

10/01/24)

10/24

at

100.00

AA

6,031,585

2,340

Massachusetts

Development

Finance

Agency,

Hospital

Revenue

Bonds,

Cape

Cod

Healthcare

Obligated

Group,

Series

2013,

5.250%,

11/15/41,

(Pre-refunded

11/15/23)

11/23

at

100.00

N/R

2,359,164

6,000

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Atrius

Health

Issue,

Series

2019A,

5.000%,

6/01/39,

(Pre-refunded

6/01/29)

6/29

at

100.00

N/R

6,776,040

665

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

North

Hill

Communities

Issue,

Series

2013A,

6.250%,

11/15/28,

(Pre-refunded

11/15/23),

144A

11/23

at

100.00

N/R

672,594

2,500

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Partners

HealthCare

System,

Series

2014M-4,

5.000%,

7/01/44,

(Pre-refunded

7/01/23)

7/23

at

100.00

AA-

2,503,075

1,550

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Phillips

Academy

,

Series

2014A,

5.000%,

9/01/43,

(Pre-refunded

9/01/23)

9/23

at

100.00

Aaa

1,556,029

1,820

Massachusetts

Water

Resources

Authority,

General

Revenue

Bonds,

Green

Series

2016C,

5.000%,

8/01/40,

(Pre-refunded

8/01/26)

8/26

at

100.00

AA+

1,937,827

1,000

Massachusetts

Water

Resources

Authority,

General

Revenue

Bonds,

Series

2016B,

5.000%,

8/01/40,

(Pre-refunded

8/01/26)

8/26

at

100.00

AA+

1,064,740

Total

U.S.

Guaranteed

24,820,047

Utilities

-

6.8%

4,000

Boston

Water

and

Sewer

Commission,

Massachusetts,

General

Revenue

Bonds,

Senior

Series

2018A,

4.000%,

11/01/40

5/26

at

100.00

AAA

4,007,040

2,805

Guam

Government

Waterworks

Authority,

Water

and

Wastewater

System

Revenue

Bonds,

Refunding

Series

2017,

5.000%,

7/01/40

7/27

at

100.00

A-

2,840,539

920

Guam

Government

Waterworks

Authority,

Water

and

Wastewater

System

Revenue

Bonds,

Series

2016,

5.000%,

1/01/46

7/26

at

100.00

A-

928,464

2,500

Guam

Government

Waterworks

Authority,

Water

and

Wastewater

System

Revenue

Bonds,

Series

2020A,

5.000%,

1/01/50

7/30

at

100.00

A-

2,510,800

2,700

Massachusetts

Clean

Water

Trust,

State

Revolving

Fund

Bonds,

Green

18

Series

2015,

5.000%,

2/01/45

2/24

at

100.00

AAA

2,715,795

1,650

Massachusetts

Clean

Water

Trust,

State

Revolving

Fund

Bonds,

Green

23B

Series

2021,

5.000%,

2/01/41

2/31

at

100.00

AAA

1,836,301

5,785

Massachusetts

Clean

Water

Trust,

State

Revolving

Fund

Bonds,

Sustainabilty

24B

Series

2022,

5.000%,

2/01/43

2/32

at

100.00

AAA

6,483,365

Massachusetts

Municipal

Wholesale

Electric

Company,

MMWEC,

Revenue

Bonds,

Project

2015A,

Series

2021A:

1,000

4.000%,

7/01/39

1/32

at

100.00

AA-

1,000,250

1,310

4.000%,

7/01/40

1/32

at

100.00

AA-

1,301,249

1,400

4.000%,

7/01/41

1/32

at

100.00

AA-

1,382,458

4,250

4.000%,

7/01/51

1/32

at

100.00

AA-

4,034,993

1,250

Massachusetts

Water

Resources

Authority,

General

Revenue

Bonds,

Green

Series

2023B,

5.250%,

8/01/48

8/33

at

100.00

AA+

1,413,862

Massachusetts

Water

Resources

Authority,

General

Revenue

Bonds,

Series

2017B:

1,000

5.000%,

8/01/39

8/27

at

100.00

AA+

1,057,760

1,870

5.000%,

8/01/42

8/27

at

100.00

AA+

1,966,642

4,945

Puerto

Rico

Aqueduct

and

Sewerage

Authority,

Revenue

Bonds,

Refunding

Senior

Lien

Series

2020A,

5.000%,

7/01/30,

144A

No

Opt.

Call

N/R

5,027,285

3,000

Puerto

Rico

Aqueduct

and

Sewerage

Authority,

Revenue

Bonds,

Refunding

Senior

Lien

Series

2021B,

5.000%,

7/01/37,

144A

7/31

at

100.00

N/R

2,978,910

1,010

Springfield

Water

and

Sewer

Commission,

Massachusetts,

General

Revenue

Bonds,

Series

2017C,

5.000%,

4/15/33

4/27

at

100.00

AA

1,086,942

9

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:

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Utilities

(continued)

$

625

Springfield

Water

and

Sewer

Commission,

Massachusetts,

General

Revenue

Bonds,

Series

2019E,

4.000%,

4/15/39

4/29

at

100.00

AA

$

627,375

Total

Utilities

43,200,030

Total

Long-Term

Investments

(cost

$628,500,563)

606,157,477

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

SHORT-TERM

INVESTMENTS

-

2.1%

X

13,000,000

MUNICIPAL

BONDS

-

2.1%

X

13,000,000

Health

Care

-

1.0%

$

6,000

Massachusetts

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Partners

HealthCare

System

Inc.,

Variable

Rate

Demand

Obligations,

Series

1997P,

3.200%,

7/01/27,

(Mandatory

Put

6/07/23)

(5)

6/23

at

100.00

AA-

$

6,000,000

Total

Health

Care

$

6,000,000

Utilities

-

1.1%

$

7,000

Massachusetts

Water

Resources

Authority,

General

Revenue

Bonds,

Refunding

Variable

Rate

Demand

Obligations

Series

2008A-1,

3.490%,

8/01/37,

(Mandatory

Put

6/07/23)

(5)

5/23

at

100.00

AA

$

7,000,000

Total

Utilities

7,000,000

Total

Short-Term

Investments

(cost

$13,000,000)

13,000,000

Total

Investments

(cost

$641,500,563)

-

97.2%

619,157,477

Other

Assets

&

Liabilities,

Net

-

2.8%

18,129,634

Net

Assets

-

100%

$

637,287,111

Level

1

Level

2

Level

3

Total

Long-Term

Investments:

Municipal

Bonds

$

–

$

606,157,477

$

–

$

606,157,477

Short-Term

Investments:

Municipal

Bonds

–

13,000,000

–

13,000,000

Total

$

–

$

619,157,477

$

–

$

619,157,477

Nuveen

Massachusetts

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

May

31,

2023

(Unaudited)

10

(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)

Backed

by

an

escrow

or

trust

containing

sufficient

U.S.

Government

or

U.S.

Government

agency

securities,

which

ensure

the

timely

payment

of

principal

and

interest.

(5)

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

11

Nuveen

New

York

Municipal

Bond

Fund

Portfolio

of

Investments

May

31,

2023

(Unaudited)

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

LONG-TERM

INVESTMENTS

-

99.1%

X

1,133,595,675

MUNICIPAL

BONDS

-

99.1%

X

1,133,595,675

Consumer

Staples

-

3.1%

$

15,110

Erie

County

Tobacco

Asset

Securitization

Corporation,

New

York,

Tobacco

Settlement

Asset-Backed

Bonds,

Series

2005A,

5.000%,

6/01/38

7/23

at

100.00

BBB

$

14,154,443

76,105

Erie

County

Tobacco

Asset

Securitization

Corporation,

New

York,

Tobacco

Settlement

Asset-Backed

Bonds,

Series

2005C,

0.000%,

6/01/50,

144A

7/23

at

18.47

N/R

7,995,591

New

York

Counties

Tobacco

Trust

VI,

New

York,

Tobacco

Settlement

Pass-Through

Bonds,

Series

Series

2016A-1:

1,075

5.625%,

6/01/35

No

Opt.

Call

A-

1,102,273

6,885

5.750%,

6/01/43

No

Opt.

Call

BBB-

7,127,421

1,330

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%,

6/01/45

6/26

at

100.00

BB+

1,253,818

10,000

Suffolk

Tobacco

Asset

Securitization

Corporation,

New

York,

Tobacco

Settlement

Asset-Backed

Bonds,

Series

2021B-2,

0.000%,

6/01/66

6/31

at

27.72

N/R

1,090,800

3,000

TSASC

Inc.,

New

York,

Tobacco

Asset-Backed

Bonds,

Series

2006,

5.000%,

6/01/48

6/27

at

100.00

N/R

2,778,360

Total

Consumer

Staples

35,502,706

Education

and

Civic

Organizations

-

11.0%

2,045

Buffalo

and

Erie

County

Industrial

Land

Development

Corporation,

New

York,

Revenue

Bonds,

Enterprise

Charter

School

Project,

Series

2011A,

7.500%,

12/01/40

7/23

at

100.00

CCC

1,819,130

Build

New

York

City

Resource

Corporation,

New

York,

Revenue

Bonds,

Childrens

Aid

Society

Project,

Series

2015.

BUILD

NYC

CHILDRENS

AID

SOCIETY:

2,500

5.000%,

7/01/40

7/25

at

100.00

A+

2,508,475

2,500

5.000%,

7/01/45

7/25

at

100.00

A+

2,497,100

Build

New

York

City

Resource

Corporation,

New

York,

Revenue

Bonds,

City

University

of

New

York

-

Queens

College,

Q

Student

Residences,

LLC

Project,

Refunding

Series

2014A:

1,000

5.000%,

6/01/38

6/24

at

100.00

Aa2

1,007,150

4,050

5.000%,

6/01/43

6/24

at

100.00

Aa2

4,067,982

1,360

Build

New

York

City

Resource

Corporation,

New

York,

Revenue

Bonds,

Classical

Charter

Schools

Series

2023A,

4.500%,

6/15/43

6/31

at

100.00

BBB-

1,284,357

500

Build

New

York

City

Resource

Corporation,

New

York,

Revenue

Bonds,

Global

Community

Charter

School

Project,

Series

2022A,

5.000%,

6/15/42

6/32

at

100.00

BB+

484,470

3,275

Build

New

York

City

Resource

Corporation,

New

York,

Revenue

Bonds,

KIPP

New

York

City

Public

School

Facilities,

Canal

West

Project,

Series

2022,

5.250%,

7/01/52

7/32

at

100.00

BBB-

3,339,747

Build

New

York

City

Resource

Corporation,

New

York,

Revenue

Bonds,

Metropolitan

College

of

New

York,

Series

2014:

2,240

5.000%,

11/01/39

11/24

at

100.00

BB-

1,825,622

2,200

5.500%,

11/01/44

11/24

at

100.00

BB-

1,809,082

Build

New

York

City

Resource

Corporation,

New

York,

Revenue

Bonds,

South

Bronx

Charter

School

for

International

Cultures

and

the

Arts

Project,

Series

2013A:

1,050

5.000%,

4/15/33,

144A

7/23

at

100.00

BB+

1,033,085

1,875

5.000%,

4/15/43,

144A

7/23

at

100.00

BB+

1,755,956

2,395

Build

NYC

Resource

Corporation,

New

York,

Revenue

Bonds,

Family

Life

Academy

Charter

School,

Series

2020C-1,

5.000%,

6/01/55,

144A

12/30

at

100.00

N/R

1,727,825

Nuveen

New

York

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

May

31,

2023

(Unaudited)

12

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Education

and

Civic

Organizations

(continued)

Build

NYC

Resource

Corporation,

New

York,

Revenue

Bonds,

Richmond

Preparatory

Charter

School

Project,

Social

Impact

Project

Series

2021A:

$

575

5.000%,

6/01/51,

144A

6/29

at

100.00

N/R

$

516,586

2,620

5.000%,

6/01/56,

144A

6/29

at

100.00

N/R

2,330,883

595

Dormitory

Authority

of

the

State

of

New

York,

General

Revenue

Bonds,

Saint

Johns

University,

Series

2015A,

5.000%,

7/01/37

7/25

at

100.00

A-

609,143

Dormitory

Authority

of

the

State

of

New

York,

General

Revenue

Bonds,

Yeshiva

University,

Series

2022A:

3,835

5.000%,

7/15/42

7/32

at

100.00

BBB-

3,874,117

3,015

5.000%,

7/15/50

7/32

at

100.00

BBB-

2,994,347

Dormitory

Authority

of

the

State

of

New

York,

Housing

Revenue

Bonds,

Fashion

Institute

of

Technology,

Series

2007:

1,670

5.250%,

7/01/29

-

FGIC

Insured

No

Opt.

Call

Baa2

1,731,322

735

5.250%,

7/01/34

-

FGIC

Insured

No

Opt.

Call

Baa2

771,412

1,600

Dormitory

Authority

of

the

State

of

New

York,

Revenue

Bonds,

Barnard

College,

Refunding

Series

2015A,

5.000%,

7/01/43

7/25

at

100.00

A3

1,624,544

9,000

Dormitory

Authority

of

the

State

of

New

York,

Revenue

Bonds,

Fordham

University,

Series

2020,

4.000%,

7/01/46

7/29

at

100.00

A

8,588,700

2,760

Dormitory

Authority

of

the

State

of

New

York,

Revenue

Bonds,

Icahn

School

of

Medicine

at

Mount

Sinai,

Refunding

Series

2015A,

5.000%,

7/01/40

7/25

at

100.00

A-

2,800,462

Dormitory

Authority

of

the

State

of

New

York,

Revenue

Bonds,

New

School

University,

Series

2015A:

4,270

5.000%,

7/01/45

7/25

at

100.00

A3

4,311,077

1,055

Dormitory

Authority

of

the

State

of

New

York,

Revenue

Bonds,

New

York

University,

Series

2001-1,

5.500%,

7/01/40

-

AMBAC

Insured

No

Opt.

Call

AAA

1,240,585

1,215

Dormitory

Authority

of

the

State

of

New

York,

Revenue

Bonds,

New

York

University,

Series

2016A,

4.000%,

7/01/43

7/26

at

100.00

Aa2

1,180,567

1,500

Dormitory

Authority

of

the

State

of

New

York,

Revenue

Bonds,

New

York

University,

Series

2018A,

5.000%,

7/01/48

7/28

at

100.00

Aa2

1,586,610

Dormitory

Authority

of

the

State

of

New

York,

Revenue

Bonds,

New

York

University,

Series

2019A:

1,040

5.000%,

7/01/37

7/29

at

100.00

Aa2

1,139,705

10,000

4.000%,

7/01/45

7/29

at

100.00

Aa2

9,632,200

4,250

Dormitory

Authority

of

the

State

of

New

York,

Revenue

Bonds,

Rockefeller

University,

Green

Series

2019B,

5.000%,

7/01/50

7/29

at

100.00

Aa1

4,522,935

8,665

Dormitory

Authority

of

the

State

of

New

York,

Revenue

Bonds,

Rockefeller

University,

Series

2022A,

4.000%,

7/01/42

7/32

at

100.00

Aa1

8,373,076

100

Dormitory

Authority

of

the

State

of

New

York,

Revenue

Bonds,

Saint

Josephs

College,

Series

2021,

5.000%,

7/01/51

7/30

at

100.00

BBB-

99,812

3,450

Dormitory

Authority

of

the

State

of

New

York,

Revenue

Bonds,

Vaughn

College

of

Aeronautics

&

Technology,

Series

2016A,

5.500%,

12/01/36,

144A

12/26

at

100.00

BB-

3,382,449

9,175

Dutchess

County

Local

Development

Corporation,

New

York,

Revenue

Bonds,

Marist

College

Project,

Series

2022,

5.000%,

7/01/52

7/32

at

100.00

AA-

9,537,046

7,370

Glen

Cove

Local

Economic

Assistance

Corporation,

New

York,

Revenue

Bonds,

Garvies

Point

Public

Improvement

Project,

Capital

Appreciation

Series

2016B,

0.000%,

1/01/45

No

Opt.

Call

N/R

1,872,791

3,040

Glen

Cove

Local

Economic

Assistance

Corporation,

New

York,

Revenue

Bonds,

Garvies

Point

Public

Improvement

Project,

Capital

Appreciation

Series

2016C,

5.625%,

1/01/55

1/34

at

100.00

N/R

2,633,765

200

Hempstead

Town

Local

Development

Corporation,

New

York,

Education

Revenue

Bonds,

Evergreen

Charter

School

Project,

Series

2022A,

5.500%,

6/15/57

6/32

at

100.00

BB

194,598

7,835

Monroe

County

Industrial

Development

Corporation,

New

York,

Revenue

Bonds, University

of

Rochester

Project,

Series

2020A,

4.000%,

7/01/50

7/30

at

100.00

AA-

7,395,848

300

Monroe

County

Industrial

Development

Corporation,

New

York,

Revenue

Bonds,

Academy

of

Health

Sciences

Charter

School

Project,

Social

Impact

Series

2022,

5.875%,

7/01/52,

144A

7/32

at

100.00

N/R

289,068

405

New

Rochelle

Corporation,

New

York,

Local

Development

Revenue

Bonds,

Iona

College

Project,

Series

2015A,

5.000%,

7/01/40

7/25

at

100.00

BBB

409,730

13

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Education

and

Civic

Organizations

(continued)

$

2,095

New

York

City

Industrial

Development

Agency,

New

York,

PILOT

Payment

in

Lieu

of

Taxes

Revenue

Bonds,

Queens

Baseball

Stadium

Project,

Refunding

Series

2021A,

3.000%,

1/01/37

-

AGM

Insured

1/31

at

100.00

AA

$

1,796,714

2,620

New

York

City

Industrial

Development

Agency,

New

York,

PILOT

Payment

in

Lieu

of

Taxes

Revenue

Bonds,

Yankee

Stadium

Project,

Series

2020A,

4.000%,

3/01/45

-

AGM

Insured

9/30

at

100.00

AA

2,463,769

750

Oneida

County

Local

Development

Corporation,

New

York,

Revenue

Bonds,

Utica

College

Project,

Series

2019,

4.000%,

7/01/39

7/29

at

100.00

BBB-

647,820

10,000

Onondaga

County

Trust

For

Cultural

Resources,

New

York,

Revenue

Bonds,

Syracuse

University

Project,

Series

2019,

5.000%,

12/01/45

12/29

at

100.00

AA-

10,811,600

1,285

Troy

Capital

Resource

Corporation,

New

York, Revenue

Bonds,

Rensselaer

Polytechnic

Institute,

Refunding

Series

2020A.

Forward

Delivery,

4.000%,

9/01/40

9/30

at

100.00

A3

1,175,749

Yonkers

Economic

Development

Corporation,

New

York,

Educational

Revenue

Bonds,

Lamartine/Warburton

LLC-

Charter

School

of

Educational

Excellence

Project,

Series

2019A:

200

4.000%,

10/15/29

No

Opt.

Call

N/R

186,704

205

5.000%,

10/15/39

10/29

at

100.00

N/R

189,842

Total

Education

and

Civic

Organizations

126,075,557

Financials

-

0.9%

5,710

Liberty

Development

Corporation,

New

York,

Goldman

Sachs

Headquarter

Revenue

Bonds,

Series

2005,

5.250%,

10/01/35

No

Opt.

Call

A2

6,399,939

3,475

Liberty

Development

Corporation,

New

York,

Goldman

Sachs

Headquarters

Revenue

Bonds

Series

2007,

5.500%,

10/01/37

No

Opt.

Call

A2

3,923,171

Total

Financials

10,323,110

Health

Care

-

12.6%

Dormitory

Authority

of

the

State

of

New

York,

General

Revenue

Bonds,

Northwell

Health

Obligated

Group,

Series

2022A:

15,600

4.000%,

5/01/45

5/32

at

100.00

A-

14,731,080

18,290

4.250%,

5/01/52

5/32

at

100.00

A-

16,843,261

9,255

5.000%,

5/01/52

5/32

at

100.00

A-

9,697,944

3,250

Dormitory

Authority

of

the

State

of

New

York,

Revenue

Bonds,

Montefiore

Obligated

Group,

Series

2018A,

5.000%,

8/01/35

8/28

at

100.00

BBB-

3,178,077

Dormitory

Authority

of

the

State

of

New

York,

Revenue

Bonds,

Montefiore

Obligated

Group,

Series

2020A:

1,200

5.000%,

9/01/30

3/30

at

100.00

BBB-

1,197,684

2,680

5.000%,

9/01/34

3/30

at

100.00

BBB-

2,649,930

2,620

5.000%,

9/01/35

3/30

at

100.00

BBB-

2,559,295

11,400

4.000%,

9/01/50

3/30

at

100.00

BBB-

9,175,518

2,300

Dormitory

Authority

of

the

State

of

New

York,

Revenue

Bonds,

North

Shore

Long

Island

Jewish

Obligated

Group,

Series

2015A,

5.000%,

5/01/43

5/25

at

100.00

A-

2,336,777

33,955

Dormitory

Authority

of

the

State

of

New

York,

Revenue

Bonds,

NYU

Langone

Hospitals

Obligated

Group,

Series

2020A,

4.000%,

7/01/53

7/30

at

100.00

A+

30,658,309

Dormitory

Authority

of

the

State

of

New

York,

Revenue

Bonds,

Orange

Regional

Medical

Center

Obligated

Group,

Series

2015:

400

5.000%,

12/01/23,

144A

No

Opt.

Call

BBB-

399,556

600

5.000%,

12/01/24,

144A

No

Opt.

Call

BBB-

599,988

500

5.000%,

12/01/25,

144A

6/25

at

100.00

BBB-

500,205

450

5.000%,

12/01/29,

144A

6/25

at

100.00

BBB-

452,268

1,100

5.000%,

12/01/32,

144A

6/25

at

100.00

BBB-

1,105,203

1,100

5.000%,

12/01/33,

144A

6/25

at

100.00

BBB-

1,104,609

1,000

5.000%,

12/01/35,

144A

6/25

at

100.00

BBB-

1,001,130

1,300

5.000%,

12/01/40,

144A

6/25

at

100.00

BBB-

1,252,381

Nuveen

New

York

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

May

31,

2023

(Unaudited)

14

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Health

Care

(continued)

Dormitory

Authority

of

the

State

of

New

York,

Revenue

Bonds,

Orange

Regional

Medical

Center

Obligated

Group,

Series

2017:

$

1,510

5.000%,

12/01/24,

144A

No

Opt.

Call

BBB-

$

1,509,970

2,000

5.000%,

12/01/26,

144A

No

Opt.

Call

BBB-

2,007,780

1,200

5.000%,

12/01/27,

144A

6/27

at

100.00

BBB-

1,208,532

1,800

5.000%,

12/01/36,

144A

6/27

at

100.00

BBB-

1,776,870

Dutchess

County

Local

Development

Corporation,

New

York,

Revenue

Bonds,

Health

Quest

Systems,

Inc.

Project,

Series

2016B:

2,000

4.000%,

7/01/41

7/26

at

100.00

BBB+

1,744,400

9,325

5.000%,

7/01/46

7/26

at

100.00

BBB+

8,889,616

1,395

Monroe

County

Industrial

Development

Corporation,

New

York,

Revenue

Bonds,

Rochester

General

Hospital

Project,

Series

2013A,

5.000%,

12/01/42

7/23

at

100.00

BBB+

1,395,112

5,375

Monroe

County

Industrial

Development

Corporation,

New

York,

Revenue

Bonds,

Rochester

General

Hospital

Project,

Series

2017,

5.000%,

12/01/46

12/26

at

100.00

BBB+

5,327,700

2,600

Monroe

County

Industrial

Development

Corporation,

New

York,

Revenue

Bonds,

Rochester

Regional

Health

Project,

Series

2020A,

4.000%,

12/01/46

12/30

at

100.00

BBB+

2,211,508

375

Monroe

County

Industrial

Development

Corporation,

New

York,

Tax-

Exempt

Revenue

Bonds,

Highland

Hospital

of

Rochester

Project,

Series

2015,

5.000%,

7/01/34

7/25

at

100.00

A

384,964

19,010

Westchester

County

Local

Development

Corporation,

New

York,

Revenue

Bonds,

Westchester

Medical

Center

Obligated

Group

Project,

Refunding

Series

2016,

5.000%,

11/01/46

11/25

at

100.00

BBB-

18,287,620

Total

Health

Care

144,187,287

Housing/Multifamily

-

0.1%

1,330

New

York

State

Housing

Finance

Agency,

Multifamily

Housing

Revenue

Bonds,

Cannon

Street

Senior

Housing

Project,

Series

2007A,

5.300%,

2/15/39,

(AMT)

7/23

at

100.00

Aa1

1,331,144

Total

Housing/Multifamily

1,331,144

Industrials

-

2.1%

17,020

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

16,711,938

7,550

New

York

Liberty

Development

Corporation,

New

York,

Liberty

Revenue

Bonds,

3

World

Trade

Center

Project,

Class

2

Series

2014,

5.150%,

11/15/34,

144A

11/24

at

100.00

N/R

7,566,459

80

New

York

Liberty

Development

Corporation,

New

York,

Liberty

Revenue

Bonds,

7

World

Trade

Center

Project,

Refunding

Green

Series

2022A-

CL2,

3.500%,

9/15/52

3/30

at

100.00

A2

60,330

Total

Industrials

24,338,727

Long-Term

Care

-

0.2%

650

Dormitory

Authority

of

the

State

of

New

York,

Non-State

Supported

Debt,

Ozanam

Hall

of

Queens

Nursing

Home

Revenue

Bonds,

Series

2006,

5.000%,

11/01/31

7/23

at

100.00

A1

654,732

550

Monroe

County

Industrial

Development

Corporation,

New

York,

Revenue

Bonds,

Saint

Anns

Community

Project,

Series

2019,

5.000%,

1/01/40

1/26

at

103.00

N/R

454,328

New

York

City

Industrial

Development

Agency,

New

York,

Civic

Facility

Revenue

Bonds,

Special

Needs

Facilities

Pooled

Program,

Series

2008A-1:

155

5.800%,

7/01/23,

144A

6/23

at

100.00

N/R

154,431

395

6.100%,

7/01/28,

144A

7/23

at

100.00

N/R

334,055

210

6.200%,

7/01/33,

144A

7/23

at

100.00

N/R

159,359

Total

Long-Term

Care

1,756,905

15

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Materials

-

0.2%

Build

New

York

City

Resource

Corporation,

New

York,

Solid

Waste

Disposal

Revenue

Bonds,

Pratt

Paper

NY,

Inc.

Project,

Series

2014:

$

445

4.500%,

1/01/25,

(AMT),

144A

No

Opt.

Call

N/R

$

446,326

2,145

5.000%,

1/01/35,

(AMT),

144A

1/25

at

100.00

N/R

2,170,247

Total

Materials

2,616,573

Tax

Obligation/General

-

6.3%

2,070

Nassau

County,

New

York,

General

Obligation

Bonds,

General

Improvement

Series

2021A,

4.000%,

4/01/44

-

AGM

Insured

4/31

at

100.00

AA

2,034,789

Nassau

County,

New

York,

General

Obligation

Bonds,

General

Improvment

Series

2016C:

2,000

5.000%,

4/01/39

-

BAM

Insured

4/26

at

100.00

AA

2,073,640

1,000

5.000%,

4/01/40

-

BAM

Insured

4/26

at

100.00

AA

1,035,730

2,000

New

York

City,

New

York,

General

Obligation

Bonds,

Fiscal

2014

Series

D-1,

5.000%,

8/01/30

8/23

at

100.00

AA

2,004,240

2,500

New

York

City,

New

York,

General

Obligation

Bonds,

Fiscal

2015

Series

A,

5.000%,

8/01/32

8/24

at

100.00

AA

2,544,475

5,845

New

York

City,

New

York,

General

Obligation

Bonds,

Fiscal

2018

Series

B-1,

5.000%,

10/01/39

10/27

at

100.00

AA

6,202,363

New

York

City,

New

York,

General

Obligation

Bonds,

Fiscal

2018

Series

E-1:

17,000

5.000%,

3/01/39

3/28

at

100.00

AA

18,100,750

1,050

5.000%,

3/01/40

3/28

at

100.00

AA

1,115,237

5,000

New

York

City,

New

York,

General

Obligation

Bonds,

Fiscal

2020

Series

B-1,

4.000%,

10/01/40

10/29

at

100.00

AA

4,971,100

New

York

City,

New

York,

General

Obligation

Bonds,

Fiscal

2021

Series

C:

8,800

4.000%,

8/01/37

8/30

at

100.00

AA

8,919,856

5,350

5.000%,

8/01/42

8/30

at

100.00

AA

5,759,650

5,800

New

York

City,

New

York,

General

Obligation

Bonds,

Fiscal

2021

Series

F-1,

5.000%,

3/01/50

3/31

at

100.00

AA

6,188,194

Puerto

Rico,

General

Obligation

Bonds,

Restructured

Series

2022A-1:

10,000

4.000%,

7/01/33

7/31

at

103.00

N/R

9,200,400

2,770

4.000%,

7/01/41

7/31

at

103.00

N/R

2,320,124

Total

Tax

Obligation/General

72,470,548

Tax

Obligation/Limited

-

25.3%

2,000

Dormitory

Authority

of

the

State

of

New

York,

Master

Boces

Program,

Lease

Revenue

Bonds,

St

Lawrence-Lewis

Issue,

Series

2020B,

4.000%,

8/15/40

-

BAM

Insured

8/28

at

100.00

AA

1,957,420

Dormitory

Authority

of

the

State

of

New

York,

Residential

Insitutions

for

Children

Revenue

Bonds,

Series

2008-A1:

1,585

5.000%,

6/01/33

7/23

at

100.00

Aa1

1,587,140

1,985

5.000%,

6/01/38

7/23

at

100.00

Aa1

1,987,759

20

Dormitory

Authority

of

the

State

of

New

York,

Revenue

Bonds,

School

Districts

Financing

Program,

Series

2009C,

5.125%,

10/01/36

-

AGC

Insured

7/23

at

100.00

AA

20,030

3,115

Dormitory

Authority

of

the

State

of

New

York,

State

Personal

Income

Tax

Revenue

Bonds,

General

Purpose

Series

2014C.

Group

C,

5.000%,

3/15/42

3/24

at

100.00

AA+

3,144,001

1,000

Dormitory

Authority

of

the

State

of

New

York,

State

Personal

Income

Tax

Revenue

Bonds,

General

Purpose

Series

2015B

Group

C,

5.000%,

2/15/38

2/25

at

100.00

AA+

1,022,060

6,000

Dormitory

Authority

of

the

State

of

New

York,

State

Personal

Income

Tax

Revenue

Bonds,

General

Purpose

Series

2015E,

5.000%,

3/15/30

9/25

at

100.00

AA+

6,246,840

4,065

Dormitory

Authority

of

the

State

of

New

York,

State

Personal

Income

Tax

Revenue

Bonds,

General

Purpose

Series

2022A,

5.000%,

3/15/46

3/32

at

100.00

AA+

4,393,289

8,865

Dormitory

Authority

of

the

State

of

New

York,

State

Personal

Income

Tax

Revenue

Bonds,

General

Purpose,

Series

2019D,

4.000%,

2/15/38

2/30

at

100.00

Aa1

8,932,463

10,905

Dormitory

Authority

of

the

State

of

New

York,

State

Sales

Tax

Revenue

Bonds,

Series

2017A

Group

C,

5.000%,

3/15/41

3/27

at

100.00

AA+

11,464,426

Nuveen

New

York

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

May

31,

2023

(Unaudited)

16

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Tax

Obligation/Limited

(continued)

$

16,235

Dormitory

Authority

of

the

State

of

New

York,

State

Sales

Tax

Revenue

Bonds,

Series

2018A,

5.000%,

3/15/42

3/28

at

100.00

AA+

$

17,218,192

15,000

Dormitory

Authority

of

the

State

of

New

York,

State

Sales

Tax

Revenue

Bonds,

Series

2018C,

4.000%,

3/15/45

3/28

at

100.00

AA+

14,745,450

2,765

Dormitory

Authority

of

the

State

of

New

York,

State

Sales

Tax

Revenue

Bonds,

Series

2018E

Group

4,

5.000%,

3/15/45

9/28

at

100.00

AA+

2,936,209

Government

of

Guam,

Business

Privilege

Tax

Bonds,

Refunding

Series

2015D:

2,000

5.000%,

11/15/28

11/25

at

100.00

BB

2,032,660

2,000

5.000%,

11/15/32

11/25

at

100.00

BB

2,027,640

2,170

Hudson

Yards

Infrastructure

Corporation,

New

York,

Revenue

Bonds,

Green

Fiscal

2022

Series

A,

4.000%,

2/15/36

2/32

at

100.00

Aa2

2,243,151

Hudson

Yards

Infrastructure

Corporation,

New

York,

Revenue

Bonds,

Second

Indenture

Fiscal

2017

Series

A:

5,710

5.000%,

2/15/39

2/27

at

100.00

Aa2

5,979,226

5,000

5.000%,

2/15/42

2/27

at

100.00

Aa2

5,212,250

5,450

Metropolitan

Transportation

Authority,

New

York,

Dedicated

Tax

Fund

Bonds,

Series

2022A,

5.000%,

11/15/46

5/32

at

100.00

AA

5,912,541

4,000

Monroe

County

Industrial

Development

Agency,

New

York,

School

Facility

Revenue

Bonds,

Rochester

Schools

Modernization

Project,

Series

2013,

5.000%,

5/01/28

7/23

at

100.00

AA

4,004,240

3,000

New

York

City

Transitional

Finance

Authority,

New

York,

Building

Aid

Revenue

Bonds,

Fiscal

2019

Subseries

S-1,

5.000%,

7/15/43

7/28

at

100.00

AA

3,184,500

New

York

City

Transitional

Finance

Authority,

New

York,

Building

Aid

Revenue

Bonds,

Fiscal

2020

Subseries

S-1B:

5,620

4.000%,

7/15/42

7/29

at

100.00

AA

5,546,153

9,335

4.000%,

7/15/43

7/29

at

100.00

AA

9,194,602

8,500

New

York

City

Transitional

Finance

Authority,

New

York,

Building

Aid

Revenue

Bonds,

Fiscal

Series

2015S-2,

5.000%,

7/15/40

7/25

at

100.00

AA

8,734,345

New

York

City

Transitional

Finance

Authority,

New

York,

Building

Aid

Revenue

Bonds,

Fiscal

Series

2016S-1:

1,615

5.000%,

7/15/34

1/26

at

100.00

AA

1,687,449

1,165

5.000%,

7/15/35

1/26

at

100.00

AA

1,214,279

2,480

New

York

City

Transitional

Finance

Authority,

New

York,

Future

Tax

Secured

Bonds,

Subordinate

Fiscal

2014

Series

B-1,

5.000%,

11/01/36

5/24

at

100.00

AAA

2,510,206

5,715

New

York

City

Transitional

Finance

Authority,

New

York,

Future

Tax

Secured

Bonds,

Subordinate

Fiscal

2014

Series

D-1,

5.000%,

2/01/35

2/24

at

100.00

AAA

5,764,549

5,000

New

York

City

Transitional

Finance

Authority,

New

York,

Future

Tax

Secured

Bonds,

Subordinate

Fiscal

2015

Series

E-1,

5.000%,

2/01/41

2/25

at

100.00

AAA

5,080,600

5,000

New

York

City

Transitional

Finance

Authority,

New

York,

Future

Tax

Secured

Bonds,

Subordinate

Fiscal

2016

Series

A-1,

5.000%,

8/01/36

8/25

at

100.00

AAA

5,147,550

5,000

New

York

City

Transitional

Finance

Authority,

New

York,

Future

Tax

Secured

Bonds,

Subordinate

Fiscal

2016

Series

E-1,

5.000%,

2/01/39

2/26

at

100.00

AAA

5,174,400

5,000

New

York

City

Transitional

Finance

Authority,

New

York,

Future

Tax

Secured

Bonds,

Subordinate

Fiscal

2017

Series

B-1,

5.000%,

8/01/38

8/26

at

100.00

AAA

5,223,400

5,000

New

York

City

Transitional

Finance

Authority,

New

York,

Future

Tax

Secured

Bonds,

Subordinate

Fiscal

2017

Series

F-1,

5.000%,

5/01/38

5/27

at

100.00

AAA

5,322,900

4,020

New

York

City

Transitional

Finance

Authority,

New

York,

Future

Tax

Secured

Bonds,

Subordinate

Fiscal

2020

Subseries

B-1,

4.000%,

11/01/47

11/29

at

100.00

AAA

3,922,837

5,715

New

York

City

Transitional

Finance

Authority,

New

York,

Future

Tax

Secured

Bonds,

Subordinate

Fiscal

2020

Subseries

C-1,

4.000%,

5/01/45

11/30

at

100.00

AAA

5,609,672

850

New

York

City

Transitional

Finance

Authority,

New

York,

Future

Tax

Secured

Bonds,

Subordinate

Fiscal

2022

Subseries

C-1,

4.000%,

2/01/42

2/32

at

100.00

AAA

841,194

5,000

New

York

City,

New

York,

Educational

Construction

Fund

Revenue

Bonds,

Series

2021B,

5.000%,

4/01/52

4/31

at

100.00

AA-

5,313,650

New

York

State

Thruway

Authority,

State

Personal

Income

Tax

Revenue

Bonds,

Bidding

Group

1

Series

2022A:

9,585

5.000%,

3/15/45

9/32

at

100.00

AA+

10,423,783

2,040

5.000%,

3/15/48

9/32

at

100.00

AA+

2,206,546

17

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Tax

Obligation/Limited

(continued)

$

1,650

New

York

State

Thruway

Authority,

State

Personal

Income

Tax

Revenue

Bonds,

Climate

Certified

Green

Series

2022C,

5.000%,

3/15/53

9/32

at

100.00

AA+

$

1,775,664

5,380

New

York

State

Urban

Development

Corporation,

State

Personal

Income

Tax

Revenue

Bonds,

General

Purpose

Group

1,

Series

2019A,

4.000%,

3/15/48

9/28

at

100.00

Aa1

5,222,420

New

York

State

Urban

Development

Corporation,

State

Personal

Income

Tax

Revenue

Bonds,

General

Purpose,

Series

2020C:

7,000

5.000%,

3/15/47

9/30

at

100.00

Aa1

7,484,610

3,800

4.000%,

3/15/49

9/30

at

100.00

Aa1

3,675,170

Puerto

Rico

Sales

Tax

Financing

Corporation,

Sales

Tax

Revenue

Bonds,

Restructured

2018A-1:

1,044

0.000%,

7/01/33

7/28

at

86.06

N/R

652,960

28,646

5.000%,

7/01/58

7/28

at

100.00

N/R

27,441,149

2,000

Suffolk

County

Judicial

Facilities

Agency,

New

York,

Lease

Revenue

Bonds,

H.

Lee

Dennison

Building,

Series

2013,

5.000%,

11/01/33

11/23

at

100.00

A

2,008,120

Syracuse

Industrial

Development

Authority,

New

York,

PILOT

Revenue

Bonds,

Carousel

Center

Project,

Refunding

Series

2016A:

5,750

5.000%,

1/01/29,

(AMT)

1/26

at

100.00

Caa1

4,438,885

1,930

5.000%,

1/01/32,

(AMT)

1/26

at

100.00

Caa1

1,487,895

1,250

5.000%,

1/01/34,

(AMT)

1/26

at

100.00

Caa1

945,637

5,430

5.000%,

1/01/36,

(AMT)

1/26

at

100.00

Caa1

4,049,260

2,340

Triborough

Bridge

and

Tunnel

Authority,

New

York,

Payroll

Mobility

Tax

Bonds,

Senior

Lien

Series

2021B-1,

4.000%,

5/15/56

5/31

at

100.00

AA+

2,193,820

9,500

Triborough

Bridge

and

Tunnel

Authority,

New

York,

Payroll

Mobility

Tax

Bonds,

Senior

Lien

Series

2022

A,

4.000%,

5/15/51

5/32

at

100.00

AA+

9,005,810

10,940

Triborough

Bridge

and

Tunnel

Authority,

New

York,

Payroll

Mobility

Tax

Bonds,

Senior

Lien

Subseries

2021A-1,

5.000%,

5/15/51

5/31

at

100.00

AA+

11,700,002

2,255

Triborough

Bridge

and

Tunnel

Authority,

New

York,

Payroll

Mobility

Tax

Senior

Lien

Bonds,

Series

2022C,

4.125%,

5/15/52

5/32

at

100.00

AA+

2,169,693

10,000

Triborough

Bridge

and

Tunnel

Authority,

New

York,

Sales

Tax

Revenue

Bonds,

MTA

Bridges

&

Tunnels,

TBTA

Capital

Lockbox-City

Sales

Tax,

Series

2022A,

4.000%,

5/15/52

11/32

at

100.00

AAA

9,464,400

Total

Tax

Obligation/Limited

288,885,097

Transportation

-

26.3%

1,500

Buffalo

and

Fort

Erie

Public

Bridge

Authority,

New

York,

Toll

Bridge

System

Revenue

Bonds,

Series

2017,

5.000%,

1/01/42

1/27

at

100.00

A+

1,562,250

2,000

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Green

Climate

Bond

Certified

Series

2020A-1,

5.000%,

11/15/48

5/30

at

100.00

A3

2,043,860

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Green

Climate

Bond

Certified

Series

2020C-1:

3,600

4.750%,

11/15/45

5/30

at

100.00

A3

3,644,532

9,200

5.000%,

11/15/50

5/30

at

100.00

A3

9,394,672

2,000

5.250%,

11/15/55

5/30

at

100.00

A3

2,065,480

2,500

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Refunding

Green

Series

2016B,

5.000%,

11/15/37

11/26

at

100.00

A3

2,551,875

7,500

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Refunding

Series

2015D-1,

5.000%,

11/15/30

11/25

at

100.00

A3

7,692,300

6,655

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Refunding

Series

2017D,

4.000%,

11/15/42

5/28

at

100.00

A3

6,262,688

2,500

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Series

2013E,

5.000%,

11/15/32

11/23

at

100.00

A3

2,506,975

5,800

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Series

2014D-1,

5.000%,

11/15/39

11/24

at

100.00

A3

5,819,546

8,450

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Series

2015C-1,

5.250%,

11/15/30

11/25

at

100.00

A3

8,715,668

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Series

2016C-1:

2,500

5.000%,

11/15/34

11/26

at

100.00

A3

2,577,750

2,700

5.000%,

11/15/56

11/26

at

100.00

A3

2,700,297

Nuveen

New

York

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

May

31,

2023

(Unaudited)

18

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Transportation

(continued)

New

York

City

Industrial

Development

Agency,

New

York,

Civic

Facility

Revenue

Bonds,

Bronx

Parking

Development

Company,

LLC

Project,

Series

2007:

$

2,800

5.750%,

10/01/37

(4)

7/23

at

100.00

N/R

$

2,240,000

2,000

2.350%,

10/01/46

(4)

7/23

at

100.00

N/R

1,600,000

9,500

New

York

City,

Industrial

Development

Agency,

Senior

Airport

Facilities

Revenue

Refunding

Bonds,

TrIPs

Obligated

Group,

Series

2012A,

5.000%,

7/01/28,

(AMT)

7/23

at

100.00

BBB+

9,501,710

2,695

New

York

Liberty

Development

Corporation,

New

York,

Liberty

Revenue

Bonds,

Secured

by

Port

Authority

Consolidated

Bonds,

Refunding

Series

1WTC-2021,

4.000%,

2/15/43

-

BAM

Insured

2/30

at

100.00

AA

2,639,348

New

York

State

Thruway

Authority,

General

Revenue

Bonds,

Series

2020N:

5,000

4.000%,

1/01/42

1/30

at

100.00

A1

4,905,950

3,000

4.000%,

1/01/43

1/30

at

100.00

A1

2,937,630

New

York

State

Thruway

Authority,

General

Revenue

Junior

Indebtedness

Obligations,

Series

2016A:

2,225

5.000%,

1/01/36

1/26

at

100.00

A2

2,297,958

8,515

5.000%,

1/01/46

1/26

at

100.00

A2

8,674,315

New

York

Transportation

Development

Corporation,

New

York,

Facility

Revenue

Bonds,

Thruway

Service

Areas

Project,

Series

2021:

3,720

4.000%,

10/31/46,

(AMT)

10/31

at

100.00

BBB-

3,203,292

17,695

4.000%,

4/30/53,

(AMT)

10/31

at

100.00

BBB-

14,655,884

New

York

Transportation

Development

Corporation,

New

York,

Special

Facilities

Bonds,

LaGuardia

Airport

Terminal

B

Redevelopment

Project,

Series

2016A:

4,750

4.000%,

7/01/31,

(AMT)

7/24

at

100.00

Baa2

4,657,090

24,965

5.250%,

1/01/50,

(AMT)

7/24

at

100.00

Baa2

24,870,632

New

York

Transportation

Development

Corporation,

New

York,

Special

Facility

Revenue

Bonds,

American

Airlines,

Inc.

John

F

Kennedy

International

Airport

Project,

Refunding

Series

2016:

11,545

5.000%,

8/01/26,

(AMT)

6/23

at

100.00

B

11,559,200

12,610

5.000%,

8/01/31,

(AMT)

6/23

at

100.00

B

12,627,024

1,745

New

York

Transportation

Development

Corporation,

New

York,

Special

Facility

Revenue

Bonds,

American

Airlines,

Inc.

John

F

Kennedy

International

Airport

Project,

Series

2020,

5.375%,

8/01/36,

(AMT)

8/30

at

100.00

B

1,761,892

New

York

Transportation

Development

Corporation,

New

York,

Special

Facility

Revenue

Bonds,

Terminal

4

John

F

Kennedy

International

Airport

Project,

Series

2020A:

1,280

5.000%,

12/01/37,

(AMT)

12/30

at

100.00

Baa1

1,328,870

215

4.000%,

12/01/38,

(AMT)

12/30

at

100.00

Baa1

201,969

120

4.000%,

12/01/39,

(AMT)

12/30

at

100.00

Baa1

112,319

New

York

Transportation

Development

Corporation,

New

York,

Special

Facility

Revenue

Bonds,

Terminal

4

John

F

Kennedy

International

Airport

Project,

Series

2020C:

2,490

5.000%,

12/01/34

12/30

at

100.00

Baa1

2,718,408

1,745

5.000%,

12/01/35

12/30

at

100.00

Baa1

1,894,773

New

York

Transportation

Development

Corporation,

New

York,

Special

Facility

Revenue

Bonds,

Terminal

4

John

F

Kennedy

International

Airport

Project,

Series

2022:

2,010

5.000%,

12/01/35,

(AMT)

12/32

at

100.00

Baa1

2,138,198

10,000

5.000%,

12/01/36,

(AMT)

12/32

at

100.00

Baa1

10,538,600

3,000

5.000%,

12/01/38,

(AMT)

12/32

at

100.00

Baa1

3,131,580

1,000

5.000%,

12/01/40,

(AMT)

12/32

at

100.00

Baa1

1,034,830

New

York

Transportation

Development

Corporation,

Special

Facility

Revenue

Bonds,

Delta

Air

Lines,

Inc.

-

LaGuardia

Airport

Terminals

C&D

Redevelopment

Project,

Series

2018:

1,300

5.000%,

1/01/27,

(AMT)

No

Opt.

Call

Baa3

1,337,063

10,200

5.000%,

1/01/28,

(AMT)

No

Opt.

Call

Baa3

10,551,288

10,035

5.000%,

1/01/31,

(AMT)

1/28

at

100.00

Baa3

10,360,836

19

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Transportation

(continued)

$

1,300

New

York

Transportation

Development

Corporation,

Special

Facility

Revenue

Bonds,

Delta

Air

Lines,

Inc.

-

LaGuardia

Airport

Terminals

C&D

Redevelopment

Project,

Series

2020,

4.375%,

10/01/45,

(AMT)

10/30

at

100.00

Baa3

$

1,233,258

Niagara

Frontier

Transportation

Authority,

New

York,

Airport

Revenue

Bonds,

Buffalo

International

Airport,

Series

2014A:

2,000

5.000%,

4/01/25,

(AMT)

4/24

at

100.00

A3

2,012,660

3,775

5.000%,

4/01/26,

(AMT)

4/24

at

100.00

A3

3,797,386

3,330

Port

Authority

of

New

York

and

New

Jersey,

Consolidated

Revenue

Bonds,

One

Hundred

Eighty-Forth

Series

2014,

5.000%,

9/01/39

9/24

at

100.00

AA-

3,367,862

Port

Authority

of

New

York

and

New

Jersey,

Consolidated

Revenue

Bonds,

One

Hundred

Eighty-Ninth

Series

2015:

2,520

5.000%,

5/01/40

5/25

at

100.00

AA-

2,580,077

480

5.000%,

5/01/45

5/25

at

100.00

AA-

488,861

5,000

Port

Authority

of

New

York

and

New

Jersey,

Consolidated

Revenue

Bonds,

One

Hundred

Eighty-Sixth

Series

2014,

5.000%,

10/15/44,

(AMT)

10/24

at

100.00

AA-

5,019,300

15,000

Port

Authority

of

New

York

and

New

Jersey,

Consolidated

Revenue

Bonds,

One

Hundred

Ninety-Eighth

Series

2016,

5.250%,

11/15/56

11/26

at

100.00

AA-

15,509,700

2,500

Port

Authority

of

New

York

and

New

Jersey,

Consolidated

Revenue

Bonds,

Two

Hundred

Eighteen

Series

2019,

5.000%,

11/01/44,

(AMT)

11/29

at

100.00

AA-

2,602,050

4,225

Port

Authority

of

New

York

and

New

Jersey,

Consolidated

Revenue

Bonds,

Two

Hundred

Eleventh

Series

2018,

4.000%,

9/01/43

9/28

at

100.00

AA-

4,178,356

10,230

Port

Authority

of

New

York

and

New

Jersey,

Consolidated

Revenue

Bonds,

Two

Hundred

Fifth

Series

2017,

5.000%,

11/15/47

11/27

at

100.00

AA-

10,750,400

1,200

Port

Authority

of

New

York

and

New

Jersey,

Consolidated

Revenue

Bonds,

Two

Hundred

Thirty

One

Series

2022,

5.500%,

8/01/40,

(AMT)

8/32

at

100.00

AA-

1,350,192

4,800

Port

Authority

of

New

York

and

New

Jersey,

Consolidated

Revenue

Bonds,

Two

Hundred

Twentieth

Series

2019,

4.000%,

11/01/59,

(AMT)

11/29

at

100.00

AA-

4,349,520

6,815

Triborough

Bridge

and

Tunnel

Authority,

New

York,

General

Purpose

Revenue

Bonds,

MTA

Bridges

&

Tunnels,

Refunding

Series

2017B,

5.000%,

11/15/38

5/27

at

100.00

AA-

7,194,527

3,905

Triborough

Bridge

and

Tunnel

Authority,

New

York,

General

Purpose

Revenue

Bonds,

MTA

Bridges

&

Tunnels,

Series

2014A,

5.000%,

11/15/39

5/24

at

100.00

AA-

3,943,816

12,740

Triborough

Bridge

and

Tunnel

Authority,

New

York,

General

Purpose

Revenue

Bonds,

MTA

Bridges

&

Tunnels,

Series

2017A,

5.000%,

11/15/37

5/27

at

100.00

AA-

13,476,245

8,825

Triborough

Bridge

and

Tunnel

Authority,

New

York,

General

Revenue

Bonds,

MTA

Bridges

&

Tunnels,

Series

2020A,

4.000%,

11/15/54

11/30

at

100.00

AA-

8,299,824

Total

Transportation

301,172,586

U.S.

Guaranteed

-

2.6%

(5)

Dormitory

Authority

of

the

State

of

New

York,

Insured

Revenue

Bonds,

Touro

College

and

University

System,

Series

2014A:

2,930

5.500%,

1/01/39,

(Pre-refunded

7/01/24)

7/24

at

100.00

N/R

2,997,595

3,065

5.500%,

1/01/44,

(Pre-refunded

7/01/24)

7/24

at

100.00

N/R

3,135,710

1,500

Dormitory

Authority

of

the

State

of

New

York,

Lease

Revenue

Bonds,

State

University

Dormitory

Facilities,

Refunding

Series

2013A,

5.000%,

7/01/27,

(Pre-refunded

7/01/23)

7/23

at

100.00

Aa3

1,501,845

Dormitory

Authority

of

the

State

of

New

York,

Revenue

Bonds,

New

School

University,

Series

2015A:

320

5.000%,

7/01/45,

(Pre-refunded

7/01/25)

7/25

at

100.00

N/R

331,491

5,000

Dormitory

Authority

of

the

State

of

New

York,

Revenue

Bonds,

Pratt

Institute,

Series

2015A,

5.000%,

7/01/44,

(Pre-refunded

7/01/24)

7/24

at

100.00

N/R

5,078,350

5

Dormitory

Authority

of

the

State

of

New

York,

State

Personal

Income

Tax

Revenue

Bonds,

General

Purpose

Series

2015B

Group

B,

5.000%,

2/15/32,

(Pre-refunded

2/15/25)

2/25

at

100.00

N/R

5,159

5,375

New

York

City

Trust

for

Cultural

Resources,

New

York,

Revenue

Bonds,

Wildlife

Conservation

Society,

Series

2013A,

5.000%,

8/01/33,

(Pre-

refunded

8/01/23)

8/23

at

100.00

A+

5,388,652

Nuveen

New

York

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

May

31,

2023

(Unaudited)

20

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

U.S.

Guaranteed

(5)

(continued)

New

York

City

Trust

for

Cultural

Resources,

New

York,

Revenue

Bonds,

Wildlife

Conservation

Society,

Series

2014A:

$

3,800

5.000%,

8/01/38,

(Pre-refunded

8/01/23)

8/23

at

100.00

A+

$

3,810,032

5,000

5.000%,

8/01/43,

(Pre-refunded

8/01/23)

8/23

at

100.00

A+

5,013,200

Western

Nassau

County

Water

Authority,

New

York,

Water

System

Revenue

Bonds,

Series

2015A:

675

5.000%,

4/01/40,

(Pre-refunded

4/01/25)

4/25

at

100.00

A1

695,925

1,050

5.000%,

4/01/45,

(Pre-refunded

4/01/25)

4/25

at

100.00

A1

1,082,550

Total

U.S.

Guaranteed

29,040,509

Utilities

-

8.4%

Long

Island

Power

Authority,

New

York,

Electric

System

General

Revenue

Bonds,

Series

2000A:

2,000

0.000%,

6/01/24

-

AGM

Insured

No

Opt.

Call

AA

1,930,100

2,000

0.000%,

6/01/25

-

AGM

Insured

No

Opt.

Call

AA

1,865,240

2,980

Long

Island

Power

Authority,

New

York,

Electric

System

General

Revenue

Bonds,

Series

2014A,

5.000%,

9/01/44

9/24

at

100.00

A

2,999,817

2,910

Long

Island

Power

Authority,

New

York,

Electric

System

General

Revenue

Bonds,

Series

2017,

5.000%,

9/01/42

9/27

at

100.00

A

3,077,238

7,465

New

York

City

Municipal

Water

Finance

Authority,

New

York,

Water

and

Sewer

System

Second

General

Resolution

Revenue

Bonds,

Fiscal

2017

Adjustable

Rate

Series

BB-1,

5.000%,

6/15/46

6/27

at

100.00

AA+

7,867,289

5,000

New

York

City

Municipal

Water

Finance

Authority,

New

York,

Water

and

Sewer

System

Second

General

Resolution

Revenue

Bonds,

Fiscal

2017

Series

DD,

5.250%,

6/15/47

12/26

at

100.00

AA+

5,240,550

9,885

New

York

City

Municipal

Water

Finance

Authority,

New

York,

Water

and

Sewer

System

Second

General

Resolution

Revenue

Bonds,

Fiscal

2020

Series

CC-1,

4.000%,

6/15/49

12/29

at

100.00

AA+

9,666,047

1,265

New

York

City

Municipal

Water

Finance

Authority,

New

York,

Water

and

Sewer

System

Second

General

Resolution

Revenue

Bonds,

Fiscal

2020

Series

EE,

4.000%,

6/15/42

6/30

at

100.00

AA+

1,265,013

6,810

New

York

State

Environmental

Facilities

Corporation,

State

Clean

Water

and

Drinking

Water

Revolving

Funds

Revenue

Bonds,

New

York

City

Municipal

Water

Finance

Authority

Projects-Second

Resolution

Bonds,

Series

2016A,

5.000%,

6/15/41

6/26

at

100.00

AAA

7,090,095

3,300

New

York

State

Environmental

Facilities

Corporation,

State

Clean

Water

and

Drinking

Water

Revolving

Funds

Revenue

Bonds,

New

York

City

Municipal

Water

Finance

Authority

Projects-Second

Resolution

Bonds,

Subordinated

SRF

Series

2017E,

5.000%,

6/15/47

6/27

at

100.00

AAA

3,472,260

6,470

New

York

State

Environmental

Facilities

Corporation,

State

Clean

Water

and

Drinking

Water

Revolving

Funds

Revenue

Bonds,

New

York

City

Municipal

Water

Finance

Authority

Projects-Second

Resolution

Bonds,

Subordinated

SRF

Series

2018B,

5.000%,

6/15/43

6/28

at

100.00

AAA

6,948,327

2,000

New

York

State

Environmental

Facilities

Corporation,

State

Clean

Water

and

Drinking

Water

Revolving

Funds

Revenue

Bonds,

New

York

City

Municipal

Water

Finance

Authority

Projects-Second

Resolution

Bonds,

Subordinated

SRF

Series

2022A,

5.000%,

6/15/51

6/32

at

100.00

AAA

2,184,900

10,480

New

York

State

Power

Authority,

General

Revenue

Bonds,

Series

2020A,

4.000%,

11/15/55

5/30

at

100.00

AA

10,058,495

9,400

Niagara

Area

Development

Corporation,

New

York,

Solid

Waste

Disposal

Facility

Revenue

Refunding

Bonds,

Covanta

Energy

Project,

Series

2018A,

4.750%,

11/01/42,

(AMT),

144A

7/23

at

100.00

B1

8,169,634

Utility

Debt

Securitization

Authority,

New

York,

Restructuring

Bonds,

Refunding

Series

2015:

845

5.000%,

12/15/35

12/25

at

100.00

AAA

880,456

4,405

5.000%,

12/15/36

12/25

at

100.00

AAA

4,576,751

4,750

5.000%,

12/15/37

12/25

at

100.00

AAA

4,917,675

1,795

Utility

Debt

Securitization

Authority,

New

York,

Restructuring

Bonds,

Series

2013TE,

5.000%,

12/15/41

12/23

at

100.00

AAA

1,808,139

21

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:

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Utilities

(continued)

Utility

Debt

Securitization

Authority,

New

York,

Restructuring

Bonds,

Series

2017:

$

8,000

5.000%,

12/15/38

12/27

at

100.00

AAA

$

8,642,240

3,000

5.000%,

12/15/39

12/27

at

100.00

AAA

3,234,660

Total

Utilities

95,894,926

Total

Municipal

Bonds

(cost

$1,141,810,537)

1,133,595,675

Total

Long-Term

Investments

(cost

$1,141,810,537)

1,133,595,675

Other

Assets

&

Liabilities,

Net

-

0.9%

10,811,698

Net

Assets

-

100%

$

1,144,407,373

Level

1

Level

2

Level

3

Total

Long-Term

Investments:

Municipal

Bonds

$

–

$

1,133,595,675

$

–

$

1,133,595,675

Total

$

–

$

1,133,595,675

$

–

$

1,133,595,675

(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.

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

22

Nuveen

California

Municipal

Bond

Fund

Portfolio

of

Investments

May

31,

2023

(Unaudited)

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

LONG-TERM

INVESTMENTS

-

98.9%

X

1,619,450,067

MUNICIPAL

BONDS

-

98.9%

X

1,619,450,067

Consumer

Staples

-

0.0%

$

370

California

County

Tobacco

Securitization

Agency,

Tobacco

Settlement

Asset-Backed

Bonds,

Los

Angeles

County

Securitization

Corporation,

Series

2020A,

4.000%,

6/01/49

6/30

at

100.00

BBB+

$

339,690

Total

Consumer

Staples

339,690

Education

and

Civic

Organizations

-

5.5%

5,000

California

Educational

Facilities

Authority,

Revenue

Bonds,

Chapman

University,

Series

2015,

5.000%,

4/01/45

4/25

at

100.00

A2

5,070,500

3,000

California

Educational

Facilities

Authority,

Revenue

Bonds,

University

of

the

Pacific,

Refunding

Series

2015,

5.000%,

11/01/36

11/25

at

100.00

A2

3,088,260

1,275

California

Municipal

Finance

Authority,

Revenue

Bonds,

Goodwill

Industries

of

Sacramento

Valley

&

Northern

Nevada

Project,

Series

2014A,

5.000%,

1/01/35

1/25

at

100.00

N/R

1,092,191

California

Municipal

Finance

Authority,

Revenue

Bonds,

Linxs

APM

Project,

Senior

Lien

Series

2018A:

8,595

4.000%,

12/31/47,

(AMT)

6/28

at

100.00

A2

7,576,492

6,980

5.000%,

12/31/47,

(AMT)

6/28

at

100.00

BBB-

7,039,330

1,100

California

School

Finance

Authority,

California,

Charter

School

Revenue

Bonds,

Aspire

Public

Schools,

Refunding

Series

2015A,

5.000%,

8/01/45,

144A

8/25

at

100.00

BBB

1,071,400

California

School

Finance

Authority,

California,

Charter

School

Revenue

Bonds,

Aspire

Public

Schools,

Refunding

Series

2016:

450

5.000%,

8/01/36,

144A

8/25

at

100.00

BBB

452,416

460

5.000%,

8/01/46,

144A

8/25

at

100.00

BBB

446,191

815

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Aspire

Public

School

-

Obligated

Group,Issue

No.6,

Series

2020A,

5.000%,

8/01/52,

144A

8/28

at

100.00

BBB

774,666

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Downtown

College

Prep

-

Obligated

Group,

Series

2016:

410

5.000%,

6/01/46,

144A

6/26

at

100.00

N/R

382,919

500

5.000%,

6/01/51,

144A

6/26

at

100.00

N/R

457,180

375

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Kepler

Neighborhood

School,

Series

2017A,

5.750%,

5/01/37,

144A

5/27

at

100.00

N/R

376,016

550

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Partnerships

to

Uplift

Communities

Project,

Refunding

Social

Series

2023,

5.500%,

8/01/43,

144A

8/33

at

100.00

BB+

555,489

285

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Rocketship

Education

Obligated

Group,

Series

2016A,

5.000%,

6/01/36,

144A

6/25

at

100.00

N/R

280,454

280

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Stem

Preparatory

Schools

Obligated

Group,

Series

2023A,

5.000%,

6/01/43,

144A

6/31

at

100.00

BBB-

276,158

500

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Summit

Public

Schools

Obligated

Group,

Series

2017,

5.000%,

6/01/47,

144A

6/27

at

100.00

Ba3

449,115

750

California

School

Finance

Authority,

School

Facility

Revenue

Bonds,

Alliance

for

College-Ready

Public

Schools

Project,

Series

2015A,

5.000%,

7/01/45,

144A

7/25

at

100.00

BBB

752,783

830

California

School

Finance

Authority,

School

Facility

Revenue

Bonds,

Alliance

for

College-Ready

Public

Schools

Project,

Series

2016A,

5.000%,

7/01/46,

144A

7/25

at

100.00

BBB

832,656

5,235

California

School

Finance

Authority,

School

Facility

Revenue

Bonds,

Alliance

for

College-Ready

Public

Schools

Project,

Series

2016C,

5.250%,

7/01/52,

144A

7/25

at

101.00

BBB

5,281,173

23

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Education

and

Civic

Organizations

(continued)

$

680

California

School

Finance

Authority,

School

Facility

Revenue

Bonds,

Granada

Hills

Charter

High

School

Obligated

Group,

Series

2021A,

4.000%,

7/01/48,

144A

7/28

at

100.00

BBB

$

563,795

California

School

Finance

Authority,

School

Facility

Revenue

Bonds,

Value

Schools,

Series

2013:

2,000

6.900%,

7/01/43

7/23

at

100.00

BBB-

2,003,700

4,040

7.000%,

7/01/48

7/23

at

100.00

BBB-

4,047,312

2,650

California

State

University,

Systemwide

Revenue

Bonds,

Refunding

Series

2015A,

5.000%,

11/01/35

11/25

at

100.00

Aa2

2,771,874

3,100

California

State

University,

Systemwide

Revenue

Bonds,

Series

2018A,

5.000%,

11/01/43

11/28

at

100.00

Aa2

3,335,290

5,210

California

State

University,

Systemwide

Revenue

Bonds,

Series

2019A,

5.000%,

11/01/51

11/29

at

100.00

Aa2

5,580,379

7,100

California

State

University,

Systemwide

Revenue

Bonds,

Series

2020C,

3.000%,

11/01/39

11/30

at

100.00

Aa2

6,190,064

1,115

San

Diego

County,

California,

Limited

Revenue

Obligations,

Sanford

Burnham

Prebys

Medical

Discovery

Institute,

Series

2015A,

5.000%,

11/01/28

11/25

at

100.00

A1

1,172,021

15,325

University

of

California,

General

Revenue

Bonds,

Limited

Project

Series

2017M,

5.000%,

5/15/47

5/27

at

100.00

AA-

16,132,628

11,620

University

of

California,

General

Revenue

Bonds,

Limited

Project

Series

2018O,

5.000%,

5/15/43

5/28

at

100.00

AA-

12,455,013

Total

Education

and

Civic

Organizations

90,507,465

Financials

-

0.0%

7

Cofina

Class

2

Trust

Tax-Exempt

Class

2047,

Puerto

Rico.

Unit

Exchanged

From

Cusip

74529JAN5,

0.000%,

8/01/47

No

Opt.

Call

N/R

1,905

Total

Financials

1,905

Health

Care

-

12.0%

California

Health

Facilities

Financing

Authority,

California,

Revenue

Bonds,

Sutter

Health,

Refunding

Series

2016B:

17,205

5.000%,

11/15/46

11/26

at

100.00

A+

17,617,920

3,815

California

Health

Facilities

Financing

Authority,

California,

Revenue

Bonds,

Sutter

Health,

Refunding

Series

2017A,

5.000%,

11/15/48

11/27

at

100.00

A+

3,923,499

California

Health

Facilities

Financing

Authority,

California,

Revenue

Bonds,

Sutter

Health,

Series

2018A:

1,225

5.000%,

11/15/36

11/27

at

100.00

A+

1,304,392

11,100

5.000%,

11/15/48

11/27

at

100.00

A+

11,415,684

7,000

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

Cedars-

Sinai

Health

System,

Series

2021A,

4.000%,

8/15/48

8/31

at

100.00

AA-

6,793,010

3,850

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

Children's

Hospital

Los

Angeles,

Series

2017A,

5.000%,

8/15/47

8/27

at

100.00

BBB+

3,852,810

6,100

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

City

of

Hope

National

Medical

Center,

Series

2012A,

4.000%,

11/15/39

7/23

at

100.00

A

5,771,027

7,850

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

City

of

Hope

National

Medical

Center,

Series

2019,

4.000%,

11/15/45

11/29

at

100.00

A

7,269,021

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

CommonSpirit

Health,

Series

2020A:

10,750

4.000%,

4/01/40

4/30

at

100.00

A-

10,423,308

3,175

4.000%,

4/01/45

4/30

at

100.00

A-

2,998,502

36,320

4.000%,

4/01/49

4/30

at

100.00

A-

33,614,886

3,940

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

El

Camino

Hospital,

Refunding

Series

2015A,

5.000%,

2/01/40

2/25

at

100.00

AA

4,006,113

830

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

Lucile

Salter

Packard

Children's

Hospital,

Series

2014A,

5.000%,

8/15/43

8/24

at

100.00

AA-

843,214

1,825

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

Providence

Health

&

Services,

Series

2014B,

5.000%,

10/01/44

10/24

at

100.00

A

1,833,377

250

California

Municipal

Finance

Authority,

Revenue

Bonds,

Eisenhower

Medical

Center,

Refunding

Series

2017A,

5.000%,

7/01/42

7/27

at

100.00

Baa2

254,420

Nuveen

California

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

May

31,

2023

(Unaudited)

24

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Health

Care

(continued)

California

Municipal

Finance

Authority,

Revenue

Bonds,

NorthBay

Healthcare

Group,

Series

2017A:

$

1,810

5.250%,

11/01/36

11/26

at

100.00

BBB-

$

1,817,023

5,000

5.250%,

11/01/41

11/26

at

100.00

BBB-

4,902,300

6,750

5.000%,

11/01/47

11/26

at

100.00

BBB-

6,245,100

10,310

5.250%,

11/01/47

11/26

at

100.00

BBB-

9,927,396

5,300

California

Municipal

Finance

Authority,

Reveue

Bonds,

Community

Medical

Centers,

Series

2017A,

5.000%,

2/01/47

2/27

at

100.00

A3

5,408,279

2,950

California

Municipal

Financing

Authority,

Certificates

of

Participation,

Palomar

Health,

Series

2022A,

5.250%,

11/01/52

-

AGM

Insured

11/32

at

100.00

AA

3,137,679

2,000

California

Public

Finance

Authority,

Revenue

Bonds,

Henry

Mayo

Newhall

Hospital,

Series

2017,

5.000%,

10/15/47

10/26

at

100.00

BBB-

1,989,180

2,500

California

Statewide

Communities

Development

Authority,

California,

Redlands

Community

Hospital,

Revenue

Bonds,

Series

2016,

5.000%,

10/01/46

10/26

at

100.00

A-

2,526,975

6,000

California

Statewide

Communities

Development

Authority,

California,

Revenue

Bonds,

Loma

Linda

University

Medical

Center,

Series

2014A,

5.250%,

12/01/44

12/24

at

100.00

BB+

5,950,260

17,250

California

Statewide

Communities

Development

Authority,

California,

Revenue

Bonds,

Loma

Linda

University

Medical

Center,

Series

2016A,

5.250%,

12/01/56,

144A

6/26

at

100.00

BB+

16,220,347

8,400

California

Statewide

Communities

Development

Authority,

California,

Revenue

Bonds,

Loma

Linda

University

Medical

Center,

Series

2018A,

5.500%,

12/01/58,

144A

6/28

at

100.00

BB+

8,036,112

California

Statewide

Communities

Development

Authority,

Revenue

Bonds,

Adventist

Health

System/West,

Series

2015A:

1,305

5.000%,

3/01/35

3/26

at

100.00

A

1,344,202

1,000

5.000%,

3/01/45

3/26

at

100.00

A

1,011,720

4,650

California

Statewide

Communities

Development

Authority,

Revenue

Bonds,

Adventist

Health

System/West,

Series

2018A,

5.000%,

3/01/48

3/28

at

100.00

A

4,708,218

1,365

California

Statewide

Community

Development

Authority,

Health

Revenue

Bonds,

Enloe

Medical

Center,

Refunding

Series

2022A,

5.250%,

8/15/52

-

AGM

Insured

8/32

at

100.00

AA

1,448,101

California

Statewide

Community

Development

Authority,

Revenue

Bonds,

Daughters

of

Charity

Health

System,

Series

2005A:

33

5.750%,

7/01/24

(4),(5)

1/22

at

100.00

N/R

33,345

38

5.750%,

7/01/30

2030

2030

(4),(5)

1/22

at

100.00

N/R

38,339

2

5.750%,

7/01/35

2035

2035

(4),(5)

1/22

at

100.00

N/R

2,497

36

California

Statewide

Community

Development

Authority,

Revenue

Bonds,

Daughters

of

Charity

Health

System,

Series

2005G,

5.500%,

7/01/24

2022

2022

(4),(5)

1/22

at

100.00

N/R

36,084

3,000

Kaweah

Delta

Health

Care

District,

California,

Revenue

Bonds,

Series

2015B,

5.000%,

6/01/40

6/25

at

100.00

Ba1

2,499,300

5,000

Palomar

Health

System,

California,

Revenue

Bonds,

Refunding

Series

2017,

5.000%,

11/01/42

11/27

at

100.00

BBB

5,035,250

1,630

Upland,

California,

Certificates

of

Participation,

San

Antonio

Regional

Hospital,

Series

2017,

5.000%,

1/01/47

1/28

at

100.00

BBB

1,660,057

Total

Health

Care

195,898,947

Housing/Multifamily

-

15.2%

19,170

California

Community

Housing

Agency,

California,

Essential

Housing

Revenue

Bonds,

Creekwood,

Series

2021A,

4.000%,

2/01/56,

144A

8/31

at

100.00

N/R

13,304,172

15,920

California

Community

Housing

Agency,

California,

Essential

Housing

Revenue

Bonds,

Glendale

Properties,

Junior

Series

2021A-2,

4.000%,

8/01/47,

144A

8/31

at

100.00

N/R

12,202,202

26,675

California

Community

Housing

Agency,

California,

Essential

Housing

Revenue

Bonds,

Serenity

at

Larkspur

Apartments,

Series

2020A,

5.000%,

2/01/50,

144A

2/30

at

100.00

N/R

21,925,249

1,950

California

Community

Housing

Agency,

California,

Essential

Housing

Revenue

Bonds,

Stoneridge

Apartments,

Series

2021A,

4.000%,

2/01/56,

144A

2/31

at

100.00

N/R

1,432,841

25

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Housing/Multifamily

(continued)

$

560

California

Community

Housing

Agency,

California,

Essential

Housing

Revenue

Bonds,

Summit

at

Sausalito

Apartments,

Series

2021A-2,

4.000%,

2/01/50,

144A

8/32

at

100.00

N/R

$

417,278

440

California

Community

Housing

Agency,

California,

Essential

Housing

Revenue

Bonds,

The

Arbors,

Series

2020A,

5.000%,

8/01/50,

144A

8/30

at

100.00

N/R

402,767

2,850

California

Community

Housing

Agency,

California,

Essential

Housing

Revenue

Bonds,

Verdant

at

Green

Valley

Apartments,

Series

2019A,

5.000%,

8/01/49,

144A

8/29

at

100.00

N/R

2,684,273

21,320

California

Community

Housing

Agency,

Workforce

Housing

Revenue

Bonds,

Annadel

Apartments,

Series

2019A,

5.000%,

4/01/49,

144A

4/29

at

100.00

N/R

17,617,142

11,182

California

Housing

Finance

Agency,

Municipal

Certificate

Revenue

Bonds,

Class

A

Series

2019-2,

4.000%,

3/20/33

2033

2033

No

Opt.

Call

BBB+

10,801,510

12,478

California

Housing

Finance

Agency,

Municipal

Certificate

Revenue

Bonds,

Class

A

Series

2021-1,

3.500%,

11/20/35

2021

2021

No

Opt.

Call

BBB+

11,593,923

1,528

California

Housing

Finance

Agency,

Municipal

Certificate

Revenue

Bonds,

Class

A

Series2019-1,

4.250%,

1/15/35

No

Opt.

Call

BBB+

1,517,089

9,050

California

Housing

Finance

Agency,

Municipal

Certificate

Revenue

Bonds,

Class

A

Social

Certificates

Series

2023-1,

4.375%,

9/20/36

No

Opt.

Call

BBB

8,949,454

California

Municipal

Finance

Authority,

Mobile

Home

Park

Revenue

Bonds,

Caritas

Affordable

Housing

Inc

Projects,

Senior

Series

2014A:

170

5.250%,

8/15/39

8/24

at

100.00

A-

172,008

455

5.250%,

8/15/49

8/24

at

100.00

A-

459,504

3,145

California

Statewide

Community

Development

Authority,

Multifamily

Housing

Revenue

Senior

Bonds,

Westgate

Courtyards

Apartments,

Series

2001X-1,

5.420%,

12/01/34

-

AMBAC

Insured,

(AMT)

7/23

at

100.00

N/R

3,025,301

20,705

CMFA

Special

Finance

Agency

I,

California,

Essential

Housing

Revenue

Bonds,

The

Mix

at

Center

City,

Series

2021A-2,

4.000%,

4/01/56,

144A

4/31

at

100.00

N/R

14,456,024

5,675

CMFA

Special

Finance

Agency,

California,

Essential

Housing

Revenue

Bonds,

Enclave

Apartments,

Senior

Series

2022A-1,

4.000%,

8/01/58,

144A

2/32

at

100.00

N/R

4,335,132

920

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

777

Place-Pomona,

Senior

Lien

Series

2021A-1,

3.600%,

5/01/47,

144A

5/32

at

100.00

N/R

719,826

8,660

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

777

Place-Pomona,

Senior

Lien

Series

2021A-2,

3.250%,

5/01/57,

144A

5/32

at

100.00

N/R

5,931,754

1,255

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Acacia

on

Santa

Rosa

Creek,

Mezzanine

Lien

Series

2021B,

4.000%,

10/01/46,

144A

10/31

at

100.00

N/R

948,341

5,230

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Acacia

on

Santa

Rosa

Creek,

Senior

Lien

Series

2021A,

4.000%,

10/01/56,

144A

10/31

at

100.00

N/R

4,290,587

26,965

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Altana

Glendale,

Series

2021A-2,

4.000%,

10/01/56,

144A

10/31

at

100.00

N/R

19,839,229

14,755

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Center

City

Anaheim,

Series

2020A,

5.000%,

1/01/54,

144A

1/31

at

100.00

N/R

11,716,503

2,880

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Jefferson-Anaheim

Series

2021A-1,

2.875%,

8/01/41,

144A

8/31

at

100.00

N/R

2,511,965

4,640

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Jefferson-Anaheim

Series

2021A-2,

3.125%,

8/01/56,

144A

8/31

at

100.00

N/R

3,164,341

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Millennium

South

Bay-

Hawthorne,

Series

2021A-1

and

A-2:

4,355

3.375%,

7/01/43,

144A

7/32

at

100.00

N/R

3,445,676

5,205

3.250%,

7/01/56,

144A

7/32

at

100.00

N/R

3,536,173

17,875

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Moda

at

Monrovia

Station,

Social

Series

2021A-2,

4.000%,

10/01/56,

144A

10/31

at

100.00

N/R

13,068,770

Nuveen

California

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

May

31,

2023

(Unaudited)

26

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Housing/Multifamily

(continued)

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Monterrey

Station

Apartments,

Senior

Lien

Series

2021A-1:

$

1,615

3.000%,

7/01/43,

144A

7/32

at

100.00

N/R

$

1,211,977

4,750

3.125%,

7/01/56,

144A

7/32

at

100.00

N/R

3,212,520

395

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Orange

City

Portfolio,

Mezzanine

Lien

Series

2021B,

4.000%,

3/01/57,

144A

3/32

at

100.00

N/R

278,601

16,430

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Parallel-Anaheim

Series

2021A,

4.000%,

8/01/56,

144A

8/31

at

100.00

N/R

12,076,379

5,280

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Pasadena

Portfolio

Social

Bond,

Mezzanine

Senior

Series

2021B,

4.000%,

12/01/56,

144A

12/31

at

100.00

N/R

3,751,229

5,730

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Union

South

Bay,

Series

2021A-2,

4.000%,

7/01/56,

144A

7/31

at

100.00

N/R

4,239,742

7,475

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Vineyard

Gardens

Apartments,

Senior

Lien

Series

2021A,

3.250%,

10/01/58,

144A

4/32

at

100.00

N/R

5,022,303

2,100

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Waterscape

Apartments,

Mezzanine

Lien

Series

2021B,

4.000%,

9/01/46,

144A

9/31

at

100.00

N/R

1,677,627

3,995

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Westgate

Phase

1-Pasadena

Apartments,

Senior

Lien

Series

2021A-1,

3.000%,

6/01/47,

144A

6/31

at

100.00

N/R

2,898,972

16,280

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Westgate

Phase

1-Pasadena

Apartments,

Senior

Lien

Series

2021A-2,

3.125%,

6/01/57,

144A

6/31

at

100.00

N/R

10,597,140

3,100

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Wood

Creek

Apartments,

Mezzanine

Lien

Series

2021A-2,

4.000%,

12/01/58

6/32

at

100.00

N/R

2,297,410

10,045

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Wood

Creek

Apartments,

Senior

Lien

Series

2021A-1,

3.000%,

12/01/49

6/32

at

100.00

N/R

6,657,826

765

Independent

Cities

Finance

Authority,

California,

Mobile

Home

Park

Revenue

Bonds,

Palomar

Estates

West,

Refunding

Series

2015,

5.000%,

9/15/25

No

Opt.

Call

N/R

768,328

Total

Housing/Multifamily

249,159,088

Long-Term

Care

-

0.1%

1,275

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

Northern

California

Presbyterian

Homes

&

Services

Inc.,

Refunding

Series

2015,

5.000%,

7/01/44

7/25

at

100.00

AA

1,309,004

1,000

California

Statewide

Communities

Development

Authority,

Revenue

Bonds,

Front

Porch

Communities

&

Services,

Series

2021A,

4.000%,

4/01/41

4/31

at

100.00

A

927,650

Total

Long-Term

Care

2,236,654

Tax

Obligation/General

-

11.9%

1,000

Acalanes

Union

High

School

District,

Contra

Costa

County,

California,

General

Obligation

Bonds,

Refunding

Series

2010A,

0.000%,

8/01/26

No

Opt.

Call

Aa1

899,960

4,000

Alum

Rock

Union

Elementary

School

District,

Santa

Clara

County,

California,

General

Obligation

Bonds,

Refunding

Series

2013A,

6.000%,

8/01/39

8/23

at

100.00

A1

4,016,440

5,570

Bakersfield

City

School

District,

Kern

County,

California,

General

Obligation

Bonds,

Series

2012C,

5.800%,

5/01/42

5/40

at

100.00

Aa3

3,938,826

11,830

California

State,

General

Obligation

Bonds,

Various

Purpose

Refunding

Series

2015,

5.000%,

8/01/33

2/25

at

100.00

Aa2

12,206,312

1,940

California

State,

General

Obligation

Bonds,

Various

Purpose

Series

2014,

5.000%,

10/01/37

10/24

at

100.00

Aa2

1,979,013

6,540

California

State,

General

Obligation

Bonds,

Various

Purpose

Series

2015,

5.000%,

8/01/45

8/25

at

100.00

Aa2

6,746,729

27

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Tax

Obligation/General

(continued)

California

State,

General

Obligation

Bonds,

Various

Purpose

Series

2016:

$

2,500

5.000%,

9/01/45

9/26

at

100.00

Aa2

$

2,618,850

835

5.000%,

9/01/46

9/26

at

100.00

Aa2

874,011

22,700

California

State,

General

Obligation

Bonds,

Various

Purpose

Series

2018,

5.000%,

10/01/47

4/26

at

100.00

Aa2

23,616,172

1,770

California

State,

General

Obligation

Bonds,

Various

Purpose

Series

2020,

4.000%,

11/01/45

11/25

at

100.00

Aa2

1,760,177

3,385

Chino

Valley

Unified

School

District,

San

Bernardino

County,

California,

General

Obligation

Bonds,

2016

Election

Series

2020B,

5.000%,

8/01/55

8/30

at

100.00

Aa2

3,620,190

345

Golden

West

Schools

Financing

Authority,

California,

General

Obligation

Revenue

Refunding

Bonds,

School

District

Program,

Series

1999A,

5.800%,

8/01/23

-

NPFG

Insured

No

Opt.

Call

Baa2

346,194

14,500

Grossmont

Healthcare

District,

California,

General

Obligation

Bonds,

Refunding

Series

2015D,

4.000%,

7/15/40

7/25

at

100.00

Aa2

14,289,605

2,745

Grossmont-Cuyamaca

Community

College

District,

California,

General

Obligation

Bonds,

Refunding

Series

2018,

4.000%,

8/01/47

8/28

at

100.00

AA

2,665,999

7,000

Hacienda

La

Puente

Unified

School

District,

Los

Angeles

County,

California,

General

Obligation

Bonds,

2016

Election,

Series

2017A,

4.000%,

8/01/47

8/27

at

100.00

AAA

6,798,540

30

Long

Beach

Unified

School

District,

Los

Angeles

County,

California,

General

Obligation

Bonds,

Election

of

2008,

Series

2009A,

5.500%,

8/01/29

7/23

at

100.00

Aa2

30,048

6,225

Manteca

Unified

School

District,

San

Joaquin

County,

California,

General

Obligation

Bonds,

Election

2014

Series

2017B,

4.000%,

8/01/42

8/27

at

100.00

Aa2

6,182,172

10,000

Marin

Healthcare

District,

Marin

County,

California,

General

Obligation

Bonds,

2013

Election,

Series

2015A,

4.000%,

8/01/40

8/25

at

100.00

Aa2

9,923,100

4,040

Morgan

Hill

Unified

School

District,

Santa

Clara

County,

California,

General

Obligation

Bonds,

Election

2012

Series

2017B,

4.000%,

8/01/47

8/27

at

100.00

Aa1

3,979,238

1,740

Pajaro

Valley

Unified

School

District,

Santa

Cruz

County,

California,

General

Obligation

Bonds,

Refunding

Election

2012

Series

2013A,

4.250%,

8/01/47

8/23

at

100.00

Aa3

1,742,627

9,440

Paramount

Unified

School

District,

Los

Angeles

County,

California,

General

Obligation

Bonds,

Election

2006

Series

2011,

6.375%,

8/01/45

2/33

at

100.00

Aa3

11,206,413

40,000

San

Diego

Community

College

District,

San

Diego

County,

California,

General

Obligation

Bonds,

Election

of

2006,

Series

2013,

0.000%,

8/01/41

(6)

8/23

at

57.57

AAA

22,897,200

30,295

San

Francisco

Bay

Area

Rapid

Transit

District,

California,

General

Obligation

Bonds,

Election

of

2016,

Green

Series

2020C-1,

4.000%,

8/01/45

8/29

at

100.00

Aaa

30,212,295

1,535

San

Leandro

Unified

School

District,

Alameda

County,

California,

General

Obligation

Bonds,

Election

2006

Series

2010C,

0.000%,

8/01/39

-

AGC

Insured

(6)

8/28

at

100.00

AA

1,465,710

2,345

Temecula

Valley

Unified

School

District,

Riverside

County,

California,

General

Obligation

Bonds,

Election

2012

Series

2018C,

5.250%,

8/01/44

2/26

at

100.00

Aa1

2,464,548

2,000

Victor

Valley

Union

High

School

District,

San

Bernardino

County,

California,

General

Obligation

Bonds,

20008

Election

Series

2009A,

5.750%,

8/01/31

-

AGC

Insured

8/26

at

100.00

AA

2,188,160

3,080

Washington

Township

Health

Care

District,

Alameda

County,

California,

General

Obligation

Bonds,

2004

Election

Series

2013B,

5.000%,

8/01/43

8/24

at

100.00

A1

3,101,930

645

Washington

Township

Health

Care

District,

Alameda

County,

California,

General

Obligation

Bonds,

2012

Election

Series

2013A,

5.500%,

8/01/40

8/24

at

100.00

A1

659,745

8,640

Washington

Township

Health

Care

District,

Alameda

County,

California,

General

Obligation

Bonds,

2012

Election

Series

2015B,

4.000%,

8/01/45

8/25

at

100.00

A1

8,190,547

1,100

West

Contra

Costa

Unified

School

District,

Contra

Costa

County,

California,

General

Obligation

Bonds,

Series

2008B,

6.000%,

8/01/24

No

Opt.

Call

AA-

1,135,321

Nuveen

California

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

May

31,

2023

(Unaudited)

28

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Tax

Obligation/General

(continued)

$

3,500

Yosemite

Community

College

District,

California,

General

Obligation

Bonds,

Capital

Appreciation,

Election

2004,

Series

2010D,

6.550%,

8/01/42

No

Opt.

Call

Aa2

$

2,686,775

Total

Tax

Obligation/General

194,442,847

Tax

Obligation/Limited

-

10.9%

995

Beaumont

Financing

Authority,

California,

Local

Agency

Revenue

Bonds,

Improvement

Area

19A,

Series

2015B,

5.000%,

9/01/35

9/25

at

100.00

N/R

1,017,238

1,655

Bell

Community

Housing

Authority,

California,

Lease

Revenue

Bonds,

Series

2005,

5.000%,

10/01/36

-

AMBAC

Insured

7/23

at

100.00

N/R

1,661,140

1,335

Brea

and

Olinda

Unified

School

District,

Orange

County,

California,

Certificates

of

Participation

Refunding,

Series

2002A,

5.125%,

8/01/26

-

AGM

Insured

7/23

at

100.00

AA

1,336,201

2,235

California

Community

College

Financing

Authority,

Lease

Revenue

Bonds,

Refunding

Series

2003,

0.000%,

6/01/33

-

AMBAC

Insured

No

Opt.

Call

AA+

1,469,088

2,040

California

Infrastructure

and

Economic

Development

Bank,

Lease

Revenue

Bonds,

California

State

Teachers

Retirement

System

Headquarters

Expansion,

Green

Bond-Climate

Bond

Certified

Series

2019,

5.000%,

8/01/44

8/29

at

100.00

AA

2,188,920

1,960

California

Infrastructure

and

Economic

Development

Bank,

Revenue

Bonds,

North

County

Center

for

Self-Sufficiency

Corporation,

Series

2004,

5.000%,

12/01/25

-

AMBAC

Insured

7/23

at

100.00

AA+

1,962,489

750

California

Municipal

Finance

Authority,

Special

Tax

Revenue

Bonds,

Bold

Program,

Series

2020A,

4.000%,

9/01/45

9/26

at

103.00

N/R

661,125

2,000

California

State

Public

Works

Board,

Lease

Revenue

Bonds,

Department

of

Corrections

&

Rehabilitation,

Various

Correctional

Facilities

Series

2014A,

5.000%,

9/01/39

9/24

at

100.00

Aa3

2,026,880

California

State

Public

Works

Board,

Lease

Revenue

Bonds,

Judicial

Council

of

California,

New

Stockton

Courthouse,

Series

2014B:

5,120

5.000%,

10/01/32

10/24

at

100.00

Aa3

5,217,587

2,600

5.000%,

10/01/33

10/24

at

100.00

Aa3

2,648,204

3,820

5.000%,

10/01/34

10/24

at

100.00

Aa3

3,886,315

2,000

5.000%,

10/01/39

10/24

at

100.00

Aa3

2,029,000

365

California

Statewide

Communities

Development

Authority,

Statewide

Community

Infrastructure

Program

Revenue

Bonds,

Series

2011A,

8.000%,

9/02/41

6/23

at

100.00

N/R

349,823

Chula

Vista

Municipal

Finance

Authority,

California,

Special

Tax

Revenue

Bonds,

Refunding

Series

2013:

1,915

5.500%,

9/01/27

9/23

at

100.00

AA-

1,927,371

2,165

5.500%,

9/01/29

9/23

at

100.00

AA-

2,179,311

1,520

5.500%,

9/01/30

9/23

at

100.00

AA-

1,529,880

3,200

Dublin

Community

Facilities

District

2015-1

Dublin

Crossing,

California,

Special

Tax

Bonds,

Improvement Area

2,

Series

2019,

5.000%,

9/01/44

9/26

at

103.00

N/R

3,233,056

1,500

Elk

Grove

Financing

Authority,

California,

Special

Tax

Revenue

Bonds,

Series

2015,

5.000%,

9/01/38

-

BAM

Insured

9/25

at

100.00

AA

1,559,370

310

Golden

State

Tobacco

Securitization

Corporation,

California,

Tobacco

Settlement

Asset-Backed

Revenue

Bonds,

Series

2022A-1,

5.000%,

6/01/51

12/31

at

100.00

BBB+

323,057

Government

of

Guam,

Business

Privilege

Tax

Bonds,

Refunding

Series

2015D:

6,375

5.000%,

11/15/29

11/25

at

100.00

BB

6,486,052

3,725

5.000%,

11/15/39

11/25

at

100.00

BB

3,685,329

1,000

Huntington

Beach,

California,

Special

Tax

Bonds,

Community

Facilities

District

2003-1

Huntington

Center,

Refunding

Series

2013,

5.375%,

9/01/33

9/23

at

100.00

N/R

1,003,890

1,090

Irvine,

California,

Limited

Obligation

Improvement

Bonds,

Reassessment

District

15-2,

Series

2015,

5.000%,

9/02/42

9/25

at

100.00

N/R

1,100,769

Irvine,

California,

Special

Tax

Bonds,

Community

Facilities

District

2013-3

Great

Park,

Improvement

Area

1,

Refunding

Series

2014:

500

5.000%,

9/01/39

9/24

at

100.00

N/R

503,950

750

5.000%,

9/01/44

9/24

at

100.00

N/R

754,035

29

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Tax

Obligation/Limited

(continued)

$

3,260

Jurupa

Community

Services

District,

California,

Special

Tax

Bonds,

Community

Facilities

District

33

Eastvale

Area,

Series

2014,

5.000%,

9/01/43

9/24

at

100.00

N/R

$

3,280,082

790

Lake

Elsinore

Public

Financing

Authority,

California,

Local

Agency

Revenue

Bonds,

Canyon

Hills

Improvement

Area

A

&

C,

Series

2014C,

5.000%,

9/01/40

9/24

at

100.00

N/R

796,834

1,620

Lake

Elsinore

Public

Financing

Authority,

California,

Local

Agency

Revenue

Bonds,

Refunding

Series

2015,

5.000%,

9/01/40

9/25

at

100.00

N/R

1,644,818

Lammersville

Joint

Unified

School

District,

California,

Special

Tax

Bonds,

Community

Facilities

District 2007-1

Mountain

House

-

Shea

Homes

Improvement

Area

1,

Series

2013:

1,000

6.000%,

9/01/38

9/23

at

100.00

N/R

1,004,520

1,750

6.000%,

9/01/43

9/23

at

100.00

N/R

1,756,597

505

Lancaster

Redevelopment

Agency,

California,

Tax

Allocation

Bonds,

Combined

Area

Sheriff's

Facilities

Projects,

Refunding

Series

2004,

5.000%,

12/01/23

-

SYNCORA

GTY

Insured

7/23

at

100.00

AA

505,581

390

Lancaster

Redevelopment

Agency,

California,

Tax

Allocation

Bonds,

Combined

Fire

Protection

Facilities

Project,

Refunding

Series

2004,

5.000%,

12/01/23

-

SYNCORA

GTY

Insured

7/23

at

100.00

AA

390,449

1,000

Lathrop,

California,

Limited

Obligation

Improvement

Bonds,

Crossroads

Assessment

District,

Series

2015,

5.000%,

9/02/40

9/25

at

100.00

N/R

1,010,420

5,075

Los

Angeles

County

Metropolitan

Transportation

Authority,

California,

Proposition

C

Sales

Tax

Revenue

Bonds,

Green

Senior

Lien

Series

2019A,

5.000%,

7/01/44

7/28

at

100.00

AAA

5,427,560

3,000

Los

Angeles

County

Public

Works

Financing

Authority,

California,

Lease

Revenue

Bonds,

Multiple

Capital

Project,

Series

2015A,

5.000%,

12/01/39

12/24

at

100.00

AA+

3,061,950

Los

Angeles

County

Public

Works

Financing

Authority,

California,

Lease

Revenue

Bonds,

Series

2019E-1:

7,000

5.000%,

12/01/44

12/29

at

100.00

AA+

7,586,390

4,495

5.000%,

12/01/49

12/29

at

100.00

AA+

4,840,576

115

Menifee

Union

School

District

Public

Financing

Authority,

California,

Special

Tax

Revenue

Bonds,

Series

2016A,

5.000%,

9/01/36

-

BAM

Insured

9/25

at

100.00

AA

118,810

1,455

Modesto,

California,

Speical

Tax

Bonds,

Community

Faclities

District

2004-

1

Village

One

2,

Refunding

Series

2014,

5.000%,

9/01/28

9/24

at

100.00

BBB+

1,486,792

570

ndio,

California,

Special

Tax

Bonds,

Community

Facilities

District

2004-3

Terra

Lago,

Improvement

Area

1,

Series

2015,

5.000%,

9/01/35

9/25

at

100.00

N/R

582,740

Oakland

Redevelopment

Successor

Agency,

California,

Tax

Allocation

Bonds,

Refunding

Subordinated

Series

2015-TE:

3,250

5.000%,

9/01/35

-

AGM

Insured

9/25

at

100.00

AA

3,378,700

3,215

5.000%,

9/01/36

-

AGM

Insured

9/25

at

100.00

AA

3,344,114

255

Orange

County,

California,

Special

Tax

Bonds,

Community

Facilities

District

2015-1

Esencia

Village,

Series

2015A,

5.250%,

8/15/45

8/25

at

100.00

N/R

258,743

Patterson

Public

Finance

Authority,

California,

Revenue

Bonds,

Community

Facilities

District

2001-1,

Senior

Series

2013A:

2,630

5.250%,

9/01/30

9/23

at

100.00

N/R

2,639,652

2,350

5.750%,

9/01/39

9/23

at

100.00

N/R

2,358,272

375

Patterson

Public

Finance

Authority,

California,

Revenue

Bonds,

Community

Facilities

District

2001-1,

Subordinate

Lien

Series

2013B,

5.875%,

9/01/39

9/23

at

100.00

N/R

376,436

Puerto

Rico

Sales

Tax

Financing

Corporation,

Sales

Tax

Revenue

Bonds,

Restructured

2018A-1:

6,940

0.000%,

7/01/33

7/28

at

86.06

N/R

4,340,554

31,031

5.000%,

7/01/58

7/28

at

100.00

N/R

29,725,836

5,920

Puerto

Rico

Sales

Tax

Financing

Corporation,

Sales

Tax

Revenue

Bonds,

Taxable

Restructured

Cofina

Project

Series

2019A-2,

4.536%,

7/01/53

7/28

at

100.00

N/R

5,298,755

Nuveen

California

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

May

31,

2023

(Unaudited)

30

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Tax

Obligation/Limited

(continued)

Rancho

Cucamonga

Redevelopment

Agency

Successor

Agency,

California,

Tax

Allocation

Bonds,

Rancho

Redevelopment

Project,

Series

2014:

$

1,600

5.000%,

9/01/30

9/24

at

100.00

AA+

$

1,642,160

2,800

5.000%,

9/01/31

9/24

at

100.00

AA+

2,875,516

2,400

5.000%,

9/01/32

9/24

at

100.00

AA+

2,465,784

4,180

River

Islands

Public

Financing

Authority,

California,

Special

Tax

Bonds,

Community

Facilities

District

2003-1

Improvement

Area

1,

Refunding

Series

2022A-1,

5.250%,

9/01/52

-

AGM

Insured

9/29

at

103.00

AA

4,633,906

Roseville,

California,

Special

Tax

Bonds,

Community

Facilities

District

1

Westpark,

Refunding

Series

2015:

1,000

5.000%,

9/01/28

9/25

at

100.00

N/R

1,032,420

1,000

5.000%,

9/01/29

9/25

at

100.00

N/R

1,029,950

1,000

5.000%,

9/01/30

9/25

at

100.00

N/R

1,026,620

200

San

Clemente,

California,

Special

Tax

Revenue

Bonds,

Community

Facilities

District

2006-1

Marblehead

Coastal,

Series

2015,

5.000%,

9/01/40

9/25

at

100.00

N/R

202,082

3,390

San

Francisco

Bay

Area

Rapid

Transit

District,

California,

Sales

Tax

Revenue

Bonds,

Series

2019A,

4.000%,

7/01/38

7/27

at

100.00

AA+

3,434,612

390

San

Francisco

City

and

County

Redevelopment

Agency

Successor

Agency,

California,

Special

Tax

Bonds,

Community

Facilities

District

7,

Hunters

Point

Shipyard

Phase

One

Improvements,

Refunding

Series

2014,

5.000%,

8/01/39

8/24

at

100.00

N/R

392,882

1,955

San

Francisco

City

and

County

Redevelopment

Agency,

California,

Hotel

Occupancy

Tax

Revenue

Bonds,

Refunding

Series

2011,

5.000%,

6/01/25

-

AGM

Insured

7/23

at

100.00

AA

1,957,698

145

Signal

Hill

Redevelopment

Agency,

California,

Project

1

Tax

Allocation

Bonds,

Series

2011,

7.000%,

10/01/26

7/23

at

100.00

N/R

145,380

2,235

Stockton

Public

Financing

Authority,

California,

Revenue

Bonds,

Arch

Road

East

Community

Facility

District

99-02,

Series

2018A,

5.000%,

9/01/43

9/25

at

103.00

N/R

2,278,158

105

Temecula

Public

Financing

Authority,

California,

Special

Tax

Bonds,

Community

Facilities

District

16-01,

Series

2017,

6.125%,

9/01/37,

144A

9/27

at

100.00

N/R

111,479

3,120

Transbay

Joint

Powers

Authority,

California,

Tax

Allocation

Bonds,

Senior

Green

Series

2020A,

5.000%,

10/01/45

4/30

at

100.00

A-

3,201,713

395

Tustin,

California,

Special

Tax

Bonds,

Community

Facilities

District

06-1

Tustin

Legacy/Columbus

Villages,

Refunding

Series

2015A,

5.000%,

9/01/37

9/25

at

100.00

A-

406,467

Tustin,

California,Special

Tax

Bonds,

Community

Facilities

District

14-1

Tustin

Legacy/Standard

Pacific,

Refunding

Series

2015A:

50

5.000%,

9/01/40

9/25

at

100.00

N/R

50,510

100

5.000%,

9/01/45

9/25

at

100.00

N/R

100,713

Vista

Community

Development

Commission

Taxable

Non-

Housing

Tax

Allocation

Revenue

Bonds,

California,

Vista

Redevelopment

Project,

Series

2011:

7,600

6.000%,

9/01/33

7/23

at

100.00

AA

7,619,836

7,920

6.125%,

9/01/37

7/23

at

100.00

AA

7,940,117

Total

Tax

Obligation/Limited

178,503,264

Transportation

-

20.6%

50

Alameda

Corridor

Transportation

Authority,

California,

Revenue

Bonds,

Refunding

Subordinate

Lien

Series

2016A,

5.000%,

10/01/25

No

Opt.

Call

BBB+

50,817

23,835

California

Infrastructure

and

Economic

Development

Bank,

Revenue

Bonds,

Brightline

West

Passenger

Rail

Project,

Series

2020A,

3.650%,

1/01/50,

(AMT),

(Mandatory

Put

1/31/24)

7/23

at

100.00

N/R

23,752,293

18,840

Foothill/Eastern

Transportation

Corridor

Agency,

California,

Toll

Road

Revenue

Bonds,

Refunding

Senior

Lien

Series

2021A,

4.000%,

1/15/46

1/31

at

100.00

A

17,858,436

1,000

Long

Beach,

California,

Harbor

Revenue

Bonds,

Series

2015D,

5.000%,

5/15/33

5/25

at

100.00

AA+

1,042,010

5,995

Long

Beach,

California,

Harbor

Revenue

Bonds,

Series

2019A,

5.000%,

5/15/44

5/29

at

100.00

Aa2

6,445,944

31

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Transportation

(continued)

$

5,050

Los

Angeles

Department

of

Airports,

California,

Revenue

Bonds,

Los

Angeles

International

Airport,

Green

Series

2022G,

5.000%,

5/15/52,

(AMT)

11/31

at

100.00

AA

$

5,259,626

Los

Angeles

Department

of

Airports,

California,

Revenue

Bonds,

Los

Angeles

International

Airport,

Refunding

&

Subordinate

Series

2022C:

1,550

4.000%,

5/15/37,

(AMT)

5/32

at

100.00

AA-

1,540,374

1,250

4.000%,

5/15/38,

(AMT)

5/32

at

100.00

AA-

1,230,713

1,275

4.000%,

5/15/39,

(AMT)

5/32

at

100.00

AA-

1,247,562

3,135

Los

Angeles

Department

of

Airports,

California,

Revenue

Bonds,

Los

Angeles

International

Airport,

Senior

Lien

Series

2015D,

5.000%,

5/15/35,

(AMT)

5/25

at

100.00

AA

3,189,047

355

Los

Angeles

Department

of

Airports,

California,

Revenue

Bonds,

Los

Angeles

International

Airport,

Senior

Lien

Series

2015E,

5.000%,

5/15/41

5/25

at

100.00

AA

364,968

6,925

Los

Angeles

Department

of

Airports,

California,

Revenue

Bonds,

Los

Angeles

International

Airport,

Subordinate

Lien

Series

2016B,

5.000%,

5/15/46,

(AMT)

5/26

at

100.00

AA-

7,024,443

Los

Angeles

Department

of

Airports,

California,

Revenue

Bonds,

Los

Angeles

International

Airport,

Subordinate

Lien

Series

2018C:

1,935

5.000%,

5/15/36,

(AMT)

11/27

at

100.00

AA-

2,019,830

1,800

5.000%,

5/15/38,

(AMT)

11/27

at

100.00

AA-

1,867,554

24,440

5.000%,

5/15/44,

(AMT)

11/27

at

100.00

AA-

25,110,878

Los

Angeles

Department

of

Airports,

California,

Revenue

Bonds,

Los

Angeles

International

Airport,

Subordinate

Lien

Series

2019D:

2,000

5.000%,

5/15/30,

(AMT)

11/28

at

100.00

AA-

2,134,100

1,415

5.000%,

5/15/34,

(AMT)

11/28

at

100.00

AA-

1,505,928

3,275

5.000%,

5/15/37,

(AMT)

11/28

at

100.00

AA-

3,427,648

3,500

5.000%,

5/15/39,

(AMT)

11/28

at

100.00

AA-

3,640,980

Los

Angeles

Department

of

Airports,

California,

Revenue

Bonds,

Los

Angeles

International

Airport,

Subordinate

Lien

Series

2019F:

1,285

5.000%,

5/15/37,

(AMT)

5/29

at

100.00

AA-

1,356,729

12,950

5.000%,

5/15/44,

(AMT)

5/29

at

100.00

AA-

13,438,474

Los

Angeles

Department

of

Airports,

California,

Revenue

Bonds,

Los

Angeles

International

Airport,

Subordinate

Lien

Series

2021D:

9,680

5.000%,

5/15/37,

(AMT)

11/31

at

100.00

AA-

10,412,486

Los

Angeles

Department

of

Airports,

California,

Revenue

Bonds,

Los

Angeles

International

Airport,

Subordinate

Lien

Series

2022A:

9,250

5.000%,

5/15/45,

(AMT)

5/32

at

100.00

AA-

9,734,885

1,000

4.000%,

5/15/49,

(AMT)

5/32

at

100.00

AA-

922,480

16,305

Riverside

County

Transportation

Commission,

California,

Toll

Revenue

Second

Lien

Bonds,

RCTC

91

Express

Lanes,

Refunding

Series

2021C,

4.000%,

6/01/47

6/31

at

100.00

A-

14,807,549

Riverside

County

Transportation

Commission,

California,

Toll

Revenue

Senior

Lien

Bonds,

RCTC

91

Express

Lanes,

Refunding

Series

2021B-1:

3,085

4.000%,

6/01/40

6/31

at

100.00

A

2,936,827

10,815

4.000%,

6/01/46

6/31

at

100.00

A

9,936,822

San

Diego

County

Regional

Airport

Authority,

California,

Airport

Revenue

Bonds,

Subordinate

Series

2017A:

2,625

5.000%,

7/01/47

7/27

at

100.00

A+

2,723,989

2,000

5.000%,

7/01/47,

(AMT)

7/27

at

100.00

A+

2,034,700

4,000

San

Diego

County

Regional

Airport

Authority,

California,

Airport

Revenue

Bonds,

Subordinate

Series

2019B,

5.000%,

7/01/49,

(AMT)

7/29

at

100.00

A+

4,088,200

9,500

San

Diego

County

Regional

Airport

Authority,

California,

Airport

Revenue

Bonds,

Subordinate

Series

2021B,

5.000%,

7/01/51,

(AMT)

7/31

at

100.00

A+

9,803,905

Nuveen

California

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

May

31,

2023

(Unaudited)

32

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Transportation

(continued)

$

6,500

San

Francisco

Airports

Commission,

California,

Revenue

Bonds,

San

Francisco

International

Airport,

Governmental

Purpose

Second

Series

2017B,

5.000%,

5/01/47

5/27

at

100.00

A+

$

6,759,740

7,620

San

Francisco

Airports

Commission,

California,

Revenue

Bonds,

San

Francisco

International

Airport,

Second

Governmental

Purpose

Series

2016C,

5.000%,

5/01/46

5/26

at

100.00

A+

7,845,400

4,435

San

Francisco

Airports

Commission,

California,

Revenue

Bonds,

San

Francisco

International

Airport,

Second

Series

2014A,

5.000%,

5/01/39,

(AMT)

5/24

at

100.00

A+

4,445,555

San

Francisco

Airports

Commission,

California,

Revenue

Bonds,

San

Francisco

International

Airport,

Second

Series

2016B:

10,000

5.000%,

5/01/41,

(AMT)

5/26

at

100.00

A+

10,198,000

17,855

5.000%,

5/01/46,

(AMT)

5/26

at

100.00

A+

18,083,544

5,000

San

Francisco

Airports

Commission,

California,

Revenue

Bonds,

San

Francisco

International

Airport,

Second

Series

2017A,

5.000%,

5/01/47,

(AMT)

5/27

at

100.00

A+

5,079,900

San

Francisco

Airports

Commission,

California,

Revenue

Bonds,

San

Francisco

International

Airport,

Second

Series

2018D:

7,170

5.000%,

5/01/43,

(AMT)

5/28

at

100.00

A+

7,376,998

9,320

5.000%,

5/01/48,

(AMT)

5/28

at

100.00

A+

9,493,911

6,175

San

Francisco

Airports

Commission,

California,

Revenue

Bonds,

San

Francisco

International

Airport,

Second

Series

2019A,

5.000%,

5/01/44,

(AMT)

5/29

at

100.00

A+

6,393,410

San

Francisco

Airports

Commission,

California,

Revenue

Bonds,

San

Francisco

International

Airport,

Second

Series

2019E:

18,500

5.000%,

5/01/45,

(AMT)

5/29

at

100.00

A+

19,121,970

3,515

5.000%,

5/01/50,

(AMT)

5/29

at

100.00

A+

3,613,244

16,460

San

Joaquin

Hills

Transportation

Corridor

Agency,

Orange

County,

California,

Refunding

Senior

Lien

Toll

Road

Revenue

Bonds,

Series

2021A,

4.000%,

1/15/50

1/32

at

100.00

A

15,466,474

10,000

San

Joaquin

Hills

Transportation

Corridor

Agency,

Orange

County,

California,

Toll

Road

Revenue

Bonds,

Refunding

Junior

Lien

Series

2014B,

5.250%,

1/15/44

1/25

at

100.00

A-

10,186,500

23,160

San

Joaquin

Hills

Transportation

Corridor

Agency,

Orange

County,

California,

Toll

Road

Revenue

Bonds,

Refunding

Series

1997A,

0.000%,

1/15/25

-

NPFG

Insured

No

Opt.

Call

BBB+

21,710,184

Total

Transportation

336,685,027

U.S.

Guaranteed

-

9.8%

(7)

8,310

Antelope

Valley

Community

College

District,

Los

Angeles

County,

California,

General

Obligation

Bonds,

Election

2016

Series

2017A,

5.250%,

8/01/42,

(Pre-refunded

2/15/27)

2/27

at

100.00

AA

9,024,327

8,455

Antelope

Valley

Community

College

District,

Los

Angeles

County,

California,

General

Obligation

Bonds,

Refunding

Series

2015,

0.000%,

8/01/30,

(Pre-refunded

2/15/25)

2/25

at

80.12

Aa2

6,361,035

3,915

California

Educational

Facilities

Authority,

Revenue

Bonds,

Pepperdine

University,

Series

2015,

5.000%,

9/01/40,

(Pre-refunded

9/01/25)

9/25

at

100.00

Aa3

4,089,335

2,430

California

Health

Facilities

Financing

Authority,

California,

Revenue

Bonds,

Sutter

Health,

Refunding

Series

2015A,

5.000%,

8/15/43,

(Pre-refunded

8/15/25)

8/25

at

100.00

A+

2,533,348

California

Health

Facilities

Financing

Authority,

California,

Revenue

Bonds,

Sutter

Health,

Refunding

Series

2016B:

5,360

5.000%,

11/15/46,

(Pre-refunded

11/15/26)

11/26

at

100.00

N/R

5,715,046

10,845

California

Health

Facilities

Financing

Authority,

California,

Revenue

Bonds,

Sutter

Health,

Series

2016A,

5.000%,

11/15/41,

(Pre-refunded

11/15/25)

11/25

at

100.00

A+

11,366,970

1,500

California

Municipal

Finance

Authority

Charter

School

Revenue

Bonds,

Albert

Einstein

Academies

Project,

Series

2013A,

6.750%,

8/01/33,

(Pre-

refunded

8/01/23)

8/23

at

100.00

BB

1,507,980

33

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

U.S.

Guaranteed

(7)

(continued)

$

1,245

California

Municipal

Finance

Authority,

Revenue

Bonds,

Touro

College

and

University

System,

Series

2014A,

5.250%,

1/01/34,

(Pre-refunded

7/01/24)

7/24

at

100.00

N/R

$

1,271,780

California

School

Finance

Authority,

California,

Charter

School

Revenue

Bonds,

Aspire

Public

Schools,

Refunding

Series

2016:

40

5.000%,

8/01/46,

(Pre-refunded

8/01/25),

144A

8/25

at

100.00

N/R

41,544

California

Statewide

Communities

Development

Authority,

Revenue

Bonds,

Cottage

Health

System

Obligated

Group,

Series

2015:

1,310

5.000%,

11/01/28,

(Pre-refunded

11/01/24)

11/24

at

100.00

AA-

1,341,309

1,100

5.000%,

11/01/31,

(Pre-refunded

11/01/24)

11/24

at

100.00

AA-

1,126,290

1,690

5.000%,

11/01/32,

(Pre-refunded

11/01/24)

11/24

at

100.00

AA-

1,730,391

500

Corona-Norco

Unified

School

District,

Riverside

County,

California,

General

Obligation

Bonds,

Capital

Appreciation,

Election

2006

Refunding

Series

2009C,

6.800%,

8/01/39,

(Pre-refunded

8/01/27)

-

AGM

Insured

8/27

at

100.00

AA

577,305

3,780

Foothill/Eastern

Transportation

Corridor

Agency,

California,

Toll

Road

Revenue

Bonds,

Refunding

Junior

Lien

Series

2013C,

6.500%,

1/15/43,

(Pre-refunded

1/15/24)

1/24

at

100.00

A-

3,851,442

Foothill/Eastern

Transportation

Corridor

Agency,

California,

Toll

Road

Revenue

Bonds,

Refunding

Series

2013A:

8,335

5.750%,

1/15/46,

(Pre-refunded

1/15/24)

1/24

at

100.00

A

8,467,443

8,415

6.000%,

1/15/53,

(Pre-refunded

1/15/24)

1/24

at

100.00

A

8,559,991

Golden

State

Tobacco

Securitization

Corporation,

California,

Enhanced

Tobacco

Settlement

Asset-Backed

Revenue

Bonds,

Refunding

Series

2015A:

17,210

5.000%,

6/01/40,

(Pre-refunded

6/01/25)

6/25

at

100.00

A+

17,918,880

21,090

5.000%,

6/01/40,

(Pre-refunded

6/01/25)

6/25

at

100.00

N/R

21,958,697

22,230

5.000%,

6/01/45,

(Pre-refunded

6/01/25)

6/25

at

100.00

Aa3

23,145,654

4,390

Golden

State

Tobacco

Securitization

Corporation,

California,

Enhanced

Tobacco

Settlement

Asset-Backed

Revenue

Bonds,

Series

2005A,

0.000%,

6/01/28

-

AMBAC

Insured,

(ETM)

No

Opt.

Call

Aa3

3,806,876

6,000

Golden

State

Tobacco

Securitization

Corporation,

California,

Tobacco

Settlement

Asset-Backed

Bonds,

Series

2017A-1,

5.000%,

6/01/23,

(ETM)

No

Opt.

Call

N/R

6,000,000

2,585

Los

Angeles

Community

College

District,

California,

General

Obligation

Bonds,

Refunding

Series

2015A,

5.000%,

8/01/30,

(Pre-refunded

8/01/24)

8/24

at

100.00

Aaa

2,642,309

Los

Angeles

Department

of

Airports,

California,

Revenue

Bonds,

Los

Angeles

International

Airport,

Subordinate

Lien

Series

2021D:

545

5.000%,

5/15/37,

(Pre-refunded

11/15/31),

(AMT)

11/31

at

100.00

N/R

611,403

5,000

Puerto

Rico

Industrial,

Tourist,

Educational,

Medical

and

Environmental

Control

Facilities

Financing

Authority,

Hospital

Revenue

Bonds,

Hospital

de

la

Concepcion,

Series

2017A,

3.550%,

11/15/30,

(Pre-refunded

11/15/26)

11/26

at

100.00

N/R

4,938,700

1,115

Rio

Elementary

School

District,

California,

Special

Tax

Bonds,

Community

Facilities

District

1,

Series

2013,

5.500%,

9/01/39,

(Pre-refunded

9/01/23)

9/23

at

100.00

N/R

1,120,965

3,125

Rosemead

School

District,

Los

Angeles

County,

California,

General

Obligation

Bonds,

Election

2008

Series

2013B,

5.850%,

8/01/43,

(Pre-

refunded

8/01/23)

-

AGM

Insured

8/23

at

100.00

AA

3,137,469

2,000

San

Diego

Community

College

District,

San

Diego

County,

California,

General

Obligation

Bonds,

Refunding

Series

2016,

5.000%,

8/01/41,

(Pre-refunded

8/01/26)

8/26

at

100.00

AAA

2,133,240

2,000

San

Diego

Unified

School

District,

San

Diego

County,

California,

General

Obligation

Bonds,

Series

2009-1,

6.000%,

7/01/33,

(Pre-refunded

7/01/24)

7/24

at

100.00

Aa2

2,060,540

2,060

San

Mateo

Union

High

School

District,

San

Mateo

County,

California,

General

Obligation

Bonds,

Election

of

2006,

Series

2013A,

0.000%,

9/01/37,

(Pre-refunded

9/01/23)

9/23

at

48.21

Aaa

985,010

Nuveen

California

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

May

31,

2023

(Unaudited)

34

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

U.S.

Guaranteed

(7)

(continued)

$

1,395

Walnut

Valley

Unified

School

District,

Los

Angeles

County,

California,

General

Obligation

Bonds,

Election

2007

Measure

S,

Series

2014C,

5.000%,

8/01/39,

(Pre-refunded

8/01/24)

8/24

at

100.00

Aa1

$

1,424,309

1,700

Yosemite

Community

College

District,

California,

General

Obligation

Bonds,

Refunding

Series

2015,

5.000%,

8/01/32,

(Pre-refunded

8/01/25)

8/25

at

100.00

Aa2

1,774,715

Total

U.S.

Guaranteed

161,224,303

Utilities

-

12.9%

California

Pollution

Control

Financing

Authority,

Water

Furnishing

Revenue

Bonds,

Poseidon

Resources

Channelside

LP

Desalination

Project,

Series

2012:

5,000

5.000%,

7/01/37,

(AMT),

144A

1/24

at

100.00

BBB

5,009,100

18,060

5.000%,

11/21/45,

(AMT),

144A

1/24

at

100.00

BBB

17,963,018

4,405

California

Pollution

Control

Financing

Authority,

Water

Furnishing

Revenue

Bonds,

San

Diego

County

Water

Authoriity

Desalination

Project

Pipeline,

Refunding

Series

2019,

5.000%,

7/01/39,

144A

1/29

at

100.00

BBB

4,516,799

2,750

California

Statewide

Communities

Development

Authority,

Pollution

Control

Revenue

Bonds,

Southern

California

Edison

Company,

Refunding

Series

2006D,

2.625%,

11/01/33,

(Mandatory

Put

12/01/23)

No

Opt.

Call

A2

2,721,208

10,725

California

Statewide

Communities

Development

Authority,

Pollution

Control

Revenue

Bonds,

Southern

California

Edison

Company,

Series

2006C,

2.625%,

11/01/33,

(Mandatory

Put

12/01/23)

No

Opt.

Call

A2

10,612,709

140

Compton,

California,

Sewer

Revenue

Bonds,

Refunding

Series

1998,

5.375%,

9/01/23

-

NPFG

Insured

6/23

at

100.00

Baa2

140,077

2,290

Contra

Costa

Water

District,

Contra

Costa

County,

California,

Water

Revenue

Bonds,

Refunding

Series

2019V,

5.000%,

10/01/44

10/29

at

100.00

AA+

2,496,306

1,500

Eastern

Municipal

Water

District

Financing

Authority,

California,

Water

and

Wastewater

Revenue

Bonds,

Series

2015B,

5.000%,

7/01/40

7/25

at

100.00

AAA

1,553,145

1,985

Los

Angeles

Department

of

Water

and

Power,

California,

Power

System

Revenue

Bonds,

Series

2014D,

5.000%,

7/01/44

7/24

at

100.00

Aa2

2,011,678

5,000

Los

Angeles

Department

of

Water

and

Power,

California,

Power

System

Revenue

Bonds,

Series

2016A,

5.000%,

7/01/46

1/26

at

100.00

Aa2

5,170,300

4,165

Los

Angeles

Department

of

Water

and

Power,

California,

Power

System

Revenue

Bonds,

Series

2016B,

5.000%,

7/01/37

1/26

at

100.00

Aa2

4,348,177

2,930

Los

Angeles

Department

of

Water

and

Power,

California,

Power

System

Revenue

Bonds,

Series

2017A,

5.000%,

7/01/47

1/27

at

100.00

Aa2

3,076,764

9,780

Los

Angeles

Department

of

Water

and

Power,

California,

Power

System

Revenue

Bonds,

Series

2018A,

5.000%,

7/01/38

1/28

at

100.00

Aa2

10,511,642

Los

Angeles

Department

of

Water

and

Power,

California,

Power

System

Revenue

Bonds,

Series

2019A:

5,000

5.000%,

7/01/45

1/29

at

100.00

Aa2

5,367,000

5,000

5.250%,

7/01/49

1/29

at

100.00

Aa2

5,405,750

32,975

Los

Angeles

Department

of

Water

and

Power,

California,

Power

System

Revenue

Bonds,

Series

2020B,

5.000%,

7/01/50

7/30

at

100.00

Aa2

35,566,835

16,230

Los

Angeles

Department

of

Water

and

Power,

California,

Power

System

Revenue

Bonds,

Series

2021B,

5.000%,

7/01/51

1/31

at

100.00

Aa2

17,565,891

4,800

Los

Angeles

Department

of

Water

and

Power,

California,

Water

System

Revenue

Bonds,

Series

2022B,

5.000%,

7/01/43

1/32

at

100.00

Aa2

5,318,160

5,000

Los

Angeles

Department

of

Water

and

Power,

California,

Waterworks

Revenue

Bonds,

Series

2018B,

5.000%,

7/01/48

7/28

at

100.00

AA+

5,322,000

16,990

Los

Angeles

Department

of

Water

and

Power,

California,

Waterworks

Revenue

Bonds,

Series

2020C,

5.000%,

7/01/39

7/30

at

100.00

Aa2

18,725,359

3,370

Los

Angeles

Department

of

Water

and

Power,

California,

Waterworks

Revenue

Bonds,

Series

2021B,

5.000%,

7/01/51

1/31

at

100.00

Aa2

3,656,652

10,000

Los

Angeles,

California,

Wastewater

System

Revenue

Bonds,

Green

Series

2015C,

5.000%,

6/01/45

6/25

at

100.00

AA+

10,269,700

2,600

Los

Angeles,

California,

Wastewater

System

Revenue

Bonds,

Refunding

Subordinate

Lien

Series

2013A,

5.000%,

6/01/35

6/23

at

100.00

AA

2,602,106

16,665

Metropolitan

Water

District

of

Southern

California,

Water

Revenue

Bonds,

Series

2020A,

5.000%,

10/01/45

10/29

at

100.00

AAA

18,143,185

3,160

Pico

Rivera

Water

Authority,

California,

Revenue

Bonds,

Refunding

Water

System

Project,

Series

1999A,

5.500%,

5/01/29

-

NPFG

Insured

No

Opt.

Call

Baa2

3,359,491

35

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:

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Utilities

(continued)

$

2,180

Puerto

Rico

Aqueduct

and

Sewerage

Authority,

Revenue

Bonds,

Refunding

Senior

Lien

Series

2020A,

5.000%,

7/01/47,

144A

7/30

at

100.00

N/R

$

2,100,125

250

Puerto

Rico

Aqueduct

and

Sewerage

Authority,

Revenue

Bonds,

Refunding

Senior

Lien

Series

2021A,

4.000%,

7/01/42,

144A

7/31

at

100.00

N/R

213,420

5,110

Puerto

Rico

Aqueduct

and

Sewerage

Authority,

Revenue

Bonds,

Refunding

Senior

Lien

Series

2021B,

4.000%,

7/01/42,

144A

7/31

at

100.00

N/R

4,362,305

2,145

Santa

Clara

Valley

Water

District,

California,

Water

System

Revenue

Bonds,

Refunding Series

2020A,

5.000%,

6/01/45

6/30

at

100.00

Aa1

2,341,975

Total

Utilities

210,450,877

Total

Long-Term

Investments

(cost

$1,679,769,522)

1,619,450,067

Borrowings

-

(1.2)%

(8)

(

19,100,000

)

Other

Assets

&

Liabilities,

Net

-

2.3%

36,734,559

Net

Assets

-

100%

$

1,637,084,626

Level

1

Level

2

Level

3

Total

Long-Term

Investments:

Municipal

Bonds

$

–

$

1,619,339,802

$

110,265

$

1,619,450,067

Total

$

–

$

1,619,339,802

$

110,265

$

1,619,450,067

(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)

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3.

(6)

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.

(7)

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.

(8)

Borrowings

as

a

percentage

of

Total

Investments

is

1.2%.

Nuveen

California

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

May

31,

2023

(Unaudited)

36

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

37

Nuveen

New

Jersey

Municipal

Bond

Fund

Portfolio

of

Investments

May

31,

2023

(Unaudited)

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

LONG-TERM

INVESTMENTS

-

97.2%

X

407,978,232

MUNICIPAL

BONDS

-

97.2%

X

407,978,232

Consumer

Discretionary

-

0.2%

Middlesex

County

Improvement

Authority,

New

Jersey,

Senior

Revenue

Bonds,

Heldrich

Center

Hotel/Conference

Center

Project,

Series

2005A:

$

935

5.000%,

1/01/32

(4)

7/23

at

100.00

Caa3

$

620,943

240

5.125%,

1/01/37

(4)

7/23

at

100.00

Caa3

157,860

Total

Consumer

Discretionary

778,803

Consumer

Staples

-

3.7%

Tobacco

Settlement

Financing

Corporation,

New

Jersey,

Tobacco

Settlement

Asset-Backed

Bonds,

Series

2018A:

4,410

4.000%,

6/01/37

6/28

at

100.00

A-

4,410,529

3,970

5.000%,

6/01/46

6/28

at

100.00

BBB+

4,069,210

540

5.250%,

6/01/46

6/28

at

100.00

BBB+

561,935

6,540

Tobacco

Settlement

Financing

Corporation,

New

Jersey,

Tobacco

Settlement

Asset-Backed

Bonds,

Series

2018B,

5.000%,

6/01/46

6/28

at

100.00

BBB-

6,571,523

Total

Consumer

Staples

15,613,197

Education

and

Civic

Organizations

-

12.6%

2,240

Atlantic

County

Improvement

Authority,

New

Jersey,

General

Obligation

Lease

Revenue

Bonds,

Stockton

University

Atlantic

City

Campus

Phase

II,

Series

2021A,

4.000%,

7/01/47

-

AGM

Insured

7/31

at

100.00

AA

2,124,170

715

Camden

County

Improvement

Authority,

New

Jersey,

School

Revenue

Bonds,

KIPP:

Cooper

Norcross

Academy

2022

Project,

Social

Series

2022,

6.000%,

6/15/62

12/30

at

100.00

BBB

751,687

1,000

Essex

County

Improvement

Authority,

New

Jersey,

General

Obligation

Lease

Revenue

Bonds,

Institute

of

Technology

CHF-Newark,

LLC-NJIT

Student

Housing

Project,

Series

2021A,

4.000%,

8/01/60

-

BAM

Insured

8/31

at

100.00

AA

925,550

Gloucester

County

Improvement

Authority,

New

Jersey,

Revenue

Bonds,

Rowan

University

Project,

County

Gauranteed

Loan,

Series

2019:

3,050

5.000%,

7/01/44

7/29

at

100.00

Aa1

3,270,027

2,020

4.000%,

7/01/48

7/29

at

100.00

Aa1

1,969,662

225

New

Jersey

Economic

Development

Authority,

Charter

School

Revenue

Bonds,

Foundation

Academy

Charter

School,

Series

2018A,

5.000%,

7/01/38

1/28

at

100.00

BBB-

225,819

New

Jersey

Economic

Development

Authority,

Charter

School

Revenue

Bonds,

North

Star

Academy

Charter

School

of

Newark,

Series

2017:

2,805

4.000%,

7/15/37

7/27

at

100.00

BBB-

2,628,229

100

5.000%,

7/15/47

7/27

at

100.00

BBB-

100,258

100

New

Jersey

Economic

Development

Authority,

Charter

School

Revenue

Bonds,

Teaneck

Community

Charter

School,

Series

2017A,

5.125%,

9/01/52,

144A

9/27

at

100.00

BB

90,279

945

New

Jersey

Economic

Development

Authority,

Revenue

Bonds,

The

Seeing

Eye

Inc.,

Refunding

Series

2015,

5.000%,

3/01/25

No

Opt.

Call

A

969,542

New

Jersey

Economic

Development

Authority,

Revenue

Bonds,

The

Seeing

Eye

Inc.,

Refunding

Series

2017:

355

3.000%,

6/01/32

12/27

at

100.00

A

335,841

195

5.000%,

6/01/32

12/27

at

100.00

A

205,471

1,145

New

Jersey

Educational

Facilities

Authority,

Revenue

Bonds,

College

of

New

Jersey,

Refunding

Series

2016F,

3.000%,

7/01/40

7/26

at

100.00

A

919,927

1,470

New

Jersey

Educational

Facilities

Authority,

Revenue

Bonds,

Kean

University,

Refunding

Series

2015H,

4.000%,

7/01/39

-

AGM

Insured

7/25

at

100.00

AA

1,448,317

New

Jersey

Educational

Facilities

Authority,

Revenue

Bonds,

Montclair

State

University,

Refunding

Series

2015D:

2,000

5.000%,

7/01/31

7/25

at

100.00

A+

2,063,340

1,055

3.750%,

7/01/33

7/25

at

100.00

A+

1,038,141

Nuveen

New

Jersey

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

May

31,

2023

(Unaudited)

38

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Education

and

Civic

Organizations

(continued)

New

Jersey

Educational

Facilities

Authority,

Revenue

Bonds,

Rider

University,

Series 2017F:

$

360

3.750%,

7/01/37

7/27

at

100.00

BB

$

280,807

1,370

4.000%,

7/01/42

7/27

at

100.00

BB

1,031,665

2,265

5.000%,

7/01/47

7/27

at

100.00

BB

1,929,757

1,225

New

Jersey

Educational

Facilities

Authority,

Revenue

Bonds,

Seton

Hall

University,

Refunding

Series

2015C,

5.000%,

7/01/32

7/25

at

100.00

BBB+

1,257,205

710

New

Jersey

Educational

Facilities

Authority,

Revenue

Bonds,

Seton

Hall

University,

Series

2013D,

5.000%,

7/01/38

7/23

at

100.00

BBB+

710,383

New

Jersey

Educational

Facilities

Authority,

Revenue

Bonds,

Seton

Hall

University,

Series

2016C:

1,870

3.000%,

7/01/41

7/26

at

100.00

BBB+

1,445,398

2,430

3.000%,

7/01/46

7/26

at

100.00

BBB+

1,773,025

1,085

4.000%,

7/01/46

7/26

at

100.00

BBB+

965,411

1,000

New

Jersey

Educational

Facilities

Authority,

Revenue

Bonds,

Seton

Hall

University,

Series

2020C,

3.250%,

7/01/49

-

AGM

Insured

7/30

at

100.00

AA

791,760

4,500

New

Jersey

Educational

Facilities

Authority,

Revenue

Bonds,

Stevens

Institute

of

Technology

Issue,

Green

Series

2020A,

4.000%,

7/01/50

7/30

at

100.00

BBB+

3,928,905

New

Jersey

Educational

Facilities

Authority,

Revenue

Bonds,

Stevens

Institute

of

Technology,

Series

2017A:

1,000

5.000%,

7/01/42

7/27

at

100.00

BBB+

1,016,190

500

4.000%,

7/01/47

7/27

at

100.00

BBB+

444,005

1,110

5.000%,

7/01/47

7/27

at

100.00

BBB+

1,122,665

1,375

New

Jersey

Educational

Facilities

Authority,

Revenue

Bonds,

William

Paterson

University,

Series

2017B,

5.000%,

7/01/47

-

AGM

Insured

7/27

at

100.00

AA

1,424,239

835

New

Jersey

Higher

Education

Student

Assistance

Authority,

Student

Loan

Revenue

Bonds,

Refunding

Senior

Series

2021B,

2.500%,

12/01/40,

(AMT)

12/29

at

100.00

AA

693,083

New

Jersey

Higher

Education

Student

Assistance

Authority,

Student

Loan

Revenue

Bonds,

Refunding

Series

2018A:

1,435

3.750%,

12/01/31,

(AMT)

6/28

at

100.00

Aaa

1,387,071

325

4.000%,

12/01/35,

(AMT)

6/28

at

100.00

Aaa

323,040

1,375

New

Jersey

Higher

Education

Student

Assistance

Authority,

Student

Loan

Revenue

Bonds,

Refunding

Series

2023B,

4.000%,

12/01/44,

(AMT)

12/33

at

100.00

AA

1,349,342

770

New

Jersey

Higher

Education

Student

Assistance

Authority,

Student

Loan

Revenue

Bonds,

Refunding

Subordinate

Series

2021C,

3.250%,

12/01/51,

(AMT)

12/29

at

100.00

BBB

549,703

New

Jersey

Higher

Education

Student

Assistance

Authority,

Student

Loan

Revenue

Bonds,

Senior

Lien

Series

2016-1A:

785

3.500%,

12/01/32,

(AMT)

12/25

at

100.00

Aaa

748,600

180

4.000%,

12/01/39,

(AMT)

12/25

at

100.00

Aaa

177,813

New

Jersey

Higher

Education

Student

Assistance

Authority,

Student

Loan

Revenue

Bonds,

Senior

Lien

Series

2017-1A:

335

3.750%,

12/01/33,

(AMT)

12/26

at

100.00

Aaa

328,977

40

4.000%,

12/01/40,

(AMT)

12/26

at

100.00

Aaa

39,451

1,170

New

Jersey

Higher

Education

Student

Assistance

Authority,

Student

Loan

Revenue

Bonds,

Senior

Series

2019B,

3.250%,

12/01/39,

(AMT)

6/28

at

100.00

Aa1

1,103,076

590

New

Jersey

Higher

Education

Student

Assistance

Authority,

Student

Loan

Revenue

Bonds,

Senior

Series

2020B,

3.500%,

12/01/39,

(AMT)

12/28

at

100.00

Aa1

560,223

New

Jersey

Higher

Education

Student

Assistance

Authority,

Student

Loan

Revenue

Bonds,

Series

2014-1A-1:

360

4.250%,

12/01/32,

(AMT)

12/23

at

100.00

Aaa

356,595

345

4.500%,

12/01/36,

(AMT)

12/23

at

100.00

Aaa

341,988

860

New

Jersey

Higher

Education

Student

Assistance

Authority,

Student

Loan

Revenue

Bonds,

Series

2015-1A,

4.000%,

12/01/30,

(AMT)

12/24

at

100.00

Aaa

857,489

1,740

New

Jersey

Higher

Education

Student

Assistance

Authority,

Student

Loan

Revenue

Bonds,

Subordinate

Series

2017-C,

4.250%,

12/01/47,

(AMT)

12/26

at

100.00

Aaa

1,668,921

1,460

New

Jersey

Higher

Education

Student

Assistance

Authority,

Student

Loan

Revenue

Bonds,

Subordinate

Series

2019C,

3.625%,

12/01/49,

(AMT)

6/28

at

100.00

A2

1,170,701

3,005

New

Jersey

Institute

of

Technology,

New

Jersey,

General

Obligation

Bonds,

Series

2015A,

5.000%,

7/01/45

7/25

at

100.00

A1

3,052,269

39

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Education

and

Civic

Organizations

(continued)

$

1,000

Passaic

County

Improvement

Authority,

New

Jersey,

Charter

School

Revenue

Bonds,

Paterson

Arts

&

Science

Charter

School,

Series

2023,

5.375%,

7/01/53

,

(WI/DD)

7/31

at

100.00

BBB-

$

1,006,210

Total

Education

and

Civic

Organizations

52,902,227

Financials

-

0.1%

418

New

Jersey

Economic

Development

Authority,

Revenue

Refunding

Bonds,

Kapkowski

Road

Landfill

Project,

Series

2002,

6.500%,

4/01/28

No

Opt.

Call

Baa2

415,508

Total

Financials

415,508

Health

Care

-

11.7%

Camden

County

Improvement

Authority,

New

Jersey,

Health

Care

Redevelopment

Revenue

Bonds,

Cooper

Health

System

Obligated

Group

Issue,

Refunding

Series

2014A:

1,720

5.000%,

2/15/25

2/24

at

100.00

A-

1,727,671

800

5.000%,

2/15/28

2/24

at

100.00

A-

804,544

2,000

5.000%,

2/15/33

2/24

at

100.00

A-

2,010,540

800

Camden

County

Improvement

Authority,

New

Jersey,

Health

Care

Redevelopment

Revenue

Bonds,

Cooper

Health

System

Obligated

Group

Issue,

Series

2013A,

5.750%,

2/15/42

7/23

at

100.00

A-

801,080

New

Jersey

Health

Care

Facilities

Authority,

Revenue

Bonds,

Atlanticare

Health

System

Obligated

Group

Issue,

Series

2021:

1,800

2.375%,

7/01/46

7/31

at

100.00

AA-

1,169,424

1,800

3.000%,

7/01/46

7/31

at

100.00

AA-

1,346,508

1,000

3.000%,

7/01/51

7/31

at

100.00

AA-

712,790

195

New

Jersey

Health

Care

Facilities

Finance

Authority,

Revenue

Bonds,

AHS

Hospital

Corporation,

Series

2008A,

5.000%,

7/01/27

7/23

at

100.00

AA-

195,090

2,025

New

Jersey

Health

Care

Facilities

Financing

Authority,

Revenue

Bonds,

AHS

Hospital

Corporation,

Refunding

Series

2016,

4.000%,

7/01/41

1/27

at

100.00

AA-

1,971,844

1,630

New

Jersey

Health

Care

Facilities

Financing

Authority,

Revenue

Bonds,

Barnabas

Health,

Refunding

Series

2014A,

5.000%,

7/01/44

7/24

at

100.00

AA-

1,645,371

New

Jersey

Health

Care

Facilities

Financing

Authority,

Revenue

Bonds,

Hackensack

Meridian

Health

Obligated

Group,

Refunding

Series

2017A:

1,730

5.000%,

7/01/28

7/27

at

100.00

AA-

1,853,903

1,465

5.000%,

7/01/57

7/27

at

100.00

AA-

1,496,966

3,525

New

Jersey

Health

Care

Facilities

Financing

Authority,

Revenue

Bonds,

Inspira

Health

Obligated

Group

Issue,

Refunding

Series

2016A,

4.000%,

7/01/41

7/26

at

100.00

AA-

3,428,098

4,950

New

Jersey

Health

Care

Facilities

Financing

Authority,

Revenue

Bonds,

Inspira

Health

Obligated

Group

Issue,

Series

2017A,

5.000%,

7/01/42

7/27

at

100.00

AA-

5,078,304

570

New

Jersey

Health

Care

Facilities

Financing

Authority,

Revenue

Bonds,

Meridian

Health

System

Obligated

Group,

Refunding

Series

2013A,

5.000%,

7/01/32

7/23

at

100.00

AA-

570,068

New

Jersey

Health

Care

Facilities

Financing

Authority,

Revenue

Bonds,

Princeton

HealthCare

System,

Series

2016A:

575

5.000%,

7/01/33

7/26

at

100.00

AA

603,934

600

5.000%,

7/01/34

7/26

at

100.00

AA

628,902

New

Jersey

Health

Care

Facilities

Financing

Authority,

Revenue

Bonds,

Robert

Wood

Johnson

University

Hospital

Issue,

Series

2014A:

2,060

5.000%,

7/01/39

7/24

at

100.00

AA-

2,085,276

420

5.000%,

7/01/43

7/24

at

100.00

AA-

424,028

2,135

New

Jersey

Health

Care

Facilities

Financing

Authority,

Revenue

Bonds,

RWJ

Barnabas

Health

Obligated

Group,

Refunding

Series

2016A,

5.000%,

7/01/43

7/26

at

100.00

AA-

2,189,976

New

Jersey

Health

Care

Facilities

Financing

Authority,

Revenue

Bonds,

RWJ

Barnabas

Health

Obligated

Group,

Series

2021A:

2,650

4.000%,

7/01/45

7/31

at

100.00

AA-

2,556,217

3,145

3.000%,

7/01/51

7/31

at

100.00

AA-

2,300,976

Nuveen

New

Jersey

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

May

31,

2023

(Unaudited)

40

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Health

Care

(continued)

New

Jersey

Health

Care

Facilities

Financing

Authority,

Revenue

Bonds,

Saint

Joseph's

Healthcare

System

Obligated

Group

Issue,

Refunding

Series

2016:

$

2,710

3.000%,

7/01/32

7/26

at

100.00

BBB-

$

2,382,632

360

4.000%,

7/01/34

7/26

at

100.00

BBB-

341,309

2,835

5.000%,

7/01/41

7/26

at

100.00

BBB-

2,785,699

2,685

4.000%,

7/01/48

7/26

at

100.00

BBB-

2,195,041

New

Jersey

Health

Care

Facilities

Financing

Authority,

Revenue

Bonds,

University

Hospital

Issue,

Refunding

Series

2015A:

1,500

4.125%,

7/01/38

-

AGM

Insured

7/25

at

100.00

AA

1,459,800

755

5.000%,

7/01/46

-

AGM

Insured

7/25

at

100.00

AA

760,829

New

Jersey

Health

Care

Facilities

Financing

Authority,

Revenue

Bonds,

Valley

Health

System

Obligated

Group,

Series

2019:

1,990

4.000%,

7/01/44

7/29

at

100.00

A+

1,909,027

2,695

3.000%,

7/01/49

7/29

at

100.00

A+

1,881,029

Total

Health

Care

49,316,876

Housing/Multifamily

-

4.7%

600

New

Jersey

Economic

Development

Authority,

Revenue

Bonds,

Provident

Group

-

Kean

Properties

LLC

-

Kean

University

Student

Housing

Project,

Series

2017A,

5.000%,

7/01/47

1/27

at

100.00

B

551,202

2,440

New

Jersey

Economic

Development

Authority,

Revenue

Bonds,

West

Campus

Housing

LLC

-

New

Jersey

City

University

Student

Housing

Project,

Series

2015,

5.000%,

7/01/47

7/25

at

100.00

B

2,038,864

1,470

New

Jersey

Housing

&

Mortgage

Finance

Agency,

Multifamily

Conduit

Revenue

Bonds,

Cherry

Garden

Apartments

Project,

Series

2021B,

2.375%,

1/01/39

No

Opt.

Call

Aaa

1,134,364

1,310

New

Jersey

Housing

and

Mortgage

Finance

Agency,

Multifamily

Revenue

Bonds,

Series

2015A,

4.000%,

11/01/45

11/24

at

100.00

AA-

1,218,365

1,135

New

Jersey

Housing

and

Mortgage

Finance

Agency,

Multifamily

Revenue

Bonds,

Series

2016A,

3.750%,

11/01/45

11/25

at

100.00

AA-

1,027,731

2,145

New

Jersey

Housing

and

Mortgage

Finance

Agency,

Multifamily

Revenue

Bonds,

Series

2016B,

3.600%,

11/01/40

11/25

at

100.00

AA-

1,981,015

875

New

Jersey

Housing

and

Mortgage

Finance

Agency,

Multifamily

Revenue

Bonds,

Series

2017D,

3.900%,

11/01/32,

(AMT)

5/26

at

100.00

AA-

864,929

New

Jersey

Housing

and

Mortgage

Finance

Agency,

Multifamily

Revenue

Bonds,

Series

2018A:

1,935

3.600%,

11/01/33

11/27

at

100.00

AA-

1,889,953

1,865

3.875%,

11/01/38

11/27

at

100.00

AA-

1,758,341

1,045

3.950%,

11/01/43

11/27

at

100.00

AA-

946,603

650

4.000%,

11/01/48

11/27

at

100.00

AA-

568,834

500

4.100%,

11/01/53

11/27

at

100.00

AA-

434,315

New

Jersey

Housing

and

Mortgage

Finance

Agency,

Multifamily

Revenue

Bonds,

Series

2019A:

1,750

2.900%,

11/01/39

11/28

at

100.00

AA-

1,460,655

530

3.000%,

11/01/44

11/28

at

100.00

AA-

415,552

870

3.050%,

11/01/49

11/28

at

100.00

AA-

655,197

490

3.150%,

5/01/53

11/28

at

100.00

AA-

366,167

600

New

Jersey

Housing

and

Mortgage

Finance

Agency,

Multifamily

Revenue

Bonds,

Series

2020A,

2.450%,

11/01/45

11/29

at

100.00

AA-

414,906

2,470

New

Jersey

Housing

and

Mortgage

Finance

Agency,

Multifamily

Revenue

Bonds,

Series

2021A,

2.450%,

11/01/41

11/30

at

100.00

AA-

1,823,107

Total

Housing/Multifamily

19,550,100

Housing/Single

Family

-

4.8%

New

Jersey

Housing

and

Mortgage

Finance

Agency,

Single

Family

Housing

Revenue

Bonds,

Series

2018A:

1,725

3.600%,

4/01/33

10/27

at

100.00

AA

1,655,672

1,130

3.750%,

10/01/35

10/27

at

100.00

AA

1,082,145

2,150

New

Jersey

Housing

and

Mortgage

Finance

Agency,

Single

Family

Housing

Revenue

Bonds,

Series

2018B,

3.800%,

10/01/32,

(AMT)

10/27

at

100.00

AA

2,067,762

41

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Housing/Single

Family

(continued)

$

2,710

New

Jersey

Housing

and

Mortgage

Finance

Agency,

Single

Family

Housing

Revenue

Bonds,

Series

2019C,

4.000%,

4/01/49

4/28

at

100.00

AA

$

2,492,604

New

Jersey

Housing

and

Mortgage

Finance

Agency,

Single

Family

Housing

Revenue

Bonds,

Series

2020E:

1,540

2.250%,

10/01/40

4/29

at

100.00

AA

1,115,253

1,470

3.500%,

4/01/51

4/29

at

102.44

AA

1,430,648

7,090

New

Jersey

Housing

and

Mortgage

Finance

Agency,

Single

Family

Housing

Revenue

Bonds,

Social

Series

2021H,

2.300%,

10/01/46

4/30

at

100.00

AA

4,916,348

New

Jersey

Housing

and

Mortgage

Finance

Agency,

Single

Family

Housing

Revenue

Bonds,

Social

Series

2022I:

1,885

4.500%,

10/01/42

4/31

at

100.00

AA

1,872,974

1,445

4.600%,

10/01/46

4/31

at

100.00

AA

1,421,663

New

Jersey

Housing

and

Mortgage

Finance

Agency,

Single

Family

Housing

Revenue

Bonds,

Social

Series

2023J:

1,000

4.500%,

10/01/43

4/32

at

100.00

AA

1,008,630

1,150

4.700%,

10/01/48

4/32

at

100.00

AA

1,157,302

Total

Housing/Single

Family

20,221,001

Long-Term

Care

-

0.6%

530

New

Jersey

Economic

Development

Authority,

Fixed

Rate

Revenue

Bonds,

Lions

Gate

Project,

Series

2014,

5.250%,

1/01/44

1/24

at

100.00

N/R

494,003

2,170

New

Jersey

Economic

Development

Authority,

Revenue

Bonds,

White

Horse

HMT

Urban

Renewal

LLC

Project,

Series

2020,

5.000%,

1/01/40,

144A

1/28

at

102.00

N/R

1,549,510

495

New

Jersey

Health

Care

Facilities

Financing

Authority,

Revenue

Bonds,

Village

Drive

Healthcare

Urban

Renewal

LLC,

Series

2018,

5.750%,

10/01/38,

144A

10/26

at

102.00

N/R

378,784

Total

Long-Term

Care

2,422,297

Tax

Obligation/General

-

13.8%

2,000

Cherry

Hill

Township,

Camden

County,

New

Jersey,

General

Obligation

Bonds,

Bond

Anticipation

Note

Series

2022,

5.000%,

10/23/23

No

Opt.

Call

N/R

2,010,100

735

Cumberland

County

Improvement

Authority,

New

Jersey,

General

Obligation

Lease

Revenue

Bonds,

Vineland

Public

Safety

Building

Project,

Series

2017,

3.250%,

12/15/37

12/27

at

100.00

AA

676,362

1,470

Cumberland

County,

New

Jersey,

General

Obligation

Bonds,

Series

2021,

2.000%,

5/15/29

5/28

at

100.00

AA-

1,323,412

1,000

Essex

County,

New

Jersey,

General

Obligation

Bonds,

Improvement

Series

2022,

4.000%,

8/15/32

8/30

at

100.00

Aa1

1,080,770

15

Flemington-Raritan

Regional

School

District,

Hunterdon

County,

New

Jersey,

General

Obligation

Bonds,

Series

2019,

2.375%,

9/01/34

9/26

at

100.00

AA

12,967

Gloucester

Township,

New

Jersey,

General

Obligation

Bonds,

Series

2019:

1,000

2.000%,

2/01/28

-

BAM

Insured

No

Opt.

Call

AA

908,650

1,500

2.250%,

2/01/29

-

BAM

Insured

No

Opt.

Call

AA

1,369,275

180

Hamilton

Township,

Mercer

County

Board

of

Education,

New

Jersey,

General

Obligation

Bonds,

Series

2017,

3.250%,

12/15/38

12/27

at

100.00

AA

162,106

1,040

Harrison,

New

Jersey,

General

Obligation

Bonds,

Parking

Utility

Series

2018,

3.375%,

3/01/34

-

BAM

Insured

3/28

at

100.00

AA

1,041,331

340

Hudson

County

Improvement

Authority,

New

Jersey,

County

Guaranteed

Governmental

Loan

Revenue

Bonds,

Guttenberg

General

Obligation

Bond

Project,

Series

2018,

5.000%,

8/01/42

8/25

at

100.00

AA

348,027

Hudson

County

Improvement

Authority,

New

Jersey,

County

Secured

Lease

Revenue

Bonds,

Hudson

County

Vocational

Technical

Schools

Project,

Series

2016:

2,500

5.000%,

5/01/46

(5)

5/26

at

100.00

AA

2,570,500

3,990

5.000%,

5/01/46,

(UB)

(5)

5/26

at

100.00

AA

4,102,518

1,000

5.250%,

5/01/51

5/26

at

100.00

AA

1,032,290

2,295

Jersey

City,

New

Jersey,

General

Obligation

Bonds,

General

Improvement

Series

2022A,

3.000%,

2/15/37

2/29

at

100.00

A1

2,042,780

1,000

Monmouth

County

Improvement

Authority,

New

Jersey,

Governmental

Pooled

Loan

Revenue

Bonds,

Series

2021A,

3.000%,

3/01/35

3/31

at

100.00

AAA

955,120

Nuveen

New

Jersey

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

May

31,

2023

(Unaudited)

42

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Tax

Obligation/General

(continued)

Monmouth

County

Improvement

Authority,

New

Jersey,

Governmental

Pooled

Loan

Revenue

Bonds,

Series

2022C:

$

1,045

5.000%,

8/15/39

8/32

at

100.00

AAA

$

1,175,583

1,125

5.000%,

8/15/40

8/32

at

100.00

AAA

1,260,090

1,100

5.000%,

8/15/41

8/32

at

100.00

AAA

1,228,018

220

Montclair

Township,

Essex

County,

New

Jersey,

General

Obligation

Bonds,

Refunding

Parking

Utility

Series

2014A,

5.000%,

1/01/37

1/24

at

100.00

AAA

221,276

610

New

Brunswick

Parking

Authority,

Middlesex

County,

New

Jersey,

Guaranteed

Parking

Revenue

Bonds,

Refunding

Series

2012,

5.000%,

9/01/30

7/23

at

100.00

A+

610,830

New

Brunswick

Parking

Authority,

Middlesex

County,

New

Jersey,

Guaranteed

Parking

Revenue

Bonds,

Refunding

Series

2016A:

1,900

5.000%,

9/01/32

-

BAM

Insured

9/26

at

100.00

AA

2,001,232

1,340

5.000%,

9/01/39

-

BAM

Insured

9/26

at

100.00

AA

1,390,424

1,000

New

Brunswick,

New

Jersey,

General

Obligation

Bonds,

Cultural

Center

Project,

Series

2017,

4.000%,

9/15/44

-

AGM

Insured

9/27

at

100.00

AA

978,050

New

Jersey

State,

General

Obligation

Bonds,

Covid-19

Emergency

Series

2020A:

4,785

4.000%,

6/01/31

No

Opt.

Call

A1

5,099,135

2,075

3.000%,

6/01/32

No

Opt.

Call

A1

1,960,792

645

4.000%,

6/01/32

No

Opt.

Call

A1

688,396

Newark

Board

of

Education,

Essex

County,

New

Jersey,

General

Obligation

Bonds,

School

Energy

Savings

Series

2021:

250

4.000%,

7/15/35

-

BAM

Insured

7/31

at

100.00

AA

251,830

600

4.000%,

7/15/36

-

BAM

Insured

7/31

at

100.00

AA

594,408

Newark,

Essex

County,

New

Jersey,

Mass

Transit

Access

Tax

Revenue

Bonds,

Mulberry

Pedestrian

Bridge

Redevelopment

Project,

Series

2022:

500

5.375%,

11/15/52

-

AGM

Insured

11/32

at

100.00

AA

558,415

600

6.000%,

11/15/62

-

AGM

Insured

11/32

at

100.00

AA

689,652

1,500

Ocean

City,

New

Jersey,

General

Obligation

Bonds,

General

Improvement

Series

2019,

2.250%,

9/15/33

9/26

at

100.00

AA

1,303,230

2,625

Passaic

County,

New

Jersey,

General

Obligation

Bonds,

General

Improvement

Series

2019A,

1.000%,

12/01/34

12/27

at

100.00

Aa1

1,960,193

Puerto

Rico,

General

Obligation

Bonds,

Restructured

Series

2022A-1:

1,054

5.625%,

7/01/29

No

Opt.

Call

N/R

1,118,146

2,477

4.000%,

7/01/33

7/31

at

103.00

N/R

2,278,939

345

4.000%,

7/01/37

7/31

at

103.00

N/R

300,254

1,145

Somers

Point,

New

Jersey,

General

Obligation

Bonds,

Improvement

Sewer

Utility

Series

2019,

2.000%,

10/01/31

10/26

at

100.00

AA-

1,000,913

2,460

South

Orange

&

Maplewood

School

District,

Essex

County,

New

Jersey,

General

Obligation

Bonds,

Series

2021,

2.375%,

8/15/46

8/29

at

100.00

Aa2

1,670,734

625

South

Orange

Village

Township,

New

Jersey,

General

Obligation

Bonds,

Refunding

Series

2020,

4.000%,

1/15/24

No

Opt.

Call

AA

627,275

3,725

Union

County

Utilities

Authority,

New

Jersey,

Resource

Recovery

Facility

Lease

Revenue

Bonds,

Covantan

Union

Inc.

Lessee,

Refunding

Series

2011B,

5.250%,

12/01/31,

(AMT)

7/23

at

100.00

AA+

3,728,911

2,515

Union

County

Utilities

Authority,

New

Jersey,

Solid

Waste

System

County

Deficiency

Revenue

Bonds,

Series

2011A,

5.000%,

6/15/41

7/23

at

100.00

Aaa

2,516,207

2,045

Union

County,

New

Jersey,

General

Obligation

Bonds,

Series

2018,

3.000%,

3/01/27

9/25

at

100.00

Aaa

2,037,761

1,280

Verona

Township

Board

of

Education,

Essex

County,

New

Jersey,

General

Obligation

Bonds,

Refunding

Series

2020,

2.250%,

3/01/39

3/27

at

100.00

AA-

959,462

Total

Tax

Obligation/General

57,846,364

43

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Tax

Obligation/Limited

-

18.3%

$

2,100

Bergen

County

Improvement

Authority,

New

Jersey,

County

Guaranteed

Revenue

Bonds,

Bergen

New

Bridge

Medical

Center

Project,

Series

2022,

5.000%,

8/01/47

8/32

at

100.00

Aaa

$

2,324,469

650

Bergen

County

Improvement

Authority,

New

Jersey,

Guaranteed

Lease

Revenue

Bonds,

County

Administration

Complex

Project,

Series

2005,

5.000%,

11/15/26

No

Opt.

Call

Aaa

694,700

Camden

County

Improvement

Authority,

New

Jersey,

County

Guaranteed

Loan

Revenue

Bonds,

Capital

Program,

Series

2022:

300

5.000%,

1/15/31

No

Opt.

Call

Aa1

342,144

225

5.000%,

1/15/33

1/32

at

100.00

Aa1

259,866

2,565

Camden

County

Improvement

Authority,

New

Jersey,

County

Guaranteed

Loan

Revenue

Bonds,

City

Hall

Project,

Series

2018,

3.250%,

12/01/37

12/28

at

100.00

Aa1

2,415,281

1,795

Garden

State

Preservation

Trust,

New

Jersey,

Open

Space

and

Farmland

Preservation

Bonds,

Series

2005A,

5.750%,

11/01/28

-

AGM

Insured

No

Opt.

Call

AA

1,947,683

New

Jersey

Economic

Development

Authority,

New

Jersey,

Transit

Transportation

Project

Revenue

Bonds,

Portal

North

Bridge

Project

Series

2022A:

3,600

5.250%,

11/01/47

11/32

at

100.00

A2

3,871,440

5,025

5.000%,

11/01/52

11/32

at

100.00

A2

5,272,532

1,515

New

Jersey

Economic

Development

Authority,

New

Jersey,

Transit

Transportation

Project

Revenue

Bonds,

Series

2020A,

4.000%,

11/01/39

11/29

at

100.00

A2

1,469,444

3,000

New

Jersey

Economic

Development

Authority,

Revenue

Bonds,

Motor

Vehicle

Surcharge,

Refunding

Subordinate

Series

2017A,

3.375%,

7/01/30

7/27

at

100.00

Baa3

2,866,890

2,000

New

Jersey

Economic

Development

Authority,

Revenue

Bonds,

New

Jersey

Transit

Corporation

Projects

Sublease,

Refunding

Series

2017B,

5.000%,

11/01/25

No

Opt.

Call

A2

2,071,580

485

New

Jersey

Economic

Development

Authority,

School

Facilities

Construction

Bonds,

Refunding

Series

2023RRR,

5.000%,

3/01/28

No

Opt.

Call

A2

519,226

1,000

New

Jersey

Economic

Development

Authority,

School

Facilities

Construction

Bonds,

Social

Series

2021QQQ,

5.000%,

6/15/32

12/30

at

100.00

A2

1,110,240

New

Jersey

Transportation

Trust

Fund

Authority,

Federal

Highway

Reimbursement

Revenue

Notes,

Series

2016A-1:

255

5.000%,

6/15/29

6/26

at

100.00

A+

266,656

175

5.000%,

6/15/30

6/26

at

100.00

A+

182,795

2,870

New

Jersey

Transportation

Trust

Fund

Authority,

Federal

Highway

Reimbursement

Revenue

Notes,

Series

2018A,

5.000%,

6/15/31

6/26

at

100.00

A+

2,993,094

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

Program

Bonds,

Series

2022CC:

2,250

5.250%,

6/15/43

12/32

at

100.00

A2

2,443,185

1,170

5.250%,

6/15/46

12/32

at

100.00

A2

1,261,459

1,800

5.000%,

6/15/48

12/32

at

100.00

A2

1,899,018

1,500

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

Program

Bonds,

Series

2023AA,

4.250%,

6/15/44

6/33

at

100.00

A2

1,474,335

14,360

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

System

Bonds,

Capital

Appreciation

Series

2010A,

0.000%,

12/15/30

No

Opt.

Call

A2

10,845,534

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

System

Bonds,

Refunding

Series

2006C:

6,925

0.000%,

12/15/32

-

AGM

Insured

No

Opt.

Call

AA

4,914,257

4,765

0.000%,

12/15/33

-

AGM

Insured

No

Opt.

Call

AA

3,251,969

1,045

0.000%,

12/15/34

-

AGM

Insured

No

Opt.

Call

AA

684,726

1,550

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

System

Bonds,

Series

2010D,

5.000%,

12/15/24

No

Opt.

Call

A2

1,578,520

135

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

System

Bonds,

Series

2013AA,

5.000%,

6/15/36

6/23

at

100.00

A2

135,074

1,035

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

System

Bonds,

Series

2019A,

4.000%,

12/15/39

12/29

at

100.00

A2

1,003,743

1,510

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

System

Bonds,

Series

2019AA,

5.000%,

6/15/46

12/28

at

100.00

A2

1,558,969

Nuveen

New

Jersey

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

May

31,

2023

(Unaudited)

44

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Tax

Obligation/Limited

(continued)

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

System

Bonds,

Series

2019BB:

$

2,290

3.500%,

6/15/46

12/28

at

100.00

A2

$

1,948,103

1,000

4.000%,

6/15/50

12/28

at

100.00

A2

927,210

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

System

Bonds,

Series

2020AA:

1,040

4.000%,

6/15/50

12/30

at

100.00

A2

965,848

1,000

5.000%,

6/15/50

12/30

at

100.00

A2

1,042,910

1,140

Passaic

County

Improvement

Authority,

New

Jersey,

Lease

Revenue

Bonds,

Preakness

Healthcare

Center

Expansion

Project,

Refunding

Series

2015,

3.750%,

5/01/36

5/25

at

100.00

AA

1,143,671

1,725

Passaic

County

Improvement

Authority,

New

Jersey,

Lease

Revenue

Bonds,

Preakness

Healthcare

Center

Expansion

Project,

Series

2012,

3.500%,

5/01/35

7/23

at

100.00

Aa1

1,725,017

575

Puerto

Rico

Public

Finance

Corporation,

Commonwealth

Appropriation

Bonds,

Series

1998A,

5.125%,

6/01/24

-

AMBAC

Insured

No

Opt.

Call

Aaa

577,789

2,805

Puerto

Rico

Sales

Tax

Financing

Corporation,

Sales

Tax

Revenue

Bonds,

Restructured

2018A-1,

5.000%,

7/01/58

7/28

at

100.00

N/R

2,687,022

2,796

Puerto

Rico

Sales

Tax

Financing

Corporation,

Sales

Tax

Revenue

Bonds,

Taxable

Restructured

Cofina

Project

Series

2019A-2,

4.329%,

7/01/40

7/28

at

100.00

N/R

2,597,288

3,000

Union

County

Improvement

Authority,

New

Jersey,

Lease

Revenue

Bonds,

Plainfield

-

Park

Madison

Redevelopment

Project,

Refunding

Series

2013A,

5.000%,

3/01/34,

(UB)

(5)

No

Opt.

Call

AA+

3,373,620

Total

Tax

Obligation/Limited

76,647,307

Transportation

-

13.0%

Delaware

River

and

Bay

Authority,

Delaware

and

New

Jersey,

Revenue

Bonds,

Series

2014A:

360

5.000%,

1/01/34

1/24

at

100.00

A1

363,453

1,520

4.125%,

1/01/39

1/24

at

100.00

A1

1,521,307

2,000

5.000%,

1/01/44

1/24

at

100.00

A1

2,009,900

1,635

Delaware

River

Joint

Toll

Bridge

Commission,

New

Jersey

and

Pennsylvania,

Bridge

System

Revenue

Bonds,

Refunding

Series

2015,

4.000%,

7/01/35

-

BAM

Insured

7/25

at

100.00

AA

1,661,552

Delaware

River

Joint

Toll

Bridge

Commission,

New

Jersey

and

Pennsylvania,

Bridge

System

Revenue

Bonds,

Series

2017:

1,000

5.000%,

7/01/42

7/27

at

100.00

A+

1,043,030

3,865

5.000%,

7/01/47

7/27

at

100.00

A+

4,010,749

Delaware

River

Joint

Toll

Bridge

Commission,

New

Jersey

and

Pennsylvania,

Bridge

System

Revenue

Bonds,

Series

2019A:

1,125

5.000%,

7/01/30

7/29

at

100.00

A+

1,261,024

1,285

5.000%,

7/01/31

7/29

at

100.00

A+

1,431,477

1,000

3.000%,

7/01/49

7/29

at

100.00

A+

721,090

1,760

Delaware

River

Port

Authority,

New

Jersey

and

Pennsylvania,

Revenue

Bonds, Series

2013,

5.000%,

1/01/40

1/24

at

100.00

A+

1,772,302

New

Jersey

Economic

Development

Authority,

Private

Activity

Bonds,

The

Goethals

Bridge

Replacement

Project,

Series

2013:

1,260

5.000%,

7/01/23,

(AMT)

No

Opt.

Call

A2

1,260,756

1,705

5.000%,

1/01/31

-

AGM

Insured,

(AMT)

1/24

at

100.00

AA

1,717,293

1,445

5.625%,

1/01/52,

(AMT)

1/24

at

100.00

A-

1,450,534

New

Jersey

Economic

Development

Authority,

Special

Facilities

Revenue

Bonds,

Continental

Airlines

Inc.,

Series

1999:

1,060

5.125%,

9/15/23,

(AMT)

7/23

at

101.00

BB-

1,060,519

2,025

5.250%,

9/15/29,

(AMT)

7/23

at

101.00

BB-

2,030,265

380

New

Jersey

Economic

Development

Authority,

Special

Facilities

Revenue

Bonds,

Continental

Airlines

Inc.,

Series

2000A

&

2000B,

5.625%,

11/15/30,

(AMT)

3/24

at

101.00

BB-

385,217

45

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Transportation

(continued)

New

Jersey

Economic

Development

Authority,

Special

Facility

Revenue

Bonds,

Port

Newark

Container

Terminal

LLC

Project,

Refunding

Series

2017:

$

2,985

5.000%,

10/01/37,

(AMT)

10/27

at

100.00

Baa2

$

3,025,357

2,490

5.000%,

10/01/47,

(AMT)

10/27

at

100.00

Baa2

2,465,573

1,315

New

Jersey

Turnpike

Authority,

Revenue

Bonds,

Series

2005A,

5.250%,

1/01/29

-

AGM

Insured

No

Opt.

Call

AA

1,474,444

New

Jersey

Turnpike

Authority,

Turnpike

Revenue

Bonds,

Series

2021A:

1,000

4.000%,

1/01/42

1/31

at

100.00

AA-

991,810

515

4.000%,

1/01/51

1/31

at

100.00

AA-

492,438

New

Jersey

Turnpike

Authority,

Turnpike

Revenue

Bonds,

Series

2022A:

1,250

4.000%,

1/01/42

7/32

at

100.00

AA-

1,239,763

2,500

4.000%,

1/01/43

7/32

at

100.00

AA-

2,473,525

New

Jersey

Turnpike

Authority,

Turnpike

Revenue

Bonds,

Series

2022B:

1,530

4.500%,

1/01/48

1/33

at

100.00

AA-

1,562,620

2,250

5.250%,

1/01/52

1/33

at

100.00

AA-

2,474,550

1,810

Port

Authority

of

New

York

and

New

Jersey,

Consolidated

Revenue

Bonds,

One

Hundred

Seventy

Ninth

Series

2013,

5.000%,

12/01/43

12/23

at

100.00

AA-

1,819,430

5,000

Port

Authority

of

New

York

and

New

Jersey,

Consolidated

Revenue

Bonds,

Two

Hundred

Thirty

Series

2022,

3.000%,

12/01/31

No

Opt.

Call

AA-

4,995,950

Port

Authority

of

New

York

and

New

Jersey,

Consolidated

Revenue

Bonds,

Two

Hundred

Twelfth

Series

2019:

2,000

4.000%,

9/01/38

9/29

at

100.00

AA-

2,020,940

1,000

4.000%,

9/01/39

9/29

at

100.00

AA-

1,005,660

South

Jersey

Transportation

Authority,

New

Jersey,

Transportation

System

Revenue

Bonds,

Refunding

Series

2019A:

1,770

5.000%,

11/01/31

-

AGM

Insured

11/29

at

100.00

AA

1,938,982

1,000

5.000%,

11/01/33

-

AGM

Insured

11/29

at

100.00

AA

1,091,870

200

South

Jersey

Transportation

Authority,

New

Jersey,

Transportation

System

Revenue

Bonds,

Series

2020A,

5.000%,

11/01/45

11/30

at

100.00

BBB+

207,022

South

Jersey

Transportation

Authority,

New

Jersey,

Transportation

System

Revenue

Bonds,

Series

2022A:

1,100

4.625%,

11/01/47

11/32

at

100.00

BBB+

1,113,926

650

5.250%,

11/01/52

-

BAM

Insured

11/32

at

100.00

AA

706,492

Total

Transportation

54,800,820

U.S.

Guaranteed

-

3.5%

(6)

1,945

Cumberland

County

Improvement

Authority,

New

Jersey,

County

General

Obligation

Revenue

Bonds,

Technical

High

School

Project,

Series

2014,

5.000%,

9/01/39,

(Pre-refunded

9/01/24)

-

AGM

Insured

9/24

at

100.00

AA

1,986,642

1,215

New

Jersey

Economic

Development

Authority,

Revenue

Bonds,

United

Methodist

Homes

of

New

Jersey

Obligated

Group

Issue,

Refunding

Series

2013,

5.000%,

7/01/34,

(Pre-refunded

7/01/23)

7/23

at

100.00

N/R

1,216,239

New

Jersey

Economic

Development

Authority,

Revenue

Bonds,

United

Methodist

Homes

of

New

Jersey

Obligated

Group

Issue,

Refunding

Series

2014A:

165

3.750%,

7/01/24,

(ETM)

No

Opt.

Call

N/R

165,033

405

5.000%,

7/01/29,

(Pre-refunded

7/01/24)

7/24

at

100.00

N/R

411,780

New

Jersey

Economic

Development

Authority,

School

Facilities

Construction

Bonds,

Series

2015WW:

4,110

5.250%,

6/15/40,

(Pre-refunded

6/15/25)

6/25

at

100.00

A2

4,281,880

250

5.250%,

6/15/40,

(Pre-refunded

6/15/25)

6/25

at

100.00

N/R

260,455

1,625

New

Jersey

Economic

Development

Authority,

School

Facilities

Construction

Financing

Program

Bonds,

Refunding

Series

2014PP,

5.000%,

6/15/26,

(Pre-refunded

6/15/24)

6/24

at

100.00

A2

1,652,560

New

Jersey

Education

Facilities

Authority

Revenue

Bonds,

The

College

of

New

Jersey

Issue,

Series

2013A:

770

5.000%,

7/01/38,

(Pre-refunded

7/01/23)

7/23

at

100.00

A2

770,916

1,015

5.000%,

7/01/43,

(Pre-refunded

7/01/23)

7/23

at

100.00

A2

1,016,208

Nuveen

New

Jersey

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

May

31,

2023

(Unaudited)

46

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

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

U.S.

Guaranteed

(6)

(continued)

$

655

New

Jersey

Health

Care

Facilities

Financing

Authority,

Revenue

Bonds,

Hunterdon

Medical

Center,

Refunding

Series

2014A,

5.000%,

7/01/45,

(Pre-refunded

7/01/24)

7/24

at

100.00

A-

$

665,965

280

New

Jersey

Health

Care

Facilities

Financing

Authority,

Revenue

Bonds,

Kennedy

Health

System

Obligated

Group

Issue,

Refunding

Series

2012,

3.750%,

7/01/27,

(ETM)

No

Opt.

Call

N/R

281,954

New

Jersey

Health

Care

Facilities

Financing

Authority,

Revenue

Bonds,

Palisades

Medical

Center

Obligated

Group

Issue,

Refunding

Series

2013:

665

5.250%,

7/01/31,

(Pre-refunded

7/01/23)

7/23

at

100.00

N/R

665,918

145

5.250%,

7/01/31,

(Pre-refunded

7/01/23)

7/23

at

100.00

N/R

145,177

360

5.500%,

7/01/43,

(Pre-refunded

7/01/23)

7/23

at

100.00

N/R

360,569

80

5.500%,

7/01/43,

(Pre-refunded

7/01/23)

7/23

at

100.00

N/R

80,113

480

New

Jersey

Health

Care

Facilities

Financing

Authority,

Revenue

Bonds,

Saint

Luke's

Warren

Hospital

Obligated

Group,

Series

2013,

4.000%,

8/15/37,

(Pre-refunded

8/15/23)

8/23

at

100.00

A-

480,456

105

Salem

County

Pollution

Control

Financing

Authority,

New

Jersey,

Pollution

Control

Revenue

Bonds,

Chambers

Project,

Refunding

Series

2014A,

5.000%,

12/01/23,

(AMT),

(ETM)

No

Opt.

Call

N/R

105,034

Total

U.S.

Guaranteed

14,546,899

Utilities

-

10.2%

New

Jersey

Economic

Development

Authority,

Energy

Facilities

Revenue

Bonds,

UMM

Energy

Partners,

LLC

Project,

Series

2012A:

500

5.000%,

6/15/37,

(AMT)

7/23

at

100.00

Baa2

500,065

1,000

5.125%,

6/15/43,

(AMT)

7/23

at

100.00

Baa2

1,000,080

1,975

New

Jersey

Economic

Development

Authority,

Natural

Gas

Facilities

Revenue

Bonds,

New

Jersey

Natural

Gas

Company

Project,

Refunding

Series

2011A,

2.750%,

8/01/39

8/24

at

100.00

A1

1,608,203

1,045

New

Jersey

Economic

Development

Authority,

Water

Facilities

Revenue

Bonds,

Middlesex

Water

Company,

Series

2012C,

5.000%,

10/01/23

No

Opt.

Call

A+

1,049,588

4,195

New

Jersey

Economic

Development

Authority,

Water

Facilities

Revenue

Bonds,

Middlesex

Water

Company,

Series

2019,

4.000%,

8/01/59,

(AMT)

8/29

at

100.00

A+

3,637,275

5,000

New

Jersey

Economic

Development

Authority,

Water

Facilities

Revenue

Bonds,

New

Jersey-American

Water

Company

Inc.

Project,

Refunding

Series

2019A,

2.200%,

10/01/39,

(AMT),

(Mandatory

Put

12/03/29)

12/29

at

100.00

A+

4,287,350

New

Jersey

Infrastructure

Bank,

Environmental

Infrastructure

Bonds,

Green

Series

2021A-1:

3,040

3.000%,

9/01/31

9/30

at

100.00

AAA

3,043,618

4,935

3.000%,

9/01/32

9/30

at

100.00

AAA

4,897,050

5,085

3.000%,

9/01/33

9/30

at

100.00

AAA

4,989,605

New

Jersey

Infrastructure

Bank,

Environmental

Infrastructure

Bonds,

Green

Series

2022A-2:

6,295

5.000%,

9/01/47

9/32

at

100.00

AAA

6,936,586

4,000

5.000%,

9/01/52

9/32

at

100.00

AAA

4,388,720

695

Passaic

County

Utilities

Authority,

New

Jersey,

Solid

Waste

Disposal

Revenue

Bonds,

Refunding

Series

2018,

5.000%,

3/01/37

No

Opt.

Call

AA

791,577

1,260

Puerto

Rico

Aqueduct

and

Sewerage

Authority,

Revenue

Bonds,

Refunding

Senior

Lien

Series

2020A,

5.000%,

7/01/30,

144A

No

Opt.

Call

N/R

1,280,966

5,000

Salem

County

Pollution

Control

Financing

Authority,

New

Jersey,

Revenue

Bonds,

Atlantic

City

Electric

Company

Project,

Refunding

Series

2020,

2.250%,

6/01/29

No

Opt.

Call

A

4,506,150

Total

Utilities

42,916,833

Total

Long-Term

Investments

(cost

$427,078,665)

407,978,232

Floating

Rate

Obligations

-

(1.3)%

(

5,590,000

)

Other

Assets

&

Liabilities,

Net

-

4.1%

17,430,885

Net

Assets

-

100%

$

419,819,117

47

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

$

–

$

407,978,232

$

–

$

407,978,232

Total

$

–

$

407,978,232

$

–

$

407,978,232

(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)

Investment,

or

portion

of

investment,

has

been

pledged

to

collateralize

the

net

payment

obligations

for

investments

in

inverse

floating

rate

transactions.

(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

UB

Underlying

bond

of

an

inverse

floating

rate

trust

reflected

as

a

financing

transaction.

WI/DD

Purchased

on

a

when-issued

or

delayed

delivery

basis.

48

Nuveen

Connecticut

Municipal

Bond

Fund

Portfolio

of

Investments

May

31,

2023

(Unaudited)

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

LONG-TERM

INVESTMENTS

-

99.4%

X

207,334,303

MUNICIPAL

BONDS

-

99.4%

X

207,334,303

Education

and

Civic

Organizations

-

17.6%

$

1,220

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Avon

Old

Farms

School,

Series

2021D-1,

4.000%,

7/01/41

7/31

at

100.00

A3

$

1,177,007

380

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Choate

Rosemary

Hall,

Series

2020F,

4.000%,

7/01/39

7/30

at

100.00

Aa2

376,907

1,250

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Connecticut

College,

Series

2022M,

4.000%,

7/01/52

7/32

at

100.00

A2

1,112,838

1,885

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Fairfield

University,

Series

2016Q-1,

5.000%,

7/01/46

7/26

at

100.00

A

1,920,740

750

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Fairfield

University,

Series

2017R,

4.000%,

7/01/47

7/27

at

100.00

A

679,830

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Hopkins

School,

Series

2022E:

1,545

5.250%,

7/01/47

7/32

at

100.00

AA-

1,681,161

1,000

5.000%,

7/01/53

7/32

at

100.00

AA-

1,038,490

5,095

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Quinnipiac

University,

Refunding

Series

2015L,

5.000%,

7/01/45

7/25

at

100.00

A-

5,171,323

1,750

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Quinnipiac

University,

Series

2016M,

5.000%,

7/01/35

7/26

at

100.00

A-

1,819,895

2,000

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Quinnipiac

University,

Series

2023N,

5.000%,

7/01/48

7/33

at

100.00

A-

2,111,660

2,685

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Sacred

Heart

University,

Series

2017I-1,

5.000%,

7/01/42

7/27

at

100.00

A

2,764,744

2,000

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Sacred

Heart

University,

Series

2020K,

5.000%,

7/01/40

7/30

at

100.00

A

2,121,640

3,465

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Sacred

Heart

University,

Series

L,

5.000%,

7/01/42

7/32

at

100.00

A

3,713,059

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

The

Taft

School

Isue,

Series

2021L:

790

3.000%,

7/01/41

7/31

at

100.00

Aa3

658,907

2,210

3.000%,

7/01/46

7/31

at

100.00

Aa3

1,745,834

1,500

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Trinity

College,

Series

2020R,

4.000%,

6/01/45

6/30

at

100.00

A+

1,371,615

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Trinity

College,

Series

2021S:

2,000

4.000%,

6/01/46

12/31

at

100.00

A+

1,817,680

1,925

4.000%,

6/01/51

12/31

at

100.00

A+

1,705,665

1,900

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

University

of

Hartford,

Series

2022P,

5.375%,

7/01/52

7/32

at

100.00

BBB-

1,834,640

2,000

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

University

of

New

Haven,

Series

2018K-1,

5.000%,

7/01/37

7/28

at

100.00

BBB-

1,956,580

Total

Education

and

Civic

Organizations

36,780,215

Health

Care

-

17.6%

4,600

Connecticut

Health

and

Educational

Facilities

Authority

Revenue

Bonds,

Hartford

HealthCare,

Series

2015F,

5.000%,

7/01/45

7/25

at

100.00

A+

4,644,252

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Connecticut

Children

Medical

Center

and

Subsidiaries,

Series

2023E:

1,000

5.250%,

7/15/48

1/33

at

100.00

A+

1,074,080

2,430

4.250%,

7/15/53

1/33

at

100.00

A+

2,334,550

695

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Griffin

Hospital,

Series

2020G-1,

5.000%,

7/01/39,

144A

7/29

at

100.00

BB+

668,507

1,085

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Hartford

HealthCare

Issue,

Series

2020A,

4.000%,

7/01/40

1/30

at

100.00

A+

1,026,443

3,000

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Hartford

HealthCare

Issue,

Series

2021A,

4.000%,

7/01/51

7/31

at

100.00

A+

2,729,910

49

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Health

Care

(continued)

$

500

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Hartford

HealthCare,

Series

2014E,

5.000%,

7/01/42

7/24

at

100.00

A+

$

503,270

1,995

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Middlesex

Hospital,

Series

2015O,

5.000%,

7/01/36

7/25

at

100.00

A3

2,022,730

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Nuvance

Health

Series

2019A:

2,455

4.000%,

7/01/34

7/29

at

100.00

BBB+

2,281,334

2,235

4.000%,

7/01/36

7/29

at

100.00

BBB+

2,052,065

6,020

4.000%,

7/01/49

7/29

at

100.00

BBB+

5,070,706

1,500

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Stamford

Hospital,

Forward

Delivery

Series

2022M,

4.000%,

7/01/42

7/32

at

100.00

BBB+

1,361,655

1,885

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Stamford

Hospital,

Series

2016K,

4.000%,

7/01/46

7/26

at

100.00

BBB+

1,662,815

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Trinity

Health

Credit

Group,

Series

2016CT:

2,350

5.000%,

12/01/41

6/26

at

100.00

AA-

2,402,522

1,000

5.000%,

12/01/45

6/26

at

100.00

AA-

1,017,000

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Yale-New

Haven

Health

Issue,

Series

2014E:

2,400

5.000%,

7/01/32

7/24

at

100.00

AA-

2,435,112

2,520

5.000%,

7/01/33

7/24

at

100.00

AA-

2,556,489

830

5.000%,

7/01/34

7/24

at

100.00

AA-

841,554

Total

Health

Care

36,684,994

Housing/Multifamily

-

0.9%

1,890

Connecticut

Housing

Finance

Authority,

Housing

Mortgage

Finance

Program

Bonds,

Series

2019B-1,

3.300%,

11/15/39

11/28

at

100.00

AAA

1,788,450

Total

Housing/Multifamily

1,788,450

Housing/Single

Family

-

1.0%

Connecticut

Housing

Finance

Authority,

Housing

Mortgage

Finance

Program

Bonds,

Green

Series

2021B-3:

1,440

2.150%,

11/15/41

11/30

at

100.00

AAA

990,418

1,560

2.300%,

11/15/46

11/30

at

100.00

AAA

1,032,283

195

Connecticut

Housing

Finance

Authority,

Housing

Mortgage

Finance

Program

Bonds,

Series

2020E-3,

1.850%,

5/15/38

5/30

at

100.00

AAA

135,800

Total

Housing/Single

Family

2,158,501

Long-Term

Care

-

3.3%

1,100

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Duncaster,

Inc.,

Series

2014A,

5.000%,

8/01/44

8/24

at

100.00

BBB

1,056,880

1,200

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Healthcare

Facility

Expansion

Church

Home

of

Hartford

Inc.

Project,

Series

2016A,

5.000%,

9/01/46,

144A

9/26

at

100.00

BB

993,024

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Mary

Wade

Home

Issue,

Series

2019A-1:

900

4.500%,

10/01/34,

144A

10/24

at

104.00

BB

774,720

200

5.000%,

10/01/54,

144A

10/24

at

104.00

BB

150,262

2,650

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

McLean

Affiliates,

Series

2020A,

5.000%,

1/01/45,

144A

1/26

at

102.00

BB+

2,322,805

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

The

Jerome

Home

Issue,

Series

2021E:

730

4.000%,

7/01/41

7/28

at

103.00

BBB

598,666

1,250

4.000%,

7/01/51

7/28

at

103.00

BBB

937,812

Total

Long-Term

Care

6,834,169

Nuveen

Connecticut

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

May

31,

2023

(Unaudited)

50

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Tax

Obligation/General

-

27.3%

Bridgeport,

Connecticut,

General

Obligation

Bonds,

Series

2014A:

$

600

5.000%,

7/01/32

-

AGM

Insured

7/24

at

100.00

AA

$

610,632

1,000

5.000%,

7/01/33

-

AGM

Insured

7/24

at

100.00

AA

1,017,560

1,065

5.000%,

7/01/34

-

AGM

Insured

7/24

at

100.00

AA

1,083,456

2,000

Bridgeport,

Connecticut,

General

Obligation

Bonds,

Series

2016D,

5.000%,

8/15/41

-

AGM

Insured

8/26

at

100.00

AA

2,073,540

2,425

Connecticut

Health

and

Educational

Facilities

Authoroity,

Revneue

Bonds,

Connecticut

State

University

System,

Series

2016P-1,

5.000%,

11/01/28

11/26

at

100.00

AA-

2,564,486

Connecticut

Housing

Finance

Authority,

State

Supported

Special

Obligation

Bonds,

Series

2021-27:

1,000

2.400%,

6/15/41

6/31

at

100.00

AA-

747,740

1,000

2.550%,

6/15/46

6/31

at

100.00

AA-

698,930

1,000

Connecticut

Housing

Finance

Authority,

State

Supported

Special

Obligation

Bonds,

Series

2021-28,

2.375%,

6/15/40

6/31

at

100.00

AA-

724,300

2,400

Connecticut

State,

General

Obligation

Bonds,

Series

2014A,

5.000%,

3/01/31

3/24

at

100.00

AA-

2,426,568

3,000

Connecticut

State,

General

Obligation

Bonds,

Series

2014F,

5.000%,

11/15/34

11/24

at

100.00

AA-

3,056,400

2,370

Connecticut

State,

General

Obligation

Bonds,

Series

2015F,

5.000%,

11/15/34

11/25

at

100.00

AA-

2,458,591

Connecticut

State,

General

Obligation

Bonds,

Series

2017A:

1,000

5.000%,

4/15/34

4/27

at

100.00

AA-

1,068,590

3,270

5.000%,

4/15/35

4/27

at

100.00

AA-

3,479,934

1,510

Connecticut

State,

General

Obligation

Bonds,

Series

2018A,

5.000%,

4/15/37

4/28

at

100.00

AA-

1,613,420

1,325

Connecticut

State,

General

Obligation

Bonds,

Series

2018C,

5.000%,

6/15/38

6/28

at

100.00

AA-

1,413,537

Connecticut

State,

General

Obligation

Bonds,

Series

2019A:

1,150

5.000%,

4/15/36

4/29

at

100.00

AA-

1,257,571

1,450

4.000%,

4/15/37,

(UB)

(4)

4/29

at

100.00

AA-

1,473,809

650

5.000%,

4/15/39,

(UB)

(4)

4/29

at

100.00

AA-

701,434

2,000

Connecticut

State,

General

Obligation

Bonds,

Series

2020A,

4.000%,

1/15/37

1/30

at

100.00

AA-

2,046,560

2,000

Connecticut

State,

General

Obligation

Bonds,

Series

2021A,

3.000%,

1/15/40

1/31

at

100.00

AA-

1,662,000

300

East

Haddam,

Connecticut,

General

Obligation

Bonds,

Series

2020A,

3.000%,

12/01/37

12/28

at

100.00

AA+

268,575

East

Lyme,

Connecticut,

General

Obligation

Bonds,

Series

2020:

500

3.000%,

7/15/39

7/28

at

100.00

AA

421,210

325

3.000%,

7/15/40

7/28

at

100.00

AA

270,559

500

Hamden,

Connecticut,

General

Obligation

Bonds,

Series

2016,

5.000%,

8/15/33

-

BAM

Insured

8/24

at

100.00

AA

508,175

1,000

Hartford

County

Metropolitan

District,

Connecticut,

General

Obligation

Bonds,

Refunding

Series

2019C,

4.000%,

7/15/40

7/29

at

100.00

AA

992,780

1,035

Hartford

County

Metropolitan

District,

Connecticut,

General

Obligation

Bonds,

Series

2018,

5.000%,

7/15/35

7/28

at

100.00

AA

1,125,749

Hartford

County

Metropolitan

District,

Connecticut,

General

Obligation

Bonds,

Series

2019A:

1,000

4.000%,

7/15/38

7/29

at

100.00

AA

1,003,600

1,075

4.000%,

7/15/39

7/29

at

100.00

AA

1,074,559

5,000

New

Britain,

Connecticut,

General

Obligation

Bonds,

Series

2022A,

5.000%,

3/01/47

-

BAM

Insured

3/32

at

100.00

AA

5,279,300

1,000

New

Haven,

Connecticut,

General

Obligation

Bonds,

Refunding

Series

2016A,

5.000%,

8/15/36

-

AGM

Insured

8/26

at

100.00

AA

1,045,720

New

Haven,

Connecticut,

General

Obligation

Bonds,

Series

2015:

795

5.000%,

9/01/32

-

AGM

Insured

9/25

at

100.00

AA

825,822

1,620

5.000%,

9/01/33

-

AGM

Insured

9/25

at

100.00

AA

1,682,079

500

5.000%,

9/01/35

-

AGM

Insured

9/25

at

100.00

AA

517,600

485

North

Haven,

Connecticut,

General

Obligation

Bonds,

Series

2006,

5.000%,

7/15/24

No

Opt.

Call

Aa1

494,399

51

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Tax

Obligation/General

(continued)

$

1,035

Oxford,

Connecticut,

General

Obligation

Bonds,

Series

2019A,

4.000%,

8/01/39

8/29

at

100.00

Aa2

$

1,039,037

2,370

Stratford,

Connecticut,

General

Obligation

Bonds,

Series

2017,

4.000%,

1/01/39

-

BAM

Insured

1/27

at

100.00

AA

2,339,000

Waterbury,

Connecticut,

General

Obligation

Bonds,

Lot

A

Series

2015:

555

5.000%,

8/01/30

-

BAM

Insured

8/25

at

100.00

AA

578,882

485

5.000%,

8/01/31

-

BAM

Insured

8/25

at

100.00

AA

505,879

765

5.000%,

8/01/32

-

BAM

Insured

8/25

at

100.00

AA

797,688

555

5.000%,

8/01/33

-

BAM

Insured

8/25

at

100.00

AA

578,510

555

5.000%,

8/01/34

-

BAM

Insured

8/25

at

100.00

AA

578,171

2,000

West

Haven,

Connecticut,

General

Obligation

Bonds,

Series

2012,

5.000%,

8/01/24

-

AGM

Insured

7/23

at

100.00

AA

2,002,300

750

West

Haven,

Connecticut,

General

Obligation

Bonds,

Series

2020,

4.000%,

3/15/40

-

BAM

Insured

3/30

at

100.00

AA

717,788

Total

Tax

Obligation/General

56,826,440

Tax

Obligation/Limited

-

18.5%

1,930

Connecticut

Higher

Education

Supplemental

Loan

Authority,

State

Supported

Revenue

Bonds,

CHESLA

Loan

Program,

Series

2020B,

3.250%,

11/15/36,

(AMT)

11/29

at

100.00

Aa3

1,690,622

2,500

Connecticut

State,

Special

Tax

Obligation

Bonds,

Transportation

Infrastructure

Purposes

Series

2013A,

5.000%,

10/01/33

10/23

at

100.00

AA

2,511,500

1,390

Connecticut

State,

Special

Tax

Obligation

Bonds,

Transportation

Infrastructure

Purposes

Series

2015A,

5.000%,

8/01/33

8/25

at

100.00

AA

1,439,122

Connecticut

State,

Special

Tax

Obligation

Bonds,

Transportation

Infrastructure

Purposes

Series

2016A:

1,000

5.000%,

9/01/32

9/26

at

100.00

AA

1,056,440

3,500

5.000%,

9/01/33

9/26

at

100.00

AA

3,695,300

Connecticut

State,

Special

Tax

Obligation

Bonds,

Transportation

Infrastructure

Purposes

Series

2018A:

2,000

5.000%,

1/01/37

1/28

at

100.00

AA

2,132,580

2,000

5.000%,

1/01/38

1/28

at

100.00

AA

2,122,480

1,500

Connecticut

State,

Special

Tax

Obligation

Bonds,

Transportation

Infrastructure

Purposes,

Series

2021A,

4.000%,

5/01/40

5/31

at

100.00

AA

1,498,095

500

Great

Pond

Improvement

District,

Connecticut,

Special

Obligation

Revenue

Bonds,

Great

Pond

Phase

1

Project,

Series

2019,

4.750%,

10/01/48,

144A

10/26

at

102.00

N/R

442,800

500

Great

Pond

Improvement

District,

Connecticut,

Special

Obligation

Revenue

Bonds,

Great

Pond

Phase

2

Project,

Series

2022,

5.750%,

10/01/52,

144A

10/28

at

103.00

N/R

496,445

2,720

Harbor

Point

Infrastructure

Improvement

District,

Connecticut,

Special

Obligation

Revenue

Bonds,

Harbor

Point

Project,

Refunding

Series

2017,

5.000%,

4/01/39,

144A

4/27

at

100.00

N/R

2,700,634

635

Matching

Fund

Special

Purpose

Securitization

Corporation,

Virgin

Islands,

Revenue

Bonds,

Series

2022A,

5.000%,

10/01/39

10/32

at

100.00

N/R

626,580

1,825

Naugatuck,

Connecticut,

Certificates

of

Participation,

Incineration

Facilities

Project,

Series

2021A,

4.000%,

8/15/41,

(AMT)

8/29

at

100.00

AA-

1,675,879

1,000

Puerto

Rico

Highway

and

Transportation

Authority,

Restructured

Toll

Revenue

Bonds,

Series

2022A,

5.000%,

7/01/62

7/32

at

100.00

N/R

961,250

Puerto

Rico

Sales

Tax

Financing

Corporation,

Sales

Tax

Revenue

Bonds,

Restructured

2018A-1:

1,860

0.000%,

7/01/46

7/28

at

41.38

N/R

502,646

4,250

4.750%,

7/01/53

7/28

at

100.00

N/R

3,940,813

1,000

5.000%,

7/01/58

7/28

at

100.00

N/R

957,940

100

Steel

Point

Infrastructure

Improvement

District,

Connecticut,

Special

Obligation

Revenue

Bonds,

Steelpointe

Harbor

Project,

Series

2021,

4.000%,

4/01/51

4/30

at

100.00

N/R

72,337

2,500

University

of

Connecticut,

General

Obligation

Bonds,

Series

2013A,

5.000%,

8/15/32

8/23

at

100.00

AA-

2,504,325

740

University

of

Connecticut,

General

Obligation

Bonds,

Series

2014A,

5.000%,

2/15/31

2/24

at

100.00

AA-

747,126

Nuveen

Connecticut

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

May

31,

2023

(Unaudited)

52

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Tax

Obligation/Limited

(continued)

$

1,590

University

of

Connecticut,

General

Obligation

Bonds,

Series

2015A,

5.000%,

2/15/34

2/25

at

100.00

AA-

$

1,626,141

3,000

University

of

Connecticut,

General

Obligation

Bonds,

Series

2017A,

5.000%,

1/15/36

1/27

at

100.00

AA-

3,173,070

University

of

Connecticut,

General

Obligation

Bonds,

Series

2019A:

1,000

5.000%,

11/01/36

11/28

at

100.00

AA-

1,078,330

1,000

4.000%,

11/01/38

11/28

at

100.00

AA-

977,940

Total

Tax

Obligation/Limited

38,630,395

Transportation

-

3.0%

Connecticut

Airport

Authority,

Connecticut,

Customer

Facility

Charge

Revenue

Bonds,

Ground

Transportation

Center

Project,

Series

2019A:

1,500

4.000%,

7/01/49,

(AMT)

7/29

at

100.00

BBB+

1,237,155

5,000

5.000%,

7/01/49,

(AMT)

7/29

at

100.00

BBB+

4,999,850

Total

Transportation

6,237,005

U.S.

Guaranteed

-

3.3%

(5)

1,050

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Norwich

Free

Academy,

Series

2013B,

4.000%,

7/01/34,

(Pre-refunded

7/01/23)

7/23

at

100.00

N/R

1,050,410

950

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Westminster

School,

Series

2014H,

3.250%,

7/01/32,

(Pre-refunded

7/01/24)

7/24

at

100.00

A

949,116

Greater

New

Haven

Water

Pollution

Control

Authority,

Connecticut,

Regional

Wastewater

System

Revenue

Bonds,

Refunding

Series

2014B:

500

5.000%,

8/15/30,

(Pre-refunded

8/15/24)

8/24

at

100.00

AA+

510,255

1,000

5.000%,

8/15/32,

(Pre-refunded

8/15/24)

8/24

at

100.00

AA+

1,020,510

2,250

Hartford

County

Metropolitan

District,

Connecticut,

Clean

Water

Project

Revenue

Bonds,

Refunding

Green

Bond

Series

2014A,

5.000%,

11/01/35,

(Pre-refunded

11/01/24)

11/24

at

100.00

AA

2,303,775

1,055

South

Central

Connecticut

Regional

Water

Authority

Water

System

Revenue

Bonds,

Thirtieth

Series

2014A,

5.000%,

8/01/44,

(Pre-refunded

8/01/24)

8/24

at

100.00

AA-

1,075,952

Total

U.S.

Guaranteed

6,910,018

Utilities

-

6.9%

2,000

Connecticut,

State

Revolving

Fund

General

Revenue

Bonds,

Green

Series

2019A,

5.000%,

2/01/39

2/29

at

100.00

AAA

2,174,660

60

Greater

New

Haven

Water

Pollution

Control

Authority,

Connecticut,

Regional

Wastewater

System

Revenue

Bonds,

Series

2005A,

5.000%,

8/15/35

-

NPFG

Insured

7/23

at

100.00

AA

60,022

Guam

Government

Waterworks

Authority,

Water

and

Wastewater

System

Revenue

Bonds,

Refunding

Series

2017:

1,000

5.000%,

7/01/37

7/27

at

100.00

A-

1,018,810

1,000

5.000%,

7/01/40

7/27

at

100.00

A-

1,012,670

295

Guam

Government

Waterworks

Authority,

Water

and

Wastewater

System

Revenue

Bonds,

Series

2020A,

5.000%,

1/01/50

7/30

at

100.00

A-

296,274

1,000

Guam

Power

Authority,

Revenue

Bonds,

Series

2014A,

5.000%,

10/01/39

10/24

at

100.00

AA

1,021,170

1,010

Puerto

Rico

Aqueduct

and

Sewerage

Authority,

Revenue

Bonds,

Refunding

Senior

Lien

Series

2020A,

5.000%,

7/01/30,

144A

No

Opt.

Call

N/R

1,026,806

1,700

Puerto

Rico

Aqueduct

and

Sewerage

Authority,

Revenue

Bonds,

Refunding

Senior

Lien

Series

2021B,

5.000%,

7/01/29,

144A

No

Opt.

Call

N/R

1,731,127

1,685

South

Central

Connecticut

Regional

Water

Authority,

Water

System

Revenue

Bonds,

Refunding

Thirty-third

Series

2017B-1,

5.000%,

8/01/41

8/28

at

100.00

AA-

1,791,206

2,915

South

Central

Connecticut

Regional

Water

Authority,

Water

System

Revenue

Bonds,

Thirty-Fourth

Series

2019C,

5.000%,

8/01/44

8/29

at

100.00

AA-

3,106,253

500

Stamford,

Connecticut,

Water

Pollution

Control

System

and

Facility

Revenue

Bonds,

Series

2013A,

5.250%,

8/15/43

8/23

at

100.00

AA+

500,930

53

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:

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Utilities

(continued)

$

750

Stamford,

Connecticut,

Water

Pollution

Control

System

and

Facility

Revenue

Bonds,

Series

2019,

4.000%,

4/01/44

4/29

at

100.00

AA+

$

744,188

Total

Utilities

14,484,116

Total

Long-Term

Investments

(cost

$217,177,943)

207,334,303

Floating

Rate

Obligations

-

(0.8)%

(

1,570,000

)

Other

Assets

&

Liabilities,

Net

-

1.4%

2,789,928

Net

Assets

-

100%

$

208,554,231

Level

1

Level

2

Level

3

Total

Long-Term

Investments:

Municipal

Bonds

$

–

$

207,334,303

$

–

$

207,334,303

Total

$

–

$

207,334,303

$

–

$

207,334,303

(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.

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

UB

Underlying

bond

of

an

inverse

floating

rate

trust

reflected

as

a

financing

transaction.

54

Nuveen

California

High

Yield

Municipal

Bond

Fund

Portfolio

of

Investments

May

31,

2023

(Unaudited)

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

LONG-TERM

INVESTMENTS

-

120.9%

X

1,414,442,289

MUNICIPAL

BONDS

-

120.9%

X

1,414,442,289

Consumer

Staples

-

4.5%

$

27,000

California

County

Tobacco

Securitization

Agency,

Tobacco

Settlement

Asset-Backed

Bonds,

Alameda

County

Tobacco

Asset

Securitization

Corporation,

Subordinate

Series

2006A,

0.000%,

6/01/50

6/23

at

19.28

N/R

$

5,194,530

1,155

California

County

Tobacco

Securitization

Agency,

Tobacco

Settlement

Asset-Backed

Bonds,

Golden

Gate

Tobacco

Funding

Corporation,

Turbo,

Series

2007A,

5.000%,

6/01/47

6/23

at

100.00

N/R

1,065,141

1,795

California

County

Tobacco

Securitization

Agency,

Tobacco

Settlement

Asset-Backed

Bonds,

Merced

County

Tobacco

Funding

Corporation,

Series

2020B,

5.000%,

6/01/50

12/30

at

100.00

N/R

1,796,095

20,000

California

County

Tobacco

Securitization

Agency,

Tobacco

Settlement

Asset-Backed

Bonds,

Stanislaus

County

Tobacco

Funding

Corporation,

Series

2006A,

0.000%,

6/01/46

6/23

at

27.21

N/R

4,933,200

5,095

California

County

Tobacco

Securitization

Agency,

Tobacco

Settlement

Bonds,

Gold

Country

Settlement

Funding

Corporation,

Subpordinate

Series

2020B-2,

0.000%,

6/01/55

12/30

at

36.29

N/R

1,023,331

147,000

Golden

State

Tobacco

Securitization

Corporation,

California,

Tobacco

Settlement

Asset-Backed

Bonds,

Capital

Appreciation

Series

2021B-2,

0.000%,

6/01/66

12/31

at

27.75

N/R

14,932,260

12,500

Golden

State

Tobacco

Securitization

Corporation,

California,

Tobacco

Settlement

Asset-Backed

Bonds,

Taxable

Senior

Series

2021A-1,

4.214%,

6/01/50

12/31

at

100.00

BBB+

9,551,375

3,460

Guam

Economic

Development

&

Commerce

Authority,

Tobacco

Settlement

Asset-Backed

Bonds,

Series

2007A,

5.625%,

6/01/47

6/23

at

100.00

N/R

3,169,152

25,600

Inland

Empire

Tobacco

Securitization

Authority,

California,

Tobacco

Settlement

Asset-Backed

Bonds,

Series

2007C-2.

Turbo

Capital

Appreciation,

0.000%,

6/01/47

6/23

at

20.38

CCC

5,204,736

7,500

Silicon

Valley

Tobacco

Securitization

Authority,

California,

Tobacco

Settlement

Asset-Backed

Bonds,

Santa

Clara

County

Tobacco

Securitization

Corporation,

Series

2007A,

0.000%,

6/01/47

7/23

at

26.08

N/R

1,827,975

15,670

Tobacco

Securitization

Authority

of

Northern

California,

Tobacco

Settlement

Asset-Backed

Bonds,

Refunding

Sacramento

County

Tobacco

Securitization

Corporation

Series

2021B-2

Class

2,

0.000%,

6/01/60

12/30

at

33.42

N/R

2,440,289

5,000

Tobacco

Securitization

Authority

of

Southern

California,

Tobacco

Settlement

Asset-Backed

Bonds,

San

Diego

County

Tobacco

Asset

Securitization

Corporation,

First

Subordinate

CABs,

Series

2006B,

0.000%,

6/01/46

6/23

at

24.34

CCC-

939,350

Total

Consumer

Staples

52,077,434

Education

and

Civic

Organizations

-

16.5%

California

Enterprise

Development

Authority,

Charter

School

Revenue

Bonds,

Academy

for

Academic

Excellence

Project,

Series

2020A:

700

5.000%,

7/01/50,

144A

7/27

at

100.00

Ba2

636,342

650

5.000%,

7/01/55,

144A

7/27

at

100.00

Ba2

580,678

2,000

California

Enterprise

Development

Authority,

Charter

School

Revenue

Bonds,

Norton

Science

&

Language

Academy

Project,

Series

2021,

4.000%,

7/01/61,

144A

7/27

at

100.00

N/R

1,301,960

4,210

California

Enterprise

Development

Authority,

Charter

School

Revenue

Bonds,

Norton

Science

and

Language

Academy

Project,

Series

2020,

6.250%,

7/01/58,

144A

7/27

at

102.00

N/R

3,922,878

California

Infrastructure

and

Economic

Development

Bank,

Revenue

Bonds,

Los

Angeles

County

Museum

of

Natural

History

Foundation,

Series

2020:

4,250

4.000%,

7/01/50,

(UB)

(4)

7/30

at

100.00

A2

3,940,132

55

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Education

and

Civic

Organizations

(continued)

California

Municipal

Finance

Authority

Charter

School

Revenue

Bonds,

John

Adams

Academies,

Inc.

Project,

Series

2015A:

$

900

5.000%,

10/01/35

7/23

at

102.00

BB

$

856,917

1,335

5.250%,

10/01/45

7/23

at

102.00

BB

1,282,321

500

5.250%,

10/01/45

7/23

at

102.00

BB

480,270

4,205

California

Municipal

Finance

Authority

Charter

School

Revenue

Bonds,

John

Adams

Academies,

Inc.

Project,

Series

2017A,

5.000%,

10/01/47,

144A

7/23

at

102.00

BB

3,799,344

250

California

Municipal

Finance

Authority

Charter

School

Revenue

Bonds,

River

Charter

Schools

Project,

Series

2018A,

5.500%,

6/01/53,

144A

6/26

at

100.00

BB

240,768

California

Municipal

Finance

Authority, Revenue

Bonds,

Creative

Center

of

Los

Altos

Project

Pinewood

&

Oakwood

Schools,

Series

2016B:

500

4.000%,

11/01/36,

144A

11/26

at

100.00

N/R

429,900

2,200

4.500%,

11/01/46,

144A

11/26

at

100.00

N/R

1,814,076

820

California

Municipal

Finance

Authority,

Charter

School

Lease

Revenue

Bonds,

Bella

Mente

Montessori

Academy

Project,

Series

2018A,

5.000%,

6/01/38,

144A

6/28

at

100.00

Ba1

771,308

California

Municipal

Finance

Authority,

Charter

School

Lease

Revenue

Bonds,

Nova

Academy

Project,

Series

2016A:

825

5.000%,

6/15/36,

144A

6/26

at

100.00

BB

818,722

1,000

5.000%,

6/15/46,

144A

6/26

at

100.00

BB

946,320

California

Municipal

Finance

Authority,

Charter

School

Lease

Revenue

Bonds,

Santa

Rosa

Academy

Project,

Series

2015:

400

5.125%,

7/01/35,

144A

7/25

at

100.00

BB+

398,732

425

5.375%,

7/01/45,

144A

7/25

at

100.00

BB+

425,433

California

Municipal

Finance

Authority,

Charter

School

Revenue

Bonds,

John

Adams

Academies,

Inc.

-

Lincoln

Project,

Taxable

Series

2019B:

500

5.000%,

10/01/39,

144A

10/27

at

100.00

N/R

478,440

1,000

5.000%,

10/01/57,

144A

10/27

at

100.00

N/R

880,020

California

Municipal

Finance

Authority,

Charter

School

Revenue

Bonds,

John

Adams

Academies,

Inc.

Project,

Series

2014A:

1,400

5.000%,

10/01/34

7/23

at

102.00

BB

1,339,170

465

5.000%,

10/01/44

7/23

at

102.00

BB

426,689

California

Municipal

Finance

Authority,

Charter

School

Revenue

Bonds,

Palmdale

Aerospace

Academy

Project,

Series

2016A:

2,445

5.000%,

7/01/41,

144A

7/26

at

100.00

BB

2,335,586

1,145

5.000%,

7/01/46,

144A

7/26

at

100.00

BB

1,055,427

California

Municipal

Finance

Authority,

Charter

School

Revenue

Bonds,

Urban

Discovery

Academy

Project,

Series

2014A:

775

5.500%,

8/01/34,

144A

8/24

at

100.00

BB-

777,007

1,650

6.000%,

8/01/44,

144A

8/24

at

100.00

BB-

1,659,950

1,715

California

Municipal

Finance

Authority,

Education

Revenue

Bonds, American

Heritage

Foundation

Project,

Series

2016A,

5.000%,

6/01/46

6/26

at

100.00

BBB-

1,672,777

1,390

California

Municipal

Finance

Authority,

Education

Revenue

Bonds,

Literacy

First

Charter

Schools

Project,

Series

2019A,

5.000%,

12/01/49

12/29

at

100.00

BBB-

1,390,778

California

Municipal

Finance

Authority,

Education

Revenue

Bonds,

STREAM

Charter

Schools

Project,

Series

2020A:

705

5.000%,

6/15/41,

144A

6/30

at

100.00

N/R

661,910

1,385

5.000%,

6/15/51,

144A

6/30

at

100.00

N/R

1,235,891

California

Municipal

Finance

Authority,

Revenue

Bonds,

Azusa

Pacific

University

Project,

Refunding

Series

2015B:

1,435

5.000%,

4/01/35

4/25

at

100.00

Ba1

1,408,768

8,640

5.000%,

4/01/41

4/25

at

100.00

Ba1

8,022,499

7,880

California

Municipal

Finance

Authority,

Revenue

Bonds,

California

Baptist

University,

Series

2016A,

5.000%,

11/01/46,

144A

11/26

at

100.00

N/R

7,545,179

Nuveen

California

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

May

31,

2023

(Unaudited)

56

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Education

and

Civic

Organizations

(continued)

California

Municipal

Finance

Authority,

Revenue

Bonds,

Claremont

Graduate

University,

Refunding

Series

2020B:

$

1,000

5.000%,

10/01/49,

144A

10/30

at

100.00

N/R

$

890,130

1,000

5.000%,

10/01/54,

144A

10/30

at

100.00

N/R

875,890

235

California

Municipal

Finance

Authority,

Revenue

Bonds,

Emerson

College,

Series

2011,

5.000%,

1/01/28

7/23

at

100.00

Baa2

235,235

270

California

Municipal

Finance

Authority,

Revenue

Bonds,

Goodwill

Industries

of

Sacramento

Valley

&

Northern

Nevada

Project,

Series

2012A,

6.625%,

1/01/32,

144A

7/23

at

100.00

N/R

266,860

3,700

California

Municipal

Finance

Authority,

Revenue

Bonds,

Goodwill

Industries

of

Sacramento

Valley

&

Northern

Nevada

Project,

Series

2014A,

5.250%,

1/01/45

1/25

at

100.00

N/R

2,931,917

1,000

California

Municipal

Finance

Authority,

Revenue

Bonds,

Linxs

APM

Project,

Senior

Lien

Series

2018A,

4.000%,

12/31/47,

(AMT)

6/28

at

100.00

BBB-

881,500

7,000

California

Municipal

Finance

Authority,

Revenue

Bonds,

Simpson

University,

Series

2020A,

6.000%,

10/01/50,

144A

10/27

at

103.00

N/R

7,036,330

1,000

California

Municipal

Finance

Authority,

Revenue

Bonds,

The

Master's

University

&

Seminary,

Series

2019,

5.000%,

8/01/34

8/29

at

100.00

BBB-

1,029,790

2,000

California

Public

Finance

Authority,

Charter

School

Lease

Revenue

Bonds,

California

Crosspoint

Academy

Project,

Series

2020A,

5.125%,

7/01/55,

144A

7/28

at

100.00

N/R

1,593,060

700

California

Public

Finance

Authority,

Charter

School

Lease

Revenue

Bonds,

Multicultural

Learning

Center

Project,

Series

2017A,

6.250%,

6/15/47

6/27

at

100.00

N/R

704,424

4,000

California

Public

Finance

Authority,

Educational

Facility

Revenue

Bonds,

Crossroads

Christian

Schools,

Series

2020,

5.000%,

1/01/56,

144A

1/26

at

100.00

N/R

3,246,360

1,075

California

School

Finance

Authority

Charter

School

Facility

Revenue

Bonds,

Grimmway

Schools-Obligated

Group,

Series

2016A,

5.000%,

7/01/46,

144A

7/26

at

100.00

BB+

1,035,064

California

School

Finance

Authority

Charter

School

Revenue

Bonds,

Bright

Star

Schools

-

Obligated

Group,

Series

2017:

920

5.000%,

6/01/27,

144A

No

Opt.

Call

N/R

920,230

755

5.000%,

6/01/37,

144A

6/27

at

100.00

N/R

733,536

1,000

5.000%,

6/01/47,

144A

6/27

at

100.00

N/R

917,620

3,090

5.000%,

6/01/54,

144A

6/27

at

100.00

N/R

2,760,544

1,000

California

School

Finance

Authority

Charter

School

Revenue

Bonds,

Ednovate

Obligated

Group,

Series

2018,

5.000%,

6/01/48,

144A

6/27

at

100.00

N/R

912,280

California

School

Finance

Authority

Charter

School

Revenue

Bonds,

Fenton

Schools

-

Obligated

Group,

Series

2020A:

960

5.000%,

7/01/40,

144A

7/27

at

100.00

BB+

942,038

2,935

5.000%,

7/01/50,

144A

7/27

at

100.00

BB+

2,741,202

California

School

Finance

Authority

Charter

School

Revenue

Bonds,

John

Adams

Academy

Obligated

Group,

Series

2022A:

3,175

5.000%,

7/01/52,

144A

7/30

at

102.00

BB

2,815,876

8,125

5.125%,

7/01/62,

144A

7/30

at

102.00

BB

7,089,956

305

California

School

Finance

Authority

School

Facility

Revenue

Bonds,

Green

Dot

Public

Schools

California

Projects,

Series

2018A,

5.000%,

8/01/48,

144A

8/28

at

100.00

BBB-

298,531

1,000

California

School

Finance

Authority,

California,

Charter

School

Revenue

Bonds,

Alta

Public

Schools

-

Obligated

Group,

Series

2020A,

6.000%,

6/01/59,

144A

6/28

at

102.00

N/R

953,390

2,085

California

School

Finance

Authority,

California,

Charter

School

Revenue

Bonds,

Aspire

Public

Schools,

Refunding

Series

2015A,

5.000%,

8/01/40,

144A

8/25

at

100.00

BBB

2,081,455

California

School

Finance

Authority,

California,

Charter

School

Revenue

Bonds,

Aspire

Public

Schools,

Refunding

Series

2016:

460

5.000%,

8/01/46,

144A

8/25

at

100.00

BBB

446,191

1,100

California

School

Finance

Authority,

California,

Charter

School

Revenue

Bonds,

Encore

Education

Obligated

Group,

Series

2016A,

5.000%,

6/01/52,

144A

6/26

at

100.00

N/R

832,821

57

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Education

and

Civic

Organizations

(continued)

California

School

Finance

Authority,

California,

Charter

School

Revenue

Bonds,

Girls

Athletic

Leadership

School

Los

Angeles

Project,

Series

2021A:

$

1,000

4.000%,

6/01/41,

144A

6/31

at

100.00

N/R

$

786,350

500

4.000%,

6/01/51,

144A

6/31

at

100.00

N/R

354,685

2,300

California

School

Finance

Authority,

California,

Charter

School

Revenue

Bonds,

Lighthouse

Community

Public

Schools

Obligated

Group,

Series

2022A,

6.500%,

6/01/62,

144A

6/29

at

100.00

N/R

2,342,159

1,300

California

School

Finance

Authority,

California,

Charter

School

Revenue

Bonds,

TEACH

Public

Schools

Obligated

Group,

Series

2016A,

5.875%,

6/01/52

6/26

at

100.00

N/R

1,316,510

California

School

Finance

Authority,

California,

Charter

School

Revenue

Bonds,

TEACH

Public

Schools

Obligated

Group,

Series

2019A:

1,000

5.000%,

6/01/49,

144A

6/26

at

100.00

N/R

929,960

1,600

5.000%,

6/01/58,

144A

6/26

at

100.00

N/R

1,453,376

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Arts

in

Action

Charter

Schools

-

Obligated

Group,

Series

2020A:

1,335

5.000%,

6/01/40,

144A

6/27

at

100.00

N/R

1,014,133

3,700

5.000%,

6/01/50,

144A

6/27

at

100.00

N/R

2,596,734

8,200

5.000%,

6/01/59,

144A

6/27

at

100.00

N/R

5,506,956

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Aspire

Public

School

-

Obligated

Group,Issue

No.6,

Series

2020A:

1,060

5.000%,

8/01/52,

144A

8/28

at

100.00

BBB

1,007,541

5,315

5.000%,

8/01/61,

144A

8/28

at

100.00

BBB

4,957,141

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

CIty

Charter

School

Obligated

Group,

Series

2016A:

2,520

5.000%,

6/01/42,

144A

6/26

at

100.00

N/R

2,338,988

2,930

5.000%,

6/01/52,

144A

6/26

at

100.00

N/R

2,595,365

805

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Classical

Academies

Project,

Series

2017A,

5.000%,

10/01/44,

144A

10/27

at

100.00

BBB-

811,633

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Downtown

College

Prep

-

Obligated

Group,

Series

2016:

1,500

4.750%,

6/01/36,

144A

6/26

at

100.00

N/R

1,454,700

1,180

5.000%,

6/01/46,

144A

6/26

at

100.00

N/R

1,102,061

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Ivy

Academia,

Series

2021A:

1,150

4.000%,

6/01/41,

144A

6/28

at

103.00

N/R

887,294

1,500

4.000%,

6/01/51,

144A

6/28

at

103.00

N/R

1,050,330

1,000

4.000%,

6/01/61,

144A

6/28

at

103.00

N/R

661,250

675

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Kepler

Neighborhood

School,

Series

2017A,

5.750%,

5/01/37,

144A

5/27

at

100.00

N/R

676,829

915

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Larchmont

Charter

School

Project

,

Series

2018A,

5.000%,

6/01/43,

144A

6/27

at

100.00

N/R

903,608

2,475

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Lifeline

Education

Charter

School

Project,

Series

2020A,

5.000%,

7/01/55,

144A

7/28

at

100.00

BB+

2,201,116

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Orange

County

Educational

Arts

Academy

Project,

Series

2023A:

560

5.625%,

6/01/43,

144A

6/30

at

100.00

N/R

559,334

700

5.875%,

6/01/53,

144A

6/30

at

100.00

N/R

699,020

425

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Partnerships

to

Uplift

Communities

Project,

Refunding

Social

Series

2023,

5.500%,

8/01/47,

144A

,

(WI/DD)

8/33

at

100.00

BB+

424,405

2,500

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Rocketship

Education

Obligated

Group,

Series

2016A,

5.000%,

6/01/46,

144A

6/25

at

100.00

N/R

2,295,250

Nuveen

California

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

May

31,

2023

(Unaudited)

58

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Education

and

Civic

Organizations

(continued)

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Rocketship

Education

Obligated

Group,

Series

2017A:

$

950

5.125%,

6/01/47,

144A

6/26

at

100.00

N/R

$

883,728

1,000

5.250%,

6/01/52,

144A

6/26

at

100.00

N/R

928,510

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Rocketship

Public

Schools

Obligated

Group,

Series

2017G:

360

5.000%,

6/01/37,

144A

6/27

at

100.00

N/R

349,420

750

5.000%,

6/01/47,

144A

6/27

at

100.00

N/R

685,455

250

5.000%,

6/01/53,

144A

6/27

at

100.00

N/R

222,692

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Russell

Westbrook

Why

Not

Academy

Obligated

Group,

Series

2021A:

605

4.000%,

6/01/31,

144A

6/27

at

100.00

N/R

549,104

4,000

4.000%,

6/01/51,

144A

6/27

at

100.00

N/R

2,853,960

2,000

4.000%,

6/01/61,

144A

6/27

at

100.00

N/R

1,349,440

400

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Santa

Clarita

Valley

International

School

Project,

Series

2021A,

4.000%,

6/01/41

6/31

at

100.00

N/R

331,192

3,000

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Scholarship

Prep

Public

Schools

Obligated

Group,

Series

2020A,

5.000%,

6/01/60,

144A

6/28

at

100.00

N/R

2,207,010

575

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Scholarship

Prep

Public

Schools

Obligated

Group,

Series

2020B,

5.000%,

6/01/27,

144A

No

Opt.

Call

N/R

543,737

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Social

Bonds

iLead

Lancaster

Project,

Series

2021A:

440

5.000%,

6/01/41,

144A

6/29

at

100.00

N/R

412,671

1,200

5.000%,

6/01/51,

144A

6/29

at

100.00

N/R

1,083,180

1,320

5.000%,

6/01/61,

144A

6/29

at

100.00

N/R

1,149,641

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Summit

Public

Schools

Obligated

Group,

Series

2017:

500

5.000%,

6/01/37,

144A

6/27

at

100.00

Ba3

481,955

500

5.000%,

6/01/47,

144A

6/27

at

100.00

Ba3

449,115

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Valley

International

Preparatory

High

School

Project,

Series

2022A:

1,000

5.125%,

3/01/52,

144A

3/31

at

100.00

N/R

790,640

1,000

5.250%,

3/01/62,

144A

3/31

at

100.00

N/R

775,300

California

School

Finance

Authority,

Educational

Facilities

Revenue

Bonds,

New

Designs

Charter

School

Adams

Campus

Project,

Series

2019A:

750

5.000%,

6/01/40,

144A

6/27

at

100.00

BB+

719,318

1,060

5.000%,

6/01/50,

144A

6/27

at

100.00

BB+

977,521

California

School

Finance

Authority,

Educational

Facilities

Revenue

Bonds,

New

Designs

Charter

School

Project,

Series

2014A:

1,000

5.750%,

6/01/34,

144A

6/24

at

100.00

BB+

1,009,720

1,500

6.000%,

6/01/44,

144A

6/24

at

100.00

BB+

1,518,330

California

School

Finance

Authority,

Educational

Facility

Revenue

Bonds,

River

Springs

Charter

School

Project,

Series

2017A:

3,710

5.000%,

7/01/47,

144A

7/27

at

100.00

Ba2

3,296,446

1,340

5.000%,

7/01/52,

144A

7/27

at

100.00

Ba2

1,171,522

1,265

California

School

Finance

Authority,

Educational

Facility

Revenue

Bonds,

River

Springs

Charter

School

Project,

Series

2023A,

5.750%,

7/01/42,

144A

7/31

at

100.00

BB+

1,267,353

59

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Education

and

Civic

Organizations

(continued)

California

School

finance

Authority,

School

Facility

Revenue

Bonds, ICEF

-

View

Park

Elementary

and

Middle

Schools,

Series

2014A:

$

575

5.625%,

10/01/34

10/24

at

100.00

BB

$

577,685

1,000

5.875%,

10/01/44

10/24

at

100.00

BB

1,001,350

520

6.000%,

10/01/49

10/24

at

100.00

BB

520,603

California

School

Finance

Authority,

School

Facility

Revenue

Bonds,

Alliance

for

College-Ready

Public

Schools

Project,

Series

2015A:

3,000

4.125%,

7/01/35,

144A

7/25

at

100.00

BBB

2,929,530

1,000

5.000%,

7/01/45,

144A

7/25

at

100.00

BBB

1,003,710

1,015

California

School

Finance

Authority,

School

Facility

Revenue

Bonds,

Alta

Public

Schools

Project,

Series

2014A,

6.500%,

11/01/34,

144A

11/24

at

100.00

N/R

1,029,504

1,200

California

School

Finance

Authority,

School

Facility

Revenue

Bonds,

Granada

Hills

Charter

High

School

Obligated

Group,

Series

2019,

5.000%,

7/01/54,

144A

7/26

at

100.00

BBB

1,179,708

California

School

Finance

Authority,

School

Facility

Revenue

Bonds,

Green

Dot

Public

Schools

California

Projects,

Series

2022A:

1,200

5.375%,

8/01/42

8/32

at

100.00

BBB-

1,238,952

1,150

5.750%,

8/01/52

8/32

at

100.00

BBB-

1,198,438

600

California

School

Finance

Authority,

School

Facility

Revenue

Bonds,

KIPP

LA

Projects,

Series

2014A,

5.000%,

7/01/34,

144A

7/24

at

100.00

BBB

607,146

250

California

School

Finance

Authority,

School

Facility

Revenue

Bonds,

KIPP

LA

Projects,

Series

2017A,

5.000%,

7/01/47,

144A

7/27

at

100.00

BBB

251,838

1,250

California

School

Finance

Authority,

School

Facility

Revenue

Bonds,

Value

Schools,

Series

2013,

6.650%,

7/01/33

7/23

at

100.00

BBB-

1,252,775

California

School

Finance

Authority,

School

Facility

Revenue

Bonds,

Value

Schools,

Series

2016A:

625

5.250%,

7/01/31,

144A

7/26

at

100.00

BBB-

642,506

1,355

6.000%,

7/01/51,

144A

7/26

at

100.00

BBB-

1,391,138

10,000

University

of

California,

General

Revenue

Bonds,

Limited

Project

Series

2021Q,

4.000%,

5/15/51,

(UB)

(4)

5/31

at

100.00

AA-

9,773,700

University

of

Puerto

Rico,

University

System

Revenue

Bonds,

Refunding

Series

2006P:

10

5.000%,

6/01/23

6/23

at

100.00

CC

10,000

1,005

5.000%,

6/01/24

7/23

at

100.00

CC

998,960

580

5.000%,

6/01/30

7/23

at

100.00

CC

562,351

University

of

Puerto

Rico,

University

System

Revenue

Bonds,

Series

2006Q:

125

5.000%,

6/01/30

7/23

at

100.00

CC

121,196

1,580

5.000%,

6/01/36

7/23

at

100.00

CC

1,515,821

Total

Education

and

Civic

Organizations

193,449,021

Health

Care

-

16.7%

Antelope

Valley

Healthcare

District,

California,

Revenue

Bonds,

Series

2016A:

2,765

5.000%,

3/01/31

3/26

at

100.00

BBB

2,786,042

5,160

5.250%,

3/01/36

3/26

at

100.00

BBB

5,254,428

6,280

5.000%,

3/01/41

3/26

at

100.00

BBB

6,207,780

10,600

5.000%,

3/01/46

3/26

at

100.00

BBB

10,148,652

4,000

California

Health

Facilities

Financing

Authority,

California,

Revenue

Bonds,

Sutter

Health,

Refunding

Series

2017A,

4.000%,

11/15/48,

(UB)

(4)

11/27

at

100.00

A+

3,826,800

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

Cedars-Sinai

Health

System,

Series

2021A:

5,000

4.000%,

8/15/48

-

BAM

Insured,

(UB)

(4)

8/31

at

100.00

Aa3

4,837,000

51,750

4.000%,

8/15/48,

(UB)

(4)

8/31

at

100.00

AA-

50,219,753

2,485

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

City

of

Hope

National

Medical

Center,

Series

2019,

5.000%,

11/15/49

11/26

at

100.00

A3

2,531,445

1,570

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

El

Camino

Hospital,

Series

2017,

5.000%,

2/01/47,

(UB)

(4)

2/27

at

100.00

A1

1,604,744

Nuveen

California

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

May

31,

2023

(Unaudited)

60

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Health

Care

(continued)

$

5,000

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

Lucile

Salter

Packard

Children's

Hospital

at

Stanford,

Refunding

Forward

Delivery

Series

2022A,

4.000%,

5/15/51,

(UB)

(4)

5/32

at

100.00

A+

$

4,716,650

260

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

Lucile

Salter

Packard

Children's

Hospital,

Tender

Option

Bond

Trust

2015-

XF0152,

8.019%,

8/15/43,

144A,

(IF)

(4)

8/24

at

100.00

A+

276,533

7,800

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

Lucile

Salter

Packard

Children's

Hosptial

at

Stanford,

Series

2017A,

5.000%,

11/15/56,

(UB)

(4)

11/27

at

100.00

A+

8,000,226

1,455

California

Municipal

Finance

Authority,

Revenue

Bonds,

Clinicas

del

Camino

Real,

Inc.,

Series

2020,

4.000%,

3/01/28

No

Opt.

Call

BBB-

1,361,414

California

Municipal

Finance

Authority,

Revenue

Bonds,

Community

Health

Centers

of

the

Central

Coast,

Inc.,

Series

2021A:

1,000

5.000%,

12/01/46,

144A

12/30

at

100.00

N/R

967,200

1,000

5.000%,

12/01/54,

144A

12/30

at

100.00

N/R

948,600

California

Municipal

Finance

Authority,

Revenue

Bonds,

NorthBay

Healthcare

Group,

Series

2015:

200

5.000%,

11/01/35

11/24

at

100.00

BBB-

201,268

1,000

5.000%,

11/01/40

11/24

at

100.00

BBB-

1,001,240

1,250

5.000%,

11/01/44

11/24

at

100.00

BBB-

1,209,238

California

Municipal

Finance

Authority,

Revenue

Bonds,

NorthBay

Healthcare

Group,

Series

2017A:

8,435

5.250%,

11/01/41

11/26

at

100.00

BBB-

8,270,180

3,950

5.000%,

11/01/47

11/26

at

100.00

BBB-

3,654,540

1,000

5.250%,

11/01/47

11/26

at

100.00

BBB-

962,890

1,565

California

Municipal

Financing

Authority,

Certificates

of

Participation,

Palomar

Health,

Series

2022A,

5.250%,

11/01/52

-

AGM

Insured

11/32

at

100.00

BBB-

1,664,565

16,700

California

Statewide

Communities

Development

Authority,

California,

Revenue

Bonds,

Loma

Linda

University

Medical

Center,

Series

2014A,

5.500%,

12/01/54

12/24

at

100.00

BB

16,603,808

California

Statewide

Communities

Development

Authority,

California,

Revenue

Bonds,

Loma

Linda

University

Medical

Center,

Series

2016A:

2,055

5.000%,

12/01/41,

144A

6/26

at

100.00

BB

1,990,267

280

5.250%,

12/01/56,

144A

6/26

at

100.00

BB

263,287

315

California

Statewide

Communities

Development

Authority,

California,

Revenue

Bonds,

Loma

Linda

University

Medical

Center,

Series

2018A,

5.250%,

12/01/48,

144A

6/28

at

100.00

BB

300,094

California

Statewide

Community

Development

Authority,

Revenue

Bonds,

Daughters

of

Charity

Health

System,

Series

2005A:

57

5.750%,

7/01/24

(5),(6)

1/22

at

100.00

N/R

57,186

33

5.750%,

7/01/30

(5),(6)

1/22

at

100.00

N/R

33,104

36

5.750%,

7/01/35

(5),(6)

1/22

at

100.00

N/R

35,761

149

5.500%,

7/01/39

(5),(6)

1/22

at

100.00

N/R

149,490

3

California

Statewide

Community

Development

Authority,

Revenue

Bonds,

Daughters

of

Charity

Health

System,

Series

2005H,

5.750%,

7/01/25

(5),(6)

1/22

at

100.00

N/R

2,980

Palomar

Pomerado

Health

Care

District,

California,

Certificates

of

Participation,

Series

2017:

875

4.000%,

11/01/38

11/27

at

100.00

Baa3

800,809

1,500

4.000%,

11/01/47

11/27

at

100.00

Baa3

1,309,245

Palomar

Pomerado

Health

System,

California,

Revenue

Bonds,

Refunding

Series

2016:

6,235

5.000%,

11/01/36

11/26

at

100.00

Baa3

6,355,523

2,090

5.000%,

11/01/39

11/26

at

100.00

Baa3

2,111,046

University

of

California

Regents,

Medical

Center

Pooled

Revenue

Bonds,

Series

2022P:

5,000

4.000%,

5/15/43,

(UB)

(4)

5/32

at

100.00

AA-

4,938,750

24,820

4.000%,

5/15/53,

(UB)

(4)

5/32

at

100.00

AA-

22,641,052

20,000

3.500%,

5/15/54,

(UB)

(4)

5/32

at

100.00

AA-

16,864,000

61

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Health

Care

(continued)

$

200

Washington

Township

Health

Care

District,

California,

Revenue

Bonds,

Series

2017A,

5.000%,

7/01/42

7/27

at

100.00

Baa2

$

197,102

Total

Health

Care

195,304,692

Housing/Multifamily

-

17.0%

35,685

California

Community

Housing

Agency,

California,

Essential

Housing

Revenue

Bonds,

Creekwood,

Series

2021A,

4.000%,

2/01/56,

144A

8/31

at

100.00

N/R

24,765,747

10,500

California

Community

Housing

Agency,

California,

Essential

Housing

Revenue

Bonds,

Exchange

at

Bayfront

Apartments,

Junior

Series

2021A-

2,

4.000%,

8/01/51,

144A

8/32

at

100.00

N/R

7,638,960

2,500

California

Community

Housing

Agency,

California,

Essential

Housing

Revenue

Bonds,

Fountains

at

Emerald

Park,

Senior

Lien

Series

2021A-1,

3.000%,

8/01/56,

144A

8/31

at

100.00

N/R

1,655,350

8,750

California

Community

Housing

Agency,

California,

Essential

Housing

Revenue

Bonds,

Glendale

Properties,

Junior

Series

2021A-2,

4.000%,

8/01/47,

144A

8/31

at

100.00

N/R

6,706,613

4,000

California

Community

Housing

Agency,

California,

Essential

Housing

Revenue

Bonds,

K

Street

Flats,

Series

2021A-2,

4.000%,

8/01/50,

144A

8/32

at

100.00

N/R

2,921,280

13,145

California

Community

Housing

Agency,

California,

Essential

Housing

Revenue

Bonds,

Mira

Vista

Hills Apartments,

Series

2021A,

4.000%,

2/01/56,

144A

8/31

at

100.00

N/R

8,950,825

15,960

California

Community

Housing

Agency,

California,

Essential

Housing

Revenue

Bonds,

Serenity

at

Larkspur

Apartments,

Series

2020A,

5.000%,

2/01/50,

144A

2/30

at

100.00

N/R

13,118,162

11,960

California

Community

Housing

Agency,

California,

Essential

Housing

Revenue

Bonds,

Summit

at

Sausalito

Apartments,

Series

2021A-2,

4.000%,

2/01/50,

144A

8/32

at

100.00

N/R

8,911,874

6,085

California

Community

Housing

Agency,

California,

Essential

Housing

Revenue

Bonds,

The

Arbors,

Series

2020A,

5.000%,

8/01/50,

144A

8/30

at

100.00

N/R

5,570,087

1,585

California

Housing

Finance

Agency,

Multifamily

Housing

Revenue

Bonds,

Redwood

Gardens

Apartments,

Subordinate

Lien

Series

2021N-S,

4.000%,

3/01/37,

144A

3/31

at

100.00

N/R

1,293,534

4,967

California

Housing

Finance

Agency,

Municipal

Certificate

Revenue

Bonds,

Class

A

Series

2021-2,

3.750%,

3/25/35

2021

1

No

Opt.

Call

AA+

4,802,097

60

California

Housing

Finance

Agency,

Municipal

Certificate

Revenue

Bonds,

Class

A

Series2019-1,

4.250%,

1/15/35

No

Opt.

Call

BBB+

59,935

7,965

California

Housing

Finance

Agency,

Municipal

Certificate

Revenue

Bonds,

Class

A

Social

Certificates

Series

2023-1,

4.375%,

9/20/36

No

Opt.

Call

BBB

7,876,509

240

California

Municipal

Finance

Authority,

Mobile

Home

Park

Revenue

Bonds,

Caritas

Affordable

Housing

Inc

Projects,

Senior

Series

2014A,

5.250%,

8/15/49

8/24

at

100.00

A-

242,376

1,270

California

Municipal

Finance

Authority,

Mobile

Home

Park

Revenue

Bonds,

Caritas

Affordable

Housing

Inc

Projects,

Series

2014B,

5.875%,

8/15/49

8/24

at

100.00

N/R

1,274,902

470

California

Municipal

Finance

Authority,

Mobile

Home

Park

Revenue

Bonds,

Caritas

Projects,

Subordinate

Series

2021B,

4.000%,

8/15/51

8/31

at

100.00

BBB

402,339

2,375

California

Municipal

Finance

Authority,

Mobile

Home

Park

Revenue

Bonds,

Royal

York

Estates

Projects

Series

2020A,

4.000%,

2/15/55

2/30

at

100.00

N/R

1,851,930

California

Public

Finance

Authority,

University

Housing

Revenue

Bonds,

National

Campus

Community

Development

-

Claremont

Properties

LLC

Claremont

Colleges

Project,

Refunding

Series

2023A:

1,335

5.500%,

7/01/50,

144A

7/33

at

105.00

N/R

1,329,340

1,715

6.000%,

7/01/53,

144A

7/33

at

105.00

N/R

1,752,524

450

California

Statewide

Communities

Development

Authority,

College

Housing

Revenue

Bonds,

National

Campus

Community

Development

-

Hooper

Street

LLC

Project,

Series

2019,

5.250%,

7/01/52,

144A

7/29

at

100.00

B

407,817

California

Statewide

Communities

Development

Authority,

Revenue

Bonds,

Lancer

Educational

Student

Housing

Project,

Refunding

Series

2016A:

4,600

5.000%,

6/01/36,

144A

6/26

at

100.00

N/R

4,509,564

2,090

5.000%,

6/01/46,

144A

6/26

at

100.00

N/R

1,951,956

Nuveen

California

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

May

31,

2023

(Unaudited)

62

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Housing/Multifamily

(continued)

$

1,500

California

Statewide

Communities

Development

Authority,

Student

Housing

Revenue

Bonds,

University

of

California,

Irvine

East

Campus

Apartments,

Phase

IV-B

CHF-Irvine,

LLC,

Series

2021,

4.000%,

5/15/46

5/31

at

100.00

Baa1

$

1,421,205

4,385

CMFA

Special

Finance

Agency

I,

California,

Essential

Housing

Revenue

Bonds,

The

Mix

at

Center

City,

Series

2021A-2,

4.000%,

4/01/56,

144A

4/31

at

100.00

N/R

3,061,563

1,000

CMFA

Special

Finance

Agency

I,

California,

Essential

Housing

Revenue

Bonds,

The

Mix

at

Center

City,

Subordinate

Series

2021B,

8.000%,

4/01/56,

144A

4/31

at

100.00

N/R

778,560

3,125

CMFA

Special

Finance

Agency

VII,

California,

Essential

Housing

Revenue

Bonds,

Senior

Lien

Series

2021A-1,

3.000%,

8/01/56,

144A

8/31

at

100.00

N/R

2,069,187

2,500

CMFA

Special

Finance

Agency

XII,

California,

Essential

Housing

Revenue

Bonds,

Allure

Apartments

Project,

Series

2022A-2,

3.250%,

2/01/57,

144A

2/32

at

100.00

N/R

1,696,150

1,000

CMFA

Special

Financing

Agency

VIII,

California,

Essential

Housing

Revenue

Bonds,

Elan

Huntington

Beach,

Senior

Lien

Series

2021A-1,

3.000%,

8/01/56,

144A

8/31

at

100.00

N/R

655,130

2,905

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

1818

Platinum

Triangle-Anaheim,

Mezzanine

Lien

Series

2021B,

4.000%,

4/01/57,

144A

4/32

at

100.00

N/R

2,001,545

11,580

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Acacia

on

Santa

Rosa

Creek,

Mezzanine

Lien

Series

2021B,

4.000%,

10/01/46,

144A

10/31

at

100.00

N/R

8,750,427

9,000

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Altana

Glendale,

Series

2021A-1,

3.500%,

10/01/46,

144A

10/31

at

100.00

N/R

6,805,260

3,000

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Center

City

Anaheim,

Series

2020A,

5.000%,

1/01/54,

144A

1/31

at

100.00

N/R

2,382,210

8,215

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Link-Glendale,

Series

2021A-2,

4.000%,

7/01/56,

144A

7/31

at

100.00

N/R

5,818,602

2,270

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Millennium

South

Bay-Hawthorne,

Series

2021A-1

and

A-2,

3.250%,

7/01/56,

144A

7/32

at

100.00

N/R

1,542,193

20,010

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Moda

at

Monrovia

Station,

Social

Series

2021A-2,

4.000%,

10/01/56,

144A

10/31

at

100.00

N/R

14,629,711

12,360

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Monterrey

Station

Apartments,

Senior

Lien

Series

2021A-1,

3.125%,

7/01/56,

144A

7/32

at

100.00

N/R

8,359,315

2,000

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Monterrey

Station

Apartments,

Series

2021B,

4.000%,

7/01/58,

144A

7/32

at

100.00

N/R

1,377,820

6,000

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Oceanaire-Long

Beach,

Social

Series

2021A-2,

4.000%,

9/01/56,

144A

9/31

at

100.00

N/R

4,486,260

3,000

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Pasadena

Portfolio

Social

Bond,

Mezzanine

Senior

Series

2021B,

4.000%,

12/01/56,

144A

12/31

at

100.00

N/R

2,131,380

2,500

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Union

South

Bay,

Series

2021A-2,

4.000%,

7/01/56,

144A

7/31

at

100.00

N/R

1,849,800

2,625

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Vineyard

Gardens

Apartments,

Senior

Lien

Series

2021A,

3.250%,

10/01/58,

144A

4/32

at

100.00

N/R

1,763,685

2,000

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Waterscape

Apartments,

Senior

Lien

Series

2021A,

3.000%,

9/01/56,

144A

9/31

at

100.00

N/R

1,316,580

2,000

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Westgate

Phase

1-Pasadena

Apartments,

Mezzanine

Lien

Series

2021B,

4.000%,

6/01/57,

144A

6/31

at

100.00

N/R

1,372,700

2,200

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Westgate

Phase

1-Pasadena

Apartments,

Senior

Lien

Series

2021A-2,

3.125%,

6/01/57,

144A

6/31

at

100.00

N/R

1,432,046

63

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Housing/Multifamily

(continued)

$

5,000

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Wood

Creek

Apartments,

Mezzanine

Lien

Series

2021A-2,

4.000%,

12/01/58

6/32

at

100.00

N/R

$

3,705,500

2,145

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Wood

Creek

Apartments,

Mezzanine

Lien

Series

2021B,

4.000%,

12/01/59

6/32

at

100.00

N/R

1,368,724

8,655

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Wood

Creek

Apartments,

Senior

Lien

Series

2021A-1,

3.000%,

12/01/49

6/32

at

100.00

N/R

5,736,534

1,000

Independent

Cities

Finance

Authority,

California,

Mobile

Home

Park

Revenue

Bonds,

Palomar

Estates

West,

Refunding

Series

2015,

5.000%,

9/15/36

9/25

at

100.00

N/R

988,450

315

La

Verne,

California,

Mobile

Home

Park

Revenue

Bonds,

Copacabana

Mobile

Home

Park,

Refunding

Series

2014,

5.000%,

6/15/49

6/24

at

100.00

A+

316,474

2,110

Palmdale

Housing

Authority,

California,

Multifamily

Housing

Revenue

Bonds,

Impression,

La

Quinta,

Park

Vista

&

Summerwood

Apartments,

Series

2015,

5.250%,

6/01/45

6/25

at

100.00

N/R

1,937,360

420

Santa

Clara

County

Housing

Authority,

California,

Multifamily

Housing

Revenue

Bonds,

Blossom

River

Project,

Series

1998A,

6.500%,

9/01/39,

(AMT)

7/23

at

100.00

N/R

412,516

455

Wilson

County

Health

and

Educational

Facilities

Board,

Tennessee,

Senior

Living

Revenue

Bonds,

Rutland

Place

Inc.

Project,

Series

2015A,

4.400%,

1/01/46,

144A

(5)

7/23

at

100.00

N/R

300,318

Total

Housing/Multifamily

198,460,926

Industrials

-

0.0%

2,830

California

Pollution

Control

Financing

Authority,

Solid

Waste

Disposal

Revenue

Bonds,

Aemerge

Redpak

Services,

LLC.,

Series

2016,

7.000%,

12/01/27,

(AMT),

144A

(5)

12/23

at

102.00

N/R

283,000

Total

Industrials

283,000

Long-Term

Care

-

1.6%

2,575

California

Municipal

Finance

Authority,

Revenue

Bonds,

HealthRIGHT

360,

Social

Bond

Series

2019A,

5.000%,

11/01/49,

144A

11/29

at

100.00

N/R

2,455,288

California

Statewide

Communities

Development

Authority,

Revenue

Bonds,

899

Charleston

Project,

Refunding

Series

2014A:

4,700

5.000%,

11/01/34,

144A

11/24

at

100.00

N/R

4,183,000

10,325

5.250%,

11/01/44,

144A

11/24

at

100.00

N/R

8,363,870

5,385

5.375%,

11/01/49,

144A

11/24

at

100.00

N/R

4,278,113

Total

Long-Term

Care

19,280,271

Tax

Obligation/General

-

13.7%

1,000

Aromas-San

Juan

Unified

School

District,

San

Benito,

Santa

Cruz

and

Monterey

Counties,

California,

General

Obligation

Bonds,

Series

2013B,

5.250%,

8/01/52

-

AGM

Insured

8/37

at

100.00

AA

701,480

Bakersfield

City

School

District,

Kern

County,

California,

General

Obligation

Bonds,

Series

2012C:

1,700

5.750%,

5/01/37

No

Opt.

Call

A+

1,190,595

6,925

5.800%,

5/01/42

5/40

at

100.00

A+

4,897,014

7,380

5.900%,

5/01/47

5/40

at

100.00

A+

5,128,067

3,840

College

of

the

Sequoias

Community

College

District,

King

and

Tulare

Counties,

California,

General

Obligation

Bonds,

College

of

the

Sequoias

Tulare

Area

Improvement

District

3,

Election

of

2008,

Series

2021E,

3.000%,

8/01/51

8/29

at

100.00

Aa3

2,910,720

1,115

Denair

Unified

School

District,

Stanislaus

County,

California,

General

Obligation

Bonds,

Series

2002A,

0.000%,

8/01/26

-

FGIC

Insured

No

Opt.

Call

Baa2

994,758

2,500

Fresno

Unified

School

District,

Fresno

County,

California,

General

Obligation

Bonds,

Election

2020

Series

2021A,

3.000%,

8/01/55

8/29

at

100.00

Aa3

1,871,425

1,205

Jamul

Dulzura

Union

School

District,

San

Diego

County,

California,

General

Obligation

Bonds,

Election

1995

Series

2004A,

0.000%,

11/01/28

-

NPFG

Insured

No

Opt.

Call

Baa2

998,162

Nuveen

California

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

May

31,

2023

(Unaudited)

64

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Tax

Obligation/General

(continued)

$

3,795

Lake

Tahoe

Unified

School

District,

El

Dorado

County,

California,

General

Obligation

Bonds,

Series

2010,

6.375%,

8/01/45

-

AGM

Insured

No

Opt.

Call

A1

$

2,993,951

6,985

Marin

Healthcare

District,

Marin

County,

California,

General

Obligation

Bonds,

2013

Election,

Series

2017A,

4.000%,

8/01/47,

(UB)

(4)

8/27

at

100.00

AA-

6,783,972

650

Newman-Crows

Landing

Unified

School

District,

Stanislaus

County,

California,

General

Obligation

Bonds,

2008

Election,

Series

2010B,

6.600%,

8/01/49

-

AGM

Insured

No

Opt.

Call

Aa3

539,669

2,000

Northern

Inyo

County

Local

Hospital

District,

California,

General

Obligation

Bonds,

Election

2005

Series

2009,

0.000%,

11/01/38

-

AGC

Insured

No

Opt.

Call

AA

976,340

2,250

Orland

Joint

Unified

School

District,

Glenn

and

Tehama

Counties,

California,

General

Obligation

Bonds,

2008

Election,

Series

2012B,

6.000%,

8/01/51

8/37

at

100.00

AA

1,582,853

5,000

Oxnard

School

District,

Ventura

County,

California,

General

Obligation

Bonds,

Election

of

2022

Series

2023A,

4.125%,

8/01/50

-

BAM

Insured,

(UB)

(4)

8/33

at

100.00

AA

4,911,100

14,000

Pajaro

Valley

Unified

School

District,

Santa

Cruz

County,

California,

General

Obligation

Bonds,

Refunding

Election

2012

Series

2013A,

4.250%,

8/01/47,

(UB)

(4)

8/23

at

100.00

A+

14,021,140

1,350

Paso

Robles

Joint

Unified

School

District,

San

Luis

Obispo

and

Monteray

Counties,

California,

General

Obligation

Bonds,

Election

2006

Series

2010A,

0.000%,

9/01/34

No

Opt.

Call

Aa3

897,601

9,470

Pittsburg

Unified

School

District,

Contra

Costa

County,

California,

General

Obligation

Bonds,

Refunding

Series

2016,

4.000%,

8/01/44,

(UB)

(4)

8/26

at

100.00

A1

9,201,904

Puerto

Rico,

General

Obligation

Bonds,

Restructured

Series

2022A-1:

9,070

0.000%,

7/01/33

7/31

at

89.94

N/R

5,328,405

11,187

4.000%,

7/01/41

7/31

at

103.00

N/R

9,370,316

17,452

4.000%,

7/01/46

7/31

at

103.00

N/R

14,110,989

4,725

River

Delta

Unified

School

District,

Sacramento

and

Solano

Counties,

California,

General

Obligation

Bonds,

School

Faciliteis

Improvement

District

2,

Election

2004

Series

2008,

0.000%,

4/01/48

-

AGM

Insured

No

Opt.

Call

AA

1,544,791

10,000

San

Diego

Unified

School

District,

San

Diego

County,

California,

General

Obligation

Bonds,

Election

of

2012

Series

2017I,

4.000%,

7/01/47,

(UB)

(4)

7/27

at

100.00

Aa2

9,774,200

5,000

San

Luis

Coastal

Unified

School

District,

San

Luis

Obispo

County,

California,

General

Obligation

Bonds,

Election

of

2022

Series

2023A,

4.000%,

8/01/53,

(UB)

(4)

8/32

at

100.00

Aa1

4,897,650

Santa

Ana

Unified

School

District,

Orange

County,

California,

General

Obligation

Bonds,

2018

Election

Series

2022C:

3,045

4.000%,

8/01/44,

(UB)

(4)

8/32

at

100.00

Aa3

3,001,061

5,680

4.000%,

8/01/45,

(UB)

8/32

at

100.00

Aa3

5,556,005

17,585

4.250%,

8/01/50,

(UB)

(4)

8/32

at

100.00

Aa3

17,629,842

7,655

Savanna

Elementary

School

District,

Orange

County,

California,

General

Obligation

Bonds,

Election

2008

Series

2012B,

6.750%,

2/01/52

-

AGM

Insured

No

Opt.

Call

A1

5,558,449

500

Selma

Unified

School

District,

Fresno

County,

California,

General

Obligation

Bonds,

Election

2016

Series

2020C,

3.000%,

8/01/49

-

AGM

Insured

8/30

at

100.00

AA

387,310

Southwestern

Community

College

District,

San

Diego

County,

California,

General

Obligation

Bonds,

Election

of

2008,

Series

2011C:

1,500

0.000%,

8/01/41

No

Opt.

Call

AA-

693,990

5,730

0.000%,

8/01/46

No

Opt.

Call

AA-

1,962,009

12,460

Washington

Township

Health

Care

District,

Alameda

County,

California,

General

Obligation

Bonds,

2012

Election

Series

2015B,

4.000%,

8/01/45,

(UB)

(4)

8/25

at

100.00

A1

11,811,831

4,845

West

Contra

Costa

Unified

School

District,

Contra

Costa

County,

California,

General

Obligation

Bonds,

Series

2021A-1,

3.000%,

8/01/51

-

AGM

Insured

(4)

8/31

at

100.00

AA

3,644,506

65

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Tax

Obligation/General

(continued)

$

5,155

Yosemite

Community

College

District,

California,

General

Obligation

Bonds,

Capital

Appreciation,

Election

2004,

Series

2010D,

6.550%,

8/01/42

No

Opt.

Call

AA-

$

3,957,236

Total

Tax

Obligation/General

159,829,341

Tax

Obligation/Limited

-

33.5%

1,000

Adelanto

Community

Facilities

District

Number

2006-2,

San

Bernadino

County,

California,

Special

Tax

Bonds,

Series

2015A,

5.000%,

9/01/45

9/25

at

100.00

N/R

1,007,980

Alameda

Community

Facilities

District

No.

22-1,

California,

Alameda

Marina,

Special

Tax

Bonds,

Green

Series

2023:

850

5.000%,

9/01/48

9/29

at

103.00

N/R

815,711

1,250

5.000%,

9/01/53

9/29

at

103.00

N/R

1,186,675

Anaheim

Public

Financing

Authority,

California,

Lease

Revenue

Bonds,

Public

Improvement

Project,

Series

1997C:

330

0.000%,

9/01/28

-

AGM

Insured

No

Opt.

Call

A1

274,692

240

0.000%,

9/01/30

-

AGM

Insured

No

Opt.

Call

A1

185,184

4,475

0.000%,

9/01/34

-

AGM

Insured

No

Opt.

Call

A1

2,910,406

1,985

0.000%,

9/01/35

-

AGM

Insured

No

Opt.

Call

AA

1,228,655

2,590

Beaumont

Financing

Authority,

California,

Local

Agency

Revenue

Bonds,

Improvement

Area

7A-1,

Series

2015A,

5.000%,

9/01/45

9/25

at

100.00

N/R

2,610,668

Beaumont,

California,

Special

Tax

Bonds,

Community

Facilities

District

2016-1

Fairway

Canyon,

Series

2019:

300

5.000%,

9/01/44

9/25

at

103.00

N/R

305,025

400

5.000%,

9/01/49

9/25

at

103.00

N/R

403,832

Beaumont,

California,

Special

Tax

Bonds,

Community

Facilities

District

93-1

Improvement

Area

17C,

Series

2018:

750

5.000%,

9/01/43

9/25

at

103.00

N/R

762,030

1,115

5.000%,

9/01/48

9/25

at

103.00

N/R

1,125,626

1,035

Beaumont,

California,

Special

Tax

Bonds,

Community

Facilities

District

93-1

Improvement

Area

8D,

Series

2018A,

5.000%,

9/01/48

9/25

at

103.00

N/R

1,044,864

1,900

Blythe

Redevelopment

Agency

Successor

Agency,

California,

Tax

Allocation

Bonds,

Redevelopment

Project

1,

Refunding

Series

2015,

5.000%,

5/01/38

11/25

at

100.00

N/R

1,930,134

1,500

Brea

Redevelopment

Agency,

Orange

County,

California,

Tax

Allocation

Bonds,

Project

Area

AB,

Series

2003,

0.000%,

8/01/28

-

AMBAC

Insured

No

Opt.

Call

AA-

1,241,565

1,700

Brentwood

Infrastructure

Financing

Authority,

California,

Infrastructure

Revenue

Bonds,

Refunding

Subordinated

Series

2014B,

5.000%,

9/02/36

9/24

at

100.00

N/R

1,720,349

4,590

California

Community

College

Financing

Authority,

Lease

Revenue

Bonds,

Refunding

Series

2003,

0.000%,

6/01/33

-

AMBAC

Insured

No

Opt.

Call

AA+

3,017,053

700

California

Municipal

Finance

Authority,

Special

Tax

Revenue

Bonds,

Bold

Program,

Series

2020A,

4.000%,

9/01/45

9/26

at

103.00

N/R

617,050

California

Municipal

Finance

Authority,

Special

Tax

Revenue

Bonds,

Bold

Program,

Series

2020B:

1,070

4.000%,

9/01/43

9/27

at

103.00

N/R

961,106

3,150

4.000%,

9/01/50

9/27

at

103.00

N/R

2,714,796

California

Municipal

Finance

Authority,

Special

Tax

Revenue

Bonds,

Bold

Program,

Series

2021A:

1,095

4.000%,

9/01/46

9/28

at

103.00

N/R

944,810

1,505

4.000%,

9/01/51

9/28

at

103.00

N/R

1,266,021

4,000

California

Municipal

Finance

Authority,

Special

Tax

Revenue

Bonds,

Bold

Program,

Series

2022C,

6.250%,

9/01/52

9/29

at

103.00

N/R

4,031,320

3,000

California

Municipal

Finance

Authority,

Special

Tax

Revenue

Bonds,

Bold

Program,

Series

2022D,

6.125%,

9/01/52

9/29

at

103.00

N/R

3,089,010

1,000

California

Municipal

Finance

Authority,

Special

Tax

Revenue

Bonds,

Community

Facilities

District

2020-06,

Series

2022B,

6.000%,

9/01/52

9/29

at

103.00

N/R

1,020,790

2,160

California

Municipal

Finance

Authority,

Special

Tax

Revenue

Bonds,

Community

Facilities

District

2020-6,

County

of

Placer-PV400,

Series

2022,

5.250%,

9/01/52

9/29

at

103.00

N/R

2,184,084

Nuveen

California

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

May

31,

2023

(Unaudited)

66

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Tax

Obligation/Limited

(continued)

$

365

California

Statewide

Communities

Development

Authority,

Special

Tax

Bonds,

Community

Facilities

District

2007-1

Orinda

Wilder

Project,

Refunding

Series

2015,

5.000%,

9/01/37

9/25

at

100.00

N/R

$

371,015

California

Statewide

Communities

Development

Authority,

Special

Tax

Bonds,

Community

Facilities

District

2012-02,

Manteca

Lifestyle

Center,

Series

2013A:

1,000

5.000%,

9/01/33

9/23

at

100.00

N/R

1,003,050

2,000

5.125%,

9/01/42

9/23

at

100.00

N/R

2,002,860

2,000

California

Statewide

Communities

Development

Authority,

Special

Tax

Bonds,

Community

Facilities

District

2015-01

Improvement

Area

2

University

District,

Series

2017,

5.000%,

9/01/47

9/27

at

100.00

N/R

2,029,760

2,500

California

Statewide

Communities

Development

Authority,

Special

Tax

Bonds,

Community

Facilities

District

2015-2

Rio

Bravo,

Series

2015A,

5.625%,

9/01/45

9/25

at

100.00

N/R

2,552,925

3,000

California

Statewide

Communities

Development

Authority,

Special

Tax

Bonds,

Community

Facilities

District

2016-02

Delta

Coves,

Series

2019,

5.000%,

9/01/49

9/29

at

100.00

N/R

3,046,440

5,250

California

Statewide

Communities

Development

Authority,

Special

Tax

Bonds,

Community

Facilities

District

2017-01

Horse

Creek,

Series

2018,

5.000%,

9/01/48

9/28

at

100.00

N/R

5,324,340

California

Statewide

Communities

Development

Authority,

Special

Tax

Bonds,

Community

Facilities

District

2018-01,

Wagon

Wheel,

Series

2020:

600

4.000%,

9/01/40

9/30

at

100.00

N/R

542,496

1,300

4.000%,

9/01/50

9/30

at

100.00

N/R

1,108,263

1,200

California

Statewide

Communities

Development

Authority,

Special

Tax

Bonds,

Community

Facilities

District

2018-02,

McSweeny,

Improvement

Area

1

Series

2023,

5.250%,

9/01/53

9/30

at

103.00

N/R

1,200,000

340

California

Statewide

Communities

Development

Authority,

Special

Tax

Bonds,

Community

Facilities

District

2020-02

Improvement

Area

2

Atwell,

Series

2022,

5.250%,

9/01/52

9/32

at

100.00

N/R

340,068

2,000

California

Statewide

Communities

Development

Authority,

Special

Tax

Bonds,

Community

Facilities

District

2021-01

Meadowlands,

Series

2021-01,

4.000%,

9/01/51

9/31

at

100.00

N/R

1,687,720

1,635

California

Statewide

Communities

Development

Authority,

Special

Tax

Bonds,

Community

Facilities

District

2022-07,

Improvement

Area

Number

1,

Watson

Ranch,

Series

2023,

5.000%,

9/01/53

9/30

at

103.00

N/R

1,559,234

California

Statewide

Communities

Development

Authority,

Statewide

Community

Infrastructure

Program

Revenue

Bonds,

Refunding

Series

2015R-1:

3,510

5.000%,

9/02/35

9/25

at

100.00

N/R

3,587,712

1,120

5.000%,

9/02/40

9/25

at

100.00

N/R

1,132,387

490

California

Statewide

Communities

Development

Authority,

Statewide

Community

Infrastructure

Program

Revenue

Bonds,

Series

2011A,

8.000%,

9/02/41

6/23

at

100.00

N/R

469,626

2,275

California

Statewide

Communities

Development

Authority,

Statewide

Community

Infrastructure

Program

Revenue

Bonds,

Series

2014A,

5.000%,

9/02/43

7/23

at

100.00

N/R

2,275,705

2,060

California

Statewide

Communities

Development

Authority,

Statewide

Community

Infrastructure

Program

Revenue

Bonds,

Series

2014B,

5.000%,

9/02/44

9/24

at

100.00

N/R

2,071,103

2,240

California

Statewide

Communities

Development

Authority,

Statewide

Community

Infrastructure

Program

Revenue

Bonds,

Series

2016A,

5.000%,

9/02/45

9/26

at

100.00

N/R

2,261,997

California

Statewide

Communities

Development

Authority,

Statewide

Community

Infrastructure

Program

Revenue

Bonds,

Series

2016B:

1,690

5.000%,

9/02/36

9/26

at

100.00

N/R

1,736,593

3,310

5.000%,

9/02/46

9/26

at

100.00

N/R

3,344,888

480

California

Statewide

Communities

Development

Authority,

Statewide

Community

Infrastructure

Program

Revenue

Bonds,

Series

2017A,

5.000%,

9/02/46

9/27

at

100.00

N/R

486,293

67

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Tax

Obligation/Limited

(continued)

$

375

California

Statewide

Communities

Development

Authority,

Statewide

Community

Infrastructure

Program

Revenue

Bonds,

Series

2017B,

5.000%,

9/02/47

9/27

at

100.00

N/R

$

379,714

3,550

California

Statewide

Communities

Development

Authority,

Statewide

Community

Infrastructure

Program

Revenue

Bonds,

Series

2017C,

5.000%,

9/02/47

9/27

at

100.00

N/R

3,594,624

3,745

California

Statewide

Communities

Development

Authority,

Statewide

Community

Infrastructure

Program

Revenue

Bonds,

Series

2018A,

5.000%,

9/02/47

9/28

at

100.00

N/R

3,801,961

920

California

Statewide

Communities

Development

Authority,

Statewide

Community

Infrastructure

Program

Revenue

Bonds,

Series

2018B,

5.000%,

9/02/48

9/28

at

100.00

N/R

933,036

California

Statewide

Communities

Development

Authority,

Statewide

Community

Infrastructure

Program

Revenue

Bonds,

Series

2019B:

1,150

5.000%,

9/02/44

9/29

at

100.00

N/R

1,149,137

3,370

5.000%,

9/02/49

9/29

at

100.00

N/R

3,326,224

California

Statewide

Communities

Development

Authority,

Statewide

Community

Infrastructure

Program

Revenue

Bonds,

Series

2019C:

725

5.000%,

9/02/44

9/29

at

100.00

N/R

737,187

2,310

5.000%,

9/02/49

9/29

at

100.00

N/R

2,335,803

California

Statewide

Communities

Development

Authority,

Statewide

Community

Infrastructure

Program

Revenue

Bonds,

Series

2020A:

850

4.000%,

9/02/50

9/30

at

100.00

N/R

727,524

805

5.000%,

9/02/50

9/30

at

100.00

N/R

813,895

975

California

Statewide

Communities

Development

Authority,

Statewide

Community

Infrastructure

Program

Revenue

Bonds,

Series

2021C,

4.000%,

9/02/51

9/31

at

100.00

N/R

815,042

California

Statewide

Communities

Development

Authority,

Statewide

Community

Infrastructure

Program

Revenue

Bonds,

Series

2022C:

1,500

5.125%,

9/02/42

9/32

at

100.00

N/R

1,464,990

2,000

5.375%,

9/02/52

9/32

at

100.00

N/R

1,959,080

5,000

California

Statewide

Communities

Development

Authority,

Statewide

Infrastructure

Program

Revenue

Bonds,

Series

2020C,

4.000%,

9/02/50

9/30

at

100.00

N/R

4,216,850

1,085

Cathedral

City

Public

Financing

Authority,

California,

Tax

Allocation

Bonds,

Merged

Redevelopment

Project,

Series

2000A,

0.000%,

8/01/33

-

NPFG

Insured

No

Opt.

Call

Baa2

714,917

1,540

Chino,

California,

Special

Tax

Bonds,

Community

Facilities

District

2016-3,

Series

2017,

5.000%,

9/01/47

9/24

at

103.00

N/R

1,561,729

Chula

Vista,

California,

Special

Tax

Bonds,

Community

Facilities

District

16-I

Millenia

Improvement

Area

1,

Series

2018:

895

5.000%,

9/01/43

9/25

at

103.00

N/R

915,630

1,115

5.000%,

9/01/48

9/25

at

103.00

N/R

1,133,375

320

City

of

Dublin,

California,

Community

Facilities

District

No.

2015-1,

Dublin

Crossing,

Improvement

Area

No.

1,

Special

Tax

Bonds,

Series

2017,

5.000%,

9/01/47

9/27

at

100.00

N/R

324,144

Compton

Public

Finance

Authority,

California,

Lease

Revenue

Bonds,

Refunding

&

Various

Capital

Projects,

Series

2008:

500

5.250%,

9/01/27

-

AMBAC

Insured

7/23

at

100.00

N/R

500,255

210

5.000%,

9/01/32

-

AMBAC

Insured

7/23

at

100.00

N/R

210,008

670

Corona,

California,

Special

Tax

Bonds,

Community

Facilities

District

2002-

1

Dos

Lagos

Improvement

Area

1,

Refunding

Series

2017,

5.000%,

9/01/37

9/24

at

103.00

N/R

690,864

Corona,

California,

Special

Tax

Bonds,

Community

Facilities

District

2018-1

Bedford,

Series

2018A:

2,155

5.000%,

9/01/43

9/24

at

103.00

N/R

2,192,712

1,250

5.000%,

9/01/48

9/24

at

103.00

N/R

1,266,075

Nuveen

California

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

May

31,

2023

(Unaudited)

68

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Tax

Obligation/Limited

(continued)

$

345

Corona,

California,

Special

Tax

Bonds,

Community

Facilities

District

2018-2

Sierra

Bella,

Series

2022A,

5.000%,

9/01/51

9/29

at

103.00

N/R

$

344,338

1,000

Dixon,

California,

Special

Tax

Bonds,

Community

Facilities

District

2019-1

Homestead,

Improvement

Area

1,

Series

2019,

4.000%,

9/01/50

9/30

at

100.00

N/R

855,160

Dublin

Community

Facilities

District

2015-1

Dublin

Crossing,

California,

Special

Tax

Bonds, Improvement

Area

4,

Series

2022:

1,000

5.500%,

9/01/47

9/29

at

103.00

N/R

1,031,460

1,000

5.500%,

9/01/51

9/29

at

103.00

N/R

1,026,720

Dublin

Community

Facilities

District

2015-1

Dublin

Crossing,

California,

Special

Tax

Bonds,

Improvement Area

2,

Series

2019:

4,100

5.000%,

9/01/39

9/26

at

103.00

N/R

4,177,572

2,800

5.000%,

9/01/44

9/26

at

103.00

N/R

2,828,924

Eastern

Municipal

Water

District,

California,

Special

Tax

Bonds,

Community

Facilities

District

2012-61

Autumn

Winds,

Series

2020:

575

3.000%,

9/01/44

9/27

at

103.00

N/R

410,837

350

4.000%,

9/01/50

9/27

at

103.00

N/R

299,306

465

Eastern

Municipal

Water

District,

California,

Special

Tax

Bonds,

Community

Facilities

District

2016-72

Hidden

Hills,

Series

2020,

3.000%,

9/01/45

9/27

at

103.00

N/R

343,086

250

El

Dorado

County,

California,

Special

Tax

Bonds,

Community

Facilities

District

2005-2,

Series

2006,

5.100%,

9/01/36

9/23

at

100.00

N/R

250,657

Elsinore

Valley

Municipal

Water

District,

California,

Special

Tax

Bonds,

Community

Facilities

District

2020-1

Horsethief

Area

1A,

Series

2021A:

1,685

4.000%,

9/01/41,

144A

9/28

at

103.00

N/R

1,503,610

1,245

4.000%,

9/01/51,

144A

9/28

at

103.00

N/R

1,037,508

Elsinore

Valley

Municipal

Water

District,

California,

Special

Tax

Bonds,

Community

Facilities

District

2020-1

Horsethief

Improvement

Area

2A,

Series

2021A:

1,565

4.000%,

9/01/41,

144A

9/28

at

103.00

N/R

1,396,528

2,325

4.000%,

9/01/51,

144A

9/28

at

103.00

N/R

1,940,538

430

Fairfield,

California,

Special

Tax

Bonds,

Community

Facilities

District

2007-

1

Fairfield

Commons

Project,

Series

2008,

6.875%,

9/01/38

9/23

at

100.00

N/R

433,612

1,000

Folsom

Ranch

Financing

Authority,

California,

Special

Tax

Revenue

Bonds,

Folsom

Community

Facilities

District

19

Mangini

Ranch,

Series

2019,

5.000%,

9/01/49

9/26

at

103.00

N/R

1,008,480

Folsom

Ranch

Financing

Authority,

California,

Special

Tax

Revenue

Bonds,

Folsom

Community

Facilities

District

20

Russell

Ranch,

Series

2020:

1,250

5.125%,

9/01/47

9/29

at

103.00

N/R

1,260,587

1,300

5.125%,

9/01/52

9/29

at

103.00

N/R

1,302,639

Folsom

Ranch

Financing

Authority,

California,

Special

Tax

Revenue

Bonds,

Folsom

Community

Facilities

District

23

Folsom

Ranch

Improvement

Area

1,

Series

2020:

2,150

4.000%,

9/01/45

9/27

at

103.00

N/R

1,876,692

1,145

4.000%,

9/01/50

9/27

at

103.00

N/R

967,090

4,000

Folsom

Ranch

Financing

Authority,

California,

Special

Tax

Revenue

Bonds,

Folsom

Community

Facilities

District

23

Folsom

Ranch

Improvement

Area

1,

Series

2022,

5.000%,

9/01/52

9/29

at

103.00

N/R

3,935,600

1,515

Folsom

Ranch

Financing

Authority,

California,

Special

Tax

Revenue

Bonds,

Series

2022,

5.000%,

9/01/52

9/29

at

103.00

N/R

1,490,608

Folsom,

California,

Special

Tax

Bonds,

Community

Facilities

District

16

Islands

at

Parkshore

Improvement

Area

1,

Series

2018:

500

4.000%,

9/01/43

7/23

at

103.00

N/R

450,920

1,545

4.000%,

9/01/48

7/23

at

103.00

N/R

1,352,678

Fontana,

California, Special

Tax

Bonds,

Community

Facilities

District

106,

Mountain

View,

Series

2022:

375

4.250%,

9/01/38

9/29

at

103.00

N/R

362,734

500

4.500%,

9/01/43

9/29

at

103.00

N/R

479,405

69

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Tax

Obligation/Limited

(continued)

$

3,750

Golden

State

Tobacco

Securitization

Corporation,

California,

Tobacco

Settlement

Asset-Backed

Bonds,

Tender

Option

Bond

Trust

2015-

XF1038,

7.274%,

6/01/45,

144A,

(IF)

(4)

6/25

at

100.00

A+

$

4,367,550

4,040

Golden

State

Tobacco

Securitization

Corporation,

California,

Tobacco

Settlement

Asset-Backed

Revenue

Bonds,

Series

2022A-1,

5.000%,

6/01/51

12/31

at

100.00

BBB+

4,210,165

464

HTA

Claas

6,

Puerto

Rico

Highway

and

Transportation

Authority

Highway

Revenue

Bonds,

Series

2022,

5.250%,

7/01/38

6/23

at

100.00

N/R

464,687

1,030

Imperial,

California,

Special

Tax

Bonds,

Community

Facilities

District

2005-

1

Springfield,

Series

2015A,

5.000%,

9/01/36

9/25

at

100.00

N/R

1,050,250

155

Indio

Redevelopment

Agency,

California,

Tax

Allocation

Bonds,

Merged

Area

Redevelopment

Project,

Subordinate

Lien

Refunding

Series

2008A,

5.250%,

8/15/28

7/23

at

100.00

A

155,374

500

Irvine,

California,

Special

Tax

Bonds,

Community

Facilities

District

2013-

3

Great

Park,

Improvement

Area

1,

Refunding

Series

2014,

5.000%,

9/01/39

9/24

at

100.00

N/R

503,950

3,380

Jurupa

Unified

School

District,

California,

Special

Tax

Bonds,

Community

Facilities

District

9,

Series

2015A,

5.000%,

9/01/45

9/25

at

100.00

N/R

3,406,972

1,220

Lake

Elsinore

Unified

School

District,

California,

Special

Tax

Bonds,

Community

Facilities

District

2004-2,

Series

2005,

5.350%,

9/01/35

9/23

at

100.00

N/R

1,224,331

1,000

Lake

Elsinore

Unified

School

District,

California,

Special

Tax

Bonds,

Community

Facilities

District

2006-2

Improvement

Area

B,

Series

2018,

4.000%,

9/01/48

9/24

at

100.00

N/R

868,960

Lake

Elsinore

Unified

School

District,

California,

Special

Tax

Bonds,

Community

Facilities

District

2013-1,

Series

2017:

800

4.000%,

9/01/42

9/24

at

103.00

N/R

722,048

1,000

4.000%,

9/01/47

9/24

at

103.00

N/R

874,550

475

Lake

Elsinore,

California,

Special

Tax

Bonds,

Community

Facilities

District

2006-1

Summerly

Improvement

Area

KK,

Series

2021,

4.000%,

9/01/42

9/28

at

103.00

N/R

425,947

4,170

Lathrop,

California,

Limited

Obligation

Improvement

Bonds,

Crossroads

Assessment

District,

Series

2015,

5.000%,

9/02/40

9/25

at

100.00

N/R

4,213,451

Lathrop,

California,

Special

Tax

Bonds,

Community

Facilities

District

2018-1

Central

Lathrop

Specific

Plan

Improvement

Areas

5,

Series

2019:

605

5.650%,

9/01/38

9/26

at

103.00

N/R

613,216

970

5.750%,

9/01/43

9/26

at

103.00

N/R

981,029

Lee

Lake

Public

Financing

Authority,

California,

Junior

Lien

Revenue

Bonds,

Series

2013B:

775

5.125%,

9/01/28

9/23

at

100.00

N/R

777,875

390

5.250%,

9/01/32

9/23

at

100.00

N/R

391,447

Lincoln,

California,

Special

Tax

Bonds,

Community

Facilities

District

2005-1

Sorrento

Project,

Series

2014A:

925

5.000%,

9/01/39

9/24

at

100.00

N/R

931,753

1,815

5.000%,

9/01/43

9/24

at

100.00

N/R

1,824,220

2,615

Los

Alamitos

Unified

School

District,

Orange

County,

California,

Certificates

of

Participation,

Series

2012,

6.050%,

8/01/42

8/29

at

100.00

Aa3

2,734,662

1,750

Los

Angeles

County

Community

Facilities

District

2021-01,

California,

Special

Tax

Bond,

Valencia-Facilities

Improvement

Area

1,

Series

2022,

5.000%,

9/01/47

9/29

at

103.00

N/R

1,757,788

1,590

Lower

Magnolia

Green

Community

Development

Authority,

Virginia,

Special

Assessment

Bonds,

Series

2015,

5.000%,

3/01/45,

144A

3/25

at

100.00

N/R

1,493,567

8,660

Madera

County,

California,

Special

Tax

Bonds,

Community

Facilities

District

2021-1

Tesoro

Viejo

II

Improvement

Area

1,

Series

2022,

5.750%,

9/01/53

9/29

at

103.00

N/R

8,574,699

2,022

Manteca

Unified

School

District,

San

Joaquin

County,

California,

Certificates

of

Participation,

Series

2004,

0.000%,

9/15/33

-

NPFG

Insured

No

Opt.

Call

Baa2

1,365,760

450

Marina

Redevelopment

Agency

Successor

Agency,

California,

Housing

Tax

Allocation

Bonds,

Series

2018B,

5.000%,

9/01/38

9/25

at

103.00

N/R

464,643

3,000

Matching

Fund

Special

Purpose

Securitization

Corporation,

Virgin

Islands,

Revenue

Bonds,

Series

2022A,

5.000%,

10/01/39

10/32

at

100.00

N/R

2,960,220

Nuveen

California

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

May

31,

2023

(Unaudited)

70

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Tax

Obligation/Limited

(continued)

Menifee

Union

School

District,

Riverside

County,

California,

Special

Tax

Bonds,

Community

Facilities

District

2006-1,

Series

2014:

$

500

4.125%,

9/01/39

9/23

at

101.00

N/R

$

477,070

500

4.250%,

9/01/44

9/23

at

101.00

N/R

463,895

500

Menifee

Union

School

District,

Riverside

County,

California,

Special

Tax

Bonds,

Community

Facilities

District

2011-1,

Improvement

Area

6,

Series

2021,

4.000%,

9/01/50

9/28

at

103.00

N/R

432,265

Menifee

Union

School

District,

Riverside

County,

California,

Special

Tax

Bonds,

Community

Facilities

District

2011-1,

Improvement

Area

7,

Series

2021:

1,325

5.125%,

9/01/47

9/29

at

103.00

N/R

1,345,034

2,000

5.250%,

9/01/52

9/29

at

103.00

N/R

2,037,080

1,000

Menifee

Union

School

District,

Riverside

County,

California,

Special

Tax

Bonds,

Community

Facilities

District

2014-2,

Series

2017,

5.000%,

9/01/47

9/24

at

103.00

N/R

1,012,950

Menifee

Union

School

District,

Riverside

County,

California,

Special

Tax

Bonds,

Community

Facilties

District

2011-1,

Improvement

Area

1,

Series

2015:

2,000

5.000%,

9/01/39

9/24

at

100.00

N/R

2,016,060

500

4.250%,

9/01/44

9/24

at

100.00

N/R

463,895

1,000

5.000%,

9/01/44

9/24

at

100.00

N/R

1,005,020

1,000

Menifee

Union

School

District,

Riverside

County,

California,

Special

Tax

Bonds,

Community

Facilties

District

2016-1,

Improvement

Area

B,

Series

2022,

4.625%,

9/01/52

9/29

at

103.00

N/R

944,660

1,055

Merced

Redevelopment

Agency,

California,

Tax

Allocation

Bonds,

Merced

Redevelopment

Project

2,

Series

2003A,

0.000%,

12/01/23

-

AMBAC

Insured

No

Opt.

Call

N/R

1,033,953

835

Moorpark,

California,

Special

Tax

Bonds,

Community

Facilities

District

2004-1,

Refunding

Junior

Lien

Series

2014B,

5.000%,

9/01/33

9/24

at

100.00

N/R

847,283

970

Moreno

Valley

Unified

School

District,

Riverside

County,

California,

Special

Tax

Bonds,

Community

Facilities

District

2015-2,

Series

2019,

5.000%,

9/01/48

9/25

at

103.00

N/R

983,735

1,085

Moreno

Valley

Unified

School

District,

Riverside

County,

California,

Special

Tax

Bonds,

Community

Facilities

District

2015-3,

Series

2019,

4.000%,

9/01/44

9/25

at

103.00

N/R

974,775

825

Murrieta,

California,

Special

Tax

Bonds,

Community

Facilities

District

2005-

5

Golden

City

Improvement

Area

A,

Series

2017,

5.000%,

9/01/46

9/27

at

100.00

N/R

836,129

Northstar

Community

Services

District,

California,

Special

Tax

Bonds,

Community

Facilities

District

1,

Refunding

Series

2005:

980

1.363%,

9/01/28

2005

1

(5)

9/23

at

100.00

N/R

392,192

2,927

1.388%,

9/01/36

2005

1

(5)

9/23

at

100.00

N/R

1,170,634

1,250

Oceanside,

California,

Special

Tax

Bonds,

Community

Facilities

District

2006-1,

Pacific

Coast

Business

Park,

Series

2017,

5.000%,

9/01/38

9/25

at

102.00

N/R

1,283,100

880

Ontario,

California,

Special

Tax

Bonds,

Community

Facilities

District

26

Park

Place

Facilities

III,

Series

2019,

5.000%,

9/01/47

9/26

at

103.00

N/R

895,594

1,200

Ontario,

California,

Special

Tax

Bonds,

Community

Facilities

District

28

New

Haven

Facilities

-

Area

A,

Series

2017,

5.000%,

9/01/47

9/24

at

103.00

N/R

1,217,388

825

Ontario,

California,

Special

Tax

Bonds,

Community

Facilities

District

54

Esperanza

Facilities,

Series

2022,

4.500%,

9/01/52

9/29

at

103.00

N/R

759,998

845

Ontario,

California,

Special

Tax

Bonds,

Community

Facilities

District

55

Parklane

Facilities,

Series

2022,

5.000%,

9/01/53

9/29

at

103.00

N/R

849,352

4,000

Orange

County,

California,

Special

Tax

Bonds,

Community

Facilities

District

2021-1

Rienda,

Series

2022A,

5.000%,

8/15/52

8/29

at

103.00

N/R

4,033,160

Palm

Desert,

California,

Special

Tax

Bonds,

Community

Facilities

District

2021-1

University

Park,

Series

2021:

315

3.000%,

9/01/31

9/28

at

103.00

N/R

288,222

375

4.000%,

9/01/41

9/28

at

103.00

N/R

339,690

1,340

4.000%,

9/01/51

9/28

at

103.00

N/R

1,141,519

1,230

Palmdale

Community

Redevelopment

Agency,

California,

Tax

Allocation

Bonds,

Merged

Redevelopment

Project

Areas,

Series

2002,

0.000%,

12/01/30

-

AMBAC

Insured

No

Opt.

Call

AA

942,770

71

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Tax

Obligation/Limited

(continued)

$

970

Patterson

Public

Finance

Authority,

California,

Revenue

Bonds,

Community

Facilities

District

2001-1,

Senior

Series

2013A,

5.750%,

9/01/39

9/23

at

100.00

N/R

$

973,414

1,140

Perris

Joint

Powers

Authority,

California,

Local

Agency

Revenue

Bonds,

Community

Facilities

District

2007-2,

Pacific

Heritage,

Series

2020,

4.000%,

9/01/48

9/27

at

103.00

N/R

971,873

2,990

Pittsburg

Redevelopment

Agency,

California,

Tax

Allocation

Bonds,

Los

Medanos

Community

Development

Project,

Series

1999,

0.000%,

8/01/27

-

AMBAC

Insured

No

Opt.

Call

A+

2,559,590

3,000

Puerto

Rico

Highway

and

Transportation

Authority,

Restructured

Toll

Revenue

Bonds,

Series

2022C,

5.000%,

7/01/53

1/33

at

100.00

N/R

1,829,970

3,000

Puerto

Rico

Sales

Tax

Financing

Corporation,

Sales

Tax

Revenue

Bonds,

Restructured

2018A-1,

4.750%,

7/01/53

7/28

at

100.00

N/R

2,781,750

2,000

Puerto

Rico

Sales

Tax

Financing

Corporation,

Sales

Tax

Revenue

Bonds,

Restructured

Cofina

Project

Series

2018B-1,

4.750%,

7/01/53

7/28

at

100.00

N/R

1,854,620

Puerto

Rico

Sales

Tax

Financing

Corporation,

Sales

Tax

Revenue

Bonds,

Taxable

Restructured

Cofina

Project

Series

2019A-2:

3,000

4.329%,

7/01/40

7/28

at

100.00

N/R

2,786,790

4,645

4.329%,

7/01/40

7/28

at

100.00

N/R

4,314,880

2,610

4.536%,

7/01/53

7/28

at

100.00

N/R

2,336,106

3,000

4.784%,

7/01/58

7/28

at

100.00

N/R

2,763,330

Rancho

Cardova,

California,

Special

Tax

Bonds,

Community

Facilities

District

2005-1

Sunridge

North

Douglas

Series

2015:

1,200

5.000%,

9/01/40

9/25

at

100.00

N/R

1,211,724

1,250

5.000%,

9/01/45

9/25

at

100.00

N/R

1,259,450

1,590

Rancho

Cordova,

California,

Special

Tax

Bonds,

Communities

Facilities

District

2014-1

Montelena,

Series

2022,

5.000%,

9/01/42

9/28

at

103.00

N/R

1,615,710

Rancho

Cordova,

California,

Special

Tax

Bonds,

Community

Facilities

District

2018-1

Grantline

208,

Series

2019:

410

5.000%,

9/01/44

9/26

at

103.00

N/R

418,225

530

5.000%,

9/01/49

9/26

at

103.00

N/R

537,918

Redwood

City

Redevelopment

Agency,

California,

Tax

Allocation

Bonds,

Project

Area

2,

Series

2003A:

1,755

0.000%,

7/15/29

-

AMBAC

Insured

No

Opt.

Call

A

1,417,285

1,260

0.000%,

7/15/31

-

AMBAC

Insured

No

Opt.

Call

A

944,736

1,185

Rio

Vista,

California,

Special

Tax

Bonds,

Community

Faciliites

District

2018-

1

Liberty

Community,

Series

2018-1,

5.000%,

9/01/48

9/25

at

103.00

N/R

1,190,830

1,185

River

Islands

Public

Financing

Authority,

California,

Special

Tax

Bonds,

Community

Facilities

District

2003-1

Improvement

Area

1,

Refunding

Series

2022A-1,

4.250%,

9/01/47

-

AGM

Insured

9/29

at

103.00

AA

1,190,202

River

Islands

Public

Financing

Authority,

California,

Special

Tax

Bonds,

Community

Facilities

District

2003-1

Improvement

Area

1,

Subordinate

Series

2022B-2:

1,000

5.000%,

9/01/42

9/29

at

103.00

N/R

954,770

1,525

5.250%,

9/01/47

9/29

at

103.00

N/R

1,490,443

2,015

5.000%,

9/01/52

9/29

at

103.00

N/R

1,881,285

1,000

River

Islands

Public

Financing

Authority,

California,

Special

Tax

Bonds,

Community

Facilities

District

2019-1

Phase

2

Public

Improvements,

Series

2019,

4.000%,

9/01/46

9/26

at

103.00

N/R

811,870

1,295

Riverside

County

Asset

Leasing

Corporation,

California,

Leasehold

Revenue

Bonds,

Riverside

County

Hospital

Project,

Series

1997,

0.000%,

6/01/26

-

NPFG

Insured

No

Opt.

Call

A+

1,161,084

2,115

Riverside

County,

California,

Special

Tax

Bonds,

Community

Facilities

District

03-1

Newport

Road,

Series

2014,

5.000%,

9/01/30

9/24

at

100.00

N/R

2,147,296

870

Riverside

County,

California,

Special

Tax

Bonds,

Community

Facilities

District

04-2

Lake

Hill

Crest,

Series

2012,

5.000%,

9/01/35

9/23

at

100.00

N/R

872,349

Riverside

County,

California,

Special

Tax

Bonds,

Community

Facilities

District

05-8

Scott

Road,

Series

2013:

660

5.000%,

9/01/32

7/23

at

100.00

N/R

660,654

3,410

5.000%,

9/01/42

7/23

at

100.00

N/R

3,411,159

Nuveen

California

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

May

31,

2023

(Unaudited)

72

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Tax

Obligation/Limited

(continued)

Riverside

County,

California,

Special

Tax

Bonds,

Community

Facilities

District

07-2

Clinton

Keith,

Series

2017:

$

1,000

5.000%,

9/01/42

9/27

at

100.00

N/R

$

1,017,920

535

5.000%,

9/01/45

9/27

at

100.00

N/R

542,752

415

Riverside

Unified

School

District,

Riverside

County,

California,

Special

Tax

Bonds,

Community

Facilities

District

32,

Series

2020,

4.000%,

9/01/45

9/27

at

103.00

N/R

365,308

Rocklin

Unified

School

District,

Placer

County,

California,

Special

Tax

Bonds,

Community

Facilities

District

2,

Series

2007:

1,010

0.000%,

9/01/34

-

NPFG

Insured

No

Opt.

Call

Baa2

656,874

1,155

0.000%,

9/01/35

-

NPFG

Insured

No

Opt.

Call

Baa2

714,910

815

Rocklin,

Placer

County,

California,

Special

Tax

Bonds,

Community

Facilities

District

10

Whitney

Ranch,

Series

2015,

5.000%,

9/01/39

9/25

at

100.00

N/R

826,060

935

Rohnert

Park

Community

Development

Agency,

California,

Tax

Allocation

Bonds,

Series

1999,

0.000%,

8/01/33

No

Opt.

Call

Baa2

643,056

2,635

Romoland

School

District,

California,

Special

Tax

Bonds,

Community

Facilities

District

2004-1

Heritage

Lake

Improvement

Area

3,

Series

2013,

5.000%,

9/01/43

9/23

at

100.00

N/R

2,637,240

820

Romoland

School

District,

California,

Special

Tax

Bonds,

Community

Facilities

District

91-1,

Series

2017,

5.000%,

9/01/41

9/27

at

100.00

N/R

831,874

Roseville,

California,

Special

Tax

Bonds,

Community

Facilities

District

1

Hewlett

Parkard

Campus

Oaks,

Series

2016:

845

5.000%,

9/01/36

9/26

at

100.00

N/R

869,074

2,360

5.500%,

9/01/46

9/26

at

100.00

N/R

2,420,015

Roseville,

California,

Special

Tax

Bonds,

Community

Facilities

District

1

Sierra

Vista

Villages,

Series

2020:

490

4.000%,

9/01/45

9/27

at

103.00

N/R

434,370

1,300

4.000%,

9/01/50

9/27

at

103.00

N/R

1,120,392

625

Roseville,

California,

Special

Tax

Bonds,

Community

Facilities

District

1

Villages

at

Sierra

Vista,

Series

2022,

4.500%,

9/01/52

9/29

at

103.00

N/R

573,962

1,100

Roseville,

California,

Special

Tax

Bonds,

Community

Facilities

District

1

Westbrook,

Series

2014,

5.000%,

9/01/34

9/24

at

100.00

N/R

1,111,561

2,050

Roseville,

California,

Special

Tax

Bonds,

Community

Facilities

District

5

Fiddyment

Ranch

Public

Facilities,

Series

2017,

5.000%,

9/01/47,

144A

9/27

at

100.00

N/R

2,074,969

Roseville,

California,

Special

Tax

Bonds,

SVSP

Westpark-

Federico

Community

Facilities

District

1,

Series

2019:

500

5.000%,

9/01/44

9/26

at

103.00

N/R

510,850

700

5.000%,

9/01/49

9/26

at

103.00

N/R

711,214

2,755

Roseville,

California,

Special

Tax

Bonds,

SVSP

Westpark-Federico

Community

Facilities

District

1,

Series

2022,

5.000%,

9/01/52

9/29

at

103.00

N/R

2,759,628

230

Sabal

Palm

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Series

2016,

5.500%,

11/01/46

11/26

at

100.00

N/R

230,644

1,510

Sacramento

City

Financing

Authority

California,

Lease

Revenue

Bonds,

Master

Lease

Program

Facilities

Projects,

Tender

Option

Bond

Trust

2016-XG0100,

9.017%,

12/01/33

-

AMBAC

Insured,

144A,

(IF)

(4)

No

Opt.

Call

AA-

2,638,287

Sacramento

City

Financing

Authority,

California,

Tax

Allocation

Revenue

Bonds,

Merged

Downtown

Sacramento

and

Oak

Park

Projects,

Series

2005A:

4,295

0.000%,

12/01/31

-

FGIC

Insured

No

Opt.

Call

Baa2

3,123,667

4,435

0.000%,

12/01/32

-

FGIC

Insured

No

Opt.

Call

Baa2

3,083,168

275

Sacramento,

California,

Special

Tax

Bonds,

Community

Facilities

District

05-1

College

Square,

Series

2007,

5.900%,

9/01/37

9/23

at

100.00

N/R

276,182

1,600

Sacramento,

California,

Special

Tax

Bonds,

Community

Facilities

District

2018-01

Railyards,

Improvements

Series

2022,

5.375%,

9/01/52,

144A

9/29

at

103.00

N/R

1,613,648

Sacramento,

California,

Special

Tax

Bonds,

North

Natomas

Community

Facilities

District

7,

Series

2017-01:

710

5.000%,

9/01/37,

144A

9/24

at

103.00

N/R

732,109

1,900

5.000%,

9/01/47,

144A

9/24

at

103.00

N/R

1,926,068

428

Saint

Louis,

Missouri,

Tax

Increment

Financing

Revenue

Bonds,

Grace

Lofts

Redevelopment

Projects,

Series

2007A,

2.700%,

12/31/26

(5)

No

Opt.

Call

N/R

29,960

1,485

San

Bernardino

Community

Facilities

District

Number

2020-1,

California,

Special

Tax

Bonds,

Series

2022,

4.500%,

9/01/52

9/29

at

103.00

N/R

1,355,270

73

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Tax

Obligation/Limited

(continued)

$

375

San

Bernardino

County

Financing

Authority,

California,

Revenue

Bonds,

Courthouse

Facilities

Project,

Series

2007,

5.500%,

6/01/37

-

NPFG

Insured

No

Opt.

Call

Baa2

$

380,228

550

San

Bernardino

County,

California,

Special

Tax

Bonds,

Community

Facilities

District

2006-1

Lytle

Creek

North

Improvement

Area

1,

Series

2015,

5.000%,

9/01/40

9/25

at

100.00

N/R

555,725

5,750

San

Diego

Public

Facilities

Financing

Authority,

California,

Lease

Revenue

Bonds,

Capital

Improvement

Projects,

Series

2021A,

4.000%,

10/15/50,

(UB)

(4)

10/30

at

100.00

AA-

5,546,910

1,500

San

Francisco

City

and

County

Infrastructure

and

Revitalization

Financing

District

1

Treasure

Island,

California,

Tax

Increment

Revenue

Bonds,

Housing

Increment

Series

2022B,

5.000%,

9/01/52,

144A

9/32

at

100.00

N/R

1,404,615

865

San

Francisco

City

and

County

Redevelopment

Agency

Successor

Agency,

California,

Special

Tax

Bonds,

Community

Facilities

District

7,

Hunters

Point

Shipyard

Phase

One

Improvements,

Refunding

Series

2014,

5.000%,

8/01/39

8/24

at

100.00

N/R

871,392

1,250

San

Francisco

City

and

County

Redevelopment

Agency

Successor

Agency,

California,

Tax

Allocation

Bonds,

Mission

Bay

South

Redevelopment

Project,

Series

2014A,

5.000%,

8/01/43

8/24

at

100.00

A-

1,278,325

12,610

San

Francisco

City

and

County

Redevelopment

Agency

Successor

Agency,

California,

Tax

Allocation

Bonds,

Mission

Bay

South

Redevelopment

Project,

Subordinate

Series

2016D,

0.000%,

8/01/43,

144A

7/23

at

37.10

N/R

4,716,771

11,755

San

Francisco

City

and

County,

California,

Certificates

of

Participation,

49

South

Van

Ness

Avenue

Project,

Green

Series

2019A,

4.000%,

4/01/45,

(UB)

(4)

4/27

at

100.00

AA

11,605,359

San

Francisco

City

and

County,

California,

Special

Tax

Bonds,

Community

Facilities

District

2014-1

Transbay

Transit

Center,

Green

Series

2022A:

1,000

5.000%,

9/01/42,

(UB)

(4)

9/32

at

100.00

AA+

1,069,460

1,735

5.000%,

9/01/47,

(UB)

(4)

9/32

at

100.00

AA+

1,836,463

1,150

5.000%,

9/01/52,

(UB)

(4)

9/32

at

100.00

AA+

1,205,798

San

Francisco

City

and

County,

California,

Special

Tax

Bonds,

Community

Facilities

District

2016-1

Treasure

Island

Improvement

Area

1,

Series

2020:

1,550

4.000%,

9/01/42

9/27

at

103.00

N/R

1,393,543

4,350

4.000%,

9/01/50

9/27

at

103.00

N/R

3,714,161

1,000

San

Jacinto

Unified

School

District,

California,

Community

Facilities

District

2003-1

Infrastructure

Projects,

Series

2016,

3.375%,

9/01/46

9/23

at

103.00

N/R

780,870

Santa

Ana

Financing

Authority,

California,

Lease

Revenue

Bonds,

Police

Administration

and

Housing

Facility,

Series

1994A:

110

6.250%,

7/01/24

No

Opt.

Call

Baa2

111,843

5,000

Stockton,

California,

Special

Tax

Revenue

Bonds,

Community

Facilities

District

19-1,

Cannery

Park

II,

Series

2022,

5.000%,

9/01/52

9/29

at

103.00

N/R

4,889,800

1,335

Sulphur

Springs

Union

School

District,

California,

Special

Tax

Bonds,

Community

Facilities

District

2006-1,

Series

2018,

5.000%,

9/01/43

9/24

at

103.00

N/R

1,358,363

5,400

Sulphur

Springs

Union

School

District,

California,

Special

Tax

Bonds,

Community

Facilities

District

2014-1,

Series

2022,

4.500%,

9/01/52

9/29

at

103.00

N/R

4,966,758

4,000

Tejon

Ranch

Public

Facilities

Financing

Authority,

California,

Special

Tax

Bonds,

Community

Facilities

District

2008-1

Tejon

Industrial

Complex

East

2012B,

5.250%,

9/01/42

7/23

at

100.00

N/R

4,004,200

2,000

Tejon

Ranch

Public

Facilities

Financing

Authority,

California,

Special

Tax

Bonds,

Community

Facilities

District

2008-1,

Tejon

Industrial

Complex

Public

Improvements-East,

Series

2015A,

5.000%,

9/01/45

9/25

at

100.00

N/R

2,020,640

3,250

Tejon

Ranch

Public

Facilities

Financing

Authority,

California,

Special

Tax

Bonds,

Community

Facilities

District

2008-1,

Tejon

Industrial

Complex

Public

Improvements-East,

Series

2020,

4.000%,

9/01/50

9/27

at

103.00

N/R

2,827,338

1,045

Temecula

Public

Financing

Authority,

California,

Special

Tax

Bonds,

Community

Facilities

District

16-01,

Series

2017,

6.250%,

9/01/47,

144A

9/27

at

100.00

N/R

1,098,065

1,750

Temecula

Public

Financing

Authority,

California,

Special

Tax

Bonds,

Community

Facilities

District

16-01,

Series

2023A,

5.000%,

9/01/49

9/29

at

103.00

N/R

1,752,468

Nuveen

California

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

May

31,

2023

(Unaudited)

74

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Tax

Obligation/Limited

(continued)

$

400

Temecula

Valley

Unified

School

District,

Riverside

County,

California,

Special

Tax

Bonds,

Community

Facilities

District

2011-1,

Series

2014,

4.250%,

9/01/44

9/23

at

101.00

N/R

$

371,116

1,285

Tracy,

California,

Special

Tax

Bonds,

Community

Facilities

District

2016-1

Tracy

Hills, Improvement

Area

1,

Series

2019,

5.000%,

9/01/44

9/25

at

103.00

N/R

1,301,744

700

Victor

Valley

Union

High

School

District,

San

Bernardino

County,

California,

Special

Tax

Bonds,

Community

Facilities

District

2007-1,

Series

2013,

5.000%,

9/01/43

9/23

at

100.00

N/R

700,735

1,000

Virgin

Islands

Public

Finance

Authority,

Gross

Receipts

Taxes

Loan

Note,

Refunding

Series

2014C,

5.000%,

10/01/39,

144A

10/24

at

100.00

N/R

807,070

10,100

West

Contra

Costa

Unified

School

District,

Contra

Costa

County,

California,

General

Obligation

Bonds,

Election

2012,

Series

2015B,

4.000%,

8/01/54,

(UB)

(4)

8/25

at

100.00

A1

9,621,563

West

Patterson

Financing

Authority,

California,

Special

Tax

Bonds,

Community

Facilities

District

2015-1

Arambel-

KDN,

Refunding

Series

2015:

350

5.250%,

9/01/35

9/25

at

100.00

N/R

359,380

785

5.250%,

9/01/45

9/25

at

100.00

N/R

795,409

2,805

West

Sacramento,

California,

Special

Tax

Bonds,

Community

Facilities

District

27

Bridge

District,

Refunding

Series

2016,

5.000%,

9/01/40

9/26

at

100.00

N/R

2,843,821

7,760

West

Sacramento,

California,

Special

Tax

Bonds,

Community

Facilities

District

27

Bridge

District,

Series

2017,

5.000%,

9/01/47

9/27

at

100.00

N/R

7,857,543

1,445

William

S.

Hart

Union

High

School

District,

Los

Angeles

County,

California,

Special

Tax

Bonds,

Community

Facilities

District

2015-1,

Series

2017,

5.000%,

9/01/47

9/26

at

100.00

N/R

1,458,308

1,860

Woodland,

California,

Special

Tax

Bonds,

Community

Facilities

District

2004-1

Spring

Lake,

Refunding

&

Capital

Projects

Series

2016,

4.000%,

9/01/45

9/26

at

100.00

N/R

1,651,159

290

Yorkville

United

City

Business

District,

Illinois,

Storm

Water

and

Water

Improvement

Project

Revenue

Bonds,

Series

2007,

4.800%,

1/01/27

(5)

6/23

at

100.00

N/R

124,700

Total

Tax

Obligation/Limited

391,874,501

Transportation

-

9.4%

Alameda

Corridor

Transportation

Authority,

California,

Revenue

Bonds,

Refunding

Second

Subordinate

Lien

Series

2022C:

9,400

5.400%,

10/01/49

-

AGM

Insured,

(UB)

(4)

10/37

at

100.00

BBB

4,752,828

34,890

5.450%,

10/01/52

-

AGM

Insured,

(UB)

(4)

10/37

at

100.00

BBB

17,458,956

7,410

Alameda

Corridor

Transportation

Authority,

California,

Revenue

Bonds,

Refunding

Senior

Lien

Series

2022A,

0.000%,

10/01/51

-

AGM

Insured,

(UB)

(4),(7)

10/37

at

100.00

A

3,718,338

Alameda

Corridor

Transportation

Authority,

California,

Revenue

Bonds,

Refunding

Senior

Lien

Series

2022B:

4,000

5.300%,

10/01/47,

(UB)

(4)

10/37

at

100.00

A-

2,019,160

8,405

5.350%,

10/01/48,

(UB)

(4)

10/37

at

100.00

A-

4,229,984

5,185

5.375%,

10/01/49,

(UB)

(4)

10/37

at

100.00

A-

2,602,870

7,080

5.400%,

10/01/50,

(UB)

(4)

10/37

at

100.00

A-

3,541,487

4,000

California

Municipal

Finance

Authority,

Special

Facility

Revenue

Bonds,

United

Airlines,

Inc.

Los

Angeles

International

Airport

Project,

Series

2019,

4.000%,

7/15/29,

(AMT)

No

Opt.

Call

BB-

3,898,360

10,000

Florida

Development

Finance

Corporation,

Florida,

Surface

Transportation

Facility

Revenue

Bonds,

Brightline

Passenger

Rail

Project,

Green

Series

2019B,

7.375%,

1/01/49,

(AMT),

144A

1/24

at

107.00

N/R

9,657,500

5,000

Florida

Development

Finance

Corporation,

Florida,

Surface

Transportation

Facility

Revenue

Bonds,

Virgin

Trains

USA

Passenger

Rail

Project,

Series

2019A,

6.375%,

1/01/49,

(AMT),

(Mandatory

Put

1/01/26),

144A

7/23

at

102.00

N/R

4,775,000

10,845

Foothill/Eastern

Transportation

Corridor

Agency,

California,

Toll

Road

Revenue

Bonds,

Refunding

Senior

Lien

Series

2021A,

4.000%,

1/15/46,

(UB)

(4)

1/31

at

100.00

Baa2

10,279,976

Foothill/Eastern

Transportation

Corridor

Agency,

California,

Toll

Road

Revenue

Bonds,

Refunding

Series

2013A:

5,000

0.000%,

1/15/37

-

AGM

Insured

No

Opt.

Call

BBB+

2,881,950

1,775

5.000%,

1/15/42

-

AGM

Insured

1/24

at

100.00

BBB+

1,785,029

75

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Transportation

(continued)

$

2,500

Foothill/Eastern

Transportation

Corridor

Agency,

California,

Toll

Road

Revenue

Bonds,

Refunding

Term

Rate

Sub-Series

2013B-1,

3.950%,

1/15/53

-

AGM

Insured

7/27

at

100.00

A1

$

2,319,000

Guam

A.B.

Won

Pat International

Airport

Authority,

Revenue

Bonds,

Series

2013C:

450

6.250%,

10/01/34,

(AMT)

10/23

at

100.00

Baa2

453,487

90

6.125%,

10/01/43

-

AGM

Insured,

(AMT)

10/23

at

100.00

Baa2

90,661

Guam

Port

Authority,

Port

Revenue

Bonds,

Private

Activity

Series

2018B:

250

5.000%,

7/01/36,

(AMT)

7/28

at

100.00

Baa2

261,237

400

5.000%,

7/01/37,

(AMT)

7/28

at

100.00

Baa2

415,616

3,000

Los

Angeles

Department

of

Airports,

California,

Revenue

Bonds,

Los

Angeles

International

Airport,

Refunding

Subordinate

Series

2022G,

4.000%,

5/15/47,

(AMT)

11/31

at

100.00

AA

2,802,960

10,000

Los

Angeles

Department

of

Airports,

California,

Revenue

Bonds,

Los

Angeles

International

Airport,

Subordinate

Lien

Series

2018C,

5.000%,

5/15/44,

(AMT),

(UB)

(4)

11/27

at

100.00

AA-

10,274,500

5,000

San

Diego

County

Regional

Airport

Authority,

California,

Airport

Revenue

Bonds,

Subordinate

Series

2021B,

5.000%,

7/01/56,

(AMT),

(UB)

(4)

7/31

at

100.00

A2

5,120,300

5,165

San

Francisco

Airports

Commission,

California,

Revenue

Bonds,

San

Francisco

International

Airport,

Second

Series

2018D,

5.000%,

5/01/48,

(AMT),

(UB)

(4)

5/28

at

100.00

A+

5,261,379

4,500

San

Francisco

Airports

Commission,

California,

Revenue

Bonds,

San

Francisco

International

Airport,

Second

Series

2019A,

4.000%,

5/01/49,

(AMT),

(UB)

(4)

5/29

at

100.00

A+

4,125,600

200

San

Joaquin

Hills

Transportation

Corridor

Agency,

Orange

County,

California,

Toll

Road

Revenue

Bonds,

Refunding

Junior

Lien

Series

2014B,

5.250%,

1/15/49

1/25

at

100.00

BBB

203,370

50

San

Joaquin

Hills

Transportation

Corridor

Agency,

Orange

County,

California,

Toll

Road

Revenue

Bonds,

Refunding

Series

1997A,

0.000%,

1/15/31

-

NPFG

Insured

No

Opt.

Call

Baa2

36,950

6,650

San

Jose,

California,

Airport

Revenue

Bonds,

Refunding

Series

2017A,

4.000%,

3/01/42

-

BAM

Insured,

(AMT),

(UB)

(4)

3/27

at

100.00

A2

6,248,008

1,200

West

Indian

Company

Limited,

Virgin

Islands,

Port

Facilities

Revenue

Bonds,

WICO

Financing,

Series

2022B,

6.500%,

4/01/52,

(AMT),

144A

10/29

at

104.00

N/R

1,164,876

Total

Transportation

110,379,382

U.S.

Guaranteed

-

0.7%

(8)

Anaheim

Public

Financing

Authority,

California,

Lease

Revenue

Bonds,

Public

Improvement

Project,

Series

1997C:

2,320

0.000%,

9/01/35

-

AGM

Insured,

(ETM)

No

Opt.

Call

AA

1,544,842

1,955

California

Municipal

Finance

Authority,

Mobile

Home

Park

Revenue

Bonds,

Windsor

Mobile

Country

Club,

Subordinate

Series

2013B,

7.000%,

11/15/48,

(Pre-refunded

11/15/23)

11/23

at

100.00

N/R

1,985,791

250

California

Municipal

Finance

Authority,

Revenue

Bonds,

Touro

College

and

University

System,

Series

2014A,

5.250%,

1/01/40,

(Pre-refunded

7/01/24)

7/24

at

100.00

N/R

255,377

California

School

Finance

Authority,

California,

Charter

School

Revenue

Bonds,

Aspire

Public

Schools,

Refunding

Series

2016:

40

5.000%,

8/01/46,

(Pre-refunded

8/01/25),

144A

8/25

at

100.00

N/R

41,544

California

School

Finance

Authority,

Educational

Facility

Revenue

Bonds,

Partnerships

to

Uplift

Communities

Valley

Project,

Series

2014:

1,605

6.400%,

8/01/34,

(Pre-refunded

2/01/24),

144A

2/24

at

100.00

BB+

1,631,483

2,040

6.750%,

8/01/44,

(Pre-refunded

2/01/24),

144A

2/24

at

100.00

BB+

2,077,597

Guam

A.B.

Won

Pat International

Airport

Authority,

Revenue

Bonds,

Series

2013C:

295

6.250%,

10/01/34,

(Pre-refunded

10/01/23),

(AMT)

10/23

at

100.00

Baa2

297,286

410

6.125%,

10/01/43,

(Pre-refunded

10/01/23)

-

AGM

Insured,

(AMT)

10/23

at

100.00

Baa2

413,010

Nuveen

California

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

May

31,

2023

(Unaudited)

76

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

U.S.

Guaranteed

(8)

(continued)

Santa

Ana

Financing

Authority,

California,

Lease

Revenue

Bonds,

Police

Administration

and

Housing

Facility,

Series

1994A:

$

110

6.250%,

7/01/24,

(ETM)

No

Opt.

Call

Baa2

$

111,807

Total

U.S.

Guaranteed

8,358,737

Utilities

-

7.3%

9,375

California

Community

Choice

Financing

Authority,

Clean

Energy

Project

Revenue

Bonds,

Green

Series

2023C,

5.250%,

1/01/54,

(Mandatory

Put

10/01/31)

10/30

at

100.65

Baa1

9,805,875

1,100

California

Pollution

Control

Financing

Authority

Water

Furnishing

Revenue

Bonds

(Poseidon

Resources

(Channelside)

LP

Desalination

Project),

Series

2023

(AMT),

5.000%,

11/21/45,

(AMT),

144A

7/33

at

100.00

Baa3

1,122,660

500

Guam

Government

Waterworks

Authority,

Water

and

Wastewater

System

Revenue

Bonds,

Series

2016,

5.000%,

1/01/46

7/26

at

100.00

Baa2

504,600

25

Long

Beach

Bond

Finance

Authority,

California,

Natural

Gas

Purchase

Revenue

Bonds,

Series

2007A,

5.500%,

11/15/28

No

Opt.

Call

A-

26,518

7,775

Los

Angeles

Department

of

Water

and

Power,

California,

Power

System

Revenue

Bonds,

Series

2022A,

5.000%,

7/01/51,

(UB)

(4)

7/31

at

100.00

N/R

8,451,192

5,000

Los

Angeles

Department

of

Water

and

Power,

California,

Power

System

Revenue

Bonds,

Series

2022B,

5.000%,

7/01/47,

(UB)

(4)

7/32

at

100.00

AA-

5,502,000

50

M-S-R

Energy

Authority,

California,

Gas

Revenue

Bonds,

Citigroup

Prepay

Contracts,

Series

2009A,

6.500%,

11/01/39

No

Opt.

Call

BBB+

58,107

420

Pico

Rivera

Water

Authority,

California,

Revenue

Bonds,

Refunding

Water

System

Project,

Series

1999A,

5.500%,

5/01/29

-

NPFG

Insured

No

Opt.

Call

Baa2

446,515

500

Puerto

Rico

Aqueduct

and

Sewerage

Authority,

Revenue

Bonds,

Refunding

Senior

Lien

Forward

Delivery

Series

2022A,

4.000%,

7/01/47,

144A

7/32

at

100.00

N/R

413,920

3,000

Puerto

Rico

Aqueduct

and

Sewerage

Authority,

Revenue

Bonds,

Refunding

Senior

Lien

Series

2020A,

5.000%,

7/01/47,

144A

7/30

at

100.00

N/R

2,890,080

5

Puerto

Rico

Aqueduct

and

Sewerage

Authority,

Revenue

Bonds,

Refunding

Senior

Lien

Series

2021B,

5.000%,

7/01/37,

144A

7/31

at

100.00

N/R

4,965

8,000

Puerto

Rico

Electric

Power

Authority,

Power

Revenue

Bonds,

Federally

Taxable

Build

America

Bonds,

Series

2010YY,

4.050%,

7/01/40

(5)

7/23

at

100.00

D

5,440,000

25

Puerto

Rico

Electric

Power

Authority,

Power

Revenue

Bonds,

Refunding

Series

2005SS,

3.926%,

7/01/30

(5)

7/23

at

100.00

D

17,750

Puerto

Rico

Electric

Power

Authority,

Power

Revenue

Bonds,

Refunding

Series

2010DDD:

1,000

3.375%,

7/01/21

(5)

7/20

at

100.00

D

702,500

1,030

3.844%,

7/01/21

(5)

7/20

at

100.00

D

708,125

Puerto

Rico

Electric

Power

Authority,

Power

Revenue

Bonds,

Refunding

Series

2012A:

1,415

3.941%,

7/01/29

(5)

7/23

at

100.00

D

1,004,650

5,385

3.957%,

7/01/42

(5)

7/23

at

100.00

D

3,863,738

2,925

3.961%,

7/01/42

(5)

7/23

at

100.00

D

2,098,687

85

Puerto

Rico

Electric

Power

Authority,

Power

Revenue

Bonds,

Series

2003NN,

3.999%,

7/01/20

(5)

No

Opt.

Call

D

59,713

1,950

Puerto

Rico

Electric

Power

Authority,

Power

Revenue

Bonds,

Series

2007TT,

3.957%,

7/01/32

(5)

7/23

at

100.00

D

1,399,125

1,140

Puerto

Rico

Electric

Power

Authority,

Power

Revenue

Bonds,

Series

2007VV,

5.250%,

7/01/34

-

NPFG

Insured

No

Opt.

Call

D

1,126,582

Puerto

Rico

Electric

Power

Authority,

Power

Revenue

Bonds,

Series

2010AAA:

500

3.978%,

7/01/24

(5)

7/23

at

100.00

D

357,500

275

3.978%,

7/01/25

(5)

7/23

at

100.00

D

196,625

3,000

3.978%,

7/01/27

(5)

7/23

at

100.00

D

2,152,500

1,020

3.978%,

7/01/31

(5)

7/23

at

100.00

D

731,850

Puerto

Rico

Electric

Power

Authority,

Power

Revenue

Bonds,

Series

2010CCC:

135

3.957%,

7/01/24

(5)

7/23

at

100.00

D

96,525

200

3.941%,

7/01/27

(5)

7/23

at

100.00

D

142,000

2,000

3.990%,

7/01/28

(5)

7/23

at

100.00

D

1,360,000

77

Investments

in

Derivatives

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.

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Utilities

(continued)

Puerto

Rico

Electric

Power

Authority,

Power

Revenue

Bonds,

Series

2010XX:

$

1,445

3.926%,

7/01/25

(5)

7/23

at

100.00

D

$

1,024,144

95

3.978%,

7/01/26

(5)

7/23

at

100.00

D

67,925

1,000

3.978%,

7/01/35

(5)

7/23

at

100.00

D

717,500

Puerto

Rico

Electric

Power

Authority,

Power

Revenue

Bonds,

Series

2010ZZ:

165

3.957%,

7/01/21

(5)

7/20

at

100.00

D

115,913

1,695

3.957%,

7/01/23

(5)

No

Opt.

Call

N/R

1,190,737

1,000

3.978%,

7/01/26

(5)

7/23

at

100.00

D

715,000

Puerto

Rico

Electric

Power

Authority,

Power

Revenue

Bonds,

Series

2013A:

220

4.143%,

7/01/30

(5)

7/23

at

100.00

D

160,050

4,430

4.102%,

7/01/36

(5)

7/23

at

100.00

D

3,217,287

Puerto

Rico

Electric

Power

Authority,

Power

Revenue

Bonds,

Series

WW:

915

3.988%,

7/01/24

(5)

7/23

at

100.00

D

654,225

1,000

3.978%,

7/01/33

(5)

7/23

at

100.00

D

717,500

295

3.999%,

7/01/38

(5)

7/23

at

100.00

D

212,031

2,380

Puerto

Rico

Electric

Power

Authority,

Power

Revenue

Bonds,

Taxable

Build

America

Bond

Series

2010EE,

4.036%,

7/01/30

(5)

7/23

at

100.00

D

1,618,400

San

Joaquin

County,

California,

Revenue

Bonds,

CSA

County

Service

Area

31,

Refunding

Series

2018A:

1,250

5.000%,

8/01/38

8/28

at

100.00

N/R

1,283,112

1,500

5.000%,

8/01/42

8/28

at

100.00

N/R

1,533,465

Southern

California

Public

Power

Authority,

Natural

Gas

Project

1

Revenue

Bonds,

Series

2007A:

1,000

5.000%,

11/01/29

No

Opt.

Call

BBB+

1,055,220

220

5.000%,

11/01/33

No

Opt.

Call

BBB+

236,183

2,190

Virgin

Islands

Water

and

Power

Authority,

Electric

System

Revenue

Bonds,

Bond

Anticipation

Notes,

Taxable

Series

2022A,

7.750%,

7/01/24

No

Opt.

Call

N/R

2,141,360

150

Virgin

Islands

Water

and

Power

Authority,

Electric

System

Revenue

Bonds,

Bond

Anticipation

Notes,

Taxable

Series

2022B,

10.000%,

7/01/24

No

Opt.

Call

N/R

148,473

West

County

Facilities

Financing

Authority,

California,

Wastewater

Revenue

Bonds,

Green

Series

2021:

5,020

4.000%,

6/01/46,

(UB)

(4)

6/31

at

100.00

AA-

4,899,871

13,245

4.000%,

6/01/51,

(UB)

(4)

6/31

at

100.00

AA-

12,752,286

Total

Utilities

85,144,984

Total

Municipal

Bonds

(cost

$1,111,202,748)

1,414,442,289

Total

Long-Term

Investments

(cost

$1,111,202,748)

1,414,442,289

Floating

Rate

Obligations

-

(25.3)%

(

296,017,000

)

Other

Assets

&

Liabilities,

Net

-

4.4%(9)

51,785,564

Net

Assets

-

100%

$

1,170,210,853

Futures

Contracts

-

Short

Description

Number

of

Contracts

Expiration

Date

Notional

Amount

Value

Unrealized

Appreciation

(Depreciation)

U.S.

Treasury

10-Year

Note

(407)

9/23

$

(

46,257,269

)

$

(

46,588,781

)

$

(

331,512

)

U.S.

Treasury

5-Year

Note

(345)

9/23

(

37,480,353

)

(

37,631,953

)

(

151,600

)

Total

$(83,737,622)

$(84,220,734)

$(483,112)

Nuveen

California

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

May

31,

2023

(Unaudited)

78

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

$

–

$

1,414,163,768

$

278,521

$

1,414,442,289

Investments

in

Derivatives:

Futures

Contracts*

(483,112)

–

–

(483,112)

Total

$

(483,112)

$

1,414,163,768

$

278,521

$

1,413,959,177

*

Represents

net

unrealized

appreciation

(depreciation)

as

reported

in

Fund's

Portfolio

of

Investments.

(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)

The

ratings

disclosed

are

the

lowest

of

Standard

&

Poor’s

Group

(“Standard

&

Poor’s”),

Moody’s

Investors

Service,

Inc.

(“Moody’s”)

or

Fitch,

Inc.

(“Fitch”)

rating.

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)

Defaulted

security.

A

security

whose

issuer

has

failed

to

fully

pay

principal

and/or

interest

when

due,

or

is

under

the

protection

of

bankruptcy.

(6)

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3.

(7)

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.

(8)

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.

(9)

Other

assets

less

liabilities

includes

the

unrealized

appreciation

(depreciation)

of

certain

over-the-counter

("OTC")

derivatives

as

well

as

the

OTC

cleared

and

exchange-traded

derivatives,

when

applicable.

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.

WI/DD

Purchased

on

a

when-issued

or

delayed

delivery

basis.