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0.010996325160 Long DBT MUN US N 2 2039-12-01 Fixed 4.00000000 N N N N N N Metropolitan Transportation Authority, New York, Transportation Revenue Bonds, Series 2015C-1 5493000TKYODLXADQD60 Metropolitan Transportation Authority, New York, Transportation Revenue Bonds, Series 2015C-1 59259Y6E4 8450000.00000000 PA USD 8633893.13000000 0.822847903706 Long DBT MUN US N 2 2030-11-15 Fixed 5.25000000 N N N N N N Build New York City Resource Corporation, New York, Revenue Bonds, Metropolitan College of New York, Series 2014 549300GROJFKMNLWEK84 Build New York City Resource Corporation, New York, Revenue Bonds, Metropolitan College of New York, Series 2014 12008EGJ9 2240000.00000000 PA USD 1344000.00000000 0.128089097922 Long DBT MUN US N 2 2039-11-01 Fixed 5.00000000 N N N N N N Dormitory Authority of the State of New York, Revenue Bonds, Orange Regional Medical Center Obligated Group, Series 2017 549300C8XO7EXTX2XU71 Dormitory Authority of the State of New York, Revenue Bonds, Orange Regional Medical Center Obligated Group, Series 2017 64990CPP0 1510000.00000000 PA USD 1505280.80000000 0.143459865916 Long DBT MUN US Y 2 2024-12-01 Fixed 5.00000000 N N N N N N Dormitory Authority of the State of New York, Revenue Bonds, Montefiore Obligated Group, Series 2018A 549300C8XO7EXTX2XU71 Dormitory Authority of the State of New York, Revenue Bonds, Montefiore Obligated Group, Series 2018A 64990GGE6 3600000.00000000 PA USD 3645940.68000000 0.347474146414 Long DBT MUN US N 2 2035-08-01 Fixed 5.00000000 N N N N N N Liberty Development Corporation, New York, Goldman Sachs Headquarters Revenue Bonds Series 2007 N/A Liberty Development Corporation, New York, Goldman Sachs Headquarters Revenue Bonds Series 2007 531127CM8 3475000.00000000 PA USD 4032401.12000000 0.384305522264 Long DBT MUN US N 2 2037-10-01 Fixed 5.50000000 N N N N N N Dormitory Authority of the State of New York, Revenue Bonds, Fordham University, Series 2020 549300C8XO7EXTX2XU71 Dormitory Authority of the State of New York, Revenue Bonds, Fordham University, Series 2020 64990GXY3 9000000.00000000 PA USD 8696079.00000000 0.828774490010 Long DBT MUN US N 2 2046-07-01 Fixed 4.00000000 N N N N N N New York City Transitional Finance Authority, New York, Future Tax Secured Bonds, Subordinate Fiscal 2017 Series F-1 N/A New York City Transitional Finance Authority, New York, Future Tax Secured Bonds, Subordinate Fiscal 2017 Series F-1 64971W7H7 5000000.00000000 PA USD 5148341.50000000 0.490659537598 Long DBT MUN US N 2 2038-05-01 Fixed 5.00000000 N N N N N N Dormitory Authority of the State of New York, Revenue Bonds, North Shore Long Island Jewish Obligated Group, Series 2015A 549300C8XO7EXTX2XU71 Dormitory Authority of the State of New York, Revenue Bonds, North Shore Long Island Jewish Obligated Group, Series 2015A 64990BNL3 2300000.00000000 PA USD 2303367.89000000 0.219521067867 Long DBT MUN US N 2 2043-05-01 Fixed 5.00000000 N N N N N N New York Transportation Development Corporation, Special Facility Revenue Bonds, Delta Air Lines, Inc. - LaGuardia Airport Terminals C&D Redevelopment N/A New York Transportation Development Corporation, Special Facility Revenue Bonds, Delta Air Lines, Inc. - LaGuardia Airport Terminals C&D Redevelopment 650116CK0 10035000.00000000 PA USD 10352611.76000000 0.986649331459 Long DBT MUN US N 2 2031-01-01 Fixed 5.00000000 N N N N N N Dormitory Authority of the State of New York, Housing Revenue Bonds, Fashion Institute of Technology, Series 2007 549300C8XO7EXTX2XU71 Dormitory Authority of the State of New York, Housing Revenue Bonds, Fashion Institute of Technology, Series 2007 649903LV1 735000.00000000 PA USD 746701.35000000 0.071163915430 Long DBT MUN US N 2 2034-07-01 Fixed 5.25000000 N N N N N N Dormitory Authority of the State of New York, Residential Insitutions for Children Revenue Bonds, Series 2008-A1 549300C8XO7EXTX2XU71 Dormitory Authority of the State of New York, Residential Insitutions for Children Revenue Bonds, Series 2008-A1 649903E98 1985000.00000000 PA USD 1986079.64000000 0.189282105275 Long DBT MUN US N 2 2038-06-01 Fixed 5.00000000 N N N N N N Dormitory Authority of the State of New York, Residential Insitutions for Children Revenue Bonds, Series 2008-A1 549300C8XO7EXTX2XU71 Dormitory Authority of the State of New York, Residential Insitutions for Children Revenue Bonds, Series 2008-A1 649903E80 1585000.00000000 PA USD 1595446.58000000 0.152053060428 Long DBT MUN US N 2 2033-06-01 Fixed 5.00000000 N N N N N N Niagara Area Development Corporation, New York, Solid Waste Disposal Facility Revenue Refunding Bonds, Covanta Energy Project, Series 2018A N/A Niagara Area Development Corporation, New York, Solid Waste Disposal Facility Revenue Refunding Bonds, Covanta Energy Project, Series 2018A 653542AC4 9400000.00000000 PA USD 8579632.86000000 0.817676661863 Long DBT MUN US Y 2 2042-11-01 Fixed 4.75000000 N N N N N N Dormitory Authority of the State of New York, Revenue Bonds, Rockefeller University, Green Series 2019B 549300C8XO7EXTX2XU71 Dormitory Authority of the State of New York, Revenue Bonds, Rockefeller University, Green Series 2019B 64990GVH2 3250000.00000000 PA USD 3372188.30000000 0.321384343282 Long DBT MUN US N 2 2050-07-01 Fixed 5.00000000 N N N N N N 2024-05-31 Nuveen Multistate Trust II Gina Spunder Gina Spunder Director, Fund Financial Reporting XXXX NPORT-EX 2 tiaa_NFNY.htm
1
Nuveen
California
High
Yield
Municipal
Bond
Fund
Portfolio
of
Investments
May
31,
2024
(Unaudited)
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
LONG-TERM
INVESTMENTS
-
119.3%   
X
1,280,626,412
MUNICIPAL
BONDS
-
119.3%  
X
1,280,626,412
Consumer
Staples
-
2.9%
$
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
6/24
at
20.50
$
5,522,523
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
6/24
at
100.00
1,087,326
20,000
California
County
Tobacco
Securitization
Agency,
Tobacco
Settlement
Asset-Backed
Bonds,
Stanislaus
County
Tobacco
Funding
Corporation,
Series
2006A,
0.000%,
6/01/46
6/24
at
28.80
5,232,660
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
9,180,630
3,460
Guam
Economic
Development
&
Commerce
Authority,
Tobacco
Settlement
Asset-Backed
Bonds,
Series
2007A,
5.625%,
6/01/47
6/24
at
100.00
3,345,490
17,600
Inland
Empire
Tobacco
Securitization
Authority,
California,
Tobacco
Settlement
Asset-Backed
Bonds,
Series
2007C-2.
Turbo
Capital
Appreciation,
0.000%,
6/01/47
6/24
at
21.79
3,672,858
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
7/24
at
27.58
1,943,435
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
6/24
at
25.89
1,019,917
Total
Consumer
Staples
31,004,839
Education
and
Civic
Organizations
-
18.5%
2,000
(c)
California
Enterprise
Development
Authority,
Charter
School
Revenue
Bonds,
Norton
Science
&
Language
Academy
Project,
Series
2021,
4.000%,
7/01/61
7/27
at
100.00
1,512,226
4,175
(c)
California
Enterprise
Development
Authority,
Charter
School
Revenue
Bonds,
Norton
Science
and
Language
Academy
Project,
Series
2020,
6.250%,
7/01/58
7/27
at
102.00
4,319,330
4,250
(d)
California
Infrastructure
and
Economic
Development
Bank,
Revenue
Bonds,
Los
Angeles
County
Museum
of
Natural
History
Foundation,
Series
2020,
4.000%,
7/01/50,
(UB)
7/30
at
100.00
4,115,007
California
Municipal
Finance
Authority
Charter
School
Revenue
Bonds,
John
Adams
Academies,
Inc.
Project,
Series
2015A:
900
5.000%,
10/01/35
7/24
at
101.00
900,784
1,335
5.250%,
10/01/45
7/24
at
101.00
1,328,117
4,115
(c)
California
Municipal
Finance
Authority
Charter
School
Revenue
Bonds,
John
Adams
Academies,
Inc.
Project,
Series
2017A,
5.000%,
10/01/47
7/24
at
101.00
3,924,046
California
Municipal
Finance
Authority
Charter
School
Revenue
Bonds,
River
Charter
Schools
Project,
Series
2018A:
2,000
(c)
5.500%,
6/01/48
6/26
at
100.00
2,002,605
250
(c)
5.500%,
6/01/53
6/26
at
100.00
248,205
California
Municipal
Finance
Authority,  Revenue
Bonds,
Creative
Center
of
Los
Altos
Project
Pinewood
&
Oakwood
Schools,
Series
2016B:
500
(c)
4.000%,
11/01/36
11/26
at
100.00
447,306
2,200
(c)
4.500%,
11/01/46
11/26
at
100.00
1,883,070
1,150
(c)
California
Municipal
Finance
Authority,
Charter
School
Lease
Revenue
Bonds,
Bella
Mente
Montessori
Academy
Project,
Series
2018A,
5.000%,
6/01/48
6/28
at
100.00
1,117,136
California
Municipal
Finance
Authority,
Charter
School
Lease
Revenue
Bonds,
Santa
Rosa
Academy
Project,
Series
2015:
400
(c)
5.125%,
7/01/35
7/25
at
100.00
403,047
425
(c)
5.375%,
7/01/45
7/25
at
100.00
426,634
Nuveen
California
High
Yield
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
May
31,
2024
(Unaudited)
2
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
Education
and
Civic
Organizations
(continued)
$
410
(c)
California
Municipal
Finance
Authority,
Charter
School
Revenue
Bonds,
John
Adams
Academies,
Inc.
-
Lincoln
Project,
Series
2019A,
4.000%,
10/01/29
10/27
at
100.00
$
397,906
California
Municipal
Finance
Authority,
Charter
School
Revenue
Bonds,
John
Adams
Academies,
Inc.
-
Lincoln
Project,
Taxable
Series
2019B:
90
(c)
5.000%,
10/01/39
10/27
at
100.00
89,422
1,515
(c)
5.000%,
10/01/49
10/27
at
100.00
1,429,775
1,000
(c)
5.000%,
10/01/57
10/27
at
100.00
916,809
California
Municipal
Finance
Authority,
Charter
School
Revenue
Bonds,
John
Adams
Academies,
Inc.
Project,
Series
2014A:
1,400
5.000%,
10/01/34
7/24
at
101.00
1,401,766
465
5.000%,
10/01/44
7/24
at
101.00
449,981
3,695
(c)
California
Municipal
Finance
Authority,
Charter
School
Revenue
Bonds,
Palmdale
Aerospace
Academy
Project,
Series
2016A,
5.000%,
7/01/41
7/26
at
100.00
3,697,013
California
Municipal
Finance
Authority,
Charter
School
Revenue
Bonds,
Palmdale
Aerospace
Academy
Project,
Series
2018A:
1,000
(c)
5.000%,
7/01/38
7/28
at
100.00
1,006,443
1,800
(c)
5.000%,
7/01/49
7/28
at
100.00
1,752,259
California
Municipal
Finance
Authority,
Charter
School
Revenue
Bonds,
Urban
Discovery
Academy
Project,
Series
2014A:
715
(c)
5.500%,
8/01/34
8/24
at
100.00
715,453
1,650
(c)
6.000%,
8/01/44
8/24
at
100.00
1,651,830
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
1,678,023
1,145
California
Municipal
Finance
Authority,
Education
Revenue
Bonds,
Literacy
First
Charter
Schools
Project,
Series
2019A,
5.000%,
12/01/39
12/29
at
100.00
1,162,907
2,260
(c)
California
Municipal
Finance
Authority,
Education
Revenue
Bonds,
STREAM
Charter
Schools
Project,
Series
2020A,
5.000%,
6/15/51
6/30
at
100.00
2,046,028
1,000
(c)
California
Municipal
Finance
Authority,
Educational
Facilities
Revenue
Bonds,
Westside
Neighborhood
School
Project,
Series
2024,
6.375%,
6/15/64
6/31
at
102.00
1,046,184
6,465
California
Municipal
Finance
Authority,
Revenue
Bonds,
American
Musical
and
Dramatic
Academy
Inc.,
Series
2023A,
7.250%,
7/01/53
7/33
at
100.00
6,698,986
California
Municipal
Finance
Authority,
Revenue
Bonds,
California
Baptist
University,
Series
2016A:
1,500
(c)
5.000%,
11/01/36
11/26
at
100.00
1,519,975
1,555
(c)
5.000%,
11/01/46
11/26
at
100.00
1,516,056
California
Municipal
Finance
Authority,
Revenue
Bonds,
Claremont
Graduate
University,
Refunding
Series
2020B:
1,000
(c)
5.000%,
10/01/49
10/30
at
100.00
950,353
1,000
(c)
5.000%,
10/01/54
10/30
at
100.00
937,741
270
(c)
California
Municipal
Finance
Authority,
Revenue
Bonds,
Goodwill
Industries
of
Sacramento
Valley
&
Northern
Nevada
Project,
Series
2012A,
6.625%,
1/01/32
7/24
at
100.00
263,719
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
2,875,013
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
878,106
7,000
(c)
California
Municipal
Finance
Authority,
Revenue
Bonds,
Simpson
University,
Series
2020A,
6.000%,
10/01/50
10/27
at
103.00
7,087,369
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
1,022,765
California
Municipal
Finance
Authority,
School
Facility
Revenue
Bonds,
Saint
Mary's
School-Aliso
Viejo,
Series
2024A:
350
(c)
5.500%,
5/01/44
5/31
at
100.00
353,989
435
(c)
5.750%,
5/01/54
5/31
at
100.00
441,158
2,000
(c)
California
Public
Finance
Authority,
Charter
School
Lease
Revenue
Bonds,
California
Crosspoint
Academy
Project,
Series
2020A,
5.125%,
7/01/55
7/28
at
100.00
1,693,065
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
708,241
3
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
Education
and
Civic
Organizations
(continued)
$
4,500
(c)
California
Public
Finance
Authority,
Educational
Facility
Revenue
Bonds,
Crossroads
Christian
Schools,
Series
2020,
5.000%,
1/01/56
1/26
at
100.00
$
3,854,490
1,075
(c)
California
School
Finance
Authority
Charter
School
Facility
Revenue
Bonds,
Grimmway
Schools-Obligated
Group,
Series
2016A,
5.000%,
7/01/46
7/26
at
100.00
1,075,376
California
School
Finance
Authority
Charter
School
Revenue
Bonds,
Bright
Star
Schools
-
Obligated
Group,
Series
2017:
755
(c)
5.000%,
6/01/37
6/27
at
100.00
759,999
2,000
(c)
5.000%,
6/01/47
6/27
at
100.00
1,947,167
2,090
(c)
5.000%,
6/01/54
6/27
at
100.00
1,997,052
1,000
(c)
California
School
Finance
Authority
Charter
School
Revenue
Bonds,
Ednovate
Obligated
Group,
Series
2018,
5.000%,
6/01/48
6/27
at
100.00
916,396
960
(c)
California
School
Finance
Authority
Charter
School
Revenue
Bonds,
Fenton
Schools
-
Obligated
Group,
Series
2020A,
5.000%,
7/01/40
7/27
at
100.00
944,344
California
School
Finance
Authority
Charter
School
Revenue
Bonds,
John
Adams
Academy
Obligated
Group,
Series
2022A:
3,175
(c)
5.000%,
7/01/52
7/30
at
102.00
2,974,567
8,125
(c)
5.125%,
7/01/62
7/30
at
102.00
7,591,959
305
(c)
California
School
Finance
Authority
School
Facility
Revenue
Bonds,
Green
Dot
Public
Schools
California
Projects,
Series
2018A,
5.000%,
8/01/48
8/28
at
100.00
303,762
1,000
(c)
California
School
Finance
Authority,
California,
Charter
School
Revenue
Bonds,
Alta
Public
Schools
-
Obligated
Group,
Series
2020A,
6.000%,
6/01/59
6/28
at
102.00
970,157
California
School
Finance
Authority,
California,
Charter
School
Revenue
Bonds,
Aspire
Public
Schools,
Refunding
Series
2015A:
585
(c)
5.000%,
8/01/35
8/25
at
100.00
590,366
1,040
(c)
5.000%,
8/01/40
8/25
at
100.00
1,044,996
California
School
Finance
Authority,
California,
Charter
School
Revenue
Bonds,
Aspire
Public
Schools,
Refunding
Series
2016:
1,600
(c)
5.000%,
8/01/41
8/25
at
100.00
1,605,819
460
(c)
5.000%,
8/01/46
8/25
at
100.00
460,662
1,100
(c)
California
School
Finance
Authority,
California,
Charter
School
Revenue
Bonds,
Encore
Education
Obligated
Group,
Series
2016A,
5.000%,
6/01/52
6/26
at
100.00
863,851
California
School
Finance
Authority,
California,
Charter
School
Revenue
Bonds,
Girls
Athletic
Leadership
School
Los
Angeles
Project,
Series
2021A:
1,000
(c)
4.000%,
6/01/41
6/31
at
100.00
816,504
500
(c)
4.000%,
6/01/61
6/31
at
100.00
349,810
2,300
(c)
California
School
Finance
Authority,
California,
Charter
School
Revenue
Bonds,
Lighthouse
Community
Public
Schools
Obligated
Group,
Series
2022A,
6.500%,
6/01/62
6/29
at
100.00
2,376,980
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
1,311,279
1,600
(c)
California
School
Finance
Authority,
California,
Charter
School
Revenue
Bonds,
TEACH
Public
Schools
Obligated
Group,
Series
2019A,
5.000%,
6/01/58
6/26
at
100.00
1,484,471
California
School
Finance
Authority,
Charter
School
Lease
Revenue
Bonds,
Pathways
to
College
Project,
Series
2023A:
2,075
(c)
7.250%,
6/15/43
6/31
at
102.00
2,127,343
6,740
(c)
7.375%,
6/15/53
6/31
at
102.00
6,909,126
California
School
Finance
Authority,
Charter
School
Revenue
Bonds,
Arts
in
Action
Charter
Schools
-
Obligated
Group,
Series
2020A:
2,510
(c)
5.000%,
6/01/40
6/27
at
100.00
1,994,506
5,550
(c)
5.000%,
6/01/50
6/27
at
100.00
4,082,707
8,200
(c)
5.000%,
6/01/59
6/27
at
100.00
5,764,892
California
School
Finance
Authority,
Charter
School
Revenue
Bonds,
Aspire
Public
School
-
Obligated
Group,Issue
No.6,
Series
2020A:
1,000
(c)
5.000%,
8/01/42
8/28
at
100.00
1,010,559
5,315
(c)
5.000%,
8/01/61
8/28
at
100.00
5,217,207
5,045
(c)
California
School
Finance
Authority,
Charter
School
Revenue
Bonds,
CIty
Charter
School
Obligated
Group,
Series
2016A,
5.000%,
6/01/42
6/26
at
100.00
4,831,331
Nuveen
California
High
Yield
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
May
31,
2024
(Unaudited)
4
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
Education
and
Civic
Organizations
(continued)
$
805
(c)
California
School
Finance
Authority,
Charter
School
Revenue
Bonds,
Classical
Academies
Project,
Series
2017A,
5.000%,
10/01/44
10/27
at
100.00
$
803,738
California
School
Finance
Authority,
Charter
School
Revenue
Bonds,
Community
High
School
Foundation
Inc,
Series
2017:
235
(c)
5.000%,
6/01/37
6/27
at
100.00
234,999
235
(c)
5.000%,
6/01/47
6/27
at
100.00
221,525
California
School
Finance
Authority,
Charter
School
Revenue
Bonds,
Downtown
College
Prep
-
Obligated
Group,
Series
2016:
1,500
(c)
4.750%,
6/01/36
6/26
at
100.00
1,483,788
1,180
(c)
5.000%,
6/01/46
6/26
at
100.00
1,128,439
California
School
Finance
Authority,
Charter
School
Revenue
Bonds,
Ivy
Academia,
Series
2021A:
1,150
(c)
4.000%,
6/01/41
6/28
at
103.00
921,760
1,500
(c)
4.000%,
6/01/51
6/28
at
103.00
1,095,013
1,000
(c)
4.000%,
6/01/61
6/28
at
103.00
689,739
675
(c)
California
School
Finance
Authority,
Charter
School
Revenue
Bonds,
Kepler
Neighborhood
School,
Series
2017A,
5.750%,
5/01/37
5/27
at
100.00
680,887
1,135
(c)
California
School
Finance
Authority,
Charter
School
Revenue
Bonds,
Larchmont
Charter
School
Project
,
Series
2018A,
5.000%,
6/01/55
6/27
at
100.00
1,126,154
2,475
(c)
California
School
Finance
Authority,
Charter
School
Revenue
Bonds,
Lifeline
Education
Charter
School
Project,
Series
2020A,
5.000%,
7/01/55
7/28
at
100.00
2,376,923
California
School
Finance
Authority,
Charter
School
Revenue
Bonds,
Orange
County
Educational
Arts
Academy
Project,
Series
2023A:
560
(c)
5.625%,
6/01/43
6/30
at
100.00
566,807
700
(c)
5.875%,
6/01/53
6/30
at
100.00
708,445
425
(c)
California
School
Finance
Authority,
Charter
School
Revenue
Bonds,
Partnerships
to
Uplift
Communities
Project,
Refunding
Social
Series
2023,
5.500%,
8/01/47
8/33
at
100.00
433,856
2,500
(c)
California
School
Finance
Authority,
Charter
School
Revenue
Bonds,
Rocketship
Education
Obligated
Group,
Series
2016A,
5.000%,
6/01/46
6/25
at
100.00
2,431,735
California
School
Finance
Authority,
Charter
School
Revenue
Bonds,
Rocketship
Education
Obligated
Group,
Series
2017A:
950
(c)
5.125%,
6/01/47
6/26
at
100.00
936,743
1,000
(c)
5.250%,
6/01/52
6/26
at
100.00
991,301
California
School
Finance
Authority,
Charter
School
Revenue
Bonds,
Rocketship
Public
Schools
Obligated
Group,
Series
2017G:
990
(c)
5.000%,
6/01/37
6/27
at
100.00
995,659
925
(c)
5.000%,
6/01/53
6/27
at
100.00
880,187
California
School
Finance
Authority,
Charter
School
Revenue
Bonds,
Russell
Westbrook
Why
Not
Academy
Obligated
Group,
Series
2021A:
605
(c)
4.000%,
6/01/31
6/27
at
100.00
563,554
3,000
(c)
4.000%,
6/01/51
6/27
at
100.00
2,231,702
3,000
(c)
4.000%,
6/01/61
6/27
at
100.00
2,112,240
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
326,602
3,000
(c)
California
School
Finance
Authority,
Charter
School
Revenue
Bonds,
Scholarship
Prep
Public
Schools
Obligated
Group,
Series
2020A,
5.000%,
6/01/60
6/28
at
100.00
2,606,767
575
(c)
California
School
Finance
Authority,
Charter
School
Revenue
Bonds,
Scholarship
Prep
Public
Schools
Obligated
Group,
Series
2020B,
5.000%,
6/01/27
No
Opt.
Call
548,417
1,435
(c)
California
School
Finance
Authority,
Charter
School
Revenue
Bonds,
Scholarship
Prep
Public
Schools
Obligated
Group,
Series
2023A,
6.000%,
6/01/63
6/31
at
100.00
1,440,676
California
School
Finance
Authority,
Charter
School
Revenue
Bonds,
Social
Bonds
iLead
Lancaster
Project,
Series
2021A:
440
(c)
5.000%,
6/01/41
6/29
at
100.00
421,528
1,200
(c)
5.000%,
6/01/51
6/29
at
100.00
1,101,934
1,320
(c)
5.000%,
6/01/61
6/29
at
100.00
1,180,011
California
School
Finance
Authority,
Charter
School
Revenue
Bonds,
Valley
International
Preparatory
High
School
Project,
Series
2022A:
1,000
(c)
5.125%,
3/01/52
3/31
at
100.00
747,419
1,000
(c)
5.250%,
3/01/62
3/31
at
100.00
732,905
5
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
Education
and
Civic
Organizations
(continued)
$
750
(c)
California
School
Finance
Authority,
Educational
Facilities
Revenue
Bonds,
New
Designs
Charter
School
Adams
Campus
Project,
Series
2019A,
5.000%,
6/01/40
6/27
at
100.00
$
758,301
California
School
Finance
Authority,
Educational
Facilities
Revenue
Bonds,
New
Designs
Charter
School
Adams
Campus
Project,
Series
2024A:
650
(c)
5.000%,
6/01/54
,
(WI/DD)
6/31
at
100.00
648,991
1,700
(c)
5.000%,
6/01/64
,
(WI/DD)
6/31
at
100.00
1,668,257
California
School
Finance
Authority,
Educational
Facility
Revenue
Bonds,
River
Springs
Charter
School
Project,
Series
2017A:
1,725
(c)
5.000%,
7/01/47
7/27
at
100.00
1,660,927
1,340
(c)
5.000%,
7/01/52
7/27
at
100.00
1,268,466
1,230
(c)
California
School
Finance
Authority,
Educational
Facility
Revenue
Bonds,
River
Springs
Charter
School
Project,
Series
2023A,
5.750%,
7/01/42
7/31
at
100.00
1,273,253
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
576,595
1,000
5.875%,
10/01/44
10/24
at
100.00
1,001,647
520
6.000%,
10/01/49
10/24
at
100.00
520,945
California
School
Finance
Authority,
School
Facility
Revenue
Bonds,
Alliance
for
College-Ready
Public
Schools
Project,
Series
2015A:
3,050
(c)
4.125%,
7/01/35
7/25
at
100.00
2,944,706
1,000
(c)
5.000%,
7/01/45
7/25
at
100.00
1,000,574
1,015
(c)
California
School
Finance
Authority,
School
Facility
Revenue
Bonds,
Alta
Public
Schools
Project,
Series
2014A,
6.500%,
11/01/34
11/24
at
100.00
1,020,271
1,200
(c)
California
School
Finance
Authority,
School
Facility
Revenue
Bonds,
Granada
Hills
Charter
High
School
Obligated
Group,
Series
2019,
5.000%,
7/01/54
7/26
at
100.00
1,185,115
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
1,247,220
1,150
5.750%,
8/01/52
8/32
at
100.00
1,205,883
600
(c)
California
School
Finance
Authority,
School
Facility
Revenue
Bonds,
KIPP
LA
Projects,
Series
2014A,
5.000%,
7/01/34
7/24
at
100.00
600,469
725
(c)
California
School
Finance
Authority,
School
Facility
Revenue
Bonds,
Value
Schools,
Refunding
Series
2023A,
5.250%,
7/01/48
7/28
at
103.00
727,572
1,355
(c)
California
School
Finance
Authority,
School
Facility
Revenue
Bonds,
Value
Schools,
Series
2016A,
6.000%,
7/01/51
7/26
at
100.00
1,383,027
6,325
(c)
California
Statewide
Communities
Development
Authority
Revenue
Bonds,
California
Baptist
University,
Refunding
Series
2017A,
5.000%,
11/01/41
11/27
at
100.00
6,328,640
University
of
Puerto
Rico,
University
System
Revenue
Bonds,
Refunding
Series
2006P:
1,005
5.000%,
6/01/24
5/24
at
100.00
1,005,000
580
5.000%,
6/01/30
7/24
at
100.00
561,044
University
of
Puerto
Rico,
University
System
Revenue
Bonds,
Series
2006Q:
125
5.000%,
6/01/30
7/24
at
100.00
120,914
1,580
5.000%,
6/01/36
7/24
at
100.00
1,503,299
Total
Education
and
Civic
Organizations
198,126,095
Health
Care
-
8.5%
Antelope
Valley
Healthcare
District,
California,
Revenue
Bonds,
Series
2016A:
3,275
5.250%,
3/01/36
3/26
at
100.00
3,266,459
3,000
5.000%,
3/01/41
3/26
at
100.00
2,872,124
9,100
5.000%,
3/01/46
3/26
at
100.00
8,542,511
4,000
(d)
California
Health
Facilities
Financing
Authority,
California,
Revenue
Bonds,
Sutter
Health,
Refunding
Series
2017A,
4.000%,
11/15/48,
(UB)
11/27
at
100.00
3,841,833
4,740
(d)
California
Health
Facilities
Financing
Authority,
Revenue
Bonds,
Cedars-
Sinai
Health
System,
Series
2021A,
4.000%,
8/15/48,
(UB)
8/31
at
100.00
4,593,613
2,485
(d)
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
2,511,346
Nuveen
California
High
Yield
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
May
31,
2024
(Unaudited)
6
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
Health
Care
(continued)
$
1,665
California
Health
Facilities
Financing
Authority,
Revenue
Bonds,
CommonSpirit
Health,
Series
2024A,
5.000%,
12/01/54
6/34
at
100.00
$
1,757,410
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
5/32
at
100.00
4,771,550
7,800
(d)
California
Health
Facilities
Financing
Authority,
Revenue
Bonds,
Lucile
Salter
Packard
Children's
Hosptial
at
Stanford,
Series
2017A,
5.000%,
11/15/56,
(UB)
11/27
at
100.00
7,985,567
1,455
California
Municipal
Finance
Authority,
Revenue
Bonds,
Clinicas
del
Camino
Real,
Inc.,
Series
2020,
4.000%,
3/01/28
No
Opt.
Call
1,376,595
2,000
(c)
California
Municipal
Finance
Authority,
Revenue
Bonds,
Community
Health
Centers
of
the
Central
Coast,
Inc.,
Series
2021A,
5.000%,
12/01/46
12/30
at
100.00
1,887,796
California
Municipal
Finance
Authority,
Revenue
Bonds,
NorthBay
Healthcare
Group,
Series
2017A:
5,480
5.250%,
11/01/41
11/26
at
100.00
5,298,352
8,200
5.000%,
11/01/47
11/26
at
100.00
7,556,886
1,000
5.250%,
11/01/47
11/26
at
100.00
960,237
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
1,641,246
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
16,744,156
California
Statewide
Communities
Development
Authority,
California,
Revenue
Bonds,
Loma
Linda
University
Medical
Center,
Series
2016A:
2,055
(c)
5.000%,
12/01/41
6/26
at
100.00
2,064,315
2,280
(c)
5.250%,
12/01/56
6/26
at
100.00
2,290,229
315
(c)
California
Statewide
Communities
Development
Authority,
California,
Revenue
Bonds,
Loma
Linda
University
Medical
Center,
Series
2018A,
5.250%,
12/01/48
6/28
at
100.00
319,425
California
Statewide
Community
Development
Authority,
Revenue
Bonds,
Daughters
of
Charity
Health
System,
Series
2005A:
38
(e),(f)
5.750%,
7/01/24
1/22
at
100.00
37,692
22
(e),(f)
5.750%,
7/01/30
1/22
at
100.00
21,819
24
(e),(f)
5.750%,
7/01/35
1/22
at
100.00
23,570
99
(e),(f)
5.500%,
7/01/39
1/22
at
100.00
98,529
2
(e),(f)
California
Statewide
Community
Development
Authority,
Revenue
Bonds,
Daughters
of
Charity
Health
System,
Series
2005H,
5.750%,
7/01/25
1/22
at
100.00
1,964
4,600
Oroville,
California,
Revenue
Bonds,
Oroville
Hospital
Series
2019,
5.250%,
4/01/54
4/29
at
100.00
3,148,047
1,500
Palomar
Pomerado
Health
Care
District,
California,
Certificates
of
Participation,
Series
2017,
4.000%,
11/01/47
11/27
at
100.00
1,162,053
Palomar
Pomerado
Health
System,
California,
Revenue
Bonds,
Refunding
Series
2016:
2,155
5.000%,
11/01/36
11/26
at
100.00
2,031,277
4,790
5.000%,
11/01/39
11/26
at
100.00
4,447,099
200
Washington
Township
Health
Care
District,
California,
Revenue
Bonds,
Series
2017A,
5.000%,
7/01/42
7/27
at
100.00
200,241
Total
Health
Care
91,453,941
Housing/Multifamily
-
17.7%
35,685
(c)
California
Community
Housing
Agency,
California,
Essential
Housing
Revenue
Bonds,
Creekwood,
Series
2021A,
4.000%,
2/01/56
8/31
at
100.00
23,768,687
1,000
(c)
California
Community
Housing
Agency,
California,
Essential
Housing
Revenue
Bonds,
Exchange
at
Bayfront
Apartments,
Series
2021A-1,
3.000%,
2/01/57
8/32
at
100.00
619,477
8,750
(c)
California
Community
Housing
Agency,
California,
Essential
Housing
Revenue
Bonds,
Glendale
Properties,
Junior
Series
2021A-2,
4.000%,
8/01/47
8/31
at
100.00
7,037,773
4,000
(c)
California
Community
Housing
Agency,
California,
Essential
Housing
Revenue
Bonds,
K
Street
Flats,
Series
2021A-2,
4.000%,
8/01/50
8/32
at
100.00
3,112,643
13,145
(c)
California
Community
Housing
Agency,
California,
Essential
Housing
Revenue
Bonds,
Mira
Vista
Hills  Apartments,
Series
2021A,
4.000%,
2/01/56
8/31
at
100.00
9,251,845
7
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
Housing/Multifamily
(continued)
$
15,960
(c)
California
Community
Housing
Agency,
California,
Essential
Housing
Revenue
Bonds,
Serenity
at
Larkspur
Apartments,
Series
2020A,
5.000%,
2/01/50
2/30
at
100.00
$
11,166,792
11,960
(c)
California
Community
Housing
Agency,
California,
Essential
Housing
Revenue
Bonds,
Summit
at
Sausalito
Apartments,
Series
2021A-2,
4.000%,
2/01/50
8/32
at
100.00
8,935,598
6,085
(c)
California
Community
Housing
Agency,
California,
Essential
Housing
Revenue
Bonds,
The
Arbors,
Series
2020A,
5.000%,
8/01/50
8/30
at
100.00
5,745,640
16,500
(c)
California
Community
Housing
Agency,
Workforce
Housing
Revenue
Bonds,
Annadel
Apartments,
Series
2019A,
5.000%,
4/01/49
4/29
at
100.00
13,648,612
1,000
California
Housing
Finance
Agency,
California,
Multifamily
Housing
Revenue
Bonds,
Power
Station
Block
7B,
Limited
Obligation
Senior
Series
2024L,
5.200%,
12/01/27
6/27
at
100.00
1,001,094
1,585
(c)
California
Housing
Finance
Agency,
Multifamily
Housing
Revenue
Bonds,
Redwood
Gardens
Apartments,
Subordinate
Lien
Series
2021N-S,
4.000%,
3/01/37
3/31
at
100.00
1,325,291
59
California
Housing
Finance
Agency,
Municipal
Certificate
Revenue
Bonds,
Class
A
Series2019-1,
4.250%,
1/15/35
No
Opt.
Call
57,595
8,424
California
Housing
Finance
Agency,
Municipal
Certificate
Revenue
Bonds,
Class
A
Social
Certificates
Series
2023-1,
4.375%,
9/20/36
No
Opt.
Call
8,329,128
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
240,161
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
1,270,980
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
1,900,097
3,000
(c)
California
Municipal
Finance
Authority,
Revenue
Bonds,
Catalyst
Impact
Fund
1
LLC
Series
2024-II,
7.000%,
1/01/39
1/34
at
100.00
3,146,899
California
Public
Finance
Authority,
University
Housing
Revenue
Bonds,
National
Campus
Community
Development
-
Claremont
Properties
LLC
Claremont
Colleges
Project,
Refunding
Series
2023A:
1,335
(c)
5.500%,
7/01/50
7/33
at
105.00
1,355,888
1,715
(c)
6.000%,
7/01/53
7/33
at
105.00
1,782,810
450
(c)
California
Statewide
Communities
Development
Authority,
College
Housing
Revenue
Bonds,
National
Campus
Community
Development
-
Hooper
Street
LLC
Project,
Series
2019,
5.250%,
7/01/52
7/29
at
100.00
450,774
California
Statewide
Communities
Development
Authority,
Revenue
Bonds,
Lancer
Educational
Student
Housing
Project,
Refunding
Series
2016A:
4,600
(c)
5.000%,
6/01/36
6/26
at
100.00
4,656,520
2,090
(c)
5.000%,
6/01/46
6/26
at
100.00
2,084,465
6,885
(c)
CMFA
Special
Finance
Agency
I,
California,
Essential
Housing
Revenue
Bonds,
The
Mix
at
Center
City,
Series
2021A-2,
4.000%,
4/01/56
4/31
at
100.00
5,166,277
1,000
(c)
CMFA
Special
Finance
Agency
I,
California,
Essential
Housing
Revenue
Bonds,
The
Mix
at
Center
City,
Subordinate
Series
2021B,
8.000%,
4/01/56
4/31
at
100.00
760,095
2,500
(c)
CMFA
Special
Finance
Agency
XII,
California,
Essential
Housing
Revenue
Bonds,
Allure
Apartments
Project,
Series
2022A-2,
3.250%,
2/01/57
2/32
at
100.00
1,824,798
1,000
(c)
CMFA
Special
Financing
Agency
VIII,
California,
Essential
Housing
Revenue
Bonds,
Elan
Huntington
Beach,
Senior
Lien
Series
2021A-1,
3.000%,
8/01/56
8/31
at
100.00
696,431
2,905
(c)
CSCDA
Community
Improvement
Authority,
California,
Essential
Housing
Revenue
Bonds,
1818
Platinum
Triangle-Anaheim,
Mezzanine
Lien
Series
2021B,
4.000%,
4/01/57
4/32
at
100.00
2,121,202
11,580
(c)
CSCDA
Community
Improvement
Authority,
California,
Essential
Housing
Revenue
Bonds,
Acacia
on
Santa
Rosa
Creek,
Mezzanine
Lien
Series
2021B,
4.000%,
10/01/46
10/31
at
100.00
9,097,938
9,000
(c)
CSCDA
Community
Improvement
Authority,
California,
Essential
Housing
Revenue
Bonds,
Altana
Glendale,
Series
2021A-1,
3.500%,
10/01/46
10/31
at
100.00
7,185,563
3,000
(c)
CSCDA
Community
Improvement
Authority,
California,
Essential
Housing
Revenue
Bonds,
Center
City
Anaheim,
Series
2020A,
5.000%,
1/01/54
1/31
at
100.00
2,410,591
Nuveen
California
High
Yield
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
May
31,
2024
(Unaudited)
8
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
Housing/Multifamily
(continued)
$
5,715
(c)
CSCDA
Community
Improvement
Authority,
California,
Essential
Housing
Revenue
Bonds,
Link-Glendale,
Series
2021A-2,
4.000%,
7/01/56
7/31
at
100.00
$
4,191,756
20,010
(c)
CSCDA
Community
Improvement
Authority,
California,
Essential
Housing
Revenue
Bonds,
Moda
at
Monrovia
Station,
Social
Series
2021A-2,
4.000%,
10/01/56
10/31
at
100.00
14,639,044
9,360
(c)
CSCDA
Community
Improvement
Authority,
California,
Essential
Housing
Revenue
Bonds,
Monterrey
Station
Apartments,
Senior
Lien
Series
2021A-
1,
3.125%,
7/01/56
7/32
at
100.00
6,257,421
2,000
(c)
CSCDA
Community
Improvement
Authority,
California,
Essential
Housing
Revenue
Bonds,
Monterrey
Station
Apartments,
Series
2021B,
4.000%,
7/01/58
7/32
at
100.00
1,362,086
4,000
(c)
CSCDA
Community
Improvement
Authority,
California,
Essential
Housing
Revenue
Bonds,
Oceanaire-Long
Beach,
Social
Series
2021A-2,
4.000%,
9/01/56
9/31
at
100.00
3,001,538
2,110
(c)
CSCDA
Community
Improvement
Authority,
California,
Essential
Housing
Revenue
Bonds,
Pasadena
Portfolio
Social
Bond,
Mezzanine
Senior
Series
2021B,
4.000%,
12/01/56
12/31
at
100.00
1,562,214
2,500
(c)
CSCDA
Community
Improvement
Authority,
California,
Essential
Housing
Revenue
Bonds,
Union
South
Bay,
Series
2021A-2,
4.000%,
7/01/56
7/31
at
100.00
1,916,197
2,625
(c)
CSCDA
Community
Improvement
Authority,
California,
Essential
Housing
Revenue
Bonds,
Vineyard
Gardens
Apartments,
Senior
Lien
Series
2021A,
3.250%,
10/01/58
4/32
at
100.00
1,794,097
2,000
(c)
CSCDA
Community
Improvement
Authority,
California,
Essential
Housing
Revenue
Bonds,
Westgate
Phase
1-Pasadena
Apartments,
Mezzanine
Lien
Series
2021B,
4.000%,
6/01/57
6/31
at
100.00
1,217,551
5,050
(c)
CSCDA
Community
Improvement
Authority,
California,
Essential
Housing
Revenue
Bonds,
Westgate
Phase
1-Pasadena
Apartments,
Senior
Lien
Series
2021A-2,
3.125%,
6/01/57
6/31
at
100.00
2,984,028
2,000
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
1,503,817
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
1,376,093
6,155
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
4,237,650
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
1,010,204
315
La
Verne,
California,
Mobile
Home
Park
Revenue
Bonds,
Copacabana
Mobile
Home
Park,
Refunding
Series
2014,
5.000%,
6/15/49
7/24
at
100.00
315,078
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
1,975,006
410
Santa
Clara
County
Housing
Authority,
California,
Multifamily
Housing
Revenue
Bonds,
Blossom
River
Project,
Series
1998A,
6.500%,
9/01/39,
(AMT)
7/24
at
100.00
407,988
455
(c),(e)
Wilson
County
Health
and
Educational
Facilities
Board,
Tennessee,
Senior
Living
Revenue
Bonds,
Rutland
Place
Inc.
Project,
Series
2015A,
4.400%,
1/01/46
7/24
at
100.00
295,750
Total
Housing/Multifamily
190,199,182
Industrials
-
0.0%
2,830
(c),(e)
California
Pollution
Control
Financing
Authority,
Solid
Waste
Disposal
Revenue
Bonds,
Aemerge
Redpak
Services,
LLC.,
Series
2016,
7.000%,
12/01/27,
(AMT)
7/24
at
102.00
95,654
Total
Industrials
95,654
9
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
Long-Term
Care
-
1.6%
California
Statewide
Communities
Development
Authority,
Revenue
Bonds,
899
Charleston
Project,
Refunding
Series
2014A:
$
4,700
(c)
5.000%,
11/01/34
11/24
at
100.00
$
4,486,687
8,825
(c)
5.250%,
11/01/44
11/24
at
100.00
7,917,557
5,385
(c)
5.375%,
11/01/49
11/24
at
100.00
4,757,493
Total
Long-Term
Care
17,161,737
Tax
Obligation/General
-
11.0%
1,115
Denair
Unified
School
District,
Stanislaus
County,
California,
General
Obligation
Bonds,
Series
2002A,
0.000%,
8/01/26
-
FGIC
Insured
No
Opt.
Call
1,025,506
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
1,018,862
650
(d),(g)
Newman-Crows
Landing
Unified
School
District,
Stanislaus
County,
California,
General
Obligation
Bonds,
2008
Election,
Series
2010B,
0.000%,
8/01/49
-
AGM
Insured
No
Opt.
Call
544,678
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
1,031,572
5,000
(d)
Oakland
Unified
School
District,
Alameda
County,
California,
General
Obligation
Bonds,
Election
2020,
Series
2023A,
5.250%,
8/01/48
-
AGM
Insured,
(UB)
8/33
at
100.00
5,530,467
5,000
(d)
Oxnard
School
District,
Ventura
County,
California,
General
Obligation
Bonds,
Election
of
2022
Series
2023A,
4.125%,
8/01/50
-
BAM
Insured,
(UB)
8/33
at
100.00
4,891,637
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
914,958
9,470
(d)
Pittsburg
Unified
School
District,
Contra
Costa
County,
California,
General
Obligation
Bonds,
Refunding
Series
2016,
4.000%,
8/01/44,
(UB)
8/26
at
100.00
9,126,130
Puerto
Rico,
General
Obligation
Bonds,
Restructured
Series
2022A-1:
2,000
0.000%,
7/01/33
7/31
at
89.94
1,328,259
11,187
4.000%,
7/01/41
7/31
at
103.00
10,398,827
14,952
4.000%,
7/01/46
7/31
at
103.00
13,523,130
5,750
(d)
San
Diego
Public
Facilities
Financing
Authority,
California,
Lease
Revenue
Bonds,
Capital
Improvement
Projects,
Series
2021A,
4.000%,
10/15/50,
(UB)
10/30
at
100.00
5,597,334
10,000
(d)
San
Diego
Unified
School
District,
San
Diego
County,
California,
General
Obligation
Bonds,
Election
of
2012
Series
2017I,
4.000%,
7/01/47,
(UB)
7/27
at
100.00
9,782,491
5,000
(d)
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)
8/32
at
100.00
4,869,369
Santa
Ana
Unified
School
District,
Orange
County,
California,
General
Obligation
Bonds,
2018
Election
Series
2022C:
3,045
(d)
4.000%,
8/01/44,
(UB)
8/32
at
100.00
3,053,991
5,680
(d)
4.000%,
8/01/45,
(UB)
8/32
at
100.00
5,685,039
17,585
(d)
4.250%,
8/01/50,
(UB)
8/32
at
100.00
17,677,070
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
382,998
12,460
(d)
Washington
Township
Health
Care
District,
Alameda
County,
California,
General
Obligation
Bonds,
2012
Election
Series
2015B,
4.000%,
8/01/45,
(UB)
8/25
at
100.00
11,614,226
10,100
(d)
West
Contra
Costa
Unified
School
District,
Contra
Costa
County,
California,
General
Obligation
Bonds,
Election
2012,
Series
2015B,
4.000%,
8/01/54,
(UB)
8/25
at
100.00
9,572,869
Total
Tax
Obligation/General
117,569,413
Nuveen
California
High
Yield
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
May
31,
2024
(Unaudited)
10
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
Tax
Obligation/Limited
-
31.9%
$
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
$
1,003,864
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
802,215
1,250
5.000%,
9/01/53
9/29
at
103.00
1,162,232
Anaheim
Public
Financing
Authority,
California,
Lease
Revenue
Bonds,
Public
Improvement
Project,
Series
1997C:
330
0.000%,
9/01/28
-
AGM
Insured
No
Opt.
Call
284,206
240
0.000%,
9/01/30
-
AGM
Insured
No
Opt.
Call
192,591
4,475
0.000%,
9/01/34
-
AGM
Insured
No
Opt.
Call
3,069,732
1,985
0.000%,
9/01/35
-
AGM
Insured
No
Opt.
Call
1,306,007
2,580
Beaumont
Financing
Authority,
California,
Local
Agency
Revenue
Bonds,
Improvement
Area
7A-1,
Series
2015A,
5.000%,
9/01/45
9/25
at
100.00
2,589,968
Beaumont
Unified
School
District,
California,
Special
Tax
Bonds,
Community
Facilities
District
2020-1,
Improvement
Area
2
Series
2023:
660
5.000%,
9/01/48
9/29
at
103.00
659,147
875
5.000%,
9/01/53
9/29
at
103.00
863,792
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
305,231
400
5.000%,
9/01/49
9/25
at
103.00
404,914
1,115
Beaumont,
California,
Special
Tax
Bonds,
Community
Facilities
District
93-1
Improvement
Area
17C,
Series
2018,
5.000%,
9/01/48
9/25
at
103.00
1,128,994
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
1,917,935
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
1,270,473
1,700
Brentwood
Infrastructure
Financing
Authority,
California,
Infrastructure
Revenue
Bonds,
Refunding
Subordinated
Series
2014B,
5.000%,
9/02/36
9/24
at
100.00
1,702,485
4,095
California
Community
College
Financing
Authority,
Lease
Revenue
Bonds,
Refunding
Series
2003,
0.000%,
6/01/33
-
AMBAC
Insured
No
Opt.
Call
2,769,874
1,070
California
Municipal
Finance
Authority,
5.000%,
9/01/49
,
(WI/DD)
9/31
at
103.00
1,071,986
California
Municipal
Finance
Authority,
Special
Tax
Revenue
Bonds,
Bold
Program,
Series
2021A:
1,095
4.000%,
9/01/46
9/28
at
103.00
952,242
1,505
4.000%,
9/01/51
9/28
at
103.00
1,263,031
3,990
California
Municipal
Finance
Authority,
Special
Tax
Revenue
Bonds,
Bold
Program,
Series
2022C,
6.250%,
9/01/52
9/29
at
103.00
4,208,550
3,000
California
Municipal
Finance
Authority,
Special
Tax
Revenue
Bonds,
Bold
Program,
Series
2022D,
6.125%,
9/01/52
9/29
at
103.00
3,125,487
1,000
California
Municipal
Finance
Authority,
Special
Tax
Revenue
Bonds,
Bold
Program,
Series
2024A,
5.125%,
9/01/54
9/30
at
103.00
1,000,967
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
1,048,490
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
2,177,662
California
Municipal
Finance
Authority,
Special
Tax
Revenue
Bonds,
Community
Facilities
District
2023-11
Improvement
Area
A
Hesperia
Silverwood,
Series
2024:
340
5.000%,
9/01/49
,
(WI/DD)
9/31
at
103.00
335,859
800
5.000%,
9/01/54
,
(WI/DD)
9/31
at
103.00
787,594
California
Municipal
Finance
Authority,
Special
Tax
Revenue
Bonds,
Community
Facilities
District
2023-5,
Improvement
Area
1
Series
2023:
400
5.250%,
9/01/43
9/30
at
103.00
405,792
1,060
5.625%,
9/01/53
9/30
at
103.00
1,085,285
345
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
348,484
11
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
Tax
Obligation/Limited
(continued)
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
7/24
at
100.00
$
1,000,736
2,000
5.125%,
9/01/42
7/24
at
100.00
2,000,809
3,420
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
3,454,883
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
2,528,316
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
3,032,067
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
5,323,965
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
1,185,036
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
341,192
California
Statewide
Communities
Development
Authority,
Special
Tax
Bonds,
Community
Facilities
District
2020-02
Improvement
Area
3
Atwell,
Series
2024:
475
5.000%,
9/01/49
9/30
at
103.00
473,232
650
5.000%,
9/01/54
9/30
at
103.00
643,878
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
1,647,796
2,000
California
Statewide
Communities
Development
Authority,
Special
Tax
Bonds,
Community
Facilities
District
2021-02
Citro,
Series
2023,
5.000%,
9/01/53
9/30
at
103.00
2,034,802
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
1,616,512
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
3,551,191
1,120
5.000%,
9/02/40
9/25
at
100.00
1,126,573
480
California
Statewide
Communities
Development
Authority,
Statewide
Community
Infrastructure
Program
Revenue
Bonds,
Series
2011A,
8.000%,
9/02/41
6/24
at
100.00
455,941
2,275
California
Statewide
Communities
Development
Authority,
Statewide
Community
Infrastructure
Program
Revenue
Bonds,
Series
2014A,
5.000%,
9/02/43
7/24
at
100.00
2,275,622
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
2,061,763
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
2,259,204
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
1,722,691
3,310
5.000%,
9/02/46
9/26
at
100.00
3,330,343
480
California
Statewide
Communities
Development
Authority,
Statewide
Community
Infrastructure
Program
Revenue
Bonds,
Series
2017A,
5.000%,
9/02/46
9/27
at
100.00
485,189
Nuveen
California
High
Yield
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
May
31,
2024
(Unaudited)
12
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
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
$
381,882
920
California
Statewide
Communities
Development
Authority,
Statewide
Community
Infrastructure
Program
Revenue
Bonds,
Series
2018B,
5.000%,
9/02/48
9/28
at
100.00
928,027
725
California
Statewide
Communities
Development
Authority,
Statewide
Community
Infrastructure
Program
Revenue
Bonds,
Series
2019C,
5.000%,
9/02/44
9/29
at
100.00
733,552
850
California
Statewide
Communities
Development
Authority,
Statewide
Community
Infrastructure
Program
Revenue
Bonds,
Series
2020A,
4.000%,
9/02/50
9/30
at
100.00
694,424
California
Statewide
Communities
Development
Authority,
Statewide
Community
Infrastructure
Program
Revenue
Bonds,
Series
2022C:
1,495
5.125%,
9/02/42
9/32
at
100.00
1,482,488
1,990
5.375%,
9/02/52
9/32
at
100.00
1,978,116
3,965
California
Statewide
Communities
Development
Authority,
Statewide
Infrastructure
Program
Revenue
Bonds,
Series
2020C,
4.000%,
9/02/40
9/30
at
100.00
3,462,158
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
738,485
740
Chino,
California,
Special
Tax
Bonds,
Community
Facilities
District
2003-3
Improvement
Area
10,
Series
2024.,
5.000%,
9/01/54
9/31
at
103.00
740,493
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
913,063
1,115
5.000%,
9/01/48
9/25
at
103.00
1,128,994
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
322,976
Compton
Public
Finance
Authority,
California,
Lease
Revenue
Bonds,
Refunding
&
Various
Capital
Projects,
Series
2008:
410
5.250%,
9/01/27
-
AMBAC
Insured
7/24
at
100.00
410,265
210
5.000%,
9/01/32
-
AMBAC
Insured
7/24
at
100.00
210,041
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
688,849
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
2,192,191
1,250
5.000%,
9/01/48
9/24
at
103.00
1,264,871
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
350,382
Dixon,
California,
Special
Tax
Bonds,
Community
Facilities
District
2019-1
Homestead,
Improvement
Area
2,
Series
2024:
625
5.000%,
9/01/46
,
(WI/DD)
9/31
at
103.00
632,190
1,000
5.000%,
9/01/54
,
(WI/DD)
9/31
at
103.00
1,002,257
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
1,024,182
1,000
5.500%,
9/01/51
9/29
at
103.00
1,018,621
1,250
Dublin
Community
Facilities
District
2015-1
Dublin
Crossing,
California,
Special
Tax
Bonds,  Improvement
Area
5,
Series
2023,
5.375%,
9/01/51
9/29
at
103.00
1,261,251
6,300
Dublin
Community
Facilities
District
2015-1
Dublin
Crossing,
California,
Special
Tax
Bonds,
Improvement  Area
2,
Series
2019,
5.000%,
9/01/39
9/26
at
103.00
6,515,473
250
El
Dorado
County,
California,
Special
Tax
Bonds,
Community
Facilities
District
2005-2,
Series
2006,
5.100%,
9/01/36
9/24
at
100.00
250,648
Elsinore
Valley
Municipal
Water
District,
California,
Special
Tax
Bonds,
Community
Facilities
District
2020-1
Horsethief
Area
1A,
Series
2021A:
1,685
(c)
4.000%,
9/01/41
9/28
at
103.00
1,488,329
1,245
(c)
4.000%,
9/01/51
9/28
at
103.00
1,013,306
13
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
Tax
Obligation/Limited
(continued)
Elsinore
Valley
Municipal
Water
District,
California,
Special
Tax
Bonds,
Community
Facilities
District
2020-1
Horsethief
Improvement
Area
2A,
Series
2021A:
$
1,565
(c)
4.000%,
9/01/41
9/28
at
103.00
$
1,382,335
2,325
(c)
4.000%,
9/01/51
9/28
at
103.00
1,895,203
430
Fairfield,
California,
Special
Tax
Bonds,
Community
Facilities
District
2007-
1
Fairfield
Commons
Project,
Series
2008,
6.875%,
9/01/38
9/24
at
100.00
433,023
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
1,260,754
1,300
5.125%,
9/01/52
9/29
at
103.00
1,301,549
1,075
Folsom
Ranch
Financing
Authority,
California,
Special
Tax
Revenue
Bonds,
Folsom
Community
Facilities
District
23
Folsom
Ranch
Improvement
Area
1,
Series
2020,
4.000%,
9/01/45
9/27
at
103.00
915,048
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
3,960,321
Folsom
Ranch
Financing
Authority,
California,
Special
Tax
Revenue
Bonds,
Folsom
Community
Facilities
District
23
Folsom
Ranch
Improvement
Area
2,
Series
2024:
400
5.000%,
9/01/49
9/30
at
103.00
397,379
460
5.000%,
9/01/53
9/30
at
103.00
455,491
1,000
Folsom
Ranch
Financing
Authority,
California,
Special
Tax
Revenue
Bonds,
Series
2022,
5.000%,
9/01/52
9/29
at
103.00
1,000,867
Folsom,
California,
Special
Tax
Bonds,
Community
Facilities
District
16
Islands
at
Parkshore
Improvement
Area
1,
Series
2018:
500
4.000%,
9/01/43
7/24
at
103.00
448,871
1,545
4.000%,
9/01/48
7/24
at
103.00
1,327,530
Fontana,
California,  Special
Tax
Bonds,
Community
Facilities
District
106,
Mountain
View,
Series
2022:
375
4.250%,
9/01/38
9/29
at
103.00
362,354
500
4.500%,
9/01/43
9/29
at
103.00
478,781
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
4,155,899
Hemet
Unified
School
District,
Riverside
County,
California,
Special
Tax
Bonds,
Community
Facilities
District
2021-7,
Series
2023:
1,000
5.000%,
9/01/43
9/30
at
103.00
1,020,642
1,000
5.000%,
9/01/53
9/30
at
103.00
994,732
375
HTA
Claas
6,
Puerto
Rico
Highway
and
Transportation
Authority
Highway
Revenue
Bonds,
Series
2022,
5.250%,
7/01/38
6/24
at
100.00
375,275
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
1,041,483
155
Indio
Redevelopment
Agency,
California,
Tax
Allocation
Bonds,
Merged
Area
Redevelopment
Project,
Subordinate
Lien
Refunding
Series
2008A,
5.250%,
8/15/28
7/24
at
100.00
155,305
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
500,874
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
3,393,059
1,220
Lake
Elsinore
Unified
School
District,
California,
Special
Tax
Bonds,
Community
Facilities
District
2004-2,
Series
2005,
5.350%,
9/01/35
9/24
at
100.00
1,224,064
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
879,691
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
428,276
600
Lammersville
Joint
Unified
School
District,
San
Joaquin
County,
California,
Special
Tax
Bonds,
Community
Facilities
District
2014-1
Improvement
Area
1
Mountain
House
School
Facilities,
Series
2017,
5.000%,
9/01/47
9/27
at
100.00
604,144
Nuveen
California
High
Yield
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
May
31,
2024
(Unaudited)
14
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
Tax
Obligation/Limited
(continued)
Lathrop,
California,
Special
Tax
Bonds,
Community
Facilities
District
2018-
1
Central
Lathrop
Specific
Plan
Improvement
Areas
5,
Series
2019:
$
595
5.650%,
9/01/38
9/26
at
103.00
$
602,900
945
5.750%,
9/01/43
9/26
at
103.00
950,807
Lee
Lake
Public
Financing
Authority,
California,
Junior
Lien
Revenue
Bonds,
Series
2013B:
775
5.125%,
9/01/28
7/24
at
100.00
775,515
390
5.250%,
9/01/32
7/24
at
100.00
390,337
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
926,140
1,815
5.000%,
9/01/43
9/24
at
100.00
1,816,448
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
1,753,942
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
8,403,959
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
1,388,690
450
Marina
Redevelopment
Agency
Successor
Agency,
California,
Housing
Tax
Allocation
Bonds,
Series
2018B,
5.000%,
9/01/38
9/25
at
103.00
462,174
3,000
Matching
Fund
Special
Purpose
Securitization
Corporation,
Virgin
Islands,
Revenue
Bonds,
Series
2022A,
5.000%,
10/01/39
10/32
at
100.00
3,113,509
Menifee
Union
School
District,
Riverside
County,
California,
Special
Tax
Bonds,
Community
Facilities
District
2006-1,
Series
2014:
500
4.125%,
9/01/39
9/24
at
100.00
474,473
500
4.250%,
9/01/44
9/24
at
100.00
460,234
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
433,245
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
1,339,076
2,000
5.250%,
9/01/52
9/29
at
103.00
2,024,401
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
1,010,500
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
2,003,102
500
4.250%,
9/01/44
9/24
at
100.00
462,054
1,000
5.000%,
9/01/44
9/24
at
100.00
1,000,918
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
931,242
750
Menifee,
California,
Special
Tax
Bonds,
Community
Facilities
District
2021-
1,
Banner
Park
Series
2023A,
5.000%,
9/01/53
9/29
at
103.00
740,393
Menifee,
California,
Special
Tax
Bonds,
Community
Facilities
District
2022-
1,
Quartz
Ranch
Series
2023A:
700
5.000%,
9/01/48
9/30
at
103.00
705,168
1,000
5.000%,
9/01/53
9/30
at
103.00
994,732
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
836,904
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
978,458
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
962,765
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
836,144
15
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
Tax
Obligation/Limited
(continued)
Northstar
Community
Services
District,
California,
Special
Tax
Bonds,
Community
Facilities
District
1,
Refunding
Series
2005:
$
980
(e)
1.908%,
9/01/28
9/24
at
100.00
$
254,925
2,927
(e)
1.943%,
9/01/36
9/24
at
100.00
760,912
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
1,275,993
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
1,211,161
845
Ontario,
California,
Special
Tax
Bonds,
Community
Facilities
District
55
Parklane
Facilities,
Series
2022,
5.000%,
9/01/53
9/29
at
103.00
835,445
Orange
County,
California,
Special
Tax
Bonds,
Community
Facilities
District
2021-1
Rienda,
Series
2022A:
350
5.000%,
8/15/42
8/29
at
103.00
355,960
3,400
5.000%,
8/15/47
8/29
at
103.00
3,409,905
500
Orange
County,
California,
Special
Tax
Bonds,
Community
Facilities
District
2023-1
Rienda
Phase
2B,
Series
2023A,
5.500%,
8/15/53
8/31
at
102.00
509,202
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
284,364
1,340
4.000%,
9/01/51
9/28
at
103.00
1,112,515
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
962,007
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
2,645,747
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
2,981,162
Puerto
Rico
Sales
Tax
Financing
Corporation,
Sales
Tax
Revenue
Bonds,
Taxable
Restructured
Cofina
Project
Series
2019A-2:
4,645
4.329%,
7/01/40
7/28
at
100.00
4,630,466
2,610
4.536%,
7/01/53
7/28
at
100.00
2,506,451
2,670
4.784%,
7/01/58
7/28
at
100.00
2,646,383
1,200
Rancho
Cardova,
California,
Special
Tax
Bonds,
Community
Facilities
District
2005-1
Sunridge
North
Douglas
Series
2015,
5.000%,
9/01/40
9/25
at
100.00
1,207,750
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
1,608,581
Rancho
Cordova,
California,
Special
Tax
Bonds,
Community
Facilities
District
2022-1
Arista
Del
Sol,
Improvement
Area
1
Series
2023:
250
5.000%,
9/01/38
9/29
at
103.00
255,159
525
5.125%,
9/01/43
9/29
at
103.00
532,505
1,300
5.375%,
9/01/53
9/29
at
103.00
1,317,238
1,400
Rancho
Mirage,
California,
Special
Tax
Bonds,
Community
Facilities
District
5
Section
31,
Improvement
Area
1
Series
2024A,
5.000%,
,
(WI/
DD)
No
Opt.
Call
1,402,044
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
1,444,741
1,260
0.000%,
7/15/31
-
AMBAC
Insured
No
Opt.
Call
964,899
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
1,195,333
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
1,185,664
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
981,635
1,525
5.250%,
9/01/47
9/29
at
103.00
1,521,776
2,015
5.000%,
9/01/52
9/29
at
103.00
1,888,774
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
830,679
Nuveen
California
High
Yield
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
May
31,
2024
(Unaudited)
16
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
Tax
Obligation/Limited
(continued)
$
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
$
1,198,145
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
2,119,907
870
Riverside
County,
California,
Special
Tax
Bonds,
Community
Facilities
District
04-2
Lake
Hill
Crest,
Series
2012,
5.000%,
9/01/35
9/24
at
100.00
872,506
660
Riverside
County,
California,
Special
Tax
Bonds,
Community
Facilities
District
05-8
Scott
Road,
Series
2013,
5.000%,
9/01/32
9/24
at
100.00
661,901
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
1,013,186
535
5.000%,
9/01/45
9/27
at
100.00
540,208
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
673,607
1,155
0.000%,
9/01/35
-
NPFG
Insured
No
Opt.
Call
741,698
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
823,425
935
Rohnert
Park
Community
Development
Agency,
California,
Tax
Allocation
Bonds,
Series
1999,
0.000%,
8/01/33
No
Opt.
Call
652,003
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
7/24
at
100.00
2,635,554
Roseville,
California,
Special
Tax
Bonds,
Community
Facilities
District
1
Creekview
Improvement
Area
2,
Series
2023:
480
5.000%,
9/01/43
9/29
at
103.00
478,735
1,500
5.250%,
9/01/53
9/29
at
103.00
1,490,089
1,050
Roseville,
California,
Special
Tax
Bonds,
Community
Facilities
District
1
Hewlett
Parkard
Campus
Oaks,
Series
2016,
5.500%,
9/01/46
9/26
at
100.00
1,063,258
Roseville,
California,
Special
Tax
Bonds,
Community
Facilities
District
1
Ranch
at
Sierra
Vista,
Public
Facilities
Series
2023:
1,000
5.000%,
9/01/43
9/30
at
103.00
1,012,415
1,150
5.000%,
9/01/53
9/30
at
103.00
1,128,401
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
559,207
1,100
Roseville,
California,
Special
Tax
Bonds,
Community
Facilities
District
1
Westbrook,
Series
2014,
5.000%,
9/01/34
9/24
at
100.00
1,102,041
1,500
(c)
Roseville,
California,
Special
Tax
Bonds,
Community
Facilities
District
5
Fiddyment
Ranch
Public
Facilities,
Series
2017,
5.000%,
9/01/47
9/27
at
100.00
1,506,334
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
2,707,354
230
Sabal
Palm
Community
Development
District,
Florida,
Special
Assessment
Bonds,
Series
2016,
5.500%,
11/01/46
11/26
at
100.00
231,858
1,510
(c),(d)
Sacramento
City
Financing
Authority
California,
Lease
Revenue
Bonds,
Master
Lease
Program
Facilities
Projects,
Tender
Option
Bond
Trust
2016-
XG0100,
9.647%,
12/01/33
-
AMBAC
Insured,
(IF)
No
Opt.
Call
2,382,303
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
3,207,789
4,435
0.000%,
12/01/32
-
FGIC
Insured
No
Opt.
Call
3,172,721
265
Sacramento,
California,
Special
Tax
Bonds,
Community
Facilities
District
05-1
College
Square,
Series
2007,
5.900%,
9/01/37
9/24
at
100.00
266,145
1,600
(c)
Sacramento,
California,
Special
Tax
Bonds,
Community
Facilities
District
2018-01
Railyards,
Improvements
Series
2022,
5.375%,
9/01/52
9/29
at
103.00
1,615,676
Sacramento,
California,
Special
Tax
Bonds,
North
Natomas
Community
Facilities
District
7,
Series
2017-01:
710
(c)
5.000%,
9/01/37
9/24
at
103.00
728,453
1,900
(c)
5.000%,
9/01/47
9/24
at
103.00
1,916,533
428
(e)
Saint
Louis,
Missouri,
Tax
Increment
Financing
Revenue
Bonds,
Grace
Lofts
Redevelopment
Projects,
Series
2007A,
2.100%,
12/31/26
No
Opt.
Call
18,832
17
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
Tax
Obligation/Limited
(continued)
$
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
$
1,320,656
360
San
Bernardino
County
Financing
Authority,
California,
Revenue
Bonds,
Courthouse
Facilities
Project,
Series
2007,
5.500%,
6/01/37
-
NPFG
Insured
No
Opt.
Call
361,436
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
553,022
San
Francisco
City
and
County
Infrastructure
and
Revitalization
Financing
District
1
Treasure
Island,
California,
Tax
Increment
Revenue
Bonds,
Facilities
Increment
Series
2023A:
905
(c)
5.000%,
9/01/43
9/33
at
100.00
855,626
1,525
(c)
5.500%,
9/01/53
9/33
at
100.00
1,472,417
1,500
(c)
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
9/32
at
100.00
1,367,811
830
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
830,719
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
1,250,876
12,610
(c)
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
7/24
at
38.97
4,897,455
1,450
(c)
San
Francisco
City
and
County
Special
Tax
District
2020-1,
California,
Special
Tax
Bonds,
Mission
Rock
Facilities
and
Services,
Series
2023B,
5.750%,
9/01/53
9/30
at
103.00
1,463,918
1,000
(c)
San
Francisco
City
and
County
Special
Tax
District
2020-1,
California,
Special
Tax
Bonds,
Mission
Rock
Facilities
and
Services,
Shoreline
Tax
Zone
1
Series
2023C,
5.750%,
9/01/53
9/30
at
103.00
1,009,599
11,755
(d)
San
Francisco
City
and
County,
California,
Certificates
of
Participation,
49
South
Van
Ness
Avenue
Project,
Green
Series
2019A,
4.000%,
4/01/45,
(UB)
4/27
at
100.00
11,434,013
3,900
(c)
San
Francisco
City
and
County,
California,
Development
Special
Tax
Bonds,
Mission
Rock
Facilities
and
Services
Special
Tax
District
2020-1,
Series
2021C,
4.000%,
9/01/51
9/28
at
103.00
3,135,895
San
Francisco
City
and
County,
California,
Special
Tax
Bonds,
Community
Facilities
District
2014-1
Transbay
Transit
Center,
Green
Series
2022A:
1,000
(d)
5.000%,
9/01/42,
(UB)
9/32
at
100.00
1,045,561
1,735
(d)
5.000%,
9/01/47,
(UB)
9/32
at
100.00
1,791,038
1,150
(d)
5.000%,
9/01/52,
(UB)
9/32
at
100.00
1,175,965
2,900
San
Francisco
City
and
County,
California,
Special
Tax
Bonds,
Community
Facilities
District
2016-1
Treasure
Island
Improvement
Area
1,
Series
2020,
4.000%,
9/01/50
9/27
at
103.00
2,463,455
San
Francisco
City
and
County,
California,
Special
Tax
Bonds,
Community
Facilities
District
2016-1
Treasure
Island
Improvement
Area
2,
Series
2023A:
965
(c)
5.250%,
9/01/48
9/30
at
103.00
925,505
2,050
(c)
5.500%,
9/01/53
9/30
at
103.00
2,004,875
Santa
Ana
Financing
Authority,
California,
Lease
Revenue
Bonds,
Police
Administration
and
Housing
Facility,
Series
1994A:
55
6.250%,
7/01/24
No
Opt.
Call
55,094
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
4,898,891
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
1,351,597
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
4,838,881
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
7/24
at
100.00
4,002,378
Nuveen
California
High
Yield
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
May
31,
2024
(Unaudited)
18
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
Tax
Obligation/Limited
(continued)
$
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
$
2,009,889
1,045
(c)
Temecula
Public
Financing
Authority,
California,
Special
Tax
Bonds,
Community
Facilities
District
16-01,
Series
2017,
6.250%,
9/01/47
9/27
at
100.00
1,084,996
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
1,756,243
400
Temecula
Valley
Unified
School
District,
Riverside
County,
California,
Special
Tax
Bonds,
Community
Facilities
District
2011-1,
Series
2014,
4.250%,
9/01/44
9/24
at
100.00
366,258
1,195
Tracy,
California,
Special
Tax
Bonds,
Community
Facilities
District
2016-1
Tracy
Hills,  Improvement
Area
1,
Series
2019,
5.000%,
9/01/49
9/25
at
103.00
1,196,462
2,700
Tracy,
California,
Special
Tax
Bonds,
Community
Facilities
District
2016-1
Tracy
Hills,  Improvement
Area
2,
Series
2023,
5.875%,
9/01/53
9/29
at
103.00
2,818,095
1,000
Val
Verde
Unified
School
District,
California,
Special
Tax
Bonds,
Community
Facilities
District
2018-2,
Stratford
Improvement
Area
2
Series
2023,
5.000%,
9/01/54
9/29
at
103.00
987,530
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
6/24
at
100.00
700,121
1,000
(c)
Virgin
Islands
Public
Finance
Authority,
Gross
Receipts
Taxes
Loan
Note,
Refunding
Series
2014C,
5.000%,
10/01/39
10/24
at
100.00
936,766
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
355,491
785
5.250%,
9/01/45
9/25
at
100.00
791,321
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
2,832,342
5,605
West
Sacramento,
California,
Special
Tax
Bonds,
Community
Facilities
District
27
Bridge
District,
Series
2017,
5.000%,
9/01/47
9/27
at
100.00
5,623,664
1,890
Westside
Union
School
District,
California,
Special
Tax
Bonds,
Community
Facilities
District
2016-1
Improvement
Area
B,
Series
2023,
5.250%,
9/01/52
9/29
at
103.00
1,831,457
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
1,456,010
1,855
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
1,658,411
290
(e)
Yorkville
United
City
Business
District,
Illinois,
Storm
Water
and
Water
Improvement
Project
Revenue
Bonds,
Series
2007,
4.800%,
1/01/27
6/24
at
100.00
121,800
Total
Tax
Obligation/Limited
342,068,723
Transportation
-
9.7%
7,000
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
6,955,336
10,845
(d)
Foothill/Eastern
Transportation
Corridor
Agency,
California,
Toll
Road
Revenue
Bonds,
Refunding
Senior
Lien
Series
2021A,
4.000%,
1/15/46,
(UB)
1/31
at
100.00
10,279,538
5,000
Foothill/Eastern
Transportation
Corridor
Agency,
California,
Toll
Road
Revenue
Bonds,
Refunding
Series
2013A,
0.000%,
1/15/37
-
AGM
Insured
No
Opt.
Call
3,035,287
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
2,351,118
Guam
Port
Authority,
Port
Revenue
Bonds,
Private
Activity
Series
2018B:
250
5.000%,
7/01/36,
(AMT)
7/28
at
100.00
257,278
400
5.000%,
7/01/37,
(AMT)
7/28
at
100.00
410,366
10,000
(d)
Los
Angeles
Department
of
Airports,
California,
Revenue
Bonds,
Los
Angeles
International
Airport,
Subordinate
Lien
Series
2018C,
5.000%,
5/15/44,
(AMT),
(UB)
11/27
at
100.00
10,134,981
19
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
Transportation
(continued)
San
Diego
County
Regional
Airport
Authority,
California,
Airport
Revenue
Bonds,
International
Senior
Series
2023B:
$
6,680
5.000%,
7/01/53,
(AMT)
7/33
at
100.00
$
6,884,178
10,000
(d)
5.250%,
7/01/58,
(AMT),
(UB)
7/33
at
100.00
10,477,064
San
Diego
County
Regional
Airport
Authority,
California,
Airport
Revenue
Bonds,
Subordinate
Series
2021B:
5,000
(d)
5.000%,
7/01/51,
(AMT),
(UB)
7/31
at
100.00
5,114,060
13,330
5.000%,
7/01/56,
(AMT)
7/31
at
100.00
13,623,760
20,000
(d)
San
Francisco
Airport
Commission,
California,
Revenue
Bonds,
San
Francisco
International
Airport,
Refunding
Second
Series
2023C,
5.750%,
5/01/48,
(AMT),
(UB)
5/33
at
100.00
22,051,300
5,165
(d)
San
Francisco
Airports
Commission,
California,
Revenue
Bonds,
San
Francisco
International
Airport,
Second
Series
2018D,
5.000%,
5/01/48,
(AMT),
(UB)
5/28
at
100.00
5,210,614
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
201,164
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
38,358
6,650
(d)
San
Jose,
California,
Airport
Revenue
Bonds,
Refunding
Series
2017A,
4.000%,
3/01/42
-
BAM
Insured,
(AMT),
(UB)
3/27
at
100.00
6,319,764
1,200
(c)
West
Indian
Company
Limited,
Virgin
Islands,
Port
Facilities
Revenue
Bonds,
WICO
Financing,
Series
2022B,
6.500%,
4/01/52,
(AMT)
10/29
at
104.00
1,152,258
Total
Transportation
104,496,424
U.S.
Guaranteed
-
0.2%
(h)
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
1,563,519
California
School
Finance
Authority,
California,
Charter
School
Revenue
Bonds,
Aspire
Public
Schools,
Refunding
Series
2016:
40
(c)
5.000%,
8/01/46,
(Pre-refunded
8/01/25)
8/25
at
100.00
40,700
California
School
Finance
Authority,
Charter
School
Revenue
Bonds,
Community
High
School
Foundation
Inc,
Series
2017:
265
(c)
5.000%,
6/01/37,
(Pre-refunded
6/01/27)
6/27
at
100.00
274,322
265
(c)
5.000%,
6/01/47,
(Pre-refunded
6/01/27)
6/27
at
100.00
274,323
Santa
Ana
Financing
Authority,
California,
Lease
Revenue
Bonds,
Police
Administration
and
Housing
Facility,
Series
1994A:
55
6.250%,
7/01/24,
(ETM)
No
Opt.
Call
55,093
Total
U.S.
Guaranteed
2,207,957
Utilities
-
17.3%
27,110
(d)
California
Community
Choice
Financing
Authority,
Clean
Energy
Project
Revenue
Bonds,
Green
Series
2021B-1,
4.000%,
2/01/52,
(Mandatory
Put
8/01/31),
(UB)
5/31
at
100.63
26,915,624
17,780
(d)
California
Community
Choice
Financing
Authority,
Clean
Energy
Project
Revenue
Bonds,
Green
Series
2023F,
5.500%,
10/01/54,
(Mandatory
Put
11/01/30),
(UB)
8/30
at
100.12
19,232,374
44,950
(d)
California
Community
Choice
Financing
Authority,
Clean
Energy
Project
Revenue
Bonds,
Green
Series
2023G,
5.250%,
11/01/54,
(Mandatory
Put
4/01/30),
(UB)
1/30
at
100.19
47,775,143
50,000
(d)
California
Community
Choice
Financing
Authority,
Clean
Energy
Project
Revenue
Bonds,
Green
Series
2024A,
5.000%,
5/01/54,
(Mandatory
Put
4/01/32),
(UB)
1/32
at
100.21
52,978,090
1,100
(c)
California
Pollution
Control
Financing
Authority
Water
Furnishing
Revenue
Bonds
(Poseidon
Resources
(Channelside)
LP
Desalination
Project),
Series
2023
(AMT),
5.000%,
11/21/45,
(AMT)
7/33
at
100.00
1,139,749
25
Long
Beach
Bond
Finance
Authority,
California,
Natural
Gas
Purchase
Revenue
Bonds,
Series
2007A,
5.500%,
11/15/28
No
Opt.
Call
26,044
50
M-S-R
Energy
Authority,
California,
Gas
Revenue
Bonds,
Citigroup
Prepay
Contracts,
Series
2009A,
6.500%,
11/01/39
No
Opt.
Call
61,889
Nuveen
California
High
Yield
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
May
31,
2024
(Unaudited)
20
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
Utilities
(continued)
$
360
Pico
Rivera
Water
Authority,
California,
Revenue
Bonds,
Refunding
Water
System
Project,
Series
1999A,
5.500%,
5/01/29
-
NPFG
Insured
No
Opt.
Call
$
374,206
3,000
(c)
Puerto
Rico
Aqueduct
and
Sewerage
Authority,
Revenue
Bonds,
Refunding
Senior
Lien
Series
2020A,
5.000%,
7/01/47
7/30
at
100.00
3,031,158
5
(c)
Puerto
Rico
Aqueduct
and
Sewerage
Authority,
Revenue
Bonds,
Refunding
Senior
Lien
Series
2021B,
5.000%,
7/01/37
7/31
at
100.00
5,205
8,000
(e)
Puerto
Rico
Electric
Power
Authority,
Power
Revenue
Bonds,
Federally
Taxable
Build
America
Bonds,
Series
2010YY,
6.125%,
7/01/40
7/24
at
100.00
2,917,840
1,140
Puerto
Rico
Electric
Power
Authority,
Power
Revenue
Bonds,
Refunding
National
Series
2007VV,
5.250%,
7/01/34
-
NPFG
Insured
No
Opt.
Call
1,125,920
Puerto
Rico
Electric
Power
Authority,
Power
Revenue
Bonds,
Refunding
Series
2010DDD:
1,000
(e)
5.000%,
1/01/24
No
Opt.
Call
364,730
Puerto
Rico
Electric
Power
Authority,
Power
Revenue
Bonds,
Series
2010AAA:
3,000
(e)
5.250%,
7/01/27
7/24
at
100.00
1,094,190
1,020
(e)
5.250%,
7/01/31
7/24
at
100.00
372,025
Puerto
Rico
Electric
Power
Authority,
Power
Revenue
Bonds,
Series
2010ZZ:
275
(e)
5.250%,
7/01/25
7/24
at
100.00
100,301
1,000
(e)
5.250%,
7/01/26
7/24
at
100.00
364,730
Puerto
Rico
Electric
Power
Authority,
Power
Revenue
Bonds,
Series
2013A:
2,925
(e)
5.050%,
1/01/24
7/23
at
100.00
1,066,835
1,415
(e)
4.800%,
7/01/29
7/24
at
100.00
516,093
2,000
(e)
Puerto
Rico
Electric
Power
Authority,
Power
Revenue
Bonds,
Taxable
Series
2010BBB,
5.400%,
7/01/28
7/24
at
100.00
729,460
25
(e)
Puerto
Rico
Electric
Power
Authority,
Revenue
Bonds,
Refunding
Series
2005SS,
4.625%,
7/01/30
7/24
at
100.00
9,118
85
(e)
Puerto
Rico
Electric
Power
Authority,
Revenue
Bonds,
Series
2003NN,
5.500%,
1/31/24
No
Opt.
Call
31,002
1,950
(e)
Puerto
Rico
Electric
Power
Authority,
Revenue
Bonds,
Series
2007TT,
5.000%,
7/01/32
7/24
at
100.00
711,224
Puerto
Rico
Electric
Power
Authority,
Revenue
Bonds,
Series
2008WW:
915
(e)
5.375%,
1/01/24
0
at
100.00
333,728
1,000
(e)
5.250%,
7/01/33
7/24
at
100.00
364,730
295
(e)
5.500%,
7/01/38
7/24
at
100.00
107,595
500
(e)
Puerto
Rico
Electric
Power
Authority,
Revenue
Bonds,
Series
2010AAA,
5.250%,
7/01/24
7/24
at
100.00
182,365
Puerto
Rico
Electric
Power
Authority,
Revenue
Bonds,
Series
2010CCC:
135
(e)
5.000%,
7/01/24
7/24
at
100.00
49,239
200
(e)
4.800%,
7/01/27
7/24
at
100.00
72,946
1,030
(e)
Puerto
Rico
Electric
Power
Authority,
Revenue
Bonds,
Series
2010DDD,
3.625%,
1/01/24
No
Opt.
Call
375,672
Puerto
Rico
Electric
Power
Authority,
Revenue
Bonds,
Series
2010XX:
1,445
(e)
4.625%,
7/01/25
7/24
at
100.00
527,035
95
(e)
5.250%,
7/01/26
7/24
at
100.00
34,649
1,000
(e)
5.250%,
7/01/35
7/24
at
100.00
364,730
Puerto
Rico
Electric
Power
Authority,
Revenue
Bonds,
Series
2010ZZ:
1,695
(e)
5.000%,
1/01/24
No
Opt.
Call
618,217
165
(e)
5.000%,
1/01/24
No
Opt.
Call
60,181
Puerto
Rico
Electric
Power
Authority,
Revenue
Bonds,
Series
2013A:
220
(e)
7.250%,
7/01/30
7/24
at
100.00
80,241
4,430
(e)
6.750%,
7/01/36
7/24
at
100.00
1,615,754
5,385
(e)
5.000%,
7/01/42
7/24
at
100.00
1,964,071
2,380
(e)
Puerto
Rico
Electric
Power
Authority,
Revenue
Bonds,
Taxable
Series
2010EEE,
5.950%,
7/01/30
7/24
at
100.00
868,057
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
1,258,841
1,500
5.000%,
8/01/42
8/28
at
100.00
1,502,363
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
(a)
Optional
Call
Provisions
(b)
Value
Utilities
(continued)
$
6,135
(d)
Southern
California
Public
Power
Authority,
California,
Revenue
Bonds,
Clean
Energy
Project
Revenue
Bonds,
Series
2024A,
5.000%,
4/01/55,
(Mandatory
Put
9/01/30),
(UB)
6/30
at
100.24
$
6,463,492
Southern
California
Public
Power
Authority,
Natural
Gas
Project
1
Revenue
Bonds,
Series
2007A:
1,000
5.000%,
11/01/29
No
Opt.
Call
1,022,287
220
5.000%,
11/01/33
No
Opt.
Call
226,525
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
2,183,871
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
149,763
5,020
(d)
West
County
Facilities
Financing
Authority,
California,
Wastewater
Revenue
Bonds,
Green
Series
2021,
4.000%,
6/01/46,
(UB)
6/31
at
100.00
4,873,145
Total
Utilities
186,242,447
Total
Municipal
Bonds
(cost
$1,319,728,403)
1,280,626,412
Total
Long-Term
Investments
(cost
$1,319,728,403)
1,280,626,412
Principal
Amount
(000)
Description(a)
Coupon
Maturity
Value
SHORT-TERM
INVESTMENTS
-
 4.7%  
X
50,560,000
REPURCHASE
AGREEMENTS
-
4.7%  
X
50,560,000
$
50,560
(i)
Fixed
Income
Clearing
Corporation
5.300%
6/03/24
$
50,560,000
Total
Repurchase
Agreements
(cost
$50,560,000)
50,560,000
Total
Short-Term
Investments
(cost
$50,560,000)
50,560,000
Total
Investments
(cost
$1,370,288,403)
-
124.0%
1,331,186,412
Floating
Rate
Obligations
-
(24.7)%  
(265,450,000)
Other
Assets
&
Liabilities,
Net
-
0.7%
7,749,582
Net
Assets
-
100%
$
1,073,485,994
Nuveen
California
High
Yield
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
May
31,
2024
(Unaudited)
22
Level
1
Level
2
Level
3
Total
Long-Term
Investments:
Municipal
Bonds
$
–
$
1,280,442,838
$
183,574
$
1,280,626,412
Short-Term
Investments:
Repurchase
Agreements
–
50,560,000
–
50,560,000
Total
$
–
$
1,331,002,838
$
183,574
$
1,331,186,412
(a)
All
percentages
shown
in
the
Portfolio
of
Investments
are
based
on
net
assets.
(b)
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.
(c)
Security
is
exempt
from
registration
under
Rule
144A
of
the
Securities
Act
of
1933,
as
amended.
These
securities
are
deemed
liquid
and
may
be
resold
in
transactions
exempt
from
registration,
which
are
normally
those
transactions
with
qualified
institutional
buyers.
As
of
the
end
of
the
reporting
period,
the
aggregate
value
of
these
securities
is
$394,920,471
or
29.7%
of
Total
Investments.
(d)
Investment,
or
portion
of
investment,
has
been
pledged
to
collateralize
the
net
payment
obligations
for
investments
in
inverse
floating
rate
transactions.
(e)
Defaulted
security.
A
security
whose
issuer
has
failed
to
fully
pay
principal
and/or
interest
when
due,
or
is
under
the
protection
of
bankruptcy.
(f)
For
fair
value
measurement
disclosure
purposes,
investment
classified
as
Level
3.
(g)
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.
(h)
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.
(i)
Agreement
with
Fixed
Income
Clearing
Corporation,
5.300%
dated
5/31/24
to
be
repurchased
at
$50,582,331
on
6/3/24,
collateralized
by
Government
Agency
Securities,
with
coupon
rate
0.625%
and
maturity
date
7/15/32,
valued
at
$51,571,212.
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.
Inverse
floating
rate
trust
is
a
Recourse
Trust
unless
otherwise
noted.
WI/DD
When-issued
or
delayed
delivery
security.
23
Nuveen
California
Municipal
Bond
Fund
Portfolio
of
Investments
May
31,
2024
(Unaudited)
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
LONG-TERM
INVESTMENTS
-
98.7%   
X
1,673,294,812
MUNICIPAL
BONDS
-
98.7%  
X
1,673,294,812
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
$
345,567
Total
Consumer
Staples
345,567
Education
and
Civic
Organizations
-
6.3%
5,000
California
Educational
Facilities
Authority,
Revenue
Bonds,
Chapman
University,
Series
2015,
5.000%,
4/01/45
4/25
at
100.00
5,016,115
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
3,036,165
California
Educational
Facilities
Authority,
Revenue
Bonds,
University
of
the
Pacific,
Series
2023:
2,040
5.000%,
11/01/43
11/33
at
100.00
2,188,534
3,240
4.250%,
11/01/48
11/33
at
100.00
3,138,597
2,435
California
Infrastructure
and
Economic
Development
Bank,
Revenue
Bonds,
California
Science
Center
Phase
III
Project,
Green
Series
2021B,
4.000%,
5/01/41
11/31
at
100.00
2,383,724
3,000
California
Infrastructure
and
Economic
Development
Bank,
Revenue
Bonds,
Los
Angeles
County
Museum
of
Natural
History
Foundation,
Series
2020,
4.000%,
7/01/50
7/30
at
100.00
2,904,711
500
California
Municipal
Finance
Authority
Charter
School
Revenue
Bonds,
John
Adams
Academies,
Inc.
Project,
Series
2015A,
5.250%,
10/01/45
7/24
at
101.00
497,422
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
1,084,125
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
7,547,322
6,980
5.000%,
12/31/47,
(AMT)
6/28
at
100.00
6,955,542
California
School
Finance
Authority
Charter
School
Revenue
Bonds,
Bright
Star
Schools
-
Obligated
Group,
Series
2017:
920
(c)
5.000%,
6/01/27
No
Opt.
Call
926,696
250
(c)
5.000%,
6/01/54
6/27
at
100.00
238,882
2,935
(c)
California
School
Finance
Authority
Charter
School
Revenue
Bonds,
Fenton
Schools
-
Obligated
Group,
Series
2020A,
5.000%,
7/01/50
7/27
at
100.00
2,771,640
California
School
Finance
Authority,
California,
Charter
School
Revenue
Bonds,
Aspire
Public
Schools,
Refunding
Series
2015A:
1,045
(c)
5.000%,
8/01/40
8/25
at
100.00
1,050,020
1,100
(c)
5.000%,
8/01/45
8/25
at
100.00
1,102,006
California
School
Finance
Authority,
California,
Charter
School
Revenue
Bonds,
Aspire
Public
Schools,
Refunding
Series
2016:
450
(c)
5.000%,
8/01/36
8/25
at
100.00
453,704
460
(c)
5.000%,
8/01/46
8/25
at
100.00
460,662
815
(c)
California
School
Finance
Authority,
Charter
School
Revenue
Bonds,
Aspire
Public
School
-
Obligated
Group,Issue
No.6,
Series
2020A,
5.000%,
8/01/52
8/28
at
100.00
811,783
California
School
Finance
Authority,
Charter
School
Revenue
Bonds,
Community
High
School
Foundation
Inc,
Series
2017:
235
(c)
5.000%,
6/01/47
6/27
at
100.00
221,524
California
School
Finance
Authority,
Charter
School
Revenue
Bonds,
Downtown
College
Prep
-
Obligated
Group,
Series
2016:
410
(c)
5.000%,
6/01/46
6/26
at
100.00
392,085
500
(c)
5.000%,
6/01/51
6/26
at
100.00
467,714
375
(c)
California
School
Finance
Authority,
Charter
School
Revenue
Bonds,
Kepler
Neighborhood
School,
Series
2017A,
5.750%,
5/01/37
5/27
at
100.00
378,271
Nuveen
California
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
May
31,
2024
(Unaudited)
24
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
Education
and
Civic
Organizations
(continued)
$
550
(c)
California
School
Finance
Authority,
Charter
School
Revenue
Bonds,
Partnerships
to
Uplift
Communities
Project,
Refunding
Social
Series
2023,
5.500%,
8/01/43
8/33
at
100.00
$
567,119
285
(c)
California
School
Finance
Authority,
Charter
School
Revenue
Bonds,
Rocketship
Education
Obligated
Group,
Series
2016A,
5.000%,
6/01/36
6/25
at
100.00
285,930
280
(c)
California
School
Finance
Authority,
Charter
School
Revenue
Bonds,
Stem
Preparatory
Schools
Obligated
Group,
Series
2023A,
5.000%,
6/01/43
6/31
at
100.00
278,272
750
(c)
California
School
Finance
Authority,
School
Facility
Revenue
Bonds,
Alliance
for
College-Ready
Public
Schools
Project,
Series
2015A,
5.000%,
7/01/45
7/25
at
100.00
750,431
830
(c)
California
School
Finance
Authority,
School
Facility
Revenue
Bonds,
Alliance
for
College-Ready
Public
Schools
Project,
Series
2016A,
5.000%,
7/01/46
7/25
at
100.00
830,180
5,235
(c)
California
School
Finance
Authority,
School
Facility
Revenue
Bonds,
Alliance
for
College-Ready
Public
Schools
Project,
Series
2016C,
5.250%,
7/01/52
7/25
at
101.00
5,254,579
680
(c)
California
School
Finance
Authority,
School
Facility
Revenue
Bonds,
Granada
Hills
Charter
High
School
Obligated
Group,
Series
2021A,
4.000%,
7/01/48
7/28
at
100.00
578,720
545
(c)
California
School
Finance
Authority,
School
Facility
Revenue
Bonds,
Value
Schools,
Refunding
Series
2023A,
5.000%,
7/01/40
7/28
at
103.00
548,366
California
State
University,
Systemwide
Revenue
Bonds,
Series
2018A:
3,100
5.000%,
11/01/43
11/28
at
100.00
3,264,827
15,665
5.000%,
11/01/48
11/28
at
100.00
16,376,039
5,210
California
State
University,
Systemwide
Revenue
Bonds,
Series
2019A,
5.000%,
11/01/51
11/29
at
100.00
5,465,941
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
1,142,474
15,325
University
of
California,
General
Revenue
Bonds,
Limited
Project
Series
2017M,
5.000%,
5/15/47
5/27
at
100.00
15,809,465
11,620
University
of
California,
General
Revenue
Bonds,
Limited
Project
Series
2018O,
5.000%,
5/15/43
5/28
at
100.00
12,174,145
Total
Education
and
Civic
Organizations
107,353,732
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
2,117
Total
Financials
2,117
Health
Care
-
13.1%
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
17,526,336
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
3,890,324
California
Health
Facilities
Financing
Authority,
California,
Revenue
Bonds,
Sutter
Health,
Series
2018A:
1,225
5.000%,
11/15/36
11/27
at
100.00
1,283,921
11,100
5.000%,
11/15/48
11/27
at
100.00
11,319,162
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
6,783,816
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
3,896,767
4,750
California
Health
Facilities
Financing
Authority,
Revenue
Bonds,
Children's
Hospital
of
Orange
County,
Series
2024A,
5.000%,
11/01/54
5/34
at
100.00
5,110,925
6,100
California
Health
Facilities
Financing
Authority,
Revenue
Bonds,
City
of
Hope
National
Medical
Center,
Series
2012A,
4.000%,
11/15/39
7/24
at
100.00
5,747,374
California
Health
Facilities
Financing
Authority,
Revenue
Bonds,
City
of
Hope
National
Medical
Center,
Series
2019:
7,850
4.000%,
11/15/45
11/29
at
100.00
7,419,561
2,700
5.000%,
11/15/49
11/26
at
100.00
2,728,626
25
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
Health
Care
(continued)
California
Health
Facilities
Financing
Authority,
Revenue
Bonds,
CommonSpirit
Health,
Series
2020A:
$
10,750
4.000%,
4/01/40
4/30
at
100.00
$
10,571,803
3,175
4.000%,
4/01/45
4/30
at
100.00
3,049,895
36,320
4.000%,
4/01/49
4/30
at
100.00
33,905,860
2,055
California
Health
Facilities
Financing
Authority,
Revenue
Bonds,
CommonSpirit
Health,
Series
2024A,
5.000%,
12/01/54
6/34
at
100.00
2,169,055
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
3,948,250
1,825
California
Health
Facilities
Financing
Authority,
Revenue
Bonds,
Providence
Health
&
Services,
Series
2014B,
5.000%,
10/01/44
10/24
at
100.00
1,826,441
250
California
Municipal
Finance
Authority,
Revenue
Bonds,
Eisenhower
Medical
Center,
Refunding
Series
2017A,
5.000%,
7/01/47
7/27
at
100.00
248,796
California
Municipal
Finance
Authority,
Revenue
Bonds,
NorthBay
Healthcare
Group,
Series
2017A:
1,810
5.250%,
11/01/36
11/26
at
100.00
1,812,780
11,500
5.250%,
11/01/41
11/26
at
100.00
11,118,805
6,750
5.000%,
11/01/47
11/26
at
100.00
6,220,608
3,810
5.250%,
11/01/47
11/26
at
100.00
3,658,501
5,300
California
Municipal
Finance
Authority,
Reveue
Bonds,
Community
Medical
Centers,
Series
2017A,
5.000%,
2/01/47
2/27
at
100.00
5,302,883
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
3,093,722
2,000
California
Public
Finance
Authority,
Revenue
Bonds,
Henry
Mayo
Newhall
Hospital,
Series
2017,
5.000%,
10/15/47
10/26
at
100.00
1,982,124
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
2,522,492
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
6,014,690
20,750
(c)
California
Statewide
Communities
Development
Authority,
California,
Revenue
Bonds,
Loma
Linda
University
Medical
Center,
Series
2016A,
5.250%,
12/01/56
6/26
at
100.00
20,843,089
8,400
(c)
California
Statewide
Communities
Development
Authority,
California,
Revenue
Bonds,
Loma
Linda
University
Medical
Center,
Series
2018A,
5.500%,
12/01/58
6/28
at
100.00
8,553,197
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
1,322,780
1,000
5.000%,
3/01/45
3/26
at
100.00
1,005,544
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
4,665,328
10,000
California
Statewide
Communities
Development
Authority,
Revenue
Bonds,
Marin
General
Hospital,
Green
Series
2018A,
4.000%,
8/01/45
6/24
at
100.00
8,549,958
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
1,449,276
California
Statewide
Community
Development
Authority,
Revenue
Bonds,
Daughters
of
Charity
Health
System,
Series
2005A:
22
(d),(e)
5.750%,
7/01/24
1/22
at
100.00
21,978
25
(d),(e)
5.750%,
7/01/30
1/22
at
100.00
25,269
2
(d),(e)
5.750%,
7/01/35
1/22
at
100.00
1,646
24
(d),(e)
California
Statewide
Community
Development
Authority,
Revenue
Bonds,
Daughters
of
Charity
Health
System,
Series
2005G,
5.500%,
7/01/24
1/22
at
100.00
23,783
3,000
Kaweah
Delta
Health
Care
District,
California,
Revenue
Bonds,
Series
2015B,
5.000%,
6/01/40
6/25
at
100.00
2,837,190
5,000
Palomar
Health
System,
California,
Revenue
Bonds,
Refunding
Series
2017,
5.000%,
11/01/42
11/27
at
100.00
4,563,533
1,630
Upland,
California,
Certificates
of
Participation,
San
Antonio
Regional
Hospital,
Series
2017,
5.000%,
1/01/47
1/28
at
100.00
1,647,729
Nuveen
California
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
May
31,
2024
(Unaudited)
26
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
Health
Care
(continued)
$
2,800
Washington
Township
Health
Care
District,
California,
Revenue
Bonds,
Series
2017A,
5.000%,
7/01/42
7/27
at
100.00
$
2,803,376
Total
Health
Care
221,467,193
Housing/Multifamily
-
14.4%
19,170
(c)
California
Community
Housing
Agency,
California,
Essential
Housing
Revenue
Bonds,
Creekwood,
Series
2021A,
4.000%,
2/01/56
8/31
at
100.00
12,768,550
15,920
(c)
California
Community
Housing
Agency,
California,
Essential
Housing
Revenue
Bonds,
Glendale
Properties,
Junior
Series
2021A-2,
4.000%,
8/01/47
8/31
at
100.00
12,804,725
26,675
(c)
California
Community
Housing
Agency,
California,
Essential
Housing
Revenue
Bonds,
Serenity
at
Larkspur
Apartments,
Series
2020A,
5.000%,
2/01/50
2/30
at
100.00
18,663,796
3,950
(c)
California
Community
Housing
Agency,
California,
Essential
Housing
Revenue
Bonds,
Stoneridge
Apartments,
Series
2021A,
4.000%,
2/01/56
2/31
at
100.00
3,141,891
560
(c)
California
Community
Housing
Agency,
California,
Essential
Housing
Revenue
Bonds,
Summit
at
Sausalito
Apartments,
Series
2021A-2,
4.000%,
2/01/50
8/32
at
100.00
418,389
440
(c)
California
Community
Housing
Agency,
California,
Essential
Housing
Revenue
Bonds,
The
Arbors,
Series
2020A,
5.000%,
8/01/50
8/30
at
100.00
415,461
2,850
(c)
California
Community
Housing
Agency,
California,
Essential
Housing
Revenue
Bonds,
Verdant
at
Green
Valley
Apartments,
Series
2019A,
5.000%,
8/01/49
8/29
at
100.00
2,701,387
21,320
(c)
California
Community
Housing
Agency,
Workforce
Housing
Revenue
Bonds,
Annadel
Apartments,
Series
2019A,
5.000%,
4/01/49
4/29
at
100.00
17,635,661
10,971
California
Housing
Finance
Agency,
Municipal
Certificate
Revenue
Bonds,
Class
A
Series
2019-2,
4.000%,
3/20/33
No
Opt.
Call
10,787,120
12,274
California
Housing
Finance
Agency,
Municipal
Certificate
Revenue
Bonds,
Class
A
Series
2021-1,
3.500%,
11/20/35
No
Opt.
Call
11,461,723
1,501
California
Housing
Finance
Agency,
Municipal
Certificate
Revenue
Bonds,
Class
A
Series2019-1,
4.250%,
1/15/35
No
Opt.
Call
1,457,875
9,740
California
Housing
Finance
Agency,
Municipal
Certificate
Revenue
Bonds,
Class
A
Social
Certificates
Series
2023-1,
4.375%,
9/20/36
No
Opt.
Call
9,630,554
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
170,255
455
5.250%,
8/15/49
8/24
at
100.00
455,305
2,950
California
Statewide
Community
Development
Authority,
Multifamily
Housing
Revenue
Senior
Bonds,
Westgate
Courtyards
Apartments,
Series
2001X-1,
5.420%,
12/01/34
-
AMBAC
Insured,
(AMT)
7/24
at
100.00
2,876,338
23,205
(c)
CMFA
Special
Finance
Agency
I,
California,
Essential
Housing
Revenue
Bonds,
The
Mix
at
Center
City,
Series
2021A-2,
4.000%,
4/01/56
4/31
at
100.00
17,412,266
5,675
(c)
CMFA
Special
Finance
Agency,
California,
Essential
Housing
Revenue
Bonds,
Enclave
Apartments,
Senior
Series
2022A-1,
4.000%,
8/01/58
2/32
at
100.00
4,398,133
920
(c)
CSCDA
Community
Improvement
Authority,
California,
Essential
Housing
Revenue
Bonds,
777
Place-Pomona,
Senior
Lien
Series
2021A-1,
3.600%,
5/01/47
5/32
at
100.00
765,305
8,660
(c)
CSCDA
Community
Improvement
Authority,
California,
Essential
Housing
Revenue
Bonds,
777
Place-Pomona,
Senior
Lien
Series
2021A-2,
3.250%,
5/01/57
5/32
at
100.00
6,064,167
1,255
(c)
CSCDA
Community
Improvement
Authority,
California,
Essential
Housing
Revenue
Bonds,
Acacia
on
Santa
Rosa
Creek,
Mezzanine
Lien
Series
2021B,
4.000%,
10/01/46
10/31
at
100.00
986,003
5,230
(c)
CSCDA
Community
Improvement
Authority,
California,
Essential
Housing
Revenue
Bonds,
Acacia
on
Santa
Rosa
Creek,
Senior
Lien
Series
2021A,
4.000%,
10/01/56
10/31
at
100.00
4,477,496
26,965
(c)
CSCDA
Community
Improvement
Authority,
California,
Essential
Housing
Revenue
Bonds,
Altana
Glendale,
Series
2021A-2,
4.000%,
10/01/56
10/31
at
100.00
20,781,969
14,755
(c)
CSCDA
Community
Improvement
Authority,
California,
Essential
Housing
Revenue
Bonds,
Center
City
Anaheim,
Series
2020A,
5.000%,
1/01/54
1/31
at
100.00
11,856,089
2,750
(c)
CSCDA
Community
Improvement
Authority,
California,
Essential
Housing
Revenue
Bonds,
Jefferson-Anaheim
Series
2021A-1,
2.875%,
8/01/41
8/31
at
100.00
2,490,727
27
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
Housing/Multifamily
(continued)
$
4,640
(c)
CSCDA
Community
Improvement
Authority,
California,
Essential
Housing
Revenue
Bonds,
Jefferson-Anaheim
Series
2021A-2,
3.125%,
8/01/56
8/31
at
100.00
$
3,412,364
3,205
(c)
CSCDA
Community
Improvement
Authority,
California,
Essential
Housing
Revenue
Bonds,
Millennium
South
Bay-Hawthorne,
Series
2021A-1
and
A-2,
3.250%,
7/01/56
7/32
at
100.00
2,211,101
17,875
(c)
CSCDA
Community
Improvement
Authority,
California,
Essential
Housing
Revenue
Bonds,
Moda
at
Monrovia
Station,
Social
Series
2021A-2,
4.000%,
10/01/56
10/31
at
100.00
13,077,107
CSCDA
Community
Improvement
Authority,
California,
Essential
Housing
Revenue
Bonds,
Monterrey
Station
Apartments,
Senior
Lien
Series
2021A-1:
1,615
(c)
3.000%,
7/01/43
7/32
at
100.00
1,257,781
4,750
(c)
3.125%,
7/01/56
7/32
at
100.00
3,175,508
395
(c)
CSCDA
Community
Improvement
Authority,
California,
Essential
Housing
Revenue
Bonds,
Orange
City
Portfolio,
Mezzanine
Lien
Series
2021B,
4.000%,
3/01/57
3/32
at
100.00
288,063
15,375
(c)
CSCDA
Community
Improvement
Authority,
California,
Essential
Housing
Revenue
Bonds,
Parallel-Anaheim
Series
2021A,
4.000%,
8/01/56
8/31
at
100.00
13,013,933
3,765
(c)
CSCDA
Community
Improvement
Authority,
California,
Essential
Housing
Revenue
Bonds,
Pasadena
Portfolio
Social
Bond,
Mezzanine
Senior
Series
2021B,
4.000%,
12/01/56
12/31
at
100.00
2,787,553
5,730
(c)
CSCDA
Community
Improvement
Authority,
California,
Essential
Housing
Revenue
Bonds,
Union
South
Bay,
Series
2021A-2,
4.000%,
7/01/56
7/31
at
100.00
4,391,923
7,475
(c)
CSCDA
Community
Improvement
Authority,
California,
Essential
Housing
Revenue
Bonds,
Vineyard
Gardens
Apartments,
Senior
Lien
Series
2021A,
3.250%,
10/01/58
4/32
at
100.00
5,108,905
2,100
(c)
CSCDA
Community
Improvement
Authority,
California,
Essential
Housing
Revenue
Bonds,
Waterscape
Apartments,
Mezzanine
Lien
Series
2021B,
4.000%,
9/01/46
9/31
at
100.00
1,726,563
3,995
(c)
CSCDA
Community
Improvement
Authority,
California,
Essential
Housing
Revenue
Bonds,
Westgate
Phase
1-Pasadena
Apartments,
Senior
Lien
Series
2021A-1,
3.000%,
6/01/47
6/31
at
100.00
2,777,859
16,280
(c)
CSCDA
Community
Improvement
Authority,
California,
Essential
Housing
Revenue
Bonds,
Westgate
Phase
1-Pasadena
Apartments,
Senior
Lien
Series
2021A-2,
3.125%,
6/01/57
6/31
at
100.00
9,619,798
2,100
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
1,579,008
7,545
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
5,194,650
520
Independent
Cities
Finance
Authority,
California,
Mobile
Home
Park
Revenue
Bonds,
Palomar
Estates
West,
Refunding
Series
2015,
5.000%,
9/15/25
No
Opt.
Call
522,699
Total
Housing/Multifamily
244,766,000
Long-Term
Care
-
0.1%
1,300
California
Health
Facilities
Financing
Authority,
Revenue
Bonds,
Northern
California
Presbyterian
Homes
&
Services
Inc.,
Refunding
Series
2015,
5.000%,
7/01/39
7/25
at
100.00
1,315,880
Total
Long-Term
Care
1,315,880
Tax
Obligation/General
-
10.5%
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
926,591
5,570
(f)
Bakersfield
City
School
District,
Kern
County,
California,
General
Obligation
Bonds,
Series
2012C,
0.000%,
5/01/42
5/40
at
100.00
4,206,066
11,350
California
State,
General
Obligation
Bonds,
Refunding
Various
Purpose
Series
2019,
5.000%,
4/01/25
No
Opt.
Call
11,493,020
California
State,
General
Obligation
Bonds,
Various
Purpose
Series
2016:
2,500
5.000%,
9/01/45
9/26
at
100.00
2,561,606
835
5.000%,
9/01/46
9/26
at
100.00
854,955
Nuveen
California
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
May
31,
2024
(Unaudited)
28
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
Tax
Obligation/General
(continued)
$
22,700
California
State,
General
Obligation
Bonds,
Various
Purpose
Series
2018,
5.000%,
10/01/47
4/26
at
100.00
$
23,137,098
1,770
California
State,
General
Obligation
Bonds,
Various
Purpose
Series
2020,
4.000%,
11/01/45
11/25
at
100.00
1,724,970
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
3,552,853
4,900
Corona-Norco
Unified
School
District,
Riverside
County,
California,
General
Obligation
Bonds,
Election
2014,
Series
2019C,
4.000%,
8/01/49
8/28
at
100.00
4,817,284
5,165
Desert
Community
College
District,
Riverside
County,
California,
General
Obligation
Bonds,
Election
of
2016
Series
2024,
4.000%,
8/01/51
8/33
at
100.00
4,943,893
14,500
Grossmont
Healthcare
District,
California,
General
Obligation
Bonds,
Refunding
Series
2015D,
4.000%,
7/15/40
7/25
at
100.00
14,232,154
2,745
Grossmont-Cuyamaca
Community
College
District,
California,
General
Obligation
Bonds,
Refunding
Series
2018,
4.000%,
8/01/47
8/28
at
100.00
2,716,595
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
6,824,928
30
Long
Beach
Unified
School
District,
Los
Angeles
County,
California,
General
Obligation
Bonds,
Election
of
2008,
Series
2009A,
5.500%,
8/01/29
7/24
at
100.00
30,036
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
6,182,224
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
9,687,649
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
4,016,195
2,290
Mount
San
Antonio
Community
College
District,
Los
Angeles
County,
California,
General
Obligation
Bonds,
Election
of
2018,
Series
2019A,
5.000%,
8/01/44
8/29
at
100.00
2,433,006
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
11,149,724
7,070
Puerto
Rico,
General
Obligation
Bonds,
Restructured
Series
2022A-1,
0.000%,
7/01/33
7/31
at
89.94
4,695,454
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
29,763,217
1,535
(f)
San
Leandro
Unified
School
District,
Alameda
County,
California,
General
Obligation
Bonds,
Election
2006
Series
2010C,
0.000%,
8/01/39
-
AGC
Insured
8/28
at
100.00
1,503,655
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
2,097,278
10,000
Walnut
Creek
School
District,
Contra
Costa
County,
California,
General
Obligation
Bonds,
Election
2022
Series
2023A,
4.000%,
9/01/52
9/32
at
100.00
9,621,785
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
3,081,556
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
645,851
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
8,053,525
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
1,103,786
3,500
(f)
Yosemite
Community
College
District,
California,
General
Obligation
Bonds,
Capital
Appreciation,
Election
2004,
Series
2010D,
0.000%,
8/01/42
No
Opt.
Call
2,836,178
Total
Tax
Obligation/General
178,893,132
29
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
Tax
Obligation/Limited
-
11.3%
$
995
Beaumont
Financing
Authority,
California,
Local
Agency
Revenue
Bonds,
Improvement
Area
19A,
Series
2015B,
5.000%,
9/01/35
9/25
at
100.00
$
1,006,653
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
1,048,786
1,655
Bell
Community
Housing
Authority,
California,
Lease
Revenue
Bonds,
Series
2005,
5.000%,
10/01/36
-
AMBAC
Insured
7/24
at
100.00
1,661,185
1,025
Brea
and
Olinda
Unified
School
District,
Orange
County,
California,
Certificates
of
Participation
Refunding,
Series
2002A,
5.125%,
8/01/26
-
AGM
Insured
7/24
at
100.00
1,025,493
200
Brentwood
Infrastructure
Financing
Authority,
California,
Infrastructure
Revenue
Bonds,
Refunding
Subordinated
Series
2014B,
5.000%,
9/02/36
9/24
at
100.00
200,292
1,995
California
Community
College
Financing
Authority,
Lease
Revenue
Bonds,
Refunding
Series
2003,
0.000%,
6/01/33
-
AMBAC
Insured
No
Opt.
Call
1,349,426
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
2,151,682
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
7/24
at
100.00
1,961,965
750
California
Municipal
Finance
Authority,
Special
Tax
Revenue
Bonds,
Bold
Program,
Series
2020A,
4.000%,
9/01/45
9/26
at
103.00
667,760
4,325
California
State
Public
Works
Board,
Lease
Revenue
Bonds,
California
Air
Resources
Board,
Southern
California
Headquarters
-
Mary
D.
Nichols
Campus,
Green
Series
2022D,
4.000%,
5/01/47
5/32
at
100.00
4,264,027
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
2,006,352
7,750
California
State
Public
Works
Board,
Lease
Revenue
Bonds,
Department
of
General
Services,
May
Lee
State
Office
Complex
Series
2024A,
5.000%,
4/01/45
4/34
at
100.00
8,546,000
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
5,143,338
2,600
5.000%,
10/01/33
10/24
at
100.00
2,611,851
3,820
5.000%,
10/01/34
10/24
at
100.00
3,837,287
2,000
5.000%,
10/01/39
10/24
at
100.00
2,008,526
355
California
Statewide
Communities
Development
Authority,
Statewide
Community
Infrastructure
Program
Revenue
Bonds,
Series
2011A,
8.000%,
9/02/41
6/24
at
100.00
337,207
1,000
California
Statewide
Communities
Development
Authority,
Statewide
Community
Infrastructure
Program
Revenue
Bonds,
Series
2018A,
5.000%,
9/02/47
9/28
at
100.00
1,015,772
775
City
of
Dublin,
California,
Community
Facilities
District
No.
2015-1,
Dublin
Crossing,
Improvement
Area
No.
1,
Special
Tax
Bonds,
Series
2017,
5.000%,
9/01/37
9/27
at
100.00
795,380
1,800
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
1,844,730
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
1,515,725
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
1,010,227
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
318,893
Government
of
Guam,
Business
Privilege
Tax
Bonds,
Refunding
Series
2015D:
6,000
5.000%,
11/15/32
11/25
at
100.00
6,063,724
3,725
5.000%,
11/15/39
11/25
at
100.00
3,743,299
1,000
Huntington
Beach,
California,
Special
Tax
Bonds,
Community
Facilities
District
2003-1
Huntington
Center,
Refunding
Series
2013,
5.375%,
9/01/33
7/24
at
100.00
1,000,871
Nuveen
California
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
May
31,
2024
(Unaudited)
30
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
Tax
Obligation/Limited
(continued)
$
1,090
Irvine,
California,
Limited
Obligation
Improvement
Bonds,
Reassessment
District
15-2,
Series
2015,
5.000%,
9/02/42
9/25
at
100.00
$
1,097,571
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
500,873
750
5.000%,
9/01/44
9/24
at
100.00
750,873
1,000
5.000%,
9/01/49
9/24
at
100.00
1,000,860
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
3,263,161
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
790,894
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
1,629,292
1,400
Lammersville
Joint
Unified
School
District,
San
Joaquin
County,
California,
Special
Tax
Bonds,
Community
Facilities
District
2014-1
Improvement
Area
1
Mountain
House
School
Facilities,
Series
2017,
5.000%,
9/01/47
9/27
at
100.00
1,409,670
1,000
Lathrop,
California,
Limited
Obligation
Improvement
Bonds,
Crossroads
Assessment
District,
Series
2015,
5.000%,
9/02/40
9/25
at
100.00
1,001,659
1,000
Los
Angeles
County
Facilities
Inc,
California,
Lease
Revenue
Bonds,
Vermont
Corridor
County
Administration
Building,
Series
2018A,
5.000%,
12/01/51
12/28
at
100.00
1,037,771
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
5,337,143
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
3,012,669
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
7,410,728
3,495
5.000%,
12/01/49
12/29
at
100.00
3,663,618
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
116,930
325
Menifee,
California,
Special
Tax
Bonds,
Community
Facilities
District
2021-
1,
Banner
Park
Series
2023A,
5.000%,
9/01/48
9/29
at
103.00
325,003
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
1,459,282
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
575,985
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
3,297,946
3,215
5.000%,
9/01/36
-
AGM
Insured
9/25
at
100.00
3,256,405
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
256,686
Puerto
Rico
Sales
Tax
Financing
Corporation,
Sales
Tax
Revenue
Bonds,
Restructured
2018A-1:
15,907
0.000%,
7/01/46
7/28
at
41.38
5,095,057
31,031
5.000%,
7/01/58
7/28
at
100.00
31,041,063
Puerto
Rico
Sales
Tax
Financing
Corporation,
Sales
Tax
Revenue
Bonds,
Taxable
Restructured
Cofina
Project
Series
2019A-2:
5,920
4.536%,
7/01/53
7/28
at
100.00
5,685,130
5,025
4.784%,
7/01/58
7/28
at
100.00
4,980,552
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
1,604,159
2,800
5.000%,
9/01/31
9/24
at
100.00
2,807,222
2,400
5.000%,
9/01/32
9/24
at
100.00
2,406,013
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
4,491,323
31
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
Tax
Obligation/Limited
(continued)
$
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
$
367,473
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
1,011,266
1,000
5.000%,
9/01/29
9/25
at
100.00
1,011,296
1,000
5.000%,
9/01/30
9/25
at
100.00
1,011,103
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
3,409,923
375
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
375,325
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
7/24
at
100.00
1,957,121
110
Signal
Hill
Redevelopment
Agency,
California,
Project
1
Tax
Allocation
Bonds,
Series
2011,
7.000%,
10/01/26
7/24
at
100.00
110,252
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
2,267,160
Stockton,
California,
Special
Tax
Bonds,
Community
Facilities
District
2018-
2
Westlake
Villages
II
Improvement
Area
2,
Series
2024:
380
5.000%,
9/01/44
9/31
at
103.00
377,491
525
5.000%,
9/01/49
9/31
at
103.00
515,676
650
5.000%,
9/01/54
9/31
at
103.00
637,953
105
(c)
Temecula
Public
Financing
Authority,
California,
Special
Tax
Bonds,
Community
Facilities
District
16-01,
Series
2017,
6.125%,
9/01/37
9/27
at
100.00
110,400
1,345
Tracy,
California,
Special
Tax
Bonds,
Community
Facilities
District
2016-1
Tracy
Hills,  Improvement
Area
2,
Series
2023,
5.625%,
9/01/43
9/29
at
103.00
1,403,802
3,120
Transbay
Joint
Powers
Authority,
California,
Tax
Allocation
Bonds,
Senior
Green
Series
2020A,
5.000%,
10/01/45
4/30
at
100.00
3,149,486
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
399,947
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
50,329
100
5.000%,
9/01/45
9/25
at
100.00
100,458
625
Val
Verde
Unified
School
District,
California,
Special
Tax
Bonds,
Community
Facilities
District
2018-2,
Stratford
Improvement
Area
2
Series
2023,
5.000%,
9/01/48
9/29
at
103.00
622,454
Vista
Community
Development
Commission
Taxable
Non-Housing
Tax
Allocation
Revenue
Bonds,
California,
Vista
Redevelopment
Project,
Series
2011:
7,600
6.000%,
9/01/33
7/24
at
100.00
7,616,656
7,920
6.125%,
9/01/37
7/24
at
100.00
7,937,190
Total
Tax
Obligation/Limited
190,884,750
Transportation
-
19.6%
50
Alameda
Corridor
Transportation
Authority,
California,
Revenue
Bonds,
Refunding
Subordinate
Lien
Series
2016A,
5.000%,
10/01/25
No
Opt.
Call
50,250
4,375
Burbank-Glendale-Pasadena
Airport
Authority,
California,
Airport
Revenue
Bonds,
Senior
Series
2024B,
4.375%,
7/01/49
-
AGM
Insured,
(AMT)
7/34
at
100.00
4,263,823
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
17,857,677
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
5,215,988
Nuveen
California
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
May
31,
2024
(Unaudited)
32
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
Transportation
(continued)
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
$
1,531,587
1,250
4.000%,
5/15/38,
(AMT)
5/32
at
100.00
1,225,863
1,930
4.000%,
5/15/39,
(AMT)
5/32
at
100.00
1,890,812
2,255
Los
Angeles
Department
of
Airports,
California,
Revenue
Bonds,
Los
Angeles
International
Airport,
Refunding
Subordinate
Lien
Private
Activity
Series
2021A,
5.000%,
5/15/46,
(AMT)
5/31
at
100.00
2,337,238
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
3,158,597
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
359,233
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
6,963,724
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
1,992,536
24,440
5.000%,
5/15/44,
(AMT)
11/27
at
100.00
24,769,893
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
2,086,150
2,415
5.000%,
5/15/34,
(AMT)
11/28
at
100.00
2,519,606
1,695
5.000%,
5/15/35,
(AMT)
11/28
at
100.00
1,766,165
3,500
5.000%,
5/15/39,
(AMT)
11/28
at
100.00
3,616,242
Los
Angeles
Department
of
Airports,
California,
Revenue
Bonds,
Los
Angeles
International
Airport,
Subordinate
Lien
Series
2019F:
3,600
5.000%,
5/15/37,
(AMT)
5/29
at
100.00
3,766,874
10,000
5.000%,
5/15/44,
(AMT)
5/29
at
100.00
10,267,698
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
10,324,400
Los
Angeles
Department
of
Airports,
California,
Revenue
Bonds,
Los
Angeles
International
Airport,
Subordinate
Lien
Series
2022A:
6,995
5.000%,
5/15/45,
(AMT)
5/32
at
100.00
7,297,300
1,000
4.000%,
5/15/49,
(AMT)
5/32
at
100.00
917,653
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
15,378,302
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
3,040,159
10,815
4.000%,
6/01/46
6/31
at
100.00
10,274,945
4,230
San
Diego
County
Regional
Airport
Authority,
California,
Airport
Revenue
Bonds,
International
Senior
Series
2023B,
5.000%,
7/01/48,
(AMT)
7/33
at
100.00
4,392,847
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
2,696,762
2,000
5.000%,
7/01/47,
(AMT)
7/27
at
100.00
2,014,355
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
4,059,698
San
Diego
County
Regional
Airport
Authority,
California,
Airport
Revenue
Bonds,
Subordinate
Series
2021B:
2,500
5.000%,
7/01/46,
(AMT)
7/31
at
100.00
2,578,761
7,000
5.000%,
7/01/51,
(AMT)
7/31
at
100.00
7,159,685
16,055
San
Francisco
Airport
Commission,
California,
Revenue
Bonds,
San
Francisco
International
Airport,
Refunding
Second
Series
2023C,
5.500%,
5/01/41,
(AMT)
5/33
at
100.00
17,681,705
2,175
San
Francisco
Airport
Commission,
California,
Revenue
Bonds,
San
Francisco
International
Airport,
Refunding
Second
Series
2024A,
5.250%,
5/01/49,
(AMT)
,
(WI/DD)
5/34
at
100.00
2,322,876
33
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
Transportation
(continued)
$
14,120
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
$
14,529,239
San
Francisco
Airports
Commission,
California,
Revenue
Bonds,
San
Francisco
International
Airport,
Refunding
Second
Series
2019A:
5,150
5.000%,
5/01/44,
(AMT)
5/29
at
100.00
5,268,543
3,515
5.000%,
5/01/49,
(AMT)
5/29
at
100.00
3,578,255
4,435
San
Francisco
Airports
Commission,
California,
Revenue
Bonds,
San
Francisco
International
Airport,
Second
Series
2014A,
5.000%,
5/01/39,
(AMT)
8/24
at
100.00
4,446,100
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
10,077,633
17,855
5.000%,
5/01/46,
(AMT)
5/26
at
100.00
17,907,346
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
5,044,864
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
7,289,030
9,315
5.000%,
5/01/48,
(AMT)
5/28
at
100.00
9,397,263
San
Francisco
Airports
Commission,
California,
Revenue
Bonds,
San
Francisco
International
Airport,
Second
Series
2019E:
1,025
5.000%,
5/01/40,
(AMT)
5/29
at
100.00
1,058,484
18,500
5.000%,
5/01/45,
(AMT)
5/29
at
100.00
18,902,155
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
15,550,417
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
10,062,665
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
22,588,949
Total
Transportation
331,480,347
U.S.
Guaranteed
-
11.5%
(g)
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
8,760,974
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
6,623,529
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
3,997,751
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
2,478,237
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
5,566,517
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
11,113,524
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
1,246,319
California
School
Finance
Authority,
California,
Charter
School
Revenue
Bonds,
Aspire
Public
Schools,
Refunding
Series
2016:
40
(c)
5.000%,
8/01/46,
(Pre-refunded
8/01/25)
8/25
at
100.00
40,700
California
School
Finance
Authority,
Charter
School
Revenue
Bonds,
Community
High
School
Foundation
Inc,
Series
2017:
265
(c)
5.000%,
6/01/47,
(Pre-refunded
6/01/27)
6/27
at
100.00
274,323
Nuveen
California
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
May
31,
2024
(Unaudited)
34
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
U.S.
Guaranteed
(g)
(continued)
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
$
1,316,069
1,100
5.000%,
11/01/31,
(Pre-refunded
11/01/24)
11/24
at
100.00
1,105,097
1,690
5.000%,
11/01/32,
(Pre-refunded
11/01/24)
11/24
at
100.00
1,697,830
5,270
Charter
Oak
Unified
School
District,
Los
Angeles
County,
California,
General
Obligation
Bonds,
Election
2012
Refunding
Series
2015A,
5.000%,
8/01/40,
(Pre-refunded
8/01/25)
-
AGM
Insured
8/25
at
100.00
5,368,281
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
553,052
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
17,502,830
21,090
5.000%,
6/01/40,
(Pre-refunded
6/01/25)
6/25
at
100.00
21,448,848
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
3,810,991
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
587,695
Ohlone
Community
College
District,
Alameda
County,
California,
General
Obligation
Bonds,
Election
2010
Series
2014B:
2,060
0.000%,
8/01/33,
(Pre-refunded
8/01/24)
8/24
at
66.18
1,354,844
2,245
0.000%,
8/01/34,
(Pre-refunded
8/01/24)
8/24
at
62.90
1,403,445
2,445
0.000%,
8/01/35,
(Pre-refunded
8/01/24)
8/24
at
59.60
1,448,297
2,645
0.000%,
8/01/36,
(Pre-refunded
8/01/24)
8/24
at
56.53
1,486,036
2,860
0.000%,
8/01/37,
(Pre-refunded
8/01/24)
8/24
at
53.57
1,522,549
3,315
0.000%,
8/01/39,
(Pre-refunded
8/01/24)
8/24
at
48.31
1,591,477
5,870
Riverside
Community
College
District,
California,
General
Obligation
Bonds,
Refunding  Series
2015,
5.000%,
8/01/29,
(Pre-refunded
8/01/25)
8/25
at
100.00
5,982,835
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
2,077,906
62,000
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
62,102,157
4,960
San
Dieguito
Union
High
School
District,
San
Diego
County,
California,
General
Obligation
Bonds,
Election
2012,
Series
2015B-2,
4.000%,
8/01/32,
(Pre-refunded
8/01/25)
8/25
at
100.00
4,999,336
San
Francisco
Airports
Commission,
California,
Revenue
Bonds,
San
Francisco
International
Airport,
Second
Series
2018D:
5
5.000%,
5/01/48,
(Pre-refunded
5/01/46),
(AMT)
5/46
at
100.00
5,178
6,240
San
Mateo
Union
High
School
District,
San
Mateo
County,
California,
General
Obligation
Bonds,
Election
of
2010,
Series
2015A,
4.000%,
9/01/31,
(Pre-refunded
9/01/25)
9/25
at
100.00
6,299,495
7,800
Southwestern
Community
College
District,
San
Diego
County,
California,
General
Obligation
Bonds,
Election
of
2008,
Series
2015D,
5.000%,
8/01/44,
(Pre-refunded
8/01/25)
8/25
at
100.00
7,945,463
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
1,397,755
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
1,732,678
Total
U.S.
Guaranteed
194,842,018
35
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
Utilities
-
11.9%
$
16,040
California
Community
Choice
Financing
Authority,
Clean
Energy
Project
Revenue
Bonds,
Green
Series
2024A,
5.000%,
5/01/54,
(Mandatory
Put
4/01/32)
1/32
at
100.21
$
16,995,371
California
Pollution
Control
Financing
Authority,
Water
Furnishing
Revenue
Bonds,
Poseidon
Resources
Channelside
LP
Desalination
Project,
Series
2012:
5,000
(c)
5.000%,
7/01/37,
(AMT)
7/24
at
100.00
5,013,353
18,060
(c)
5.000%,
11/21/45,
(AMT)
7/24
at
100.00
18,083,716
4,405
(c)
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
1/29
at
100.00
4,566,941
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
3,014,369
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
35,048,277
11,065
Los
Angeles
Department
of
Water
and
Power,
California,
Power
System
Revenue
Bonds,
Series
2021B,
5.000%,
7/01/51
1/31
at
100.00
11,799,320
2,040
Los
Angeles
Department
of
Water
and
Power,
California,
Power
System
Revenue
Bonds,
Series
2022B,
5.000%,
7/01/47
7/32
at
100.00
2,215,463
5,165
Los
Angeles
Department
of
Water
and
Power,
California,
Power
System
Revenue
Bonds,
Series
2022C,
5.000%,
7/01/52
1/32
at
100.00
5,546,445
5,000
Los
Angeles
Department
of
Water
and
Power,
California,
Power
System
Revenue
Bonds,
Series
2023D,
5.000%,
7/01/43
7/33
at
100.00
5,533,383
6,640
Los
Angeles
Department
of
Water
and
Power,
California,
Water
System
Revenue
Bonds,
Series
2022D,
5.000%,
7/01/52
7/32
at
100.00
7,167,575
5,000
Los
Angeles
Department
of
Water
and
Power,
California,
Waterworks
Revenue
Bonds,
Series
2016A,
5.000%,
7/01/46
1/26
at
100.00
5,084,357
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
5,224,779
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
18,574,392
9,000
Los
Angeles,
California,
Wastewater
System
Revenue
Bonds,
Refunding
Green
Series
2015A,
5.000%,
6/01/44
6/25
at
100.00
9,090,206
2,600
Los
Angeles,
California,
Wastewater
System
Revenue
Bonds,
Refunding
Subordinate
Lien
Series
2013A,
5.000%,
6/01/35
6/24
at
100.00
2,605,101
16,465
Metropolitan
Water
District
of
Southern
California,
Water
Revenue
Bonds,
Refunding
Series
2023A,
5.000%,
4/01/53
4/33
at
100.00
17,826,183
2,700
Pico
Rivera
Water
Authority,
California,
Revenue
Bonds,
Refunding
Water
System
Project,
Series
1999A,
5.500%,
5/01/29
-
NPFG
Insured
No
Opt.
Call
2,806,547
2,180
(c)
Puerto
Rico
Aqueduct
and
Sewerage
Authority,
Revenue
Bonds,
Refunding
Senior
Lien
Series
2020A,
5.000%,
7/01/47
7/30
at
100.00
2,202,641
250
(c)
Puerto
Rico
Aqueduct
and
Sewerage
Authority,
Revenue
Bonds,
Refunding
Senior
Lien
Series
2021A,
4.000%,
7/01/42
7/31
at
100.00
231,425
5,110
(c)
Puerto
Rico
Aqueduct
and
Sewerage
Authority,
Revenue
Bonds,
Refunding
Senior
Lien
Series
2021B,
4.000%,
7/01/42
7/31
at
100.00
4,730,322
17,000
Southern
California
Public
Power
Authority,
Southern
Transmission
System
Renewal
Project
Revenue
Bonds,
Series
2024-1,
5.000%,
7/01/53
7/34
at
100.00
18,583,910
Total
Utilities
201,944,076
Total
Municipal
Bonds
(cost
$1,723,651,168)
1,673,294,812
Total
Long-Term
Investments
(cost
$1,723,651,168)
1,673,294,812
Nuveen
California
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
May
31,
2024
(Unaudited)
36
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
(a)
Optional
Call
Provisions
(b)
Value
SHORT-TERM
INVESTMENTS
-
 0.2%  
X
2,500,000
MUNICIPAL
BONDS
-
0.2%  
X
2,500,000
Utilities
-
0
.2
%
$
2,500
(h)
Modesto,
California,
Water
Revenue
Certificates
of
Participation,
Series
2008A,
2.750%,
10/01/36,
(Mandatory
Put
6/07/24)
5/24
at
100.00
$
2,500,000
Total
Utilities
2,500,000
Total
Municipal
Bonds
(cost
$2,500,000)
2,500,000
Total
Short-Term
Investments
(cost
$2,500,000)
2,500,000
Total
Investments
(cost
$1,726,151,168)
-
98.9%
1,675,794,812
Other
Assets
&
Liabilities,
Net
-
1.1%
19,493,013
Net
Assets
-
100%
$
1,695,287,825
Level
1
Level
2
Level
3
Total
Long-Term
Investments:
Municipal
Bonds
$
–
$
1,673,222,136
$
72,676
$
1,673,294,812
Short-Term
Investments:
Municipal
Bonds
–
2,500,000
–
2,500,000
Total
$
–
$
1,675,722,136
$
72,676
$
1,675,794,812
(a)
All
percentages
shown
in
the
Portfolio
of
Investments
are
based
on
net
assets.
(b)
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.
(c)
Security
is
exempt
from
registration
under
Rule
144A
of
the
Securities
Act
of
1933,
as
amended.
These
securities
are
deemed
liquid
and
may
be
resold
in
transactions
exempt
from
registration,
which
are
normally
those
transactions
with
qualified
institutional
buyers.
As
of
the
end
of
the
reporting
period,
the
aggregate
value
of
these
securities
is
$283,649,167
or
16.9%
of
Total
Investments.
(d)
Defaulted
security.
A
security
whose
issuer
has
failed
to
fully
pay
principal
and/or
interest
when
due,
or
is
under
the
protection
of
bankruptcy.
(e)
For
fair
value
measurement
disclosure
purposes,
investment
classified
as
Level
3.
(f)
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.
(g)
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.
(h)
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.
37
AMT
Alternative
Minimum
Tax
ETM
Escrowed
to
maturity
WI/DD
When-issued
or
delayed
delivery
security.
38
Nuveen
Connecticut
Municipal
Bond
Fund
Portfolio
of
Investments
May
31,
2024
(Unaudited)
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
LONG-TERM
INVESTMENTS
-
94.1%   
X
224,296,091
MUNICIPAL
BONDS
-
94.1%  
X
224,296,091
Education
and
Civic
Organizations
-
19.5%
$
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
$
1,162,074
380
Connecticut
Health
and
Educational
Facilities
Authority,
Revenue
Bonds,
Choate
Rosemary
Hall,
Series
2020F,
4.000%,
7/01/39
7/30
at
100.00
376,091
1,250
Connecticut
Health
and
Educational
Facilities
Authority,
Revenue
Bonds,
Connecticut
College,
Series
2022M,
4.000%,
7/01/52
7/32
at
100.00
1,122,182
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
1,899,053
750
Connecticut
Health
and
Educational
Facilities
Authority,
Revenue
Bonds,
Fairfield
University,
Series
2017R,
4.000%,
7/01/47
7/27
at
100.00
707,064
2,500
Connecticut
Health
and
Educational
Facilities
Authority,
Revenue
Bonds,
Fairfield
University,
Series
2022U,
4.000%,
7/01/52
7/32
at
100.00
2,280,743
Connecticut
Health
and
Educational
Facilities
Authority,
Revenue
Bonds,
Hopkins
School,
Series
2022E:
1,545
5.250%,
7/01/47
7/32
at
100.00
1,640,098
1,000
5.000%,
7/01/53
7/32
at
100.00
1,040,758
1,130
Connecticut
Health
and
Educational
Facilities
Authority,
Revenue
Bonds,
Loomis
Chaffe
School,
Series
2023L,
4.000%,
7/01/43
7/33
at
100.00
1,102,772
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
5,118,559
1,750
Connecticut
Health
and
Educational
Facilities
Authority,
Revenue
Bonds,
Quinnipiac
University,
Series
2016M,
5.000%,
7/01/35
7/26
at
100.00
1,780,537
2,000
Connecticut
Health
and
Educational
Facilities
Authority,
Revenue
Bonds,
Quinnipiac
University,
Series
2023N,
5.000%,
7/01/48
7/33
at
100.00
2,070,753
5,110
Connecticut
Health
and
Educational
Facilities
Authority,
Revenue
Bonds,
Sacred
Heart
University,
Series
2017I-1,
5.000%,
7/01/42
7/27
at
100.00
5,132,834
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
2,081,833
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
3,635,814
Connecticut
Health
and
Educational
Facilities
Authority,
Revenue
Bonds,
The
Taft
School
Issue,
Series
2021L:
790
3.000%,
7/01/41
7/31
at
100.00
641,215
2,210
3.000%,
7/01/46
7/31
at
100.00
1,683,125
1,500
Connecticut
Health
and
Educational
Facilities
Authority,
Revenue
Bonds,
Trinity
College,
Series
2020R,
4.000%,
6/01/45
6/30
at
100.00
1,426,072
Connecticut
Health
and
Educational
Facilities
Authority,
Revenue
Bonds,
Trinity
College,
Series
2021S:
4,000
4.000%,
6/01/46
12/31
at
100.00
3,744,191
3,100
4.000%,
6/01/51
12/31
at
100.00
2,831,932
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
1,763,873
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
2,002,153
1,200
University
of
Connecticut,
Student
Fee
Revenue
Bonds,
Special
Obligation
Series
2023A,
5.250%,
11/15/48
11/33
at
100.00
1,318,169
Total
Education
and
Civic
Organizations
46,561,895
Health
Care
-
16.0%
4,600
Connecticut
Health
and
Educational
Facilities
Authority
Revenue
Bonds,
Hartford
HealthCare,
Series
2015F,
5.000%,
7/01/45
7/25
at
100.00
4,617,908
Connecticut
Health
and
Educational
Facilities
Authority,
Revenue
Bonds,
Connecticut
Childrens
Medical
Center
and
Subsidiaries,
Series
2023E:
1,000
5.250%,
7/15/48
1/33
at
100.00
1,059,571
2,430
4.250%,
7/15/53
1/33
at
100.00
2,340,972
695
(c)
Connecticut
Health
and
Educational
Facilities
Authority,
Revenue
Bonds,
Griffin
Hospital,
Series
2020G-1,
5.000%,
7/01/39
7/29
at
100.00
654,647
39
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
Health
Care
(continued)
$
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
$
1,021,223
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
2,689,227
500
Connecticut
Health
and
Educational
Facilities
Authority,
Revenue
Bonds,
Hartford
HealthCare,
Series
2014E,
5.000%,
7/01/42
7/24
at
100.00
500,087
1,995
Connecticut
Health
and
Educational
Facilities
Authority,
Revenue
Bonds,
Middlesex
Hospital,
Series
2015O,
5.000%,
7/01/36
7/25
at
100.00
2,006,880
Connecticut
Health
and
Educational
Facilities
Authority,
Revenue
Bonds,
Nuvance
Health
Series
2019A:
2,455
4.000%,
7/01/34
7/29
at
100.00
2,314,590
2,860
4.000%,
7/01/41
7/29
at
100.00
2,573,966
6,020
4.000%,
7/01/49
7/29
at
100.00
5,145,074
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
1,365,185
1,885
Connecticut
Health
and
Educational
Facilities
Authority,
Revenue
Bonds,
Stamford
Hospital,
Series
2016K,
4.000%,
7/01/46
7/26
at
100.00
1,635,757
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
2,377,866
2,000
5.000%,
12/01/45
6/26
at
100.00
2,012,879
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
2,401,105
2,520
5.000%,
7/01/33
7/24
at
100.00
2,521,057
830
5.000%,
7/01/34
7/24
at
100.00
830,314
Total
Health
Care
38,068,308
Housing/Multifamily
-
0.7%
1,890
Connecticut
Housing
Finance
Authority,
Housing
Mortgage
Finance
Program
Bonds,
Series
2019B-1,
3.300%,
11/15/39
11/28
at
100.00
1,628,663
Total
Housing/Multifamily
1,628,663
Housing/Single
Family
-
2.8%
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
963,839
1,560
2.300%,
11/15/46
11/30
at
100.00
967,214
3,300
Connecticut
Housing
Finance
Authority,
Housing
Mortgage
Finance
Program
Bonds,
Series
2020C-3,
3.310%,
11/15/50,
(Mandatory
Put
6/07/24)
No
Opt.
Call
3,300,000
195
Connecticut
Housing
Finance
Authority,
Housing
Mortgage
Finance
Program
Bonds,
Series
2020E-3,
1.850%,
5/15/38
5/30
at
100.00
135,024
1,430
Connecticut
Housing
Finance
Authority,
Housing
Mortgage
Finance
Program
Bonds,
Social
Series
2024A,
4.600%,
11/15/49
11/32
at
100.00
1,413,966
Total
Housing/Single
Family
6,780,043
Long-Term
Care
-
2.9%
1,100
Connecticut
Health
and
Educational
Facilities
Authority,
Revenue
Bonds,
Duncaster,
Inc.,
Series
2014A,
5.000%,
8/01/44
8/24
at
100.00
1,061,987
1,200
(c)
Connecticut
Health
and
Educational
Facilities
Authority,
Revenue
Bonds,
Healthcare
Facility
Expansion
Church
Home
of
Hartford
Inc.
Project,
Series
2016A,
5.000%,
9/01/46
9/26
at
100.00
1,036,422
Connecticut
Health
and
Educational
Facilities
Authority,
Revenue
Bonds,
Mary
Wade
Home
Issue,
Series
2019A-1:
900
(c)
4.500%,
10/01/34
10/24
at
104.00
792,677
200
(c)
5.000%,
10/01/54
10/24
at
104.00
154,007
2,650
(c)
Connecticut
Health
and
Educational
Facilities
Authority,
Revenue
Bonds,
McLean
Affiliates,
Series
2020A,
5.000%,
1/01/45
1/26
at
102.00
2,299,597
Nuveen
Connecticut
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
May
31,
2024
(Unaudited)
40
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
Long-Term
Care
(continued)
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
$
623,468
1,250
4.000%,
7/01/51
7/28
at
103.00
957,118
Total
Long-Term
Care
6,925,276
Tax
Obligation/General
-
24.3%
Bridgeport,
Connecticut,
General
Obligation
Bonds,
Series
2014A:
600
5.000%,
7/01/32
-
AGM
Insured
7/24
at
100.00
600,424
1,000
5.000%,
7/01/33
-
AGM
Insured
7/24
at
100.00
1,000,665
1,065
5.000%,
7/01/34
-
AGM
Insured
7/24
at
100.00
1,065,664
2,000
Bridgeport,
Connecticut,
General
Obligation
Bonds,
Series
2016D,
5.000%,
8/15/41
-
AGM
Insured
8/26
at
100.00
2,023,150
2,425
Connecticut
Health
and
Educational
Facilities
Authority,
Revenue
Bonds,
Connecticut
State
University
System,
Series
2016P-1,
5.000%,
11/01/28
11/26
at
100.00
2,505,101
Connecticut
Housing
Finance
Authority,
State
Supported
Special
Obligation
Bonds,
Series
2021-27:
1,000
2.400%,
6/15/41
6/31
at
100.00
719,015
1,000
2.550%,
6/15/46
6/31
at
100.00
661,870
1,000
Connecticut
Housing
Finance
Authority,
State
Supported
Special
Obligation
Bonds,
Series
2021-28,
2.375%,
6/15/40
6/31
at
100.00
730,497
3,000
Connecticut
State,
General
Obligation
Bonds,
Series
2014F,
5.000%,
11/15/34
11/24
at
100.00
3,009,661
2,370
Connecticut
State,
General
Obligation
Bonds,
Series
2015F,
5.000%,
11/15/34
11/25
at
100.00
2,403,013
Connecticut
State,
General
Obligation
Bonds,
Series
2017A:
1,000
5.000%,
4/15/34
4/27
at
100.00
1,037,800
3,270
5.000%,
4/15/35
4/27
at
100.00
3,393,417
1,510
Connecticut
State,
General
Obligation
Bonds,
Series
2018A,
5.000%,
4/15/37
4/28
at
100.00
1,580,362
1,325
Connecticut
State,
General
Obligation
Bonds,
Series
2018C,
5.000%,
6/15/38
6/28
at
100.00
1,383,917
Connecticut
State,
General
Obligation
Bonds,
Series
2019A:
1,150
5.000%,
4/15/36
4/29
at
100.00
1,230,178
1,450
4.000%,
4/15/37
4/29
at
100.00
1,449,831
650
5.000%,
4/15/39
4/29
at
100.00
688,267
2,000
Connecticut
State,
General
Obligation
Bonds,
Series
2020A,
4.000%,
1/15/37
1/30
at
100.00
2,030,672
2,000
Connecticut
State,
General
Obligation
Bonds,
Series
2021A,
3.000%,
1/15/40
1/31
at
100.00
1,656,976
300
East
Haddam,
Connecticut,
General
Obligation
Bonds,
Series
2020A,
3.000%,
12/01/37
12/28
at
100.00
259,352
East
Lyme,
Connecticut,
General
Obligation
Bonds,
Series
2020:
500
3.000%,
7/15/39
7/28
at
100.00
411,204
325
3.000%,
7/15/40
7/28
at
100.00
263,427
500
Hamden,
Connecticut,
General
Obligation
Bonds,
Series
2016,
5.000%,
8/15/33
-
BAM
Insured
8/24
at
100.00
500,934
1,035
Hartford
County
Metropolitan
District,
Connecticut,
General
Obligation
Bonds,
Series
2018,
5.000%,
7/15/35
7/28
at
100.00
1,095,697
1,075
Hartford
County
Metropolitan
District,
Connecticut,
General
Obligation
Bonds,
Series
2019A,
4.000%,
7/15/39
7/29
at
100.00
1,071,876
3,000
Hartford
County
Metropolitan
District,
Connecticut,
General
Obligation
Bonds,
Series
2023,
4.000%,
8/01/43
8/33
at
100.00
2,946,197
Naugatuck,
Connecticut,
General
Obligation
Bonds,
Tax
Increment
Series
2023:
2,285
5.250%,
10/15/48
10/33
at
100.00
2,461,995
1,000
4.625%,
10/15/53
10/33
at
100.00
1,018,111
5,000
New
Britain,
Connecticut,
General
Obligation
Bonds,
Series
2022A,
5.000%,
3/01/47
-
BAM
Insured
3/32
at
100.00
5,246,545
1,000
New
Haven,
Connecticut,
General
Obligation
Bonds,
Refunding
Series
2016A,
5.000%,
8/15/36
-
AGM
Insured
8/26
at
100.00
1,020,131
41
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
Tax
Obligation/General
(continued)
New
Haven,
Connecticut,
General
Obligation
Bonds,
Series
2015:
$
795
5.000%,
9/01/32
-
AGM
Insured
9/25
at
100.00
$
804,942
1,620
5.000%,
9/01/33
-
AGM
Insured
9/25
at
100.00
1,638,993
500
5.000%,
9/01/35
-
AGM
Insured
9/25
at
100.00
505,795
485
North
Haven,
Connecticut,
General
Obligation
Bonds,
Series
2006,
5.000%,
7/15/24
No
Opt.
Call
485,688
1,035
Oxford,
Connecticut,
General
Obligation
Bonds,
Series
2019A,
4.000%,
8/01/39
8/29
at
100.00
1,038,337
2,370
Stratford,
Connecticut,
General
Obligation
Bonds,
Series
2017,
4.000%,
1/01/39
-
BAM
Insured
1/27
at
100.00
2,366,097
Waterbury,
Connecticut,
General
Obligation
Bonds,
Lot
A
Series
2015:
555
5.000%,
8/01/30
-
BAM
Insured
8/25
at
100.00
565,341
485
5.000%,
8/01/31
-
BAM
Insured
8/25
at
100.00
494,050
765
5.000%,
8/01/32
-
BAM
Insured
8/25
at
100.00
779,208
555
5.000%,
8/01/33
-
BAM
Insured
8/25
at
100.00
565,201
555
5.000%,
8/01/34
-
BAM
Insured
8/25
at
100.00
565,259
2,000
West
Haven,
Connecticut,
General
Obligation
Bonds,
Series
2012,
5.000%,
8/01/24
-
AGM
Insured
7/24
at
100.00
2,001,017
750
West
Haven,
Connecticut,
General
Obligation
Bonds,
Series
2020,
4.000%,
3/15/40
-
BAM
Insured
3/30
at
100.00
724,684
Total
Tax
Obligation/General
58,000,561
Tax
Obligation/Limited
-
15.8%
1,800
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
1,558,809
1,390
Connecticut
State,
Special
Tax
Obligation
Bonds,
Transportation
Infrastructure
Purposes
Series
2015A,
5.000%,
8/01/33
8/25
at
100.00
1,406,671
Connecticut
State,
Special
Tax
Obligation
Bonds,
Transportation
Infrastructure
Purposes
Series
2016A:
1,000
5.000%,
9/01/32
9/26
at
100.00
1,023,684
3,500
5.000%,
9/01/33
9/26
at
100.00
3,582,747
Connecticut
State,
Special
Tax
Obligation
Bonds,
Transportation
Infrastructure
Purposes
Series
2018A:
2,000
5.000%,
1/01/37
1/28
at
100.00
2,087,974
2,000
5.000%,
1/01/38
1/28
at
100.00
2,081,521
1,500
Connecticut
State,
Special
Tax
Obligation
Bonds,
Transportation
Infrastructure
Purposes,
Series
2021A,
4.000%,
5/01/40
5/31
at
100.00
1,493,215
2,080
Connecticut
State,
Special
Tax
Obligation
Bonds,
Transportation
Infrastructure
Purposes,
Series
2023A,
5.250%,
7/01/44
1/34
at
100.00
2,311,033
1,000
(c)
Great
Pond
Improvement
District,
Connecticut,
Special
Obligation
Revenue
Bonds,
Great
Pond
Phase
1
Project,
Series
2019,
4.750%,
10/01/48
10/26
at
102.00
917,849
500
(c)
Great
Pond
Improvement
District,
Connecticut,
Special
Obligation
Revenue
Bonds,
Great
Pond
Phase
2
Project,
Series
2022,
5.750%,
10/01/52
10/28
at
103.00
508,559
2,720
(c)
Harbor
Point
Infrastructure
Improvement
District,
Connecticut,
Special
Obligation
Revenue
Bonds,
Harbor
Point
Project,
Refunding
Series
2017,
5.000%,
4/01/39
4/27
at
100.00
2,685,767
635
Matching
Fund
Special
Purpose
Securitization
Corporation,
Virgin
Islands,
Revenue
Bonds,
Series
2022A,
5.000%,
10/01/39
10/32
at
100.00
659,026
1,825
Naugatuck,
Connecticut,
Certificates
of
Participation,
Incineration
Facilities
Project,
Series
2021A,
4.000%,
8/15/41,
(AMT)
8/29
at
100.00
1,668,109
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
595,763
4,250
4.750%,
7/01/53
7/28
at
100.00
4,223,313
1,000
5.000%,
7/01/58
7/28
at
100.00
1,000,325
2,050
Puerto
Rico
Sales
Tax
Financing
Corporation,
Sales
Tax
Revenue
Bonds,
Taxable
Restructured
Cofina
Project
Series
2019A-2,
4.784%,
7/01/58
7/28
at
100.00
2,031,867
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
80,560
Nuveen
Connecticut
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
May
31,
2024
(Unaudited)
42
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
Tax
Obligation/Limited
(continued)
$
500
(c)
Steel
Point
Infrastructure
Improvement
District,
Connecticut,
Special
Obligation
Revenue
Bonds,
Steelpointe
Harbor
Project,
Series
2024,
6.000%,
4/01/52
4/34
at
100.00
$
522,492
1,590
University
of
Connecticut,
General
Obligation
Bonds,
Series
2015A,
5.000%,
2/15/34
2/25
at
100.00
1,599,599
3,000
University
of
Connecticut,
General
Obligation
Bonds,
Series
2017A,
5.000%,
1/15/36
1/27
at
100.00
3,086,901
University
of
Connecticut,
General
Obligation
Bonds,
Series
2019A:
1,000
5.000%,
11/01/36
11/28
at
100.00
1,057,223
1,000
4.000%,
11/01/38
11/28
at
100.00
1,002,225
420
University
of
Connecticut,
General
Obligation
Bonds,
Series
2023A,
5.000%,
8/15/43
8/33
at
100.00
458,769
Total
Tax
Obligation/Limited
37,644,001
Transportation
-
2.7%
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
1,320,935
5,000
5.000%,
7/01/49,
(AMT)
7/29
at
100.00
5,031,941
Total
Transportation
6,352,876
U.S.
Guaranteed
-
2.4%
(d)
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
949,474
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
501,150
1,000
5.000%,
8/15/32,
(Pre-refunded
8/15/24)
8/24
at
100.00
1,002,301
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
2,261,528
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
1,056,946
Total
U.S.
Guaranteed
5,771,399
Utilities
-
7.0%
2,000
Connecticut,
State
Revolving
Fund
General
Revenue
Bonds,
Green
Series
2019A,
5.000%,
2/01/39
2/29
at
100.00
2,125,657
60
Greater
New
Haven
Water
Pollution
Control
Authority,
Connecticut,
Regional
Wastewater
System
Revenue
Bonds,
Series
2005A,
5.000%,
8/15/35
-
NPFG
Insured
7/24
at
100.00
60,002
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
1,029,259
1,000
5.000%,
7/01/40
7/27
at
100.00
1,024,144
295
Guam
Government
Waterworks
Authority,
Water
and
Wastewater
System
Revenue
Bonds,
Series
2020A,
5.000%,
1/01/50
7/30
at
100.00
300,401
1,000
Guam
Power
Authority,
Revenue
Bonds,
Series
2014A,
5.000%,
10/01/39
10/24
at
100.00
1,002,424
2,000
(c)
Puerto
Rico
Aqueduct
and
Sewerage
Authority,
Revenue
Bonds,
Refunding
Senior
Lien
Series
2021B,
5.000%,
7/01/33
7/31
at
100.00
2,108,794
2,685
South
Central
Connecticut
Regional
Water
Authority,
Connecticut,
Water
System
Revenue
Bonds,
Thirty-Seventh
Series
2023A-1,
5.000%,
8/01/51
8/33
at
100.00
2,853,553
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
1,761,607
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
3,057,871
500
Stamford,
Connecticut,
Water
Pollution
Control
System
and
Facility
Revenue
Bonds,
Series
2013A,
5.250%,
8/15/43
7/24
at
100.00
500,177
43
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
(a)
Optional
Call
Provisions
(b)
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
$
739,180
Total
Utilities
16,563,069
Total
Municipal
Bonds
(cost
$235,128,340)
224,296,091
Total
Long-Term
Investments
(cost
$235,128,340)
224,296,091
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
SHORT-TERM
INVESTMENTS
-
 4.6%  
X
11,000,000
MUNICIPAL
BONDS
-
4.6%  
X
11,000,000
Housing/Multifamily
-
1
.3
%
$
3,000
(e)
Connecticut
Housing
Finance
Authority,
Housing
Mortgage
Finance
Program
Bonds,
Series
2016E-3,
3.310%,
11/15/46,
(Mandatory
Put
6/07/24)
5/24
at
100.00
$
3,000,000
Total
Housing/Multifamily
3,000,000
Housing/Single
Family
-
3
.3
%
8,000
(e)
Connecticut
Housing
Finance
Authority,
Housing
Mortgage
Finance
Program
Bonds,
Series
2017F-3,
3.310%,
5/15/40,
(Mandatory
Put
6/07/24)
5/24
at
100.00
8,000,000
Total
Housing/Single
Family
8,000,000
Total
Municipal
Bonds
(cost
$11,000,000)
11,000,000
Total
Short-Term
Investments
(cost
$11,000,000)
11,000,000
Total
Investments
(cost
$246,128,340)
-
98.7%
235,296,091
Other
Assets
&
Liabilities,
Net
-
1.3%
3,046,679
Net
Assets
-
100%
$
238,342,770
Nuveen
Connecticut
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
May
31,
2024
(Unaudited)
44
Level
1
Level
2
Level
3
Total
Long-Term
Investments:
Municipal
Bonds
$
–
$
224,296,091
$
–
$
224,296,091
Short-Term
Investments:
Municipal
Bonds
–
11,000,000
–
11,000,000
Total
$
–
$
235,296,091
$
–
$
235,296,091
(a)
All
percentages
shown
in
the
Portfolio
of
Investments
are
based
on
net
assets.
(b)
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.
(c)
Security
is
exempt
from
registration
under
Rule
144A
of
the
Securities
Act
of
1933,
as
amended.
These
securities
are
deemed
liquid
and
may
be
resold
in
transactions
exempt
from
registration,
which
are
normally
those
transactions
with
qualified
institutional
buyers.
As
of
the
end
of
the
reporting
period,
the
aggregate
value
of
these
securities
is
$11,680,811
or
5.0%
of
Total
Investments.
(d)
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.
(e)
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.
AMT
Alternative
Minimum
Tax
45
Nuveen
Massachusetts
Municipal
Bond
Fund
Portfolio
of
Investments
May
31,
2024
(Unaudited)
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
LONG-TERM
INVESTMENTS
-
96.9%   
X
551,377,776
MUNICIPAL
BONDS
-
96.9%  
X
551,377,776
Education
and
Civic
Organizations
-
22.7%
Lowell,
Massachusetts,
Collegiate
Charter
School
Revenue
Bonds,
Series
2019:
$
2,065
5.000%,
6/15/39
6/26
at
100.00
$
2,072,476
1,750
5.000%,
6/15/49
6/26
at
100.00
1,696,513
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Berklee
College
of
Music,
Series
2016:
1,260
5.000%,
10/01/39
10/26
at
100.00
1,279,790
5,165
5.000%,
10/01/46
10/26
at
100.00
5,202,396
3,000
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Boston
College,
Series
2013S,
5.000%,
7/01/32
6/24
at
100.00
3,000,842
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Boston
College,
Series
2017T:
2,350
5.000%,
7/01/39
7/27
at
100.00
2,438,656
1,020
5.000%,
7/01/42
7/27
at
100.00
1,052,768
3,110
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Boston
University,
Refunding
Series
2023FF,
5.000%,
10/01/48
10/33
at
100.00
3,320,325
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Brandeis
University
Issue,
Series
2018R:
1,195
5.000%,
10/01/37
10/28
at
100.00
1,263,843
840
5.000%,
10/01/38
10/28
at
100.00
884,407
1,000
5.000%,
10/01/39
10/28
at
100.00
1,049,272
3,000
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Emerson
College,
Series
2015,
5.000%,
1/01/35
1/25
at
100.00
3,016,181
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Emerson
College,
Series
2016A:
1,510
5.250%,
1/01/42
1/27
at
100.00
1,530,400
1,500
5.000%,
1/01/47
1/27
at
100.00
1,500,110
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Emerson
College,
Series
2017A:
1,600
5.000%,
1/01/37
1/28
at
100.00
1,636,107
6,020
5.000%,
1/01/40
1/28
at
100.00
6,103,335
2,000
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Emerson
College,
Series
2018,
5.000%,
1/01/43
1/28
at
100.00
2,010,261
2,500
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Emmanuel
College,
Series
2016A,
5.000%,
10/01/43
10/26
at
100.00
2,499,552
2,055
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Lesley
University,
Series
2016,
5.000%,
7/01/36
7/26
at
100.00
2,081,003
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
MCPHS
University
Issue,
Series
2015H:
550
3.500%,
7/01/35
7/25
at
100.00
506,538
235
5.000%,
7/01/37
7/25
at
100.00
237,994
700
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Merrimack
College,
Series
2017,
5.000%,
7/01/37
7/26
at
100.00
710,320
1,000
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Merrimack
College,
Series
2022,
5.000%,
7/01/52
7/32
at
100.00
996,085
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Northeastern
University,
Series
2014A:
1,125
5.000%,
3/01/39
6/24
at
100.00
1,096,977
2,065
5.000%,
3/01/44
6/24
at
100.00
1,964,840
2,080
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Northeastern
University,
Series
2022,
5.000%,
10/01/44
10/32
at
100.00
2,244,592
1,680
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Simmons
University
Issue,
Series
2020M,
5.000%,
10/01/39
10/30
at
100.00
1,698,596
2,750
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Springfield
College,
Green
Series
2021B,
4.000%,
6/01/41
6/30
at
100.00
2,452,448
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
2,530,829
Nuveen
Massachusetts
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
May
31,
2024
(Unaudited)
46
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
Education
and
Civic
Organizations
(continued)
$
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
$
2,356,801
610
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Suffolk
University,
Refunding
Series
2019,
5.000%,
7/01/37
7/29
at
100.00
622,593
1,500
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
The
Broad
Institute,
Series
2017,
5.000%,
4/01/36
10/27
at
100.00
1,560,506
875
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Tufts
University,
Series
2015Q,
5.000%,
8/15/38
8/25
at
100.00
884,972
1,000
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Wheaton
College,
Series
2017H,
5.000%,
1/01/37
1/28
at
100.00
1,016,598
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Woods
Hole
Oceanographic
Institution,
Series
2018:
1,000
5.000%,
6/01/37
6/28
at
100.00
1,046,634
1,000
5.000%,
6/01/38
6/28
at
100.00
1,041,534
6,210
5.000%,
6/01/48
6/28
at
100.00
6,359,120
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Worcester
Polytechnic
Institute,
Series
2017B:
5,000
5.000%,
9/01/42
9/27
at
100.00
5,136,662
7,000
5.000%,
9/01/45
9/27
at
100.00
7,146,046
745
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Worcester
Polytechnic
Institute,
Series
2019,
5.000%,
9/01/33
9/29
at
100.00
796,530
Massachusetts
Development
Finance
Authority,
Revenue
Bonds,
Suffolk
University,
Refunding
Series
2017:
700
5.000%,
7/01/35
7/27
at
100.00
713,066
500
5.000%,
7/01/36
7/27
at
100.00
508,463
2,345
Massachusetts
Development
Finance
Authority,
Revenue
Bonds,
WGBH
Educational
Foundation,
Refunding
Series
2016,
5.000%,
1/01/36
7/26
at
100.00
2,410,903
2,100
Massachusetts
Development
Finance
Authority,
Revenue
Bonds,
WGBH
Educational
Foundation,
Series
2002A,
5.750%,
1/01/42
-
AMBAC
Insured
No
Opt.
Call
2,506,497
1,655
Massachusetts
Educational
Financing
Authority,
Education
Loan
Revenue
Bonds,
Issue
J,
Series
2016,
5.000%,
7/01/24,
(AMT)
No
Opt.
Call
1,655,795
Massachusetts
Educational
Financing
Authority,
Education
Loan
Revenue
Bonds,
Issue
K,
Series
2017A:
1,480
5.000%,
7/01/24,
(AMT)
No
Opt.
Call
1,480,711
2,800
5.000%,
7/01/26,
(AMT)
No
Opt.
Call
2,844,180
Massachusetts
Educational
Financing
Authority,
Education
Loan
Revenue
Bonds,
Issue
L,
Senior
Series
2020B:
850
5.000%,
7/01/29,
(AMT)
No
Opt.
Call
873,749
1,000
5.000%,
7/01/30,
(AMT)
No
Opt.
Call
1,034,211
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
1,004,902
4,355
University
of
Massachusetts
Building
Authority,
Project
Revenue
Bonds,
Senior
Series
2015-1,
5.000%,
11/01/40
11/25
at
100.00
4,402,728
University
of
Massachusetts
Building
Authority,
Project
Revenue
Bonds,
Senior
Series
2022-1:
5,550
4.000%,
11/01/46
5/32
at
100.00
5,383,634
10,605
5.000%,
11/01/52
5/30
at
100.00
11,138,949
6,655
University
of
Massachusetts
Building
Authority,
Project
Revenue
Bonds,
Senior
Series
2024-1,
5.000%,
11/01/47
5/34
at
100.00
7,220,300
Total
Education
and
Civic
Organizations
129,223,540
Health
Care
-
20.3%
2,160
Massachusetts
Development
Finance
Agency
Revenue
Bonds,
South
Shore
Hospital,
Series
2016I,
5.000%,
7/01/41
7/26
at
100.00
2,162,490
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Baystate
Medical
Center
Issue,
Series
2014N:
1,000
5.000%,
7/01/34
7/24
at
100.00
1,000,497
5,700
5.000%,
7/01/44
7/24
at
100.00
5,700,969
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
1,321,271
1,400
5.000%,
7/01/38
7/29
at
100.00
1,468,147
47
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
Health
Care
(continued)
$
15,000
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Boston
Children's
Hospital
Series
2024T,
5.250%,
3/01/54
3/34
at
100.00
$
16,172,395
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
7,614,447
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Boston
Medical
Center
Issue,
Series
2016E:
2,000
5.000%,
7/01/32
7/26
at
100.00
2,034,846
1,825
5.000%,
7/01/36
7/26
at
100.00
1,847,731
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Boston
Medical
Center
Issue,
Series
2023G:
3,000
5.250%,
7/01/48
7/33
at
100.00
3,170,931
9,500
5.250%,
7/01/52
7/33
at
100.00
10,007,087
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
CareGroup
Issue,
Refunding
Series
2016-I:
1,675
5.000%,
7/01/30
7/26
at
100.00
1,709,387
1,500
5.000%,
7/01/37
7/26
at
100.00
1,524,795
1,935
5.000%,
7/01/38
7/26
at
100.00
1,959,920
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
CareGroup
Issue,
Series
2015H-1:
900
5.000%,
7/01/30
7/25
at
100.00
906,069
1,000
5.000%,
7/01/32
7/25
at
100.00
1,007,079
500
5.000%,
7/01/33
7/25
at
100.00
503,548
4,100
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
CareGroup
Issue,
Series
2018J-2,
5.000%,
7/01/48
7/28
at
100.00
4,141,967
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
1,960,079
6,100
5.000%,
12/01/46
12/26
at
100.00
6,169,732
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
2,665,435
5,325
5.000%,
8/15/45
8/25
at
100.00
5,337,284
11,000
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Mass
General
Brigham,
Series
2024D,
5.000%,
7/01/47
1/34
at
100.00
11,674,134
1,545
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Milford
Regional
Medical
Center
Issue,
Series
2014F,
5.750%,
7/15/43
7/24
at
100.00
1,499,439
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Milford
Regional
Medical
Center
Issue,
Series
2020G:
100
(c)
5.000%,
7/15/30
No
Opt.
Call
99,412
100
(c)
5.000%,
7/15/37
7/30
at
100.00
97,804
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Partners
HealthCare
System
Issue,
Series
2016Q:
1,250
4.000%,
7/01/41
7/26
at
100.00
1,216,551
4,710
5.000%,
7/01/47
7/26
at
100.00
4,751,581
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
2,295,113
3,430
4.000%,
7/01/41
1/28
at
100.00
3,325,669
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Southcoast
Health
System
Obligated
Group
Issue,
Series
2013F:
1,750
5.000%,
7/01/27
7/24
at
100.00
1,750,642
1,000
5.000%,
7/01/37
7/24
at
100.00
1,000,568
3,800
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
The
Lowell
General
Hospital,
Series
2013G,
5.000%,
7/01/44
7/24
at
100.00
3,591,851
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
901,914
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
347,397
1,855
5.000%,
7/01/44
7/27
at
100.00
1,870,078
Nuveen
Massachusetts
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
May
31,
2024
(Unaudited)
48
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
Health
Care
(continued)
$
555
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
UMass
Memorial
Health
Care,
Series
2016I,
5.000%,
7/01/36
7/26
at
100.00
$
563,456
500
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Wellforce
Issue,
Series
2019A,
5.000%,
7/01/44
1/29
at
100.00
482,066
Total
Health
Care
115,853,781
Housing/Multifamily
-
2.2%
4,986
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
3,285,699
1,995
Massachusetts
Housing
Finance
Agency,
Housing
Bonds,
Series
2019B-1,
3.100%,
12/01/44
12/28
at
100.00
1,528,503
2,000
Massachusetts
Housing
Finance
Agency,
Housing
Bonds,
Series
2020A-1,
3.000%,
12/01/45
12/28
at
100.00
1,482,115
1,800
Massachusetts
Housing
Finance
Agency,
Housing
Bonds,
Sustainability
Green
Series
2020C-1,
2.450%,
12/01/45
12/29
at
100.00
1,177,054
Massachusetts
Housing
Finance
Agency,
Housing
Bonds,
Sustainability
Green
Series
2020D-1:
1,500
2.200%,
12/01/40
6/30
at
100.00
1,037,560
1,100
2.375%,
12/01/45
6/30
at
100.00
706,568
500
Massachusetts
Housing
Finance
Agency,
Housing
Bonds,
Sustainability
Green
Series
2021A-1,
2.000%,
12/01/36
6/30
at
100.00
373,167
2,685
Massachusetts
Housing
Finance
Agency,
Housing
Bonds,
Sustainability
Green
Series
2022C-1,
5.000%,
12/01/47
6/32
at
100.00
2,792,224
Total
Housing/Multifamily
12,382,890
Housing/Single
Family
-
1.8%
1,500
Massachusetts
Housing
Finance
Agency,
Single
Family
Housing
Revenue
Bonds,
Series
2020-218,
2.400%,
6/01/44
12/29
at
100.00
1,026,612
5,000
Massachusetts
Housing
Finance
Agency,
Single
Family
Housing
Revenue
Bonds,
Series
2023,
3.250%,
6/01/24
5/24
at
100.00
5,000,000
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
995,017
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
961,566
750
2.000%,
12/01/32
12/30
at
100.00
603,792
1,380
2.050%,
6/01/33
12/30
at
100.00
1,104,053
500
2.100%,
12/01/33
12/30
at
100.00
398,622
Total
Housing/Single
Family
10,089,662
Long-Term
Care
-
0.7%
Massachusetts
Development
Finance
Agency
Revenue
Refunding
Bonds,
NewBridge
on
the
Charles,
Inc.
Issue,
Series
2017:
1,910
(c)
4.125%,
10/01/42
6/24
at
104.00
1,738,674
275
(c)
5.000%,
10/01/47
6/24
at
104.00
275,148
560
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Berkshire
Retirement
Community
Lennox,
Series
2015,
5.000%,
7/01/31
7/25
at
100.00
561,769
400
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Orchard
Cove,
Inc.,
Refunding
Series
2019,
5.000%,
10/01/39
10/24
at
104.00
407,918
1,020
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Salem
Community
Corporation,
Refunding
Series
2022,
5.125%,
1/01/40
1/32
at
100.00
979,245
Total
Long-Term
Care
3,962,754
Tax
Obligation/General
-
19.8%
825
Andover,
Massachusetts,
General
Obligation
Bonds,
Municipal
Purpose
Loan
Series
2022,
4.000%,
7/15/42
7/31
at
100.00
826,196
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
1,229,262
1,440
3.000%,
6/01/39
6/28
at
100.00
1,244,862
1,490
3.000%,
6/01/40
6/28
at
100.00
1,264,863
49
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
Tax
Obligation/General
(continued)
$
1,740
Hudson,
Massachusetts,
General
Obligation
Bonds,
Municipal
Purpose
Loan
Series
2011,
5.000%,
2/15/32
7/24
at
100.00
$
1,741,850
7,400
Lincoln,
Massachusetts,
General
Obligation
Bonds,
School
Series
2019,
4.000%,
3/01/49
3/28
at
100.00
7,090,013
2,000
Massachusetts
Development
Finance
Agency,
Special
Obligation
Bonds,
Commonwealth
Contract  Assistance,
Series
2015A,
4.000%,
5/01/45
5/25
at
100.00
1,939,003
3,000
Massachusetts
State,
General
Obligation
Bonds,
Consolidated
Loan,
Series
2015C,
5.000%,
7/01/45
7/25
at
100.00
3,021,758
3,000
Massachusetts
State,
General
Obligation
Bonds,
Consolidated
Loan,
Series
2017A,
5.000%,
4/01/42
4/27
at
100.00
3,082,865
Massachusetts
State,
General
Obligation
Bonds,
Consolidated
Loan,
Series
2018A:
3,750
5.000%,
1/01/42
1/28
at
100.00
3,890,729
2,490
5.000%,
1/01/45
1/28
at
100.00
2,572,097
5,000
5.000%,
1/01/47
1/28
at
100.00
5,152,331
11,110
Massachusetts
State,
General
Obligation
Bonds,
Consolidated
Loan,
Series
2019A,
5.000%,
1/01/49
1/29
at
100.00
11,506,408
7,000
Massachusetts
State,
General
Obligation
Bonds,
Consolidated
Loan,
Series
2022C,
5.250%,
10/01/47
10/32
at
100.00
7,632,166
5,450
Massachusetts
State,
General
Obligation
Bonds,
Consolidated
Loan,
Series
2024A,
5.000%,
1/01/54
1/34
at
100.00
5,812,593
10,000
Massachusetts
State,
General
Obligation
Bonds,
Consolidated
Series
2023D,
5.000%,
10/01/53
10/33
at
100.00
10,664,008
15,000
Massachusetts
State,
General
Obligation
Bonds,
Series
2022E,
5.000%,
11/01/52
11/32
at
100.00
15,934,263
1,000
North
Reading,
Massachusetts,
General
Obligation
Bonds,
Municipal
Purpose
Loan
Series
2012,
5.000%,
5/15/35
7/24
at
100.00
1,001,058
1,685
Northeast
Metropolitan
Regional
Vocational
Technical
School
District,
Massachusetts,
General
Obligation
Bonds,
School
Series
2022,
4.000%,
4/15/47
4/31
at
100.00
1,603,499
1,965
Northeast
Metropolitan
Regional
Vocational
Technical
School
District,
Massachusetts,
General
Obligation
Bonds,
School
Series
2024,
4.000%,
5/15/46
5/33
at
100.00
1,883,062
1,950
Pentucket
Regional
School
District,
Massachusetts,
General
Obligation
Bonds,
Series
2019,
3.000%,
9/01/42
9/27
at
100.00
1,581,568
3,000
Puerto
Rico,
General
Obligation
Bonds,
Restructured
Series
2022A-1,
4.000%,
7/01/46
7/31
at
103.00
2,713,309
2,000
Quincy,
Massachusetts,
General
Obligation
Bonds,
Municipal
Purpose
Loan
Series
2022A,
5.000%,
6/01/50
6/32
at
100.00
2,123,037
3,000
Quincy,
Massachusetts,
General
Obligation
Bonds,
Municipal
Purpose
Loan
Series
2022B,
5.000%,
7/01/47
7/32
at
100.00
3,204,131
3,215
Scituate,
Massachusetts,
General
Obligation
Bonds,
Municipal
Purpose
Loan
Series
2015,
4.000%,
9/15/33
9/24
at
100.00
3,217,350
5,535
Taunton,
Massachusetts,
General
Obligation
Bonds,
Municipal
Purpose
Loan
Series
2024,
4.000%,
3/01/51
3/33
at
100.00
5,223,673
2,170
Tisbury,
Massachusetts,
General
Obligation
Bonds,
Municipal
Purpose
Loan
Series
2022,
4.000%,
8/15/42
8/30
at
100.00
2,140,652
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
3,415,168
Total
Tax
Obligation/General
112,711,774
Tax
Obligation/Limited
-
17.8%
Government
of
Guam,
Business
Privilege
Tax
Bonds,
Refunding
Series
2015D:
1,355
5.000%,
11/15/27
11/25
at
100.00
1,370,319
1,000
5.000%,
11/15/39
11/25
at
100.00
1,004,913
Guam
Government,
Limited
Obligation
Section
30
Revenue
Bonds,
Series
2016A:
1,160
5.000%,
12/01/31
12/26
at
100.00
1,185,249
2,000
5.000%,
12/01/46
12/26
at
100.00
1,998,613
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
1,013,740
Nuveen
Massachusetts
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
May
31,
2024
(Unaudited)
50
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
Tax
Obligation/Limited
(continued)
$
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
$
520,638
10,000
Massachusetts
Bay
Transportation
Authority,
Sales
Tax
Revenue
Bonds,
Senior
Series
2023A-1,
5.250%,
7/01/48
7/33
at
100.00
10,976,352
Massachusetts
Bay
Transportation
Authority,
Sales
Tax
Revenue
Bonds,
Subordinated
Series
2017A-2:
2,050
5.000%,
7/01/44
7/27
at
100.00
2,100,280
3,065
5.000%,
7/01/46
7/27
at
100.00
3,130,992
4,330
Massachusetts
Bay
Transportation
Authority,
Sales
Tax
Revenue
Bonds,
Subordinated
Series
2021A-1,
4.000%,
7/01/39
7/31
at
100.00
4,390,210
2,505
Massachusetts
Bay
Transportation
Authority,
Sales
Tax
Revenue
Bonds,
Subordinated
Sustainability
Series
2017A-1,
5.000%,
7/01/41
7/27
at
100.00
2,584,927
650
Massachusetts
School
Building
Authority,
Dedicated
Sales
Tax
Revenue
Bonds,
Refunding
Senior
Series
2015C,
5.000%,
8/15/37
8/25
at
100.00
659,335
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
4,866,616
3,020
5.000%,
8/15/50
8/30
at
100.00
3,153,840
7,000
Massachusetts
School
Building
Authority,
Dedicated
Sales
Tax
Revenue
Bonds,
Subordinated
Series
2018A,
5.250%,
2/15/48
2/28
at
100.00
7,261,463
4,480
Massachusetts
School
Building
Authority,
Dedicated
Sales
Tax
Revenue
Bonds,
Subordinated
Series
2019A,
5.000%,
2/15/44
2/29
at
100.00
4,689,151
5,000
Massachusetts
State,
Special
Obligation
Dedicated
Tax
Revenue
Bonds,
Refunding
Series
2005,
5.500%,
1/01/34
-
NPFG
Insured
No
Opt.
Call
5,591,291
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
2,855,371
8,180
Massachusetts
State,
Transportation
Fund
Revenue
Bonds,
Rail
Enhancement
&
Accelerated
Bridge
Programs,
Series
2017A,
5.000%,
6/01/47
6/27
at
100.00
8,386,565
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
5,756,608
10,000
Massachusetts
State,
Transportation
Fund
Revenue
Bonds,
Rail
Enhancement
Program,
Sustainability  Green
Series
2022A,
5.000%,
6/01/50
6/31
at
100.00
10,554,899
1,665
Massachusetts
State,
Transportation
Fund
Revenue
Bonds,
Refunding
Series
2021A,
5.000%,
6/01/42
6/31
at
100.00
1,793,506
1,510
Matching
Fund
Special
Purpose
Securitization
Corporation,
Virgin
Islands,
Revenue
Bonds,
Series
2022A,
5.000%,
10/01/39
10/32
at
100.00
1,567,133
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
3,199,699
4,725
4.750%,
7/01/53
7/28
at
100.00
4,695,330
5,840
Puerto
Rico
Sales
Tax
Financing
Corporation,
Sales
Tax
Revenue
Bonds,
Taxable
Restructured
Cofina
Project
Series
2019A-2,
4.784%,
7/01/58
7/28
at
100.00
5,788,343
Total
Tax
Obligation/Limited
101,095,383
Transportation
-
3.2%
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
1,337,293
1,500
Massachusetts
Port
Authority,
Revenue
Bonds,
Refunding
Series
2017A,
5.000%,
7/01/42,
(AMT)
7/27
at
100.00
1,517,159
5,750
Massachusetts
Port
Authority,
Revenue
Bonds,
Refunding
Series
2021B,
5.000%,
7/01/44,
(AMT)
7/24
at
100.00
5,748,341
1,780
Massachusetts
Port
Authority,
Revenue
Bonds,
Series
2014A,
5.000%,
7/01/34
7/24
at
100.00
1,781,391
Massachusetts
Port
Authority,
Revenue
Bonds,
Series
2015A:
1,425
5.000%,
7/01/40
7/25
at
100.00
1,441,268
2,000
5.000%,
7/01/45
7/25
at
100.00
2,017,865
1,750
Massachusetts
Port
Authority,
Revenue
Bonds,
Series
2015B,
5.000%,
7/01/45,
(AMT)
7/25
at
100.00
1,753,734
51
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
Transportation
(continued)
$
2,500
Massachusetts
Port
Authority,
Revenue
Bonds,
Series
2021E,
5.000%,
7/01/46,
(AMT)
7/31
at
100.00
$
2,594,119
Total
Transportation
18,191,170
U.S.
Guaranteed
-
2.7%
(d)
5,915
Massachusetts
Development
Finance
Agency
Revenue
Bonds,
Children's
Hospital
Issue,
Series
2014P,
5.000%,
10/01/46,
(Pre-refunded
10/01/24)
10/24
at
100.00
5,939,245
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
6,439,856
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
1,881,252
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
1,033,655
Total
U.S.
Guaranteed
15,294,008
Utilities
-
5.7%
4,000
Boston
Water
and
Sewer
Commission,
Massachusetts,
General
Revenue
Bonds,
Senior
Series
2018A,
4.000%,
11/01/40
5/26
at
100.00
4,009,744
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
2,872,724
920
Guam
Government
Waterworks
Authority,
Water
and
Wastewater
System
Revenue
Bonds,
Series
2016,
5.000%,
1/01/46
7/26
at
100.00
931,085
2,500
Guam
Government
Waterworks
Authority,
Water
and
Wastewater
System
Revenue
Bonds,
Series
2020A,
5.000%,
1/01/50
7/30
at
100.00
2,545,769
1,650
Massachusetts
Clean
Water
Trust,
State
Revolving
Fund
Bonds,
Green
23B
Series
2021,
5.000%,
2/01/41
2/31
at
100.00
1,794,937
5,785
Massachusetts
Clean
Water
Trust,
State
Revolving
Fund
Bonds,
Sustainability
24B
Series
2022,
5.000%,
2/01/43
2/32
at
100.00
6,306,249
Massachusetts
Municipal
Wholesale
Electric
Company,
MMWEC,
Revenue
Bonds,
Project
2015A,
Series
2021A:
1,000
4.000%,
7/01/39
1/32
at
100.00
1,008,188
1,310
4.000%,
7/01/40
1/32
at
100.00
1,309,193
1,400
4.000%,
7/01/41
1/32
at
100.00
1,381,384
2,000
4.000%,
7/01/46
1/32
at
100.00
1,894,411
1,250
Massachusetts
Water
Resources
Authority,
General
Revenue
Bonds,
Green
Series
2023B,
5.250%,
8/01/48
8/33
at
100.00
1,370,934
Massachusetts
Water
Resources
Authority,
General
Revenue
Bonds,
Series
2017B:
1,000
5.000%,
8/01/39
8/27
at
100.00
1,040,705
1,870
5.000%,
8/01/42
8/27
at
100.00
1,930,195
3,000
(c)
Puerto
Rico
Aqueduct
and
Sewerage
Authority,
Revenue
Bonds,
Refunding
Senior
Lien
Series
2021B,
5.000%,
7/01/37
7/31
at
100.00
3,123,161
1,010
Springfield
Water
and
Sewer
Commission,
Massachusetts,
General
Revenue
Bonds,
Series
2017C,
5.000%,
4/15/33
4/27
at
100.00
1,054,135
Total
Utilities
32,572,814
Total
Municipal
Bonds
(cost
$561,786,224)
551,377,776
Total
Long-Term
Investments
(cost
$561,786,224)
551,377,776
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
SHORT-TERM
INVESTMENTS
-
 2.3%  
X
12,880,000
MUNICIPAL
BONDS
-
2.3%  
X
12,880,000
Education
and
Civic
Organizations
-
0
.7
%
$
3,635
(e)
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Boston
University,
Variable
Rate
Demand
Series
2008U-6C,
3.950%,
10/01/42,
(Mandatory
Put
5/31/24)
5/24
at
100.00
$
3,635,000
Total
Education
and
Civic
Organizations
3,635,000
Nuveen
Massachusetts
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
May
31,
2024
(Unaudited)
52
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
(a)
Optional
Call
Provisions
(b)
Value
Health
Care
-
1
.6
%
$
5,000
(c),(e)
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Sturdy
Memorial
Hospital,
Tender
Option
Bond
2024-008,
3.460%,
5/01/54,
(Mandatory
Put
7/05/24)
5/27
at
100.00
$
5,000,000
300
(e)
Massachusetts
Health
and
Educational
Facilities
Authority,
Revenue
Bonds,
Baystate
Medical
Center,
Series
2009J-2,
4.000%,
7/01/44,
(Mandatory
Put
5/31/24)
5/24
at
100.00
300,000
945
(e)
Massachusetts
Health
and
Educational
Facilities
Authority,
Revenue
Bonds,
Baystate
Medical
Center,
Series
2009K-1,
4.000%,
7/01/39,
(Mandatory
Put
5/31/24)
5/24
at
100.00
945,000
3,000
(e)
Massachusetts
Health
and
Educational
Facilities
Authority,
Revenue
Bonds,
Partners
HealthCare
System
Inc.,
Variable
Rate
Demand
Obligations,
Series
1997P,
3.100%,
7/01/27,
(Mandatory
Put
6/07/24)
6/24
at
100.00
3,000,000
Total
Health
Care
9,245,000
Total
Municipal
Bonds
(cost
$12,880,000)
12,880,000
Total
Short-Term
Investments
(cost
$12,880,000)
12,880,000
Total
Investments
(cost
$574,666,224)
-
99.2%
564,257,776
Other
Assets
&
Liabilities,
Net
-
0.8%
4,661,755
Net
Assets
-
100%
$
568,919,531
Level
1
Level
2
Level
3
Total
Long-Term
Investments:
Municipal
Bonds
$
–
$
551,377,776
$
–
$
551,377,776
Short-Term
Investments:
Municipal
Bonds
–
12,880,000
–
12,880,000
Total
$
–
$
564,257,776
$
–
$
564,257,776
(a)
All
percentages
shown
in
the
Portfolio
of
Investments
are
based
on
net
assets.
(b)
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.
(c)
Security
is
exempt
from
registration
under
Rule
144A
of
the
Securities
Act
of
1933,
as
amended.
These
securities
are
deemed
liquid
and
may
be
resold
in
transactions
exempt
from
registration,
which
are
normally
those
transactions
with
qualified
institutional
buyers.
As
of
the
end
of
the
reporting
period,
the
aggregate
value
of
these
securities
is
$10,334,199
or
1.8%
of
Total
Investments.
53
(d)
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.
(e)
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.
AMT
Alternative
Minimum
Tax
54
Nuveen
New
Jersey
Municipal
Bond
Fund
Portfolio
of
Investments
May
31,
2024
(Unaudited)
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
LONG-TERM
INVESTMENTS
-
98.8%   
X
372,861,349
MUNICIPAL
BONDS
-
98.8%  
X
372,861,349
Consumer
Discretionary
-
0.2%
Middlesex
County
Improvement
Authority,
New
Jersey,
Senior
Revenue
Bonds,
Heldrich
Center
Hotel/Conference
Center
Project,
Series
2005A:
$
935
(c)
5.000%,
1/01/32
7/24
at
100.00
$
663,850
240
(c)
5.125%,
1/01/37
7/24
at
100.00
170,400
Total
Consumer
Discretionary
834,250
Consumer
Staples
-
3.3%
Tobacco
Settlement
Financing
Corporation,
New
Jersey,
Tobacco
Settlement
Asset-Backed
Bonds,
Series
2018A:
3,460
4.000%,
6/01/37
6/28
at
100.00
3,432,289
3,610
5.000%,
6/01/46
6/28
at
100.00
3,672,672
5,205
Tobacco
Settlement
Financing
Corporation,
New
Jersey,
Tobacco
Settlement
Asset-Backed
Bonds,
Series
2018B,
5.000%,
6/01/46
6/28
at
100.00
5,240,480
Total
Consumer
Staples
12,345,441
Education
and
Civic
Organizations
-
14.7%
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
2,075,156
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
756,024
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
915,957
Gloucester
County
Improvement
Authority,
New
Jersey,
Revenue
Bonds,
Rowan
University
Project,
County
Gauranteed
Loan,
Series
2019:
1,050
5.000%,
7/01/44
7/29
at
100.00
1,099,457
1,000
4.000%,
7/01/48
7/29
at
100.00
974,160
Gloucester
County
Improvement
Authority,
New
Jersey,
Revenue
Bonds,
Rowan
University
Project,
County
Guaranteed
Loan,
Series
2024:
1,080
5.000%,
7/01/49
-
BAM
Insured
1/32
at
100.00
1,140,143
1,000
5.000%,
7/01/54
-
BAM
Insured
1/32
at
100.00
1,050,067
1,000
Gloucester
County
Improvement
Authority,
New
Jersey,
Revenue
Bonds,
Rowan
University
Student
Center
Project,
Series
2024,
4.000%,
2/27/25
12/24
at
100.00
1,000,662
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
226,505
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
2,679,720
100
5.000%,
7/15/47
7/27
at
100.00
100,323
100
(d)
New
Jersey
Economic
Development
Authority,
Charter
School
Revenue
Bonds,
Teaneck
Community
Charter
School,
Series
2017A,
5.125%,
9/01/52
9/27
at
100.00
97,586
945
New
Jersey
Economic
Development
Authority,
Revenue
Bonds,
The
Seeing
Eye
Inc.,
Refunding
Series
2015,
5.000%,
3/01/25
No
Opt.
Call
953,043
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
326,557
195
5.000%,
6/01/32
12/27
at
100.00
201,270
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
912,395
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
1,430,930
55
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
Education
and
Civic
Organizations
(continued)
New
Jersey
Educational
Facilities
Authority,
Revenue
Bonds,
Montclair
State
University,
Refunding
Series
2015D:
$
1,000
5.000%,
7/01/31
7/25
at
100.00
$
1,012,165
1,055
3.750%,
7/01/33
7/25
at
100.00
1,024,103
New
Jersey
Educational
Facilities
Authority,
Revenue
Bonds,
Montclair
State
University,
Refunding
Series
2024A:
1,000
5.000%,
7/01/42
-
AGM
Insured
7/34
at
100.00
1,099,537
1,000
5.000%,
7/01/43
-
AGM
Insured
7/34
at
100.00
1,092,197
New
Jersey
Educational
Facilities
Authority,
Revenue
Bonds,
Princeton
University,
Refunding
Series
2024C:
2,500
5.000%,
3/01/26
No
Opt.
Call
2,571,226
3,000
5.000%,
3/01/27
No
Opt.
Call
3,135,122
2,000
New
Jersey
Educational
Facilities
Authority,
Revenue
Bonds,
Princeton
University,
Series
2024B,
5.250%,
3/01/54
3/34
at
100.00
2,199,875
New
Jersey
Educational
Facilities
Authority,
Revenue
Bonds,
Rider
University,
Series  2017F:
360
3.750%,
7/01/37
7/27
at
100.00
276,590
1,370
4.000%,
7/01/42
7/27
at
100.00
991,318
2,265
5.000%,
7/01/47
7/27
at
100.00
1,747,854
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
1,236,020
710
New
Jersey
Educational
Facilities
Authority,
Revenue
Bonds,
Seton
Hall
University,
Series
2013D,
5.000%,
7/01/38
7/24
at
100.00
710,249
New
Jersey
Educational
Facilities
Authority,
Revenue
Bonds,
Seton
Hall
University,
Series
2016C:
1,870
3.000%,
7/01/41
7/26
at
100.00
1,488,367
2,430
3.000%,
7/01/46
7/26
at
100.00
1,791,217
1,085
4.000%,
7/01/46
7/26
at
100.00
957,445
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
789,900
3,500
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
3,034,291
New
Jersey
Educational
Facilities
Authority,
Revenue
Bonds,
Stevens
Institute
of
Technology,
Series
2017A:
500
4.000%,
7/01/47
7/27
at
100.00
441,655
380
5.000%,
7/01/47
7/27
at
100.00
382,187
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
734,287
New
Jersey
Higher
Education
Student
Assistance
Authority,
Student
Loan
Revenue
Bonds,
Refunding
Series
2018A:
910
3.750%,
12/01/31,
(AMT)
6/28
at
100.00
884,389
205
4.000%,
12/01/35,
(AMT)
6/28
at
100.00
203,875
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
1,286,363
500
New
Jersey
Higher
Education
Student
Assistance
Authority,
Student
Loan
Revenue
Bonds,
Refunding
Series
2024B,
4.250%,
12/01/45,
(AMT)
12/34
at
100.00
483,511
1,270
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
895,669
New
Jersey
Higher
Education
Student
Assistance
Authority,
Student
Loan
Revenue
Bonds,
Senior
Lien
Series
2016-1A:
615
3.500%,
12/01/32,
(AMT)
12/25
at
100.00
602,123
145
4.000%,
12/01/39,
(AMT)
12/25
at
100.00
144,660
New
Jersey
Higher
Education
Student
Assistance
Authority,
Student
Loan
Revenue
Bonds,
Senior
Lien
Series
2017-1A:
170
3.750%,
12/01/33,
(AMT)
12/26
at
100.00
168,618
15
4.000%,
12/01/40,
(AMT)
12/26
at
100.00
14,904
765
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
701,850
485
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
457,976
725
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
706,518
Nuveen
New
Jersey
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
May
31,
2024
(Unaudited)
56
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
Education
and
Civic
Organizations
(continued)
$
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
$
1,625,752
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
1,136,276
2,005
New
Jersey
Institute
of
Technology,
New
Jersey,
General
Obligation
Bonds,
Series
2015A,
5.000%,
7/01/45
7/25
at
100.00
2,011,616
1,335
Passaic
County
Improvement
Authority,
New
Jersey,
Charter
School
Revenue
Bonds,
Paterson
Arts
&
Science
Charter
School,
Series
2023,
5.375%,
7/01/53
7/31
at
100.00
1,355,408
Total
Education
and
Civic
Organizations
55,335,068
Financials
-
0.1%
351
New
Jersey
Economic
Development
Authority,
Revenue
Refunding
Bonds,
Kapkowski
Road
Landfill
Project,
Series
2002,
6.500%,
4/01/28
No
Opt.
Call
351,691
Total
Financials
351,691
Health
Care
-
7.4%
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
1,119,076
1,800
3.000%,
7/01/46
7/31
at
100.00
1,358,243
1,000
3.000%,
7/01/51
7/31
at
100.00
725,336
115
New
Jersey
Health
Care
Facilities
Finance
Authority,
Revenue
Bonds,
AHS
Hospital
Corporation,
Series
2008A,
5.000%,
7/01/27
7/24
at
100.00
115,035
1,775
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
1,729,612
965
New
Jersey
Health
Care
Facilities
Financing
Authority,
Revenue
Bonds,
Hackensack
Meridian
Health
Obligated
Group,
Refunding
Series
2017A,
5.000%,
7/01/57
7/27
at
100.00
973,979
3,105
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
2,999,252
2,540
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
2,579,636
New
Jersey
Health
Care
Facilities
Financing
Authority,
Revenue
Bonds,
Princeton
HealthCare
System,
Series
2016A:
610
5.000%,
7/01/33
7/26
at
100.00
623,648
600
5.000%,
7/01/34
7/26
at
100.00
613,160
2,635
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
2,666,832
New
Jersey
Health
Care
Facilities
Financing
Authority,
Revenue
Bonds,
RWJ
Barnabas
Health
Obligated
Group,
Series
2021A:
2,755
4.000%,
7/01/45
7/31
at
100.00
2,610,468
2,145
3.000%,
7/01/51
7/31
at
100.00
1,561,041
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
2,313,053
370
4.000%,
7/01/34
7/26
at
100.00
347,705
1,835
5.000%,
7/01/41
7/26
at
100.00
1,818,524
1,450
4.000%,
7/01/48
7/26
at
100.00
1,265,035
New
Jersey
Health
Care
Facilities
Financing
Authority,
Revenue
Bonds,
Valley
Health
System
Obligated
Group,
Series
2019:
1,865
4.000%,
7/01/44
7/29
at
100.00
1,782,127
1,215
3.000%,
7/01/49
7/29
at
100.00
940,206
Total
Health
Care
28,141,968
57
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
Housing/Multifamily
-
5.6%
New
Jersey
Economic
Development
Authority,
Revenue
Bonds,
Provident
Group
-
Kean
Properties
LLC
-
Kean
University
Student
Housing
Project,
Series
2017A:
$
150
5.000%,
7/01/47
1/27
at
100.00
$
144,235
450
5.000%,
1/01/50
1/27
at
100.00
429,375
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
2,056,696
520
New
Jersey
Housing
&
Mortgage
Finance
Agency,
5.250%,
12/20/65
3/34
at
100.00
528,368
1,447
New
Jersey
Housing
&
Mortgage
Finance
Agency,
Multifamily
Conduit
Revenue
Bonds,
Cherry
Garden
Apartments
Project,
Series
2021B,
2.375%,
1/01/39
No
Opt.
Call
1,062,236
1,310
New
Jersey
Housing
and
Mortgage
Finance
Agency,
Multifamily
Revenue
Bonds,
Series
2015A,
4.000%,
11/01/45
11/24
at
100.00
1,207,523
1,135
New
Jersey
Housing
and
Mortgage
Finance
Agency,
Multifamily
Revenue
Bonds,
Series
2016A,
3.750%,
11/01/45
11/25
at
100.00
965,912
2,145
New
Jersey
Housing
and
Mortgage
Finance
Agency,
Multifamily
Revenue
Bonds,
Series
2016B,
3.600%,
11/01/40
11/25
at
100.00
1,926,802
875
New
Jersey
Housing
and
Mortgage
Finance
Agency,
Multifamily
Revenue
Bonds,
Series
2017D,
3.900%,
11/01/32,
(AMT)
5/26
at
100.00
846,673
New
Jersey
Housing
and
Mortgage
Finance
Agency,
Multifamily
Revenue
Bonds,
Series
2018A:
1,935
3.600%,
11/01/33
11/27
at
100.00
1,803,563
1,865
3.875%,
11/01/38
11/27
at
100.00
1,744,414
1,045
3.950%,
11/01/43
11/27
at
100.00
951,015
650
4.000%,
11/01/48
11/27
at
100.00
592,699
500
4.100%,
11/01/53
11/27
at
100.00
448,155
New
Jersey
Housing
and
Mortgage
Finance
Agency,
Multifamily
Revenue
Bonds,
Series
2019A:
1,750
2.900%,
11/01/39
11/28
at
100.00
1,426,825
530
3.000%,
11/01/44
11/28
at
100.00
397,740
870
3.050%,
11/01/49
11/28
at
100.00
640,619
490
3.150%,
5/01/53
11/28
at
100.00
342,489
600
New
Jersey
Housing
and
Mortgage
Finance
Agency,
Multifamily
Revenue
Bonds,
Series
2020A,
2.450%,
11/01/45
11/29
at
100.00
382,768
2,470
New
Jersey
Housing
and
Mortgage
Finance
Agency,
Multifamily
Revenue
Bonds,
Series
2021A,
2.450%,
11/01/41
11/30
at
100.00
1,760,623
New
Jersey
Housing
and
Mortgage
Finance
Agency,
Multifamily
Revenue
Bonds,
Series
2023C:
1,090
4.850%,
5/01/33,
(AMT)
5/32
at
100.00
1,086,418
250
5.000%,
11/01/38,
(AMT)
5/32
at
100.00
254,642
Total
Housing/Multifamily
20,999,790
Housing/Single
Family
-
5.7%
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
1,600,383
1,130
3.750%,
10/01/35
10/27
at
100.00
1,040,074
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
2,067,079
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
2,460,486
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
1,114,229
1,225
3.500%,
4/01/51
4/29
at
102.44
1,192,185
2,000
New
Jersey
Housing
and
Mortgage
Finance
Agency,
Single
Family
Housing
Revenue
Bonds,
Series
2024K,
4.150%,
10/01/39
10/32
at
100.00
1,983,350
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
4,561,247
Nuveen
New
Jersey
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
May
31,
2024
(Unaudited)
58
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
Housing/Single
Family
(continued)
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
$
1,896,535
1,445
4.600%,
10/01/46
4/31
at
100.00
1,422,085
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
1,004,449
1,150
4.700%,
10/01/48
4/32
at
100.00
1,155,342
Total
Housing/Single
Family
21,497,444
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
7/24
at
100.00
497,893
2,170
(c),(d)
New
Jersey
Economic
Development
Authority,
Revenue
Bonds,
White
Horse
HMT
Urban
Renewal
LLC
Project,
Series
2020,
5.000%,
1/01/40
1/28
at
102.00
1,485,555
495
(c),(d)
New
Jersey
Health
Care
Facilities
Financing
Authority,
Revenue
Bonds,
Village
Drive
Healthcare
Urban
Renewal
LLC,
Series
2018,
5.750%,
10/01/38
10/26
at
102.00
362,038
Total
Long-Term
Care
2,345,486
Tax
Obligation/General
-
16.0%
1,000
Bernardsville,
New
Jersey,
General
Obligation
Bonds,
Bond
Anticipation
Notes
Series
2024,
4.000%,
3/27/25
No
Opt.
Call
1,001,613
5,000
Bridgewater
&
Raritan
School
District,
Somerset
County,
New
Jersey,
General
Obligation
Bonds,
Series
2024,
4.000%,
7/15/45
1/33
at
100.00
4,975,958
800
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
708,659
1,470
Cumberland
County,
New
Jersey,
General
Obligation
Bonds,
Series
2021,
2.000%,
5/15/29
5/28
at
100.00
1,299,468
2,400
Essex
County
Improvement
Authority,
New
Jersey,
Lease
Revenue
Bonds,
Essex
County
Family
Court
Building
House
Projects,
County
Guaranteed
Series
2023,
5.000%,
7/03/24
No
Opt.
Call
2,401,227
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
12,205
Gloucester
Township,
New
Jersey,
General
Obligation
Bonds,
Series
2019:
1,065
2.000%,
2/01/28
-
BAM
Insured
No
Opt.
Call
970,417
1,500
2.250%,
2/01/29
-
BAM
Insured
No
Opt.
Call
1,359,630
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
157,146
1,040
Harrison,
New
Jersey,
General
Obligation
Bonds,
Parking
Utility
Series
2018,
3.375%,
3/01/34
-
BAM
Insured
3/28
at
100.00
977,414
1,000
Hudson
County
Improvement
Authority,
New
Jersey,
County
Secured
Lease
Revenue
Bonds,
Hudson
County
Courthouse
Project,
Series
2020,
4.000%,
10/01/51
10/30
at
100.00
940,185
6,490
Hudson
County
Improvement
Authority,
New
Jersey,
County
Secured
Lease
Revenue
Bonds,
Hudson
County
Vocational
Technical
Schools
Project,
Series
2016,
5.000%,
5/01/46
5/26
at
100.00
6,576,735
1,000
Jersey
City
Board
of
Education,
Hudson
County,
New
Jersey,
General
Obligation
Bonds,
School
Energy
Savings
Refunding
Series
2023,
4.250%,
8/15/45
-
AGM
Insured
8/33
at
100.00
1,010,903
1,295
Jersey
City,
New
Jersey,
General
Obligation
Bonds,
General
Improvement
Series
2022A,
3.000%,
2/15/37
2/29
at
100.00
1,152,727
2,000
Livingston
Township,
New
Jersey,
General
Obligation
Bonds,
Series
2023,
5.000%,
12/10/24
No
Opt.
Call
2,013,006
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
1,163,810
1,125
5.000%,
8/15/40
8/32
at
100.00
1,243,792
59
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
Tax
Obligation/General
(continued)
Monmouth
County
Improvement
Authority,
New
Jersey,
Governmental
Pooled
Loan
Revenue
Bonds,
Series
2023:
$
1,000
5.000%,
12/01/34
12/33
at
100.00
$
1,151,672
650
5.000%,
12/01/35
12/33
at
100.00
747,454
575
5.000%,
12/01/36
12/33
at
100.00
658,388
500
5.000%,
12/01/41
12/33
at
100.00
555,919
1,900
New
Brunswick
Parking
Authority,
Middlesex
County,
New
Jersey,
Guaranteed
Parking
Revenue
Bonds,
Refunding
Series
2016A,
5.000%,
9/01/32
-
BAM
Insured
9/26
at
100.00
1,947,874
New
Jersey
State,
General
Obligation
Bonds,
Covid-19
Emergency
Series
2020A:
585
5.000%,
6/01/24
No
Opt.
Call
585,000
1,000
5.000%,
6/01/25
No
Opt.
Call
1,014,463
105
5.000%,
6/01/26
No
Opt.
Call
108,122
2,610
4.000%,
6/01/31
No
Opt.
Call
2,708,057
1,130
3.000%,
6/01/32
No
Opt.
Call
1,056,048
140
4.000%,
6/01/32
No
Opt.
Call
145,691
605
Newark
Board
of
Education,
Essex
County,
New
Jersey,
General
Obligation
Bonds,
School
Energy
Savings
Series
2021,
4.000%,
7/15/36
-
BAM
Insured
7/31
at
100.00
607,580
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
543,422
600
6.000%,
11/15/62
-
AGM
Insured
11/32
at
100.00
672,036
1,500
Ocean
City,
New
Jersey,
General
Obligation
Bonds,
General
Improvement
Series
2019,
2.250%,
9/15/33
9/26
at
100.00
1,229,450
2,625
Passaic
County,
New
Jersey,
General
Obligation
Bonds,
General
Improvement
Series
2019A,
1.000%,
12/01/34
12/27
at
100.00
1,905,142
Puerto
Rico,
General
Obligation
Bonds,
Restructured
Series
2022A-1:
1,054
5.625%,
7/01/29
No
Opt.
Call
1,134,474
1,477
4.000%,
7/01/33
7/31
at
103.00
1,476,961
669
4.000%,
7/01/37
7/31
at
103.00
649,064
1,145
Somers
Point,
New
Jersey,
General
Obligation
Bonds,
Improvement
Sewer
Utility
Series
2019,
2.000%,
10/01/31
10/26
at
100.00
963,266
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
1,561,669
1,000
South
Orange
Village
Township,
New
Jersey,
General
Obligation
Bonds,
Series
2023,
5.000%,
6/28/24
No
Opt.
Call
1,000,601
3,630
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)
7/24
at
100.00
3,632,521
2,515
Union
County
Utilities
Authority,
New
Jersey,
Solid
Waste
System
County
Deficiency
Revenue
Bonds,
Series
2011A,
5.000%,
6/15/41
7/24
at
100.00
2,515,352
2,000
Union
Township,
Union
County,
New
Jersey,
General
Obligation
Bonds,
Bond
Anticipation
Notes
Series
2024,
4.500%,
1/21/25
No
Opt.
Call
2,010,740
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
927,514
1,020
Woodbury
School
District,
New
Jersey,
General
Obligation
Bonds,
Series
2023,
4.000%,
8/15/41
-
BAM
Insured
8/30
at
100.00
1,000,178
Total
Tax
Obligation/General
60,473,553
Tax
Obligation/Limited
-
17.8%
1,000
Bergen
County
Improvement
Authority,
New
Jersey,
County
Guaranteed
Governmental
Pooled
Project
Notes,
Series
2024,
4.500%,
5/28/25
No
Opt.
Call
1,006,092
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
675,567
1,000
Burlington
County
Bridge
Commission,
New
Jersey,
Governmental
Leasing
Program
Revenue
Bonds,
Series
2023D,
5.000%,
12/13/24
No
Opt.
Call
1,005,031
225
Camden
County
Improvement
Authority,
New
Jersey,
County
Guaranteed
Loan
Revenue
Bonds,
Capital
Program,
Series
2022,
5.000%,
1/15/33
1/32
at
100.00
250,536
1,785
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
1,624,019
Nuveen
New
Jersey
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
May
31,
2024
(Unaudited)
60
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
Tax
Obligation/Limited
(continued)
$
170
Garden
State
Preservation
Trust,
New
Jersey,
Open
Space
and
Farmland
Preservation
Bonds,
Series
2005A,
5.750%,
11/01/28
-
AGM
Insured
No
Opt.
Call
$
178,304
Middlesex
County
Improvement
Authority,
New
Jersey,
General
Obligation
Lease
Revenue
Bonds,
New
Jersey
Health
+
Life
Science
Exchange
-
H-1
Project
Series
2023A:
2,940
5.000%,
8/15/49
8/33
at
100.00
3,162,944
2,000
4.000%,
8/15/53
8/33
at
100.00
1,901,451
1,050
5.000%,
8/15/53
8/33
at
100.00
1,115,625
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
3,869,956
4,025
5.000%,
11/01/52
11/32
at
100.00
4,192,630
3,150
New
Jersey
Economic
Development
Authority,
Revenue
Bonds,
Motor
Vehicle
Surcharge,
Refunding
Subordinate
Series
2017A,
3.375%,
7/01/30
7/27
at
100.00
2,970,642
2,010
New
Jersey
Economic
Development
Authority,
Revenue
Bonds,
New
Jersey
Transit
Corporation
Projects
Sublease,
Refunding
Series
2017B,
5.000%,
11/01/25
No
Opt.
Call
2,047,310
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
260,617
175
5.000%,
6/15/30
6/26
at
100.00
178,714
3,845
New
Jersey
Transportation
Trust
Fund
Authority,
Federal
Highway
Reimbursement
Revenue
Notes,
Series
2018A,
5.000%,
6/15/31
6/26
at
100.00
3,921,427
New
Jersey
Transportation
Trust
Fund
Authority,
Transportation
Program
Bonds,
Series
2022CC:
1,000
5.250%,
6/15/41
12/32
at
100.00
1,094,234
1,170
5.250%,
6/15/46
12/32
at
100.00
1,262,957
1,500
New
Jersey
Transportation
Trust
Fund
Authority,
Transportation
Program
Bonds,
Series
2023AA,
4.250%,
6/15/44
6/33
at
100.00
1,473,752
14,360
New
Jersey
Transportation
Trust
Fund
Authority,
Transportation
System
Bonds,
Capital
Appreciation
Series
2010A,
0.000%,
12/15/30
No
Opt.
Call
11,116,431
New
Jersey
Transportation
Trust
Fund
Authority,
Transportation
System
Bonds,
Refunding
Series
2006C:
6,925
0.000%,
12/15/32
-
AGM
Insured
No
Opt.
Call
4,965,761
4,765
0.000%,
12/15/33
-
AGM
Insured
No
Opt.
Call
3,270,246
1,045
0.000%,
12/15/34
-
AGM
Insured
No
Opt.
Call
687,121
1,550
New
Jersey
Transportation
Trust
Fund
Authority,
Transportation
System
Bonds,
Series
2010D,
5.000%,
12/15/24
No
Opt.
Call
1,559,485
775
New
Jersey
Transportation
Trust
Fund
Authority,
Transportation
System
Bonds,
Series
2019AA,
5.000%,
6/15/46
12/28
at
100.00
794,701
New
Jersey
Transportation
Trust
Fund
Authority,
Transportation
System
Bonds,
Series
2019BB:
2,360
3.500%,
6/15/46
12/28
at
100.00
1,983,882
1,000
4.000%,
6/15/50
12/28
at
100.00
926,770
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
1,122,426
1,570
Passaic
County
Improvement
Authority,
New
Jersey,
Lease
Revenue
Bonds,
Preakness
Healthcare
Center
Expansion
Project,
Series
2012,
3.500%,
5/01/35
7/24
at
100.00
1,539,086
575
Puerto
Rico
Public
Finance
Corporation,
Commonwealth
Appropriation
Bonds,
Series
1998A,
5.125%,
6/01/24
-
AMBAC
Insured
No
Opt.
Call
575,000
2,740
Puerto
Rico
Sales
Tax
Financing
Corporation,
Sales
Tax
Revenue
Bonds,
Restructured
2018A-1,
5.000%,
7/01/58
7/28
at
100.00
2,740,889
1,749
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
1,743,527
1,835
Union
County
Improvement
Authority,
New
Jersey,
Lease
Revenue
Bonds,
Plainfield
-
Park
Madison
Redevelopment
Project,
Refunding
Series
2013A,
5.000%,
3/01/34
No
Opt.
Call
2,022,653
Total
Tax
Obligation/Limited
67,239,786
61
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
Transportation
-
13.7%
$
1,000
Delaware
River
and
Bay
Authority,
Delaware
and
New
Jersey,
Revenue
Bonds,
Refunding
Series
2024B,
5.000%,
1/01/41
1/34
at
100.00
$
1,091,152
1,990
Delaware
River
and
Bay
Authority,
Delaware
and
New
Jersey,
Revenue
Bonds,
Series
2019,
4.000%,
1/01/44
1/29
at
100.00
1,957,247
335
Delaware
River
and
Bay
Authority,
Delaware
and
New
Jersey,
Revenue
Bonds,
Series
2024A,
5.000%,
1/01/49
1/34
at
100.00
357,073
1,090
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
1,090,026
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
1,036,264
3,865
5.000%,
7/01/47
7/27
at
100.00
3,938,958
Delaware
River
Joint
Toll
Bridge
Commission,
New
Jersey
and
Pennsylvania,
Bridge
System
Revenue
Bonds,
Series
2019A:
1,285
5.000%,
7/01/31
7/29
at
100.00
1,382,965
1,000
3.000%,
7/01/49
7/29
at
100.00
714,366
2,760
Delaware
River
Port
Authority,
New
Jersey
and
Pennsylvania,
Revenue
Bonds,  Series
2013,
5.000%,
1/01/40
7/24
at
100.00
2,762,451
New
Jersey
Economic
Development
Authority,
Private
Activity
Bonds,
The
Goethals
Bridge
Replacement
Project,
Series
2013:
1,705
5.000%,
1/01/31
-
AGM
Insured,
(AMT)
7/24
at
100.00
1,707,882
1,645
5.625%,
1/01/52,
(AMT)
7/24
at
100.00
1,646,102
1,765
New
Jersey
Economic
Development
Authority,
Special
Facilities
Revenue
Bonds,
Continental
Airlines
Inc.,
Series
1999,
5.250%,
9/15/29,
(AMT)
7/24
at
100.50
1,767,058
380
New
Jersey
Economic
Development
Authority,
Special
Facilities
Revenue
Bonds,
Continental
Airlines
Inc.,
Series
2000A
&
2000B,
5.625%,
11/15/30,
(AMT)
7/24
at
101.00
383,224
New
Jersey
Economic
Development
Authority,
Special
Facility
Revenue
Bonds,
Port
Newark
Container
Terminal
LLC
Project,
Refunding
Series
2017:
1,000
5.000%,
10/01/37,
(AMT)
10/27
at
100.00
1,024,860
2,390
5.000%,
10/01/47,
(AMT)
10/27
at
100.00
2,407,296
1,315
New
Jersey
Turnpike
Authority,
Revenue
Bonds,
Series
2005A,
5.250%,
1/01/29
-
AGM
Insured
No
Opt.
Call
1,426,166
1,145
New
Jersey
Turnpike
Authority,
Turnpike
Revenue
Bonds,
Series
2021A,
4.000%,
1/01/51
1/31
at
100.00
1,089,062
New
Jersey
Turnpike
Authority,
Turnpike
Revenue
Bonds,
Series
2022A:
1,250
4.000%,
1/01/42
7/32
at
100.00
1,253,346
2,500
4.000%,
1/01/43
7/32
at
100.00
2,497,300
New
Jersey
Turnpike
Authority,
Turnpike
Revenue
Bonds,
Series
2022B:
1,000
5.000%,
1/01/46
1/33
at
100.00
1,071,473
1,530
4.500%,
1/01/48
1/33
at
100.00
1,543,534
2,250
5.250%,
1/01/52
1/33
at
100.00
2,437,726
New
Jersey
Turnpike
Authority,
Turnpike
Revenue
Bonds,
Series
2024B:
1,025
4.125%,
1/01/54
1/34
at
100.00
987,152
1,305
5.250%,
1/01/54
1/34
at
100.00
1,420,471
2,950
Port
Authority
of
New
York
and
New
Jersey,
Consolidated
Revenue
Bonds,
Two
Hundred
Forty
Second
Series
2023,
5.000%,
12/01/53,
(AMT)
12/33
at
100.00
3,036,718
1,000
Port
Authority
of
New
York
and
New
Jersey,
Consolidated
Revenue
Bonds,
Two
Hundred
Second
Series
2017,
5.000%,
10/15/33,
(AMT)
4/27
at
100.00
1,021,959
3,725
Port
Authority
of
New
York
and
New
Jersey,
Consolidated
Revenue
Bonds,
Two
Hundred
Thirty
Series
2022,
3.000%,
12/01/31
No
Opt.
Call
3,547,837
2,000
Port
Authority
of
New
York
and
New
Jersey,
Consolidated
Revenue
Bonds,
Two
Hundred
Twelfth
Series
2019,
4.000%,
9/01/38
9/29
at
100.00
2,027,375
1,000
South
Jersey
Transportation
Authority,
New
Jersey,
Transportation
System
Revenue
Bonds,
Refunding
Series
2014A,
5.000%,
11/01/39
11/24
at
100.00
1,001,232
1,000
South
Jersey
Transportation
Authority,
New
Jersey,
Transportation
System
Revenue
Bonds,
Refunding
Series
2019A,
5.000%,
11/01/33
-
AGM
Insured
11/29
at
100.00
1,069,389
Nuveen
New
Jersey
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
May
31,
2024
(Unaudited)
62
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
Transportation
(continued)
South
Jersey
Transportation
Authority,
New
Jersey,
Transportation
System
Revenue
Bonds,
Series
2022A:
$
2,350
4.625%,
11/01/47
11/32
at
100.00
$
2,364,527
650
5.250%,
11/01/52
-
BAM
Insured
11/32
at
100.00
693,366
Total
Transportation
51,755,557
U.S.
Guaranteed
-
2.7%
(e)
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
1,950,698
New
Jersey
Economic
Development
Authority,
Revenue
Bonds,
United
Methodist
Homes
of
New
Jersey
Obligated
Group
Issue,
Refunding
Series
2014A:
85
3.750%,
7/01/24,
(ETM)
No
Opt.
Call
84,934
405
5.000%,
7/01/29,
(Pre-refunded
7/01/24)
7/24
at
100.00
405,150
New
Jersey
Economic
Development
Authority,
School
Facilities
Construction
Bonds,
Series
2015WW:
250
5.250%,
6/15/40,
(Pre-refunded
6/15/25)
6/25
at
100.00
254,508
4,110
5.250%,
6/15/40,
(Pre-refunded
6/15/25)
6/25
at
100.00
4,184,114
215
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
214,418
3,000
New
Jersey
Turnpike
Authority,
Revenue
Bonds,
Series
2014A,
5.000%,
1/01/31,
(Pre-refunded
7/01/24)
7/24
at
100.00
3,002,535
Total
U.S.
Guaranteed
10,096,357
Utilities
-
11.0%
New
Jersey
Economic
Development
Authority,
Energy
Facilities
Revenue
Bonds,
UMM
Energy
Partners,
LLC
Project,
Series
2012A:
500
5.000%,
6/15/37,
(AMT)
7/24
at
100.00
498,293
1,000
5.125%,
6/15/43,
(AMT)
7/24
at
100.00
990,879
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
1,559,514
500
New
Jersey
Economic
Development
Authority,
Natural
Gas
Facilities
Revenue
Bonds,
New
Jersey
Natural
Gas
Company
Project,
Refunding
Series
2011C,
3.000%,
8/01/41,
(AMT)
8/24
at
100.00
388,320
3,195
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
2,825,903
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
4,321,742
New
Jersey
Infrastructure
Bank,
Environmental
Infrastructure
Bonds,
Green
Series
2021A-1:
1,205
3.000%,
9/01/31
9/30
at
100.00
1,142,491
3,985
3.000%,
9/01/32
9/30
at
100.00
3,708,693
5,085
3.000%,
9/01/33
9/30
at
100.00
4,635,338
New
Jersey
Infrastructure
Bank,
Environmental
Infrastructure
Bonds,
Green
Series
2022A-2:
6,295
5.000%,
9/01/47
9/32
at
100.00
6,790,989
2,000
5.000%,
9/01/52
9/32
at
100.00
2,139,103
New
Jersey
Infrastructure
Bank,
Environmental
Infrastructure
Bonds,
Green
Series
2023A-W1:
1,500
5.000%,
9/01/30
No
Opt.
Call
1,661,437
500
5.000%,
9/01/34
No
Opt.
Call
580,925
North
Hudson
Sewerage
Authority,
New
Jersey,
Gross
Revenue
Lease
Certificates,
Senior
Lien
Series
2023:
700
5.000%,
6/01/36
-
BAM
Insured
12/33
at
100.00
790,321
500
5.000%,
6/01/37
-
BAM
Insured
12/33
at
100.00
559,606
500
5.000%,
6/01/38
-
BAM
Insured
12/33
at
100.00
556,817
750
5.000%,
6/01/39
-
BAM
Insured
12/33
at
100.00
831,626
375
5.000%,
6/01/44
-
BAM
Insured
12/33
at
100.00
407,100
63
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
(a)
Optional
Call
Provisions
(b)
Value
Utilities
(continued)
$
695
Passaic
County
Utilities
Authority,
New
Jersey,
Solid
Waste
Disposal
Revenue
Bonds,
Refunding
Series
2018,
5.000%,
3/01/37
No
Opt.
Call
$
774,232
1,920
Passaic
Valley
Water
Commission,
New
Jersey,
Water
System
Revenue
Bonds,
Series
2023,
4.000%,
12/01/53
-
AGM
Insured
12/32
at
100.00
1,849,949
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
4,431,680
Total
Utilities
41,444,958
Total
Municipal
Bonds
(cost
$392,027,703)
372,861,349
Total
Long-Term
Investments
(cost
$392,027,703)
372,861,349
Other
Assets
&
Liabilities,
Net
-
1.2%
4,399,780
Net
Assets
-
100%
$
377,261,129
Level
1
Level
2
Level
3
Total
Long-Term
Investments:
Municipal
Bonds
$
–
$
372,861,349
$
–
$
372,861,349
Total
$
–
$
372,861,349
$
–
$
372,861,349
(a)
All
percentages
shown
in
the
Portfolio
of
Investments
are
based
on
net
assets.
(b)
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.
(c)
Defaulted
security.
A
security
whose
issuer
has
failed
to
fully
pay
principal
and/or
interest
when
due,
or
is
under
the
protection
of
bankruptcy.
(d)
Security
is
exempt
from
registration
under
Rule
144A
of
the
Securities
Act
of
1933,
as
amended.
These
securities
are
deemed
liquid
and
may
be
resold
in
transactions
exempt
from
registration,
which
are
normally
those
transactions
with
qualified
institutional
buyers.
As
of
the
end
of
the
reporting
period,
the
aggregate
value
of
these
securities
is
$1,945,179
or
0.5%
of
Total
Investments.
(e)
Backed
by
an
escrow
or
trust
containing
sufficient
U.S.
Government
or
U.S.
Government
agency
securities,
which
ensure
the
timely
payment
of
principal
and
interest.
AMT
Alternative
Minimum
Tax
ETM
Escrowed
to
maturity
64
Nuveen
New
York
Municipal
Bond
Fund
Portfolio
of
Investments
May
31,
2024
(Unaudited)
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
LONG-TERM
INVESTMENTS
-
99.4%   
X
1,042,895,182
MUNICIPAL
BONDS
-
99.4%  
X
1,042,895,182
Consumer
Staples
-
3.4%
$
15,110
Erie
County
Tobacco
Asset
Securitization
Corporation,
New
York,
Tobacco
Settlement
Asset-Backed
Bonds,
Series
2005A,
5.000%,
6/01/38
7/24
at
100.00
$
14,393,331
76,105
(c)
Erie
County
Tobacco
Asset
Securitization
Corporation,
New
York,
Tobacco
Settlement
Asset-Backed
Bonds,
Series
2005C,
0.000%,
6/01/50
7/24
at
19.66
8,874,771
895
New
York
Counties
Tobacco
Trust
VI,
New
York,
Tobacco
Settlement
Pass-
Through
Bonds,
Series
2016A-1,
5.625%,
6/01/35
No
Opt.
Call
912,177
6,885
New
York
Counties
Tobacco
Trust
VI,
New
York,
Tobacco
Settlement
Pass-
Through
Bonds,
Series
Series
2016A-1,
5.750%,
6/01/43
No
Opt.
Call
6,853,490
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
1,229,100
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
936,252
3,000
TSASC
Inc.,
New
York,
Tobacco
Asset-Backed
Bonds,
Series
2006,
5.000%,
6/01/48
6/27
at
100.00
2,540,307
Total
Consumer
Staples
35,739,428
Education
and
Civic
Organizations
-
9.2%
1,990
Buffalo
and
Erie
County
Industrial
Land
Development
Corporation,
New
York,
Revenue
Bonds,
Enterprise
Charter
School
Project,
Series
2011A,
7.500%,
12/01/40
7/24
at
100.00
1,746,127
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
1,299,482
550
Build
New
York
City
Resource
Corporation,
New
York,
Revenue
Bonds,
Global
Community
Charter
School
Project,
Series
2022A,
5.000%,
6/15/52
6/32
at
100.00
534,642
3,360
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
3,436,208
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
1,344,000
2,200
5.500%,
11/01/44
11/24
at
100.00
1,320,000
1,265
Build
New
York
City
Resource
Corporation,
New
York,
Revenue
Bonds,
New
World
Preparatory
Charter
School
Project,
Series
2021A,
4.000%,
6/15/41
6/31
at
100.00
1,076,908
2,395
(c)
Build
NYC
Resource
Corporation,
New
York,
Revenue
Bonds,
Family
Life
Academy
Charter
School,
Series
2020C-1,
5.000%,
6/01/55
12/30
at
100.00
1,998,445
Build
NYC
Resource
Corporation,
New
York,
Revenue
Bonds,
Richmond
Preparatory
Charter
School
Project,
Social
Impact
Project
Series
2021A:
580
(c)
5.000%,
6/01/41
6/29
at
100.00
557,523
2,620
(c)
5.000%,
6/01/56
6/29
at
100.00
2,365,704
2,965
(c)
Dormitory
Authority
of
the
State
of
New
York,
General
Revenue
Bonds,
American
Musical
and
Dramatic
Academy
Inc.,
Series
2023A,
7.250%,
7/01/53
7/33
at
100.00
3,072,311
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
3,858,730
3,015
5.000%,
7/15/50
7/32
at
100.00
2,954,516
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
1,685,502
735
5.250%,
7/01/34
-
FGIC
Insured
No
Opt.
Call
746,701
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
8,696,079
65
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
Education
and
Civic
Organizations
(continued)
Dormitory
Authority
of
the
State
of
New
York,
Revenue
Bonds,
New
School
University,
Series
2015A:
$
1,480
5.000%,
7/01/40
7/25
at
100.00
$
1,488,000
2,790
5.000%,
7/01/45
7/25
at
100.00
2,799,116
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
1,214,963
3,250
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
3,372,188
1,000
Dormitory
Authority
of
the
State
of
New
York,
Revenue
Bonds,
Rockefeller
University,
Series
2020A,
5.000%,
7/01/53
7/30
at
100.00
1,045,539
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
8,554,256
3,450
(c)
Dormitory
Authority
of
the
State
of
New
York,
Revenue
Bonds,
Vaughn
College
of
Aeronautics
&
Technology,
Series
2016A,
5.500%,
12/01/36
12/26
at
100.00
3,210,898
7,010
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
1,927,179
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
2,695,562
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
202,715
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
7,431,335
5,750
Monroe
County
Industrial
Development
Corporation,
New
York,
Revenue
Bonds,  University
of
Rochester
Project,
Series
2023A,
5.000%,
7/01/53
7/33
at
100.00
6,136,949
300
(c)
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
7/32
at
100.00
302,958
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
406,353
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
1,829,424
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
2,483,012
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
661,462
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
10,472,290
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
1,207,596
1,765
Westchester
County
Local
Development
Corporation,
New
York,
Revenue
Bonds,
Pace
University,
Series
2014A,
5.500%,
5/01/42
7/24
at
100.00
1,765,223
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
197,143
205
5.000%,
10/15/39
10/29
at
100.00
206,908
Total
Education
and
Civic
Organizations
96,303,947
Financials
-
1.0%
5,710
Liberty
Development
Corporation,
New
York,
Goldman
Sachs
Headquarter
Revenue
Bonds,
Series
2005,
5.250%,
10/01/35
No
Opt.
Call
6,486,586
3,475
Liberty
Development
Corporation,
New
York,
Goldman
Sachs
Headquarters
Revenue
Bonds
Series
2007,
5.500%,
10/01/37
No
Opt.
Call
4,032,401
Total
Financials
10,518,987
Nuveen
New
York
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
May
31,
2024
(Unaudited)
66
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
Health
Care
-
18.0%
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
$
14,532,860
18,290
4.250%,
5/01/52
5/32
at
100.00
17,219,841
9,255
5.000%,
5/01/52
5/32
at
100.00
9,587,240
15,000
Dormitory
Authority
of
the
State
of
New
York,
Revenue
Bonds,
Memorial
Sloan
Kettering
Cancer
Center
Series
2022-1A,
4.000%,
7/01/51
7/32
at
100.00
14,083,623
3,600
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
3,645,941
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
1,220,227
2,680
5.000%,
9/01/34
3/30
at
100.00
2,652,372
2,620
5.000%,
9/01/35
3/30
at
100.00
2,590,850
11,400
4.000%,
9/01/50
3/30
at
100.00
9,713,436
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
2,303,368
Dormitory
Authority
of
the
State
of
New
York,
Revenue
Bonds,
NYU
Langone
Hospitals
Obligated
Group,
Series
2020A:
14,500
4.000%,
7/01/50
7/30
at
100.00
13,884,175
33,955
4.000%,
7/01/53
7/30
at
100.00
32,135,402
Dormitory
Authority
of
the
State
of
New
York,
Revenue
Bonds,
Orange
Regional
Medical
Center
Obligated
Group,
Series
2015:
600
(c)
5.000%,
12/01/24
No
Opt.
Call
598,125
500
(c)
5.000%,
12/01/25
6/25
at
100.00
495,075
450
(c)
5.000%,
12/01/29
6/25
at
100.00
440,750
1,100
(c)
5.000%,
12/01/32
6/25
at
100.00
1,068,477
1,100
(c)
5.000%,
12/01/33
6/25
at
100.00
1,065,446
1,000
(c)
5.000%,
12/01/35
6/25
at
100.00
967,750
1,300
(c)
5.000%,
12/01/40
6/25
at
100.00
1,221,381
Dormitory
Authority
of
the
State
of
New
York,
Revenue
Bonds,
Orange
Regional
Medical
Center
Obligated
Group,
Series
2017:
1,510
(c)
5.000%,
12/01/24
No
Opt.
Call
1,505,281
2,000
(c)
5.000%,
12/01/26
No
Opt.
Call
1,962,385
1,200
(c)
5.000%,
12/01/27
6/27
at
100.00
1,169,108
4,250
(c)
5.000%,
12/01/36
6/27
at
100.00
3,761,743
Dutchess
County
Local
Development
Corporation,
New
York,
Revenue
Bonds,
Health
Quest
Systems,
Inc.
Project,
Series
2016B:
6,280
5.000%,
7/01/35
7/26
at
100.00
6,321,050
2,385
4.000%,
7/01/41
7/26
at
100.00
2,141,346
12,325
5.000%,
7/01/46
7/26
at
100.00
12,058,239
1,000
Dutchess
County
Local
Development
Corporation,
New
York,
Revenue
Bonds,
Nuvance
Health
Issue,
Series
2019B,
5.000%,
7/01/26
No
Opt.
Call
1,002,356
1,395
Monroe
County
Industrial
Development
Corporation,
New
York,
Revenue
Bonds,
Rochester
General
Hospital
Project,
Series
2013A,
5.000%,
12/01/42
7/24
at
100.00
1,390,686
6,605
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
6,616,451
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
2,268,669
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
378,951
20,010
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
18,863,923
380
Westchester
County
Local
Development
Corporation,
New
York,
Revenue
Bonds,
Westchester
Medical
Center
Obligated
Group
Project,
Series
2023,
6.250%,
11/01/52
11/33
at
100.00
423,265
Total
Health
Care
189,289,792
67
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
Housing/Multifamily
-
0.1%
$
1,275
New
York
State
Housing
Finance
Agency,
Multifamily
Housing
Revenue
Bonds,
Cannon
Street
Senior
Housing
Project,
Series
2007A,
5.300%,
2/15/39,
(AMT)
7/24
at
100.00
$
1,275,273
Total
Housing/Multifamily
1,275,273
Industrials
-
2.4%
17,020
(c)
New
York
Liberty
Development
Corporation,
New
York,
Liberty
Revenue
Bonds,
3
World
Trade
Center
Project,
Class
1
Series
2014,
5.000%,
11/15/44
11/24
at
100.00
17,050,658
7,550
(c)
New
York
Liberty
Development
Corporation,
New
York,
Liberty
Revenue
Bonds,
3
World
Trade
Center
Project,
Class
2
Series
2014,
5.150%,
11/15/34
11/24
at
100.00
7,582,660
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
62,736
Total
Industrials
24,696,054
Long-Term
Care
-
0.1%
535
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
7/24
at
100.00
507,226
550
Monroe
County
Industrial
Development
Corporation,
New
York,
Revenue
Bonds,
Saint
Ann's
Community
Project,
Series
2019,
5.000%,
1/01/40
1/26
at
103.00
474,265
New
York
City
Industrial
Development
Agency,
New
York,
Civic
Facility
Revenue
Bonds,
Special
Needs
Facilities
Pooled
Program,
Series
2008A-1:
395
(c)
6.100%,
7/01/28
7/24
at
100.00
340,490
210
(c)
6.200%,
7/01/33
7/24
at
100.00
159,567
Total
Long-Term
Care
1,481,548
Materials
-
0.2%
Build
New
York
City
Resource
Corporation,
New
York,
Solid
Waste
Disposal
Revenue
Bonds,
Pratt
Paper
NY,
Inc.
Project,
Series
2014:
220
(c)
4.500%,
1/01/25,
(AMT)
No
Opt.
Call
220,046
2,145
(c)
5.000%,
1/01/35,
(AMT)
1/25
at
100.00
2,155,231
Total
Materials
2,375,277
Tax
Obligation/General
-
4.6%
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
6,052,043
New
York
City,
New
York,
General
Obligation
Bonds,
Fiscal
2018
Series
E-1:
7,210
5.000%,
3/01/39
3/28
at
100.00
7,515,592
6,050
5.000%,
3/01/40
3/28
at
100.00
6,293,317
3,875
New
York
City,
New
York,
General
Obligation
Bonds,
Fiscal
2018
Series
F-1,
5.000%,
4/01/45
4/28
at
100.00
4,005,387
5,450
New
York
City,
New
York,
General
Obligation
Bonds,
Fiscal
2022
Series
A-1,
5.000%,
8/01/47
8/31
at
100.00
5,766,951
5,790
New
York
City,
New
York,
General
Obligation
Bonds,
Fiscal
2023
Series
B-1,
5.250%,
10/01/47
10/32
at
100.00
6,287,224
Puerto
Rico,
General
Obligation
Bonds,
Restructured
Series
2022A-1:
10,000
4.000%,
7/01/33
7/31
at
103.00
9,999,739
2,770
4.000%,
7/01/41
7/31
at
103.00
2,574,788
Total
Tax
Obligation/General
48,495,041
Tax
Obligation/Limited
-
19.8%
Dormitory
Authority
of
the
State
of
New
York,
Residential
Insitutions
for
Children
Revenue
Bonds,
Series
2008-A1:
1,585
5.000%,
6/01/33
7/24
at
100.00
1,595,446
1,985
5.000%,
6/01/38
7/24
at
100.00
1,986,080
20
Dormitory
Authority
of
the
State
of
New
York,
Revenue
Bonds,
School
Districts
Financing
Program,
Series
2009C,
5.125%,
10/01/36
-
AGC
Insured
7/24
at
100.00
20,022
Nuveen
New
York
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
May
31,
2024
(Unaudited)
68
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
Tax
Obligation/Limited
(continued)
$
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
$
8,839,128
2,040
Dormitory
Authority
of
the
State
of
New
York,
State
Personal
Income
Tax
Revenue
Bonds,
General
Purpose,
Series
2021A,
5.000%,
3/15/49
3/31
at
100.00
2,142,015
17,140
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
17,655,067
10,000
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
10,391,381
Government
of
Guam,
Business
Privilege
Tax
Bonds,
Refunding
Series
2015D:
2,135
5.000%,
11/15/26
11/25
at
100.00
2,158,603
1,455
5.000%,
11/15/29
11/25
at
100.00
1,471,607
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
2,240,206
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
5,886,324
3,955
5.000%,
2/15/42
2/27
at
100.00
4,048,338
1,045
5.000%,
2/15/45
2/27
at
100.00
1,067,651
5,450
Metropolitan
Transportation
Authority,
New
York,
Dedicated
Tax
Fund
Bonds,
Series
2022A,
5.000%,
11/15/46
5/32
at
100.00
5,836,140
4,000
Monroe
County
Industrial
Development
Agency,
New
York,
School
Facility
Revenue
Bonds,
Rochester
Schools
Modernization
Project,
Series
2013,
5.000%,
5/01/28
7/24
at
100.00
4,002,809
9,335
New
York
City
Transitional
Finance
Authority,
New
York,
Building
Aid
Revenue
Bonds,
Fiscal
2020
Subseries
S-1B,
4.000%,
7/15/43
7/29
at
100.00
8,954,743
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
1,643,944
1,165
5.000%,
7/15/35
1/26
at
100.00
1,185,695
5,000
New
York
City
Transitional
Finance
Authority,
New
York,
Future
Tax
Secured
Bonds,
Subordinate
Fiscal
2015
Series
E-1,
5.000%,
2/01/34
2/25
at
100.00
5,028,542
5,000
New
York
City
Transitional
Finance
Authority,
New
York,
Future
Tax
Secured
Bonds,
Subordinate
Fiscal
2017
Series
A-1,
5.000%,
5/01/40
5/26
at
100.00
5,078,499
5,000
New
York
City
Transitional
Finance
Authority,
New
York,
Future
Tax
Secured
Bonds,
Subordinate
Fiscal
2017
Series
B-1,
5.000%,
8/01/36
8/26
at
100.00
5,120,977
5,375
New
York
City
Transitional
Finance
Authority,
New
York,
Future
Tax
Secured
Bonds,
Subordinate
Fiscal
2017
Series
E-1,
5.000%,
2/01/43
2/27
at
100.00
5,476,353
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
5,148,342
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
3,834,439
5,000
New
York
City,
New
York,
Educational
Construction
Fund
Revenue
Bonds,
Series
2021B,
5.000%,
4/01/52
4/31
at
100.00
5,242,245
9,585
New
York
State
Thruway
Authority,
State
Personal
Income
Tax
Revenue
Bonds,
Bidding
Group
1
Series
2022A,
5.000%,
3/15/45
9/32
at
100.00
10,268,030
15,000
New
York
State
Thruway
Authority,
State
Personal
Income
Tax
Revenue
Bonds,
Climate
Certified
Green
Series
2022C,
4.125%,
3/15/57
9/32
at
100.00
14,161,028
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
7,339,417
3,800
4.000%,
3/15/49
9/30
at
100.00
3,582,789
500
Oneida
Indian
Nation,
New
York,
Tax
Revenue
Bonds,
Series
2024B,
6.000%,
9/01/43
9/31
at
102.00
529,017
Puerto
Rico
Sales
Tax
Financing
Corporation,
Sales
Tax
Revenue
Bonds,
Restructured
2018A-1:
2,393
0.000%,
7/01/46
7/28
at
41.38
766,484
28,646
5.000%,
7/01/58
7/28
at
100.00
28,655,290
69
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
Tax
Obligation/Limited
(continued)
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
$
4,379,956
1,930
5.000%,
1/01/32,
(AMT)
1/26
at
100.00
1,456,733
1,250
5.000%,
1/01/34,
(AMT)
1/26
at
100.00
941,823
5,430
5.000%,
1/01/36,
(AMT)
1/26
at
100.00
4,089,371
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
2,179,960
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
8,965,023
1,650
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
1,736,186
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
2,160,705
Total
Tax
Obligation/Limited
207,266,408
Transportation
-
31.0%
2,700
Metropolitan
Transportation
Authority,
New
York,
Transportation
Revenue
Bonds,
Green
Climate
Bond
Certified
Series
2016A-1,
5.250%,
11/15/56
5/26
at
100.00
2,739,196
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
2,067,028
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
3,663,986
9,200
5.000%,
11/15/50
5/30
at
100.00
9,480,009
2,000
5.250%,
11/15/55
5/30
at
100.00
2,061,543
2,500
Metropolitan
Transportation
Authority,
New
York,
Transportation
Revenue
Bonds,
Refunding
Green
Series
2016B,
5.000%,
11/15/37
11/26
at
100.00
2,568,156
7,500
Metropolitan
Transportation
Authority,
New
York,
Transportation
Revenue
Bonds,
Refunding
Series
2015D-1,
5.000%,
11/15/30
11/25
at
100.00
7,636,989
6,655
Metropolitan
Transportation
Authority,
New
York,
Transportation
Revenue
Bonds,
Refunding
Series
2017D,
4.000%,
11/15/42
5/28
at
100.00
6,293,108
5,800
Metropolitan
Transportation
Authority,
New
York,
Transportation
Revenue
Bonds,
Series
2014D-1,
5.000%,
11/15/39
11/24
at
100.00
5,830,808
8,450
Metropolitan
Transportation
Authority,
New
York,
Transportation
Revenue
Bonds,
Series
2015C-1,
5.250%,
11/15/30
11/25
at
100.00
8,633,893
2,500
Metropolitan
Transportation
Authority,
New
York,
Transportation
Revenue
Bonds,
Series
2016C-1,
5.000%,
11/15/34
11/26
at
100.00
2,576,423
New
York
City
Industrial
Development
Agency,
New
York,
Civic
Facility
Revenue
Bonds,
Bronx
Parking
Development
Company,
LLC
Project,
Series
2007:
2,800
(d)
2.300%,
10/01/37
7/24
at
100.00
1,792,000
2,000
(d)
2.350%,
10/01/46
7/24
at
100.00
1,280,000
8,195
New
York
City,
Industrial
Development
Agency,
Senior
Airport
Facilities
Revenue
Refunding
Bonds,
TrIPs
Obligated
Group,
Series
2012A,
5.000%,
7/01/28,
(AMT)
7/24
at
100.00
8,112,216
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
2,671,035
New
York
State
Thruway
Authority,
General
Revenue
Bonds,
Series
2020N:
5,000
4.000%,
1/01/42
1/30
at
100.00
4,913,765
3,000
4.000%,
1/01/43
1/30
at
100.00
2,928,217
8,515
New
York
State
Thruway
Authority,
General
Revenue
Junior
Indebtedness
Obligations,
Series
2016A,
5.000%,
1/01/51
1/26
at
100.00
8,562,394
New
York
Transportation
Development
Corporation,
New
York,
Facility
Revenue
Bonds,
Thruway
Service
Areas
Project,
Series
2021:
1,915
4.000%,
10/31/41,
(AMT)
10/31
at
100.00
1,680,027
3,720
4.000%,
10/31/46,
(AMT)
10/31
at
100.00
3,122,163
23,765
4.000%,
4/30/53,
(AMT)
10/31
at
100.00
19,147,734
Nuveen
New
York
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
May
31,
2024
(Unaudited)
70
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
Transportation
(continued)
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
$
4,634,735
12,020
5.000%,
7/01/46,
(AMT)
7/24
at
100.00
11,963,596
24,965
5.250%,
1/01/50,
(AMT)
7/24
at
100.00
24,859,348
New
York
Transportation
Development
Corporation,
New
York,
Special
Facility
Revenue
Bonds,
American
Airlines,
Inc.
John
F
Kennedy
International
Airport
Project,
Refunding
Series
2016:
8,865
5.000%,
8/01/26,
(AMT)
6/24
at
100.00
8,867,849
12,610
5.000%,
8/01/31,
(AMT)
6/24
at
100.00
12,611,286
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
1,842,936
New
York
Transportation
Development
Corporation,
New
York,
Special
Facility
Revenue
Bonds,
New
Terminal
1
John
F
Kennedy
International
Airport
Project,
Green
Series
2023:
2,080
6.000%,
6/30/54,
(AMT)
6/31
at
100.00
2,281,611
14,915
5.375%,
6/30/60,
(AMT)
6/31
at
100.00
15,468,435
New
York
Transportation
Development
Corporation,
New
York,
Special
Facility
Revenue
Bonds,
Terminal
4
John
F
Kennedy
International
Airport
Project,
Series
2020A:
2,500
5.000%,
12/01/24,
(AMT)
No
Opt.
Call
2,506,553
1,280
5.000%,
12/01/37,
(AMT)
12/30
at
100.00
1,335,091
215
4.000%,
12/01/38,
(AMT)
12/30
at
100.00
207,851
120
4.000%,
12/01/39,
(AMT)
12/30
at
100.00
115,381
New
York
Transportation
Development
Corporation,
New
York,
Special
Facility
Revenue
Bonds,
Terminal
4
John
F
Kennedy
International
Airport
Project,
Series
2020C:
1,540
5.000%,
12/01/34
12/30
at
100.00
1,652,788
1,745
5.000%,
12/01/35
12/30
at
100.00
1,870,755
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
2,126,858
10,000
5.000%,
12/01/36,
(AMT)
12/32
at
100.00
10,614,013
3,000
5.000%,
12/01/37,
(AMT)
12/32
at
100.00
3,166,692
1,000
5.000%,
12/01/40,
(AMT)
12/32
at
100.00
1,041,781
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
1,335,350
10,200
5.000%,
1/01/28,
(AMT)
No
Opt.
Call
10,598,300
10,035
5.000%,
1/01/31,
(AMT)
1/28
at
100.00
10,352,612
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
1,264,339
5,400
New
York
Transportation
Development
Corporation,
Special
Facility
Revenue
Bonds,
Delta
Air
Lines,
Inc.
-
LaGuardia
Airport
Terminals
C&D
Redevelopment
Project,
Series
2023,
6.000%,
4/01/35,
(AMT)
4/31
at
100.00
6,139,384
Niagara
Frontier
Transportation
Authority,
New
York,
Airport
Revenue
Bonds,
Buffalo
International
Airport,
Series
2014A:
2,000
5.000%,
4/01/25,
(AMT)
7/24
at
100.00
2,000,617
3,775
5.000%,
4/01/26,
(AMT)
7/24
at
100.00
3,760,595
480
Port
Authority
of
New
York
and
New
Jersey,
Consolidated
Revenue
Bonds,
One
Hundred
Eighty-Ninth
Series
2015,
5.000%,
5/01/45
5/25
at
100.00
483,177
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
15,178,364
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
2,550,699
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
10,548,006
71
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
Transportation
(continued)
$
7,495
Port
Authority
of
New
York
and
New
Jersey,
Consolidated
Revenue
Bonds,
Two
Hundred
Forty-Fourth
Series
2024,
5.000%,
7/15/54
7/34
at
100.00
$
8,048,267
5,000
Port
Authority
of
New
York
and
New
Jersey,
Consolidated
Revenue
Bonds,
Two
Hundred
Thirty-Six
Series
2022,
5.000%,
1/15/47,
(AMT)
1/33
at
100.00
5,192,899
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
4,275,407
8,055
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
8,304,462
3,905
Triborough
Bridge
and
Tunnel
Authority,
New
York,
General
Purpose
Revenue
Bonds,
MTA
Bridges
&
Tunnels,
Series
2014A,
5.000%,
11/15/39
7/24
at
100.00
3,906,165
10,900
Triborough
Bridge
and
Tunnel
Authority,
New
York,
General
Purpose
Revenue
Bonds,
MTA
Bridges
&
Tunnels,
Series
2019A,
5.000%,
11/15/49
5/29
at
100.00
11,248,641
5,000
Triborough
Bridge
and
Tunnel
Authority,
New
York,
General
Revenue
Bonds,
MTA
Bridges
&
Tunnels,
Series
2021A,
5.000%,
11/15/56
5/31
at
100.00
5,223,309
Total
Transportation
325,338,842
U.S.
Guaranteed
-
2.0%
(e)
1,230
Build
New
York
City
Resource
Corporation,
New
York,
Revenue
Bonds,
YMCA
of
Greater
New
York
Project,
Series
2015,
4.000%,
8/01/36,
(Pre-
refunded
8/01/25)
8/25
at
100.00
1,235,010
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
2,933,500
3,065
5.500%,
1/01/44,
(Pre-refunded
7/01/24)
7/24
at
100.00
3,068,662
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
5,040
3,290
Dormitory
Authority
of
the
State
of
New
York,
State
Personal
Income
Tax
Revenue
Bonds,
General
Purpose
Series
2015E,
4.000%,
3/15/28,
(Pre-
refunded
9/15/25)
9/25
at
100.00
3,321,508
7,255
Dormitory
Authority
of
the
State
of
New
York,
State
Personal
Income
Tax
Revenue
Bonds,
General
Purpose
Series
2022A,
5.000%,
3/15/25,
(ETM)
No
Opt.
Call
7,347,477
2,885
New
York
City
Municipal
Water
Finance
Authority,
New
York,
Water
and
Sewer
System
Second
General
Resolution
Revenue
Bonds,
Fiscal
2015
Series
GG,
5.000%,
6/15/27,
(Pre-refunded
6/15/25)
6/25
at
100.00
2,932,413
Total
U.S.
Guaranteed
20,843,610
Utilities
-
7.6%
4,875
Long
Island
Power
Authority,
New
York,
Electric
System
General
Revenue
Bonds,
Green
Series
2023E,
5.000%,
9/01/53
9/33
at
100.00
5,231,531
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
2,000,000
2,000
0.000%,
6/01/25
-
AGM
Insured
No
Opt.
Call
1,919,070
Long
Island
Power
Authority,
New
York,
Electric
System
General
Revenue
Bonds,
Series
2017:
2,215
5.000%,
9/01/42
9/27
at
100.00
2,277,842
695
5.000%,
9/01/47
9/27
at
100.00
710,487
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
5,131,691
7,465
New
York
City
Municipal
Water
Finance
Authority,
New
York,
Water
and
Sewer
System
Second
General
Resolution
Revenue
Bonds,
Fiscal
2018
Series
CC-1,
5.000%,
6/15/48
6/27
at
100.00
7,622,925
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
9,482,490
25,000
New
York
City
Municipal
Water
Finance
Authority,
New
York,
Water
and
Sewer
System
Second
General
Resolution
Revenue
Bonds,
Fiscal
2024
Series
CC-1,
5.250%,
6/15/54
6/34
at
100.00
27,236,348
4,980
New
York
State
Power
Authority,
General
Revenue
Bonds,
Series
2020A,
4.000%,
11/15/55
5/30
at
100.00
4,666,050
Nuveen
New
York
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
May
31,
2024
(Unaudited)
72
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
(a)
Optional
Call
Provisions
(b)
Value
Utilities
(continued)
$
4,080
New
York
State
Power
Authority,
Green
Transmission
Project
Revenue
Bonds,
Green
Series
2023A,
5.000%,
11/15/48
-
AGM
Insured
11/33
at
100.00
$
4,412,908
9,400
(c)
Niagara
Area
Development
Corporation,
New
York,
Solid
Waste
Disposal
Facility
Revenue
Refunding
Bonds,
Covanta
Energy
Project,
Series
2018A,
4.750%,
11/01/42,
(AMT)
7/24
at
100.00
8,579,633
Total
Utilities
79,270,975
Total
Municipal
Bonds
(cost
$1,045,652,879)
1,042,895,182
Total
Long-Term
Investments
(cost
$1,045,652,879)
1,042,895,182
Other
Assets
&
Liabilities,
Net
-
0.6%
6,593,725
Net
Assets
-
100%
$
1,049,488,907
Level
1
Level
2
Level
3
Total
Long-Term
Investments:
Municipal
Bonds
$
–
$
1,042,895,182
$
–
$
1,042,895,182
Total
$
–
$
1,042,895,182
$
–
$
1,042,895,182
(a)
All
percentages
shown
in
the
Portfolio
of
Investments
are
based
on
net
assets.
(b)
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.
(c)
Security
is
exempt
from
registration
under
Rule
144A
of
the
Securities
Act
of
1933,
as
amended.
These
securities
are
deemed
liquid
and
may
be
resold
in
transactions
exempt
from
registration,
which
are
normally
those
transactions
with
qualified
institutional
buyers.
As
of
the
end
of
the
reporting
period,
the
aggregate
value
of
these
securities
is
$70,726,417
or
6.8%
of
Total
Investments.
(d)
Defaulted
security.
A
security
whose
issuer
has
failed
to
fully
pay
principal
and/or
interest
when
due,
or
is
under
the
protection
of
bankruptcy.
(e)
Backed
by
an
escrow
or
trust
containing
sufficient
U.S.
Government
or
U.S.
Government
agency
securities,
which
ensure
the
timely
payment
of
principal
and
interest.
AMT
Alternative
Minimum
Tax
ETM
Escrowed
to
maturity