N-CSR

UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

FORM N-CSR

CERTIFIED SHAREHOLDER REPORT OF REGISTERED MANAGEMENT

INVESTMENT COMPANIES

Investment Company Act file number 811-05309

Nuveen Investment Funds, Inc.

(Exact name of registrant as specified in charter)

Nuveen Investments

333 West Wacker Drive, Chicago, IL 60606

(Address of principal executive offices) (Zip code)

Mark J. Czarniecki

Vice President and Secretary

333 West Wacker Drive,

Chicago, IL 60606

(Name and address of agent for service)

Registrant’s telephone number, including area code: (312) 917-7700

Date of fiscal year end: March 31

Date of reporting period: March 31, 2022

Form N-CSR is to be used by management investment companies to file reports with the Commission not later than 10 days after the transmission to stockholders of any report that is required to be transmitted to stockholders under Rule 30e-1 under the Investment Company Act of 1940 (17 CFR 270.30e-1). The Commission may use the information provided on Form N-CSR in its regulatory, disclosure review, inspection, and policy making roles.

A registrant is required to disclose the information specified by Form N-CSR, and the Commission will make this information public. A registrant is not required to respond to the collection of information contained in Form N-CSR unless the Form displays a currently valid Office of Management and Budget (“OMB”) control number. Please direct comments concerning the accuracy of the information collection burden estimate and any suggestions for reducing the burden to Secretary, Securities and Exchange Commission, 450 Fifth Street, NW, Washington, DC 20549-0609. The OMB has reviewed this collection of information under the clearance requirements of 44 U.S.C. ss.3507.

ITEM 1. REPORTS TO STOCKHOLDERS.

Bond

Funds

Mutual

Funds

Nuveen

Municipal

March

31,

2022

Annual

Report

Fund

Name

Class

A

Class

C

Class

R6

Class

I

Nuveen

All-American

Municipal

Bond

Fund

FLAAX

FACCX

FAAWX

FAARX

Nuveen

Intermediate

Duration

Municipal

Bond

Fund

NMBAX

NNCCX

—

NUVBX

Nuveen

Limited

Term

Municipal

Bond

Fund

FLTDX

FAFJX

—

FLTRX

Nuveen

Short

Term

Municipal

Bond

Fund

FSHAX

NAAEX

—

FSHYX

As

permitted

by

regulations

adopted

by

the

Securities

and

Exchange

Commission,

paper

copies

of

the

Funds’

annual

and

semi-annual

shareholder

reports

will

not

be

sent

to

you

by

mail

unless

you

specifically

request

paper

copies

of

the

reports.

Instead,

the

reports

will

be

made

available

on

the

Funds’

website

(www.nuveen.com),

and

you

will

be

notified

by

mail

each

time

a

report

is

posted

and

provided

with

a

website

link

to

access

the

report.

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shares

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#1.

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direct

investor,

to

all

your

directly

held

Nuveen

Funds

and

any

other

directly

held

funds

within

the

same

group

of

related

investment

companies.

Life

is

Complex.

Nuveen

makes

things

e-simple.

It

only

takes

a

minute

to

sign

up

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e-Reports.

Once

enrolled,

you’ll

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soon

as

your

Nuveen

Fund

information

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ready.

No

more

waiting

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delivery

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regular

mail.

Just

click

on

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link

within

the

e-mail

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see

the

report

and

save

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computer

if

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wish.

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e-Reports

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email!

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If

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Nuveen

Fund

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and

statements

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financial

advisor

or

brokerage

account.

or

www.nuveen.com/client-access

If

you

receive

your

Nuveen

Fund

distributions

and

statements

directly

from

Nuveen.

Must

be

preceded

by

or

accompanied

by

a

prospectus.

NOT

FDIC

INSURED

MAY

LOSE

VALUE

NO

BANK

GUARANTEE

Table

of

Contents

3

Chair’s

Letter

to

Shareholders

4

Portfolio

Managers’

Comments

5

Risk

Considerations

and

Dividend

Information

9

Fund

Performance,

Expense

Ratios,

Effective

Leverage

and

Holding

Summaries

10

Yields

23

Expense

Examples

24

Report

of

Independent

Registered

Public

Accounting

Firm

26

Portfolios

of

Investments

27

Statement

of

Assets

and

Liabilities

271

Statement

of

Operations

273

Statement

of

Changes

in

Net

Assets

274

Financial

Highlights

276

Notes

to

Financial

Statements

284

Important

Tax

Information

298

Additional

Fund

Information

299

Glossary

of

Terms

Used

in

this

Report

300

Annual

Investment

Management

Agreement

Approval

Process

302

Liquidity

Risk

Management

Program

309

Trustees

and

Officers

310

4

Chair’s

Letter

to

Shareholders

Dear

Shareholders,

Markets

have

had

a

turbulent

start

to

2022.

Global

economic

activity

has

been

moderating

from

post-pandemic

peaks,

and

crisis-era

monetary

and

fiscal

support

programs

are

being

phased

out.

Inflation

has

surged

partially

due

to

supply

chain

bottlenecks,

which

were

initially

caused

by

the

pandemic

and

now

have

been

exacerbated

by

Russia’s

war

in

Ukraine

and

recent

lockdowns

across

China

to

contain

a

large-scale

COVID-19

outbreak.

We

are

now

almost

three

months

into

the

Eastern

European

conflict

and

are

witnessing

the

scale

of

the

humanitarian

crisis

and

the

economic

impact

caused

by

this

event.

Market

uncertainty

is

currently

elevated,

as

the

situations

in

Russia/Ukraine

and

China

have

increased

inflation

and

recession

risks.

The

U.S.

Federal

Reserve

(Fed)

and

other

central

banks

now

face

an

even

more

difficult

task

of

slowing

inflation

without

pulling

the

economy

into

recession.

As

anticipated,

the

Fed

began

the

rate

hiking

cycle

in

March

2022,

raising

its

short-term

rate

by

0.25%

from

near

zero

for

the

first

time

since

the

pandemic

was

declared

two

years

ago

and

followed

it

with

an

increase

of

0.5%

in

May

2022.

Additional

rate

hikes

are

expected

at

all

of

the

remaining

Fed

meetings

this

year.

Forecasting

was

made

difficult

given

the

wide

range

of

potential

outcomes

with

regard

to

the

Russia-Ukraine

war,

the

resilience

of

China’s

economy,

the

reopening

of

supply

chains,

the

impact

of

inflation

on

economic

growth,

and

the

Fed’s

response

to

inflation.

Accordingly,

markets

are

struggling

with

pricing

these

risks.

In

the

meantime,

while

markets

will

likely

continue

fluctuating

with

the

daily

headlines,

we

encourage

investors

to

keep

a

long-term

perspective.

To

learn

more

about

how

well

your

portfolio

is

aligned

to

your

time

horizon,

risk

tolerance

and

investment

goals,

consider

reviewing

it

with

your

financial

professional.

On

behalf

of

the

other

members

of

the

Nuveen

Fund

Board,

I

look

forward

to

continuing

to

earn

your

trust

in

the

months

and

years

ahead.

Sincerely,

Terence

J.

Toth

Chairman

of

the

Board

May

19,

2022

Portfolio

Managers’

Comments

5

Nuveen

All-American

Municipal

Bond

Fund

Nuveen

Intermediate

Duration

Municipal

Bond

Fund

Nuveen

Limited

Term

Municipal

Bond

Fund

Nuveen

Short

Term

Municipal

Bond

Fund

These

Funds

feature

portfolio

management

by

Nuveen

Asset

Management,

LLC

(NAM),

an

affiliate

of

Nuveen

Fund

Advisors,

LLC,

the

Funds’

investment

adviser.

Portfolio

managers

John

V.

Miller,

CFA,

and

Timothy

T.

Ryan,

CFA,

manage

the

Nuveen

All-American

Municipal

Bond

Fund.

Paul

L.

Brennan,

CFA,

and

Stephen

J.

Candido,

CFA,

manage

the

Nuveen

Intermediate

Duration

Municipal

Bond

Fund.

The

Nuveen

Limited

Term

Municipal

Bond

Fund

and

the

Nuveen

Short

Term

Municipal

Bond

Fund

are

managed

by

Paul

L.

Brennan,

CFA,

and

Christopher

L.

Drahn,

CFA.

Here,

the

Funds’

portfolio

managers

review

U.S.

and

municipal

market

conditions,

key

investment

strategies

and

the

performance

of

the

Funds

for

the

twelve-month

reporting

period

ended

March

31,

2022.

For

more

information

on

the

Funds’

investment

objectives

and

policies,

please

refer

to

the

prospectus.

What

factors

affected

the

U.S.

economy

and

the

municipal

bond

market

during

the

twelve-month

reporting

period

ended

March

31,

2022?

After

making

a

full

recovery

from

the

pandemic

in

2021,

the

U.S.

economy

unexpectedly

weakened

at

the

start

of

2022.

In

2021

overall,

GDP

grew

by

5.7%,

as

the

economy

reopened

with

the

help

of

$5.3

trillion

in

crisis-related

aid

from

the

federal

government,

the

low

borrowing

rates

for

businesses

and

individuals

maintained

by

the

Federal

Reserve

(Fed),

increasing

COVID-19

vaccinations

and

improved

treatments.

Then,

in

the

first

quarter

of

2022,

lingering

supply

chain

disruptions,

exacerbated

by

the

Russia-Ukraine

war,

offset

strong

domestic

consumer

demand.

This

shrank

U.S.

gross

domestic

product

by

-1.4%

on

an

annualized

basis,

according

to

the

advance

estimate

from

the

Bureau

of

Economic

Analysis.

The

return

of

consumer

demand

in

early

2022

put

upward

pressure

on

inflation.

However,

as

supply

chains

remained

under

stress

and

labor

shortages

continued,

partly

due

to

COVID-19

resurgences

around

the

world

and

more

recently

the

war

in

Eastern

Europe,

inflation

appeared

to

be

more

durable

than

initially

expected.

The

Fed

responded

by

reducing

its

pandemic-era

support

programs

and

increased

its

target

interest

rate

by

0.25%

in

March

2022,

while

signaling

a

potentially

more

aggressive

than

expected

interest

rate

hiking

cycle

would

follow.

Interest

rate

and

stock

price

volatility

increased

as

markets

considered

whether

the

Fed

could

cool

inflation

without

pulling

the

economy

into

recession.

While

some

pandemic-related

risks

appeared

to

be

receding,

Russia’s

invasion

of

Ukraine

in

late

February

2022

brought

forth

another

large-scale

human

tragedy

with

significant

economic

consequences.

Inflation

pressures

rose

further

on

anticipated

supply

disruptions

in

energy,

metals

and

grains.

Downside

risks

to

global

economic

growth

increased,

and

economic

sanctions

from

Western

countries

sought

to

block

Russia’s

access

to

the

global

financial

system.

A

more

uncertain

inflation

and

economic

outlook

also

made

the

path

toward

monetary

policy

normalization

more

uncertain

for

the

Fed

and

other

central

banks,

contributing

to

elevated

market

volatility

toward

the

end

of

the

reporting

period.

The

broad

municipal

market

declined

over

the

twelve-month

reporting

period,

with

much

of

the

weakness

occurring

in

the

last

three

months

of

the

reporting

period.

Municipal

yields

rose

across

the

maturity

spectrum,

most

significantly

at

the

short

end

of

the

curve

as

markets

priced

in

a

more

aggressive

pace

of

monetary

tightening.

The

yield

curve

flattened

overall,

and

shorter

maturities

outperformed

longer

maturities.

Demand

for

municipal

debt

remained

remarkably

strong

throughout

2021,

but

outflows

followed

in

early

2022

as

dealers

reduced

their

inventories

and

investors

increased

redemptions

from

traditional

municipal

bond

funds

in

the

higher

volatility

environment.

Nevertheless,

credit

spreads

were

generally

stable

as

municipal

fundamentals

were

strong

and

the

municipal

market

remained

relatively

insulated

from

geopolitical

concerns

abroad.

Nuveen

All-American

Municipal

Bond

Fund

What

key

strategies

were

used

to

manage

the

Fund

during

the

twelve-month

reporting

period

ended

March

31,

2022?

The

Fund

focuses

primarily

on

investment

grade

long-term

municipal

bonds

with

a

weighted

average

maturity

of

more

than

10

years.

A

large

team

of

credit

analysts

seek

value,

targeting

municipal

bond

market

inefficiencies

in

pursuit

of

the

Fund's

goal

to

provide

investors

with

as

high

a

level

of

tax-exempt

income

as

possible

while

also

preserving

capital.

Some

income

may

be

subject

to

state

and

local

taxes

and

to

the

federal

alternative

minimum

tax.

Portfolio

Managers’

Comments

(continued)

6

During

the

first

nine

months

of

the

reporting

period,

amid

a

strong

market

environment

for

municipal

bond

investors,

the

municipal

investment

team’s

priority

was

to

seek

to

keep

the

Fund

fully

invested,

preserve

its

dividend

and

build

income.

In

the

final

three

months

of

the

reporting

period,

as

rising

inflation

and

interest

rates

appeared

increasingly

persistent,

the

municipal

investment

team

took

advantage

of

opportunities

to

reduce

the

portfolio’s

duration

(interest

rate)

risk.

The

Fund

engaged

in

tax-loss

selling.

This

entailed

selling

bonds

at

lower

prices

and

using

the

proceeds

to

purchase

comparable

securities

at

better

yields,

while

simultaneously

generating

a

tax

loss

that

can

be

applied

against

future

gains.

How

did

the

Fund

perform

during

the

twelve-month

reporting

period

ended

March

31,

2022?

The

Class

A

Shares

of

the

All-American

Municipal

Bond

Fund

underperformed

the

S&P

Municipal

Bond

Index

for

the

twelve-month

reporting

period

ended

March

31,

2022.

For

the

purposes

of

this

Performance

Commentary,

references

to

relative

performance

are

in

comparison

to

the

S&P

Municipal

Bond

Index.

Most

of

the

Fund’s

underperformance

stemmed

from

duration

positioning,

especially

in

the

first

quarter

of

2022.

The

portfolio

had

more

sensitivity

to

the

negative

effects

of

rising

interest

rates

than

the

index.

In

part,

this

reflected

the

Fund’s

use

of

leverage

through

the

Fund’s

investments

in

inverse

floating

rate

securities

(sometimes

referred

to

as

tender

option

bond

financing),

which

has

the

effect

of

increasing

both

the

portfolio’s

income

and

duration.

As

interest

rates

rose

sharply

in

the

quarter,

this

long-duration

Fund

struggled

accordingly.

The

Fund’s

underweight

to

pre-refunded

bonds

also

hampered

relative

performance,

given

the

outperformance

of

these

very

short-duration,

higher-quality

securities.

Overweights

in

several

underperforming

sectors,

such

as

transportation,

tobacco

and

water/sewer,

also

detracted

from

the

Fund’s

relative

performance.

In

particular,

within

the

tobacco

sector,

the

Fund’s

overweight

position

in

zero

coupon

Golden

State

tobacco

securitization

bonds

was

a

leading

individual

detractor

from

relative

performance

given

the

longer

duration

profile

of

the

holdings.

Partially

offsetting

the

relative

detractors

was

the

Fund’s

overweight

to

outperforming

health

care

and

dedicated-tax

bonds,

and

underweight

to

the

lagging

tax-supported

sector.

The

Fund’s

position

in

the

stock

of

Energy

Harbor

also

contributed

to

relative

performance.

This

equity

position

came

into

the

portfolio

in

2020

as

part

of

the

bankruptcy

restructuring

of

FirstEnergy

Solutions,

the

predecessor

of

Energy

Harbor

and

a

former

Fund

holding.

Energy

Harbor’s

shares

rose

meaningfully

during

the

reporting

period

given

strong

demand

for

energy

generation

as

the

economy

reopened.

Another

notable

relative

contributor

was

the

Fund’s

overweight

to

Brightline,

a

Florida

rail

project

that

continued

to

benefit

from

growing

ridership.

Nuveen

Intermediate

Duration

Municipal

Bond

Fund

What

key

strategies

were

used

to

manage

the

Fund

during

the

twelve-month

reporting

period

ended

March

31,

2022?

The

Fund

invests

primarily

in

investment

grade

intermediate-term

municipal

bonds

with

a

targeted

weighted

average

effective

duration

between

4.5

and

7

years.

A

large

team

of

credit

analysts

seek

value,

targeting

municipal

bond

market

inefficiencies

in

pursuit

of

the

Fund's

goal

to

provide

investors

with

as

high

a

level

of

tax-exempt

income

as

possible

while

also

preserving

capital.

During

the

first

nine

months

of

the

reporting

period,

the

Fund

was

gradually

positioned

more

defensively

given

lower

yields

and

narrow

credit

spreads

stemming

from

heightened

demand.

In

the

first

quarter

of

2022

as

municipal

bond

market

conditions

became

challenging,

demand

for

longer-dated,

lower

rated

bonds

shrank,

and

investors

pursued

higher

rated,

shorter-duration

bonds.

The

Fund

sold

positions

at

favorable

prices

and

reallocated

to

mid-

and

lower-quality

bonds,

which

began

to

offer

better

long-term

relative

value.

How

did

the

Fund

perform

during

the

twelve-month

reporting

period

ended

March

31,

2022?

The

Class

A

Shares

of

the

Intermediate

Duration

Municipal

Bond

Fund

outperformed

the

S&P

Municipal

Bond

Intermediate

Index

for

the

twelve-month

reporting

period

ended

March

31,

2022.

For

the

purposes

of

this

Performance

Commentary,

references

to

relative

performance

are

in

comparison

to

the

S&P

Municipal

Bond

Intermediate

Index.

The

Fund’s

outperformance

was

primarily

driven

by

its

credit

quality

positioning.

The

Fund’s

relative

overweight

in

the

BBB-rated

tier

of

the

market

and

in

the

below

investment

grade

and

non-rated

tiers

contributed

to

relative

performance

given

that

these

categories

outperformed.

Tax-supported

holdings

and

various

rail-related

bond

positions

also

contributed

to

relative

performance.

The

Fund’s

position

in

the

stock

of

Energy

Harbor

also

contributed

to

relative

performance.

This

equity

position

came

into

the

portfolio

in

2020

as

part

of

the

bankruptcy

restructuring

of

FirstEnergy

Solutions,

the

predecessor

of

Energy

Harbor

and

a

former

Fund

holding.

Energy

Harbor’s

shares

rose

meaningfully

during

the

reporting

period

given

strong

demand

for

energy

generation

as

the

economy

reopened.

7

Partially

offsetting

the

relative

contributors

were

the

Fund’s

overweight

exposures

to

housing

and

tobacco

bonds,

which

were

two

lagging

categories

during

the

reporting

period.

The

Fund’s

duration

was

slightly

longer

than

the

benchmark,

which

also

hampered

results

in

the

rising

rate

environment

in

the

first

quarter

of

2022.

Nuveen

Limited

Term

Municipal

Bond

Fund

What

key

strategies

were

used

to

manage

the

Fund

during

the

twelve-month

reporting

period

ended

March

31,

2022?

The

Fund

invests

primarily

in

investment

grade

short-

to

intermediate-term

municipal

bonds

with

a

targeted

average

weighted

maturity

between

3

to

7

years.

A

large

team

of

credit

analysts

seek

value,

targeting

municipal

bond

market

inefficiencies

in

pursuit

of

the

Fund's

goal

to

provide

investors

with

as

high

a

level

of

tax-exempt

income

as

possible

while

also

preserving

capital.

During

the

first

nine

months

of

the

reporting

period,

the

Fund

was

gradually

positioned

more

defensively

given

lower

yields

and

narrow

credit

spreads

stemming

from

heightened

demand.

In

the

first

quarter

of

2022

as

municipal

bond

market

conditions

became

challenging,

demand

for

longer-dated,

lower

rated

bonds

shrank,

and

investors

pursued

higher

rated,

shorter-duration

bonds.

The

Fund

sold

positions

at

favorable

prices

and

reallocated

to

mid-

and

lower-quality

bonds,

which

began

to

offer

better

long-term

relative

value.

How

did

the

Fund

perform

during

the

twelve-month

reporting

period

ended

March

31,

2022?

The

Class

A

Shares

of

the

Limited

Term

Municipal

Bond

Fund

outperformed

the

S&P

Municipal

Bond

Short

Intermediate

Index

for

the

twelve-month

reporting

period

ended

March

31,

2022.

For

the

purposes

of

this

Performance

Commentary,

references

to

relative

performance

are

in

comparison

to

the

S&P

Municipal

Bond

Short

Intermediate

Index.

Credit

quality

positioning

positively

contributed

to

the

Fund’s

relative

performance.

By

maintaining

more

exposure

than

the

benchmark

to

the

BBB-rated

segment,

as

well

as

to

below

investment

grade

and

non-rated

bonds,

the

Fund

benefited

as

these

credit

tiers

outperformed.

The

Fund’s

overweight

to

certain

tax-supported

bond

positions

and

selected

holdings

related

to

rail

transportation

added

value.

The

Fund’s

position

in

the

stock

of

Energy

Harbor

also

contributed

to

relative

performance.

This

equity

position

came

into

the

portfolio

in

2020

as

part

of

the

bankruptcy

restructuring

of

FirstEnergy

Solutions,

the

predecessor

of

Energy

Harbor

and

a

former

Fund

holding.

Energy

Harbor’s

shares

rose

meaningfully

during

the

reporting

period

given

strong

demand

for

energy

generation

as

the

economy

reopened.

Although

the

Fund’s

duration

was

close

to

that

of

the

benchmark,

a

relative

overweight

to

shorter-duration

bonds

also

contributed

to

relative

results

since

these

securities

are

less

sensitive

to

interest

rate

changes.

Partially

offsetting

the

relative

contributors

were

the

Fund’s

allocations

to

tobacco

and

housing-related

issues,

both

of

which

lagged

the

index

for

the

reporting

period.

Nuveen

Short

Term

Municipal

Bond

Fund

What

key

strategies

were

used

to

manage

the

Fund

during

the

twelve-month

reporting

period

ended

March

31,

2022?

The

Fund

maintains

a

portfolio

of

primarily

investment

grade,

short-term

municipal

bonds

with

a

targeted

average

weighted

maturity

of

3

years

or

less.

The

Fund

seeks

to

provide

current

income

exempt

from

regular

federal

income

taxes

to

the

extent

consistent

with

preservation

of

capital.

In

the

final

quarter

of

2021,

the

Fund

began

to

experience

significant

outflows.

The

municipal

investment

team

responded

by

reducing

its

allocation

to

cash

and

shorter-maturity

bonds

while

also

selling

certain

longer-dated

holdings.

With

these

transactions,

the

portfolio’s

overall

duration

was

very

modestly

reconfigured

and

extended.

How

did

the

Fund

perform

during

the

twelve-month

reporting

period

ended

March

31,

2022?

The

Class

A

Shares

of

the

Nuveen

Short

Term

Municipal

Bond

Fund

underperformed

the

S&P

Municipal

Bond

Short

Index

for

the

twelve-month

reporting

period

ended

March

31,

2022.

For

the

purposes

of

this

Performance

Commentary,

references

to

relative

performance

are

in

comparison

to

the

S&P

Municipal

Bond

Short

Index.

Portfolio

Managers’

Comments

(continued)

8

Duration

positioning

was

the

primary

detractor

from

relative

performance

over

the

reporting

period.

The

portfolio’s

duration

exceeded

that

of

the

benchmark,

exposing

the

Fund

more

fully

to

the

negative

effects

of

rising

interest

rates.

This

was

especially

true

during

the

challenging

market

conditions

in

the

first

quarter

of

2022,

when

most

of

the

Fund’s

relative

underperformance

occurred.

The

Fund

was

also

overweight

in

the

industrial

development

revenue

bond

sector,

which

underperformed

during

the

reporting

period.

Individually,

overweights

to

Tennergy

Corporation

gas

revenue

bonds

and

Harris

County

(Texas)

bonds

for

Memorial

Hermann

Health

System

were

the

top

two

relative

detractors.

As

two

of

the

portfolio’s

larger

and

longer-duration

holdings,

they

detracted

disproportionately

in

the

rising

interest

rate

environment.

Partially

offsetting

the

Fund’s

relative

underperformance

was

its

credit

quality

positioning,

primarily

a

modest

overweight

in

the

BBB-rated

credit

tier.

Sector

positioning

also

contributed,

especially

the

Fund’s

exposure

to

certain

health

care

segments,

such

as

senior

living,

and

a

modest

underweight

to

the

lagging

water/sewer

category.

The

Fund’s

position

in

the

stock

of

Energy

Harbor

also

contributed

to

relative

performance.

This

equity

position

came

into

the

portfolio

in

2020

as

part

of

the

bankruptcy

restructuring

of

FirstEnergy

Solutions,

the

predecessor

of

Energy

Harbor

and

a

former

Fund

holding.

Energy

Harbor’s

shares

rose

meaningfully

during

the

reporting

period

given

strong

demand

for

energy

generation

as

the

economy

reopened.

Another

notable

relative

contributor

was

the

Fund’s

overweight

to

Brightline,

a

Florida

rail

project

that

continued

to

benefit

from

growing

ridership.

This

material

is

not

intended

to

be

a

recommendation

or

investment

advice,

does

not

constitute

a

solicitation

to

buy,

sell

or

hold

a

security

or

an

investment

strategy,

and

is

not

provided

in

a

fiduciary

capacity.

The

information

provided

does

not

take

into

account

the

specific

objectives

or

circumstances

of

any

particular

investor,

or

suggest

any

specific

course

of

action.

Investment

decisions

should

be

made

based

on

an

investor’s

objectives

and

circumstances

and

in

consultation

with

his

or

her

advisors.

Certain

statements

in

this

report

are

forward-looking

statements.

Discussions

of

specific

investments

are

for

illustration

only

and

are

not

intended

as

recommendations

of

individual

investments.

The

forward-looking

statements

and

other

views

expressed

herein

are

those

of

the

portfolio

managers

as

of

the

date

of

this

report.

Actual

future

results

or

occurrences

may

differ

significantly

from

those

anticipated

in

any

forward-looking

statements

and

the

views

expressed

herein

are

subject

to

change

at

any

time,

due

to

numerous

market

and

other

factors.

The

Funds

disclaim

any

obligation

to

update

publicly

or

revise

any

forward-looking

statements

or

views

expressed

herein.

For

financial

reporting

purposes,

the

ratings

disclosed

are

the

highest

rating

given

by

one

of

the

following

national

rating

agencies:

Standard

&

Poor’s

(S&P),

Moody’s

Investors

Service,

Inc.

(Moody’s)

or

Fitch,

Inc

(Fitch).

This

treatment

of

split-rated

securities

may

differ

from

that

used

for

other

purposes,

such

as

for

Fund

investment

policies.

Credit

ratings

are

subject

to

change.

AAA,

AA,

A,

and

BBB

are

investment

grade

ratings;

BB,

B,

CCC,

CC,

C

and

D

are

below-investment

grade

ratings.

Holdings

designated

N/R

are

not

rated

by

these

national

ratings

agencies.

Bond

insurance

guarantees

only

the

payment

of

principal

and

interest

on

the

bond

when

due,

and

not

the

value

of

the

bonds

themselves,

which

will

fluctuate

with

the

bond

market

and

the

financial

success

of

the

issuer

and

the

insurer.

Insurance

relates

specifically

to

the

bonds

in

the

portfolio

and

not

to

the

share

prices

of

a

Fund.

No

representation

is

made

as

to

the

insurers’

ability

to

meet

their

commitments.

Refer

to

the

Glossary

of

Terms

Used

in

this

Report

for

further

definition

of

the

terms

used

within

this

section.

Risk

Considerations

and

Dividend

Information

9

Risk

Considerations

Nuveen

All

American

Municipal

Bond

Fund

Mutual

fund

investing

involves

risk;

principal

loss

is

possible.

Debt

or

fixed

income

securities

such

as

those

held

by

the

Fund,

are

subject

to

market

risk,

credit

risk,

interest

rate

risk,

call

risk,

tax

risk,

political

and

economic

risk,

and

income

risk.

As

interest

rates

rise,

bond

prices

fall.

Credit

risk

refers

to

an

issuers

ability

to

make

interest

and

principal

payments

when

due.

Below

investment

grade

or

high

yield

debt

securities

are

subject

to

liquidity

risk

and

heightened

credit

risk.

In

addition,

the

Fund

periodically

engages

in

a

moderate

amount

of

portfolio

leverage

and

in

doing

so,

assumes

a

higher

level

of

risk

in

pursuit

of

its

objectives.

Leverage

involves

the

risk

that

the

Fund

could

lose

more

than

its

original

investment

and

also

increases

the

Fund’s

exposure

to

volatility,

interest

rate

risk

and

credit

risk.

Nuveen

Intermediate

Duration

Municipal

Bond

Fund

Mutual

fund

investing

involves

risk;

principal

loss

is

possible.

Debt

or

fixed

income

securities

such

as

those

held

by

the

Fund,

are

subject

to

market

risk,

credit

risk,

interest

rate

risk,

call

risk,

tax

risk,

political

and

economic

risk,

and

income

risk.

As

interest

rates

rise,

bond

prices

fall.

Credit

risk

refers

to

an

issuers

ability

to

make

interest

and

principal

payments

when

due.

Below

investment

grade

or

high

yield

debt

securities

are

subject

to

liquidity

risk

and

heightened

credit

risk.

The

Fund’s

use

of

inverse

floaters

creates

effective

leverage.

Leverage

involves

the

risk

that

the

Fund

could

lose

more

than

its

original

investment

and

also

increases

the

Fund’s

exposure

to

volatility

and

interest

rate

risk.

Nuveen

Limited

Term

Municipal

Bond

Fund

Mutual

fund

investing

involves

risk;

principal

loss

is

possible.

Debt

or

fixed

income

securities

such

as

those

held

by

the

Fund,

are

subject

to

market

risk,

credit

risk,

interest

rate

risk,

call

risk,

tax

risk,

political

and

economic

risk,

and

income

risk.

As

interest

rates

rise,

bond

prices

fall.

Credit

risk

refers

to

an

issuers

ability

to

make

interest

and

principal

payments

when

due.

Below

investment

grade

or

high

yield

debt

securities

are

subject

to

liquidity

risk

and

heightened

credit

risk.

The

Fund’s

use

of

inverse

floaters

creates

effective

leverage.

Leverage

involves

the

risk

that

the

Fund

could

lose

more

than

its

original

investment

and

also

increases

the

Fund’s

exposure

to

volatility

and

interest

rate

risk.

Nuveen

Short

Term

Municipal

Bond

Fund

Mutual

fund

investing

involves

risk;

principal

loss

is

possible.

Debt

or

fixed

income

securities

such

as

those

held

by

the

Fund,

are

subject

to

market

risk,

credit

risk,

interest

rate

risk,

call

risk,

tax

risk,

political

and

economic

risk,

and

income

risk.

As

interest

rates

rise,

bond

prices

fall.

Credit

risk

refers

to

an

issuers

ability

to

make

interest

and

principal

payments

when

due.

Below

investment

grade

or

high

yield

debt

securities

are

subject

to

liquidity

risk

and

heightened

credit

risk.

The

Fund’s

use

of

inverse

floaters

creates

effective

leverage.

Leverage

involves

the

risk

that

the

Fund

could

lose

more

than

its

original

investment

and

also

increases

the

Fund’s

exposure

to

volatility

and

interest

rate

risk.

Dividend

Information

Each

Fund

seeks

to

pay

regular

monthly

dividends

out

of

its

net

investment

income

at

a

rate

that

reflects

its

past

and

projected

net

income

performance.

To

permit

each

Fund

to

maintain

a

more

stable

monthly

dividend,

the

Fund

may

pay

dividends

at

a

rate

that

may

be

more

or

less

than

the

amount

of

net

income

actually

earned

by

the

Fund

during

the

period.

Distributions

to

shareholders

are

determined

on

a

tax

basis,

which

may

differ

from

amounts

recorded

in

the

accounting

records.

In

instances

where

the

monthly

dividend

exceeds

the

earned

net

investment

income,

the

Fund

would

report

a

negative

undistributed

net

ordinary

income.

Refer

to

Note

6

–

Income

Tax

Information

for

additional

information

regarding

the

amounts

of

undistributed

net

ordinary

income

and

undistributed

net

long-term

capital

gains

and

the

character

of

the

actual

distributions

paid

by

the

Fund

during

the

period.

All

monthly

dividends

paid

by

each

Fund

during

the

current

reporting

period

were

paid

from

net

investment

income.

If

a

portion

of

the

Fund’s

monthly

distributions

is

sourced

or

comprised

of

elements

other

than

net

investment

income,

including

capital

gains

and/

or

a

return

of

capital,

shareholders

will

be

notified

of

those

sources.

For

financial

reporting

purposes,

the

per

share

amounts

of

the

Fund’s

distributions

for

the

reporting

period

are

presented

in

this

report’s

Financial

Highlights.

For

income

tax

purposes,

distribution

information

for

the

Fund

as

of

its

most

recent

tax

year

end

is

presented

in

Note

6

–

Income

Tax

Information

within

the

Notes

to

Financial

Statements

of

this

report.

10

Fund

Performance,

Expense

Ratios,

Effective

Leverage

and

Holding

Summaries

The

Fund

Performance,

Expense

Ratios,

Effective

Leverage

Ratios

and

Holdings

Summaries

for

each

Fund

are

shown

within

this

section

of

the

report.

Fund

Performance

Returns

quoted

represent

past

performance,

which

is

no

guarantee

of

future

results.

Investment

returns

and

principal

value

will

fluctuate

so

that

when

shares

are

redeemed,

they

may

be

worth

more

or

less

than

their

original

cost.

Current

performance

may

be

higher

or

lower

than

the

performance

shown.

Total

returns

for

a

period

of

less

than

one

year

are

not

annualized

(i.e.

cumulative

returns).

Since

inception

returns

are

shown

for

share

classes

that

have

less

than

10-years

of

performance.

Returns

at

net

asset

value

(NAV)

would

be

lower

if

the

sales

charge

were

included.

Returns

assume

reinvestment

of

dividends

and

capital

gains.

For

performance,

current

to

the

most

recent

month-end

visit

Nuveen.com

or

call

(800)

257-8787.

Returns

do

not

reflect

the

deduction

of

taxes

that

a

shareholder

would

pay

on

Fund

distributions

or

the

redemption

of

Fund

shares.

Income

is

generally

exempt

from

regular

federal

income

taxes.

Some

income

may

be

subject

to

state

and

local

income

taxes

and

to

the

federal

alternative

minimum

tax.

Capital

gains,

if

any,

are

subject

to

tax.

Returns

may

reflect

fee

waivers

and/or

expense

reimbursements

by

the

investment

adviser

during

the

periods

presented.

If

any

such

waivers

and/or

reimbursements

had

not

been

in

place,

returns

would

have

been

reduced.

See

Notes

to

Financial

Statements,

Note

7—Management

Fees

and

Other

Transactions

with

Affiliates

for

more

information.

Returns

reflect

differences

in

sales

charges

and

expenses,

which

are

primarily

differences

in

distribution

and

service

fees,

and

assume

reinvestment

of

dividends

and

capital

gains.

Comparative

index

and

Lipper

return

information

is

provided

for

Class

A

Shares

at

NAV

only.

Expense

Ratios

The

expense

ratios

shown

are

as

of

the

Fund’s

most

recent

prospectus.

The

expense

ratios

shown

reflect

total

operating

expenses

(before

fee

waivers

and/or

expense

reimbursements,

if

any).

The

expense

ratios

include

management

fees

and

other

fees

and

expenses.

Refer

to

the

Financial

Highlights

later

in

this

report

for

the

Fund’s

expense

ratios

as

of

the

end

of

the

reporting

period.

Effective

Leverage

Ratios

Leverage

is

created

whenever

a

Fund

has

investment

exposure

(both

reward

and/or

risk)

equivalent

to

more

than

100%

of

its

investment

capital.

The

effective

leverage

ratio

shown

for

each

Fund

is

the

amount

of

investment

exposure

created

either

directly

through

borrowings

or

indirectly

through

inverse

floaters,

divided

by

the

assets

invested,

including

those

assets

that

were

purchased

with

the

proceeds

of

the

leverage,

or

referenced

by

the

levered

instrument.

A

Fund

may

also

from

time

to

time

borrow

on

a

typically

transient

basis

in

connection

with

its

day-to-day

operations,

primarily

in

connection

with

the

need

to

pay

cash

out

to

redeeming

shareholders

or

to

settle

portfolio

trades.

Such

incidental

borrowings,

described

generally

in

Notes

to

Financial

Statements,

Note

9—Borrowing

Arrangements,

are

excluded

from

the

calculation

of

a

Fund’s

effective

leverage

ratio.

Holding

Summaries

The

Holdings

Summaries

data

relates

to

the

securities

held

in

the

Fund’s

portfolio

of

investments

as

of

the

end

of

this

reporting

period.

It

should

not

be

construed

as

a

measure

of

performance

for

the

Fund

itself.

Holdings

are

subject

to

change.

Refer

to

the

Fund’s

Portfolio

of

Investments

for

individual

security

information. 

For

financial

reporting

purposes,

the

ratings

disclosed

are

the

highest

rating

given

by

one

of

the

following

national

rating

agencies:

Standard

&

Poor’s,

Moody’s

Investors

Service,

Inc.

or

Fitch,

Inc.

This

treatment

of

split-rated

securities

may

differ

from

that

used

for

other

purposes,

such

as

for

Fund

investment

policies.

Credit

ratings

are

subject

to

change.

AAA,

AA,

A

and

BBB

are

investment

grade

ratings;

BB,

B,

CCC,

CC,

C

and

D

are

below

investment

grade

ratings.

Holdings

designated

N/R

are

not

rated

by

these

national

rating

agencies.

Nuveen

All-American

Municipal

Bond

Fund

(continued)

Fund

Performance,

Expense

Ratios,

Effective

Leverage

and

Holding

Summaries

March

31,

2022

11

Refer

to

the

first

page

of

this

Fund

Performance,

Expense

Ratios,

Effective

Leverage

and

Holdings

Summaries section

for

further

explanation

of the

information

included

within

this

section. 

Refer

to

the

Glossary

of

Terms

Used

in

this

Re-

port

for

further

definition

of

terms

used

in

this

section.

Fund

Performance

and

Expense

Ratios*

*

For

purposes

of

Fund

performance,

relative

results

are

measured

against

the

S&P

Municipal

Bond

Index.

**

Class

A

Shares

have

a

maximum

4.20%

sales

charge

(Offering

Price).

Class

A

Share

purchases

of

$250,000

or

more

are

sold

at

net

asset

value

without

an

up-front

sales

charge

but

may

be

subject

to

a

contingent

deferred

sales

charge

(CDSC)

of

1%

if

redeemed

within

eighteen

months

of

purchase.

Class

C have

a

1%

CDSC

for

redemptions

within

less

than

twelve

months,

which

is

not

reflect-

ed

in

the

total

returns.

Class

C

Shares

automatically

convert

to

Class

A

Shares eight

years

after

purchase.

Returns

for

periods

longer

than

eight

years

for

Class

C Shares

reflect

the

performance

of

Class

A

Shares

after

the

deemed

eight-year

conversion

to

Class

A

Shares

within

such

periods.

Class

R6

Shares

have

no

sales

charge

and

are

available

only

to

certain

limited

categories

as

described

in

the

prospectus.

Class

I

Shares

have

no

sales

charge

and

may

be

purchased

under

limited

circumstances

or

by

specified

classes

of

investors.

Effective

Leverage

Ratio

as

of

March

31,

2022

Total

Returns

as

of

March

31,

2022**

Average

Annual

Expense

Ratios

Inception

Date

1-Year

5-Year

10-Year

Class

A

Shares

at

NAV

10/03/88

(5.76)%

2.87%

3.55%

0.69%

Class

A

Shares

at

maximum

Offering

Price

10/03/88

(9.72)%

1.99%

3.11%

—

S&P

Municipal

Bond

Index

—

(3.61)%

2.57%

2.99%

—

Lipper

General

&

Insured

Municipal

Debt

Funds

Classification

Average

—

(4.30)%

2.47%

2.83%

—

Class

I

Shares

2/06/97

(5.55)%

3.07%

3.75%

0.49%

Total

Returns

as

of

March

31,

2022**

Average

Annual

Expense

Ratios

Inception

Date

1-Year

5-Year

Since

Inception

Class

C

Shares

2/10/14

(6.54)%

2.04%

2.88%

1.49%

Class

R6

Shares

6/30/16

(5.58)%

3.11%

2.15%

0.45%

Effective

Leverage

Ratio

11.38%

12

Growth

of

an

Assumed

$10,000

Investment

as

of March

31,

2022

 -

Class

A

Shares 

The

graphs

do

not

reflect

the

deduction

of

taxes,

such

as

state

and

local

income

taxes

or

capital

gains

taxes that

a

shareholder

may

pay

on

Fund

distributions

or

the

redemption

of

Fund

Shares.

13

Holdings

Summaries

as

of

March

31,

2022

Fund

Allocation

(%

of

net

assets)

Municipal

Bonds

111

.0‌

%

Common

Stocks

0

.6‌

%

Variable

Rate

Senior

Loan

Interests

0

.0‌

%

Other

Assets

Less

Liabilities

1.1%

Net

Assets

Plus

Floating

Rate

Obligations

112

.7‌

%

Floating

Rate

Obligations

(12.7)%

Net

Assets

100‌

%

Bond

Credit

Quality

(%

of

total

investment

exposure)

U.S.

Guaranteed

2.2%

AAA

4.0%

AA

30.6%

A

24.0%

BBB

13.3%

BB

or

Lower

5.4%

N/R

(not

rated)

20.0%

N/A

(not

applicable)

0.5%

Total

100‌

%

Portfolio

Composition

(%

of

total

investments)

Transportation

22.5%

Health

Care

17.9%

Tax

Obligation/Limited

17.0%

Tax

Obligation/General

11.6%

Utilities

11.4%

Education

and

Civic

Organizations

6.9%

Industrials

2.6%

Other

9.6%

Common

Stocks

0.5%

Variable

Rate

Senior

Loan

Interests

0.0%

Total

100%

States

and

Territories

1

(%

of

total

municipal

bonds)

New

York

17.2%

California

15.9%

Florida

7.4%

Illinois

6.1%

Texas

5.9%

Colorado

4.0%

Tennessee

4.0%

Pennsylvania

3.4%

New

Jersey

2.8%

Missouri

2.8%

Wisconsin

2.2%

Massachusetts

2.2%

Arizona

2.1%

Puerto

Rico

2.1%

Ohio

1.5%

Other

20.4%

Total

100%

1

See

Portfolio

of

Investments

for

the

remaining

states

comprising

"Other"

and

not

listed

in

the

States

and

Territories

above.

14

Nuveen

Intermediate

Duration

Bond

Fund

(continued)

Fund

Performance,

Expense

Ratios,

Effective

Leverage

and

Holding

Summaries

March

31,

2022

Refer

to

the

first

page

of

this

Fund

Performance,

Expense

Ratios,

Effective

Leverage

and

Holdings

Summaries section

for

further

explanation

of the

information

included

within

this

section. 

Refer

to

the

Glossary

of

Terms

Used

in

this

Re-

port

for

further

definition

of

terms

used

in

this

section.

Fund

Performance

and

Expense

Ratios*

*

For

purposes

of

Fund

performance,

relative

results

are

measured

against

the

S&P

Municipal

Bond

Intermediate

Index.

**

Class

A

Shares

have

a

maximum

3.00%

sales

charge

(Offering

Price).

Class

A

Share

purchases

of

$250,000

or

more

are

sold

at

net

asset

value

without

an

up-front

sales

charge

but

may

be

subject

to

a

contingent

deferred

sales

charge

(CDSC)

of

1%

if

redeemed

within

eighteen

months

of

purchase.

Class

C

Shares

have

a

1%

CDSC

for

redemptions

within

less

than

twelve

months,

which

is

not

reflected

in

the

total

returns.

Class

C

Shares

automatically

convert

to

Class

A

Shares

eight

years

after

purchase.

Returns

for

periods

longer

than

eight

years

for

Class

C

Shares

reflect

the

performance

of

Class

A

Shares

after

the

deemed

eight-year

conversion

to

Class

A

Shares

within

such

periods.

Class

I

Shares

have

no

sales

charge

and

may

be

purchased

under

limited

circumstances

or

by

specified

classes

of

investors.

Effective

Leverage

Ratio

as

of

March

31,

2022

Total

Returns

as

of

March

31,

2022**

Average

Annual

Expense

Ratios

Inception

Date

1-Year

5-Year

10-Year

Class

A

Shares

at

NAV

6/13/95

(3.66)%

2.53%

2.62%

0.64%

Class

A

Shares

at

maximum

Offering

Price

6/13/95

(6.59)%

1.91%

2.31%

—

S&P

Municipal

Bond

Intermediate

Index

—

(4.07)%

2.34%

2.68%

—

Lipper

Intermediate

Municipal

Debt

Funds

Classification

Average

—

(3.87)%

1.99%

2.12%

—

Class

I

Shares

11/29/76

(3.46)%

2.75%

2.82%

0.44%

Total

Returns

as

of

March

31,

2022**

Average

Annual

Expense

Ratios

Inception

Date

1-Year

5-Year

Since

Inception

Class

C

Shares

2/10/14

(4.34)%

1.74%

1.85%

1.44%

Effective

Leverage

Ratio

0.00%

15

Growth

of

an

Assumed

$10,000

Investment

as

of March

31,

2022

 -

Class

A

Shares 

The

graphs

do

not

reflect

the

deduction

of

taxes,

such

as

state

and

local

income

taxes

or

capital

gains

taxes that

a

shareholder

may

pay

on

Fund

distributions

or

the

redemption

of

Fund

Shares.

16

Fund

Performance,

Expense

Ratios,

Effective

Leverage

and

Holding

Summaries

March

31,

2022

(continued)

Holdings

Summaries

as

of

March

31,

2022

Fund

Allocation

(%

of

net

assets)

Municipal

Bonds

95

.8‌

%

Common

Stocks

1

.7‌

%

Asset-Backed

and

Mortgage-

Backed

Securities

0

.1‌

%

Short-Term

Municipal

Bonds

0

.3‌

%

Other

Assets

Less

Liabilities

2.1%

Net

Assets

100‌

%

Bond

Credit

Quality

(%

of

total

investment

exposure)

U.S.

Guaranteed

5.9%

AAA

6.2%

AA

27.9%

A

27.6%

BBB

14.0%

BB

or

Lower

4.1%

N/R

(not

rated)

12.6%

N/A

(not

applicable)

1.7%

Total

100‌

%

Portfolio

Composition

(%

of

total

investments)

Utilities

15.9%

Health

Care

14.1%

Tax

Obligation/Limited

13.6%

Transportation

13.3%

Tax

Obligation/General

12.9%

Housing/Single

Family

8.3%

U.S.

Guaranteed

6.0%

Other

14.2%

Common

Stocks

1.7%

Total

100%

States

and

Territories

1

(%

of

total

municipal

bonds)

Illinois

9.9%

New

York

6.7%

New

Jersey

5.4%

Pennsylvania

5.3%

Texas

4.7%

California

4.5%

Florida

4.4%

Ohio

3.4%

Indiana

3.0%

Puerto

Rico

2.8%

Louisiana

2.7%

Colorado

2.7%

Michigan

2.6%

Georgia

2.6%

Washington

2.6%

Oklahoma

2.3%

Alabama

2.3%

Virginia

2.2%

Kentucky

2.0%

Arizona

1.9%

Connecticut

1.8%

Wisconsin

1.6%

Maryland

1.5%

Massachusetts

1.5%

Tennessee

1.5%

Other

18.1%

Total

100%

1

See

Portfolio

of

Investments

for

the

remaining

states

comprising

"Other"

and

not

listed

in

the

States

and

Territories

above.

Nuveen

Limited

Term

Municipal

Bond

Fund

(continued)

Fund

Performance,

Expense

Ratios,

Effective

Leverage

and

Holding

Summaries

March

31,

2022

17

Refer

to

the

first

page

of

this

Fund

Performance,

Expense

Ratios,

Effective

Leverage

and

Holdings

Summaries section

for

further

explanation

of the

information

included

within

this

section. 

Refer

to

the

Glossary

of

Terms

Used

in

this

Re-

port

for

further

definition

of

terms

used

in

this

section.

Fund

Performance

and

Expense

Ratios*

*

For

purposes

of

Fund

performance,

relative

results

are

measured

against

the

S&P

Municipal

Bond

Short-Intermediate

Index.

**

Class

A

Shares

have

a

maximum

2.50%

sales

charge

(Offering

Price).

Class

A

Share

purchases

of

$250,000

or

more

are

sold

at

net

asset

value

without

an

up-front

sales

charge

but

may

be

subject

to

a

contingent

deferred

sales

charge

(CDSC)

of

0.70%

if

redeemed

within

eighteen

months

of

purchase.

Class

C

Shares

have

a

1%

CDSC

for

redemptions

within

less

than

twelve

months,

which

is

not

reflected

in

the

total

returns.

Class

C

Shares

automatically

convert

to

Class

A

Shares

eight

years

after

purchase.

Returns

for

periods

longer

than

eight

years

for

Class

C

Shares

reflect

the

performance

of

Class

A

Shares

after

the

deemed

eight-year

conversion

to

Class

A

Shares

within

such

periods.

Class

I

Shares

have

no

sales

charge

and

may

be

purchased

under

limited

circumstances

or

by

specified

classes

of

investors.

Effective

Leverage

Ratio

as

of

March

31,

2022

Total

Returns

as

of

March

31,

2022**

Average

Annual

Expense

Ratios

Inception

Date

1-Year

5-Year

10-Year

Class

A

Shares

at

NAV

10/19/87

(2.55)%

1.78%

1.61%

0.61%

Class

A

Shares

at

maximum

Offering

Price

10/19/87

(4.98)%

1.26%

1.35%

—

S&P

Municipal

Bond

Short-Intermediate

Index

—

(3.30)%

1.49%

1.66%

—

Lipper

Short-Intermediate

Municipal

Debt

Funds

Classification

Average

—

(3.51)%

1.24%

1.31%

—

Class

I

Shares

2/06/97

(2.35)%

1.99%

1.81%

0.41%

Total

Returns

as

of

March

31,

2022**

Average

Annual

Expense

Ratios

Inception

Date

1-Year

5-Year

Since

Inception

Class

C

Shares

2/10/14

(3.25)%

0.98%

0.81%

1.41%

Effective

Leverage

Ratio

0.00%

18

Growth

of

an

Assumed

$10,000

Investment

as

of March

31,

2022

 -

Class

A

Shares 

The

graphs

do

not

reflect

the

deduction

of

taxes,

such

as

state

and

local

income

taxes

or

capital

gains

taxes that

a

shareholder

may

pay

on

Fund

distributions

or

the

redemption

of

Fund

Shares.

19

Holdings

Summaries

as

of

March

31,

2022

Fund

Allocation

(%

of

net

assets)

Municipal

Bonds

98

.2‌

%

Common

Stocks

2

.0‌

%

Short-Term

Municipal

Bonds

0

.1‌

%

Other

Assets

Less

Liabilities

(0.3)%

Net

Assets

100‌

%

Bond

Credit

Quality

(%

of

total

investment

exposure)

U.S.

Guaranteed

1.9%

AAA

8.5%

AA

30.4%

A

23.7%

BBB

8.7%

BB

or

Lower

1.7%

N/R

(not

rated)

23.1%

N/A

(not

applicable)

2.0%

Total

100‌

%

Portfolio

Composition

(%

of

total

investments)

Tax

Obligation/General

25.4%

Utilities

17.7%

Tax

Obligation/Limited

15.7%

Health

Care

10.3%

Transportation

8.8%

Housing/Single

Family

6.1%

Housing/Multifamily

2.4%

Other

11.6%

Common

Stocks

2.0%

Total

100%

States

and

Territories

1

(%

of

total

municipal

bonds)

New

York

8.9%

New

Jersey

6.6%

Illinois

5.6%

California

4.4%

Louisiana

4.3%

Pennsylvania

4.3%

Florida

3.7%

Texas

3.7%

Oklahoma

3.6%

Connecticut

3.6%

Ohio

3.5%

Indiana

2.9%

Puerto

Rico

2.9%

Kentucky

2.8%

Massachusetts

2.6%

Washington

2.4%

Georgia

2.4%

Virginia

2.1%

Maryland

1.9%

Wisconsin

1.8%

South

Carolina

1.7%

Colorado

1.7%

Alabama

1.7%

Michigan

1.7%

Arizona

1.7%

Other

17.5%

Total

100%

1

See

Portfolio

of

Investments

for

the

remaining

states

comprising

"Other"

and

not

listed

in

the

States

and

Territories

above.

20

Nuveen

Short

Term

Municipal

Bond

Fund

(continued)

Fund

Performance,

Expense

Ratios,

Effective

Leverage

and

Holding

Summaries

March

31,

2022

Refer

to

the

first

page

of

this

Fund

Performance,

Expense

Ratios,

Effective

Leverage

and

Holdings

Summaries section

for

further

explanation

of the

information

included

within

this

section. 

Refer

to

the

Glossary

of

Terms

Used

in

this

Re-

port

for

further

definition

of

terms

used

in

this

section.

Fund

Performance

and

Expense

Ratios*

*

For

purposes

of

Fund

performance,

relative

results

are

measured

against

the

S&P

Municipal

Bond

Short

Index.

**

Class

A

Shares

have

a

maximum

2.50%

sales

charge

(Offering

Price).

Class

A

Share

purchases

of

$250,000

or

more

are

sold

at

net

asset

value

without

an

up-front

sales

charge

but

may

be

subject

to

a

contingent

deferred

sales

charge

(CDSC)

of

0.70%

if

redeemed

within twelve

months

of

purchase.

Class

C

Shares

have

a

1%

CDSC

for

redemptions

within

less

than

twelve

months,

which

is

not

reflected

in

the

total

returns.

Class

C

Shares

automatically

convert

to

Class

A

Shares

eight

years

after

purchase.

Returns

for

periods

longer

than

eight

years

for

Class

C

Shares

reflect

the

performance

of

Class

A

Shares

after

the

deemed

eight-year

conversion

to

Class

A

Shares

within

such

periods.

Class

I

Shares

have

no

sales

charge

and

may

be

purchased

under

limited

circumstances

or

by

specified

classes

of

investors.

Effective

Leverage

Ratio

as

of

March

31,

2022

Total

Returns

as

of

March

31,

2022**

Average

Annual

Expense

Ratios

Inception

Date

1-Year

5-Year

10-Year

Class

A

Shares

at

NAV

10/25/02

(2.80)%

0.76%

0.84%

0.68%

Class

A

Shares

at

maximum

Offering

Price

10/25/02

(5.23)%

0.24%

0.59%

—

S&P

Municipal

Bond

Short

Index

—

(2.10)%

1.09%

1.05%

—

Lipper

Short

Municipal

Debt

Funds

Classification

Average

—

(2.04)%

0.82%

0.72%

—

Class

I

Shares

10/25/02

(2.51)%

0.99%

1.05%

0.48%

Total

Returns

as

of

March

31,

2022**

Average

Annual

Expense

Ratios

Inception

Date

1-Year

5-Year

Since

Inception

Class

C

Shares

2/10/14

(3.50)%

(0.04)%

(0.02)%

1.48%

Effective

Leverage

Ratio

0.00%

21

Growth

of

an

Assumed

$10,000

Investment

as

of March

31,

2022

 -

Class

A

Shares 

The

graphs

do

not

reflect

the

deduction

of

taxes,

such

as

state

and

local

income

taxes

or

capital

gains

taxes that

a

shareholder

may

pay

on

Fund

distributions

or

the

redemption

of

Fund

Shares.

22

Fund

Performance,

Expense

Ratios,

Effective

Leverage

and

Holding

Summaries

March

31,

2022

(continued)

Holdings

Summaries

as

of

March

31,

2022

Fund

Allocation

(%

of

net

assets)

Municipal

Bonds

94

.0‌

%

Common

Stocks

0

.2‌

%

Short-Term

Municipal

Bonds

1

.8‌

%

Other

Assets

Less

Liabilities

4.0%

Net

Assets

100‌

%

Bond

Credit

Quality

(%

of

total

investment

exposure)

U.S.

Guaranteed

2.5%

AAA

7.7%

AA

39.8%

A

32.8%

BBB

7.3%

BB

or

Lower

0.9%

N/R

(not

rated)

8.8%

N/A

(not

applicable)

0.2%

Total

100‌

%

Portfolio

Composition

(%

of

total

investments)

Tax

Obligation/General

21.9%

Health

Care

21.0%

Transportation

15.8%

Utilities

15.0%

Tax

Obligation/Limited

9.4%

Education

and

Civic

Organizations

5.0%

U.S.

Guaranteed

2.6%

Other

9.1%

Common

Stocks

0.2%

Total

100%

States

and

Territories

1

(%

of

total

municipal

bonds)

Texas

11.3%

Minnesota

7.6%

Illinois

6.1%

Missouri

5.5%

New

Jersey

5.2%

Wisconsin

4.9%

Florida

4.1%

Alabama

3.9%

Arizona

3.9%

Iowa

3.4%

Colorado

3.4%

Ohio

3.0%

Indiana

2.5%

Pennsylvania

2.5%

California

2.4%

Washington

2.3%

Louisiana

2.2%

Georgia

1.9%

National

1.8%

New

Mexico

1.6%

Tennessee

1.6%

Michigan

1.5%

Utah

1.5%

North

Carolina

1.4%

New

York

1.4%

Other

13.1%

Total

100%

1

See

Portfolio

of

Investments

for

the

remaining

states

comprising

"Other"

and

not

listed

in

the

States

and

Territories

above.

Yields

as

of

March

31,

2022

23

Dividend

Yield

is

the

most

recent

dividend

per

share

(annualized)

divided

by

the

offering

price

per

share.

The

SEC

30-Day

Yield

is

a

standardized

measure

of

a

fund’s

yield

that

accounts

for

the

future

amortization

of

premiums

or

discounts

of

bonds

held

in

the

fund’s

portfolio.

The

SEC

30-Day

Yield

is

computed

under

an

SEC

standardized

formula

and

is

based

on

the

maximum

offer

price

per

share. 

Dividend

Yield

may

differ

from

the

SEC

30-Day

Yield

because

the

fund

may

be

paying

out

more

or

less

than

it

is

earning

and

it

may

not

include

the

effect

of

amortization

of

bond

premium.

The

Taxable-Equivalent

Yield

represents

the

yield

that

must

be

earned

on

a

fully

taxable

investment

in

order

to

equal

the

yield

of

the

Fund

on

an

after-tax

basis

at

an

assumed

tax

rate.

Your

actual

combined

federal

and

state

income

tax

rates

may

differ

from

the

assumed

rate.

Taxable-Equivalent

Yield

also

takes

into

account

the

percentage

of

the

Fund’s

income

generated

and

paid

by

the

Fund

(based

on

payments

made

during

the

previous

calendar

year)

that

was

either

exempt

from

federal

income

tax

but

not

from

state

income

tax

(e.g.,

income

from

an

out-of-state

municipal

bond),

or

was

exempt

from

neither

federal

nor

state

income

tax.

Separately,

if

the

comparison

were

instead

to

investments

that

generate

qualified

dividend

income,

which

is

taxable

at

a

rate

lower

than

an

individual’s

ordinary

graduated

tax

rate,

the

fund’s

Taxable-Equivalent

Yield

would

be

lower.

Nuveen

All-American

Municipal

Bond

Fund

Share

Class

Class

A

1

Class

C

Class

R6

Class

I

Dividend

Yield

2

.85

%

2

.06

%

3

.23

%

3

.18

%

SEC

30-Day

Yield

2

.60

%

1

.90

%

2

.95

%

2

.91

%

Taxable-Equivalent

Yield

(40.8%)

2

4

.39

%

3

.21

%

4

.98

%

4

.91

%

Nuveen

Intermediate

Duration

Municipal

Bond

Fund

Share

Class

Class

A

1

Class

C

Class

I

Dividend

Yield

1

.74

%

0

.93

%

2

.05

%

SEC

30-Day

Yield

1

.61

%

0

.86

%

1

.86

%

Taxable-Equivalent

Yield

(40.8%)

2

2

.71

%

1

.45

%

3

.13

%

Nuveen

Limited

Term

Municipal

Bond

Fund

Share

Class

Class

A

1

Class

C

Class

I

Dividend

Yield

0

.86

%

0

.06

%

1

.10

%

SEC

30-Day

Yield

1

.10

%

0

.33

%

1

.32

%

Taxable-Equivalent

Yield

(40.8%)

2

1

.86

%

0

.56

%

2

.23

%

Nuveen

Short

Term

Municipal

Bond

Fund

Share

Class

Class

A

1

Class

C

Class

I

Dividend

Yield

0

.60

%

–

%

0

.85

%

SEC

30-Day

Yield

1

.00

%

0

.24

%

1

.21

%

Taxable-Equivalent

Yield

(40.8%)

2

1

.68

%

0

.40

%

2

.04

%

1

The

SEC

Yield

for

Class

A

shares

quoted

in

the

table

reflects

the

maximum

sales

load.

Investors

paying

a

reduced

load

because

of

volume

discounts,

investors

paying

no

load

because

they

qualify

for

one

of

the

several

exclusions

from

the

load

and

existing

shareholders

who

previously

paid

a

load

but

would

like

to

know

the

SEC

Yield

applicable

to

their

shares

on

a

going-forward

basis,

should

understand

the

SEC

Yield

effectively

applicable

to

them

would

be

higher

than

the

figure

quoted

in

the

table.

2

The

Taxable-Equivalent

Yield

is

based

on

the

Fund's

SEC

30-Day

Yield

on

the

indicated

date

and

a

combined

federal

and

state

income

tax

rate

shown

in

the

respective

table

above.

24

Expense

Examples

As

a

shareholder

of

one

or

more

of

the

Funds,

you

incur

two

types

of

costs:

(1)

transaction

costs, including

up-front

and

back-end

sales

charges

(loads)

or

redemption

fees,

where

applicable;

and

(2)

ongoing

costs,

including

management

fees;

distribution

and

service

(12b-1)

fees,

where

applicable;

and

other

Fund

expenses.

The

Examples

below

are

intended

to

help

you

understand

your

ongoing

costs

(in

dollars)

of

investing

in

the

Funds

and

to

compare

these

costs

with

the

ongoing

costs

of investing

in

other

mutual

funds.

The

Examples

below

do

not

include

the

interest

and

related

expenses

from

inverse

floaters

that

are

reflected

in

the

financial

statements

later

within

this

report,

when

applicable.

The

Examples

below

are

based

on

an

investment

of

$1,000

invested

at

the

beginning

of

the

period

and

held

through

the

period

ended

March

31,

2022.

The

beginning

of

the

period

is

October

1,

2021.

The

information

under

“Actual

Performance,”

together

with

the

amount

you

invested,

allows

you

to

estimate

actual

expenses

incurred

over

the

reporting

period.

Simply

divide

your

account

value

by

$1,000

(for

example,

an

$8,600

account

value

divided

by

$1,000

=

8.60)

and

multiply

the

result

by

the

cost

shown

for

your

share

class,

in

the

row

entitled

“Expenses

Incurred

During

Period”

to

estimate

the

expenses

incurred

on

your

account

during

this

period.

The

information

under

“Hypothetical

Performance,”

provides

information

about

hypothetical

account

values

and

hypothetical

expenses

based

on

each

Fund’s

actual

expense

ratios

and

an

assumed

rate

of

return

of

5%

per

year

before

expenses,

which

is

not

the

Fund’s

actual

return.

The

hypothetical

account

values

and

expenses

may

not

be

used

to

estimate

the

actual

ending

account

balance

or

expense

you

incurred

for

the

period.

You

may

use

this

information

to

compare

the

ongoing

costs

of

investing

in

the

Fund

and

other

funds.

To

do

so,

compare

this

5%

hypothetical

example

with

the

5%

hypothetical

examples

that

appear

in

the

shareholder

reports

of

the

other

funds.

Please

note

that

the

expenses

shown

in

the

following

tables

are

meant

to

highlight

your

ongoing

costs

only

and

do

not

reflect

any

transaction

costs.

Therefore,

the

hypothetical

information

is

useful

in

comparing

ongoing

costs

only,

and

will

not

help

you

determine

the

relative

total

costs

of

owning

different

funds

or

share

classes.

In

addition,

if

these

transaction

costs

were

included,

your

costs

would

have

been

higher.

Nuveen

All-American

Municipal

Bond

Fund

Share

Class

Class

A

Class

C

Class

R6

Class

I

Actual

Performance

Beginning

Account

Value

$1,000.00

$1,000.00

$1,000.00

$1,000.00

Ending

Account

Value

$920.90

$916.95

$921.69

$922.14

Expenses

Incurred

During

the

Period

$3.07

$6.88

$1.96

$2.11

Hypothetical

Performance

(5%

annualized

return

before

expenses)

Beginning

Account

Value

$1,000.00

$1,000.00

$1,000.00

$1,000.00

Ending

Account

Value

$1,021.74

$1,017.75

$1,022.89

$1,022.74

Expenses

Incurred

During

the

Period

$3.23

$7.24

$2.07

$2.22

For

each

class

of

the

Fund,

expenses

are

equal

to

the

Fund’s

annualized

net

expense

ratio

of

0.63%,

1.43%,

0.40%

and

0.43%

for

Classes

A,

C,

R6

and

I,

respectively,

multiplied

by

the

average

account

value

over

the

period,

multiplied

by

182

/365

(to

reflect

the

one-half

year

period).

Nuveen

Intermediate

Duration

Municipal

Bond

Fund

Share

Class

Class

A

Class

C

Class

I

Actual

Performance

Beginning

Account

Value

$1,000.00

$1,000.00

$1,000.00

Ending

Account

Value

$951.24

$948.36

$952.40

Expenses

Incurred

During

the

Period

$3.06

$6.90

$2.09

Hypothetical

Performance

(5%

annualized

return

before

expenses)

Beginning

Account

Value

$1,000.00

$1,000.00

$1,000.00

Ending

Account

Value

$1,021.79

$1,017.85

$1,022.79

Expenses

Incurred

During

the

Period

$3.18

$7.14

$2.17

For

each

class

of

the

Fund,

expenses

are

equal

to

the

Fund’s

annualized

net

expense

ratio

of

0.64%,

1.44%

and

0.44%

for

Classes

A,

C

and

I,

respectively,

multiplied

by

the

average

account

value

over

the

period,

multiplied

by

182

/365

(to

reflect

the

one-half

year

period).

25

Nuveen

Limited

Term

Municipal

Bond

Fund

Share

Class

Class

A

Class

C

Class

I

Actual

Performance

Beginning

Account

Value

$1,000.00

$1,000.00

$1,000.00

Ending

Account

Value

$966.54

$962.54

$967.46

Expenses

Incurred

During

the

Period

$2.84

$6.75

$1.91

Hypothetical

Performance

(5%

annualized

return

before

expenses)

Beginning

Account

Value

$1,000.00

$1,000.00

$1,000.00

Ending

Account

Value

$1,022.04

$1,018.05

$1,022.99

Expenses

Incurred

During

the

Period

$2.92

$6.94

$1.97

For

each

class

of

the

Fund,

expenses

are

equal

to

the

Fund’s

annualized

net

expense

ratio

of

0.58%,

1.38%

and

0.39%

for

Classes

A,

C

and

I,

respectively,

multiplied

by

the

average

account

value

over

the

period,

multiplied

by

182

/365

(to

reflect

the

one-half

year

period).

Nuveen

Short

Term

Municipal

Bond

Fund

Share

Class

Class

A

Class

C

Class

I

Actual

Performance

Beginning

Account

Value

$1,000.00

$1,000.00

$1,000.00

Ending

Account

Value

$970.53

$967.39

$971.70

Expenses

Incurred

During

the

Period

$3.29

$7.21

$2.31

Hypothetical

Performance

(5%

annualized

return

before

expenses)

Beginning

Account

Value

$1,000.00

$1,000.00

$1,000.00

Ending

Account

Value

$1,021.59

$1,017.60

$1,022.59

Expenses

Incurred

During

the

Period

$3.38

$7.39

$2.37

For

each

class

of

the

Fund,

expenses

are

equal

to

the

Fund’s

annualized

net

expense

ratio

of

0.67%,

1.47%

and

0.47%

for

Classes

A,

C

and

I,

respectively,

multiplied

by

the

average

account

value

over

the

period,

multiplied

by

182

/365

(to

reflect

the

one-half

year

period).

26

Report

of

Independent

Registered

Public

Accounting

Firm

To

the

Board

of

Trustees

of

Nuveen

Municipal

Trust

and

Board

of

Directors

of

Nuveen

Investment

Funds,

Inc.

and

Shareholders

of

Nuveen

All-American

Municipal

Bond

Fund,

Nuveen

Intermediate

Duration

Municipal

Bond

Fund,

Nuveen

Limited

Term

Municipal

Bond

Fund

and

Nuveen

Short

Term

Municipal

Bond

Fund

Opinions

on

the

Financial

Statements

We

have

audited

the

accompanying

statements

of

assets

and

liabilities,

including

the

portfolios

of

investments,

of

Nuveen

All-American

Municipal

Bond

Fund,

Nuveen

Intermediate

Duration

Municipal

Bond

Fund

and

Nuveen

Limited

Term

Municipal

Bond

Fund

(three

of

the

funds

constituting

Nuveen

Municipal

Trust)

and

Nuveen

Short

Term

Municipal

Bond

Fund

(one

of

the

funds

constituting

Nuveen

Investment

Funds,

Inc.)

(hereafter

collectively

referred

to

as

the

"Funds")

as

of

March

31,

2022,

the

related

statements

of

operations

for

the

year

ended

March

31,

2022,

the

statements

of

changes

in

net

assets

for

each

of

the

two

years

in

the

period

ended

March

31,

2022,

including

the

related

notes,

and

the

financial

highlights

for

each

of

the

five

years

in

the

period

ended

March

31,

2022

(collectively

referred

to

as

the

“financial

statements”).

In

our

opinion,

the

financial

statements

present

fairly,

in

all

material

respects,

the

financial

position

of

each

of

the

Funds

as

of

March

31,

2022,

the

results

of

each

of

their

operations

for

the

year

then

ended,

the

changes

in

each

of

their

net

assets

for

each

of

the

two

years

in

the

period

ended

March

31,

2022

and

each

of

the

financial

highlights

for

each

of

the

five

years

in

the

period

ended

March

31,

2022

in

conformity

with

accounting

principles

generally

accepted

in

the

United

States

of

America.

Basis

for

Opinions

These

financial

statements

are

the

responsibility

of

the

Funds’

management.

Our

responsibility

is

to

express

an

opinion

on

the

Funds’

financial

statements

based

on

our

audits.

We

are

a

public

accounting

firm

registered

with

the

Public

Company

Accounting

Oversight

Board

(United

States)

(PCAOB)

and

are

required

to

be

independent

with

respect

to

the

Funds

in

accordance

with

the

U.S.

federal

securities

laws

and

the

applicable

rules

and

regulations

of

the

Securities

and

Exchange

Commission

and

the

PCAOB.

We

conducted

our

audits

of

these

financial

statements

in

accordance

with

the

standards

of

the

PCAOB.

Those

standards

require

that

we

plan

and

perform

the

audit

to

obtain

reasonable

assurance

about

whether

the

financial

statements

are

free

of

material

misstatement,

whether

due

to

error

or

fraud.

Our

audits

included

performing

procedures

to

assess

the

risks

of

material

misstatement

of

the

financial

statements,

whether

due

to

error

or

fraud,

and

performing

procedures

that

respond

to

those

risks.

Such

procedures

included

examining,

on

a

test

basis,

evidence

regarding

the

amounts

and

disclosures

in

the

financial

statements.

Our

audits

also

included

evaluating

the

accounting

principles

used

and

significant

estimates

made

by

management,

as

well

as

evaluating

the

overall

presentation

of

the

financial

statements.

Our

procedures

included

confirmation

of

securities

owned

as

of

March

31,

2022

by

correspondence

with

the

custodian,

brokers

and

agent

banks;

when

replies

were

not

received

from

brokers,

we

performed

other

auditing

procedures.

We

believe

that

our

audits

provide

a

reasonable

basis

for

our

opinions.

/s/

PricewatehouseCoopers

LLP

Chicago,

Illinois

May

27,

2022

We

have

served

as

the

auditor

of

one

or

more

investment

companies

in

Nuveen

Funds

since

2002.

27

Nuveen

All-American

Municipal

Bond

Fund

Portfolio

of

Investments

March

31,

2022

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

LONG-TERM

INVESTMENTS

-

111.6%  

MUNICIPAL

BONDS

-

111.0%

Alabama

-

1.4%

Birmingham-Jefferson

Civic

Center

Authority,

Alabama,

Special

Tax

Bonds,

Series

2018A:

$

3,500

4.000%,

7/01/38

7/28

at

100.00

Aa3

$

3,632,300

3,500

4.000%,

7/01/43

7/28

at

100.00

Aa3

3,588,585

2,000

Hoover

Industrial

Development

Board,

Alabama,

Environmental

Improvement

Revenue

Bonds,

United

States

Steel

Corporation

Proejcet,

Series

2019,

5.750%,

10/01/49,

(AMT)

10/29

at

100.00

B

2,226,000

21,455

Huntsville

Healthcare

Authority,

Alabama,

Revenue

Bonds,

Series

2020B,

3.000%,

6/01/50

-

AGM

Insured,

(UB)

(4)

6/30

at

100.00

AA

18,658,555

4,220

Infirmary

Health

System

Special

Care

Facilities

Financing

Authority

of

Mobile,

Alabama,

Revenue

Bonds,

Infirmary

Health

System,

Inc.,

Series

2016A,

5.000%,

2/01/41

2/26

at

100.00

A-

4,551,692

10,000

Infirmary

Health

System

Special

Care

Facilities

Financing

Authority

of

Mobile,

Alabama,

Revenue

Bonds,

Infirmary

Health

System,

Inc.,

Series

2021,

3.000%,

2/01/46

8/31

at

100.00

N/R

8,754,600

4,500

Jefferson

County,

Alabama,

Sewer

Revenue

Warrants,

Capital

Appreciation

Subordinate

Lien

Series

2013F,

0.000%,

10/01/50

(5)

10/23

at

105.00

BBB

4,585,275

2,800

Jefferson

County,

Alabama,

Sewer

Revenue

Warrants,

Subordinate

Lien

Series

2013D,

6.500%,

10/01/53

10/23

at

105.00

BBB

3,118,920

14,175

Lower

Alabama

Gas

District,

Alabama,

Gas

Project

Revenue

Bonds,

Series

2016A,

5.000%,

9/01/46

No

Opt.

Call

A2

16,658,035

500

Mobile

Spring

Hill

College

Educational

Building

Authority,

Alabama,

Revenue

Bonds,

Spring

Hill

College

Project,

Series

2015,

5.875%,

4/15/45

4/25

at

100.00

N/R

521,540

12,295

Southeast

Alabama

Gas

Supply

District,

Alabama,

Gas

Supply

Revenue

Bonds,

Project

1,

Fixed

Rate

Series

2018A,

4.000%,

4/01/49,

(Mandatory

Put

4/01/24)

1/24

at

100.27

A

12,621,186

7,985

Southeast

Alabama

Gas

Supply

District,

Alabama,

Gas

Supply

Revenue

Bonds,

Project

2,

Fixed

Rate

Series

2018A,

4.000%,

6/01/49,

(Mandatory

Put

6/01/24)

3/24

at

100.29

A1

8,233,733

Tuscaloosa

County

Industrial

Development

Authority,

Alabama,

Gulf

Opportunity

Zone

Bonds,

Hunt

Refining

Project,

Refunding

Series

2019A:

2,838

4.500%,

5/01/32,

144A

5/29

at

100.00

N/R

2,786,158

17,025

5.250%,

5/01/44,

144A

5/29

at

100.00

N/R

17,489,612

106,793

Total

Alabama

107,426,191

Alaska

-

0.2%

Alaska

Industrial

Development

and

Export

Authority,

Revenue

Bonds,

Greater

Fairbanks

Community

Hospital

Foundation

Project,

Refunding

Series

2019:

2,000

4.000%,

4/01/30

4/29

at

100.00

A+

2,170,860

2,045

4.000%,

4/01/31

4/29

at

100.00

A+

2,213,324

2,000

4.000%,

4/01/32

4/29

at

100.00

A+

2,155,080

615

4.000%,

4/01/34

4/29

at

100.00

A+

658,468

3,855

Alaska

Municipal

Bond

Bank,

General

Obligation

Bonds,

Refunding

Three

Series

2016,

5.000%,

12/01/27

No

Opt.

Call

A+

4,413,821

205

Northern

Tobacco

Securitization

Corporation,

Alaska,

Tobacco

Settlement

Asset-Backed

Bonds,

Senior

Series

2021A

Class

1,

4.000%,

6/01/50

6/31

at

100.00

BBB+

205,474

Nuveen

All-American

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

28

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Alaska

(continued)

$

1,530

Northern

Tobacco

Securitization

Corporation,

Alaska,

Tobacco

Settlement

Asset-Backed

Bonds,

Series

2021B-1

Class

2,

4.000%,

6/01/50

6/31

at

100.00

BBB-

$

1,507,019

9,000

Northern

Tobacco

Securitization

Corporation,

Alaska,

Tobacco

Settlement

Asset-Backed

Bonds,

Series

2021B-2

Class

2,

0.000%,

6/01/66

6/31

at

30.73

N/R

1,161,900

21,250

Total

Alaska

14,485,946

Arizona

-

2.3%

1,500

Arizona

Industrial

Development

Authority,

Arizona,

Economic

Development

Revenue

Bonds,

Linder

Village

Project

in

Meridian,

Ada

County,

Idaho,

Series

2020,

5.000%,

6/01/31,

144A

No

Opt.

Call

N/R

1,615,755

Arizona

Industrial

Development

Authority,

Arizona,

Education

Facility

Revenue

Bonds,

Basis

Schools,

Inc.

Projects,

Series

2017A:

1,100

5.250%,

7/01/47,

144A

7/26

at

100.00

BB

1,173,414

1,000

5.375%,

7/01/50,

144A

7/26

at

100.00

BB

1,070,400

1,250

Arizona

Industrial

Development

Authority,

Arizona,

Education

Revenue

Bonds,

Academies

of

Math

&

Science

Projects,

Series

2019,

5.000%,

7/01/49,

144A

7/29

at

100.00

BB

1,303,075

585

Arizona

Industrial

Development

Authority,

Arizona,

Education

Revenue

Bonds,

Pinecrest

Academy-Cadence

Campus

Project,

Series

2020A,

4.000%,

7/15/40,

144A

7/28

at

100.00

BB+

586,907

20,000

Arizona

Industrial

Development

Authority,

Arizona,

Hotel

Revenue

Bonds,

Provident

Group,

Falcon

Properties

LLC,

Project,

Senior

Series

2022A-1,

4.000%,

12/01/51,

144A

12/31

at

100.00

N/R

16,924,600

Arizona

Industrial

Development

Authority,

Hospital

Revenue

Bonds,

Phoenix

Children's

Hospital,

Series

2020A:

4,625

3.000%,

2/01/45,

(UB)

(4)

2/30

at

100.00

A1

4,080,915

10,100

4.000%,

2/01/50,

(UB)

(4)

2/30

at

100.00

AA-

10,468,953

3,045

Chandler

Industrial

Development

Authority,

Arizona,

Industrial

Development

Revenue

Bonds,

Intel

Corporation

Project,

Series

2007,

2.700%,

12/01/37,

(AMT),

(Mandatory

Put

8/14/23)

No

Opt.

Call

A+

3,070,700

4,075

Maricopa

County

Industrial

Dev

Authority,

Arizona,

Exempt

Facilities

Revenue

Bonds,

Commercial

Metals

Company

Project,

Series

2022,

4.000%,

10/15/47,

(AMT),

144A

1/26

at

104.00

N/R

4,042,685

Maricopa

County

Industrial

Development

Authority,

Arizona,

Education

Revenue

Bonds,

Legacy

Traditional

Schools

Projects,

Taxable

Series

2019B:

1,150

4.000%,

7/01/29,

144A

No

Opt.

Call

BB+

1,187,226

1,175

5.000%,

7/01/49,

144A

7/29

at

100.00

BB+

1,248,931

Maricopa

County

Industrial

Development

Authority,

Arizona,

Hospital

Revenue

Bonds,

HonorHealth,

Series

2019A:

1,250

5.000%,

9/01/37

9/28

at

100.00

A+

1,441,012

935

5.000%,

9/01/42

9/28

at

100.00

A+

1,071,884

11,500

Maricopa

County

Industrial

Development

Authority,

Arizona,

Hospital

Revenue

Bonds,

HonorHealth,

Series

2021A,

3.000%,

9/01/51,

(UB)

(4)

3/31

at

100.00

A+

9,871,025

8,430

Maricopa

County

Industrial

Development

Authority,

Arizona,

Revenue

Bonds,

Banner

Health,

Series

2017D,

3.000%,

1/01/48,

(UB)

(4)

7/30

at

100.00

AA-

7,368,073

10,000

Maricopa

County

Industrial

Development

Authority,

Arizona,

Revenue

Bonds,

Banner

Health,

Series

2019E,

3.000%,

1/01/49,

(UB)

(4)

7/30

at

100.00

AA-

8,701,000

8,000

Maricopa

County

Industrial

Development

Authority,

Arizona,

Revenue

Bonds,

Banner

Health,

Variable

Rate

Demand

Series

2019F,

3.000%,

1/01/49,

(UB)

(4)

7/30

at

100.00

AA-

6,960,800

29

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Arizona

(continued)

$

3,765

Maricopa

County

Industrial

Development

Authority,

Arizona,

Revenue

Bonds,

Banner

Health,

Variable

Rate

Series

2019C,

1.080%,

1/01/35,

(Mandatory

Put

10/18/24)

(SIFMA

reference

rate

+

0.570%

spread)

(6)

10/23

at

100.00

AA-

$

3,781,491

2,500

Maricopa

County

Union

High

School

District

210

Phoenix,

Arizona,

General

Obligation

Bonds,

School

Improvement

Project

2011

and

2017,

Series

2018,

5.000%,

7/01/36

7/27

at

100.00

AAA

2,821,850

115

Maricopa

County,

Arizona,

Hospital

Revenue

Bonds,

Sun

Health

Corporation,

Series

2005,

5.000%,

4/01/25,

(Pre-refunded

4/01/24)

4/24

at

100.00

N/R

(7)

119,277

Phoenix

Civic

Improvement

Corporation,

Arizona,

Rental

Car

Facility

Charge

Revenue

Bonds,

Series

2019A:

1,930

5.000%,

7/01/28

No

Opt.

Call

A3

2,195,645

3,340

5.000%,

7/01/29

No

Opt.

Call

A3

3,853,658

3,560

5.000%,

7/01/30

7/29

at

100.00

A3

4,106,567

5,775

5.000%,

7/01/31

7/29

at

100.00

A3

6,644,888

1,500

5.000%,

7/01/33

7/29

at

100.00

A3

1,720,905

1,000

5.000%,

7/01/38

7/29

at

100.00

A3

1,134,580

7,365

5.000%,

7/01/39

7/29

at

100.00

A3

8,319,357

7,295

4.000%,

7/01/45

7/29

at

100.00

A3

7,646,984

7,200

5.000%,

7/01/45

7/29

at

100.00

A3

8,057,952

Phoenix

Civic

Improvement

Corporation,

Arizona,

Revenue

Bonds,

Civic

Plaza

Expansion

Project,

Series

2005B:

1,650

5.500%,

7/01/31

-

FGIC

Insured

No

Opt.

Call

AA

2,018,643

6,000

5.500%,

7/01/39

-

FGIC

Insured

No

Opt.

Call

AA

7,868,760

165

Phoenix

Industrial

Development

Authority,

Arizona,

Education

Facility

Revenue

Bonds,

Choice

Academies

Charter

Schools

Project,

Series

2012,

4.875%,

9/01/22

No

Opt.

Call

BB

166,495

Pima

County

Industrial

Development

Authority,

Arizona,

Education

Facility

Revenue

Bonds,

American

Leadership

Academy

Project,

Refunding

Series

2022.

Forward

Delivery:

1,710

4.000%,

6/15/41,

144A

6/26

at

100.00

N/R

1,639,428

2,000

4.000%,

6/15/51,

144A

6/26

at

100.00

N/R

1,832,800

2,285

4.000%,

6/15/57,

144A

6/26

at

100.00

N/R

2,041,008

400

Pima

County

Industrial

Development

Authority,

Arizona,

Education

Facility

Revenue

Bonds,

San

Tan

Montessori

School

Project,

Series

2016,

6.500%,

2/01/48,

144A

2/24

at

100.00

N/R

411,924

2,720

Pima

County

Industrial

Development

Authority,

Arizona,

Revenue

Bonds,

Tucson

Medical

Center,

Series

2021A,

3.000%,

4/01/51,

(UB)

(4)

4/31

at

100.00

A

2,376,464

Salt

Verde

Financial

Corporation,

Arizona,

Senior

Gas

Revenue

Bonds,

Citigroup

Energy

Inc

Prepay

Contract

Obligations,

Series

2007:

1,000

5.250%,

12/01/28

No

Opt.

Call

A3

1,139,430

13,155

5.000%,

12/01/32

No

Opt.

Call

A3

15,240,199

7,675

5.000%,

12/01/37

No

Opt.

Call

A3

9,102,857

173,825

Total

Arizona

176,428,517

Arkansas

-

0.5%

18,840

Arkansas

Development

Finance

Authority,

Industrial

Development

Revenue

Bonds,

Big

River

Steel

Project,

Series

2019,

4.500%,

9/01/49,

(AMT),

144A

9/26

at

103.00

Ba3

19,209,641

9,730

Arkansas

Development

Finance

Authority,

Industrial

Development

Revenue

Bonds,

Big

River

Steel

Project,

Series

2020A,

4.750%,

9/01/49,

(AMT),

144A

9/27

at

103.00

Ba3

10,113,362

Nuveen

All-American

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

30

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Arkansas

(continued)

Arkansas

Development

Finance

Authority,

Revenue

Bonds,

Baptist

Memorial

Health

Care,

Refunding

Series

2020B-1:

$

1,300

5.000%,

9/01/37

9/30

at

100.00

BBB+

$

1,490,710

1,000

5.000%,

9/01/38

9/30

at

100.00

BBB+

1,144,940

1,700

5.000%,

9/01/40

9/30

at

100.00

BBB+

1,940,550

4,000

5.000%,

9/01/44

9/30

at

100.00

BBB+

4,533,680

36,570

Total

Arkansas

38,432,883

California

-

17.8%

Alameda

Corridor

Transportation

Authority,

California,

Revenue

Bonds,

Refunding

Second

Subordinate

Lien

Series   2016B:

14,510

5.000%,

10/01/35

10/26

at

100.00

BBB+

15,906,588

4,300

5.000%,

10/01/36

10/26

at

100.00

BBB+

4,709,231

6,045

5.000%,

10/01/37

10/26

at

100.00

BBB+

6,615,527

4,845

Bakersfield

City

School

District,

Kern

County,

California,

General

Obligation

Bonds,

Election

2016

Series

2022C,

3.000%,

11/01/51

-

BAM

Insured

11/31

at

100.00

N/R

4,318,930

9,715

Bakersfield

City

School

District,

Kern

County,

California,

General

Obligation

Bonds,

Series

2012C,

0.000%,

5/01/47

(5)

5/40

at

100.00

Aa3

7,838,742

10,000

Bay

Area

Toll

Authority,

California,

Revenue

Bonds,

San

Francisco

Bay

Area

Toll

Bridge,

Subordinate

Fixed

Rate

Series

2017S-7,

4.000%,

4/01/38

4/27

at

100.00

AA-

10,654,900

2,000

Brentwood

Infrastructure

Financing

Authority,

California,

Infrastructure

Revenue

Bonds,

Refunding

Subordinated

Series

2014B,

5.000%,

9/02/36

9/24

at

100.00

N/R

2,097,420

7,630

California

Community

Housing

Agency,

California,

Essential

Housing

Revenue

Bonds,

Creekwood,

Series

2021A,

4.000%,

2/01/56,

144A

8/31

at

100.00

N/R

6,724,548

510

California

Community

Housing

Agency,

California,

Essential

Housing

Revenue

Bonds,

Fountains

at

Emerald

Park,

Junior

Lien

Series

2021A-2,

4.000%,

8/01/46,

144A

8/31

at

100.00

N/R

441,818

3,260

California

Community

Housing

Agency,

California,

Essential

Housing

Revenue

Bonds,

Fountains

at

Emerald

Park,

Senior

Lien

Series

2021A-1,

3.000%,

8/01/56,

144A

8/31

at

100.00

N/R

2,503,093

17,260

California

Community

Housing

Agency,

California,

Essential

Housing

Revenue

Bonds,

Glendale

Properties,

Junior

Series

2021A-2,

4.000%,

8/01/47,

144A

8/31

at

100.00

N/R

14,884,334

25,260

California

Community

Housing

Agency,

California,

Essential

Housing

Revenue

Bonds,

Serenity

at

Larkspur

Apartments,

Series

2020A,

5.000%,

2/01/50,

144A

2/30

at

100.00

N/R

25,257,979

7,395

California

Community

Housing

Agency,

California,

Essential

Housing

Revenue

Bonds,

The

Arbors,

Series

2020A,

5.000%,

8/01/50,

144A

8/30

at

100.00

N/R

7,454,604

18,935

California

Community

Housing

Agency,

Workforce

Housing

Revenue

Bonds,

Annadel

Apartments,

Series

2019A,

5.000%,

4/01/49,

144A

4/29

at

100.00

N/R

18,308,820

890

California

County

Tobacco

Securitization

Agency,

Tobacco

Settlement

Asset-Backed

Bonds,

Los

Angeles

County

Securitization

Corporation,

Series

2020B-1,

5.000%,

6/01/49

6/30

at

100.00

BBB-

963,621

12,675

California

County

Tobacco

Securitization

Agency,

Tobacco

Settlement

Asset-Backed

Bonds,

Los

Angeles

County

Securitization

Corporation,

Series

2020B-2,

0.000%,

6/01/55

6/30

at

26.72

N/R

2,311,667

5,450

California

Educational

Facilities

Authority,

Revenue

Bonds,

Chapman

University,

Series

2017B,

4.000%,

4/01/47

4/27

at

100.00

A2

5,631,866

10,000

California

Health

Facilities

Financing

Authority,

California,

Revenue

Bonds,

Sutter

Health,

Refunding

Series

2017A,

5.000%,

11/15/48

11/27

at

100.00

A1

11,277,700

31

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

California

(continued)

$

4,650

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

A1

(7)

$

5,137,646

4,500

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,  Lucile

Salter

Packard

Children's

Hospital

at

Stanford,

Refunding

Series

2022A.

Forward

Delivery,

4.000%,

5/15/46

(WI/DD,

Settling

5/17/22)

5/32

at

100.00

AA-

4,784,985

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

Cedars-Sinai

Health

System,

Series

2021A:

7,820

4.000%,

8/15/48,

(UB)

(4)

8/31

at

100.00

N/R

8,326,110

27,075

3.000%,

8/15/51,

(UB)

(4)

8/31

at

100.00

N/R

25,027,047

1,670

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

Children's

Hospital

Los

Angeles,

Series

2017A,

5.000%,

8/15/42

8/27

at

100.00

BBB+

1,870,116

16,400

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

City

of

Hope

National

Medical

Center,

Series

2019,

4.000%,

11/15/45

11/29

at

100.00

A+

17,663,128

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

CommonSpirit

Health,  Series

2020A:

1,810

4.000%,

4/01/44

4/30

at

100.00

BBB+

1,856,246

1,970

4.000%,

4/01/45

4/30

at

100.00

BBB+

2,012,414

1,065

4.000%,

4/01/49

4/30

at

100.00

BBB+

1,084,383

3,015

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

El

Camino

Hospital,

Refunding

Series

2015A,

5.000%,

2/01/40

2/25

at

100.00

AA

3,228,010

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

El

Camino

Hospital,

Series

2017:

1,395

5.000%,

2/01/30

2/27

at

100.00

AA

1,565,748

1,105

5.000%,

2/01/31

2/27

at

100.00

AA

1,239,180

13,305

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

PIH

Health,

Series

2020A,

3.000%,

6/01/47

6/30

at

100.00

A

11,565,770

485

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

Providence

Health

&

Services,

Series

2014B,

5.000%,

10/01/44

10/24

at

100.00

AA-

515,128

2,185

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

Saint

Joseph

Health

System,

Series

2013A,

5.000%,

7/01/37,

(Pre-refunded

7/01/23)

7/23

at

100.00

AA-

(7)

2,273,580

2,320

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

Sutter

Health,

Series

2013A,

5.000%,

8/15/52,

(Pre-refunded

8/15/23)

8/23

at

100.00

A1

(7)

2,422,521

9,477

California

Housing

Finance

Agency,

Municipal

Certificate

Revenue

Bonds,

Class

A

Series

2021-1,

3.500%,

11/20/35

No

Opt.

Call

BBB+

9,895,148

1,940

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%,

8/01/49

8/29

at

100.00

AA

2,209,175

California

Infrastructure

and

Economic

Development

Bank,

Revenue

Bonds,

California

Science

Center

Phase

III

Project,

Green

Series

2021B:

2,460

4.000%,

5/01/46

11/31

at

100.00

N/R

2,599,777

2,855

4.000%,

5/01/51

11/31

at

100.00

N/R

3,003,574

7,420

California

Infrastructure

and

Economic

Development

Bank,

Revenue

Bonds,

California

Science

Center

Phase

III

Project,

Series

2021A,

4.000%,

5/01/55

11/31

at

100.00

N/R

7,801,165

5,000

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

A2

5,316,450

Nuveen

All-American

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

32

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

California

(continued)

California

Municipal

Finance

Authority,

Charter

School

Lease

Revenue

Bonds,

Nova

Academy

Project,

Series

2016A:

$

1,850

5.000%,

6/15/36,

144A

6/26

at

100.00

BB

$

1,943,314

2,425

5.000%,

6/15/46,

144A

6/26

at

100.00

BB

2,512,930

610

California

Municipal

Finance

Authority,

Charter

School

Revenue

Bonds,

John

Adams

Academies,

Inc.

-

Lincoln

Project,

Taxable

Series

2019B,

5.000%,

10/01/39,

144A

10/27

at

100.00

N/R

626,482

1,495

California

Municipal

Finance

Authority,

Charter

School

Revenue

Bonds,

Palmdale

Aerospace

Academy

Project,

Series

2016A,

5.000%,

7/01/46,

144A

7/26

at

100.00

BB

1,581,381

California

Municipal

Finance

Authority,

Revenue

Bonds,

Biola

University,

Refunding

Series

2017:

470

5.000%,

10/01/29

10/27

at

100.00

Baa1

523,425

1,165

5.000%,

10/01/30

10/27

at

100.00

Baa1

1,293,569

California

Municipal

Finance

Authority,

Revenue

Bonds,

Eisenhower

Medical

Center,

Refunding

Series

2017A:

7,745

5.000%,

7/01/42

7/27

at

100.00

Baa2

8,613,059

7,385

5.000%,

7/01/47

7/27

at

100.00

Baa2

8,167,884

5,000

California

Municipal

Finance

Authority,

Revenue

Bonds,

Eisenhower

Medical

Center,

Refunding

Series

2017B,

5.000%,

7/01/42

7/27

at

100.00

Baa2

5,560,400

34,325

California

Municipal

Finance

Authority,

Revenue

Bonds,

Linxs

APM

Project,

Senior

Lien

Series

2018A,

5.000%,

12/31/43,

(AMT)

6/28

at

100.00

BBB-

37,400,177

6,750

California

Municipal

Finance

Authority,

Revenue

Bonds,

Linxs

APM

Project,

Senior

Lien

Series

2018B,

5.000%,

6/01/48,

(AMT)

6/28

at

100.00

BBB-

7,285,072

California

Municipal

Finance

Authority,

Revenue

Bonds,

NorthBay

Healthcare

Group,

Series

2017A:

1,000

5.000%,

11/01/30

11/26

at

100.00

BBB-

1,094,250

1,040

5.250%,

11/01/31

11/26

at

100.00

BBB-

1,152,299

California

Municipal

Finance

Authority,

Reveue

Bonds,

Community

Medical

Centers,

Series

2017A:

1,750

5.000%,

2/01/42

2/27

at

100.00

A-

1,957,410

8,875

5.000%,

2/01/47

2/27

at

100.00

A-

9,866,959

California

Municipal

Finance

Authority,

Student

Housing

Revenue

Bonds,

CHF-Davis

II,

LLC

-

Orchard

Park

Student

Housing

Project,

Series

2021:

14,500

3.000%,

5/15/51

-

BAM

Insured,

(UB)

(4)

5/31

at

100.00

AA

12,308,760

4,825

3.000%,

5/15/54

-

BAM

Insured,

(UB)

(4)

5/31

at

100.00

AA

4,019,804

3,965

California

Pollution

Control

Financing

Authority,

Water

Furnishing

Revenue

Bonds,

Poseidon

Resources

Channelside

LP

Desalination

Project,

Series

2012,

5.000%,

7/01/37,

(AMT),

144A

1/23

at

100.00

BBB

4,034,586

California

Pollution

Control

Financing

Authority,

Water

Furnishing

Revenue

Bonds,

San

Diego

County

Water

Authoriity

Desalination

Project

Pipeline,

Refunding

Series

2019:

1,625

5.000%,

7/01/39,

144A

1/29

at

100.00

BBB

1,799,980

640

5.000%,

11/21/45,

144A

1/29

at

100.00

BBB

700,794

1,450

California

Public

Finance

Authority,

Revenue

Bonds,

Henry

Mayo

Newhall

Hospital,

Series

2017,

5.000%,

10/15/37

10/26

at

100.00

BBB-

1,606,208

California

Public

Finance

Authority,

Senior

Living

Revenue

Bonds,

Enso

Village,

Refunding

Green

Series

2021A:

1,250

5.000%,

11/15/46,

144A

11/29

at

102.00

N/R

1,306,225

440

5.000%,

11/15/56,

144A

11/29

at

102.00

N/R

455,950

33

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

California

(continued)

$

1,475

California

School

Finance

Authority,

Educational

Facility

Revenue

Bonds,

River

Springs

Charter

School

Project,

Series

2017A,

5.000%,

7/01/47,

144A

7/27

at

100.00

Ba2

$

1,500,724

California

State

Public

Works

Board,

Lease

Revenue

Bonds,

Department

of

General

Services,

New

Nature

Resources,

Green

Series

2021C:

2,680

4.000%,

11/01/46

11/31

at

100.00

N/R

2,859,507

1,740

5.000%,

11/01/46

11/31

at

100.00

N/R

2,039,941

1,000

California

State

Public

Works

Board,

Lease

Revenue

Bonds,

Various

Capital

Projects,

Series

2021B,

4.000%,

5/01/40

5/31

at

100.00

Aa3

1,076,700

33,630

California

State

University,

Systemwide

Revenue

Bonds,

Series

2018A,

5.000%,

11/01/48

11/28

at

100.00

Aa2

38,316,004

2,000

California

State

University,

Systemwide

Revenue

Bonds,

Series

2021A,

3.000%,

11/01/52,

(UB)

(4)

11/31

at

100.00

Aa2

1,769,000

16,075

California

State,

General

Obligation

Bonds,

Refunding

Various

Purpose

Series

2019,

3.000%,

10/01/36

10/29

at

100.00

Aa2

15,862,971

1,275

California

State,

General

Obligation

Bonds,

Refunding

Various

Purpose

Series

2021,

5.000%,

12/01/46

12/30

at

100.00

Aa2

1,493,293

12,000

California

State,

General

Obligation

Bonds,

Various

Purpose

Series

2017,

5.000%,

8/01/46

8/26

at

100.00

Aa2

13,238,040

3,960

California

State,

General

Obligation

Bonds,

Various

Purpose

Series

2019,

5.000%,

4/01/49

4/29

at

100.00

Aa2

4,519,310

California

State,

General

Obligation

Bonds,

Various

Purpose

Series

2020:

4,125

3.000%,

11/01/41

11/30

at

100.00

Aa2

4,002,075

3,000

3.000%,

3/01/46

3/30

at

100.00

Aa2

2,786,880

1,600

4.000%,

3/01/46

3/30

at

100.00

Aa2

1,718,544

7,750

California

Statewide

Communities

Development

Authority,

California,

Revenue

Bonds,

Loma

Linda

University

Medical

Center,

Series

2014A,

5.500%,

12/01/54

12/24

at

100.00

BB

8,317,610

California

Statewide

Communities

Development

Authority,

California,

Revenue

Bonds,

Loma

Linda

University

Medical

Center,

Series

2016A:

1,100

5.000%,

12/01/41,

144A

6/26

at

100.00

BB

1,203,103

3,365

5.000%,

12/01/46,

144A

6/26

at

100.00

BB

3,673,941

28,630

5.250%,

12/01/56,

144A

6/26

at

100.00

BB

31,308,050

5,800

California

Statewide

Communities

Development

Authority,

Pollution

Control

Revenue

Bonds,

Southern

California

Edison

Company,

Series

2006C,

2.625%,

11/01/33,

(Mandatory

Put

12/01/23)

No

Opt.

Call

A-

5,827,028

2,350

California

Statewide

Communities

Development

Authority,

Revenue

Bonds,

Adventist

Health

System/West,

Series

2018A,

5.000%,

3/01/42

3/28

at

100.00

A+

2,671,879

600

California

Statewide

Communities

Development

Authority,

Revenue

Bonds,

Front

Porch

Communities

&

Services

Project,

Series

2017A,

5.000%,

4/01/47

4/27

at

100.00

A

660,504

2,900

California

Statewide

Communities

Development

Authority,

Revenue

Bonds,

John

Muir

Health,

Series

2018A,

5.000%,

12/01/57

12/27

at

100.00

A+

3,246,753

California

Statewide

Communities

Development

Authority,

Statewide

Community

Infrastructure

Program

Revenue

Bonds,

Series

2020A:

1,000

4.000%,

9/02/28

No

Opt.

Call

N/R

1,030,900

700

5.000%,

9/02/40

9/30

at

100.00

N/R

776,083

Nuveen

All-American

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

34

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

California

(continued)

California

Statewide

Communities

Development

Authority,

Student

Housing

Revenue

Bonds,

University

of

California,

Irvine

East

Campus

Apartments,

Phase

IV-A

CHF-Irvine,

LLC,

Series

2017:

$

4,000

5.000%,

5/15/47

5/27

at

100.00

Baa1

$

4,358,680

2,750

5.000%,

5/15/50

5/27

at

100.00

Baa1

2,992,522

California

Statewide

Community

Development

Authority,

Revenue

Bonds,

Daughters

of

Charity

Health

System,

Series

2005A:

70

5.750%,

7/01/30

(8),(9)

1/22

at

100.00

N/R

62,037

453

5.750%,

7/01/35

(8),(9)

1/22

at

100.00

N/R

398,541

176

5.500%,

7/01/39

(8),(9)

1/22

at

100.00

N/R

154,885

Chaffey

Community

College

District,

San

Bernardino

County,

California,

General

Obligation

Bonds,

Election

2018

Series

2019A:

1,140

3.000%,

6/01/37

6/28

at

100.00

AA

1,088,768

3,705

3.000%,

6/01/38

6/28

at

100.00

AA

3,511,784

3,975

3.000%,

6/01/39

6/28

at

100.00

AA

3,746,557

College

of

the

Sequoias

Community

College

District,

King

and

Tulare

Counties,

California,

General

Obligation

Bonds,

College

of

the

Sequoias

Tulare

Area

Improvement

District

3,

Election

of

2008,

Series

2021E:

1,340

4.000%,

8/01/46,

(UB)

(4)

8/29

at

100.00

Aa3

1,425,425

4,410

3.000%,

8/01/51,

(UB)

(4)

8/29

at

100.00

Aa3

3,924,415

10,275

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Altana

Glendale,

Series

2021A-2,

4.000%,

10/01/56,

144A

10/31

at

100.00

N/R

9,100,670

1,610

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Oceanaire-Long

Beach,

Series

2021A-1,

3.200%,

9/01/46,

144A

9/31

at

100.00

N/R

1,367,808

14,350

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Oceanaire-Long

Beach,

Social

Series

2021A-2,

4.000%,

9/01/56,

144A

9/31

at

100.00

N/R

13,604,661

11,000

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Union

South

Bay,

Series

2021A-1,

3.100%,

7/01/45,

144A

7/31

at

100.00

N/R

9,100,190

Downey

Unified

School

District,

Los

Angeles

County,

California,

General

Obligation

Bonds,

Election

2014

Series

2021C:

5,720

3.000%,

8/01/46,

(UB)

(4)

8/31

at

100.00

AA-

5,250,960

6,240

3.000%,

8/01/47,

(UB)

(4)

8/31

at

100.00

AA-

5,698,306

El

Monte

Union

High

School

District,

Los

Angeles

County,

California,

General

Obligation

Bonds,

Election

2018

Capital

Appreciation

Series

2021E:

3,085

0.000%,

6/01/43

6/30

at

73.43

AAA

1,473,303

3,100

0.000%,

6/01/44

6/30

at

71.61

AAA

1,421,815

3,170

0.000%,

6/01/45

6/30

at

69.61

AAA

1,394,895

2,465

0.000%,

6/01/46

6/30

at

67.73

AAA

1,040,378

6,170

Elk

Grove

Finance

Authority,

California,

Special

Tax

Revenue

Bonds,

Refunding

Series

2016,

5.000%,

9/01/46

9/26

at

100.00

N/R

6,632,873

5,500

Escondido

Union

School

District,

San

Diego

County,

California,

General

Obligation

Bonds,

Election

2014

Series

2018B,

4.000%,

8/01/47

8/27

at

100.00

AAA

5,838,415

35

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

California

(continued)

Foothill/Eastern

Transportation

Corridor

Agency,

California,

Toll

Road

Revenue

Bonds,

Refunding

Senior

Lien

Series

2015A:

$

1,695

0.000%,

1/15/33

No

Opt.

Call

A-

$

1,202,077

10,000

0.000%,

1/15/35

-

AGM

Insured

No

Opt.

Call

AA

6,483,100

10,000

Foothill/Eastern

Transportation

Corridor

Agency,

California,

Toll

Road

Revenue

Bonds,

Refunding

Senior

Lien

Series

2021A,

4.000%,

1/15/46,

(UB)

(4)

1/31

at

100.00

A-

10,457,400

15,000

Foothill/Eastern

Transportation

Corridor

Agency,

California,

Toll

Road

Revenue

Bonds,

Refunding

Senior

Lien

Series

2021A,

4.000%,

1/15/46

1/31

at

100.00

A-

15,686,100

10,000

Gilroy

Unified

School

District,

Santa

Clara

County,

California,

General

Obligation

Bonds,

Election

of

2008

&

2016,

Series

2019,

4.000%,

8/01/48

8/27

at

100.00

Aa3

10,589,800

Glendale

Community

College

District,

Los

Angeles

County,

California,

General

Obligation

Bonds,

Election

2016

Taxable

Refunding

Series

2020B:

2,440

0.000%,

8/01/40

2/30

at

73.53

Aa2

1,213,461

2,465

0.000%,

8/01/41

2/30

at

71.08

Aa2

1,173,217

2,650

0.000%,

8/01/42

2/30

at

68.75

Aa2

1,198,065

1,705

0.000%,

8/01/43

2/30

at

66.54

Aa2

729,979

1,550

0.000%,

8/01/44

2/30

at

64.38

Aa2

635,174

1,250

0.000%,

2/01/45

2/30

at

63.32

Aa2

497,800

4,000

3.000%,

8/01/47

8/29

at

100.00

N/R

3,630,760

1,150

Golden

State

Tobacco

Securitization

Corporation,

California,

Tobacco

Settlement

Asset-Backed

Bonds,

Series

2018A-1,

5.250%,

6/01/47,

(Pre-

refunded

6/01/22)

6/22

at

100.00

N/R

(7)

1,157,912

8,880

Grossmont

Union

High

School

District,

San

Diego

County,

California,

General

Obligation

Bonds,

Election

of

2008,

Series

2021K,

0.000%,

8/01/44

8/31

at

69.75

N/R

3,926,647

7,000

Hartnell

Community

College

District,

Monterey

County,

California,

General

Obligation

Bonds,

Election

2016

Series

2020B,

3.000%,

8/01/45

8/28

at

100.00

N/R

6,458,340

9,000

Irvine

Ranch

Water

District,

California,

General

Obligation

Bonds,

Series

2016,

5.250%,

2/01/41

8/26

at

100.00

AAA

10,126,530

1,980

Kern

Community

College

District,

California,

General

Obligation

Bonds,

Safety,

Repair

&

Improvement,

Election

2002

Series

2006,

0.000%,

11/01/23

-

AGM

Insured

No

Opt.

Call

AA

1,916,105

2,750

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%,

9/01/42

9/27

at

100.00

N/R

2,993,678

9,035

Lammersville

Schools

Finance

Authority,

California,

Lease

Revenue

Bonds,

Cordes

Elementary

School,

Series

2019,

3.000%,

10/01/49

-

BAM

Insured

10/27

at

100.00

AA

8,284,914

15,000

Lodi

Unified

School

District,

San

Joaquin

County,

California,

General

Obligation

Bonds,

Election

2016

Series

2021,

3.000%,

8/01/46,

(UB)

(4)

8/30

at

100.00

Aa2

13,608,000

Long

Beach

Unified

School

District,

Los

Angeles

County,

California,

General

Obligation

Bonds,

Election

of

2016,

Series

2019B:

3,000

3.000%,

8/01/42

8/29

at

100.00

Aa2

2,761,380

10,000

3.000%,

8/01/48

8/29

at

100.00

Aa2

8,798,000

Long

Beach,

California,

Harbor

Revenue

Bonds,

Series

2017:

1,600

5.000%,

5/15/36,

(AMT)

5/27

at

100.00

AA

1,772,800

1,400

5.000%,

5/15/37,

(AMT)

5/27

at

100.00

AA

1,549,800

1,410

5.000%,

5/15/40,

(AMT)

5/27

at

100.00

AA

1,556,612

Nuveen

All-American

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

36

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

California

(continued)

Long

Beach,

California,

Harbor

Revenue

Bonds,

Series

2019A:

$

7,500

5.000%,

5/15/44

5/29

at

100.00

Aa2

$

8,752,725

7,500

5.000%,

5/15/49

5/29

at

100.00

Aa2

8,739,075

Los

Angeles

County

Metropolitan

Transportation

Authority,

California,

Proposition

C

Sales

Tax

Revenue

Bonds,

Green

Senior

Lien

Series

2019A:

9,330

5.000%,

7/01/39

7/28

at

100.00

AAA

10,701,510

10,340

5.000%,

7/01/44

7/28

at

100.00

AAA

11,780,776

6,000

Los

Angeles

Department

of

Airports,

California,

Revenue

Bonds,

Los

Angeles

International

Airport,

Refunding

Senior

Lien

Series

2020A,

5.000%,

5/15/40

11/29

at

100.00

Aa2

6,927,420

15,265

Los

Angeles

Department

of

Airports,

California,

Revenue

Bonds,

Los

Angeles

International

Airport,

Subordinate

Lien

Series

2018C,

5.000%,

5/15/44,

(AMT)

11/27

at

100.00

Aa3

16,856,987

10,000

Los

Angeles

Department

of

Airports,

California,

Revenue

Bonds,

Los

Angeles

International

Airport,

Subordinate

Lien

Series

2018D,

5.000%,

5/15/48,

(AMT)

5/29

at

100.00

Aa3

11,066,700

15,000

Los

Angeles

Department

of

Airports,

California,

Revenue

Bonds,

Los

Angeles

International

Airport,

Subordinate

Lien

Series

2021D,

4.000%,

5/15/51,

(AMT)

11/31

at

100.00

N/R

15,520,950

4,315

Los

Angeles

Department

of

Airports,

California,

Revenue

Bonds,

Los

Angeles

International

Airport,

Subordinate

Lien

Series

2021D,

4.000%,

5/15/51,

(AMT),

(UB)

(4)

11/31

at

100.00

N/R

4,464,860

6,400

Los

Angeles

Department

of

Water

and

Power,

California,

Power

System

Revenue

Bonds,

Refunding

Series

2019D,

5.000%,

7/01/49

7/29

at

100.00

Aa2

7,355,520

Los

Angeles

Department

of

Water

and

Power,

California,

Power

System

Revenue

Bonds,

Series

2018D:

7,500

5.000%,

7/01/43

7/28

at

100.00

Aa2

8,542,800

6,000

5.000%,

7/01/48

7/28

at

100.00

Aa2

6,793,260

12,555

Los

Angeles

Department

of

Water

and

Power,

California,

Power

System

Revenue

Bonds,

Series

2019A,

5.250%,

7/01/49

1/29

at

100.00

Aa2

14,545,595

Los

Angeles

Department

of

Water

and

Power,

California,

Waterworks

Revenue

Bonds,

Series

2017A:

2,300

5.000%,

7/01/34

1/27

at

100.00

AA+

2,582,854

2,500

5.000%,

7/01/35

1/27

at

100.00

AA+

2,806,275

7,500

Los

Angeles

Department

of

Water

and

Power,

California,

Waterworks

Revenue

Bonds,

Series

2018A,

5.000%,

7/01/48

1/28

at

100.00

AA+

8,435,100

Los

Angeles

Unified

School

District,

Los

Angeles

County,

California,

General

Obligation

Bonds,

Election

2008

Series

2018B-1:

8,945

5.000%,

7/01/34

-

BAM

Insured

1/28

at

100.00

AA

10,262,240

7,475

5.000%,

7/01/38

1/28

at

100.00

AA+

8,526,957

15,150

5.250%,

7/01/42

1/28

at

100.00

AA+

17,406,744

Los

Angeles,

California,

Wastewater

System

Revenue

Bonds,

Green

Subordinate

Series

2018A:

9,320

5.000%,

6/01/43

6/28

at

100.00

AA

10,611,379

16,990

5.000%,

6/01/48

6/28

at

100.00

AA

19,229,452

2,500

Los

Angeles,

California,

Wastewater

System

Revenue

Bonds,

Refunding

Green

Subordinate

Lien

Series

2017B,

5.000%,

6/01/35

6/27

at

100.00

AA

2,820,500

500

Lynwood

Redevelopment

Agency,

California,

Tax

Allocation

Revenue

Bonds,

Project

Area

A,

Subordinate

Lien

Series

2011A,

7.000%,

9/01/31

5/22

at

100.00

A

501,735

1,000

Manteca

Financing

Authority,

California,

Sewer

Revenue

Bonds,

Series

2009,

5.750%,

12/01/36

6/22

at

100.00

AA-

1,007,480

37

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

California

(continued)

$

1,160

Merced

Union

High

School

District,

Merced

County,

California,

General

Obligation

Bonds,

Election

2008

Series

2021F,

0.000%,

8/01/44

8/28

at

66.35

N/R

$

507,349

Modesto

Elementary

School

District,

Stanislaus

County,

California,

General

Obligation

Bonds,

Election

2018

-

Measure

D

Series

2021B:

3,700

3.000%,

8/01/46,

(UB)

(4)

2/30

at

100.00

Aa3

3,336,919

2,300

3.000%,

8/01/50,

(UB)

(4)

2/30

at

100.00

Aa3

2,036,420

2,565

Morongo

Band

of

Mission

Indians,

California,

Enterprise

Revenue

Bonds,

Series

2018A,

5.000%,

10/01/42,

144A

10/28

at

100.00

BBB-

2,827,374

5,670

Mount

San

Antonio

Community

College

District,

Los

Angeles

County,

California,

General

Obligation

Bonds,

Election

of

2008,

Series

2021E,

0.000%,

8/01/45,

(UB)

8/31

at

71.51

Aa1

2,276,562

M-S-R

Energy

Authority,

California,

Gas

Revenue

Bonds,

Citigroup

Prepay

Contracts,

Series

2009A:

2,800

7.000%,

11/01/34

No

Opt.

Call

A

3,736,908

2,500

6.500%,

11/01/39

No

Opt.

Call

A

3,392,475

7,750

Norwalk

La

Mirada

Unified

School

District,

Los

Angeles

County,

California,

General

Obligation

Bonds,

Election

2014

Series

2021E,

3.000%,

8/01/50,

(UB)

(4)

8/31

at

100.00

Aa3

6,993,058

15,000

Oak

Grove

School

District,

Santa

Clara

County,

California,

General

Obligation

Bonds,

Election

of

2008,

Series

2021G-2,

0.000%,

6/01/46

-

BAM

Insured

8/28

at

63.20

AA

5,663,550

30,945

Oakland

Unified

School

District,

Alameda

County,

California,

General

Obligation

Bonds,

Election

2012,

Series

2019A,

3.000%,

8/01/40

-

AGM

Insured

8/27

at

100.00

AA

30,020,673

6,195

Oceanside

Unified

School

District,

San

Diego

County,

California,

General

Obligation

Bonds,

Refunding

Capital

Appreciation,

Series

2020,

0.000%,

8/01/43

-

AGM

Insured

8/28

at

66.68

AA

2,693,772

5,975

Ontario

Redevelopment

Financing

Authority,

San

Bernardino

County,

California,

Revenue

Bonds,

Redevelopment

Project

1,

Series

1993,

5.800%,

8/01/23

-

NPFG

Insured,

(ETM)

5/22

at

100.00

N/R

(7)

6,177,373

Orange

County,

California,

Special

Tax

Bonds,

Community

Facilities

District

2016-1

Esencia

Village,

Series

2016A:

1,250

5.000%,

8/15/41

8/26

at

100.00

N/R

1,346,925

2,000

5.000%,

8/15/46

8/26

at

100.00

N/R

2,146,080

Palm

Desert

Redevelopment

Agency,

California,

Successor

Agency

Redevelopment

Project

Area,

Series

2017A:

500

5.000%,

10/01/28

-

BAM

Insured

4/27

at

100.00

AA

564,075

500

5.000%,

10/01/30

-

BAM

Insured

4/27

at

100.00

AA

564,660

2,000

Perris

Union

High

School

District,

Riverside

County,

California,

General

Obligation

Bonds,

2012

Election,

Series

2021C,

3.000%,

9/01/45,

(UB)

(4)

9/29

at

100.00

Aa3

1,848,580

5,325

Placentia-Yorba

Linda

Unified

School

District,

Orange

County,

California,

General

Obligation

Bonds,

Series

2011D,

0.000%,

8/01/41

No

Opt.

Call

Aa2

2,756,699

2,000

Pomona

Unified

School

District,

Los

Angeles

County,

California,

General

Obligation

Bonds,

2016

Election,

Series

2021F,

3.000%,

8/01/48

-

BAM

Insured,

(UB)

(4)

8/31

at

100.00

AA

1,825,220

3,775

Poway

Unified

School

District,

San

Diego

County,

California,

General

Obligation

Bonds,

School

Facilities

Improvement

District

2007-1,

Election

2008

Series

2009A,

0.000%,

8/01/23

No

Opt.

Call

Aa2

3,677,869

Nuveen

All-American

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

38

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

California

(continued)

Poway

Unified

School

District,

San

Diego

County,

California,

General

Obligation

Bonds,

School

Facilities

Improvement

District

2007-1,

Election

2008

Series

2011B:

$

11,810

0.000%,

8/01/38

No

Opt.

Call

Aa2

$

6,850,981

10,650

0.000%,

8/01/40

No

Opt.

Call

Aa2

5,652,487

5,500

Poway

Unified

School

District,

San

Diego

County,

California,

General

Obligation

Bonds,

School

Facilities

Improvement

District

2007-1,

Series

2011A,

0.000%,

8/01/41

No

Opt.

Call

Aa2

2,788,445

15,000

Rialto

Unified

School

District,

San

Bernardino

County,

California,

General

Obligation

Bonds,

Series

2011A,

0.000%,

8/01/41

-

AGM

Insured

(5)

8/36

at

100.00

AA

18,141,900

1,895

Riverside

County

Transportation

Commission,

California,

Toll

Revenue

Second

Lien

Bonds,

RCTC

91

Express

Lanes,

Refunding

Series

2021C,

4.000%,

6/01/47,

(UB)

(4)

6/31

at

100.00

N/R

1,962,614

5,775

Riverside,

California,

Sewer

Revenue

Bonds,

Refunding

Series

2018A,

5.000%,

8/01/39

8/28

at

100.00

AA-

6,641,770

1,735

Rocklin,

Placer

County,

California,

Special

Tax

Bonds,

Community

Facilities

District

10

Whitney

Ranch,

Series

2015,

5.000%,

9/01/39

9/25

at

100.00

N/R

1,850,325

605

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

N/R

658,065

Sacramento

County,

California,

Airport

System

Revenue

Bonds,

Refunding

Senior

Series

2018C:

4,305

5.000%,

7/01/37,

(AMT)

7/28

at

100.00

A

4,770,457

6,000

5.000%,

7/01/38,

(AMT)

7/28

at

100.00

A

6,640,800

5,000

5.000%,

7/01/39,

(AMT)

7/28

at

100.00

A

5,527,500

760

Sacramento,

California,

Special

Tax

Bonds,

Community

Facilities

District

05-1

College

Square,

Series

2007,

5.900%,

9/01/37

9/22

at

100.00

N/R

769,553

6,000

San

Diego

County

Regional

Airport

Authority,

California,

Airport

Revenue

Bonds,

Refunding

Subordinate

Series

2019A,

4.000%,

7/01/38

7/29

at

100.00

A+

6,306,360

San

Diego

County

Regional

Airport

Authority,

California,

Airport

Revenue

Bonds,

Subordinate

Series

2017A:

8,000

5.000%,

7/01/42,

(AMT)

7/27

at

100.00

A+

8,724,880

3,615

5.000%,

7/01/47,

(AMT)

7/27

at

100.00

A+

3,919,275

2,500

5.000%,

7/01/47

7/27

at

100.00

A+

2,742,000

16,250

San

Diego

County

Regional

Airport

Authority,

California,

Airport

Revenue

Bonds,

Subordinate

Series

2021B,

4.000%,

7/01/56,

(AMT)

7/31

at

100.00

N/R

16,579,713

6,895

San

Diego

Public

Facilities

Financing

Authority,

California,

Water

Utility

Revenue

Bonds,

Subordinate

Lien

Series

2018A,

5.250%,

8/01/47

8/28

at

100.00

Aa3

7,941,040

San

Diego

Redevelopment

Agency

Successor

Agency,

California,

Tax

Allocation

Bonds,

Refunding

Series

2017A:

1,815

5.000%,

9/01/36

9/26

at

100.00

AA

2,024,723

6,160

5.000%,

9/01/40

9/26

at

100.00

AA

6,851,460

10,000

San

Diego

Unified

School

District,

San

Diego

County,

California,

General

Obligation

Bonds,

Dedicated

Unlimited

Ad

Valorem

Property

Tax,

2012

Election

Series

2020M-2,

3.000%,

7/01/50,

(UB)

(4)

7/30

at

100.00

AAA

9,120,700

San

Diego

Unified

School

District,

San

Diego

County,

California,

General

Obligation

Bonds,

Series

2010C:

7,150

0.000%,

7/01/39

No

Opt.

Call

Aa2

4,069,637

2,800

0.000%,

7/01/42

No

Opt.

Call

Aa2

1,406,104

1,350

0.000%,

7/01/43

No

Opt.

Call

Aa2

649,593

San

Francisco

Airports

Commission,

California,

Revenue

Bonds,

San

Francisco

International

Airport,

Second

Series

2016B:

5,000

5.000%,

5/01/41,

(AMT)

5/26

at

100.00

A1

5,413,500

12,300

5.000%,

5/01/46,

(AMT)

5/26

at

100.00

A1

13,225,575

39

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

California

(continued)

$

12,715

San

Francisco

Airports

Commission,

California,

Revenue

Bonds,

San

Francisco

International

Airport,

Second

Series

2017A,

5.000%,

5/01/47,

(AMT)

5/27

at

100.00

A+

$

13,754,197

3,000

San

Francisco

Airports

Commission,

California,

Revenue

Bonds,

San

Francisco

International

Airport,

Second

Series

2018D,

5.000%,

5/01/43,

(AMT)

5/28

at

100.00

A1

3,291,810

8,000

San

Francisco

Airports

Commission,

California,

Revenue

Bonds,

San

Francisco

International

Airport,

Second

Series

2019A,

5.000%,

5/01/44,

(AMT)

5/29

at

100.00

A1

8,841,680

San

Francisco

Airports

Commission,

California,

Revenue

Bonds,

San

Francisco

International

Airport,

Second

Series

2019E:

2,515

5.000%,

5/01/45,

(AMT)

5/29

at

100.00

A1

2,775,001

14,470

5.000%,

5/01/50,

(AMT)

5/29

at

100.00

A1

15,893,124

13,300

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

BBB+

14,213,577

9,745

San

Joaquin

Hills

Transportation

Corridor

Agency,

Orange

County,

California,

Toll

Road

Revenue

Bonds,

Refunding

Senior

Lien

Series

2014A,

5.000%,

1/15/44,

(Pre-refunded

1/15/25)

1/25

at

100.00

A-

(7)

10,533,858

5,040

San

Mateo

County

Joint

Powers

Financing

Authority,

California,

Lease

Revenue

Bonds,

Cordilleras

Mental

Health

Center,

Series

2021A-1,

2.500%,

6/15/55,

(UB)

6/31

at

100.00

AA+

3,783,881

10,000

San

Mateo

Union

High

School

District,

San

Mateo

County,

California,

General

Obligation

Bonds,

Election

2010

Series

2011A,

0.000%,

9/01/41

(5)

9/36

at

100.00

Aaa

10,454,800

5,350

San

Rafael

Elementary

School

District,

Marin

County,

California,

General

Obligation

Bonds,

Series

2005C,

0.000%,

8/01/30

-

NPFG

Insured

No

Opt.

Call

AA

4,165,456

5,325

Sunnyvale

Financing

Authority,

California,

Lease

Revenue

Bonds,

Civic

Center

Project,

Green

Series

2020,

2.500%,

4/01/52,

(UB)

4/30

at

100.00

AA+

4,151,264

275

Temecula

Public

Financing

Authority,

California,

Special

Tax

Bonds,

Community

Facilities

District

16-01,

Series

2017,

6.250%,

9/01/47,

144A

9/27

at

100.00

N/R

292,570

7,500

Temecula

Valley

Unified

School

District,

Riverside

County,

California,

General

Obligation

Bonds,

Election

2012

Series

2021D,

3.000%,

8/01/47

8/29

at

100.00

Aa1

6,876,600

5,000

Temecula

Valley

Unified

School

District,

Riverside

County,

California,

General

Obligation

Bonds,

Election

2012

Series

2021D,

3.000%,

8/01/47,

(UB)

(4)

8/29

at

100.00

Aa1

4,584,400

9,000

Tobacco

Securitization

Authority

of

Northern

California,

Tobacco

Settlement

Asset-Backed

Bonds,

Refunding

Sacramento

County

Tobacco

Securitization

Corporation

Series

2021A  Class

1,

4.000%,

6/01/49

12/30

at

100.00

BBB+

9,327,960

20,385

University

of

California,

General

Revenue

Bonds,

Limited

Project

Series

2021Q,

3.000%,

5/15/51,

(UB)

(4)

5/31

at

100.00

AA-

17,994,247

3,500

Upland,

California,

Certificates

of

Participation,

San

Antonio

Regional

Hospital,

Series

2017,

5.000%,

1/01/47

1/28

at

100.00

BBB

3,889,935

9,970

Vallejo

City

Unified

School

District,

Solano

County,

California,

General

Obligation

Bonds,

Election

of

2018,

Series

2021,

3.000%,

8/01/50

-

BAM

Insured

8/31

at

100.00

N/R

8,808,993

5,000

Victor

Valley

Union

High

School

District,

San

Bernardino

County,

California,

General

Obligation

Bonds,

Series

2009A,

5.750%,

8/01/31

8/26

at

100.00

AA

5,706,250

3,520

West

Contra

Costa

Unified

School

District,

Contra

Costa

County,

California,

General

Obligation

Bonds,

Series

2021A-1,

3.000%,

8/01/46

-

AGM

Insured,

(UB)

(4)

8/31

at

100.00

AAA

3,180,813

Nuveen

All-American

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

40

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

California

(continued)

Westminster

School

District,

Orange

County,

California,

General

Obligation

Bonds,

Series

2009-A1:

$

2,485

0.000%,

8/01/26

No

Opt.

Call

AA

$

2,234,761

1,405

0.000%,

8/01/28

No

Opt.

Call

AA

1,185,722

2,920

0.000%,

8/01/29

No

Opt.

Call

AA

2,380,880

William

S.

Hart

Union

High

School

District,

Los

Angeles

County,

California,

Special

Tax

Bonds,

Community

Facilities

District

2015-1,

Series

2017:

1,425

5.000%,

9/01/42

9/26

at

100.00

N/R

1,529,509

1,205

5.000%,

9/01/47

9/26

at

100.00

N/R

1,286,844

7,505

Wiseburn

School

District,

Los

Angeles

County,

California,

General

Obligation

Bonds,

Series

2007A,

0.000%,

8/01/30

-

NPFG

Insured

No

Opt.

Call

Aa2

5,881,819

11,250

Yosemite

Community

College

District,

California,

General

Obligation

Bonds,

Capital

Appreciation,

Election

2004,

Series

2010D,

0.000%,

8/01/42

(5)

No

Opt.

Call

Aa2

9,919,913

1,396,071

Total

California

1,365,804,742

Colorado

-

4.5%

2,500

Arista

Metropolitan

District,

Broomfield

County,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Refunding

&

Improvement

Convertible

to

Unlimited

Tax

Series

2018A,

5.125%,

12/01/48

12/23

at

103.00

N/R

2,578,800

880

Aurora

Crossroads

Metropolitan

District

2,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2020A,

5.000%,

12/01/40

9/25

at

103.00

N/R

905,925

Aviation

Station

North

Metropolitan

District

2,

Denver

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Refunding

&

Improvement

Series

2019A:

500

4.000%,

12/01/29

9/24

at

103.00

N/R

500,695

1,310

5.000%,

12/01/39

9/24

at

103.00

N/R

1,328,261

1,350

5.000%,

12/01/48

9/24

at

103.00

N/R

1,352,781

575

Bella

Mesa

Metropolitan

District,

Castle

Rock,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Convertible

Capital

Appreciation

Series

2020A-3,

0.000%,

12/01/49,

144A

(5)

6/25

at

99.64

N/R

470,603

500

Broadway

Station

Metropolitan

District

2,

Denver

City

and

County,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Convertible

to

Unlimited

Series

2019A,

5.125%,

12/01/48

6/24

at

103.00

N/R

515,140

750

Broadway

Station

Metropolitan

District

3,

Denver

City

and

County,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Convertible

to

Unlimited

Series

2019A,

5.000%,

12/01/49

6/24

at

103.00

N/R

769,478

500

Castle

Pines

Commercial

Metropolitan

District

1,

Castle

Rock,

Colorado,

Limited

Tax

Supported

Revenue

Bonds,

Series

2015,

5.000%,

12/01/39

5/22

at

100.00

N/R

500,140

Centerra

Metropolitan

District

1,

Loveland,

Colorado,

Special

Revenue

Bonds,

Refunding

&

Improvement

Series

2017:

7,000

5.000%,

12/01/29,

144A

12/22

at

103.00

N/R

7,256,480

9,000

5.000%,

12/01/47,

144A

12/22

at

103.00

N/R

9,159,030

1,890

Colliers

Hill

Metropolitan

District

2,

Erie,

Weld

County,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Series

2017A,

6.500%,

12/01/47,

(Pre-

refunded

12/01/22)

12/22

at

103.00

N/R

(7)

2,006,462

1,450

Colorado

Educational

and

Cultural

Facilities

Authority,

Charter

School

Refunding

Revenue

Bonds,

Pinnacle

Charter

School,

Inc.

K-8

Facility

Project,

Series

2013,

5.000%,

6/01/26

6/23

at

100.00

A+

1,493,920

2,065

Colorado

Educational

and

Cultural

Facilities

Authority,

Charter

School

Revenue

Bonds,

Community

Leadership

Academy

Project,

Series

2008,

6.500%,

7/01/38

5/22

at

100.00

BB+

2,069,543

41

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Colorado

(continued)

$

3,040

Colorado

Educational

and

Cultural

Facilities

Authority,

Charter

School

Revenue

Bonds,

Community

Leadership

Academy,

Inc.

Second

Campus

Project,

Series

2013,

7.350%,

8/01/43

8/23

at

100.00

BB+

$

3,189,203

15,915

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

AdventHealth

Obligated

Group,

Series

2021A,

3.000%,

11/15/51,

(UB)

(4)

11/31

at

100.00

AA

14,064,881

6,570

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

Adventist

Health

System/Sunbelt

Obligated

Group,

Series

2018B,

5.000%,

11/15/48,

(Mandatory

Put

11/20/25)

No

Opt.

Call

AA

7,198,223

1,400

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

Christian

Living

Neighborhoods

Project,

Refunding

Series

2016,

5.000%,

1/01/37

1/24

at

102.00

N/R

1,453,942

18,055

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

CommonSpirit

Health,

Series

2019A-1,

4.000%,

8/01/44

8/29

at

100.00

BBB+

18,848,337

4,775

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

CommonSpirit

Health,

Series

2019A-2,

5.000%,

8/01/44

8/29

at

100.00

BBB+

5,352,345

725

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

Evangelical

Lutheran

Good

Samaritan

Society

Project,

Series

2013,

5.625%,

6/01/43,

(Pre-refunded

6/01/23)

6/23

at

100.00

N/R

(7)

757,291

6,155

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

Evangelical

Lutheran

Good

Samaritan

Society

Project,

Series

2013A,

5.000%,

6/01/45,

(Pre-refunded

6/01/25)

6/25

at

100.00

N/R

(7)

6,710,612

3,000

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

Parkview

Medical

Center,

Refunding

Series

2015B,

4.000%,

9/01/34

9/25

at

100.00

Baa1

3,100,020

1,750

Colorado

International

Center

Metropolitan

District

14,

Denver,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Refunding

&

Improvement

Series

2018,

5.875%,

12/01/46

12/23

at

103.00

N/R

1,829,608

8,000

Colorado

State,

Building

Excellent

Schools

Today,

Certificates

of

Participation,

Series

2018N,

5.000%,

3/15/38

3/28

at

100.00

Aa2

9,158,880

1,000

Compark

Business

Campus

Metropolitan

District,

Douglas

County,

Colorado,

General

Obligation

Bonds,

Series

2012A,

6.750%,

12/01/39,

(Pre-refunded

12/01/22)

12/22

at

100.00

N/R

(7)

1,033,900

786

Copper

Ridge

Metropolitan

District,

Colorado

Springs,

Colorado,

Tax

Increment

and

Sales

Tax

Supported

Revenue

Bonds,

Series

2019,

4.000%,

12/01/29

12/24

at

103.00

N/R

772,221

500

Copperleaf

Metropolitan

District

4,

Arapahoe

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Convertible

to

Unlimited

Tax

Series

2020A,

5.000%,

12/01/39

3/25

at

103.00

N/R

516,250

5,000

Denver

City

and

County,

Colorado,

Airport

System

Revenue

Bonds,

Subordinate

Lien

Series

2013A,

5.250%,

11/15/43,

(AMT)

11/23

at

100.00

A+

5,197,900

Denver

City

and

County,

Colorado,

Airport

System

Revenue

Bonds,

Subordinate

Lien

Series

2018A:

4,000

5.000%,

12/01/26,

(AMT)

No

Opt.

Call

A+

4,419,240

10,510

5.000%,

12/01/34,

(AMT)

12/28

at

100.00

A+

11,757,747

13,390

5.000%,

12/01/35,

(AMT)

12/28

at

100.00

A+

14,942,035

19,500

Denver

City

and

County,

Colorado,

Dedicated

Tax

Revenue

Bonds,

Current

Interest

Series

2018A-1,

5.000%,

8/01/48

8/26

at

100.00

AA-

21,219,315

Denver

Convention

Center

Hotel

Authority,

Colorado,

Revenue

Bonds,

Convention

Center

Hotel,

Refunding

Senior

Lien

Series

2016:

2,250

5.000%,

12/01/26

No

Opt.

Call

Baa2

2,487,892

3,130

5.000%,

12/01/30

12/26

at

100.00

Baa2

3,419,431

3,310

5.000%,

12/01/31

12/26

at

100.00

Baa2

3,611,475

5,005

5.000%,

12/01/33

12/26

at

100.00

Baa2

5,448,143

565

5.000%,

12/01/34

12/26

at

100.00

Baa2

614,330

Nuveen

All-American

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

42

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Colorado

(continued)

DIATC

Metropolitan

District,

Commerce

City,

Adams

County,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Refunding

&

Improvement

Series

2019:

$

505

5.000%,

12/01/39,

144A

9/24

at

103.00

N/R

$

520,195

500

5.000%,

12/01/49,

144A

9/24

at

103.00

N/R

510,175

11,555

E-470

Public

Highway

Authority,

Colorado,

Senior

Revenue

Bonds,

Series

1997B,

0.000%,

9/01/24

-

NPFG

Insured

No

Opt.

Call

A

10,966,966

E-470

Public

Highway

Authority,

Colorado,

Senior

Revenue

Bonds,

Series

2000B:

20

0.000%,

9/01/29

-

NPFG

Insured

No

Opt.

Call

A

16,395

395

0.000%,

9/01/30

-

NPFG

Insured

No

Opt.

Call

A

313,097

20

0.000%,

9/01/32

-

NPFG

Insured

No

Opt.

Call

A

14,771

25

0.000%,

9/01/33

-

NPFG

Insured

No

Opt.

Call

A

17,807

9,890

E-470

Public

Highway

Authority,

Colorado,

Toll

Revenue

Bonds,

Series

2004A,

0.000%,

9/01/27

-

NPFG

Insured

No

Opt.

Call

A

8,639,113

1,160

El

Paso

County

School

District

49

Falcon,

Colorado,

Certificates

of

Participation,

Series

2015,

5.000%,

12/15/28

12/25

at

100.00

Aa3

1,271,557

Foothills

Metropolitan

District,

Fort

Collins,

Colorado,

Special

Revenue

Bonds,

Series

2014:

1,555

5.250%,

12/01/24

No

Opt.

Call

N/R

1,578,356

1,365

6.000%,

12/01/38

12/24

at

100.00

N/R

1,349,303

Fossil

Ridge

Metropolitan

District

3,

Lakewood,

Jefferson

County,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Refunding

&

Improvement

Series

2020:

1,000

2.250%,

12/01/38

-

BAM

Insured

12/30

at

100.00

AA

846,960

750

2.375%,

12/01/39

-

BAM

Insured

12/30

at

100.00

AA

642,240

Fourth

Street

Crossing

Business

Improvement

District,

Silverthorne,

Summit

County,

Colorado,

Special

Revenue

and

Tax

Supported

Bonds,  Senior

Series

2019A:

3,000

4.625%,

12/01/29,

144A

6/24

at

103.00

N/R

3,064,230

3,160

5.125%,

12/01/38,

144A

6/24

at

103.00

N/R

3,245,415

2,240

5.375%,

12/01/49,

144A

6/24

at

103.00

N/R

2,302,899

Grand

Junction,

Colorado,

General

Fund

Revenue

Bonds,

Improvement

Series

2020B:

3,300

4.000%,

3/01/45

3/30

at

100.00

AA

3,592,215

1,975

4.000%,

3/01/49

3/30

at

100.00

AA

2,139,932

845

Green

Valley

Ranch

East

Metropolitan

District

6,

Adams

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2020A-3,

5.875%,

12/01/50

9/25

at

103.00

N/R

873,155

2,000

Hess

Ranch

Metropolitan

District

6,

Parker,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2020A-1,

5.000%,

12/01/49

3/25

at

103.00

N/R

2,058,020

3,858

Independence

Water

&

Sanitation

District,

Elbert

County,

Colorado,

Special

Revenue

Bonds,

Series

2019,

7.250%,

12/01/38

6/24

at

103.00

N/R

4,035,661

1,735

Jefferson

Center

Metropolitan

District

1,

Arvada,

Jefferson

County,

Colorado,

Special

Revenue

Bonds,

Subordinate

Series

2020B,

5.750%,

12/15/50

12/23

at

103.00

N/R

1,778,739

Lakes

at

Centerra

Metropolitan

District

2,

Loveland,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Refunding

&

Improvement

Series

2018A:

1,695

5.125%,

12/01/37

12/23

at

103.00

N/R

1,738,816

1,945

5.250%,

12/01/47

12/23

at

103.00

N/R

1,984,347

2,145

Metropolitan

State

University

of

Denver,

Colorado,

Institutional

Enterprise

Revenue

Bonds,

Aerospace

and

Engineering

Sciences

Building

Project,

Series

2016,

5.000%,

12/01/45

12/25

at

100.00

Aa2

2,338,265

43

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Colorado

(continued)

$

1,470

Mirabelle

Metropolitan

District

2,

Douglas

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2020A,

5.000%,

12/01/49

3/25

at

103.00

N/R

$

1,477,409

Painted

Prairie

Public

Improvement

Authority,

Aurora,

Colorado,

Special

Revenue

Bonds,

Series

2019:

4,950

5.000%,

12/01/39

12/24

at

103.00

N/R

5,137,952

15,845

5.000%,

12/01/49

12/24

at

103.00

N/R

16,251,741

620

Park

Creek

Metropolitan

District,

Colorado,

Senior

Limited

Property

Tax

Supported

Revenue

Bonds,

Refunding

Series

2015A,

5.000%,

12/01/45

12/25

at

100.00

A

661,949

3,500

Park

Creek

Metropolitan

District,

Colorado,

Senior

Limited

Property

Tax

Supported

Revenue

Bonds,

Series

2019A,

4.000%,

12/01/46

-

AGM

Insured

12/29

at

100.00

AA

3,794,455

830

Parkdale

Community

Authority,

Erie,

Colorado,

Limited

Tax

Supported

Revenue

Bonds,

District

1,

Series

2020A,

5.000%,

12/01/40

9/25

at

103.00

N/R

848,210

6,300

Plaza

Metropolitan

District

1,

Lakewood,

Colorado,

Tax

Increment

Revenue

Bonds,

Refunding

Series

2013,

4.500%,

12/01/30,

144A

12/22

at

100.00

N/R

6,328,098

4,250

Prairie

Center

Metopolitan

District

No.

3,

In

the

City

of

Brighton,

Adams

County,

Colorado,

Limited

Property

Tax

Supported

Primary

Improvements

Revenue

Bonds,

Refunding

Series

2017A,

5.000%,

12/15/41,

144A

12/26

at

100.00

N/R

4,339,845

2,535

Prairie

Center

Metropolitan

District

No.

3,

Brighton,

Colorado,

Special

Revenue

Bonds,

Park

and

Recreation

Improvements

Series

2018,

5.125%,

12/15/42

12/23

at

103.00

N/R

2,601,772

2,500

Prairie

Farm

Metropolitan

District,

In

the

City

of

Commerce

City,

Adams

County,

Colorado,

Limited

Tax

Convertible

to

Unlimited

Tax,

General

Obligation

Bonds,

Series

2018A,

5.250%,

12/01/48

12/22

at

103.00

N/R

2,602,400

Public

Authority

for

Colorado

Energy,

Natural

Gas

Purchase

Revenue

Bonds,  Colorado

Springs

Utilities,

Series

2008:

2,170

6.250%,

11/15/28

No

Opt.

Call

AA-

2,515,551

13,580

6.500%,

11/15/38

No

Opt.

Call

AA-

18,300,408

2,410

Pueblo

Urban

Renewal

Authority,

Colorado,

Tax

Increment

Revenue

Bonds,

EVRAZ

Project,

Series

2021A,

4.750%,

12/01/45,

144A

12/30

at

100.00

N/R

2,438,800

1,175

Raindance

Metropolitan

District

1,

Acting

by

and

through

its

Water

Activity

Enterprise

In

the

Town

of

Windsor,

Weld

County,

Colorado,

Non-Potable

Water

Enterprise

Revenue

Bonds,

Series

2020,

5.000%,

12/01/40

12/25

at

103.00

N/R

1,199,452

Rampart

Range

Metropolitan

District

5,

Lone

Tree,

Douglas

County,

Colorado,

Limited

Tax

Supported

and

Special

Revenue

Bonds,

Series

2021:

1,000

4.000%,

12/01/41

10/26

at

102.00

N/R

905,220

775

4.000%,

12/01/51

10/26

at

102.00

N/R

662,106

Regional

Transportation

District,

Colorado,

Private

Activity

Bonds,

Denver

Transit

Partners

Eagle

P3

Project,

Series

2020A:

1,350

3.000%,

7/15/37

1/31

at

100.00

A-

1,247,616

1,000

4.000%,

7/15/39

No

Opt.

Call

A-

1,063,650

1,000

4.000%,

7/15/40

No

Opt.

Call

A-

1,068,900

500

Settler's

Crossing

Metropolitan

District

1,

Lakewood,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2020A,

5.000%,

12/01/40,

144A

9/25

at

103.00

N/R

513,035

2,380

South

Sloan's

Lake

Metropolitan

District

2,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Refunding

&

Improvement

Series

2019,

4.000%,

12/01/44

-

AGM

Insured

12/29

at

100.00

AA

2,546,933

Nuveen

All-American

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

44

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Colorado

(continued)

STC

Metropolitan

District

2,

Superior,

Boulder

County,

Colorado,

Limited

Tax

General

Obligation

and

Special

Revenue

Bonds,

Refunding

&

improvement

Series

2019A:

$

555

4.000%,

12/01/29

12/24

at

103.00

N/R

$

559,163

500

5.000%,

12/01/38

12/24

at

103.00

N/R

516,630

575

Sterling

Hills

West

Metropolitan

District,

Arapahoe

County,

Colorado,

General

Obligation

Bonds,

Refunding

&

Improvement

Series

2007,

5.000%,

12/01/39

12/27

at

100.00

A3

638,670

1,310

Thompson

Crossing

Metropolitan

District

4,

Johnstown,

Larimer

County,

Colorado,

General

Obligation

Bonds,

Limited

Tax

Convertible

to

Unlimited

Tax,

Refunding

&

Improvement

Series

2019,

5.000%,

12/01/49

9/24

at

103.00

N/R

1,336,030

Trails

at

Crowfoot

Metropolitan

District

3,

Parker,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2019A:

1,860

4.375%,

12/01/30

9/24

at

103.00

N/R

1,873,429

2,070

5.000%,

12/01/39

9/24

at

103.00

N/R

2,122,102

3,640

5.000%,

12/01/49

9/24

at

103.00

N/R

3,691,433

5,356

Vauxmont

Metropolitan

District,

Arvada,

Colorado,

Limited

Tax

General

Obligation

and

Special

Revenue

Bonds,

Convertible

to

Unlimited

Tax

Refunding

Subordinate

Series

2019,

3.250%,

12/15/50

-

AGM

Insured

12/24

at

103.00

AA

5,235,972

Velocity

Metropolitan

District

3,

In

the

City

of

Aurora,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2019:

500

5.125%,

12/01/34

12/23

at

103.00

N/R

523,320

2,000

5.375%,

12/01/39

12/23

at

103.00

N/R

2,093,800

5,000

5.500%,

12/01/48

12/23

at

103.00

N/R

5,230,400

3,500

Westerly

Metropolitan

District

4,

Weld

County,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Series

2021A-1,

5.000%,

12/01/50

3/26

at

103.00

N/R

3,494,610

2,700

Willow

Springs

Ranch

Metropolitan

District,

Monument,

El

Paso

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Convertible

to

Unlimited

Tax

Series

2019A,

5.000%,

12/01/49

12/24

at

103.00

N/R

2,738,799

3,000

Windler

Public

Improvement

Authority,

Aurora,

Colorado,

Limited

Tax

Supported

Revenue

Bonds,

Series

2021A-1,

4.125%,

12/01/51

9/26

at

103.00

N/R

2,512,830

327,945

Total

Colorado

342,921,798

Connecticut

-

0.5%

3,065

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Connecticut

State

University

System,

Series

2019Q-2,

5.000%,

11/01/30

11/29

at

100.00

Aa3

3,623,075

4,000

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Hartford

HealthCare

Issue,

Series

2021A,

4.000%,

7/01/51,

(UB)

(4)

7/31

at

100.00

N/R

4,003,000

860

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Healthcare

Facility

Expansion

Church

Home

of

Hartford

Inc.

Project,

Series

2016A,

5.000%,

9/01/53,

144A

9/26

at

100.00

BB

886,686

4,500

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Nuvance

Health

Series

2019A,

3.000%,

7/01/39

-

AGM

Insured

7/29

at

100.00

AA

4,407,390

11,000

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Trinity

Health

Credit

Group,

Series

2016CT,

5.000%,

12/01/45

6/26

at

100.00

AA-

11,980,980

1,675

Connecticut

State,

Special

Tax

Obligation

Bonds,

Transportation

Infrastructure

Purposes

Series

2015A,

5.000%,

8/01/35

8/25

at

100.00

AA-

1,806,672

Connecticut

State,

Special

Tax

Obligation

Bonds,

Transportation

Infrastructure

Purposes,

Series

2020A:

2,500

4.000%,

5/01/36

5/30

at

100.00

AA-

2,680,425

2,550

4.000%,

5/01/39

5/30

at

100.00

AA-

2,719,269

45

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Connecticut

(continued)

$

6,500

Harbor

Point

Infrastructure

Improvement

District,

Connecticut,

Special

Obligation

Revenue

Bonds,

Harbor

Point

Project,

Refunding

Series

2017,

5.000%,

4/01/39,

144A

4/27

at

100.00

N/R

$

7,070,180

36,650

Total

Connecticut

39,177,677

Delaware

-

0.2%

2,000

Delaware

Economic

Development

Authority,

Revenue

Bonds,

ASPIRA

of

Delaware

Charter

Operations,

Inc.

Project,

Series

2016A,

5.000%,

6/01/46

6/26

at

100.00

BB

2,079,700

Delaware

Health

Facilities

Authroity,

Revenue

Bonds,

Beebe

Medical

Center

Project,

Series

2018:

1,905

4.375%,

6/01/48

12/28

at

100.00

BBB

2,017,738

8,300

5.000%,

6/01/48

12/28

at

100.00

BBB

9,202,625

600

Kent

County,

Delaware,

Student

Housing

&

Dining

Facility

Revenue

Bonds,

Collegiate

Housing

Foundation

-

Dover

LLC

Delaware

State

University

Project,

Series

2018A,

5.000%,

7/01/58

1/28

at

100.00

BB-

623,292

12,805

Total

Delaware

13,923,355

District

of

Columbia

-

0.6%

440

District

of

Columbia

Water

and

Sewer

Authority,

Public

Utility

Revenue

Bonds,

Subordinate

Lien

Green

Series

2019A,

5.000%,

10/01/38

10/29

at

100.00

AA+

514,607

Metropolitan

Washington

Airports

Authority,

Virginia,

Dulles

Toll

Road

Revenue

Bonds,

Dulles

Metrorail

&

Capital

improvement

Projects,

Refunding

&

Subordinate

Lien

Series

2019B:

480

4.000%,

10/01/35

10/29

at

100.00

A-

507,706

1,635

4.000%,

10/01/38

10/29

at

100.00

A-

1,723,339

8,100

4.000%,

10/01/49,

(UB)

(4)

10/29

at

100.00

A-

8,394,921

5,000

3.000%,

10/01/50

-

AGM

Insured

10/29

at

100.00

AA

4,480,750

3,745

Metropolitan

Washington

Airports

Authority,

Virginia,

Dulles

Toll

Road

Revenue

Bonds,

Dulles

Metrorail

&

Capital

improvement

Projects,

Second

Senior

Lien

Series

2009B,

0.000%,

10/01/31

No

Opt.

Call

AA

2,780,737

Metropolitan

Washington

D.C.

Airports

Authority,

Airport

System

Revenue

Bonds,

Refunding

Series

2018A:

8,470

5.000%,

10/01/33,

(AMT)

10/28

at

100.00

Aa3

9,506,135

3,000

5.000%,

10/01/34,

(AMT)

10/28

at

100.00

Aa3

3,363,720

3,000

5.000%,

10/01/35,

(AMT)

10/28

at

100.00

Aa3

3,360,990

6,500

Metropolitan

Washington

D.C.

Airports

Authority,

Airport

System

Revenue

Bonds,

Refunding

Series

2021A,

4.000%,

10/01/51,

(AMT),

(UB)

(4)

10/31

at

100.00

Aa3

6,723,535

Washington

Convention

and

Sports

Authority,

Washington

D.C.,

Dedicated

Tax

Revenue

Bonds,

Refunding

Senior

Lien

Series

2021B:

765

4.000%,

10/01/33

10/30

at

100.00

AA

841,378

1,145

4.000%,

10/01/34

10/30

at

100.00

AA

1,258,641

1,175

4.000%,

10/01/35

10/30

at

100.00

AA

1,290,256

1,260

4.000%,

10/01/36

10/30

at

100.00

AA

1,382,169

1,120

4.000%,

10/01/37

10/30

at

100.00

AA

1,226,120

1,145

4.000%,

10/01/39

10/30

at

100.00

AA

1,248,611

46,980

Total

District

of

Columbia

48,603,615

Florida

-

8.4%

24,445

Alachua

County

Health

Facilities

Authority,

Florida,

Health

Facilties

Revenue

Bonds,

Shands

Teaching

Hospital

&

Clinics,

Inc.

at

the

University

of

Florida

Project,

Series

2019A,

4.000%,

12/01/49

12/29

at

100.00

A

25,738,629

Nuveen

All-American

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

46

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

Atlantic

Beach,

Florida,

Healthcare

Facilities

Revenue

Refunding

Bonds,

Fleet

Landing

Project,

Series

2013A:

$

300

5.000%,

11/15/23

No

Opt.

Call

BBB

$

313,239

2,300

5.000%,

11/15/28

11/23

at

100.00

BBB

2,380,339

400

Boynton

Village

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Series

2007-A1,

5.750%,

5/01/37

5/22

at

100.00

N/R

400,140

5,530

Broward

County,

Florida,

Airport

System

Revenue

Bonds,

Series

2019A,

4.000%,

10/01/49,

(AMT)

10/29

at

100.00

A1

5,668,858

Broward

County,

Florida,

Port

Facilities

Revenue

Bonds,

Series

2019A:

4,345

5.000%,

9/01/44

9/29

at

100.00

A1

4,993,361

9,735

5.000%,

9/01/49

9/29

at

100.00

A1

11,120,582

Broward

County,

Florida,

Port

Facilities

Revenue

Bonds,

Series

2019B:

2,250

4.000%,

9/01/37,

(AMT),

(UB)

(4)

9/29

at

100.00

A1

2,350,935

9,870

4.000%,

9/01/39,

(AMT),

(UB)

(4)

9/29

at

100.00

A1

10,270,821

9,175

Broward

County,

Florida,

Water

and

Sewer

Utility

Revenue

Bonds,

Series

2022A,

4.000%,

10/01/47

10/31

at

100.00

N/R

9,912,211

Capital

Trust

Agency,

Florida,

Educational

Facilities

Lease

Revenue

Bonds,

Franklin

Academy

Projects,

Series

2020:

1,085

5.000%,

12/15/35,

144A

7/26

at

100.00

N/R

1,120,328

245

5.000%,

12/15/40,

144A

7/26

at

100.00

N/R

251,333

8,450

5.000%,

12/15/50,

144A

7/26

at

100.00

N/R

8,592,467

2,845

5.000%,

12/15/55,

144A

7/26

at

100.00

N/R

2,887,447

Capital

Trust

Agency,

Florida,

Multifamily

Housing

Revenue

Bonds,

The

Gardens

Apartments

Project,

Series

2015A:

1,500

4.750%,

7/01/40

7/25

at

100.00

CCC+

1,282,890

1,380

5.000%,

7/01/50

7/25

at

100.00

CCC+

1,141,605

11,353

Capital

Trust

Agency,

Florida,

Revenue

Bonds,

Provision

CARES

Proton

Therapy

Center,

Orlando

Project,

Series

2018,

7.500%,

6/01/48,

144A

(8)

6/28

at

100.00

N/R

2,384,175

Capital

Trust

Agency,

Florida,

Revenue

Bonds,

Renaissance

Charter

School

Project,

Series

2019A:

485

4.000%,

6/15/29,

144A

6/26

at

100.00

N/R

489,647

565

5.000%,

6/15/39,

144A

6/26

at

100.00

N/R

584,611

610

5.000%,

6/15/49,

144A

6/26

at

100.00

N/R

625,207

7,060

Central

Florida

Expressway

Authority,

Revenue

Bonds,

Refunding

Senior

Lien

Series

2016B,

4.000%,

7/01/39

7/26

at

100.00

A+

7,374,735

375

Central

Florida

Expressway

Authority,

Revenue

Bonds,

Refunding

Senior

Lien

Series

2021,

4.000%,

7/01/37

-

AGM

Insured

7/31

at

100.00

AA

407,846

6,130

Charlotte

County

Industrial

Development

Authority,

Florida,

Utility

System

Revenue

Bonds,

Town

&

Country

Utilities

Project,

Series

2019,

5.000%,

10/01/49,

(AMT),

144A

10/27

at

100.00

N/R

6,376,058

1,125

Cityplace

Community

Development

District,

Florida,

Special

Assessement

and  Revenue

Bonds,

Refunding

Series

2012,

5.000%,

5/01/26

No

Opt.

Call

A

1,197,641

1,000

Coco

Palms

Community

Development

District,

Miami-Dade

County,

Florida,

Special

Assessment

Bonds,

Series

2016,

5.000%,

5/01/46

5/27

at

100.00

N/R

1,040,860

5,000

County

of

Lee

FL

Airport

Revenue,

4.000%,

10/01/51,

(AMT),

(UB)

(4)

10/31

at

100.00

A2

5,115,250

10,000

County

of

Miami-Dade

FL

Water

&

Sewer

System

Revenue,

4.000%,

10/01/51,

(UB)

(4)

10/31

at

100.00

A+

10,541,700

47

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

Escambia

County

Health

Facilities

Authority,

Florida,

Health

Care

Facilities

Revenue

Bonds,

Baptist

Health

Care

Corporation

Obligated,

Series

2020A:

$

16,405

4.000%,

8/15/45

2/30

at

100.00

BBB+

$

16,741,631

2,235

4.000%,

8/15/45

-

AGM

Insured,

(UB)

(4)

2/30

at

100.00

AA

2,354,170

2,000

Florida

Development

Finance

Corporation,

Educational

Facilities

Revenue

Bonds,

Downtown

Doral

Charter

Upper

School

Project,

Series

2017C,

5.750%,

7/01/47,

144A

7/27

at

101.00

N/R

2,113,020

Florida

Development

Finance

Corporation,

Educational

Facilities

Revenue

Bonds,

Mater

Academy

Projects,

Series

2020A:

1,070

5.000%,

6/15/50

6/27

at

100.00

BBB

1,146,002

1,700

5.000%,

6/15/55

6/27

at

100.00

BBB

1,814,495

1,570

Florida

Development

Finance

Corporation,

Educational

Facilities

Revenue

Bonds,

Renaissance

Charter

School

Income

Projects,

Series

2015A,

6.125%,

6/15/46,

144A

6/25

at

100.00

N/R

1,691,565

Florida

Development

Finance

Corporation,

Educational

Facilities

Revenue

Bonds,

Renaissance

Charter

School,

Inc.

Projects,

Series

2012A:

110

5.500%,

6/15/22,

144A

No

Opt.

Call

N/R

110,596

500

6.000%,

6/15/32,

144A

6/22

at

100.00

N/R

502,535

1,100

6.125%,

6/15/43,

144A

6/22

at

100.00

N/R

1,105,313

2,000

Florida

Development

Finance

Corporation,

Educational

Facilities

Revenue

Bonds,

Renaissance

Charter

School,

Inc.

Projects,

Series

2013A,

8.500%,

6/15/44,

(Pre-refunded

6/15/23)

6/23

at

100.00

N/R

(7)

2,153,620

1,500

Florida

Development

Finance

Corporation,

Educational

Facilities

Revenue

Bonds,

Renaissance

Charter

School,

Inc.

Projects,

Series

2014A,

6.125%,

6/15/44

6/24

at

100.00

N/R

1,576,305

315

Florida

Development

Finance

Corporation,

Educational

Facilities

Revenue

Bonds,

Renaissance

Charter

School,

Inc.

Projects,

Series

2020C,

5.000%,

9/15/50,

144A

9/27

at

100.00

N/R

326,526

83,000

Florida

Development

Finance

Corporation,

Florida,

Surface

Transportation

Facility

Revenue

Bonds,

Brightline

Passenger

Rail

Project,

Green

Series

2019B,

7.375%,

1/01/49,

(AMT),

144A

1/24

at

107.00

N/R

87,690,366

Florida

Development

Finance

Corporation,

Florida,

Surface

Transportation

Facility

Revenue

Bonds,

Virgin

Trains

USA

Passenger

Rail

Project,

Series

2019A:

18,200

6.250%,

1/01/49,

(AMT),

(Mandatory

Put

1/01/24),

144A

5/22

at

102.00

N/R

18,289,908

37,800

6.375%,

1/01/49,

(AMT),

(Mandatory

Put

1/01/26),

144A

5/22

at

103.00

N/R

37,893,744

2,000

6.500%,

1/01/49,

(AMT),

(Mandatory

Put

1/01/29),

144A

5/22

at

103.00

N/R

2,003,700

10,765

Florida

Development

Finance

Corporation,

Revenue

Bonds,

Brightline

Passenger

Rail

Expansion

Project,

Series

2021A-1,

6.750%,

12/01/56,

(AMT),

(Mandatory

Put

8/15/23),

144A

5/22

at

102.50

N/R

10,452,277

Florida

Higher

Educational

Facilities

Financing

Authority,

Revenue

Bonds,

Jacksonville

University

Project,

Series

2018A-1:

450

4.500%,

6/01/33,

144A

6/28

at

100.00

N/R

457,236

1,450

4.750%,

6/01/38,

144A

6/28

at

100.00

N/R

1,484,887

11,185

Florida

Higher

Educational

Facilities

Financing

Authority,

Revenue

Bonds,

Rollins

College

Project,

Refunding

Series

2020A,

3.000%,

12/01/48,

(UB)

(4)

12/30

at

100.00

A2

9,480,406

Florida

Higher

Educational

Facilities

Financing

Authority,

Revenue

Bonds,

Rollins

College

Project,

Series

2012A:

1,210

5.000%,

12/01/30,

(Pre-refunded

12/01/22)

12/22

at

100.00

A2

(7)

1,238,907

1,000

5.000%,

12/01/31,

(Pre-refunded

12/01/22)

12/22

at

100.00

A2

(7)

1,023,890

3,000

5.000%,

12/01/37,

(Pre-refunded

12/01/22)

12/22

at

100.00

A2

(7)

3,071,670

Nuveen

All-American

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

48

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

$

33,860

Florida

State

Board

of

Governors,

Dormitory

Revenue

Bonds,

University

of

Florida,

Series

2021A,

3.000%,

7/01/51

-

BAM

Insured

7/31

at

100.00

N/R

$

30,008,086

840

Grand

Bay

at

Doral

Community

Development

District,

Miami-Dade

County,

Florida,

Special

Assessment

Bonds,

South

Parcel

Assessment

Area

Project,

Series

2016,

5.000%,

5/01/46

5/26

at

100.00

N/R

856,388

3,130

Hillsborough

County

Aviation

Authority,

Florida,

Revenue

Bonds,

Tampa

International

Airport,

Senior

Lien

Series

2015A,

5.000%,

10/01/44,

(Pre-

refunded

10/01/24),

(AMT)

10/24

at

100.00

Aa3

(7)

3,345,626

Hillsborough

County

Industrial

Development

Authority,

Florida,

Hospital

Revenue

Bonds,

Florida

Health

Sciences

Center

Inc

D/B/A

Tampa

General

Hospital,

Series

2020A:

2,000

4.000%,

8/01/45

2/31

at

100.00

A

2,054,400

4,985

4.000%,

8/01/50

2/31

at

100.00

A

5,091,779

10,000

3.500%,

8/01/55,

(UB)

(4)

2/31

at

100.00

A

8,968,800

16,780

4.000%,

8/01/55

2/31

at

100.00

A

17,120,298

6,500

Jacksonville,

Florida,

Health

Care

Facilities

Revenue

Bonds,

Brooks

Rehabilitation,

Series

2020,

4.000%,

11/01/45

11/29

at

100.00

A

6,866,730

Jacksonville,

Florida,

Special

Revenue

Bonds,

Refunding

Series

2017A:

6,285

5.250%,

10/01/42

10/27

at

100.00

AA

7,274,070

3,930

5.250%,

10/01/47

10/27

at

100.00

AA

4,530,858

JEA,

Florida,

Water

and

Sewer

System

Revenue

Bonds,

Series

2021A:

870

4.000%,

10/01/39

10/31

at

100.00

AA+

959,123

4,285

3.000%,

10/01/40

10/31

at

100.00

AA+

4,215,026

2,885

3.000%,

10/01/41

10/31

at

100.00

AA+

2,828,079

515

Lee

County

Industrial

Development

Authority,

Florida,

Charter

School

Revenue

Bonds,

Lee

County

Community

Charter

Schools,

Series

2007A,

5.250%,

6/15/27

5/22

at

100.00

BB-

515,577

Lee

County

Industrial

Development

Authority,

Florida,

Charter

School

Revenue

Bonds,

Lee

County

Community

Charter

Schools,

Series

2012A:

875

5.500%,

6/15/32

6/22

at

100.00

BB-

877,538

1,375

5.750%,

6/15/42

6/22

at

100.00

BB-

1,378,520

Miami

Beach

Health

Facilities

Authority,

Florida,

Hospital

Revenue

Bonds,

Mount

Sinai

Medical

Center

of

Florida

Project,

Series

2021B:

5,950

3.000%,

11/15/51

11/31

at

100.00

A-

4,808,017

9,060

4.000%,

11/15/51

11/31

at

100.00

A-

9,219,365

6,340

Miami

Beach

Redevelopment

Agency,

Florida,

Tax

Increment

Revenue

Bonds,

City

Center/Historic

Convention

Village,

Series

2015A,

5.000%,

2/01/44

-

AGM

Insured

2/24

at

100.00

AA

6,633,605

7,405

Miami

Beach,

Florida,

Stormwater

Revenue

Bonds,

Refunding

Series

2017,

5.000%,

9/01/47

9/22

at

100.00

AA-

7,500,228

4,445

Miami-Dade

County

Health

Facility

Authority,

Florida,

Hospital

Revenue

Bonds,

Nicklaus

Children's

Hospital

Project,

Refunding

Series

2021A,

4.000%,

8/01/51,

(UB)

(4)

8/31

at

100.00

N/R

4,545,768

860

Miami-Dade

County

Health

Facility

Authority,

Florida,

Hospital

Revenue

Bonds,

Nicklaus

Children's

Hospital,

Refunding

Series

2017,

5.000%,

8/01/36

8/27

at

100.00

A+

962,925

12,195

Miami-Dade

County,

Florida,

Aviation

Revenue

Bonds,

Refunding

Series

2015A,

5.000%,

10/01/38,

(AMT)

10/25

at

100.00

A

13,054,138

49

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

Miami-Dade

County,

Florida,

Aviation

Revenue

Bonds,

Refunding

Series

2020A:

$

2,250

4.000%,

10/01/38

10/30

at

100.00

A

$

2,378,858

1,750

4.000%,

10/01/40

10/30

at

100.00

A

1,837,850

Miami-Dade

County,

Florida,

General

Obligation

Bonds,

Public

Health

Trust

Program

Series

2018A:

6,990

5.000%,

7/01/46

7/29

at

100.00

AA

8,054,368

7,575

5.000%,

7/01/47

7/29

at

100.00

AA

8,724,506

6,000

Miami-Dade

County,

Florida,

Seaport

Revenue

Bonds,

Refunding

Series

2021A-1,

4.000%,

10/01/45

-

AGM

Insured,

(AMT),

(UB)

(4)

10/31

at

100.00

AA

6,203,040

13,700

Miami-Dade

County,

Florida,

Seaport

Revenue

Bonds,

Refunding

Series

2021A-2,

3.000%,

10/01/50

-

AGM

Insured

10/31

at

100.00

N/R

12,691,269

Miami-Dade

County,

Florida,

Seaport

Revenue

Bonds,

Refunding

Subordinate

Series

2021B-1:

4,000

4.000%,

10/01/46,

(AMT),

(UB)

(4)

10/31

at

100.00

Aa3

4,104,120

5,375

4.000%,

10/01/50,

(AMT),

(UB)

(4)

10/31

at

100.00

Aa3

5,493,358

6,000

Miami-Dade

County,

Florida,

Special

Obligation

Bonds,

Subordinate

Series

2009,

0.000%,

10/01/42

No

Opt.

Call

N/R

2,653,200

13,500

Miami-Dade

County,

Florida,

Water

and

Sewer

System

Revenue

Bonds,

Series

2021,

3.000%,

10/01/51

4/31

at

100.00

AA-

12,335,355

7,750

Miami-Dade

County,

Florida,

Water

and

Sewer

System

Revenue

Bonds,

Series

2021,

3.000%,

10/01/51,

(UB)

(4)

4/31

at

100.00

AA-

7,081,408

7,500

Orange

County

Health

Facilities

Authority,

Florida,

Hospital

Revenue

Bonds,

Orlando

Health,

Inc.,

Series

2019A,

5.000%,

10/01/47

4/29

at

100.00

A+

8,515,650

325

Osceola

County,

Florida,

Transportation

Revenue

Bonds,

Osceola

Parkway,

Refunding

&

Improvement

Series

2019A-1,

5.000%,

10/01/49

10/29

at

100.00

BBB+

359,801

1,000

Palm

Beach

County

Health

Facilities

Authority,

Florida,

Revenue

Bonds,

Toby

&

Leon

Cooperman

Sinai

Residences

of

Boca

Raton,

Refunding

Series

2022,

4.250%,

6/01/56

6/27

at

103.00

N/R

948,190

Pinellas

County

Industrial

Development

Authority,

Florida,

Industrial

Development

Revenue

Bonds,

Drs.

Kiran

&

Pallavi

Patel

2017

Foundation

for

Global

Understanding,

Inc.,

Project,

Series

2019:

560

5.000%,

7/01/29

No

Opt.

Call

N/R

593,650

180

5.000%,

7/01/39

7/29

at

100.00

N/R

191,209

Pompano

Beach,

Florida,

Revenue

Bonds,

John

Knox

Village

of

Florida

Inc

Project,

Series

2021A:

1,770

4.000%,

9/01/51

9/27

at

103.00

N/R

1,713,377

3,030

4.000%,

9/01/56

9/27

at

103.00

N/R

2,872,622

5,095

Putnam

County

Development

Authority,

Florida,

Pollution

Control

Revenue

Bonds,

Seminole

Electric

Cooperatice,

Inc.

Project,

Refunding

Series

2018B,

5.000%,

3/15/42

5/28

at

100.00

A-

5,716,488

1,002

Riverbend

West

Community

Development

District,

Hilsborough

County,

Florida,

Special

Assessment

Bonds,

Series

2016,

5.000%,

5/01/46

5/27

at

100.00

N/R

1,037,791

Seminole

County

Industrial

Development

Authority,

Florida,

Retirement

Facility

Revenue

Bonds,

Legacy

Pointe

At

UCF

Project,

Series

2019A:

5,000

5.250%,

11/15/39

11/26

at

103.00

N/R

5,100,250

1,015

5.500%,

11/15/49

11/26

at

103.00

N/R

1,035,158

South

Miami

Health

Facilities

Authority,

Florida,

Hospital

Revenue

Bonds,

Baptist

Health

Systems

of

South

Florida

Obligated

Group,

Refunding

Series

2017:

5,000

5.000%,

8/15/31

8/27

at

100.00

AA-

5,676,750

3,655

5.000%,

8/15/47

8/27

at

100.00

AA-

4,094,806

Nuveen

All-American

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

50

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

$

500

Sumter

County

Industrial

Development

Authority,

Florida,

Hospital

Revenue

Bonds,

Central

Florida

Health

Alliance

Projects,

Series

2014A,

5.000%,

7/01/29

1/24

at

100.00

A-

$

522,570

Tampa,

Florida,

Capital

Improvement

Cigarette

Tax

Allocation

Bonds,

H.

Lee

Moffitt

Cancer

Center

Project,

Series

2020A:

17,442

0.000%,

9/01/45

9/30

at

54.56

A+

6,902,323

29,185

0.000%,

9/01/49

9/30

at

46.08

A+

9,699,051

18,422

0.000%,

9/01/53

9/30

at

38.62

A+

5,116,710

35

Tampa,

Florida,

Health

System

Revenue

Bonds,

Baycare

Health

System,

Series

2012A,

5.000%,

11/15/33

5/22

at

100.00

Aa2

35,149

Tampa,

Florida,

Revenue

Bonds,

H.

Lee

Moffitt

Cancer

Center

and

Research

Institute,

Series

2020B:

440

4.000%,

7/01/38

7/30

at

100.00

A2

460,957

445

4.000%,

7/01/45

7/30

at

100.00

A2

458,653

12,685

Tampa-Hillsborough

County

Expressway

Authority,

Florida,

Revenue

Bonds,

Refunding

Series

2017B,

4.000%,

7/01/42

7/28

at

100.00

A+

13,467,030

210

Tolomato

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Convertible,

Capital

Appreciation,

Series

2012A-4,

0.000%,

5/01/40

(5)

5/22

at

100.00

N/R

209,860

170

Tolomato

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Hope

Note,

Series

2007-3,

6.650%,

5/01/40

(8)

5/22

at

100.00

N/R

2

475

Tolomato

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Hope

Note,

Series

2007A-2,

5.250%,

5/01/39

(8)

5/22

at

100.00

N/R

5

270

Tolomato

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Refunding

Series

2015-2,

0.000%,

5/01/40

(5)

5/22

at

100.00

N/R

212,331

290

Tolomato

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Refunding

Series

2015-3,

6.610%,

5/01/40

(8)

5/22

at

100.00

N/R

3

250

Venetian

Community

Development

District,

Sarasota

County,

Florida,

Capital

Improvement

Revenue

Bonds,

Series

2012-A1,

6.125%,

5/01/42

5/22

at

100.00

N/R

250,980

1,490

Venetian

Community

Development

District,

Sarasota

County,

Florida,

Capital

Improvement

Revenue

Bonds,

Series

2012-A2,

5.500%,

5/01/34

5/22

at

100.00

N/R

1,495,155

Volusia

County

Educational

Facilities

Authority,

Florida,

Revenue

Bonds,

Embry-Riddle

Aeronautical

University,

Refunding

Series

2017:

2,380

5.000%,

10/15/42

10/27

at

100.00

A+

2,651,415

3,000

5.000%,

10/15/47

10/27

at

100.00

A+

3,321,360

13,000

Volusia

County

Educational

Facilities

Authority,

Florida,

Revenue

Bonds,

Stetson

University

Inc.

Project,

Series

2015,

5.000%,

6/01/40

6/25

at

100.00

A-

14,089,010

Wynnmere

East

Community

Development

District,

Hillsborough

County,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2016:

470

5.125%,

5/01/36

5/28

at

100.00

N/R

492,391

930

5.500%,

5/01/46

5/28

at

100.00

N/R

984,749

685,604

Total

Florida

642,683,406

Georgia

-

0.7%

Atlanta

Development

Authority,

Georgia,

Senior

Health

Care

Facilities

Revenue

Bonds,

Georgia

Proton

Treatment

Center

Project,

Current

Interest

Series

2017A-1:

2,500

6.750%,

1/01/35

(8)

1/28

at

100.00

N/R

1,325,000

1,000

7.000%,

1/01/40

(8)

1/28

at

100.00

N/R

530,000

51

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Georgia

(continued)

$

2,000

Atlanta,

Georgia,

Airport

Passenger

Facilities

Charge

and

General

Revenue

Bonds,

Subordinate

Lien

Series

2019D,

4.000%,

7/01/40,

(AMT)

7/29

at

100.00

Aa3

$

2,082,000

5,000

Gainesville

and

Hall

County

Hospital

Authority,

Georgia,

Revenue

Anticipation

Certificates,

Northeast

Georgia

Health

Services

Inc.,

Series

2021A,

4.000%,

2/15/51

2/31

at

100.00

A

5,212,350

27,265

Geo.

L.

Smith

II

Georgia

World

Congress

Center

Authority,

Georgia,

Convention

Center

Hotel

Revenue

Bonds,  First

Tier

Series

2021A,

4.000%,

1/01/54

1/31

at

100.00

BBB-

26,745,602

Georgia

Municipal

Electric

Authority,

Plant

Vogtle

Units

3

&

4

Project

M

Bonds,

Series

2019A:

1,250

5.000%,

1/01/35

7/28

at

100.00

A

1,404,962

700

5.000%,

1/01/36

7/28

at

100.00

A

786,205

590

Georgia

Municipal

Electric

Authority,

Senior

Lien

General

Power

Revenue

Bonds,

Series

1993BB,

5.250%,

1/01/25

-

NPFG

Insured

No

Opt.

Call

A1

621,695

10,000

Georgia

State

Road

and

Tollway

Authority,

Guaranteed

Revenue

Bonds,

Series

2021A,

3.000%,

7/15/49,

(UB)

(4)

7/31

at

100.00

AAA

9,214,200

1,000

Main

Street

Natural

Gas

Inc.,

Georgia,

Gas

Project

Revenue

Bonds,

Series

2007A,

5.500%,

9/15/28

No

Opt.

Call

A+

1,157,750

5,000

Municipal

Electric

Authority

of

Georgia,

Project

One

Revenue

Bonds,

Subordinate

Lien

Series

2016A,

5.000%,

1/01/28

7/26

at

100.00

A2

5,541,850

56,305

Total

Georgia

54,621,614

Guam

-

0.1%

Government

of

Guam,

Business

Privilege

Tax

Bonds,

Refunding

Series

2021F.

Forward

Delivery:

885

5.000%,

1/01/30

No

Opt.

Call

Ba1

999,952

885

5.000%,

1/01/31

No

Opt.

Call

Ba1

1,011,511

2,065

4.000%,

1/01/36

1/31

at

100.00

Ba1

2,088,830

2,020

4.000%,

1/01/42

1/31

at

100.00

Ba1

2,029,979

Guam

A.B.

Won

Pat  International

Airport

Authority,

Revenue

Bonds,

Series

2013C:

835

6.375%,

10/01/43,

(Pre-refunded

10/01/23),

(AMT)

10/23

at

100.00

Baa2

(7)

889,935

775

6.375%,

10/01/43,

(AMT)

10/23

at

100.00

Baa2

815,269

1,475

Guam

Government

Waterworks

Authority,

Water

and

Wastewater

System

Revenue

Bonds,

Series

2020A,

5.000%,

1/01/50

7/30

at

100.00

A-

1,655,422

8,940

Total

Guam

9,490,898

Hawaii

-

0.1%

1,500

Hawaii

Department

of

Budget

and

Finance,

Special

Purpose

Revenue

Bonds,

Hawaii

Pacific

Health

Obligated

Group,

Series

2013A,

5.500%,

7/01/43

7/23

at

100.00

AA-

1,559,220

1,000

Hawaii

Department

of

Budget

and

Finance,

Special

Purpose

Revenue

Bonds,

Hawaii

Pacific

University,

Series

2013A,

6.875%,

7/01/43

7/23

at

100.00

BB

1,035,020

4,545

Hawaii

State,

Airport

System

Revenue

Bonds,

Series

2015A,

5.000%,

7/01/45,

(AMT)

7/25

at

100.00

A+

4,841,470

7,045

Total

Hawaii

7,435,710

Idaho

-

0.3%

Idaho

Health

Facilities

Authority,

Revenue

Bonds,

Madison

Memorial

Hospital

Project,

Refunding

Series

2016:

2,300

3.500%,

9/01/33

9/26

at

100.00

BB+

2,258,255

205

5.000%,

9/01/37

9/26

at

100.00

BB+

221,880

Nuveen

All-American

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

52

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Idaho

(continued)

Idaho

Health

Facilities

Authority,

Revenue

Bonds,

Saint

Luke's

Health

System

Project,

Series

2018A:

$

2,435

5.000%,

3/01/36

9/28

at

100.00

A-

$

2,777,118

2,250

5.000%,

3/01/37

9/28

at

100.00

A-

2,559,442

Idaho

Health

Facilities

Authority,

Revenue

Bonds,

Saint

Luke's

Health

System

Project,

Series

2021A:

1,705

4.000%,

3/01/46

3/32

at

100.00

N/R

1,775,433

8,000

3.000%,

3/01/51

3/32

at

100.00

N/R

6,961,360

2,600

4.000%,

3/01/51

3/32

at

100.00

N/R

2,686,034

1,290

Idaho

Housing

and

Finance

Association,

Grant

and

Revenue

Anticipation

Bonds,

Federal

Highway

Trust

Funds,

Series

2021A,

4.000%,

7/15/38

7/31

at

100.00

A+

1,413,079

2,000

Idaho

Housing

and

Finance

Association,

Nonprofit

Facilities

Revenue

Bonds,

Idaho

Arts

Charter

School,

Inc.

Project,

Refunding

Series

2016A,

5.000%,

12/01/38

12/26

at

100.00

BBB-

2,147,960

22,785

Total

Idaho

22,800,561

Illinois

-

6.8%

1,330

Adams

County

School

District

172,

Quincy,

Illinois,

General

Obligation

Bonds,

School

Series

2017,

5.000%,

2/01/36

-

AGM

Insured

2/27

at

100.00

AA

1,467,189

67,800

Chicago

Board

of

Education,

Illinois,

Dedicated

Capital

Improvement

Tax

Revenue

Bonds,

Series

2016,

6.000%,

4/01/46

4/27

at

100.00

A-

75,581,406

625

Chicago

Board

of

Education,

Illinois,

General

Obligation

Bonds,

Dedicated

Revenues

Series

2012A,

5.000%,

12/01/42

12/22

at

100.00

BB

635,119

1,215

Chicago

Board

of

Education,

Illinois,

General

Obligation

Bonds,

Dedicated

Revenues,

Project

Series

2015C,

5.250%,

12/01/39

12/24

at

100.00

BB

1,275,823

Chicago

Board

of

Education,

Illinois,

General

Obligation

Bonds,

Dedicated

Revenues,

Refunding

Series

2012B:

4,540

5.000%,

12/01/34

12/22

at

100.00

BB

4,613,185

3,000

4.000%,

12/01/35

12/22

at

100.00

BB

3,024,480

2,000

Chicago

Board

of

Education,

Illinois,

General

Obligation

Bonds,

Dedicated

Revenues,

Refunding

Series

2017G,

5.000%,

12/01/34

12/27

at

100.00

BB

2,156,100

35,090

Chicago

Board

of

Education,

Illinois,

General

Obligation

Bonds,

Dedicated

Revenues,

Series

2016A,

7.000%,

12/01/44

12/25

at

100.00

BB

39,553,448

Chicago

Board

of

Education,

Illinois,

General

Obligation

Bonds,

Dedicated

Revenues,

Series

2021A:

4,000

5.000%,

12/01/35

12/30

at

100.00

BB

4,368,640

2,000

5.000%,

12/01/40

12/30

at

100.00

BB

2,169,080

3,475

Chicago

Greater

Metropolitan

Water

Reclamation

District,

Illinois,

General

Obligation

Bonds,

Refunding

Series

2007B,

5.250%,

12/01/35

No

Opt.

Call

Aaa

4,503,808

Chicago

Transit

Authority,

Illinois,

Sales

Tax

Receipts

Revenue

Bonds,

Second

Lien

Series

2020A:

1,250

5.000%,

12/01/45,

(UB)

(4)

12/29

at

100.00

A+

1,406,550

2,220

4.000%,

12/01/50,

(UB)

(4)

12/29

at

100.00

A+

2,336,239

1,815

5.000%,

12/01/55,

(UB)

(4)

12/29

at

100.00

A+

2,019,932

5,000

Chicago

Transit

Authority,

Illinois,

Sales

Tax

Receipts

Revenue

Bonds,

Series

2014,

5.250%,

12/01/49

12/24

at

100.00

AA

5,367,850

12,500

Chicago

Transit

Authority,

Illinois,

Sales

Tax

Receipts

Revenue

Bonds,

Series

2014,

5.250%,

12/01/49,

(UB)

(4)

12/24

at

100.00

AA

13,419,625

1,120

Chicago,

Illinois,

Certificates

of

Participation

Tax

Increment

Bonds,

River

Point

Plaza

Redevelopment

Project,

Series

2018,

4.835%,

4/15/28,

144A

1/23

at

100.00

N/R

1,130,819

53

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Illinois

(continued)

Chicago,

Illinois,

General

Airport

Revenue

Bonds,

O'Hare

International

Airport,

Refunding

Senior

Lien

Series

2020A:

$

2,390

4.000%,

1/01/35

1/30

at

100.00

A

$

2,528,644

6,500

4.000%,

1/01/37

1/30

at

100.00

A

6,843,915

1,500

4.000%,

1/01/38

1/30

at

100.00

A

1,577,055

3,180

Chicago,

Illinois,

General

Airport

Revenue

Bonds,

O'Hare

International

Airport,

Senior

Lien

Series

2015C,

5.000%,

1/01/46

1/25

at

100.00

A

3,358,780

900

Chicago,

Illinois,

General

Obligation

Bonds,

Project

&

Refunding

Series

2014A,

5.000%,

1/01/35

1/24

at

100.00

BBB+

935,262

8,805

Chicago,

Illinois,

General

Obligation

Bonds,

Project

&

Refunding

Series

2017A,

6.000%,

1/01/38

1/27

at

100.00

BBB+

9,866,002

920

Chicago,

Illinois,

General

Obligation

Bonds,

Project

and

Refunding

Series

2003B,

5.500%,

1/01/33

1/25

at

100.00

BBB+

986,074

13,760

Chicago,

Illinois,

General

Obligation

Bonds,

Project

and

Refunding

Series

2005D,

5.500%,

1/01/40

1/25

at

100.00

BBB+

14,718,659

7,545

Chicago,

Illinois,

General

Obligation

Bonds,

Refunding

Series

2007E,

5.500%,

1/01/42

1/25

at

100.00

BBB+

8,061,380

Chicago,

Illinois,

General

Obligation

Bonds,

Refunding

Series

2016C:

2,260

5.000%,

1/01/24

No

Opt.

Call

BBB+

2,358,853

935

5.000%,

1/01/25

No

Opt.

Call

BBB+

993,456

2,500

5.000%,

1/01/29

1/26

at

100.00

BBB+

2,676,075

705

5.000%,

1/01/35

1/26

at

100.00

BBB+

751,149

2,175

5.000%,

1/01/38

1/26

at

100.00

BBB+

2,316,919

Chicago,

Illinois,

General

Obligation

Bonds,

Refunding

Series

2020A:

50

5.000%,

1/01/27

No

Opt.

Call

BBB+

54,335

6,000

5.000%,

1/01/30

No

Opt.

Call

BBB+

6,630,300

2,200

Chicago,

Illinois,

General

Obligation

Bonds,

Series

2015A,

5.500%,

1/01/39

1/25

at

100.00

BBB+

2,354,638

715

Chicago,

Illinois,

General

Obligation

Bonds,

VAribale

Rate

Demand

Series

2007F,

5.500%,

1/01/42

1/25

at

100.00

BBB+

763,935

3,000

Chicago,

Illinois,

Midway

Airport

Revenue

Bonds,

Refunding

Second

Lien

Series

2014A,

5.000%,

1/01/31

1/24

at

100.00

A

3,126,540

7,595

DuPage

County,

Illinois,

Revenue

Bonds,

Morton

Arboretum

Project,

Green

Series

2020,

3.000%,

5/15/47

5/30

at

100.00

A1

6,767,601

5,000

Illinois

Finance

Authority

Revenue

Bonds,

OSF

Healthcare

System,

Refunding

Series

2018A,

4.125%,

5/15/47

11/28

at

100.00

A

5,261,400

Illinois

Finance

Authority,

Health

Services

Facility

Lease

Revenue

Bonds,

Provident

Group

-

UIC

Surgery

Center,

LLC

-

University

of

Illinois

Health

Services

Facility

Project,

Series

2020:

2,450

4.000%,

10/01/40

10/30

at

100.00

BBB+

2,599,058

3,140

4.000%,

10/01/50

10/30

at

100.00

BBB+

3,279,699

1,450

4.000%,

10/01/55

10/30

at

100.00

BBB+

1,503,113

2,195

Illinois

Finance

Authority,

Revenue

Bonds,

Centegra

Health

System,

Series

2014A,

5.000%,

9/01/34,

(Pre-refunded

9/01/24)

9/24

at

100.00

AA+

(7)

2,352,228

3,895

Illinois

Finance

Authority,

Revenue

Bonds,

Ingalls

Health

System,

Series

2013,

4.250%,

5/15/43,

(Pre-refunded

5/15/22)

5/22

at

100.00

A1

(7)

3,909,256

10,810

Illinois

Finance

Authority,

Revenue

Bonds,

Mercy

Health

Corporation,

Series

2016,

5.000%,

12/01/40

6/26

at

100.00

A3

11,883,757

Nuveen

All-American

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

54

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Illinois

(continued)

Illinois

Finance

Authority,

Revenue

Bonds,

Northshore

University

HealthSystem,

Series

2020A:

$

1,645

5.000%,

8/15/32

8/30

at

100.00

AA-

$

1,934,306

1,250

5.000%,

8/15/33

8/30

at

100.00

AA-

1,465,412

9,780

3.250%,

8/15/49,

(UB)

(4)

8/30

at

100.00

AA-

9,245,132

5,000

Illinois

Finance

Authority,

Revenue

Bonds,

Northwestern

Memorial

Healthcare,

Refunding

Series

2021A,

3.000%,

7/15/40

7/31

at

100.00

AA+

4,817,300

10,715

Illinois

Finance

Authority,

Revenue

Bonds,

OSF

Healthcare

System,

Series

2015A,

5.000%,

11/15/45

11/25

at

100.00

A

11,550,341

10,000

Illinois

Finance

Authority,

Revenue

Bonds,

OSF

Healthcare

System,

Series

2020A,

3.000%,

5/15/50,

(UB)

(4)

11/30

at

100.00

A

8,503,900

895

Illinois

Finance

Authority,

Revenue

Bonds,

Rehabilitation

Institute

of

Chicago,

Series

2013A,

5.500%,

7/01/28

7/23

at

100.00

A-

933,029

20

Illinois

Finance

Authority,

Revenue

Bonds,

Rush

University

Medical

Center

Obligated

Group,

Series

2015A,

4.000%,

11/15/39

5/25

at

100.00

AA-

20,725

1,105

Illinois

Finance

Authority,

Revenue

Bonds,

Silver

Cross

Hospital

and

Medical

Centers,

Refunding

Series

2015C,

5.000%,

8/15/35

8/25

at

100.00

A3

1,195,765

Illinois

Finance

Authority,

Revenue

Bonds,

The

Carle

Foundation,

Fixed

Period

Series

2021A:

29,145

3.000%,

8/15/48,

(UB)

(4)

8/31

at

100.00

AA-

25,899,996

8,760

4.000%,

8/15/48

8/31

at

100.00

AA-

9,139,308

14,248

Illinois

Housing

Development

Authority,

Housing

Revenue

Bonds,

MBS

Pass

Through

Program,

Series

2017A,

3.125%,

2/01/47

3/26

at

100.00

Aaa

14,263,865

3,105

Illinois

Housing

Development

Authority,

Multifamily

Housing

Revenue

Bonds,

GNMA

Collateralized

-

Lifelink

Developments,

Series

2006,

4.850%,

4/20/41,

(AMT),

(UB)

(4)

6/21

at

100.00

AA+

3,108,633

7,335

Illinois

Sports

Facility

Authority,

State

Tax

Supported

Bonds,

Refunding

Series

2014,

5.250%,

6/15/31

-

AGM

Insured

6/24

at

100.00

AA

7,683,559

Illinois

State,

General

Obligation

Bonds,

December

Series

2017A:

5,000

5.000%,

12/01/24

No

Opt.

Call

BBB

5,332,650

1,560

5.000%,

12/01/32

12/27

at

100.00

BBB

1,697,530

3,725

Illinois

State,

General

Obligation

Bonds,

June

Series

2016,

4.000%,

6/01/36

6/26

at

100.00

BBB

3,783,333

7,985

Illinois

State,

General

Obligation

Bonds,

March

Series

2012,

5.000%,

3/01/31

5/22

at

100.00

BBB

8,011,430

3,495

Illinois

State,

General

Obligation

Bonds,

March

Series

2021A,

4.000%,

3/01/39

3/31

at

100.00

BBB

3,559,623

11,065

Illinois

State,

General

Obligation

Bonds,

May

Series

2020,

5.750%,

5/01/45

5/30

at

100.00

BBB

12,594,072

Illinois

State,

General

Obligation

Bonds,

November

Series

2017D:

11,625

5.000%,

11/01/27

No

Opt.

Call

BBB

12,816,330

3,000

5.000%,

11/01/28

11/27

at

100.00

BBB

3,312,330

Illinois

State,

General

Obligation

Bonds,

Refunding

September

Series

2018A:

2,000

5.000%,

10/01/28

No

Opt.

Call

BBB

2,230,600

3,500

5.000%,

10/01/33

10/28

at

100.00

BBB

3,835,370

500

Illinois

State,

General

Obligation

Bonds,

Series

2012A,

5.000%,

3/01/27

5/22

at

100.00

BBB

501,735

1,440

Illinois

State,

General

Obligation

Bonds,

Series

2013,

5.250%,

7/01/28

7/23

at

100.00

BBB

1,508,155

5,400

Metropolitan

Pier

and

Exposition

Authority,

Illinois,

McCormick

Place

Expansion

Project

Bonds,

Refunding

Series

2015B,

5.000%,

6/15/52

12/25

at

100.00

BBB+

5,644,404

55

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Illinois

(continued)

Metropolitan

Pier

and

Exposition

Authority,

Illinois,

McCormick

Place

Expansion

Project

Bonds,

Refunding

Series

2020A:

$

5,000

4.000%,

6/15/50

-

BAM

Insured

12/29

at

100.00

AA

$

5,014,400

7,000

5.000%,

6/15/50

12/29

at

100.00

BBB+

7,469,070

Metropolitan

Pier

and

Exposition

Authority,

Illinois,

McCormick

Place

Expansion

Project

Bonds,

Refunding

Series

2022A:

3,490

4.000%,

12/15/47

12/31

at

100.00

BBB+

3,486,301

7,555

4.000%,

6/15/52

12/31

at

100.00

BBB+

7,479,299

Metropolitan

Pier

and

Exposition

Authority,

Illinois,

McCormick

Place

Expansion

Project

Bonds,

Series

2015A:

2,500

0.000%,

12/15/52

-

BAM

Insured

No

Opt.

Call

AA

675,700

1,225

5.000%,

6/15/53

12/25

at

100.00

BBB+

1,280,431

Metropolitan

Pier

and

Exposition

Authority,

Illinois,

Revenue

Bonds,

McCormick

Place

Expansion

Project,

Series

2002A:

10,000

0.000%,

12/15/35

-

AGM

Insured

No

Opt.

Call

AA

5,985,700

22,500

0.000%,

12/15/37

-

NPFG

Insured

No

Opt.

Call

BBB+

12,080,025

270

Metropolitan

Water

Reclamation

District

of

Greater

Chicago,

4.000%,

12/01/51,

(UB)

(4)

12/31

at

100.00

N/R

285,981

1,838

Plano,

Illinois,

Special

Tax

Bonds,

Special

Service

Area

1

&

2

Lakewood

Springs

Project,

Refunding

Series

2014,

5.000%,

3/01/34

-

AGM

Insured

3/24

at

100.00

AA

1,905,216

845

Quad

Cities

Regional

Economic

Development

Authority,

Illinois,

Revenue

Bonds,

Augustana

College,

Series

2012,

4.750%,

10/01/29

10/22

at

100.00

Baa1

850,814

4,450

Regional

Transportation

Authority,

Cook,

DuPage,

Kane,

Lake,

McHenry

and

Will

Counties,

Illinois,

General

Obligation

Bonds,

Series

2001A,

6.000%,

7/01/27

-

FGIC

Insured

No

Opt.

Call

AA+

5,085,594

3,000

Sales

Tax

Securitization

Corporation,

Illinois,

Sales

Tax

Securitzation

Bonds,

Second

Lien

Series

2020A,

5.000%,

1/01/30

No

Opt.

Call

AA-

3,461,070

1,000

Sales

Tax

Securitization

Corporation,

Illinois,

Sales

Tax

Securitzation

Bonds,

Series

2018A,

5.000%,

1/01/36

1/28

at

100.00

AA-

1,112,380

Springfield,

Illinois,

Electric

Revenue

Bonds,

Refunding

Senior

Lien

Series

2015:

15,530

4.000%,

3/01/40

-

AGM

Insured

3/25

at

100.00

AA

15,853,490

3,485

5.000%,

3/01/40

-

AGM

Insured

3/25

at

100.00

AA

3,708,423

5,000

University

of

Illinois,

Auxiliary

Facilities

System

Revenue

Bonds,

Series

2013A,

4.000%,

4/01/32

4/23

at

100.00

A+

5,082,450

7,405

University

of

Illinois,

Health

Services

Facilities

System

Revenue

Bonds,

Series

2013,

6.000%,

10/01/42

10/23

at

100.00

A-

7,817,681

516,946

Total

Illinois

526,710,234

Indiana

-

1.4%

2,000

Gary

Local

Public

Improvement

Bond

Bank,

Indiana,

Economic

Development

Revenue

Bonds,

Drexel

Foundation

for

Educational

Excellence

Project,

Refunding

Series

2020A,

5.875%,

6/01/55,

144A

6/30

at

100.00

N/R

2,007,520

6,495

IIndiana

Finance

Authority,

Hospital

Revenue

Bonds,

Parkview

Health,

Series

2018A,

5.000%,

11/01/43

11/28

at

100.00

AA-

7,467,951

825

Indiana

Finance

Authority,

Educational

Facilities

Revenue

Bonds,

Circle

City

Preparatory

Inc.

Project,

Series

2021A,

5.000%,

12/01/40

12/27

at

103.00

N/R

814,110

Nuveen

All-American

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

56

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Indiana

(continued)

Indiana

Finance

Authority,

Educational

Facilities

Revenue

Bonds,

Lighthouse

Academies

of

Northwest

Indiana

Inc.

Project,

Series

2016:

$

3,710

7.000%,

12/01/34,

144A

12/24

at

100.00

N/R

$

3,846,417

6,075

7.250%,

12/01/44,

144A

12/24

at

100.00

N/R

6,282,400

5,000

Indiana

Finance

Authority,

Educational

Facilities

Revenue

Bonds,

Rose

Hulman

Institute

Of

Technology

Project,

Series

2018,

4.000%,

6/01/44

12/28

at

100.00

A2

5,278,300

5,000

Indiana

Finance

Authority,

Educational

Facilities

Revenue

Bonds,

Rose

Hulman

Institute

Of

Technology

Project,

Series

2020A,

4.000%,

6/01/50

6/30

at

100.00

A2

5,211,100

1,640

Indiana

Finance

Authority,

Educational

Facilities

Revenue

Bonds,

Valparaiso

University

Project,

Series

2014,

5.000%,

10/01/39

10/24

at

100.00

Baa1

1,736,989

2,830

Indiana

Finance

Authority,

Educational

Facilities

Revenue

Bonds,

Victory

College

Prep

Project,

Series

2021A,

4.500%,

12/01/55,

144A

12/27

at

103.00

N/R

2,468,100

640

Indiana

Finance

Authority,

Environmental

Improvement

Revenue

Bonds,

United

States

Steel

Corporation

Project,

Refunding

Series

2021A,

4.125%,

12/01/26

No

Opt.

Call

B-

662,042

15,205

Indiana

Finance

Authority,

Wastewater

Utility

Revenue

Bonds,

CWA

Authority

Project,

First

Lien

Green

Series

2016A,

5.000%,

10/01/46

10/26

at

100.00

AA

16,853,070

8,000

Indiana

Finance

Authority,

Wastewater

Utility

Revenue

Bonds,

CWA

Authority

Project,

Series

2014A,

5.000%,

10/01/40

10/24

at

100.00

AA

8,541,040

2,200

Indiana

Health

and

Educational

Facilities

Financing

Authority,

Revenue

Bonds,

Ascension

Health,

Series

2006B-7,

5.000%,

11/15/46

11/26

at

100.00

AA+

2,438,832

Indianapolis

Local

Public

Improvement

Bond

Bank,

Indiana,

Community

Justice

Campus

Bonds,

Courthouse

&

Jail

Project,

Series

2019A:

6,490

5.000%,

2/01/44

2/29

at

100.00

AAA

7,397,626

23,520

5.000%,

2/01/49

2/29

at

100.00

AAA

26,581,834

Valparaiso,

Indiana,

Exempt

Faciltiies

Revenue

Bonds,

Pratt

Paper

LLC

Project,

Series

2013:

140

5.875%,

1/01/24,

(AMT)

No

Opt.

Call

N/R

144,803

9,185

7.000%,

1/01/44,

(AMT)

1/24

at

100.00

N/R

9,756,583

98,955

Total

Indiana

107,488,717

Iowa

-

0.4%

4,000

Iowa

Finance

Authority,

Health

Facilities

Revenue

Bonds,

UnityPoint

Health,  Series

2016E,

4.000%,

8/15/46

2/26

at

100.00

AA-

4,160,720

2,000

Iowa

Finance

Authority,

Iowa,

Midwestern

Disaster

Area

Revenue

Bonds,

Alcoa

Inc.

Project,

Series

2012,

4.750%,

8/01/42

8/22

at

100.00

BBB-

2,010,900

10,375

Iowa

Finance

Authority,

Iowa,

Midwestern

Disaster

Area

Revenue

Bonds,

Iowa

Fertilizer

Company

Project,

Series

2013,

5.250%,

12/01/25

12/23

at

100.00

BB-

10,746,010

3,920

Iowa

Finance

Authority,

Iowa,

Midwestern

Disaster

Area

Revenue

Bonds,

Iowa

Fertilizer

Company

Project,

Series

2018A,

5.250%,

12/01/50,

(Mandatory

Put

12/01/33)

12/22

at

103.00

BB-

4,089,031

71,525

Iowa

Tobacco

Settlement

Authority,

Tobacco

Settlement

Asset-Backed

Bonds,

Class

2

Capital

Appreciation

Senior

Lien

Series

2021B-2,

0.000%,

6/01/65

6/31

at

25.58

N/R

9,233,162

91,820

Total

Iowa

30,239,823

Kansas

-

0.1%

Hutchinson,

Kansas,

Hospital

Facilities

Revenue

Bonds,

Hutchinson

Regional

Medical

Center,

Inc.,

Series

2016:

1,500

5.000%,

12/01/36

12/26

at

100.00

Ba1

1,588,170

1,320

5.000%,

12/01/41

12/26

at

100.00

Ba1

1,392,389

57

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Kansas

(continued)

Overland

Park

Development

Corporation,

Kansas,

Revenue

Bonds,

Convention

Center

Hotel,

Refunding

&

improvement

Series

2019:

$

1,500

5.000%,

3/01/44

3/29

at

100.00

BB-

$

1,476,630

3,500

5.000%,

3/01/49

3/29

at

100.00

BB-

3,426,640

7,820

Total

Kansas

7,883,829

Kentucky

-

1.1%

230

Ashland,

Kentucky,

Medical

Center

Revenue

Bonds,

Ashland

Hospital

Corporation

d/b/a

King's

Daughters

Medical

Center

Project,

Refunding

Series

2019,

4.000%,

2/01/35

2/30

at

100.00

BBB+

243,285

10,000

Carroll

County,

Kentucky,

Environmental

Facilities

Revenue

Bonds,

Kentucky

Utilities

Company

Project,

Refunding

Series

2006B,

2.125%,

10/01/34,

(AMT)

6/31

at

100.00

A1

8,701,100

Kentucky

Bond

Development

Corporation,

Transient

Room

Tax

Revenue

Bonds,

Lexington

Center

Corporation

Project,

Series

2018A:

2,545

5.000%,

9/01/43

9/28

at

100.00

A2

2,885,088

2,600

5.000%,

9/01/48

9/28

at

100.00

A2

2,916,420

6,565

Kentucky

Economic

Development

Finance

Authority,

Louisville

Arena

Project

Revenue

Bonds,

Louisville

Arena

Authority,

Inc.,

Series

2017A,

5.000%,

12/01/45

-

AGM

Insured,

(UB)

(4)

12/27

at

100.00

AA

7,468,081

Kentucky

Economic

Development

Finance

Authority,

Revenue

Bonds,

Next

Generation

Kentucky

Information

Highway

Project,

Senior

Series

2015A:

2,745

5.000%,

7/01/27

7/25

at

100.00

BBB+

2,949,805

2,100

5.000%,

7/01/33

7/25

at

100.00

BBB+

2,249,898

5,655

5.000%,

7/01/37

7/25

at

100.00

BBB+

6,066,175

2,175

5.000%,

1/01/45

7/25

at

100.00

BBB+

2,329,316

Kentucky

Municipal

Power

Agency,

Power

System

Revenue

Bonds,

Prairie

State

Project,

Refunding

Series

2020A.

Forward

Delivery:

1,000

5.000%,

9/01/34

9/29

at

100.00

Baa1

1,135,950

725

5.000%,

9/01/35

9/29

at

100.00

Baa1

821,251

Kentucky

State

Property

and

Buildings

Commission,

Revenue

Bonds,

Project

119,

Series

2018:

2,000

5.000%,

5/01/35

5/28

at

100.00

A1

2,260,360

2,500

5.000%,

5/01/36

5/28

at

100.00

A1

2,823,525

4,000

5.000%,

5/01/37

5/28

at

100.00

A1

4,514,200

Kentucky

State

Property

and

Buildings

Commission,

Revenue

Bonds,

Project

122,

Series

2019A:

1,000

4.000%,

11/01/35

11/28

at

100.00

A1

1,082,170

1,250

4.000%,

11/01/36

11/28

at

100.00

A1

1,351,575

760

Kentucky

State

University,

Certificates

of

Participation,

Series

2021,

4.000%,

11/01/46

-

BAM

Insured

11/31

at

100.00

AA

802,545

Louisville/Jefferson

County

Metro

Government,

Kentucky,

Health

System

Revenue

Bonds,

Norton

Healthcare

Inc,

Series

2016A:

5,735

5.000%,

10/01/31

10/26

at

100.00

A+

6,377,262

2,785

4.000%,

10/01/35

10/26

at

100.00

A+

2,962,711

5,415

Louisville/Jefferson

County

Metro

Government,

Kentucky,

Health

System

Revenue

Bonds,

Norton

Healthcare,

Inc.,

Series

2020A,

3.000%,

10/01/43

10/29

at

100.00

A+

4,951,801

12,750

Public

Energy

Authority

of

Kentucky,

Gas

Supply

Revenue

Bonds,

Series

2018A,

4.000%,

4/01/48,

(Mandatory

Put

4/01/24)

1/24

at

100.37

A2

13,131,990

Nuveen

All-American

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

58

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Kentucky

(continued)

$

8,000

Public

Energy

Authority

of

Kentucky,

Gas

Supply

Revenue

Bonds,

Series

2018C-2,

1.454%,

12/01/49,

(Mandatory

Put

6/01/25)

(1-Month

LIBOR*0.67%

reference

rate

+

1.300%

spread)

(6)

3/25

at

100.00

A1

$

8,071,600

82,535

Total

Kentucky

86,096,108

Louisiana

-

1.5%

Calcasieu

Parish

Memorial

Hospital

Service

District,

Louisiana,

Revenue

Bonds,

Lake

Charles

Memorial

Hospital,

Refunding

Series

2019:

2,770

5.000%,

12/01/25

No

Opt.

Call

BB

2,964,343

1,455

5.000%,

12/01/26

No

Opt.

Call

BB

1,580,188

1,525

5.000%,

12/01/27

No

Opt.

Call

BB

1,676,250

1,605

5.000%,

12/01/28

No

Opt.

Call

BB

1,783,139

2,930

5.000%,

12/01/29

No

Opt.

Call

BB

3,286,727

1,700

5.000%,

12/01/34

12/29

at

100.00

BB

1,866,600

2,625

5.000%,

12/01/39

12/29

at

100.00

BB

2,849,648

Louisiana

Publc

Facilities

Authority,

Lousiana,

Revenue

Bonds,

Ochsner

Clinic

Foundation

Project,

Series

2020A:

16,495

3.000%,

5/15/47,

(UB)

(4)

5/30

at

100.00

A

14,387,269

5,710

4.000%,

5/15/49,

(UB)

(4)

5/30

at

100.00

A

5,973,916

21,235

4.000%,

5/15/49

5/30

at

100.00

A

22,216,482

2,400

Louisiana

Publc

Facilities

Authority,

Lousiana,

Revenue

Bonds,

Tulane

University,

Refunding

Series

2020A,

4.000%,

4/01/50

4/30

at

100.00

A

2,503,008

23,975

Louisiana

Public

Facilities

Authority,

Dock

and

Wharf

Revenue

Bonds,

Impala

Warehousing

(US)

LLC

Project,

Series

2013,

6.500%,

7/01/36,

(AMT),

144A

7/23

at

100.00

N/R

24,677,228

2,030

Louisiana

Public

Facilities

Authority,

Revenue

Bonds,

Ochsner

Clinic

Foundation

Project,

Series

2015,

5.000%,

5/15/47

5/25

at

100.00

A

2,173,379

1,050

New

Orleans,

Louisiana,

Sewerage

Service

Revenue

Bonds,

Refunding

Series

2014,

5.000%,

6/01/44,

(Pre-refunded

6/01/24)

6/24

at

100.00

A

(7)

1,117,011

6,750

Port

New

Orleans

Board

of

Commissioners,

Louisiana,

Revenue

Bonds,

Port

Facilities,

Series

2020E,

5.000%,

4/01/47,

(AMT)

4/30

at

100.00

N/R

7,535,228

2,000

Saint

James

Parish,

Louisiana,

Revenue

Bonds,

NuStar

Logistics,

L.P.

Project,

Series

2008,

6.100%,

6/01/38,

(Mandatory

Put

6/01/30),

144A

No

Opt.

Call

BB-

2,366,160

500

Saint

James

Parish,

Louisiana,

Revenue

Bonds,

NuStar

Logistics,

L.P.

Project,

Series

2010,

6.350%,

7/01/40,

144A

6/30

at

100.00

BB-

592,540

6,425

Saint

James

Parish,

Louisiana,

Revenue

Bonds,

NuStar

Logistics,

L.P.

Project,

Series

2010B,

6.100%,

12/01/40,

(Mandatory

Put

6/01/30),

144A

No

Opt.

Call

BB-

7,601,289

2,930

Saint

James

Parish,

Louisiana,

Revenue

Bonds,

NuStar

Logistics,

L.P.

Project,

Series

2011,

5.850%,

8/01/41,

(Mandatory

Put

6/01/25),

144A

No

Opt.

Call

BB-

3,161,323

4,000

Saint

John

the

Baptist

Parish,

Louisiana,

Revenue

Bonds,

Marathon

Oil

Corporation

Project,

Refunding

Series

2017A-1,

2.000%,

6/01/37,

(Mandatory

Put

4/01/23)

No

Opt.

Call

BBB-

3,980,120

1,650

Saint

John

the

Baptist

Parish,

Louisiana,

Revenue

Bonds,

Marathon

Oil

Corporation

Project,

Refunding

Series

2017A-3,

2.200%,

6/01/37,

(Mandatory

Put

7/01/26)

No

Opt.

Call

BBB-

1,597,744

1,135

Shreveport,

Louisiana,

Water

and

Sewer

Revenue

Bonds,

Junior

Lien

Series

2019B,

4.000%,

12/01/49

-

AGM

Insured

12/28

at

100.00

AA

1,192,193

1,225

Tangipahoa

Parish

Hospital

Service

District

1,

Louisiana,

Hospital

Revenue

Bonds,

North

Oaks

Health

System

Project,

Refunding

Series

2021,

4.000%,

2/01/38

2/31

at

100.00

N/R

1,294,604

114,120

Total

Louisiana

118,376,389

59

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Maine

-

0.1%

Maine

Health

and

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

MaineHealth

Issue,

Series

2020A:

$

2,355

4.000%,

7/01/45

7/30

at

100.00

A+

$

2,489,329

2,755

4.000%,

7/01/50

7/30

at

100.00

A+

2,900,685

1,420

Maine

State

Housing

Authority,

Single

Family

Mortgage

Purchase

Bonds,

Social

Series

2021C,

2.300%,

11/15/46,

(UB)

11/30

at

100.00

AA+

1,125,719

Portland,

Maine,

General

Airport

Revenue

Bonds,

Refunding

Series

2013:

460

5.000%,

7/01/26

7/23

at

100.00

BBB+

476,799

1,000

5.000%,

7/01/27

7/23

at

100.00

BBB+

1,034,640

7,990

Total

Maine

8,027,172

Maryland

-

0.8%

10,000

Baltimore,

Maryland,

Convention

Center

Hotel

Revenue

Bonds,

Refunding

Series

2017,

5.000%,

9/01/39

9/27

at

100.00

CCC

10,148,300

1,030

Frederick

County,

Maryland,

Special

Tax

Limited

Obligation

Bonds,

Jefferson

Technology

Park

Project,

Refunding

Series

2020A,

5.000%,

7/01/43,

144A

7/30

at

102.00

N/R

1,092,655

735

Frederick

County,

Maryland,

Tax

Increment

and

Special

Tax

Limited

Obligation

Bonds,

Jefferson

Technology

Park

Project,

Refunding

Series

2020B,

4.625%,

7/01/43,

144A

7/30

at

102.00

N/R

787,295

2,000

Maryland

Community

Development

Administration,

2.150%,

9/01/43,

(UB)

3/30

at

100.00

Aa1

1,566,220

3,360

Maryland

Community

Development

Administration

Department

of

Housing

and

Community

Development,

Residential

Revenue

Bonds,

Series

2021B,

2.100%,

9/01/41,

(UB)

(4)

3/30

at

100.00

Aa1

2,727,917

4,090

Maryland

Department

of

Transportation,

Special

Transportation

Project

Revenue

Bonds,

Baltimore/Washington

International

Thurgood

Marshall

Airport,

Series

2021B,

4.000%,

8/01/51,

(AMT)

8/31

at

100.00

A1

4,208,774

Maryland

Economic

Development

Corporation

Economic

Development

Revenue

Bonds,

Terminal

Project,  Series

2019A:

450

5.000%,

6/01/44,

(AMT)

6/29

at

100.00

Baa3

497,830

900

5.000%,

6/01/49,

(AMT)

6/29

at

100.00

Baa3

989,910

3,885

Maryland

Economic

Development

Corporation,

Port

Facilities

Revenue

Bonds,

CNX

Marine

Terminals

Inc.

Port

of

Baltimore

Facility,

Refunding

Series

2010,

5.750%,

9/01/25

5/22

at

100.00

BB-

3,921,558

Maryland

Health

and

HIgher

Educational

Facilities

Authority,

Revenue

Bonds,

Greater

Baltimore

Medical

Center,

Series

2021A:

5,860

3.000%,

7/01/46,

(UB)

(4)

7/31

at

100.00

A+

5,224,307

4,140

2.500%,

7/01/51,

(UB)

(4)

7/31

at

100.00

N/R

3,152,900

14,350

Maryland

Health

and

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

MedStar

Health

Issue,

Series

2015,

5.000%,

8/15/42,

(UB)

(4)

2/25

at

100.00

A

15,417,496

3,405

Maryland

Stadium

Authority

Built

to

Learn

Revenue,

4.000%,

6/01/51,

(UB)

(4)

6/31

at

100.00

AA

3,561,868

6,595

Maryland

Stadium

Authority,

Lease

Revenue

Bonds,

Built

To

Learn,

Series

2021,

4.000%,

6/01/46,

(UB)

(4)

6/31

at

100.00

N/R

6,929,037

60,800

Total

Maryland

60,226,067

Massachusetts

-

2.4%

10,000

Attleboro,

Massachusetts,

General

Obligation

Bonds,

School

Project,

Series

2020,

2.625%,

10/15/50,

(UB)

(4)

10/28

at

100.00

AA

8,084,500

8,620

Massachusetts

Bay

Transportation

Authority,

Sales

Tax

Revenue

Bonds,

Senior

Lien

Capital

Appreciation

Series

2016A,

0.000%,

7/01/32

7/26

at

85.54

AA

6,471,465

Nuveen

All-American

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

60

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Massachusetts

(continued)

$

1,000

Massachusetts

Development

Finance

Agency

Revenue

Refunding

Bonds,

NewBridge

on

the

Charles,

Inc.

Issue,

Series

2017,

5.000%,

10/01/57,

144A

10/22

at

105.00

BB+

$

1,062,560

4,350

Massachusetts

Development

Finance

Agency,

Health

Care

Facility

Revenue

Bonds,

Adventcare

Project,

Series

2007A,

0.000%,

10/15/37

(8)

5/22

at

100.00

N/R

1,696,500

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Beth

Israel

Lahey

Health

Issue,

Series

2019K:

1,315

5.000%,

7/01/31

7/29

at

100.00

A

1,527,162

1,250

5.000%,

7/01/32

7/29

at

100.00

A

1,449,600

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Boston

Medical

Center

Issue,

Series

2016E:

1,200

5.000%,

7/01/35

7/26

at

100.00

BBB

1,310,544

5,590

5.000%,

7/01/37

7/26

at

100.00

BBB

6,089,690

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

CareGroup

Issue,

Series

2018J-2:

10,000

5.000%,

7/01/43

7/28

at

100.00

A

11,359,600

6,750

5.000%,

7/01/53

7/28

at

100.00

A

7,603,875

10,410

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Emerson

College,

Series

2016A,

5.000%,

1/01/47

1/27

at

100.00

BBB+

11,189,813

1,500

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Emmanuel

College,

Series

2016A,

5.000%,

10/01/43

10/26

at

100.00

Baa2

1,626,255

1,035

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Loomis

Communities,

Series

2013A,

4.875%,

1/01/24

1/23

at

100.00

BBB

1,060,482

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Southcoast

Health

System

Obligated

Group

Issue,

Series

2021G:

1,400

4.000%,

7/01/46

7/31

at

100.00

A-

1,444,450

355

5.000%,

7/01/50

7/31

at

100.00

A-

413,398

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Wellforce

Issue,

Series

2019A:

2,500

5.000%,

7/01/39

1/29

at

100.00

BBB+

2,816,750

10,165

5.000%,

7/01/44

1/29

at

100.00

BBB+

11,378,091

920

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Wellforce

Issue,

Series

2020C,

4.000%,

10/01/45

-

AGM

Insured

10/30

at

100.00

AA

986,626

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Woods

Hole

Oceanographic

Institution,

Series

2018:

3,490

5.000%,

6/01/43

6/28

at

100.00

AA-

4,020,794

6,210

5.000%,

6/01/48

6/28

at

100.00

AA-

7,112,003

18,045

Massachusetts

Port

Authority,

Revenue

Bonds,

Refunding

Series

2016B,

5.000%,

7/01/43,

(AMT)

7/26

at

100.00

Aa2

19,573,592

Massachusetts

Port

Authority,

Revenue

Bonds,

Series

2021E:

12,000

5.000%,

7/01/46,

(AMT)

7/31

at

100.00

Aa2

13,569,360

7,500

5.000%,

7/01/51,

(AMT)

7/31

at

100.00

Aa2

8,444,700

3,010

Massachusetts

State,

General

Obligation

Bonds,

Consolidated

Loan,

Series

2016A,

5.000%,

3/01/46

3/24

at

100.00

Aa1

3,173,383

5,000

Massachusetts

State,

General

Obligation

Bonds,

Consolidated

Loan,

Series

2017F,

5.000%,

11/01/43

11/27

at

100.00

Aa1

5,620,700

17,275

Massachusetts

State,

General

Obligation

Bonds,

Consolidated

Loan,

Series

2020C,

3.000%,

3/01/47,

(UB)

(4)

3/30

at

100.00

Aa1

15,982,657

61

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Massachusetts

(continued)

Massachusetts

State,

General

Obligation

Bonds,

Consolidated

Loan,

Series

2021B:

$

3,905

3.000%,

4/01/47

4/31

at

100.00

Aa1

$

3,612,320

9,955

3.000%,

4/01/48

4/31

at

100.00

N/R

9,166,962

11,910

3.000%,

4/01/49

4/31

at

100.00

Aa1

10,925,639

10,000

2.125%,

4/01/51,

(UB)

4/31

at

100.00

Aa1

7,393,900

186,660

Total

Massachusetts

186,167,371

Michigan

-

1.3%

2,000

Detroit,

Wayne

County,

Michigan,

General

Obligation

Bonds,

Social

Bond

Series

2021A,

5.000%,

4/01/46

4/31

at

100.00

BB-

2,146,260

4,965

Gerald

R.

Ford

International

Airport

Authority,

Kent

County,

Michigan,

Revenue

Bonds,

Limited

Tax

General

Obligation

Series

2021,

5.000%,

1/01/51,

(AMT)

1/32

at

100.00

N/R

5,654,341

8,385

Grand

Traverse

County

Hospital

Finance

Authority,

Michigan,

Revenue

Bonds,

Munson

Healthcare,

Refunding

Series

2021,

3.000%,

7/01/51,

(UB)

(4)

7/31

at

100.00

AA

7,415,359

3,755

Lansing

Community

College,

Michigan,

General

Obligation

Bonds,

College

Building

&

Site,

Limited

Tax

Series

2019,

3.000%,

5/01/49

5/29

at

100.00

AA

3,583,885

2,485

Michigan

Finance

Authority,

Distributable

State

Aid

Revenue

Bonds,

Charter

County

of

Wayne

Criminal

Justice

Center

Project,

Senior

Lien

Series

2018,

5.000%,

11/01/43

11/28

at

100.00

Aa3

2,836,230

Michigan

Finance

Authority,

Distributable

State

Aid

Revenue

Bonds,

Charter

County

of

Wayne,

Second

Lien

Refunding

Series

2020:

2,500

4.000%,

11/01/45

11/30

at

100.00

AA

2,690,400

9,730

4.000%,

11/01/50,

(UB)

(4)

11/30

at

100.00

AA

10,413,143

Michigan

Finance

Authority,

Hospital

Revenue

Bonds,

McLaren

Health

Care,

Refunding

Series

2019A:

16,670

4.000%,

2/15/47

8/29

at

100.00

AA-

17,661,865

8,570

4.000%,

2/15/50

8/29

at

100.00

AA-

9,061,061

Michigan

Finance

Authority,

Michigan,

Revenue

Bonds,

Trinity

Health

Credit

Group,

Refunding

Series

2016MI:

9,970

5.000%,

12/01/45

6/26

at

100.00

AA-

10,857,330

145

5.000%,

12/01/45,

(Pre-refunded

6/01/26)

6/26

at

100.00

N/R

(7)

161,834

2,750

Michigan

Finance

Authority,

Tobacco

Settlement

Asset-

Backed

Bonds,

2007

Sold

Tobacco

Receipts,

Series

2020A-CL-1,

4.000%,

6/01/49

12/30

at

100.00

BBB+

2,808,767

76,205

Michigan

Finance

Authority,

Tobacco

Settlement

Asset-

Backed

Bonds,

2007

Sold

Tobacco

Receipts,

Series

2020B2-CL2,

0.000%,

6/01/65

12/30

at

18.38

N/R

9,220,043

1,250

Michigan

Public

Educational

Facilities

Authority,

Limited

Obligation

Revenue

Bonds,  Chandler

Park

Academy

Project,

Series

2008,

6.500%,

11/01/35

5/22

at

100.00

BBB-

1,251,362

13,500

Michigan

State

Building

Authority,

Revenue

Bonds,

Facilities

Program,

Refunding

Series

2020-I,

3.000%,

10/15/51,

(UB)

(4)

10/31

at

100.00

Aa2

12,350,880

5,000

Royal

Oak

Hospital

Finance

Authority,

Michigan,

Hospital

Revenue

Bonds,

William

Beaumont

Hospital

Obligated

Group,

Refunding

Series

2014D,

5.000%,

9/01/39

3/24

at

100.00

A+

5,237,900

167,880

Total

Michigan

103,350,660

Minnesota

-

1.0%

310

Baytown

Township,

Minnesota

Charter

School

Lease

Revenue

Bonds,

Saint

Croix

Preparatory

Academy,

Refunding

Series

2016A,

4.000%,

8/01/41

8/26

at

100.00

BB+

310,719

Nuveen

All-American

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

62

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Minnesota

(continued)

City

of

Ham

Lake,

Minnesota,

Charter

School

Lease

Revenue

Bonds,

DaVinci

Academy

Project,

Series

2016A:

$

150

5.000%,

7/01/36

7/24

at

102.00

N/R

$

156,945

270

5.000%,

7/01/47

7/24

at

102.00

N/R

279,674

4,050

City

of

Milaca,

Minnesota

Refunding

Revenue

Bonds,

Grandview

Christian

Home

Project,

Series

2016,

5.000%,

10/01/51

10/24

at

102.00

N/R

4,031,370

Columbus,

Minnesota,

Senior

Housing

Revenue

Bonds,

Richfield

Senior

Housing,

Inc.,

Refunding

Series

2015:

250

5.250%,

1/01/40

1/23

at

100.00

N/R

218,065

675

5.250%,

1/01/46

1/23

at

100.00

N/R

562,538

Dakota

County

Community

Development

Agency,

Minnesota,

Senior

Housing

Revenue

Bonds,

Walker

Highview

Hills

LLC

Project,

Refunding

Series

2016A:

1,555

5.000%,

8/01/46,

144A

8/22

at

100.00

N/R

1,559,712

1,250

5.000%,

8/01/51,

144A

8/22

at

100.00

N/R

1,253,575

Forest

Lake,

Minnesota

Charter

School

Lease

Revenue

Bonds,

North

Lakes

Academy,

Refunding

Series

2021A:

3,295

5.000%,

7/01/41

7/31

at

100.00

N/R

3,353,322

11,160

5.000%,

7/01/56

7/31

at

100.00

N/R

11,140,916

2,575

Ham

Lake,

Minnesota

Charter

School

Lease

Revenue

Bonds,

Parnassus

Preparatory

School

Project,

Series

2016A,

5.000%,

11/01/47

11/26

at

100.00

BB

2,685,957

2,250

Minnesota

Higher

Education

Facilities

Authority,

Revenue

Bonds,

Saint

Catherine

University,

Refunding

Series

2018A,

5.000%,

10/01/45

10/28

at

100.00

Baa1

2,482,043

5,503

Minnesota

Housing

Finance

Agency,

Homeownership

Finance

Bonds,

Mortgage-Backed

Securities

Program,

Series

2017E,

2.850%,

6/01/47

7/26

at

100.00

Aaa

5,502,758

14,528

Minnesota

Housing

Finance

Agency,

Homeownership

Finance

Bonds,

Mortgage-Backed

Securities

Program,

Series

2017G,

2.650%,

10/01/47

1/27

at

100.00

Aaa

14,491,086

500

Saint

Paul

Housing

&

Redevelopment

Authority,

Minnesota,

Charter

School

Lease

Revenue

Bonds,

Nova

Classical

Academy,

Series

2016A,

4.125%,

9/01/47

9/24

at

102.00

BB+

496,475

1,000

Saint

Paul

Housing

and

Redevelopment

Authority,

Minnesota,

Health

Care

Revenue

Bonds,

Fairview

Health

Services,

Series

2017A,

5.000%,

11/15/47

11/27

at

100.00

A+

1,111,730

16,825

Saint

Paul

Port

Authority,

Minnesota,

Solid

Waste

Disposal

Revenue

Bonds,

Gerdau

Saint

Paul

Steel

Mill

Project,

Series

2012-7,

4.500%,

10/01/37,

(AMT),

144A

10/22

at

100.00

BBB-

16,876,653

St.

Paul

Housing

and

Redevelopment

Authority,

Minnesota,

Hospital

Revenue

Bonds,

HealthEast

Inc.,

Series

2015A:

2,500

5.000%,

11/15/27,

(Pre-refunded

11/15/25)

11/25

at

100.00

N/R

(7)

2,755,750

235

5.000%,

11/15/44,

(Pre-refunded

11/15/25)

11/25

at

100.00

N/R

(7)

259,040

3,750

Western

Minnesota

Municipal

Power

Agency,

Minnesota,

Power

Supply

Revenue

Bonds,

Series

2014A,

5.000%,

1/01/46,

(Pre-refunded

1/01/24)

1/24

at

100.00

Aa3

(7)

3,955,575

72,631

Total

Minnesota

73,483,903

Mississippi

-

0.3%

1,290

Mississippi

Business

Finance

Corporation,

Revenue

Bonds,

System

Energy

Resources,

Inc.

Project,

Refunding

Series

2021,

2.375%,

6/01/44,

(UB)

(4)

6/26

at

100.00

A

1,003,336

5,000

Mississippi

Development

Bank,

Special

Obligation

Bonds,

Gulfport

Water

and

Sewer

System

Project,

Series

2005,

5.250%,

7/01/24

-

AGM

Insured,

(ETM)

No

Opt.

Call

AA

(7)

5,211,950

1,000

Mississippi

State,

Gaming

Tax

Revenue

Bonds,

Series

2015E,

5.000%,

10/15/35

10/25

at

100.00

A+

1,091,040

63

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Mississippi

(continued)

Mississippi

State,

Gaming

Tax

Revenue

Bonds,

Series

2019A:

$

3,255

5.000%,

10/15/31

10/28

at

100.00

A+

$

3,754,740

2,415

5.000%,

10/15/32

10/28

at

100.00

A+

2,781,935

1,030

5.000%,

10/15/33

10/28

at

100.00

A+

1,185,705

2,450

5.000%,

10/15/36

10/28

at

100.00

A+

2,813,017

7,000

4.000%,

10/15/38

10/28

at

100.00

A+

7,466,340

1,300

University

of

Mississippi

Educational

Building

Corporation,

Revenue

Bonds,

Facilities

Refinancing

Project,

Refunding

Series

2019A,

3.000%,

10/01/34

10/29

at

100.00

Aa2

1,309,997

24,740

Total

Mississippi

26,618,060

Missouri

-

3.1%

3,185

Bi-State

Development

Agency,

Missouri,

Bi-State

MetroLink

District,

St

Clair

County

Metrolink

Extension

Project

Bonds,

Refunding

Series

2006,

5.250%,

7/01/27

-

AGM

Insured

No

Opt.

Call

AA

3,667,973

Cape

Girardeau

County

Industrial

Development

Authority,

Missouri,

Health

Facilities

Revenue

Bonds,

Southeasthealth,

Series

2021:

645

4.000%,

3/01/41

3/31

at

100.00

BBB-

666,685

2,005

3.000%,

3/01/46

3/31

at

100.00

BBB-

1,728,330

530

4.000%,

3/01/46

3/31

at

100.00

BBB-

543,065

2,500

Jackson

County

Reorganized

School

District

4,

Blue

Springs,

Missouri,

General

Obligation

Bonds,

School

Building

Series

2018A,

6.000%,

3/01/38

3/29

at

100.00

AA+

3,096,175

5,000

Kansas

City

Industrial

Development

Authority,

Missouri,

Airport

Special

Obligation

Bonds,

Kansas

City

International

Airport

Terminal

Modernization

Project,

Series

2019A,

5.000%,

3/01/44,

(AMT)

3/29

at

100.00

A2

5,502,050

Kansas

City

Industrial

Development

Authority,

Missouri,

Airport

Special

Obligation

Bonds,

Kansas

City

International

Airport

Terminal

Modernization

Project,

Series

2019B:

18,000

5.000%,

3/01/46,

(AMT)

3/29

at

100.00

A2

19,721,520

42,615

5.000%,

3/01/54,

(AMT)

3/29

at

100.00

A2

46,458,021

2,475

5.000%,

3/01/55

-

AGM

Insured,

(AMT)

3/29

at

100.00

AA

2,718,886

15,000

Missouri

Environmental

Improvement

and

Energy

Resources

Authority,

Revenue

Bonds,

Union

Electric

Company

Project,

Series

1998B,

2.900%,

9/01/33

7/27

at

102.00

A

14,961,900

8,935

Missouri

Health

and

Educational

Facilities

Authority,

Health

Facilities

Revenue

Bonds,

BJC

Health

System,

Series

2015A,

4.000%,

1/01/45

1/25

at

100.00

AA

9,300,620

11,000

Missouri

Health

and

Educational

Facilities

Authority,

Health

Facilities

Revenue

Bonds,

BJC

Health

System,

Series

2021A,

3.000%,

7/01/51,

(UB)

(4)

7/31

at

100.00

AA

10,002,300

Missouri

Health

and

Educational

Facilities

Authority,

Health

Facilities

Revenue

Bonds,

Mercy

Health,

Series

2020:

5,000

4.000%,

6/01/50

6/30

at

100.00

A+

5,269,400

18,620

3.000%,

6/01/53,

(UB)

(4)

6/30

at

100.00

A+

15,860,144

35,000

4.000%,

6/01/53,

(UB)

(4)

6/30

at

100.00

A+

36,795,850

6,227

Missouri

Housing

Development

Commission,

Single

Family

Mortgage

Revenue

Bonds,

First

Place

Homeownership

Loan

Program,

Series

2016D,

3.400%,

11/01/46

11/25

at

100.00

AA+

6,236,049

2,411

Missouri

Housing

Development

Commission,

Single

Family

Mortgage

Revenue

Bonds,

First

Place

Homeownership

Loan

Program,

Series

2017C,

3.300%,

12/01/47

2/27

at

100.00

AA+

2,408,448

2,250

Missouri

Joint

Municipal

Electric

Utility

Commission,

Power

Project

Revenue

Bonds,

Plum

Point

Project,

Refunding

Series

2014A,

5.000%,

1/01/28

1/25

at

100.00

A

2,410,943

Nuveen

All-American

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

64

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Missouri

(continued)

$

15,100

Missouri

Joint

Municipal

Electric

Utility

Commission,

Power

Project

Revenue

Bonds,

Plum

Point

Project,

Refunding

Series

2015A,

4.000%,

1/01/35

1/26

at

100.00

A

$

15,753,226

Saint

Louis

Municipal

Finance

Corporation,

Missouri,

Leasehold

Revenue

Bonds,

Convention

Center,

Expansion

&

Improvement

Projects

Series

2020:

2,500

5.000%,

10/01/40

-

AGM

Insured,

(UB)

(4)

10/30

at

100.00

AA

2,899,425

1,190

5.000%,

10/01/45

-

AGM

Insured,

(UB)

(4)

10/30

at

100.00

AA

1,363,752

5,770

5.000%,

10/01/49

-

AGM

Insured,

(UB)

(4)

10/30

at

100.00

AA

6,599,437

Saint

Louis

Municipal

Finance

Corporation,

Missouri,

Leasehold

Revenue

Bonds,

Convention

Center,

Series

2010A:

5,000

0.000%,

7/15/31

No

Opt.

Call

AA

3,742,250

7,000

0.000%,

7/15/32

No

Opt.

Call

AA

5,045,670

6,250

0.000%,

7/15/33

No

Opt.

Call

AA

4,333,000

7,000

0.000%,

7/15/34

No

Opt.

Call

AA

4,665,290

6,000

0.000%,

7/15/35

No

Opt.

Call

AA

3,840,960

2,000

0.000%,

7/15/36

No

Opt.

Call

AA

1,228,760

1,288

Saint

Louis,

Missouri,

Tax

Increment

Financing

Revenue

Bonds,

Fashion

Square

Redevelopment

Project,

Series

2008A,

6.300%,

8/22/26

9/22

at

100.00

N/R

437,920

1,349

Saint

Louis,

Missouri,

Tax

Increment

Financing

Revenue

Notes,

Marquette

Building

Redevelopment

Project,

Series

2008-A,

6.500%,

1/23/28

5/22

at

100.00

N/R

728,460

241,845

Total

Missouri

237,986,509

Montana

-

0.2%

1,910

Montana

Facility

Finance

Authority,

Healthcare

Facility

Revenue

Bonds,

Kalispell

Regional

Medical

Center,

Series

2018B,

5.000%,

7/01/43

7/28

at

100.00

BBB

2,099,205

2,505

Montana

Facility

Finance

Authority,

Montana,

Health

Facilities

Reveue

Bonds,

Bozeman

Deaconess

Health

Services

Obligated

Group,

Series

2018,

5.000%,

6/01/48

6/28

at

100.00

A

2,776,617

9,130

Montana

Facility

Finance

Authority,

Revenue

Bonds,

Billings

Clinic

Obligated

Group,

Series

2018A,

5.000%,

8/15/48

8/28

at

100.00

AA-

10,387,475

13,545

Total

Montana

15,263,297

Nebraska

-

0.8%

3,075

Central

Plains

Energy

Project,

Nebraska,

Gas

Project

3

Revenue

Bonds,

Refunding

Crossover

Series

2017A,

5.000%,

9/01/30

No

Opt.

Call

A

3,503,778

4,000

Central

Plains

Energy

Project,

Nebraska,

Gas

Project

3

Revenue

Bonds,

Series

2012,

5.000%,

9/01/42

9/22

at

100.00

A2

4,056,040

1,740

Douglas

County

Hospital

Authority

2,

Nebraska,

Health

Facilities

Revenue

Bonds,

Nebraska

Methodist

Health

System,

Refunding

Series

2015,

5.000%,

11/01/45

11/25

at

100.00

A

1,879,287

1,590

Douglas

County,

Nebraska,

Educational

Facilities

Revenue

Bonds,

Creighton

University

Projects,

Series

2021A,

3.000%,

7/01/51,

(UB)

(4)

1/32

at

100.00

A2

1,337,206

Omaha

Public

Power

District,

Nebraska,

Separate

Electric

System

Revenue

Bonds,

Nebraska

City

2,

Refunding

Series

2016A:

18,465

5.000%,

2/01/46,

(UB)

(4)

2/26

at

100.00

A+

20,126,481

10,000

5.000%,

2/01/49,

(UB)

(4)

2/26

at

100.00

A+

10,884,500

10,000

University

of

Nebraska

Facilities

Corporation,

Nebraska,

Facilities

Program

Bonds,

Green

Series

2021B,

3.000%,

7/15/54,

(UB)

(4)

7/31

at

100.00

Aa1

8,608,500

7,500

University

of

Nebraska

Facilities

Corporation,

Nebraska,

Facilities

Program

Bonds,

Series

2021A,

4.000%,

7/15/62,

(UB)

(4)

7/31

at

100.00

Aa1

8,016,975

56,370

Total

Nebraska

58,412,767

65

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Nevada

-

0.9%

Carson

City,

Nevada,

Hospital

Revenue

Bonds,

Carson

Tahoe

Regional

Healthcare

Project,

Series

2017A:

$

265

5.000%,

9/01/29

9/27

at

100.00

A-

$

294,683

750

5.000%,

9/01/30

9/27

at

100.00

A-

830,430

730

5.000%,

9/01/32

9/27

at

100.00

A-

804,051

1,965

5.000%,

9/01/42

9/27

at

100.00

A-

2,142,773

1,150

5.000%,

9/01/47

9/27

at

100.00

A-

1,248,095

13,600

Clark

County,

Nevada,

General

Obligation

Bonds,

Stadium

Improvement,

Limited

Tax

Additionally

Secured

by

Pledged

Revenues,

Series

2018A,

5.000%,

5/01/48

6/28

at

100.00

AA+

15,318,496

5,000

Clark

County,

Nevada,

Passenger

Facility

Charge

Revenue

Bonds,

Las

Vegas-McCarran

International

Airport,

Refunding

Series

2019E,

5.000%,

7/01/30

7/29

at

100.00

Aa3

5,803,400

4,765

Director

of

Nevada

State

Department

of

Business

&

Industry,

Environmental

Improvement

Revenue

Bonds,

Fulcrum

Sierra

Holdings

LLC,

Green

Series

2019,

5.750%,

2/15/38,

(AMT),

144A

8/29

at

100.00

N/R

4,232,702

2,515

Henderson

Public

Improvement

Trust,

Nevada,

Revenue

Bonds,

Touro

College

and

Unversity

System,

Series

2014A,

5.500%,

1/01/34

7/24

at

100.00

BBB-

2,650,181

Henderson,

Nevada,

Limited

Obligation

Bonds,

Local

Improvement

District

T-18

Inspirada,

Refunding

Series

2016:

1,125

4.000%,

9/01/25

No

Opt.

Call

N/R

1,161,124

1,800

4.000%,

9/01/35

9/26

at

100.00

N/R

1,807,812

2,500

Las

Vegas

Convention

and

Visitors

Authority,

Nevada,

Convention

Center

Expansion

Revenue

Bonds,

Series

2018B,

4.000%,

7/01/49

7/28

at

100.00

Aa3

2,618,000

20,000

Las

Vegas

Valley

Water

District,

Nevada,

General

Obligation

Bonds,

Refunding

Water

Improvement

Series

2016A,

5.000%,

6/01/46,

(UB)

(4)

6/26

at

100.00

Aa1

21,887,200

Las

Vegas,

Nevada,

Local

Improvement

Bonds,

Special

Improvement

District

607

Providence,

Refunding

Series

2013:

245

5.000%,

6/01/23

No

Opt.

Call

N/R

252,272

200

4.250%,

6/01/24

6/23

at

103.00

N/R

206,852

1,650

Las

Vegas,

Nevada,

Local

Improvement

Bonds,

Special

Improvement

District

812

Summerlin

Village

24,

Series

2015,

5.000%,

12/01/31

12/25

at

100.00

N/R

1,729,282

1,765

Las

Vegas,

Nevada,

Local

Improvement

Bonds,

Special

Improvement

District

816

Summerlin

Village

22,

Series

2021,

3.000%,

6/01/41

6/31

at

100.00

N/R

1,496,561

Sparks,

Nevada,

Sales

Tax

Revenue

Bonds,

Tourism

Improvement

District

1

Legends

at

Sparks

Marina,

Refunding

Senior

Series

2019A:

330

2.500%,

6/15/24,

144A

No

Opt.

Call

Ba2

327,825

790

2.750%,

6/15/28,

144A

No

Opt.

Call

Ba2

769,018

61,145

Total

Nevada

65,580,757

New

Hampshire

-

0.6%

8,558

National

Finance

Authority,

New

Hampshire,

Municipal

Certificates

Series

2020-1

Class

A,

4.125%,

1/20/34

No

Opt.

Call

BBB

9,143,719

8,170

National

Finance

Authority,

New

Hampshire,

Resource

Recovery

Revenue

Bonds,

Covanta

Project,

Refunding

Series

2018C,

4.875%,

11/01/42,

(AMT),

144A

7/23

at

100.00

B1

8,260,197

4,420

National

Finance

Authority,

New

Hampshire,

Resource

Recovery

Revenue

Bonds,

Covanta

Project,

Refunding

Series

2020B,

3.750%,

7/01/45,

(AMT),

(Mandatory

Put

7/02/40),

144A

7/25

at

100.00

B1

4,277,632

Nuveen

All-American

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

66

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

New

Hampshire

(continued)

New

Hampshire

Health

and

Education

Facilities

Authority,

Revenue

Bonds,

Dartmouth-Hitchcock

Obligated

Group,

Series

2018A:

$

1,000

5.000%,

8/01/34

2/28

at

100.00

A

$

1,144,480

725

5.000%,

8/01/36

2/28

at

100.00

A

829,371

17,040

New

Hampshire

Health

and

Education

Facilities

Authority,

Revenue

Bonds,

Dartmouth-Hitchcock

Obligated

Group,

Series

2020A,

5.000%,

8/01/59

No

Opt.

Call

A

21,926,220

39,913

Total

New

Hampshire

45,581,619

New

Jersey

-

3.1%

4,510

Camden

County

Improvement

Authority,

New

Jersey,

Health

Care

Redevelopment

Revenue

Bonds,

Cooper

Health

System

Obligated

Group

Issue,

Series

2013A,

5.750%,

2/15/42

2/23

at

100.00

BBB+

4,641,286

5,500

Delaware

River

Port

Authority,

New

Jersey

and

Pennsylvania,

Revenue

Bonds,

Series

2018A,

5.000%,

1/01/39

1/29

at

100.00

A+

6,334,955

Essex

County

Improvement

Authority,

New

Jersey,

Friends

of

TEAM

Charter

Schools

Inc

-2021

Project,

Social

Series

2021:

1,100

4.000%,

6/15/51

6/31

at

100.00

BBB

1,121,208

3,030

4.000%,

6/15/56

6/31

at

100.00

BBB

3,074,723

3,215

New

Jersey

Economic

Development

Authority,

Revenue

Bonds,

Motor

Vehicle

Surcharge,

Refunding

Subordinate

Series

2017A,

4.000%,

7/01/34

7/27

at

100.00

Baa3

3,342,603

9,090

New

Jersey

Economic

Development

Authority,

School

Facilities

Construction

Bonds,

Series

2016AAA,

5.500%,

6/15/29

12/26

at

100.00

Baa1

10,238,794

New

Jersey

Economic

Development

Authority,

School

Facilities

Construction

Bonds,

Series

2019LLL:

5,500

5.000%,

6/15/36

12/29

at

100.00

Baa1

6,149,990

5,000

5.000%,

6/15/49

12/29

at

100.00

Baa1

5,494,450

New

Jersey

Economic

Development

Authority,

School

Facilities

Construction

Bonds,

Series

2019MMM:

1,155

5.000%,

6/15/34

12/29

at

100.00

Baa1

1,298,058

2,580

4.000%,

6/15/35

12/29

at

100.00

Baa1

2,691,147

1,665

4.000%,

6/15/36

12/29

at

100.00

Baa1

1,733,914

8,610

New

Jersey

Economic

Development

Authority,

School

Facilities

Construction

Bonds,

Social

Series

2021QQQ,

4.000%,

6/15/50

12/30

at

100.00

Baa1

8,747,502

New

Jersey

Economic

Development

Authority,

Special

Facilities

Revenue

Bonds,

Continental

Airlines

Inc.,

Series

1999:

530

5.125%,

9/15/23,

(AMT)

8/22

at

101.00

Ba3

540,812

1,650

5.250%,

9/15/29,

(AMT)

8/22

at

101.00

Ba3

1,679,172

2,255

New

Jersey

Economic

Development

Authority,

Special

Facilities

Revenue

Bonds,

Continental

Airlines

Inc.,

Series

2000A

&

2000B,

5.625%,

11/15/30,

(AMT)

3/24

at

101.00

Ba3

2,385,587

1,640

New

Jersey

Educational

Facilities

Authority,

Revenue

Bonds,

Stevens

Institute

of

Technology

Issue,

Green

Series

2020A,

4.000%,

7/01/50

7/30

at

100.00

BBB+

1,682,525

New

Jersey

Health

Care

Facilities

Authority,

Revenue

Bonds,

Atlanticare

Health

System

Obligated

Group

Issue,

Series

2021:

1,250

3.000%,

7/01/38

7/31

at

100.00

AA-

1,173,375

4,110

3.000%,

7/01/41

7/31

at

100.00

AA-

3,803,394

4,780

3.000%,

7/01/51

7/31

at

100.00

AA-

4,290,815

1,000

New

Jersey

Health

Care

Facilities

Financing

Authority,

Revenue

Bonds,

Princeton

HealthCare

System,

Series

2016A,

5.000%,

7/01/31

7/26

at

100.00

AA

1,113,410

67

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

New

Jersey

(continued)

New

Jersey

Health

Care

Facilities

Financing

Authority,

Revenue

Bonds,

RWJ

Barnabas

Health

Obligated

Group,

Series

2021A:

$

12,465

3.000%,

7/01/51

7/31

at

100.00

N/R

$

11,408,217

1,250

4.000%,

7/01/51

7/31

at

100.00

N/R

1,325,338

4,500

New

Jersey

Health

Care

Facilities

Financing

Authority,

Revenue

Bonds,

Saint

Joseph's

Healthcare

System

Obligated

Group

Issue,

Refunding

Series

2016,

4.000%,

7/01/48

7/26

at

100.00

BBB-

4,708,080

1,460

New

Jersey

Health

Care

Facilities

Financing

Authority,

Revenue

Bonds,

University

Hospital

Issue,

Refunding

Series

2015A,

5.000%,

7/01/46

-

AGM

Insured

7/25

at

100.00

AA

1,568,682

New

Jersey

Health

Care

Facilities

Financing

Authority,

Revenue

Bonds,

Valley

Health

System

Obligated

Group,

Series

2019:

3,950

4.000%,

7/01/37

7/29

at

100.00

A+

4,295,981

1,030

4.000%,

7/01/44

7/29

at

100.00

A+

1,104,963

6,380

New

Jersey

State,

General

Obligation

Bonds,

Covid-19

Emergency

Series

2020A,

3.000%,

6/01/32

No

Opt.

Call

A3

6,370,621

New

Jersey

Transportation

Trust

Fund

Authority,

Federal

Highway

Reimbursement

Revenue

Notes,

Series

2018A:

1,475

5.000%,

6/15/30

6/26

at

100.00

A+

1,631,984

1,035

5.000%,

6/15/31

6/26

at

100.00

A+

1,143,768

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

Program

Bonds,

Series

2022BB:

1,620

4.000%,

6/15/38

12/31

at

100.00

N/R

1,680,151

20,000

3.000%,

6/15/50

12/31

at

100.00

N/R

16,832,600

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

System

Bonds,

Forward

Delivery

Series

2022A:

2,670

4.000%,

6/15/38

(WI/DD,

Settling

4/27/22)

6/32

at

100.00

Baa1

2,763,050

2,315

4.000%,

6/15/39

(WI/DD,

Settling

4/27/22)

6/32

at

100.00

Baa1

2,391,233

2,500

4.000%,

6/15/40

(WI/DD,

Settling

4/27/22)

6/32

at

100.00

Baa1

2,573,150

2,285

4.000%,

6/15/41

(WI/DD,

Settling

4/27/22)

6/32

at

100.00

Baa1

2,340,046

1,880

4.000%,

6/15/42

(WI/DD,

Settling

4/27/22)

6/32

at

100.00

Baa1

1,921,228

19,550

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

System

Bonds,

Series

2014AA,

5.000%,

6/15/38

6/24

at

100.00

Baa1

20,640,499

4,500

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

System

Bonds,

Series

2015AA,

5.250%,

6/15/41

6/25

at

100.00

Baa1

4,861,260

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

System

Bonds,

Series

2019BB:

5,500

5.000%,

6/15/44

12/28

at

100.00

Baa1

6,037,900

4,000

5.000%,

6/15/50

12/28

at

100.00

Baa1

4,367,440

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

System

Bonds,

Series

2020AA:

15,230

3.000%,

6/15/50,

(UB)

(4)

12/30

at

100.00

Baa1

12,818,025

5,465

4.000%,

6/15/50

12/30

at

100.00

Baa1

5,552,276

4,425

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

System

Bonds,

Series

2021A,

4.000%,

6/15/36

6/31

at

100.00

Baa1

4,615,496

3,175

New

Jersey

Turnpike

Authority,

Revenue

Bonds,

Series

2005A,

5.250%,

1/01/26

-

AGM

Insured

No

Opt.

Call

AA

3,551,936

South

Jersey

Transportation

Authority,

New

Jersey,

Transportation

System

Revenue

Bonds,

Series

2020A:

1,160

5.000%,

11/01/41

-

BAM

Insured

11/30

at

100.00

AA

1,340,310

600

5.000%,

11/01/45

11/30

at

100.00

BBB+

670,572

6,250

4.000%,

11/01/50

11/30

at

100.00

BBB+

6,427,063

Nuveen

All-American

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

68

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

New

Jersey

(continued)

South

Jersey

Transportation

Authority,

New

Jersey,

Transportation

System

Revenue

Bonds,

Subordinate

Series

2020A:

$

1,250

5.000%,

11/01/45

-

BAM

Insured

11/30

at

100.00

AA

$

1,433,037

1,100

4.000%,

11/01/50

-

BAM

Insured

11/30

at

100.00

AA

1,154,351

26,165

Tobacco

Settlement

Financing

Corporation,

New

Jersey,

Tobacco

Settlement

Asset-Backed

Bonds,

Series

2018B,

5.000%,

6/01/46

6/28

at

100.00

BB+

28,260,817

233,355

Total

New

Jersey

237,327,794

New

Mexico

-

0.1%

3,915

Los

Ranchos

de

Albuquerque,

New

Mexico,

Educational

Facilities

Revenue

Bonds,

Albuquerque

Acadamy

Project,

Refunding

Series

2020,

4.000%,

9/01/40

9/30

at

100.00

A-

4,154,050

990

New

Mexico

Mortgage

Finance

Authority,

Single

Family

Mortgage

Program

Bonds,

Class

1

Series

2021C,

2.350%,

7/01/51

7/30

at

100.00

Aaa

793,624

4,905

Total

New

Mexico

4,947,674

New

York

-

19.3%

11,125

Brooklyn

Arena

Local

Development

Corporation,

New

York,

Payment

in

Lieu

of

Taxes

Revenue

Bonds,

Barclays

Center

Project,

Refunding

Series

2016A,

5.000%,

7/15/42

1/27

at

100.00

Ba1

12,010,661

4,880

Brooklyn

Arena

Local

Development

Corporation,

New

York,

Payment

in

Lieu

of

Taxes

Revenue

Bonds,

Barclays

Center

Project,

Series

2009,

0.000%,

7/15/33

No

Opt.

Call

Ba1

3,195,034

Buffalo

and

Erie

County

Industrial

Land

Development

Corporation,

New

York,

Revenue

Bonds,

Charter

School

for

Applied

Technologies,

Series

2017A:

500

4.500%,

6/01/27

6/24

at

103.00

BBB

526,410

250

5.000%,

6/01/35

6/24

at

103.00

BBB

267,148

1,440

Buffalo

and

Fort

Erie

Public

Bridge

Authority,

New

York,

Toll

Bridge

System

Revenue

Bonds,

Series

2017,

5.000%,

1/01/47

1/27

at

100.00

A+

1,597,248

2,500

Build

New

York

City

Resource

Corporation,

New

York,

Revenue

Bonds,

Manhattan

College,

Series

2017,

5.000%,

8/01/47

8/27

at

100.00

A-

2,778,075

2,310

Build

NYC

Resource

Corporation,

New

York,

Revenue

Bonds,

Albert

Einstein

College

of

Medicine,

Inc,

Series

2015,

5.500%,

9/01/45,

144A

9/25

at

100.00

N/R

2,474,056

Build

NYC

Resource

Corporation,

New

York,

Revenue

Bonds,

Family

Life

Academy

Charter

School,

Series

2020A-1:

1,790

5.250%,

6/01/40,

144A

12/30

at

100.00

N/R

1,637,027

4,800

5.500%,

6/01/55,

144A

12/30

at

100.00

N/R

4,274,016

Build

NYC

Resource

Corporation,

New

York,

Revenue

Bonds,

Family

Life

Academy

Charter

School,

Series

2020C-1:

1,300

5.000%,

6/01/40,

144A

12/30

at

100.00

N/R

1,257,724

3,035

5.000%,

6/01/55,

144A

12/30

at

100.00

N/R

2,787,253

2,595

Dormitory

Authority

of

the

State

of

New

York,  State

Personal

Income

Tax

Revenue

Bonds,  General

Purpose,

Series

2021B,

4.000%,

3/15/47

3/31

at

100.00

AA+

2,706,066

3,500

Dormitory

Authority

of

the

State

of

New

York,

Revenue

Bonds,

Catholic

Health

System

Obligated

Group

Series

2019A,

4.000%,

7/01/45

7/29

at

100.00

BBB

3,215,450

8,145

Dormitory

Authority

of

the

State

of

New

York,

Revenue

Bonds,

Icahn

School

of

Medicine

at

Mount

Sinai,

Refunding

Series

2015A,

5.000%,

7/01/45

7/25

at

100.00

A-

8,770,617

3,930

Dormitory

Authority

of

the

State

of

New

York,

Revenue

Bonds,

Interagency

Council

Pooled

Loan

Program,

Series

2020A-1,

4.000%,

7/01/35

7/30

at

100.00

Aa3

4,107,754

69

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

New

York

(continued)

$

7,500

Dormitory

Authority

of

the

State

of

New

York,

Revenue

Bonds,

NYU

Langone

Hospitals

Obligated

Group,

Series

2020A,

4.000%,

7/01/50

7/30

at

100.00

A

$

7,781,100

Dormitory

Authority

of

the

State

of

New

York,

Revenue

Bonds,

Orange

Regional

Medical

Center

Obligated

Group,

Series

2017:

100

5.000%,

12/01/34,

144A

6/27

at

100.00

BBB-

111,677

300

5.000%,

12/01/36,

144A

6/27

at

100.00

BBB-

334,284

2,790

Dormitory

Authority

of

the

State

of

New

York,

Revenue

Bonds,

School

Districts

Financing

Program,

Series

2019A,

5.000%,

10/01/33

10/27

at

100.00

AA-

3,156,132

4,450

Dormitory

Authority

of

the

State

of

New

York,

Revenue

Bonds,

State

University

of

New

York

Dormitory

Facilities,

Series

2018A,

5.000%,

7/01/43

7/28

at

100.00

Aa3

5,071,487

Dormitory

Authority

of

the

State

of

New

York,

Revenue

Bonds,

Teachers

College,

Series

2017:

500

5.000%,

7/01/29

7/27

at

100.00

A+

562,305

175

5.000%,

7/01/32

7/27

at

100.00

A+

195,732

7,500

Dormitory

Authority

of

the

State

of

New

York,

State

Personal

Income

Tax

Revenue

Bonds,

General

Purpose

Series

2015E,

3.250%,

3/15/35

9/23

at

100.00

AA+

7,588,725

Dormitory

Authority

of

the

State

of

New

York,

State

Personal

Income

Tax

Revenue

Bonds,

General

Purpose,

Series

2019D:

13,500

4.000%,

2/15/39

2/30

at

100.00

AA+

14,297,715

5,000

4.000%,

2/15/47

2/30

at

100.00

AA+

5,187,850

Dormitory

Authority

of

the

State

of

New

York,

State

Personal

Income

Tax

Revenue

Bonds,

General

Purpose,

Series

2020A

Bidding

Group

1

thru

5:

3,000

3.000%,

3/15/49,

(UB)

(4)

9/30

at

100.00

AA+

2,752,170

15,000

3.000%,

3/15/50,

(UB)

(4)

9/30

at

100.00

AA+

13,716,450

4,850

Dormitory

Authority

of

the

State

of

New

York,

State

Personal

Income

Tax

Revenue

Bonds,

General

Purpose,

Series

2021A,

3.000%,

3/15/42,

(UB)

(4)

3/31

at

100.00

AA+

4,543,335

Dormitory

Authority

of

the

State

of

New

York,

State

Personal

Income

Tax

Revenue

Bonds,

General

Purpose,

Series

2021E:

5,000

4.000%,

3/15/48

3/32

at

100.00

N/R

5,227,900

28,000

3.000%,

3/15/50

3/32

at

100.00

N/R

25,604,040

1,960

3.000%,

3/15/51

3/32

at

100.00

N/R

1,756,591

14,000

Dormitory

Authority

of

the

State

of

New

York,

State

Sales

Tax

Revenue

Bonds,

Series

2018A,

5.000%,

3/15/38

3/28

at

100.00

AA+

15,837,080

Dormitory

Authority

of

the

State

of

New

York,

State

Sales

Tax

Revenue

Bonds,

Series

2018C:

8,000

5.000%,

3/15/36

3/28

at

100.00

AA+

9,067,840

10,000

5.000%,

3/15/37

3/28

at

100.00

AA+

11,325,200

Hempstead

Town

Local

Development

Corporation,

New

York,

Education

Revenue

Bonds,

The

Academy

Charter

School

Project,

Refunding

Series

2020B:

950

4.760%,

2/01/27

No

Opt.

Call

N/R

961,058

1,255

5.570%,

2/01/41

2/30

at

100.00

N/R

1,335,847

1,365

Hempstead

Town

Local

Development

Corporation,

New

York,

Education

Revenue

Bonds,

The

Academy

Charter

School

Project,

Series

2017A,

6.240%,

2/01/47

2/27

at

100.00

N/R

1,472,398

1,000

Hempstead

Town

Local

Development

Corporation,

New

York,

Education

Revenue

Bonds,

The

Academy

Charter

School

Project,

Series

2020A,

5.530%,

2/01/40

2/30

at

100.00

N/R

1,063,840

Nuveen

All-American

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

70

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

New

York

(continued)

Hempstead

Town

Local

Development

Corporation,

New

York,

Education

Revenue

Bonds,

The

Academy

Charter

School

Project,

Series

2021A:

$

475

4.050%,

2/01/31

2/30

at

100.00

A2

$

444,704

885

4.450%,

2/01/41

2/30

at

100.00

A2

808,837

1,560

4.600%,

2/01/51

2/30

at

100.00

A2

1,384,750

5,320

Liberty

Development

Corporation,

New

York,

Goldman

Sachs

Headquarters

Revenue

Bonds

Series

2007,

5.500%,

10/01/37

No

Opt.

Call

A2

6,804,174

6,500

Long

Island

Power

Authority,

New

York,

Electric

System

General

Revenue

Bonds,

Series

2017,

5.000%,

9/01/42

9/27

at

100.00

A

7,325,500

1,235

Long

Island

Power

Authority,

New

York,

Electric

System

General

Revenue

Bonds,

Series

2021,

3.000%,

9/01/40

9/31

at

100.00

N/R

1,160,739

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Green

Climate

Bond

Certified

Series

2020C-1:

11,000

4.750%,

11/15/45,

(UB)

(4)

5/30

at

100.00

A3

11,869,660

9,015

5.000%,

11/15/50,

(UB)

(4)

5/30

at

100.00

A3

9,828,784

4,000

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Green

Climate

Bond

Certified

Series

2020D-3,

4.000%,

11/15/49,

(UB)

(4)

11/30

at

100.00

A3

4,080,480

4,000

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Series

2014B,

5.250%,

11/15/32

5/24

at

100.00

A3

4,201,640

17,750

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Series

2015A-2,

5.000%,

11/15/45,

(Mandatory

Put

5/15/30),

(UB)

(4)

No

Opt.

Call

A3

20,377,000

15,290

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Series

2015C-1,

5.000%,

11/15/35,

(UB)

(4)

11/25

at

100.00

A3

16,388,434

Monroe

County

Industrial

Development

Corporation,

New

York,

Revenue

Bonds,  University

of

Rochester

Project,

Series

2017A:

1,400

5.000%,

7/01/34

7/27

at

100.00

AA-

1,576,694

1,000

5.000%,

7/01/36

7/27

at

100.00

AA-

1,124,690

1,000

5.000%,

7/01/37

7/27

at

100.00

AA-

1,124,070

7,100

Monroe

County

Industrial

Development

Corporation,

New

York,

Revenue

Bonds,

Rochester

General

Hospital

Project,

Series

2017,

5.000%,

12/01/46

12/26

at

100.00

BBB+

7,718,339

Monroe

County

Industrial

Development

Corporation,

New

York,

Revenue

Bonds,

Rochester

Regional

Health

Project,

Series

2020A:

1,685

3.000%,

12/01/37

12/30

at

100.00

BBB+

1,493,534

3,100

3.000%,

12/01/40

12/30

at

100.00

BBB+

2,604,248

1,880

4.000%,

12/01/46

12/30

at

100.00

BBB+

1,936,475

Monroe

County

Industrial

Development

Corporation,

New

York,

Revenue

Bonds,

Saint

Ann's

Community

Project,

Series

2019:

985

4.000%,

1/01/30

1/26

at

103.00

N/R

961,852

1,215

5.000%,

1/01/40

1/26

at

103.00

N/R

1,189,716

9,265

Monroe

County

Industrial

Development

Corporation,

New

York,

Tax-

Exempt

Revenue

Bonds,

Highland

Hospital

of

Rochester

Project,

Series

2020,

3.000%,

7/01/50,

(UB)

(4)

7/30

at

100.00

A

7,974,941

71

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

New

York

(continued)

Nassau

County

Local

Economic

Assistance

Corporation,

New

York,

Revenue

Bonds,

Catholic

Health

Services

of

Long

Island

Obligated

Group

Project,

Series

2014:

$

235

5.000%,

7/01/23

No

Opt.

Call

A-

$

244,320

300

5.000%,

7/01/24

No

Opt.

Call

A-

318,741

210

5.000%,

7/01/26

7/24

at

100.00

A-

223,024

4,500

New

York

City

Housing

Development

Corporation,

New

York,

Multifamily

Housing

Revenue

Bonds,

Sustainable

Neighborhood

Green

Series

2021-1,

2.450%,

11/01/45,

(UB)

9/29

at

100.00

N/R

3,591,900

New

York

City

Industrial

Development

Agency,

New

York,

Civic

Facility

Revenue

Bonds,

Bronx

Parking

Development

Company,

LLC

Project,

Series

2007:

3,000

0.000%,

10/01/37

(8)

5/22

at

100.00

N/R

2,400,000

1,000

0.000%,

10/01/46

(8)

5/22

at

100.00

N/R

800,000

New

York

City

Industrial

Development

Agency,

New

York,

PILOT

Payment

in

Lieu

of

Taxes

Revenue

Bonds,

Queens

Baseball

Stadium

Project,

Refunding

Series

2021A:

1,645

3.000%,

1/01/40

-

AGM

Insured

1/31

at

100.00

AA

1,519,042

6,450

3.000%,

1/01/46

-

AGM

Insured,

(UB)

(4)

1/31

at

100.00

AA

5,672,711

600

3.000%,

1/01/46

-

AGM

Insured

1/31

at

100.00

AA

527,694

New

York

City

Industrial

Development

Agency,

New

York,

PILOT

Payment

in

Lieu

of

Taxes

Revenue

Bonds,

Yankee

Stadium

Project,

Series

2020A:

1,615

3.000%,

3/01/39

-

AGM

Insured,

(UB)

(4)

9/30

at

100.00

AA

1,496,136

1,155

3.000%,

3/01/40

-

AGM

Insured,

(UB)

(4)

9/30

at

100.00

AA

1,059,736

8,665

4.000%,

3/01/45

9/30

at

100.00

AA

9,076,847

9,840

4.000%,

3/01/45

-

AGM

Insured

9/30

at

100.00

AA

10,478,616

2,635

3.000%,

3/01/49

-

AGM

Insured,

(UB)

(4)

9/30

at

100.00

AA

2,271,897

1,000

New

York

City

Municipal

Water

Finance

Authority,

New

York,

Water

and

Sewer

System

Second

General

Resolution

Revenue

Bonds,

Fiscal

2017

Series

DD,

5.000%,

6/15/47

12/26

at

100.00

AA+

1,112,550

5,000

New

York

City

Municipal

Water

Finance

Authority,

New

York,

Water

and

Sewer

System

Second

General

Resolution

Revenue

Bonds,

Fiscal

2017

Series

EE,

5.000%,

6/15/37

6/27

at

100.00

AA+

5,631,650

21,515

New

York

City

Municipal

Water

Finance

Authority,

New

York,

Water

and

Sewer

System

Second

General

Resolution

Revenue

Bonds,

Fiscal

2019

Series

DD-2,

5.250%,

6/15/49

6/28

at

100.00

AA+

24,672,541

New

York

City

Municipal

Water

Finance

Authority,

New

York,

Water

and

Sewer

System

Second

General

Resolution

Revenue

Bonds,

Fiscal

2019

Series

FF-2:

9,760

4.000%,

6/15/37

6/29

at

100.00

AA+

10,543,631

10,720

4.000%,

6/15/41

6/29

at

100.00

AA+

11,354,731

5,200

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%,

6/15/40

12/29

at

100.00

AA+

5,537,584

10,505

New

York

City

Municipal

Water

Finance

Authority,

New

York,

Water

and

Sewer

System

Second

General

Resolution

Revenue

Bonds,

Fiscal

2020

Series

EE,

4.000%,

6/15/42

6/30

at

100.00

AA+

11,167,130

9,375

New

York

City

Municipal

Water

Finance

Authority,

New

York,

Water

and

Sewer

System

Second

General

Resolution

Revenue

Bonds,

Fiscal

2020

Series

GG-1,

4.000%,

6/15/50

6/30

at

100.00

AA+

9,868,406

New

York

City

Municipal

Water

Finance

Authority,

New

York,

Water

and

Sewer

System

Second

General

Resolution

Revenue

Bonds,

Fiscal

2021

Series

CC-1:

36,500

4.000%,

6/15/51

6/31

at

100.00

N/R

38,571,740

15,000

5.000%,

6/15/51

6/31

at

100.00

AA+

17,136,300

Nuveen

All-American

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

72

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

New

York

(continued)

$

3,585

New

York

City

Municipal

Water

Finance

Authority,

New

York,

Water

and

Sewer

System

Second

General

Resolution

Revenue

Bonds,

Fiscal

2022

Series

AA-1,

3.000%,

6/15/51,

(UB)

(4)

6/31

at

100.00

AA+

$

3,232,164

New

York

City

Municipal

Water

Finance

Authority,

New

York,

Water

and

Sewer

System

Second

General

Resolution

Revenue

Bonds,

Fiscal

2022

Series

BB-1:

8,965

3.000%,

6/15/44

-

BAM

Insured

12/31

at

100.00

N/R

8,504,829

New

York

City

Municipal

Water

Finance

Authority,

New

York,

Water

and

Sewer

System

Second

General

Resolution

Revenue

Bonds,

Fiscal

2022

Series

CC-1:

1,890

4.000%,

6/15/52

12/31

at

100.00

N/R

2,000,943

745

5.000%,

6/15/52

12/31

at

100.00

N/R

855,491

3,000

New

York

City

Transitional

Finance

Authority,

New

York,

Building

Aid

Revenue

Bonds,

Fiscal

2018

Series

Subseries

S-4A,

5.000%,

7/15/33

7/28

at

100.00

AA

3,458,970

5,000

New

York

City

Transitional

Finance

Authority,

New

York,

Building

Aid

Revenue

Bonds,

Fiscal

2018,

Series

2017S-1,

5.000%,

7/15/35

7/27

at

100.00

AA

5,620,900

22,000

New

York

City

Transitional

Finance

Authority,

New

York,

Building

Aid

Revenue

Bonds,

Fiscal

2019

Subseries

S-3A,

5.000%,

7/15/35

7/28

at

100.00

AA

25,264,580

13,000

New

York

City

Transitional

Finance

Authority,

New

York,

Building

Aid

Revenue

Bonds,

Fiscal

2020

Subseries

S-1B,

3.000%,

7/15/49

7/29

at

100.00

AA

11,795,810

15,085

New

York

City

Transitional

Finance

Authority,

New

York,

Building

Aid

Revenue

Bonds,

Fiscal

Series

2016S-1,

5.000%,

7/15/43

1/26

at

100.00

AA

16,393,925

New

York

City

Transitional

Finance

Authority,

New

York,

Future

Tax

Secured

Bonds,

Subordinate

Fiscal

2019

Series

A-1:

12,000

5.000%,

8/01/40

8/28

at

100.00

AAA

13,537,320

7,220

5.000%,

8/01/42

8/28

at

100.00

AAA

8,115,858

9,650

New

York

City

Transitional

Finance

Authority,

New

York,

Future

Tax

Secured

Bonds,

Subordinate

Fiscal

2019

Subseries

C-1,

4.000%,

11/01/40

5/29

at

100.00

AAA

10,074,890

New

York

City

Transitional

Finance

Authority,

New

York,

Future

Tax

Secured

Bonds,

Subordinate

Fiscal

2020

Subseries

B-1:

13,495

4.000%,

11/01/43

11/29

at

100.00

N/R

14,055,582

4,285

4.000%,

11/01/45

11/29

at

100.00

N/R

4,447,659

New

York

City

Transitional

Finance

Authority,

New

York,

Future

Tax

Secured

Bonds,

Subordinate

Fiscal

2021

Subseries

C-1:

5,000

4.000%,

5/01/41

11/30

at

100.00

N/R

5,238,111

New

York

City

Transitional

Finance

Authority,

New

York,

Future

Tax

Secured

Bonds,

Subordinate

Fiscal

2021

Subseries

E-1:

10,780

4.000%,

2/01/46

2/31

at

100.00

AAA

11,208,505

7,000

3.000%,

2/01/51

2/31

at

100.00

AAA

6,355,510

5,000

New

York

City

Transitional

Finance

Authority,

New

York,

Future

Tax

Secured

Bonds,

Subordinate

Fiscal

2022

Subseries

C-1,

4.000%,

2/01/51

2/32

at

100.00

N/R

5,197,850

New

York

City

Trust

for

Cultural

Resources,

New

York,

Revenue

Bonds,

Lincoln

Center

for

the

Performing

Arts,

Series

2020A:

1,600

4.000%,

12/01/33

12/30

at

100.00

A

1,756,912

1,250

4.000%,

12/01/35

12/30

at

100.00

A

1,349,438

14,965

New

York

City,

New

York,

General

Obligation

Bonds,

Fiscal

2018

Series

E-1,

5.000%,

3/01/44

3/28

at

100.00

AA

16,669,364

73

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

New

York

(continued)

New

York

City,

New

York,

General

Obligation

Bonds,

Fiscal

2018

Series

F-1:

$

7,000

5.000%,

4/01/39

4/28

at

100.00

AA

$

7,858,200

9,775

5.000%,

4/01/43

4/28

at

100.00

AA

10,917,209

5,000

5.000%,

4/01/45

4/28

at

100.00

AA

5,568,900

New

York

City,

New

York,

General

Obligation

Bonds,

Fiscal

2019

Series

D-1:

3,800

5.000%,

12/01/40

12/28

at

100.00

AA

4,307,718

13,695

5.000%,

12/01/44

12/28

at

100.00

AA

15,434,402

New

York

City,

New

York,

General

Obligation

Bonds,

Fiscal

2020

Series

A-1:

19,405

3.000%,

8/01/36

8/29

at

100.00

AA

19,312,244

20,000

4.000%,

8/01/44

8/29

at

100.00

AA

21,091,800

New

York

City,

New

York,

General

Obligation

Bonds,

Fiscal

2021

Series

F-1:

3,350

3.000%,

3/01/35

3/31

at

100.00

AA

3,370,335

15,940

3.000%,

3/01/51

3/31

at

100.00

AA

14,105,944

2,610

3.000%,

3/01/51,

(UB)

(4)

3/31

at

100.00

AA

2,309,693

12,500

New

York

City,

New

York,

General

Obligation

Bonds,

Fiscal

2022

Series

A-1,

4.000%,

8/01/50,

(UB)

(4)

8/31

at

100.00

AA

13,041,250

25,730

New

York

Liberty

Development

Corporation,

New

York,

Liberty

Revenue

Bonds,

3

World

Trade

Center

Project,

Class

1

Series

2014,

5.000%,

11/15/44,

144A

11/24

at

100.00

N/R

26,953,976

1,000

New

York

Liberty

Development

Corporation,

New

York,

Liberty

Revenue

Bonds,

3

World

Trade

Center

Project,

Class

2

Series

2014,

5.150%,

11/15/34,

144A

11/24

at

100.00

N/R

1,061,920

3,100

New

York

Liberty

Development

Corporation,

New

York,

Liberty

Revenue

Bonds,

4

World

Trade

Center

Project,

Refunding

Green

Series

2021A,

3.000%,

11/15/51,

(UB)

(4)

11/31

at

100.00

A

2,682,120

New

York

Liberty

Development

Corporation,

New

York,

Liberty

Revenue

Bonds,

7

World

Trade

Center

Project,

Refunding

Green

Series

2022A-CL2:

3,080

3.250%,

9/15/52

3/30

at

100.00

N/R

2,827,871

1,010

3.500%,

9/15/52

3/30

at

100.00

N/R

959,510

6,235

New

York

Liberty

Development

Corporation,

New

York,

Liberty

Revenue

Bonds,

Bank

of

America

Tower

at

One

Bryant

Park

Project,

Second

Priority

Refunding

Series

2019

Class

1,

2.450%,

9/15/69

3/29

at

100.00

Aa2

6,065,533

1,000

New

York

Liberty

Development

Corporation,

New

York,

Liberty

Revenue

Bonds,

Bank

of

America

Tower

at

One

Bryant

Park

Project,

Second

Priority

Refunding

Series

2019

Class

2,

2.625%,

9/15/69

3/29

at

100.00

A2

961,660

2,465

New

York

Liberty

Development

Corporation,

New

York,

Liberty

Revenue

Bonds,

Bank

of

America

Tower

at

One

Bryant

Park

Project,

Second

Priority

Refunding

Series

2019

Class

3,

2.800%,

9/15/69

3/29

at

100.00

Baa2

2,356,195

New

York

Liberty

Development

Corporation,

New

York,

Liberty

Revenue

Bonds,

Secured

by

Port

Authority

Consolidated

Bonds,

Refunding

Series

1WTC-2021:

13,990

3.000%,

2/15/42

-

AGM

Insured

2/30

at

100.00

N/R

12,868,282

20,510

4.000%,

2/15/43

2/30

at

100.00

N/R

21,505,760

28,355

2.750%,

2/15/44

-

BAM

Insured

2/30

at

100.00

N/R

23,685,215

New

York

State

Environmental

Facilities

Corporation,

State

Clean

Water

and

Drinking

Water

Revolving

Funds

Revenue

Bonds,

New

York

City

Municipal

Water

Finance

Authority

Projects-Second

Resolution

Bonds,

Subordinated

SRF

Series

2017A:

24,465

5.000%,

6/15/42

6/27

at

100.00

AAA

27,428,445

15,000

5.000%,

6/15/46

6/27

at

100.00

AAA

16,754,850

Nuveen

All-American

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

74

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

New

York

(continued)

$

7,820

New

York

State

Environmental

Facilities

Corporation,

State

Clean

Water

and

Drinking

Water

Revolving

Funds

Revenue

Bonds,

New

York

City

Municipal

Water

Finance

Authority

Projects-Second

Resolution

Bonds,

Subordinated

SRF

Series

2018B,

5.000%,

6/15/48

6/28

at

100.00

AAA

$

8,866,238

9,015

New

York

State

Environmental

Facilities

Corporation,

State

Clean

Water

and

Drinking

Water

Revolving

Funds

Revenue

Bonds,

New

York

City

Municipal

Water

Finance

Authority

Projects-Second

Resolution

Bonds,

Subordinated

SRF

Series

2019B,

3.000%,

6/15/38

6/29

at

100.00

AAA

9,117,681

5,000

New

York

State

Thruway

Authority,

3.000%,

3/15/48,

(UB)

(4)

3/31

at

100.00

AA+

4,519,900

11,200

New

York

State

Thruway

Authority,

General

Revenue

Bonds,

Series

2021O,

3.000%,

1/01/50

7/31

at

100.00

N/R

9,846,256

New

York

State

Thruway

Authority,

General

Revenue

Junior

Indebtedness

Obligations,

Series

2019B:

1,935

4.000%,

1/01/41

1/30

at

100.00

A2

2,019,250

48,335

4.000%,

1/01/50

1/30

at

100.00

A2

49,951,322

New

York

State

Thruway

Authority,

State

Personal

Income

Tax

Revenue

Bonds,

Series

2021A-1:

9,500

3.000%,

3/15/50,

(UB)

3/31

at

100.00

AA+

8,523,970

32,670

3.000%,

3/15/51

3/31

at

100.00

AA+

29,217,108

5,000

4.000%,

3/15/54

3/31

at

100.00

AA+

5,238,450

5,000

4.000%,

3/15/55

3/31

at

100.00

N/R

5,234,550

7,100

New

York

State

Thruway

Authority,

State

Personal

Income

Tax

Revenue

Bonds,

Series

2021A-1.,

3.000%,

3/15/49,

(UB)

(4)

3/31

at

100.00

AA+

6,393,053

New

York

State

Urban

Development

Corporation,

State

Personal

Income

Tax

Revenue

Bonds,

General

Purpose,

Series

2020A:

36,905

4.000%,

3/15/45

9/30

at

100.00

AA+

38,583,439

7,000

3.000%,

3/15/50,

(UB)

(4)

9/30

at

100.00

AA+

6,267,730

New

York

State

Urban

Development

Corporation,

State

Personal

Income

Tax

Revenue

Bonds,

General

Purpose,

Series

2020C:

2,850

4.000%,

3/15/42

9/30

at

100.00

AA+

2,997,687

4,540

3.000%,

3/15/48

9/30

at

100.00

AA+

4,095,761

10,275

3.000%,

3/15/48,

(UB)

(4)

9/30

at

100.00

AA+

9,269,591

New

York

State

Urban

Development

Corporation,

State

Personal

Income

Tax

Revenue

Bonds,

General

Purpose,

Series

2020E:

11,945

3.000%,

3/15/47,

(UB)

(4)

3/30

at

100.00

AA+

10,828,979

9,590

3.000%,

3/15/48,

(UB)

(4)

3/30

at

100.00

AA+

8,651,618

2,500

3.000%,

3/15/50,

(UB)

(4)

3/30

at

100.00

AA+

2,238,475

12,580

New

York

State

Urban

Development

Corporation,

State

Sales

Tax

Revenue

Bonds,

Empire

Series

2021A,

4.000%,

3/15/43

9/31

at

100.00

N/R

13,233,531

New

York

Transportation

Development

Corporation,

New

York,

Facility

Revenue

Bonds,

Thruway

Service

Areas

Project,

Series

2021:

1,375

4.000%,

10/31/46,

(AMT)

10/31

at

100.00

BBB-

1,417,749

12,240

4.000%,

4/30/53,

(AMT)

10/31

at

100.00

BBB-

12,516,012

New

York

Transportation

Development

Corporation,

New

York,

Special

Facilities

Bonds,

LaGuardia

Airport

Terminal

B

Redevelopment

Project,

Series

2016A:

8,120

4.000%,

7/01/37

-

AGM

Insured,

(AMT)

7/24

at

100.00

AA

8,351,095

14,340

5.000%,

7/01/46,

(AMT)

7/24

at

100.00

BBB

15,035,347

75

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

New

York

(continued)

New

York

Transportation

Development

Corporation,

New

York,

Special

Facility

Revenue

Bonds,

American

Airlines,

Inc.

John

F

Kennedy

International

Airport

Project,

Refunding

Series

2016:

$

5,005

5.000%,

8/01/26,

(AMT)

4/22

at

100.00

B

$

5,048,393

12,710

5.000%,

8/01/31,

(AMT)

4/22

at

100.00

B

12,820,196

New

York

Transportation

Development

Corporation,

New

York,

Special

Facility

Revenue

Bonds,

American

Airlines,

Inc.

John

F

Kennedy

International

Airport

Project,

Series

2020:

3,815

5.250%,

8/01/31,

(AMT)

8/30

at

100.00

B

4,160,830

6,425

5.375%,

8/01/36,

(AMT)

8/30

at

100.00

B

7,285,436

New

York

Transportation

Development

Corporation,

New

York,

Special

Facility

Revenue

Bonds,

Terminal

4

John

F

Kennedy

International

Airport

Project,

Series

2020A:

380

4.000%,

12/01/39,

(AMT)

12/30

at

100.00

Baa1

386,798

360

4.000%,

12/01/40,

(AMT)

12/30

at

100.00

Baa1

366,138

New

York

Transportation

Development

Corporation,

New

York,

Special

Facility

Revenue

Bonds,

Terminal

4

John

F

Kennedy

International

Airport

Project,

Series

2020C:

4,005

4.000%,

12/01/39

12/30

at

100.00

Baa1

4,148,619

1,200

4.000%,

12/01/40

12/30

at

100.00

Baa1

1,246,548

New

York

Transportation

Development

Corporation,

Special

Facility

Revenue

Bonds,

Delta

Air

Lines,

Inc.

-

LaGuardia

Airport

Terminals

C&D

Redevelopment

Project,

Series

2018:

4,500

5.000%,

1/01/23,

(AMT)

No

Opt.

Call

Baa3

4,599,810

200

5.000%,

1/01/24,

(AMT)

No

Opt.

Call

Baa3

208,674

20,500

5.000%,

1/01/32,

(AMT)

1/28

at

100.00

Baa3

22,409,575

New

York

Transportation

Development

Corporation,

Special

Facility

Revenue

Bonds,

Delta

Air

Lines,

Inc.

-

LaGuardia

Airport

Terminals

C&D

Redevelopment

Project,

Series

2020:

6,710

4.000%,

10/01/30,

(AMT)

No

Opt.

Call

Baa3

6,966,322

10,440

5.000%,

10/01/35,

(AMT)

10/30

at

100.00

Baa3

11,703,449

5,475

5.000%,

10/01/40,

(AMT)

10/30

at

100.00

Baa3

6,049,273

5,730

4.375%,

10/01/45,

(AMT)

10/30

at

100.00

Baa3

5,876,630

12,355

Port

Authority

of

New

York

and

New

Jersey,

Consolidated

Revenue

Bonds,

Two

Hundred

Sixteen

Series

2019,

4.000%,

9/01/49

9/29

at

100.00

Aa3

13,090,370

Port

Authority

of

New

York

and

New

Jersey,

Consolidated

Revenue

Bonds,

Two

Hundred

Twenty-One

Series

2020:

1,500

4.000%,

7/15/40,

(AMT)

7/30

at

100.00

Aa3

1,552,695

2,000

4.000%,

7/15/45,

(AMT)

7/30

at

100.00

Aa3

2,051,500

10,050

4.000%,

7/15/50,

(AMT),

(UB)

(4)

7/30

at

100.00

Aa3

10,261,050

15,000

4.000%,

7/15/55,

(AMT)

7/30

at

100.00

Aa3

15,266,550

875

4.000%,

7/15/55,

(AMT),

(UB)

(4)

7/30

at

100.00

Aa3

890,549

5,485

4.000%,

7/15/60,

(AMT),

(UB)

(4)

7/30

at

100.00

Aa3

5,562,942

Port

Authority

of

New

York

and

New

Jersey,

Consolidated

Revenue

Bonds,

Two

Hundred

Twenty-Third

Series

2021:

2,780

4.000%,

7/15/46,

(AMT)

7/31

at

100.00

Aa3

2,855,310

7,000

4.000%,

7/15/51,

(AMT)

7/31

at

100.00

Aa3

7,163,590

1,500

4.000%,

7/15/51,

(AMT),

(UB)

(4)

7/31

at

100.00

Aa3

1,535,055

3,305

5.000%,

7/15/56,

(AMT)

7/31

at

100.00

Aa3

3,706,558

10,000

4.000%,

7/15/61,

(AMT)

7/31

at

100.00

Aa3

10,148,700

Nuveen

All-American

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

76

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

New

York

(continued)

Suffolk

County,

New

York,

General

Obligation

Bonds,

Refunding

Series

2017A:

$

3,900

5.000%,

2/01/25

-

AGM

Insured

No

Opt.

Call

AA

$

4,191,018

5,000

5.000%,

2/01/26

-

AGM

Insured

No

Opt.

Call

AA

5,484,350

3,675

5.000%,

2/01/27

-

AGM

Insured

No

Opt.

Call

AA

4,105,232

1,360

Triborough

Bridge

and

Tunnel

Authority,

New

York,

General

Purpose

Revenue

Bonds,

Refunding

Subordinate

Lien

Series

2017A2,

5.000%,

11/15/42

5/27

at

100.00

AA-

1,512,374

5,000

Triborough

Bridge

and

Tunnel

Authority,

New

York,

General

Revenue

Bonds,

MTA

Bridges

&

Tunnels,

Series

2019C,

3.000%,

11/15/46,

(UB)

(4)

11/29

at

100.00

AA-

4,606,000

Triborough

Bridge

and

Tunnel

Authority,

New

York,

General

Revenue

Bonds,

MTA

Bridges

&

Tunnels,

Series

2020A:

4,055

5.000%,

11/15/49

11/30

at

100.00

AA-

4,638,555

12,850

4.000%,

11/15/54

11/30

at

100.00

AA-

13,472,454

Triborough

Bridge

and

Tunnel

Authority,

New

York,

General

Revenue

Bonds,

MTA

Bridges

&

Tunnels,

Series

2021A:

14,040

4.000%,

11/15/56

5/31

at

100.00

AA-

14,753,934

7,145

5.000%,

11/15/56

5/31

at

100.00

AA-

8,174,166

4,115

Triborough

Bridge

and

Tunnel

Authority,

New

York,

Payroll

Mobility

Tax

Bonds,

Senior

Lien

Series

2021C-1A,

5.000%,

5/15/51

11/31

at

100.00

N/R

4,742,208

Triborough

Bridge

and

Tunnel

Authority,

New

York,

Payroll

Mobility

Tax

Bonds,

Senior

Lien

Series

2021C-3:

2,770

3.000%,

5/15/51

11/31

at

100.00

N/R

2,535,630

4,000

4.000%,

5/15/51,

(UB)

(4)

11/31

at

100.00

AA+

4,222,320

4,680

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

N/R

4,947,415

19,580

Triborough

Bridge

and

Tunnel

Authority,

New

York,

Payroll

Mobility

Tax

Bonds,

Senior

Lien

Subseries

2021A-1,

5.000%,

5/15/51

5/31

at

100.00

AA+

22,430,261

9,905

TSASC

Inc.,

New

York,

Tobacco

Asset-Backed

Bonds,

Series

2006,

5.000%,

6/01/48

6/27

at

100.00

N/R

10,217,503

8,000

TSASC

Inc.,

New

York,

Tobacco

Settlement

Asset-Backed

Bonds,

Fiscal

2017

Series

A,

5.000%,

6/01/41

6/27

at

100.00

BBB+

8,671,440

5,200

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

Baa2

5,639,504

1,436,325

Total

New

York

1,480,895,842

North

Carolina

-

0.3%

2,735

Charlotte,

North

Carolina,

Airport

Revenue

Bonds,

Charlotte

Douglas

International,

Series

2021A,

3.000%,

7/01/46,

(UB)

(4)

7/31

at

100.00

Aa3

2,511,113

3,080

Charlotte,

North

Carolina,

Airport

Revenue

Bonds,

Charlotte

Douglas

International,

Series

2021B,

3.000%,

7/01/46,

(AMT),

(UB)

(4)

7/31

at

100.00

Aa3

2,749,239

5,000

Charlotte,

North

Carolina,

Certificates

of

Participation,

Transit

Projects,

Refunding

Series

2021A,

3.000%,

6/01/48,

(UB)

(4)

6/31

at

100.00

AA+

4,614,900

North

Carolina

Medical

Care

Commission,  Retirement

Facilities

First

Mortgage

Revenue

Bonds,

Southminster

Project,

Refunding

Series

2016:

335

5.000%,

10/01/31

10/24

at

102.00

N/R

350,406

890

5.000%,

10/01/37

10/24

at

102.00

N/R

924,025

1,100

North

Carolina

Medical

Care

Commission,

Retirement

Facilities

First

Mortgage

Revenue

Bonds,

The

Forest

at

Duke,

Inc.,

Series

2021,

4.000%,

9/01/51

9/28

at

103.00

BBB

1,125,982

77

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

North

Carolina

(continued)

North

Carolina

Turnpike

Authority,

Monroe

Expressway

Toll  Revenue

Bonds,

Series

2017A:

$

1,930

5.000%,

7/01/47

7/26

at

100.00

BBB

$

2,078,590

1,005

5.000%,

7/01/51

7/26

at

100.00

BBB

1,080,727

4,310

5.000%,

7/01/54

7/26

at

100.00

BBB

4,628,035

Raleigh

Durham

Airport

Authority,

North

Carolina,

Airport

Revenue

Bonds,

Refunding

Series

2020A:

1,000

5.000%,

5/01/35,

(AMT)

5/30

at

100.00

Aa3

1,142,900

2,710

5.000%,

5/01/36,

(AMT)

5/30

at

100.00

Aa3

3,094,549

24,095

Total

North

Carolina

24,300,466

North

Dakota

-

0.5%

2,585

Burleigh

County,

North

Dakota,

Health

Care

Revenue

Bonds,

Saint

Alexius

Medical

Center

Project,

Refunding

Series

2012A,

5.000%,

7/01/38,

(Pre-

refunded

7/01/22)

7/22

at

100.00

N/R

(7)

2,608,885

2,060

Burleigh

County,

North

Dakota,

Multi-County

Sales

Tax

Revenue

Bonds,

Series

2015A,

3.750%,

11/01/34,

(Pre-refunded

11/01/22)

-

AGM

Insured

11/22

at

100.00

AA

(7)

2,089,046

Grand

Forks,

North

Dakota,

Health

Care

System

Revenue

Bonds,

Altru

Health

System

Obligated

Group,

Series

2021:

3,375

3.000%,

12/01/46

-

AGM

Insured

12/31

at

100.00

AA

3,005,910

9,145

4.000%,

12/01/46

12/31

at

100.00

Baa2

9,378,655

8,325

3.000%,

12/01/51

-

AGM

Insured

12/31

at

100.00

AA

7,254,155

11,850

4.000%,

12/01/51

12/31

at

100.00

Baa2

12,097,665

37,340

Total

North

Dakota

36,434,316

Ohio

-

1.7%

Akron,

Bath

and

Copley

Joint

Township

Hospital

District,

Ohio,

Hospital

Facilities

Revenue

Bonds,

Summa

Health

Obligated

Group,

Refunding

Series

2020:

380

4.000%,

11/15/35,

(UB)

(4)

11/30

at

100.00

BBB+

404,750

780

4.000%,

11/15/36,

(UB)

(4)

11/30

at

100.00

BBB+

829,912

2,750

3.000%,

11/15/40,

(UB)

(4)

11/30

at

100.00

BBB+

2,486,990

15,000

Buckeye

Tobacco

Settlement

Financing

Authority,

Ohio,

Tobacco

Settlement

Asset-Backed

Revenue

Bonds,

Refunding

Senior

Lien

Capital

Appreciation

Series

2020B-3

Class

2,

0.000%,

6/01/57

6/30

at

22.36

N/R

2,232,900

Buckeye

Tobacco

Settlement

Financing

Authority,

Ohio,

Tobacco

Settlement

Asset-Backed

Revenue

Bonds,

Refunding

Senior

Lien

Series

2020A-2

Class

1:

6,500

3.000%,

6/01/48

6/30

at

100.00

BBB+

5,250,895

5,000

4.000%,

6/01/48

6/30

at

100.00

BBB+

5,020,500

43,430

Buckeye

Tobacco

Settlement

Financing

Authority,

Ohio,

Tobacco

Settlement

Asset-Backed

Revenue

Bonds,

Refunding

Senior

Lien

Series

2020B-2

Class

2,

5.000%,

6/01/55

6/30

at

100.00

N/R

45,227,568

750

Butler

County

Port

Authority,

Ohio,

Public

Infrastructure

Revenue

Bonds,

Liberty

Center

Project,

Liberty

Community

Authority,

Series

2014C,

6.000%,

12/01/43

12/22

at

100.00

N/R

731,302

3,770

Butler

County,

Ohio,  Hospital

Facilities

Revenue

Bonds,

UC

Health,

Series

2016,

5.000%,

11/15/45

11/26

at

100.00

A

4,179,271

2,370

Cleveland,

Ohio,

General

Obligation

Bonds,

Various

Purpose

Refunding

Series

2021A,

3.000%,

12/01/49

6/30

at

100.00

AA+

2,235,692

Nuveen

All-American

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

78

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Ohio

(continued)

Cleveland,

Ohio,

Income

Tax

Revenue

Bonds,

Public

Facilities

Improvements,

Refunding

Subordinate

Lien

Series

2021A-1:

$

2,000

3.000%,

10/01/43

10/30

at

100.00

AA

$

1,940,120

3,400

3.000%,

10/01/44

10/30

at

100.00

AA

3,281,578

3,505

3.000%,

10/01/45

10/30

at

100.00

AA

3,336,059

2,500

3.000%,

10/01/46

10/30

at

100.00

AA

2,345,525

5,000

Franklin

City

School

District,

Warren

County,

Ohio,

General

Obligation

Bonds,

School

Improvement

Series

2021A,

3.000%,

11/01/50

11/30

at

100.00

Aa2

4,703,900

635

Middleburg

Heights,

Ohio,

Hospital

Facilities

Improvement

Revenue

Bonds,

Southwest

General

Health

Center

Project,

Refunding

Series

2020A,

4.000%,

8/01/47

8/30

at

100.00

A2

671,849

250

Montgomery

County,

Ohio,

Hospital

Facilities

Revenue

Bonds,

Kettering

Health

Network

Obligated

Group

Project,

Refunding

&

Improvement  Series

2021,

4.000%,

8/01/41

2/31

at

100.00

A+

263,373

3,700

Ohio

Air

Quality

Development

Authority,

Ohio,

Air

Quality

Development

Revenue

Bonds,

FirstEnergy

Generation

Corporation

Project,

Series

2009A,

5.700%,

8/01/22

No

Opt.

Call

N/R

4,625

10,000

Ohio

Air

Quality

Development

Authority,

Ohio,

Exempt

Facilities

Revenue

Bonds,

AMG

Vanadium

Project,

Series

2019,

5.000%,

7/01/49,

(AMT),

144A

7/29

at

100.00

B-

10,399,400

6,205

Ohio

Air

Quality

Development

Authority,

Ohio,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Generation

Corporation

Project,

Refunding

Series

2009D,

3.375%,

8/01/29,

(Mandatory

Put

9/15/21)

No

Opt.

Call

N/R

5,787,900

2,500

Ohio

Air

Quality

Development

Authority,

Ohio,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Generation

Project,

Refunding

Series

2006A,

3.750%,

12/01/23

(8)

No

Opt.

Call

N/R

3,125

1,000

Ohio

Air

Quality

Development

Authority,

Ohio,

Revenue

Bonds,

American

Electric

Power

Company

Project,

Refunding

Series

2007B,

2.500%,

11/01/42,

(AMT),

(Mandatory

Put

10/01/29)

No

Opt.

Call

BBB+

979,500

1,075

Ohio

Air

Quality

Development

Authority,

Ohio,

Revenue

Bonds,

Pratt

Paper

Ohio,

LLC

Project,

Series

2017,

4.250%,

1/15/38,

(AMT),

144A

1/28

at

100.00

N/R

1,092,017

750

Ohio

Higher

Educational

Facility

Commission,

Senior

Hospital

Parking

Revenue

Bonds,

University

Circle

Incorporated

2020

Project,

Series

2020,

5.000%,

1/15/50

1/30

at

100.00

A3

809,040

3,495

Ohio

State,

Hospital

Revenue

Bonds,

University

Hospitals

Health

System,

Inc.,

Refunding

Series

2016A,

5.000%,

1/15/46

1/26

at

100.00

A

3,790,397

Ohio

State,

Hospital

Revenue

Bonds,

University

Hospitals

Health

System,

Inc.,

Series

2020A:

1,945

3.000%,

1/15/45

1/30

at

100.00

N/R

1,748,730

7,235

5.000%,

1/15/50

1/30

at

100.00

A

7,956,547

1,500

Ohio

Water

Development

Authority,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generating

Corporation

Project,

Refunding

Series

2005B,

4.000%,

1/01/34

(8)

No

Opt.

Call

N/R

1,875

700

Ohio

Water

Development

Authority,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generating

Corporation

Project,

Refunding

Series

2008B,

3.625%,

10/01/33

No

Opt.

Call

N/R

875

7,625

Ohio

Water

Development

Authority,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generating

Corporation

Project,

Refunding

Series

2008C,

3.950%,

11/01/32

(8)

No

Opt.

Call

N/R

9,531

79

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Ohio

(continued)

Southeastern

Ohio

Port

Authority,

Hosptial

Facilities

Revenue

Bonds,

Memorial

Health

System

Obligated

Group

Project,

Refunding

and

Improvement

Series

2012:

$

265

5.000%,

12/01/22

No

Opt.

Call

BB-

$

269,431

3,000

5.750%,

12/01/32

12/22

at

100.00

BB-

3,048,090

2,000

6.000%,

12/01/42

12/22

at

100.00

BB-

2,031,460

Wood

County,

Ohio,

Hospital

Facilities

Revenue

Bonds,

Wood

County

Hospital

Project,

Refunding

and

Improvement

Series

2012:

1,330

5.000%,

12/01/27,

(Pre-refunded

12/01/22)

12/22

at

100.00

N/R

(7)

1,362,213

670

5.000%,

12/01/27,

(Pre-refunded

12/01/22)

12/22

at

100.00

N/R

(7)

686,227

1,800

5.000%,

12/01/32,

(Pre-refunded

12/01/22)

12/22

at

100.00

N/R

(7)

1,843,596

910

5.000%,

12/01/32,

(Pre-refunded

12/01/22)

12/22

at

100.00

N/R

(7)

932,040

155,725

Total

Ohio

127,898,803

Oklahoma

-

0.3%

1,470

Oklahoma

City

Airport

Trust,

Oklahoma,

Revenue

Bonds,

Thirty-Third

Series

2018,

5.000%,

7/01/47,

(AMT)

7/28

at

100.00

A1

1,608,121

Oklahoma

Development

Finance

Authority,

Health

System

Revenue

Bonds,

OU

Medicine

Project,

Series

2018B:

2,475

5.500%,

8/15/52

8/28

at

100.00

Baa3

2,683,420

11,720

5.500%,

8/15/57

8/28

at

100.00

Baa3

12,706,941

811

Oklahoma

Development

Finance

Authority,

Revenue

Bonds,

Provident

Oklahoma

Education

Resources

Inc.-

Cross

Village

Student

Housing

Project,

Series

2017,

0.000%,

8/01/52

(8)

8/27

at

100.00

N/R

811

9,090

Tulsa

Municipal

Airport

Trust,

Oklahoma,

Revenue

Bonds,

American

Airlines

Inc.,

Refunding

Series

2015,

5.000%,

6/01/35,

(AMT),

(Mandatory

Put

6/01/25)

6/25

at

100.00

B-

9,689,122

25,566

Total

Oklahoma

26,688,415

Oregon

-

0.5%

8,500

Deschutes

County

Hospital

Facility

Authority,

Oregon,

Hospital

Revenue

Bonds,

Saint

Charles

Health

System,

Inc.,

Series

2016A,

5.000%,

1/01/48

1/26

at

100.00

A+

9,180,340

Multnomah

County

Hospital

Facilities

Authority,

Oregon,

Revenue

Bonds,

Mirabella

South

Waterfront,

Refunding

Series

2014A:

1,855

5.400%,

10/01/44

10/24

at

100.00

N/R

1,915,102

1,600

5.500%,

10/01/49

10/24

at

100.00

N/R

1,652,912

1,000

Oregon

Facilities

Authority,

Revenue

Bonds,

Samaritan

Health

Services

Project,

Refunding

Series

2020A,

5.000%,

10/01/40

10/30

at

100.00

BBB+

1,143,560

14,885

Oregon

Facilities

Authority,

Revenue

Bonds,

Willamette

University,

Refunding

Series

2021A,

4.000%,

10/01/51

4/31

at

100.00

BBB

15,110,359

6,995

Oregon

Health

and

Science

University,

Revenue

Bonds,

Green

Series

2021A,

3.000%,

7/01/51

1/32

at

100.00

N/R

6,306,062

175

Oregon

Housing

and

Community

Services

Department,

Multifamily

Housing

Revenue

Bonds,

Refunding

Series

2010A,

5.150%,

7/01/42,

(AMT)

4/22

at

100.00

Aaa

177,440

9,925

Yamhill

County

School

District

29J

Newberg,

Oregon,

General

Obligation

Bonds,

Series

2021A,

0.000%,

6/15/51

6/31

at

58.37

Aa1

3,318,126

44,935

Total

Oregon

38,803,901

Pennsylvania

-

3.8%

315

Allegheny

Country

Industrial

Development

Authority,

Pennsylvania,

Environmental

Improvement

Revenue

Bonds,

United

States

Steel

Corporation

Project,

Series

2012,

5.750%,

8/01/42,

(AMT)

8/22

at

100.00

B

317,133

Nuveen

All-American

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

80

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Pennsylvania

(continued)

Allegheny

County

Hospital

Development

Authority,

Pennsylvania,

Revenue

Bonds,

University

of

Pittsburgh

Medical

Center,

Series

2019A:

$

4,540

4.000%,

7/15/38

7/29

at

100.00

A

$

4,766,909

2,555

4.000%,

7/15/39

7/29

at

100.00

A

2,675,647

1,070

Allegheny

County

Industrial

Development

Authority,

Pennsylvania,

Environmental

Improvement

Revenue

Bonds,

United

States

Steel

Corp.,

Refunding

Series

2019,

4.875%,

11/01/24

No

Opt.

Call

B

1,117,433

Allentown

Neighborhood

Improvement

Zone

Development

Authority,

Pennsylvania,

Tax

Revenue

Bonds,

City

Center

Project,

Series

2018:

260

5.000%,

5/01/23,

144A

No

Opt.

Call

Ba3

266,833

300

5.000%,

5/01/42,

144A

5/28

at

100.00

Ba3

324,339

Allentown

Neighborhood

Improvement

Zone

Development

Authority,

Pennsylvania,

Tax

Revenue

Bonds,

City

Center

Project,

Subordinate

Lien,

Series

2018:

5,565

5.000%,

5/01/28,

144A

No

Opt.

Call

N/R

6,117,104

1,580

5.375%,

5/01/42,

144A

5/28

at

100.00

N/R

1,730,305

2,000

Allentown

Neighborhood

Improvement

Zone

Development

Authority,

Pennsylvania,

Tax

Revenue

Bonds,

City

Center

Refunding

Project,

Series

2017,

5.000%,

5/01/42,

144A

5/27

at

100.00

Ba3

2,139,280

Beaver

County

Industrial

Development

Authority,

Pennsylvania,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Generation

Project,

Refunding

Series

2006A:

5,800

4.375%,

1/01/35,

(Mandatory

Put

7/01/22)

No

Opt.

Call

N/R

5,820,590

455

3.500%,

4/01/41

(8)

No

Opt.

Call

N/R

569

3,750

Beaver

County

Industrial

Development

Authority,

Pennsylvania,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generation

Project,

Refunding

Series

2005A,

4.000%,

1/01/35

(8)

No

Opt.

Call

N/R

4,688

2,000

Beaver

County

Industrial

Development

Authority,

Pennsylvania,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generation

Project,

Series

2006B,

3.500%,

12/01/35

(8)

No

Opt.

Call

N/R

2,500

2,270

Beaver

County

Industrial

Development

Authority,

Pennsylvania,

Pollution

Control

Revenue

Refunding

Bonds,

FirstEnergy

Generation

Project,

Series

2008B,

3.750%,

10/01/47,

(Mandatory

Put

4/01/21)

4/31

at

100.00

N/R

1,999,575

8,775

Bucks

County

Industrial

Development

Authority,

Pennsylvania,

Hospital

Revenue

Bonds,

Saint

Luke's

University

Health

Network

Project,

Series

2021,

3.000%,

8/15/53

8/30

at

100.00

A-

7,700,150

Central

Bradford

Progress

Authority,

Pennsylvania,

Revenue

Bonds,

Guthrie

Health,

Series

2021B:

4,860

3.000%,

12/01/44

12/31

at

100.00

N/R

4,320,637

6,300

4.000%,

12/01/51,

(UB)

(4)

12/31

at

100.00

N/R

6,593,076

Cumberland

County

Municipal

Authority,

Pennsylvania,

Revenue

Bonds,

Diakon

Lutheran

Social

Ministries

Project,

Series

2015:

150

5.000%,

1/01/38,

(Pre-refunded

1/01/25)

1/25

at

100.00

N/R

(7)

161,685

770

5.000%,

1/01/38

1/25

at

100.00

N/R

811,241

625

5.000%,

1/01/38,

(Pre-refunded

1/01/25)

1/25

at

100.00

N/R

(7)

673,688

Delaware

River

Joint

Toll

Bridge

Commission,

New

Jersey

and

Pennsylvania,

Bridge

System

Revenue

Bonds,

Refunding

Series

2019B:

1,100

5.000%,

7/01/31

7/29

at

100.00

A1

1,286,989

1,015

5.000%,

7/01/32

7/29

at

100.00

A1

1,188,037

1,000

Delaware

River

Joint

Toll

Bridge

Commission,

New

Jersey

and

Pennsylvania,

Bridge

System

Revenue

Bonds,

Series

2019A,

5.000%,

7/01/44

7/29

at

100.00

A1

1,147,580

81

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Pennsylvania

(continued)

Montgomery

County

Higher

Education

and

Health

Authority,

Pennsylvania,

Revenue

Bonds,

Thomas

Jefferson

University,

Series

2018A:

$

4,000

4.000%,

9/01/36,

(UB)

(4)

9/28

at

100.00

A

$

4,235,720

2,185

5.000%,

9/01/43

9/28

at

100.00

A

2,466,013

5,445

5.000%,

9/01/48

9/28

at

100.00

A

6,107,656

Montgomery

County

Higher

Education

and

Health

Authority,

Pennsylvania,

Revenue

Bonds,

Thomas

Jefferson

University,

Series

2019:

1,000

4.000%,

9/01/37,

(UB)

(4)

9/29

at

100.00

A

1,064,480

2,240

4.000%,

9/01/44

9/29

at

100.00

A

2,337,933

Montgomery

County

Industrial

Development

Authority,

Pennsylvania,

Health

System

Revenue

Bonds,

Albert

Einstein

Healthcare

Network

Issue,

Series

2015A:

1,860

5.250%,

1/15/45,

(Pre-refunded

1/15/25)

1/25

at

100.00

Ba1

(7)

2,016,761

1,310

5.250%,

1/15/46,

(Pre-refunded

1/15/25)

1/25

at

100.00

Ba1

(7)

1,420,407

2,410

Pennsylvania

Economic

Development

Financing

Authority,

Exempt

Facilities

Revenue

Bonds,

KDC

Agribusiness

Fairless

Hills

LLC

Project,

Series

2020A-1,

10.000%,

12/01/40,

144A

6/30

at

100.00

N/R

2,413,326

2,410

Pennsylvania

Economic

Development

Financing

Authority,

Exempt

Facilities

Revenue

Bonds,

KDC

Agribusiness

Fairless

Hills

LLC

Project,

Series

2020A-2,

10.000%,

12/01/40,

(AMT),

144A

6/30

at

100.00

N/R

2,413,326

1,650

Pennsylvania

Economic

Development

Financing

Authority,

Exempt

Facilities

Revenue

Bonds,

National

Gypsum

Company,

Refunding

Series

2014,

5.500%,

11/01/44,

(AMT)

11/24

at

100.00

N/R

1,697,718

2,500

Pennsylvania

Economic

Development

Financing

Authority,

Exempt

Facilities

Revenue

Refunding

Bonds,

PPL

Energy

Supply,

LLC

Project,

Series

2009A,

6.400%,

12/01/38

9/25

at

100.00

Caa1

1,714,650

Pennsylvania

Economic

Development

Financing

Authority,

Private

Activity

Revenue

Bonds,

Pennsylvania

Rapid

Bridge

Replacement

Project,

Series

2015:

10,395

5.000%,

12/31/38,

(AMT)

6/26

at

100.00

BBB

11,065,477

3,750

5.000%,

6/30/42,

(AMT)

6/26

at

100.00

BBB

3,975,375

3,865

Pennsylvania

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

LaSalle

University,

Series

2012,

5.000%,

5/01/37

11/22

at

100.00

BB+

3,883,977

Pennsylvania

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

University

of

Pennsylvania

Health

System,

Series

2019:

1,000

4.000%,

8/15/34

8/29

at

100.00

AA

1,074,980

1,000

4.000%,

8/15/35

8/29

at

100.00

AA

1,072,580

1,500

4.000%,

8/15/36

8/29

at

100.00

AA

1,605,390

2,000

4.000%,

8/15/37

8/29

at

100.00

AA

2,136,420

4,225

4.000%,

8/15/38

8/29

at

100.00

AA

4,501,104

2,495

4.000%,

8/15/39

8/29

at

100.00

AA

2,650,962

3,345

Pennsylvania

Turnpike

Commission,

Turnpike

Revenue

Bonds,

Series

2014C,

5.000%,

12/01/39

12/24

at

100.00

A+

3,582,194

7,405

Pennsylvania

Turnpike

Commission,

Turnpike

Revenue

Bonds,

Series

2015A-1,

5.000%,

12/01/45

6/25

at

100.00

A+

7,979,110

15,000

Pennsylvania

Turnpike

Commission,

Turnpike

Revenue

Bonds,

Subordinate

Series

2009C,

6.250%,

6/01/33

-

AGM

Insured

6/26

at

100.00

AA

17,406,750

Pennsylvania

Turnpike

Commission,

Turnpike

Revenue

Bonds,

Subordinate

Series

2017B-1:

3,180

5.000%,

6/01/42

6/27

at

100.00

A3

3,511,165

4,540

5.250%,

6/01/47

6/27

at

100.00

A3

5,066,913

Nuveen

All-American

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

82

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Pennsylvania

(continued)

$

29,000

Pennsylvania

Turnpike

Commission,

Turnpike

Revenue

Bonds,

Subordinate

Series

2019A,

5.000%,

12/01/44

12/29

at

100.00

A3

$

33,285,620

Pennsylvania

Turnpike

Commission,

Turnpike

Revenue

Bonds,

Subordinate

Series

2021A:

2,000

4.000%,

12/01/40

12/31

at

100.00

A

2,098,540

2,375

4.000%,

12/01/41

12/31

at

100.00

A

2,488,192

10,070

3.000%,

12/01/42,

(UB)

(4)

12/30

at

100.00

A

9,449,184

1,500

3.000%,

12/01/42

12/30

at

100.00

A

1,407,525

2,500

4.000%,

12/01/42

12/31

at

100.00

A

2,613,700

1,700

4.000%,

12/01/44

12/30

at

100.00

A

1,782,552

4,000

4.000%,

12/01/46

12/31

at

100.00

A

4,145,040

1,000

4.000%,

12/01/46

12/30

at

100.00

A

1,036,830

1,590

4.000%,

12/01/50

12/30

at

100.00

A

1,636,587

16,550

3.000%,

12/01/51,

(UB)

(4)

12/31

at

100.00

A

14,197,418

Philadelphia

Authority

for

Industrial

Development,

Pennsylvania,

City

Service  Agreement

Revenue

Bonds,

Series

2018:

2,500

5.000%,

5/01/36

5/28

at

100.00

A

2,861,225

2,250

5.000%,

5/01/37

5/28

at

100.00

A

2,570,377

2,230

Philadelphia

Authority

for

Industrial

Development,

Pennsylvania,

Revenue

Bonds,

Mariana

Bracetti

Academy

Project,

Series

2020A,

5.375%,

6/15/50,

144A

12/27

at

100.00

N/R

2,245,008

1,265

Philadelphia

Gas

Works,

Pennsylvania,

Revenue

Bonds,

1998

General

Ordinance,

Refunding

Sixteenth

Series

2020B,

4.000%,

8/01/36

-

AGM

Insured

8/30

at

100.00

AA

1,375,890

Philadelphia

Gas

Works,

Pennsylvania,

Revenue

Bonds,

1998

General

Ordinance,

Sixteenth

Series

2020A:

9,390

4.000%,

8/01/45

-

AGM

Insured

8/30

at

100.00

AA

10,036,595

3,365

5.000%,

8/01/50

-

AGM

Insured

8/30

at

100.00

AA

3,888,897

Philadelphia

Hospitals

and

Higher

Education

Facilities

Authority,

Pennsylvania,

Hospital

Revenue

Bonds,

Temple

University

Health

System

Obligated

Group,

Series

of

2017:

8,865

5.000%,

7/01/31

7/27

at

100.00

BBB-

9,725,082

1,930

5.000%,

7/01/32

7/27

at

100.00

BBB-

2,113,022

5,400

5.000%,

7/01/34

7/27

at

100.00

BBB-

5,900,526

Philadelphia

School

District,

Pennsylvania,

General

Obligation

Bonds,

Series

2021A:

6,665

4.000%,

9/01/39

9/31

at

100.00

N/R

7,193,201

4,665

4.000%,

9/01/40

9/31

at

100.00

N/R

5,018,327

6,665

4.000%,

9/01/41

9/31

at

100.00

N/R

7,147,680

4,475

4.000%,

9/01/46

9/31

at

100.00

N/R

4,729,180

4,000

Philadelphia,

Pennsylvania,

Airport

Revenue

Bonds,

Refunding

Series

2017B,

5.000%,

7/01/34,

(AMT)

7/27

at

100.00

A2

4,393,120

283,715

Total

Pennsylvania

291,905,693

Puerto

Rico

-

2.3%

Puerto

Rico

Aqueduct

and

Sewerage

Authority,

Revenue

Bonds,

Refunding

Senior

Lien

Forward

Delivery

Series

2022A:

4,750

5.000%,

7/01/28,

144A

(WI/DD,

Settling

6/15/22)

No

Opt.

Call

N/R

5,255,685

6,800

5.000%,

7/01/29,

144A

(WI/DD,

Settling

6/15/22)

No

Opt.

Call

N/R

7,596,348

3,600

4.000%,

7/01/42,

144A

(WI/DD,

Settling

6/15/22)

7/32

at

100.00

N/R

3,706,020

23,075

Puerto

Rico

Aqueduct

and

Sewerage

Authority,

Revenue

Bonds,

Refunding

Senior

Lien

Series

2020A,

5.000%,

7/01/47,

144A

7/30

at

100.00

N/R

25,182,670

83

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Puerto

Rico

(continued)

Puerto

Rico

Aqueduct

and

Sewerage

Authority,

Revenue

Bonds,

Refunding

Senior

Lien

Series

2021B:

$

6,250

5.000%,

7/01/24,

144A

No

Opt.

Call

N/R

$

6,557,625

11,340

5.000%,

7/01/33,

144A

7/31

at

100.00

N/R

12,874,982

22,420

5.000%,

7/01/37,

144A

7/31

at

100.00

N/R

25,255,458

5,020

4.000%,

7/01/42,

144A

7/31

at

100.00

N/R

5,165,680

3,745

Puerto

Rico

Aqueduct

and

Sewerage

Authority,

Revenue

Bonds,

Senior

Lien

Series

2008A,

6.125%,

7/01/24

No

Opt.

Call

CCC

3,997,263

Puerto

Rico

Sales

Tax

Financing

Corporation,

Sales

Tax

Revenue

Bonds,

Restructured

2018A-1:

6,968

4.500%,

7/01/34

7/25

at

100.00

N/R

7,300,304

72,283

0.000%,

7/01/46

7/28

at

41.38

N/R

22,179,316

39,000

0.000%,

7/01/51

7/28

at

30.01

N/R

8,682,570

3,129

4.750%,

7/01/53

7/28

at

100.00

N/R

3,290,675

31,279

5.000%,

7/01/58

7/28

at

100.00

N/R

33,333,718

1,000

Puerto

Rico

Sales

Tax

Financing

Corporation,

Sales

Tax

Revenue

Bonds,

Restructured

Cofina

Project

Series

2019A-2A,

4.550%,

7/01/40

7/28

at

100.00

N/R

1,049,920

Puerto

Rico

Sales

Tax

Financing

Corporation,

Sales

Tax

Revenue

Bonds,

Taxable

Restructured

Cofina

Project

Series

2019A-2:

3,000

4.329%,

7/01/40

7/28

at

100.00

N/R

3,110,910

2,000

4.329%,

7/01/40

7/28

at

100.00

N/R

2,075,360

245,659

Total

Puerto

Rico

176,614,504

South

Carolina

-

1.0%

3,330

Columbia,

South

Carolina,

Stormwater

System

Revenue

Bonds,

City

Stormwater

Improvements,

Green

Series

2018,

5.000%,

2/01/48

2/28

at

100.00

AA+

3,773,822

10,000

Patriots

Energy

Group

Financing

Agency,

South

Carolina,

Gas

Supply

Revenue

Bonds,

Series

2018A,

4.000%,

10/01/48,

(Mandatory

Put

2/01/24)

11/23

at

100.30

Aa2

10,300,300

2,500

South

Carolina

Jobs-Economic

Development

Authority,

Hospital

Revenue

Bonds,

McLeod

Health

Projects,

Refunding

&

Improvement

Series

2018,

5.000%,

11/01/48

5/28

at

100.00

AA

2,809,025

3,000

South

Carolina

Jobs-Economic

Development

Authority,

Hospital

Revenue

Bonds,

Prisma

Health

Obligated

Group,

Series

2018A,

5.000%,

5/01/48

5/28

at

100.00

A

3,324,840

3,000

South

Carolina

Public

Service

Authority,

Santee

Cooper

Revenue

Obligations,

Improvement

Series

2021B,

4.000%,

12/01/51,

(UB)

(4)

12/31

at

100.00

A

3,139,560

7,500

South

Carolina

Public

Service

Authority,

Santee

Cooper

Revenue

Obligations,

Refunding

&

Improvement

Series

2020A,

4.000%,

12/01/42,

(UB)

(4)

12/30

at

100.00

A

7,931,700

2,165

South

Carolina

Public

Service

Authority,

Santee

Cooper

Revenue

Obligations,

Refunding

Series

2016A,

5.000%,

12/01/31

6/26

at

100.00

A

2,389,597

5,000

South

Carolina

Public

Service

Authority,

Santee

Cooper

Revenue

Obligations,

Refunding

Series

2016B,

5.000%,

12/01/56

12/26

at

100.00

A

5,491,350

20,000

South

Carolina

Public

Service

Authority,

Santee

Cooper

Revenue

Obligations,

Refunding

Series

2022A,

4.000%,

12/01/55

6/32

at

100.00

N/R

20,799,800

South

Carolina

State

Ports

Authority,

Revenue

Bonds,

Series

2018:

4,860

5.000%,

7/01/31,

(AMT)

7/28

at

100.00

A+

5,422,302

3,760

5.000%,

7/01/32,

(AMT)

7/28

at

100.00

A+

4,180,707

4,000

South

Carolina

Transportation

Infrastructure

Bank,

Revenue

Bonds,

Refunding

Series

2016A,

3.000%,

10/01/36

10/25

at

100.00

Aa3

3,956,440

Nuveen

All-American

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

84

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

South

Carolina

(continued)

$

2,500

Spartanburg

Regional

Health

Services

District,

Inc.,

South

Carolina,

Hosptial

Revenue

Bonds,

Series

2020A,

4.000%,

4/15/45

-

AGM

Insured

4/30

at

100.00

AA

$

2,685,275

71,615

Total

South

Carolina

76,204,718

South

Dakota

-

0.1%

5,710

South

Dakota

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Monument

Health,

Inc,

Series

2020A,

3.000%,

9/01/45,

(UB)

(4)

9/30

at

100.00

AA-

5,051,637

4,800

South

Dakota

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Monument

Health,

Inc.,

Series

2020A,

4.000%,

9/01/50,

(UB)

(4)

9/30

at

100.00

AA-

5,094,672

910

South

Dakota

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Sanford

Health,

Series

2015,

5.000%,

11/01/45

11/25

at

100.00

AA-

982,845

11,420

Total

South

Dakota

11,129,154

Tennessee

-

4.4%

1,000

Blount

County

Health

and

Educational

Facilites

Board,

Tennessee,

Revenue

Refunding

Bonds,

Asbury,

Inc.,

Series

2016A,

5.000%,

1/01/37

1/25

at

102.00

N/R

782,890

2,920

Blount

County,

Tennessee,

General

Obligation

Bonds,

Refunding

Series

2016B,

5.000%,

6/01/33

6/26

at

100.00

AA+

3,223,417

2,500

Bristol

Industrial

Development

Board,

Tennessee,

Tax

Increment

Revenue

Bonds,

Pinnacle

Project,

Series

2016,

5.625%,

6/01/35

6/26

at

100.00

N/R

2,490,025

Chattanooga

Health,

Educational

and

Housing

Facility

Board,

Tennessee,

Revenue

Bonds,

Catholic

Health

Initiatives,

Series

2013A:

1,500

5.000%,

1/01/33,

(Pre-refunded

1/01/23)

1/23

at

100.00

BBB+

(7)

1,538,310

1,000

5.250%,

1/01/45,

(Pre-refunded

1/01/23)

1/23

at

100.00

BBB+

(7)

1,027,380

Chattanooga

Health,

Educational

and

Housing

Facility

Board,

Tennessee,

Revenue

Bonds,

CommonSpirit

Health,

Series

2019A-2:

100

5.000%,

8/01/31

8/29

at

100.00

BBB+

114,421

100

5.000%,

8/01/32

8/29

at

100.00

BBB+

114,112

105

5.000%,

8/01/33

8/29

at

100.00

BBB+

119,641

100

5.000%,

8/01/35

8/29

at

100.00

BBB+

113,712

100

5.000%,

8/01/37

8/29

at

100.00

BBB+

113,541

835

5.000%,

8/01/44

8/29

at

100.00

BBB+

935,960

2,310

5.000%,

8/01/49

8/29

at

100.00

BBB+

2,574,010

Chattanooga,

Tennessee,

Electric

System

Enterprise

Revenue

Bonds,

Series

2015A:

500

5.000%,

9/01/31

9/25

at

100.00

AA+

543,620

1,750

5.000%,

9/01/32

9/25

at

100.00

AA+

1,902,057

Chattanooga-Hamilton

County

Hospital

Authority,

Tennessee,

Hospital

Revenue

Bonds,

Erlanger

Health

System,

Refunding

Series

2014A:

500

5.000%,

10/01/34

10/24

at

100.00

BBB

534,955

1,575

5.000%,

10/01/44

10/24

at

100.00

BBB

1,682,179

665

Clarksville,

Tennessee,

Electric

System

Revenue

Bonds,

Refunding

Series

2015,

5.000%,

9/01/27

9/24

at

100.00

Aa2

714,496

510

DeKalb

Utility

District,

DeKalb

County,

Tennessee,

Waterworks

Revenue

Bonds,

Refunding

Series

2017,

3.500%,

4/01/42

4/26

at

100.00

A

516,416

900

Franklin

County

Health

and

Educational

Facilities

Board,

Tennessee,

Revenue

Bonds,

University

of

the

South,

Refunding

&

Improvement

Series

2014,

5.000%,

9/01/29

9/22

at

100.00

A+

913,284

85

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Tennessee

(continued)

Franklin

Special

School

District,

Williamson

County,

Tennessee,

General

Obligation

Bonds,

School

Improvement

Series

2019:

$

1,000

5.000%,

6/01/37

6/29

at

100.00

Aa1

$

1,162,060

1,000

5.000%,

6/01/38

6/29

at

100.00

Aa1

1,161,210

Gallatin,

Tennessee,

Water

and

Sewer

Revenue

Bonds,

Refunding

&

Improvement

Series

2015:

1,655

5.000%,

1/01/31,

(Pre-refunded

1/01/25)

1/25

at

100.00

AA

(7)

1,788,525

1,270

5.000%,

1/01/38,

(Pre-refunded

1/01/25)

1/25

at

100.00

AA

(7)

1,372,464

Greeneville

Health

and

Educational

Facilities

Board,

Tennessee,

Hospital

Revenue

Bonds,

Ballad

Health,

Series

2018A:

5,000

5.000%,

7/01/31

7/23

at

100.00

A

5,187,000

4,860

5.000%,

7/01/32

7/23

at

100.00

A

5,038,702

1,660

5.000%,

7/01/33

7/23

at

100.00

A

1,720,208

6,500

5.000%,

7/01/34

7/23

at

100.00

A

6,733,285

2,000

5.000%,

7/01/36

7/28

at

100.00

A

2,271,140

2,395

5.000%,

7/01/37

7/28

at

100.00

A

2,714,996

1,375

Hallsdale-Powell

Utility

District,

Knox

County,

Tennessee,

Water

and

Sewer

Revenue

Bonds,

Refunding

&

Improvement

Series

2019,

4.000%,

4/01/39

4/29

at

100.00

AA

1,479,528

Hallsdale-Powell

Utility

District,

Knox

County,

Tennessee,

Water

and

Sewer

Revenue

Bonds,

Refunding

Series

2018:

1,000

4.000%,

4/01/35

4/26

at

100.00

AA

1,065,530

1,415

4.000%,

4/01/38

4/26

at

100.00

AA

1,504,923

1,500

Harpeth

Valley

Utilities

District,

Davidson

and

Williamson

Counties,

Tennessee,

Utilities

Revenue

Bonds,

Refunding

Series

2015,

5.000%,

9/01/25

No

Opt.

Call

AA+

1,651,050

Harpeth

Valley

Utilities

District,

Davidson

and

Williamson

Counties,

Tennessee,

Utilities

Revenue

Bonds,

Refunding

Series

2016:

2,870

5.000%,

9/01/34

9/25

at

100.00

AA+

3,134,040

4,785

5.000%,

9/01/42

9/25

at

100.00

AA+

5,213,975

6,000

Harpeth

Valley

Utilities

District,

Davidson

and

Williamson

Counties,

Tennessee,

Utilities

Revenue

Bonds,

Series

2014,

5.000%,

9/01/44

9/24

at

100.00

AA+

6,372,900

Harpeth

Valley

Utilities

District,

Davidson

and

Williamson

Counties,

Tennessee,

Utilities

Revenue

Bonds,

Series

2020:

1,425

4.000%,

9/01/40,

(UB)

(4)

9/29

at

100.00

AA+

1,536,991

3,385

4.000%,

9/01/45,

(UB)

(4)

9/29

at

100.00

AA+

3,609,121

2,950

4.000%,

9/01/50,

(UB)

(4)

9/29

at

100.00

AA+

3,129,979

5,130

Hendersonville

Industrial

Development

Board,

Tennessee,

Multifamily

Housing

Revenue

Bonds,

Hickory

Pointe

Poject,

Series

2010,

4.875%,

12/01/25

No

Opt.

Call

AA+

5,568,512

670

Jackson

Energy

Authority,

Tennessee,

Gas

System

Revenue

Bonds,

Refunding

&

Improvement

Series

2015,

5.000%,

6/01/28

6/25

at

100.00

Aa2

732,672

Jackson

Energy

Authority,

Tennessee,

Water

System

Revenue

Bonds,

Series

2012:

270

5.000%,

12/01/24

No

Opt.

Call

Aa3

291,325

140

5.000%,

12/01/25

No

Opt.

Call

Aa3

154,788

175

5.000%,

12/01/26

No

Opt.

Call

Aa3

197,937

Jackson,

Tennessee,

Hospital

Revenue

Bonds,

Jackson-

Madison

County

General

Hospital

Project,

Refunding

2015:

3,715

5.000%,

4/01/36

4/25

at

100.00

N/R

3,980,214

110

5.000%,

4/01/36,

(Pre-refunded

4/01/25)

4/25

at

100.00

N/R

(7)

119,110

Nuveen

All-American

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

86

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Tennessee

(continued)

Jackson,

Tennessee,

Hospital

Revenue

Bonds,

Jackson-

Madison

County

General

Hospital

Project,

Series

2018A:

$

2,740

5.000%,

4/01/41

10/28

at

100.00

N/R

$

3,101,433

145

5.000%,

4/01/41,

(Pre-refunded

10/01/28)

10/28

at

100.00

N/R

(7)

168,483

Johnson

City

Energy

Authority,

Tennessee,

Electric

System

Revenue

Bonds,

Series

2017:

1,000

5.000%,

5/01/28

5/27

at

100.00

Aa2

1,136,970

1,000

5.000%,

5/01/29

5/27

at

100.00

Aa2

1,134,150

1,000

Johnson

City

Health

and

Educational

Facilities

Board,

Tennessee,

Hospital

Revenue

Bonds,

Mountain

States

Health

Alliance,

Series

2012A,

5.000%,

8/15/42

8/22

at

100.00

A

1,011,800

Johnson

City

Health

and

Educational

Facilities

Board,

Tennessee,

Hospital

Revenue

Refunding

and

Improvement

Bonds,

Johnson

City

Medical

Center,

Series

1998C:

2,735

5.125%,

7/01/25

-

NPFG

Insured,

(ETM)

5/22

at

100.00

Baa2

(7)

2,971,277

9,570

5.250%,

7/01/28

-

NPFG

Insured,

(ETM)

5/22

at

100.00

Baa2

(7)

10,030,891

1,200

Kingsport

Industrial

Development

Board,

Tennessee,

Multifamily

Housing

Revenue

Bonds,

Model

City

Apartments

Project,

Series

2009,

5.000%,

7/20/29

4/22

at

100.00

N/R

1,200,468

4,000

Knox

County

Health,

Educational

and

Housing

Facilities

Board,

Tennessee,

Revenue

Bonds,

University

Health

System,

Inc.,

Series

2016,

5.000%,

9/01/47

9/26

at

100.00

BBB

4,321,080

Knox

County

Health,

Educational

and

Housing

Facilities

Board,

Tennessee,

Revenue

Bonds,

University

Health

System,

Inc.,

Series

2017:

2,000

4.000%,

4/01/36

4/27

at

100.00

BBB

2,071,780

310

5.000%,

4/01/36

4/27

at

100.00

BBB

341,322

Knox

County

Health,

Educational

and

Housing

Facility

Board,

Tennessee,

Hospital

Revenue

Bonds,

Covenant

Health,

Refunding

Series

2016A:

2,955

5.000%,

1/01/36

1/27

at

100.00

A+

3,255,464

5,815

5.000%,

1/01/47

1/27

at

100.00

A+

6,282,410

Knox

County

Health,

Educational

and

Housing

Facility

Board,

Tennessee,

Hospital

Revenue

Bonds,

East

Tennessee

Children's

Hospital,

Series

2019:

3,030

5.000%,

11/15/37

2/29

at

100.00

A

3,445,231

7,500

4.000%,

11/15/43

2/29

at

100.00

A

7,912,500

1,315

Knox-Chapman

Utility

District

of

Knox

County,

Tennessee,

Water

and

Sewer

Revenue

Bonds,

Refunding

and

Improvement

Series

2015,

5.000%,

1/01/31

1/25

at

100.00

AA-

1,420,476

Knox-Chapman

Utility

District

of

Knox

County,

Tennessee,

Water

and

Sewer

Revenue

Bonds,

Refunding

and

Improvement

Series

2017:

1,475

4.000%,

1/01/32

1/26

at

100.00

AA-

1,569,444

1,000

4.000%,

1/01/35

1/26

at

100.00

AA-

1,061,720

1,315

McMinnville-Warren

County

Industrial

Development

Board,

Tennessee,

Multifamily

Housing

Revenue

Bonds,

Beersheba

Heights

Towers,

Series

2009,

5.500%,

11/20/39

4/22

at

100.00

N/R

1,331,832

6,000

Memphis

&

Shelby

County

Economic

Development

Growth

Engine

Industrial

Development

Board,

Tennessee,

Tourism

Development

Zone

Revenue

Bonds,

Refunding

Series

2017B,

5.000%,

11/01/30

11/26

at

100.00

AA

6,724,320

4,730

Memphis,

Tennessee,

Electric

System

Revenue

Bonds,

Memphis

Light

,

Gas

and

Water

Division

Series

2020A,

4.000%,

12/01/50

12/30

at

100.00

Aa2

5,061,147

3,305

Memphis,

Tennessee,

Gas

System

Revenue

Bonds,

Memphis

Light,

Gas

&

Water

Division,

Series

2020,

4.000%,

12/01/45

12/30

at

100.00

N/R

3,530,203

87

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Tennessee

(continued)

$

1,400

Memphis,

Tennessee,

Gas

System

Revenue

Bonds,

Series

2017,

5.000%,

12/01/31

12/27

at

100.00

Aa1

$

1,591,086

Memphis,

Tennessee,

Sanitary

Sewerage

System

Revenue

Bonds,

Refunding

Series

2020B:

1,000

5.000%,

10/01/35,

(UB)

(4)

10/30

at

100.00

AA+

1,191,930

1,420

5.000%,

10/01/36,

(UB)

(4)

10/30

at

100.00

AA+

1,690,822

1,500

5.000%,

10/01/37,

(UB)

(4)

10/30

at

100.00

AA+

1,785,090

2,250

5.000%,

10/01/38,

(UB)

(4)

10/30

at

100.00

AA+

2,673,473

2,560

5.000%,

10/01/39,

(UB)

(4)

10/30

at

100.00

AA+

3,037,133

2,120

5.000%,

10/01/40,

(UB)

(4)

10/30

at

100.00

AA+

2,511,331

2,000

Memphis,

Tennessee,

Water

System

Revenue

Bonds,

Memphis

Light,

Gas

&

Water

Divsion

Series

2020,

4.000%,

12/01/50

12/30

at

100.00

AAA

2,147,900

215

Memphis/Shelby

County

Economic

Development

Growth

Engine

Industrial

Development

Board,

Tennessee,

Tax

Increment

Revenue

Bonds,

Graceland

Project,

Senior

Series

2017A,

4.750%,

7/01/27

No

Opt.

Call

N/R

196,833

Memphis-Shelby

County

Airport

Authority,

Tennessee,

Airport

Revenue

Bonds,

Refunding

Series

2020A:

1,040

4.000%,

7/01/35

7/30

at

100.00

A2

1,097,772

450

4.000%,

7/01/36

7/30

at

100.00

A2

474,552

455

4.000%,

7/01/37

7/30

at

100.00

A2

479,424

375

4.000%,

7/01/38

7/30

at

100.00

A2

394,519

635

4.000%,

7/01/39

7/30

at

100.00

A2

667,036

10,425

Memphis-Shelby

County

Airport

Authority,

Tennessee,

Airport

Revenue

Bonds,

Series

2018,

5.000%,

7/01/47,

(AMT)

7/28

at

100.00

A

11,361,582

4,655

Metropolitan

Governemnt

of

Nashville

&

Davidson

County

Health

and

Educational

Facilities

Board,

Tennessee,

Multifamily

Housing

Revenue

Bonds,

Parkwood

Villa

Apartments

Project,

Series

2010,

4.600%,

3/01/40,

(Mandatory

Put

3/01/25)

5/22

at

100.00

AA+

4,662,960

1,035

Metropolitan

Government

Nashville

&

Davidson

County

Convention

Center

Authority,

Tennessee,

Tourism

Tax

Revenue

Bonds,

Series

2010A-

1,

5.000%,

7/01/26

5/22

at

100.00

A+

1,037,256

2,000

Metropolitan

Government

of

Nashville-Davidson

County

Health

and

Educational

Facilities

Board,

Tennessee,

Revenue

Bonds,

Blakeford

at

Green

Hills,

Series

2020A,

4.000%,

11/01/55

11/25

at

102.00

BBB-

1,960,060

Metropolitan

Government

of

Nashville-Davidson

County

Health

and

Educational

Facilities

Board,

Tennessee,

Revenue

Bonds,

Knowledge

Academy

Charter

School,

Series

2017A:

1,000

0.000%,

6/15/27,

144A

(8)

No

Opt.

Call

N/R

700,000

1,900

0.000%,

6/15/37,

144A

(8)

6/27

at

100.00

N/R

1,330,000

Metropolitan

Government

of

Nashville-Davidson

County

Health

and

Educational

Facilities

Board,

Tennessee,

Revenue

Bonds,

Lipscomb

University,

Refunding

&

Improvement

Series

2016A:

610

5.000%,

10/01/30

10/26

at

100.00

BBB

656,744

640

5.000%,

10/01/31

10/26

at

100.00

BBB

687,251

670

5.000%,

10/01/32

10/26

at

100.00

BBB

718,186

705

5.000%,

10/01/33

10/26

at

100.00

BBB

754,414

745

5.000%,

10/01/34

10/26

at

100.00

BBB

796,666

780

5.000%,

10/01/35

10/26

at

100.00

BBB

833,937

2,750

5.000%,

10/01/45

10/26

at

100.00

BBB

2,918,135

2,500

Metropolitan

Government

of

Nashville-Davidson

County

Health

and

Educational

Facilities

Board,

Tennessee,

Revenue

Bonds,

Lipscomb

University,

Refunding

&

Improvement

Series

2019A,

5.250%,

10/01/58

10/29

at

100.00

BBB

2,728,000

Nuveen

All-American

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

88

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Tennessee

(continued)

$

515

Metropolitan

Government

of

Nashville-Davidson

County

Health

and

Educational

Facilities

Board,

Tennessee,

Revenue

Bonds,

Rocketship

Education

Project,

Series

2017E,

5.375%,

6/01/52,

144A

6/26

at

100.00

N/R

$

534,452

Metropolitan

Government

of

Nashville-Davidson

County

Health

and

Educational

Facilities

Board,

Tennessee,

Revenue

Bonds,

Vanderbilt

University

Medical

Center,

Series

2016A:

2,740

5.000%,

7/01/35

7/26

at

100.00

A3

3,005,260

1,165

5.000%,

7/01/40

7/26

at

100.00

A3

1,271,900

5,240

5.000%,

7/01/46,

(UB)

(4)

7/26

at

100.00

A3

5,672,667

5,000

5.000%,

7/01/46

7/26

at

100.00

A3

5,412,850

385

Metropolitan

Government

of

Nashville-Davidson

County

Health

and

Educational

Facilities

Board,

Tennessee,

Revenue

Bonds,

Vanderbilt

University

Medical

Center,

Series

2017A,

5.000%,

7/01/48

7/27

at

100.00

A3

422,410

5,000

Metropolitan

Government

of

Nashville-Davidson

County,

Tennessee,

Electric

System

Revenue

Bonds,

Series

2017A,

5.000%,

5/15/42

5/27

at

100.00

AA+

5,567,950

495

Metropolitan

Government

of

Nashville-Davidson

County,

Tennessee,

General

Obligation

Bonds,

Refunding

Series

2012,

5.000%,

7/01/23,

(Pre-refunded

7/01/22)

7/22

at

100.00

N/R

(7)

499,757

2,500

Metropolitan

Government

of

Nashville-Davidson

County,

Tennessee,

General

Obligation

Bonds,

Tender

Option

Bond

Trust

2015-XF0224,

16.783%,

7/01/27,

(Pre-refunded

7/01/23),

144A,

(IF)

7/23

at

100.00

AA

(7)

2,910,500

5,750

Metropolitan

Nashville

Airport

Authority,

Tennessee,

Airport

Revenue

Bonds,

Improvement

Series

2015A,

5.000%,

7/01/45

7/25

at

100.00

A1

6,221,500

Metropolitan

Nashville

Airport

Authority,

Tennessee,

Airport

Revenue

Bonds,

Subordinate

Series

2019A:

1,000

4.000%,

7/01/49

7/30

at

100.00

A2

1,034,440

5,350

4.000%,

7/01/54

7/30

at

100.00

A2

5,505,953

2,000

Metropolitan

Nashville

Airport

Authority,

Tennessee,

Airport

Revenue

Bonds,

Subordinate

Series

2019B,

5.000%,

7/01/44,

(AMT)

7/30

at

100.00

A2

2,231,440

1,160

Metropolitan

Nashville

Airport

Authority,

Tennessee,

Special

Facility

Revenue

Bonds,

Aero

Nashville

LLC

Project,

Refunding

Series

2010,

5.200%,

7/01/26

5/22

at

100.00

Baa3

1,150,117

Nashville

Metropolitan

Development

and

Housing

Agency,

Tennessee,

Tax

increment

Bonds,

Fifth

&

Broadway

Development

Project,

Series

2018:

700

4.500%,

6/01/28,

144A

No

Opt.

Call

N/R

730,919

570

5.125%,

6/01/36,

144A

6/28

at

100.00

N/R

608,190

New

Memphis

Arena

Public

Building

Authority,

Memphis

and

Shelby

County,

Tennessee,

Local

Government

Public

Improvement

Bonds,

Capital

Appreciation

Series

2021:

3,250

0.000%,

4/01/39

4/31

at

83.61

AA

1,785,745

5,300

0.000%,

4/01/40

4/31

at

81.47

AA

2,785,892

4,850

0.000%,

4/01/41

4/31

at

79.40

AA

2,437,319

4,175

0.000%,

4/01/42

4/31

at

77.25

AA

2,013,185

3,485

0.000%,

4/01/43

4/31

at

75.19

AA

1,609,721

3,275

0.000%,

4/01/44

4/31

at

73.15

AA

1,450,170

4,675

0.000%,

4/01/45

4/31

at

71.11

AA

1,982,434

4,450

0.000%,

4/01/46

4/31

at

69.30

AA

1,806,700

1,485

Portland,

Tennessee,

Water

and

Sewer

System

Revenue

Bonds,

Series

2020,

4.000%,

4/01/40

-

AGM

Insured

4/30

at

100.00

AA

1,598,929

1,000

Shelby

County

Health,

Educational

and

Housing

Facilities

Board,

Tennessee,

Revenue

Bonds,

Methodist

Le

Bonheur

Healthcare,

Series

2012,

5.000%,

5/01/42,

(Pre-refunded

5/01/22)

5/22

at

100.00

A1

(7)

1,003,040

89

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Tennessee

(continued)

Shelby

County

Health,

Educational

and

Housing

Facility

Board,

Tennessee,

Educational

Facilities

Revenue

Bonds,

Rhodes

College,

Series

2015:

$

700

5.000%,

8/01/40

8/25

at

100.00

A+

$

756,651

1,000

5.000%,

8/01/45

8/25

at

100.00

A+

1,082,270

1,100

Shelby

County

Health,

Educational

and

Housing

Facility

Board,

Tennessee,

Residential

Care

Facility

Mortgage

Revenue

Bonds,

The

Village  at

Germantown,

Series

2014,

5.250%,

12/01/44

12/24

at

100.00

BBB-

1,140,755

1,500

Shelby

County

Health,

Educational

and

Housing

Facility

Board,

Tennessee,

Residential

Care

Facility

Mortgage

Revenue

Bonds,

The

Village

at

Germantown,

Series

2012,

5.250%,

12/01/42,

(Pre-refunded

12/01/22)

12/22

at

100.00

N/R

(7)

1,537,785

Tennessee

State

School

Bond

Authority,

Higher

Educational

Facilities

Second

Program

Bonds,

Refunding

Series

2015B:

4,160

5.000%,

11/01/33,

(Pre-refunded

11/01/25),

(UB)

(4)

11/25

at

100.00

AA+

(7)

4,584,195

6,225

5.000%,

11/01/34,

(Pre-refunded

11/01/25),

(UB)

(4)

11/25

at

100.00

AA+

(7)

6,859,764

1,500

5.000%,

11/01/35,

(Pre-refunded

11/01/25)

11/25

at

100.00

AA+

(7)

1,652,955

5,000

5.000%,

11/01/40,

(Pre-refunded

11/01/25),

(UB)

(4)

11/25

at

100.00

AA+

(7)

5,509,850

1,295

5.000%,

11/01/40,

(Pre-refunded

11/01/25)

11/25

at

100.00

AA+

(7)

1,427,051

10,000

5.000%,

11/01/45,

(Pre-refunded

11/01/25),

(UB)

(4)

11/25

at

100.00

AA+

(7)

11,019,700

Tennessee

State,

General

Obligation

Bonds,

Series

2014A:

1,000

5.000%,

9/01/33,

(Pre-refunded

9/01/24)

9/24

at

100.00

AAA

(7)

1,072,860

675

5.000%,

9/01/34,

(Pre-refunded

9/01/24)

9/24

at

100.00

AAA

(7)

724,180

Tennessee

State,

General

Obligation

Bonds,

Series

2015A:

1,535

5.000%,

8/01/34,

(Pre-refunded

8/01/25)

8/25

at

100.00

AAA

(7)

1,685,522

1,250

5.000%,

8/01/35,

(Pre-refunded

8/01/25)

8/25

at

100.00

AAA

(7)

1,372,575

3,785

The

Tennessee

Energy

Acquisition

Corporation,

Gas

Project

Revenue

Bonds,

Series

2018,

4.000%,

11/01/49,

(Mandatory

Put

11/01/25)

8/25

at

100.22

A2

3,912,100

The

Tennessee

Energy

Acquisition

Corporation,

Gas

Revenue

Bonds,

Series

2006A:

1,755

5.250%,

9/01/22

No

Opt.

Call

A2

1,781,729

3,230

5.250%,

9/01/24

No

Opt.

Call

A2

3,451,094

2,520

5.250%,

9/01/26

No

Opt.

Call

A2

2,777,216

2,100

The

Tennessee

Energy

Acquisition

Corporation,

Gas

Revenue

Bonds,

Series

2006B,

5.625%,

9/01/26

No

Opt.

Call

BBB

2,357,943

The

Tennessee

Energy

Acquisition

Corporation,

Gas

Revenue

Bonds,

Series

2006C:

600

5.000%,

2/01/23

No

Opt.

Call

A

615,456

100

5.000%,

2/01/24

No

Opt.

Call

A

104,942

5,090

5.000%,

2/01/27

No

Opt.

Call

A

5,590,856

1,700

Watauga

River

Regional

Water

Authority,

Tennessee,

Waterworks

Revenue

Bonds,

Series

2017,

4.000%,

7/01/37

7/27

at

100.00

A

1,824,338

500

West

Knox

Utility

District

of

Knox

County,

Tennessee,

Water

and

Sewer

Revenue

Bonds,

Refunding

&

Improvement

Series

2016,

5.000%,

6/01/41

6/24

at

100.00

AA+

528,095

4,995

West

Wilson

Utility

District,

Wilson

County,

Tennessee,

Water

Revenue

Bonds,

Refunding

&

Improvement

Series

2015,

5.000%,

6/01/45

6/25

at

100.00

AA

5,368,077

310

Williamson

County

H.B.

&

T.S.

Utility

District,

Tennessee,

Waterworks

Revenue

Bonds,

Series

2020,

4.000%,

9/01/41

9/29

at

100.00

AA

333,951

334,340

Total

Tennessee

339,340,454

Nuveen

All-American

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

90

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Texas

-

6.5%

$

8,520

Arlington

Higher

Education

Finance

Corporation,

Texas,

Education

Revenue

Bonds,

Great

Hearts

America

-

Texas,

Series

2021A,

3.000%,

8/15/56,

(UB)

(4)

8/31

at

100.00

Aaa

$

7,422,198

6,000

Arlington

Higher

Education

Finance

Corporation,

Texas,

Education

Revenue

Bonds,

Harmony

Public

Schools,

Series

2021A,

3.000%,

2/15/46,

(UB)

(4)

2/31

at

100.00

AAA

5,749,620

4,035

Arlington

Higher

Education

Finance

Corporation,

Texas,

Education

Revenue

Bonds,

Riverwalk

Education

Foundation,

Series

2019,

3.000%,

8/15/54,

(UB)

(4)

8/29

at

100.00

AAA

3,640,458

Arlington

Higher

Education

Finance

Corporation,

Texas,

Education

Revenue

Bonds,

Uplift

Education,

Series

2016A:

125

5.000%,

12/01/46

12/26

at

100.00

BBB-

134,365

740

5.000%,

12/01/51

12/26

at

100.00

BBB-

794,545

10,000

Arlington,

Texas,

Special

Tax

Revenue

Bonds,

Subordinate

Lien

Series

2018C,

5.000%,

2/15/48

-

BAM

Insured

2/23

at

100.00

AA

10,204,500

Austin,

Texas,

Airport

System

Revenue

Bonds,

Series

2019B:

6,000

5.000%,

11/15/44,

(AMT)

11/29

at

100.00

A1

6,665,040

10,960

5.000%,

11/15/48,

(AMT)

11/29

at

100.00

A1

12,116,061

Carrollton-Farmers

Branch

Independent

School

District,

Dallas

County,

Texas,

General

Obligation

Bonds,

School

Building

Series

2021:

1,260

3.000%,

2/15/37

2/30

at

100.00

AAA

1,295,456

1,150

3.000%,

2/15/38

2/30

at

100.00

AAA

1,168,251

965

3.000%,

2/15/39

2/30

at

100.00

AAA

978,829

765

3.000%,

2/15/40

2/30

at

100.00

AAA

774,807

4,740

Central

Texas

Regional

Mobility

Authority,

Revenue

Bonds,

Refunding

Senior

Lien

Series

2021D,

3.000%,

1/01/46

7/31

at

100.00

N/R

4,141,670

5,410

Central

Texas

Regional

Mobility

Authority,

Revenue

Bonds,

Senior

Lien,

Series

2018,

5.000%,

1/01/48

1/28

at

100.00

A-

5,957,221

2,745

Clifton

Higher

Education

Finance

Corporation,

Texas,

Education

Revenue

Bonds,

Idea

Public

Schools,

Series

2012,

5.000%,

8/15/32

8/22

at

100.00

A-

2,774,289

1,250

Clifton

Higher

Education

Finance

Corporation,

Texas,

Education

Revenue

Bonds,

Idea

Public

Schools,

Series

2013,

6.000%,

8/15/33

8/23

at

100.00

A-

1,311,613

2,500

Clifton

Higher

Education

Finance

Corporation,

Texas,

Education

Revenue

Bonds,

Uplift

Education

Charter

School,

Series

2014A,

4.250%,

12/01/34

12/24

at

100.00

BBB-

2,561,925

9,700

Clifton

Higher

Education

Finance

Corporation,

Texas,

Education

Revenue

Bonds,

Uplift

Education

Charter

School,

Series

2015A,

5.000%,

12/01/50

6/25

at

100.00

BBB-

10,198,483

Collin

County

Community

College

District,

Texas,

General

Obligation

Bonds,

Series

2020A:

3,870

4.000%,

8/15/36

8/29

at

100.00

AAA

4,241,249

4,105

4.000%,

8/15/37

8/29

at

100.00

AAA

4,487,299

3,300

4.000%,

8/15/38

8/29

at

100.00

AAA

3,604,557

12,265

Dallas

Area

Rapid

Transit,

Texas,

Sales

Tax

Revenue

Bonds,

Refunding

Series

2016A,

5.000%,

12/01/46,

(UB)

(4)

12/25

at

100.00

AA+

13,510,388

1,720

Fort

Bend

County

Industrial

Development

Corporation,

Texas,

Revenue

Bonds,

NRG

Energy

Inc.

Project,

Series

2012A.

RMKT,

4.750%,

5/01/38

11/22

at

100.00

Baa2

1,742,773

Fort

Bend

County,

Texas,

Toll

Road

Revenue

Bonds,

Senior

Lien

Series

2021:

1,000

3.000%,

3/01/46

-

BAM

Insured,

(UB)

(4)

3/31

at

100.00

AA

904,460

1,625

3.000%,

3/01/51,

(UB)

(4)

3/31

at

100.00

AA

1,414,026

91

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Texas

(continued)

Fort

Bend

Grand

Parkway

Toll

Road

Authority:

$

1,555

3.000%,

3/01/46,

(UB)

(4)

3/31

at

100.00

Aa1

$

1,535,936

1,485

3.000%,

3/01/51,

(UB)

(4)

3/31

at

100.00

Aa1

1,448,543

20,420

Grand

Parkway

Transportation

Corporation,

Texas,

System

Toll

Revenue

Bonds,

Refunding

First

Tier

Series

2020C,

4.000%,

10/01/49

4/30

at

100.00

A+

21,366,467

1,075

Gulf

Coast

Industrial

Development

Authority,

Texas,

Solid

Waste

Disposal

Revenue

Bonds,

Citgo

Petroleum

Corporation

Project,

Series

1995,

4.875%,

5/01/25,

(AMT)

10/22

at

100.00

BB

1,077,967

23,500

Harris

County

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Hospital

Revenue

Bonds,

Texas

Childrens

Hospital,

Series

2021A,

3.000%,

10/01/51,

(UB)

(4)

10/31

at

100.00

AA

21,315,440

8,585

Harris

County

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Revenue

Refunding

Bonds,

Young

Men's

Christian

Association

of

the

Greater

Houston

Area,

Series

2013A,

5.000%,

6/01/33

6/23

at

100.00

Baa2

8,644,923

1,325

Harris

County-Houston

Sports

Authority,

Texas,

Revenue

Bonds,

Third

Lien

Series

2004A-3,

0.000%,

11/15/33

-

NPFG

Insured

11/24

at

59.10

Baa2

707,987

1,735

Houston,

Texas,

Airport

System

Special

Facilities

Revenue

Bonds,

United

Airlines

Inc.

Terminal

Improvement

Project,

Refunding

Series

2015B-1,

5.000%,

7/15/30,

(AMT)

7/25

at

100.00

B

1,828,239

7,115

Houston,

Texas,

Airport

System

Special

Facilities

Revenue

Bonds,

United

Airlines,

Inc.

Airport

Improvements

Project,

Refunding

Series

2020C,

5.000%,

7/15/27,

(AMT)

No

Opt.

Call

B-

7,756,133

9,900

Houston,

Texas,

Airport

System

Special

Facilities

Revenue

Bonds,

United

Airlines,

Inc.

Technical

Operations

Center

Project,

Series

2018,

5.000%,

7/15/28,

(AMT)

No

Opt.

Call

B

10,820,898

250

Houston,

Texas,

Airport

System

Special

Facilities

Revenue

Bonds,

United

Airlines,

Inc.

Terminal

E

Project,

Refunding

Series

2014,

5.000%,

7/01/29,

(AMT)

7/24

at

100.00

Ba3

260,088

430

Houston,

Texas,

Airport

System

Special

Facilities

Revenue

Bonds,

United

Airlines,

Inc.

Terminal

E

Project,

Refunding

Series

2020A,

5.000%,

7/01/27,

(AMT)

No

Opt.

Call

B-

468,571

1,645

Houston,

Texas,

Airport

System

Special

Facilities

Revenue

Bonds,

United

Airlines,

Inc.

Terminal

E

Project,

Series

2021B-1,

4.000%,

7/15/41,

(AMT)

7/29

at

100.00

B-

1,604,944

1,000

Houston,

Texas,

Airport

System

Special

Facilities

Revenue

Bonds,

United

Airlines,

Inc.

Terminal

Improvements

Project,

Refunding

Series

2020B-2,

5.000%,

7/15/27,

(AMT)

No

Opt.

Call

B-

1,090,110

8,755

Houston,

Texas,

Combined

Utility

System

Revenue

Bonds,

Refunding

First

Lien

Series

2017B,

5.000%,

11/15/37

11/27

at

100.00

Aa2

9,932,460

Houston,

Texas,

Hotel

Occupancy

Tax

and

Special

Revenue

Bonds,

Convention

and

Entertainment

Facilities

Department,

Refunding

Series

2014:

2,560

5.000%,

9/01/32

9/24

at

100.00

A

2,707,994

335

5.000%,

9/01/34

9/24

at

100.00

A

354,282

Kerrville

Health

Facilities

Development

Corporation,

Texas,

Revenue

Bonds,

Sid

Peterson

Memorial

Hospital

Project,

Series

2015:

1,360

5.000%,

8/15/30

8/25

at

100.00

A

1,472,159

1,280

5.000%,

8/15/35

8/25

at

100.00

A

1,383,411

Lamar

Consolidated

Independent

School

District,

Fort

Bend

County,

Texas,

General

Obligation

Bonds,

Schoolhouse

Series

2021:

9,460

3.000%,

2/15/51

2/31

at

100.00

AAA

8,917,942

5,000

3.000%,

2/15/56,

(UB)

(4)

2/31

at

100.00

AAA

4,658,950

Nuveen

All-American

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

92

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Texas

(continued)

$

1,000

Love

Field

Airport

Modernization

Corporation,

Texas,

General

Airport

Revenue

Bonds,

Series

2017,

5.000%,

11/01/35,

(AMT)

11/26

at

100.00

A1

$

1,094,700

6,720

Love

Field

Airport

Modernization

Corporation,

Texas,

Special

Facilities

Revenue

Bonds,

Southwest

Airlines

Company

-

Love

Field

Modernization

Program

Project,

Series

2012,

5.000%,

11/01/28,

(AMT)

11/22

at

100.00

Baa1

6,828,192

1,800

Lower

Colorado

River

Authority,

Texas,

Transmission

Contract

Revenue

Bonds,

LCRA

Transmission

Services

Corporation

Project,

Refunding

Series

2018,

5.000%,

5/15/48

5/28

at

100.00

A+

2,019,492

Lower

Colorado

River

Authority,

Texas,

Transmission

Contract

Revenue

Bonds,

LCRA

Transmission

Services

Corporation

Project,

Refunding

Series

2020:

2,250

5.000%,

5/15/34

5/29

at

100.00

A+

2,603,520

1,120

5.000%,

5/15/35

5/29

at

100.00

A+

1,294,709

7,000

Matagorda

County

Navigation

District

1,

Texas,

Pollution

Control

Revenue

Bonds,

Central

Power

&

Light

Company

Project,

Refunding

Series

2001A,

2.600%,

11/01/29

No

Opt.

Call

A-

6,710,270

4,520

Mission

Economic

Development

Corporation,

Texas,

Revenue

Bonds,

Natgasoline

Project,

Senior

Lien

Series

2018,

4.625%,

10/01/31,

(AMT),

144A

4/22

at

105.00

BB-

4,750,565

4,510

Mission

Economic

Development

Corporation,

Texas,

Water

Supply

Revenue

Bonds,

Enviro

Water

Minerals

Project,

Green

Bonds,

Series

2015,

7.750%,

1/01/45,

(AMT),

144A

(8),(9)

1/26

at

102.00

N/R

115,764

New

Hope

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Retirement

Facility

Revenue

Bonds,

Legacy

at

Willow

Bend

Project,

Series

2016:

665

5.000%,

11/01/46

11/23

at

103.00

BBB-

594,949

805

5.000%,

11/01/51

11/23

at

103.00

BBB-

707,208

570

New

Hope

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Retirement

Facility

Revenue

Bonds,

Legacy

Midtown

Park

Project,

Series

2018A,

5.500%,

7/01/54

7/24

at

103.00

N/R

554,029

New

Hope

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Retirement

Facility

Revenue

Bonds,

Methodist

Retirement

Communites

Crestview

Project,

Series

2016:

1,100

5.000%,

11/15/36,

(Pre-refunded

11/15/24)

11/24

at

102.00

BB+

(7)

1,201,497

1,550

5.000%,

11/15/46,

(Pre-refunded

11/15/24)

11/24

at

102.00

BB+

(7)

1,693,018

755

New

Hope

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Retirement

Facility

Revenue

Bonds,

Wesleyan

Homes,

Inc.

Project,

Series

2014,

5.500%,

1/01/43

1/25

at

100.00

N/R

758,541

9,680

New

Hope

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Retirement

Facility

Revenue

Bonds,

Westminster

Project,

Series

2016,

4.000%,

11/01/36

11/24

at

102.00

BBB

9,948,717

New

Hope

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Senior

Living

Revenue

Bonds,

Sanctuary

LTC

LLC

Project,

Series

2021A-1:

20,000

5.250%,

1/01/42

1/28

at

103.00

N/R

18,190,000

19,015

5.500%,

1/01/57

1/28

at

103.00

N/R

17,024,700

New

Hope

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Student

Housing

Revenue

Bonds,

CHF-Collegiate

Housing

Corpus

Christi

II,

L.L.C.-Texas

A&M

University-Corpus

Christi

Project,

Series

2016A:

30

5.000%,

4/01/31,

(Pre-refunded

4/01/26)

4/26

at

100.00

N/R

(7)

33,299

360

5.000%,

4/01/36,

(Pre-refunded

4/01/26)

4/26

at

100.00

N/R

(7)

399,589

65

5.000%,

4/01/48,

(Pre-refunded

4/01/26)

4/26

at

100.00

N/R

(7)

72,148

93

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Texas

(continued)

$

6,625

New

Hope

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Student

Housing

Revenue

Bonds,

CHF-Collegiate

Housing

Foundation

-

College

Station

I

LLC

-

Texas

A&M

University

Project,

Series

2014A,

4.100%,

4/01/34

-

AGM

Insured

4/24

at

100.00

AA

$

6,817,059

New

Hope

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Student

Housing

Revenue

Bonds,

CHF-Collegiate

Housing

Foundation

-

San

Antonio

1,

L.L.C.

-

Texas

A&M

University

-

San

Antonio

Project,

Series

2016A:

1,275

5.000%,

4/01/31,

(Pre-refunded

4/01/26)

4/26

at

100.00

N/R

(7)

1,415,212

1,290

5.000%,

4/01/36,

(Pre-refunded

4/01/26)

4/26

at

100.00

N/R

(7)

1,431,861

2,445

5.000%,

4/01/48,

(Pre-refunded

4/01/26)

4/26

at

100.00

N/R

(7)

2,713,877

1,250

New

Hope

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Student

Housing

Revenue

Bonds,

CHF-Collegiate

Housing

Foundation

-

Stephenville

II,

L.L.C.

-

Tarleton

State

University

Project,

Series

2014A,

5.000%,

4/01/34,

(Pre-refunded

4/01/24)

4/24

at

100.00

N/R

(7)

1,324,025

3,000

New

Hope

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Student

Housing

Revenue

Bonds,

CHF-Collegiate

Housing

Galveston-

Texas

A&M

University

at

Galveston

Project,

Series

2014A,

5.000%,

4/01/34,

(Pre-refunded

4/01/24)

4/24

at

100.00

N/R

(7)

3,177,660

10,000

New

Hope

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Student

Housing

Revenue

Bonds,

NCCD

-

College

Station

Properties

LLC

-

Texas

A&M

University

Project,  Series

2015A,

5.000%,

7/01/47

7/25

at

100.00

Caa1

8,625,000

10,880

North

Texas

Tollway

Authority,

Special

Projects

System

Revenue

Bonds,

Convertible

Capital

Appreciation

Series

2011C,

6.750%,

9/01/45,

(Pre-

refunded

9/01/31)

9/31

at

100.00

N/R

(7)

14,845,107

7,915

North

Texas

Tollway

Authority,

System

Revenue

Bonds,

Refunding

First

Tier,

Series

2019A,

5.000%,

1/01/38

1/29

at

100.00

A+

9,165,333

30,670

North

Texas

Tollway

Authority,

System

Revenue

Bonds,

Refunding

Second

Tier

Series

2021B,

3.000%,

1/01/51,

(UB)

(4)

1/31

at

100.00

A

26,697,622

4,410

North

Texas

Tollway

Authority,

System

Revenue

Bonds,

Refunding

Second

Tier,

Series

2015A,

5.000%,

1/01/34

1/25

at

100.00

A

4,713,320

24,560

Port

of

Houston

Authority,

Harris

County,

Texas,

General

Obligation

Bonds,

First

Lien

Series

2021,

4.000%,

10/01/46

4/32

at

100.00

N/R

26,418,946

4,395

Port

of

Houston

Authority,

Harris

County,

Texas,

General

Obligation

Bonds,

Refunding

Series

2018A,

5.000%,

10/01/32,

(AMT)

10/28

at

100.00

Aaa

5,139,865

Reagan

Hospital

District

of

Reagan

County,

Texas,

Limited

Tax

Revenue

Bonds,

Series

2014A:

655

5.000%,

2/01/29

2/24

at

100.00

Ba1

679,510

1,805

5.000%,

2/01/34

2/24

at

100.00

Ba1

1,866,821

385

5.125%,

2/01/39

2/24

at

100.00

Ba1

398,325

645

SA

Energy

Acquisition

Public

Facilities

Corporation,

Texas,

Gas

Supply

Revenue

Bonds,

Series

2007,

5.500%,

8/01/27

No

Opt.

Call

A2

735,732

5,950

Stephen

F.

Austin

State

University,

Texas,

Revenue

Bonds,

Refunding

&

Improvement

Series

2016,

5.000%,

10/15/42

10/28

at

100.00

AA-

6,729,271

3,000

Tarrant

County

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Revenue

Bonds,

Texas

Health

Resources

System,

Series

2016A,

5.000%,

2/15/41

8/26

at

100.00

AA

3,311,910

3,435

Tarrant

County

Cultural

Education

Facilities,

Texas,

Finance

Corporation

Revenue

Bonds,

Christus

Health,

Refunding

Series

2018B,

5.000%,

7/01/35

1/29

at

100.00

A+

3,883,474

4,535

Temple

College

District,

Bell

County,

Texas,

General

Obligation

Limited

Tax,

Series

2021,

3.000%,

7/01/46,

(UB)

(4)

7/31

at

100.00

AA-

4,227,618

Nuveen

All-American

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

94

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Texas

(continued)

$

10,115

Texas

Private

Activity

Bond

Surface

Transporation

Corporation,

Senior

Lien

Revenue

Bonds,

Blueridge

Transportation

Group,

LLC

SH

288

Toll

Lanes

Project,

Series

2016,

5.000%,

12/31/40,

(AMT)

12/25

at

100.00

Baa3

$

10,826,691

7,300

Texas

Private

Activity

Bond

Surface

Transporation

Corporation,

Senior

Lien

Revenue

Bonds,

NTE

Mobility

Partners

Segments

3

LLC

Segments

3A

&

3B

Facility,

Series

2013,

6.750%,

6/30/43,

(AMT)

9/23

at

100.00

Baa3

7,784,720

Texas

Private

Activity

Bond

Surface

Transportation

Corporation,

Senior

Lien

Revenue

Bonds,

LBJ

Infrastructure

Group

LLC

IH-635

Managed

Lanes

Project,

Refunding  Series

2020A:

2,570

4.000%,

6/30/35

12/30

at

100.00

Baa2

2,702,252

4,820

4.000%,

12/31/35

12/30

at

100.00

Baa2

5,076,954

1,515

4.000%,

6/30/37

12/30

at

100.00

Baa2

1,590,008

2,650

4.000%,

12/31/38

12/30

at

100.00

Baa2

2,770,549

2,550

4.000%,

12/31/39

12/30

at

100.00

Baa2

2,659,752

Texas

Transportation

Commission,

Central

Texas

Turnpike

System

Revenue

Bonds,

Refunding

First

Tier

Series

2015B:

16,500

0.000%,

8/15/36

8/24

at

59.60

A

9,156,840

7,000

0.000%,

8/15/37

8/24

at

56.94

A

3,707,830

2,910

Texas

Transportation

Commission,

Central

Texas

Turnpike

System

Revenue

Bonds,

Refunding

First

Tier

Series

2020A,

3.000%,

8/15/40

8/30

at

100.00

A

2,730,569

10,000

Texas

Transportation

Commission,

Central

Texas

Turnpike

System

Revenue

Bonds,

Refunding

Second

Tier

Series

2015C,

5.000%,

8/15/37

8/24

at

100.00

A-

10,506,100

Texas

Water

Development

Board,

State

Revolving

Fund

Revenue

Bonds,

New

Series

2020:

4,165

3.000%,

8/01/39

8/30

at

100.00

AAA

4,122,933

5,000

3.000%,

8/01/40

8/30

at

100.00

AAA

4,932,550

1,030

Viridian

Municipal

Management

District,

Texas,

Reinvest

Zone

6

Tax

Increment

Revenue

Bonds,

Refunding

Road

Improvement

Series

2015,

6.000%,

12/01/32

-

BAM

Insured

12/24

at

100.00

AA

1,126,954

1,135

Viridian

Municipal

Management

District,

Texas,

Reinvest

Zone

6

Tax

Increment

Revenue

Bonds,

Refunding

Utility

Improvement

Series

2015,

6.000%,

12/01/31

-

BAM

Insured

12/24

at

100.00

AA

1,242,757

Waco

Educational

Finance

Corp:

1,315

4.000%,

3/01/46,

(UB)

(4)

3/31

at

100.00

A+

1,421,094

1,315

4.000%,

3/01/51,

(UB)

(4)

3/31

at

100.00

A+

1,415,006

508,050

Total

Texas

501,833,541

Utah

-

0.9%

5,780

Military

Installation

Development

Authority,

Tax

Allocation

Revenue

Bonds,

Series

2021A-2,

4.000%,

6/01/52

9/26

at

103.00

N/R

4,608,163

2,600

Red

Bridge

Public

Infrastructure

District

1,

Utah,

Limited

Tax

General

Obligation

Bonds,

Series

2021A,

4.375%,

2/01/51,

144A

2/26

at

103.00

N/R

2,303,028

20,000

Salt

Lake

City,

Utah,

Airport

Revenue

Bonds,

International

Airport

Series

2017A,

5.000%,

7/01/42,

(AMT)

7/27

at

100.00

A

21,873,000

Salt

Lake

City,

Utah,

Airport

Revenue

Bonds,

International

Airport

Series

2018A:

8,180

5.000%,

7/01/43,

(AMT)

7/28

at

100.00

A

8,995,219

12,610

5.250%,

7/01/48,

(AMT)

7/28

at

100.00

A

13,960,279

6,000

Salt

Lake

City,

Utah,

Airport

Revenue

Bonds,

International

Airport

Series

2021A,

5.000%,

7/01/51,

(AMT)

7/31

at

100.00

N/R

6,715,320

95

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Utah

(continued)

Utah

Charter

School

Finance

Authority

Charter

School

Revenue

Bonds,

Vista

at

Entrada

School

of

Performing

Arts

and

Technology)

Series

2012:

$

125

5.600%,

7/15/22,

(ETM)

No

Opt.

Call

N/R

(7)

$

126,578

850

6.300%,

7/15/32,

(Pre-refunded

7/15/22)

7/22

at

100.00

N/R

(7)

862,299

Utah

Charter

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Providence

Hall

Projects,

Refunding

Serier

2021A:

1,000

4.000%,

10/15/46

10/31

at

100.00

Aa2

1,071,830

1,000

4.000%,

10/15/51

10/31

at

100.00

Aa2

1,066,990

1,705

Utah

Charter

School

Finance

Authority,

Revenue

Bonds,

Ronald

Eilson

Reagan

Academy

Project,

Refunding

Series

2016A,

5.000%,

2/15/46,

144A

2/26

at

100.00

BB

1,746,380

7,000

Utah

County,

Utah,

Hospital

Revenue

Bonds,

IHC

Health

Services

Inc.,

Series

2018A,

5.000%,

5/15/41

5/26

at

100.00

AA+

7,680,260

66,850

Total

Utah

71,009,346

Virginia

-

1.5%

Arlington

County

Industrial

Development

Authority,

Virginia,

Hospital

Facility

Revenue

Bonds,

Virginia

Hospital

Center,

Series

2020:

705

4.000%,

7/01/38

7/30

at

100.00

AA-

769,367

1,080

4.000%,

7/01/39

7/30

at

100.00

AA-

1,176,800

Lynchburg

Economic

Development

Authority,

Virginia,

Hospital

Revenue

Bonds,

Centra

Health

Obligated

Group,

Refunding

Series

2021:

8,275

3.000%,

1/01/51

1/32

at

100.00

N/R

6,786,493

5,850

4.000%,

1/01/55

1/32

at

100.00

N/R

5,931,081

Peninsula

Town

Center

Community

Development

Authority,

Virginia,

Special

Obligation

Bonds,

Refunding

Series

2018:

4,520

5.000%,

9/01/37,

144A

9/27

at

100.00

N/R

4,649,272

2,430

4.500%,

9/01/45,

144A

9/27

at

100.00

N/R

2,434,763

5,600

5.000%,

9/01/45,

144A

9/27

at

100.00

N/R

5,746,216

7,930

Roanoke

Economic

Development

Authority,

Virginia,

Hospital

Revenue

Bonds,

Carilion

Clinic

Obligated

Group,

Series

2020A,

4.000%,

7/01/51

7/30

at

100.00

AA-

8,427,687

10,070

Tobacco

Settlement

Financing

Corporation

of

Virginia,

Tobacco

Settlement

Asset

Backed

Bonds,

Series

2007B1,

5.000%,

6/01/47

4/22

at

100.00

B-

10,130,722

1,000

Virginia

College

Building

Authority,

Educational

Facilities

Revenue

Bonds,

Marymount

University

Project,

Green

Series

2015B,

5.000%,

7/01/45,

144A

7/25

at

100.00

BB+

1,019,690

15,620

Virginia

College

Building

Authority,

Educational

Facilities

Revenue

Bonds,

Public

Higher

Education

Financing

Program,

Series

2021C,

3.000%,

9/01/46,

(UB)

(4)

9/31

at

100.00

AA+

13,893,053

2,000

Virginia

Port

Authority,

Port

Facilities

Revenue

Bonds,

Refunding

Series

2016B,

5.000%,

7/01/41,

(AMT)

7/26

at

100.00

A1

2,154,380

2,000

Virginia

Small

Business

Finance

Authority,

Educational

Facilities

Revenue

Bonds,

Provident

Resource

Group

-

Rixey

Student

Housing

Project,

Series

2019A,

5.500%,

7/01/49,

144A

7/34

at

100.00

N/R

2,026,500

Virginia

Small

Business

Financing

Authority,

Private

Activity

Revenue

Bonds,

Transform

66

P3

Project,

Senior

Lien

Series

2017:

3,400

5.000%,

12/31/47,

(AMT)

6/27

at

100.00

BBB

3,786,138

1,740

5.000%,

12/31/49,

(AMT)

6/27

at

100.00

BBB

1,934,758

3,365

5.000%,

12/31/52,

(AMT)

6/27

at

100.00

BBB

3,728,420

13,250

5.000%,

12/31/56,

(AMT)

6/27

at

100.00

BBB

14,665,630

Nuveen

All-American

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

96

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Virginia

(continued)

Virginia

Small

Business

Financing

Authority,

Revenue

Bonds,

95

Express

Lanes

LLC

Project,

Refunding

Senior

Lien

Series

2022:

$

2,930

5.000%,

12/31/47,

(AMT)

12/32

at

100.00

N/R

$

3,273,220

2,825

4.000%,

1/01/48,

(AMT)

1/32

at

100.00

N/R

2,869,494

2,500

5.000%,

12/31/52,

(AMT)

12/32

at

100.00

N/R

2,772,275

1,240

5.000%,

12/31/57,

(AMT)

12/32

at

100.00

N/R

1,369,282

3,515

Virginia

Small

Business

Financing

Authority,

Revenue

Bonds,

Elizabeth

River

Crossing,

OPCO

LLC

Project,

Senior

Lien

Series

2012,

5.250%,

1/01/32,

(AMT)

7/22

at

100.00

BBB

3,542,909

Virginia

Small

Business

Financing

Authority,

Revenue

Bonds,

National

Senior

Campuses

Inc

Obligated

Group,

Series

2020A:

3,415

4.000%,

1/01/45

7/27

at

103.00

A

3,537,086

6,340

4.000%,

1/01/51

7/27

at

103.00

A

6,542,183

111,600

Total

Virginia

113,167,419

Washington

-

1.4%

130

Ocean

Shores,

Washington,

Local

Improvement

District

2007-01

Bonds,

2011,

7.250%,

2/01/31

No

Opt.

Call

BBB+

149,707

5,385

Port

of

Seattle,

Washington,

Revenue

Bonds,

Intermediate

Lien

Series

2018A,

5.000%,

5/01/30,

(AMT)

5/27

at

100.00

AA-

5,979,558

Port

of

Seattle,

Washington,

Revenue

Bonds,

Intermediate

Lien

Series

2019:

10,000

5.000%,

4/01/38,

(AMT)

4/29

at

100.00

AA-

11,270,600

7,225

5.000%,

4/01/39,

(AMT)

4/29

at

100.00

AA-

8,132,460

Skagit

County

Public

Hospital

District

1,

Washington,

Revenue

Bonds,

Skagit

Valley

Hospital,

Refunding

&

Improvement

Series

2016:

3,825

5.000%,

12/01/30

12/26

at

100.00

Baa2

4,231,444

1,950

5.000%,

12/01/31

12/26

at

100.00

Baa2

2,154,477

4,000

5.000%,

12/01/32

12/26

at

100.00

Baa2

4,414,800

1,120

5.000%,

12/01/37

12/26

at

100.00

Baa2

1,232,437

1,600

Washington

Health

Care

Facilities

Authority,

Revenue

Bonds,

PeaceHealth,

Refunding

Series

2014A,

5.000%,

11/15/28,

(Pre-refunded

5/15/24)

5/24

at

100.00

AA-

(7)

1,698,528

Washington

Health

Care

Facilities

Authority,

Revenue

Bonds,

Virginia

Mason

Medical

Center,

Series

2017:

5,180

5.000%,

8/15/34

8/27

at

100.00

BBB-

5,726,645

1,775

5.000%,

8/15/35

8/27

at

100.00

BBB-

1,960,914

2,500

5.000%,

8/15/36

8/27

at

100.00

BBB-

2,760,050

2,400

5.000%,

8/15/37

8/27

at

100.00

BBB-

2,648,400

5,010

4.000%,

8/15/42

8/27

at

100.00

BBB-

5,185,450

Washington

Health

Care

Facilities

Authority,

Revenue

Bonds,

Yakima

Valley

Memorial

Hospital

Association,

Series

2016:

6,000

5.000%,

12/01/41

12/26

at

100.00

Ba1

6,497,160

5,930

5.000%,

12/01/46

12/26

at

100.00

Ba1

6,384,890

4,640

Washington

State

Convention

Center

Public

Facilities

District,

Lodging

Tax

Revenue

Bonds,

Refunding

Subordinate

Series

2021B.  Exchange

Purchase,

4.000%,

7/01/43

7/31

at

100.00

Baa3

4,684,962

12,000

Washington

State

Convention

Center

Public

Facilities

District,

Lodging

Tax

Revenue

Bonds,

Series

2018,

5.000%,

7/01/58,

(UB)

(4)

7/28

at

100.00

Baa1

13,058,520

Washington

State

Higher

Education

Facilities

Authority,

Revenue

Bonds,

Seattle

University,

Series

2020:

1,000

4.000%,

5/01/45

5/30

at

100.00

A

1,050,230

1,025

4.000%,

5/01/50

5/30

at

100.00

A

1,070,848

97

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Washington

(continued)

Washington

State

Housing

Finance

Commission,

Nonprofit

Refunding

Revenue

Bonds,

Wesley

Homes

at

Lea

Hill

Project,

Series

2016:

$

1,155

5.000%,

7/01/41,

144A

7/26

at

100.00

N/R

$

1,170,316

2,000

5.000%,

7/01/46,

144A

7/26

at

100.00

N/R

2,011,220

3,805

5.000%,

7/01/51,

144A

7/26

at

100.00

N/R

3,810,441

1,100

Washington

State

Housing

Finance

Commission,

Non-Profit

Revenue

Bonds,

Emerald

Heights

Project,

Refunding

2013,

5.000%,

7/01/28

7/23

at

100.00

A-

1,132,329

2,340

Washington

State

Housing

Finance

Commission,

Revenue

Bonds,

Riverview

Retirement

Community,

Refunding

Series

2012,

5.000%,

1/01/48

1/23

at

100.00

BBB-

2,359,679

8,520

Washington

State,

General

Obligation

Bonds,

Various

Purpose

Series

2015B,

5.000%,

2/01/36

2/25

at

100.00

Aaa

9,158,233

101,615

Total

Washington

109,934,298

West

Virginia

-

0.4%

12,460

West

Virginia

Economic

Development

Authority,

Solid

Waste

Disposal

Facilities

Revenue

Bonds,

Arch

Resources

Project,

Series

2020,

5.000%,

7/01/45,

(AMT),

(Mandatory

Put

7/01/25)

1/25

at

100.00

B

13,033,534

15,500

West

Virginia

Hospital

Finance

Authority,

Hospital

Revenue

Bonds,

Cabell

Huntington

Hospital,

Inc.

Project,

Refunding

&

Improvement

Series

2018A,

5.000%,

1/01/43

1/29

at

100.00

BBB+

17,125,950

2,375

West

Virginia

Hospital

Finance

Authority,

Hospital

Revenue

Bonds,

Charleston

Area

Medical

Center,

Refunding

&

Improvement

Series

2019A,

5.000%,

9/01/30

9/29

at

100.00

Baa1

2,733,862

1,585

West

Virginia

Hospital

Finance

Authority,

Hospital

Revenue

Bonds,

West

Virginia

United

Health

System

Obligated

Group,

Refunding

&

Improvement

Series

2013A,

4.000%,

6/01/41

6/26

at

100.00

A

1,658,734

31,920

Total

West

Virginia

34,552,080

Wisconsin

-

2.5%

1,250

Public

Finance

Authority

of

Wisconsin,

Charter

School

Revenue

Bonds,

Cornerstone

Charter

Academy,

North

Carolina,

Series

2016A,

5.000%,

2/01/36,

144A

2/26

at

100.00

N/R

1,279,150

Public

Finance

Authority

of

Wisconsin,

Charter

School

Revenue

Bonds,

Eno

River

Academy

Project,

Series

2020A:

815

5.000%,

6/15/40,

144A

6/30

at

100.00

Ba1

855,155

1,380

5.000%,

6/15/54,

144A

6/30

at

100.00

Ba1

1,424,864

Public

Finance

Authority

of

Wisconsin,

Charter

School

Revenue

Bonds,

Founders

Academy

of

Las

Vegas,

Series

2020A:

555

4.000%,

7/01/30,

144A

7/28

at

100.00

BB-

556,188

200

5.000%,

7/01/55,

144A

7/28

at

100.00

BB-

205,266

2,150

Public

Finance

Authority

of

Wisconsin,

Charter

School

Revenue

Bonds,

North

Carolina

Charter

Educational

Foundation

Project,

Series

2016A,

5.000%,

6/15/46,

144A

6/26

at

100.00

N/R

1,922,466

Public

Finance

Authority

of

Wisconsin,

Charter

School

Revenue

Bonds,

Voyager

Foundation

Inc.

of

North

Carolina,

Series

2012A:

105

5.500%,

10/01/22,

(ETM)

No

Opt.

Call

Baa3

(7)

107,112

375

6.000%,

10/01/32,

(Pre-refunded

10/01/22)

10/22

at

100.00

Baa3

(7)

383,670

Nuveen

All-American

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

98

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Wisconsin

(continued)

Public

Finance

Authority

of

Wisconsin,

Charter

School

Revenue

Bonds,

Voyager

Foundation,

Inc.

of

North

Carolina

Project,

Series

2014A:

$

1,080

5.000%,

10/01/34,

(Pre-refunded

10/01/22)

10/22

at

100.00

Baa3

(7)

$

1,099,742

500

5.125%,

10/01/45,

(Pre-refunded

10/01/22)

10/22

at

100.00

Baa3

(7)

509,445

Public

Finance

Authority

of

Wisconsin,

Conference

Center

and

Hotel

Revenue

Bonds,

Lombard

Public

Facilities

Corporation,

First

Tier

Series

2018A-1:

11

0.000%,

1/01/47,

144A

(8)

No

Opt.

Call

N/R

275

10

0.000%,

1/01/48,

144A

(8)

No

Opt.

Call

N/R

233

9

0.000%,

1/01/49,

144A

(8)

No

Opt.

Call

N/R

221

9

0.000%,

1/01/50,

144A

(8)

No

Opt.

Call

N/R

203

9

0.000%,

1/01/51,

144A

(8)

No

Opt.

Call

N/R

193

12

0.000%,

1/01/52,

144A

(8)

No

Opt.

Call

N/R

238

11

0.000%,

1/01/53,

144A

(8)

No

Opt.

Call

N/R

227

11

0.000%,

1/01/54,

144A

(8)

No

Opt.

Call

N/R

210

11

0.000%,

1/01/55,

144A

(8)

No

Opt.

Call

N/R

199

11

0.000%,

1/01/56,

144A

(8)

No

Opt.

Call

N/R

189

579

0.000%,

7/01/56,

144A

(8)

3/28

at

100.00

N/R

374,267

12

0.000%,

1/01/57,

144A

(8)

No

Opt.

Call

N/R

201

11

0.000%,

1/01/58,

144A

(8)

No

Opt.

Call

N/R

189

11

0.000%,

1/01/59,

144A

(8)

No

Opt.

Call

N/R

178

11

0.000%,

1/01/60,

144A

(8)

No

Opt.

Call

N/R

167

11

0.000%,

1/01/61,

144A

(8)

No

Opt.

Call

N/R

158

11

0.000%,

1/01/62,

144A

(8)

No

Opt.

Call

N/R

148

10

0.000%,

1/01/63,

144A

(8)

No

Opt.

Call

N/R

140

10

0.000%,

1/01/64,

144A

(8)

No

Opt.

Call

N/R

132

10

0.000%,

1/01/65,

144A

(8)

No

Opt.

Call

N/R

124

11

0.000%,

1/01/66,

144A

(8)

No

Opt.

Call

N/R

126

128

0.000%,

1/01/67,

144A

(8)

No

Opt.

Call

N/R

1,399

Public

Finance

Authority

of

Wisconsin,

Conference

Center

and

Hotel

Revenue

Bonds,

Lombard

Public

Facilities

Corporation,

Second

Tier

Series

2018B:

27

0.000%,

1/01/46,

144A

(8)

No

Opt.

Call

N/R

713

27

0.000%,

1/01/47,

144A

(8)

No

Opt.

Call

N/R

667

26

0.000%,

1/01/48,

144A

(8)

No

Opt.

Call

N/R

642

26

0.000%,

1/01/49,

144A

(8)

No

Opt.

Call

N/R

614

26

0.000%,

1/01/50,

144A

(8)

No

Opt.

Call

N/R

574

28

0.000%,

1/01/51,

144A

(8)

No

Opt.

Call

N/R

608

727

1.000%,

7/01/51,

144A

(8)

3/28

at

100.00

N/R

400,744

28

0.000%,

1/01/52,

144A

(8)

No

Opt.

Call

N/R

573

28

0.000%,

1/01/53,

144A

(8)

No

Opt.

Call

N/R

547

27

0.000%,

1/01/54,

144A

(8)

No

Opt.

Call

N/R

522

27

0.000%,

1/01/55,

144A

(8)

No

Opt.

Call

N/R

496

27

0.000%,

1/01/56,

144A

(8)

No

Opt.

Call

N/R

475

27

0.000%,

1/01/57,

144A

(8)

No

Opt.

Call

N/R

453

26

0.000%,

1/01/58,

144A

(8)

No

Opt.

Call

N/R

430

26

0.000%,

1/01/59,

144A

(8)

No

Opt.

Call

N/R

414

26

0.000%,

1/01/60,

144A

(8)

No

Opt.

Call

N/R

393

25

0.000%,

1/01/61,

144A

(8)

No

Opt.

Call

N/R

371

25

0.000%,

1/01/62,

144A

(8)

No

Opt.

Call

N/R

355

25

0.000%,

1/01/63,

144A

(8)

No

Opt.

Call

N/R

338

25

0.000%,

1/01/64,

144A

(8)

No

Opt.

Call

N/R

325

24

0.000%,

1/01/65,

144A

(8)

No

Opt.

Call

N/R

308

24

0.000%,

1/01/66,

144A

(8)

No

Opt.

Call

N/R

286

314

0.000%,

1/01/67,

144A

(8)

No

Opt.

Call

N/R

3,422

1,650

Public

Finance

Authority

of

Wisconsin,

Education

Revenue

Bonds,

Carolina

International

School,

Series

2013A,

7.000%,

8/01/43,

144A

8/23

at

100.00

BB+

1,728,177

99

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Wisconsin

(continued)

Public

Finance

Authority

of

Wisconsin,

Educational

Facility

Revenue

Bonds,

Cottonwood

Classical

Preparatory

School

in

Albuquerque,

New

Mexico,

Series

2012A:

$

1,610

6.000%,

12/01/32,

(Pre-refunded

12/01/22)

12/22

at

100.00

N/R

(7)

$

1,658,316

5,000

6.250%,

12/01/42,

(Pre-refunded

12/01/22)

12/22

at

100.00

N/R

(7)

5,158,250

3,845

Public

Finance

Authority

of

Wisconsin,

Exempt

Facilities

Revenue

Bonds,

National

Gypsum

Company

Project,

Refunding

Series

2016,

4.000%,

8/01/35,

(AMT)

8/26

at

100.00

N/R

3,706,003

Public

Finance

Authority

of

Wisconsin,

Health

Care

Facilities

Revenue

Bonds,

Appalachian

Regional

Healthcare

System

Obligated

Group,

Series

2021A:

585

4.000%,

7/01/46

1/31

at

100.00

BBB

592,184

1,675

4.000%,

7/01/51

1/31

at

100.00

BBB

1,688,500

1,925

Public

Finance

Authority

of

Wisconsin,

Health

Care

Facilities

Revenue

Bonds,

Blue

Ridge

HealthCare,

Refunding

Series

2020A,

4.000%,

1/01/45

1/30

at

100.00

A

2,023,521

1,050

Public

Finance

Authority

of

Wisconsin,

Health

Care

Facilities

Revenue

Bonds,

Scotland

Health

Care

System,

Series

2021A,

3.000%,

10/01/51

10/31

at

100.00

N/R

868,077

Public

Finance

Authority

of

Wisconsin,

Hospital

Revenue

Bonds,

Renown

Regional

Medical

Center

Project,

Refunding

Series

2020A:

10,930

3.000%,

6/01/45,

(UB)

(4)

6/30

at

100.00

A+

9,635,014

29,070

3.000%,

6/01/45

-

AGM

Insured,

(UB)

(4)

6/30

at

100.00

AA

27,410,684

8,000

Public

Finance

Authority

of

Wisconsin,

Hospital

Revenue

Bonds,

WakeMed,

Series

2019A,

4.000%,

10/01/49

4/29

at

100.00

A+

8,447,200

14,000

Public

Finance

Authority

of

Wisconsin,

Limited

Obligation

PILOT

Revenue

Bonds,

American

Dream

@

Meadowlands

Project,

Series

2017,

6.750%,

12/01/42,

144A

12/27

at

100.00

N/R

14,069,860

2,735

Public

Finance

Authority

of

Wisconsin,

Revenue

Bonds,

Alabama

Gulf

Coast

Zoo,

Series

2018A,

6.500%,

9/01/48

9/28

at

100.00

N/R

2,205,996

10,865

Public

Finance

Authority

of

Wisconsin,

Revenue

Bonds,

Bayhealth

Medical

Center

Project,

Series

2021A,

3.000%,

7/01/50

1/32

at

100.00

N/R

9,561,417

Public

Finance

Authority

of

Wisconsin,

Revenue

Bonds,

Sky

Harbour

LLC

Obligated

Group

Aviation

Facilities

Project,

Series

2021:

2,655

4.000%,

7/01/36,

(AMT)

7/28

at

100.00

N/R

2,548,827

3,225

4.250%,

7/01/54,

(AMT)

7/31

at

100.00

N/R

2,951,294

Public

Finance

Authority

of

Wisconsin,

Senior

Revenue

Bonds,

Maryland

Proton

Treatment

Center,

Series

2018A-1:

1,360

6.250%,

1/01/38,

144A

1/28

at

100.00

N/R

836,400

4,065

6.375%,

1/01/48,

144A

1/28

at

100.00

N/R

2,499,975

1,000

Public

Finance

Authority

of

Wisconsin,

Senior

Revenue

Bonds,

Maryland

Proton

Treatment

Center,

Series

2018B-2,

8.500%,

1/01/49

1/28

at

100.00

N/R

615,000

13,410

Public

Finance

Authority,

Wisconsin,

Educational

Revenue

Bonds,

Lake

Norman

Charter

School,

Series

2018A,

5.000%,

6/15/48,

144A

6/26

at

100.00

BBB-

13,878,277

5,000

Public

Finance

Authority,

Wisconsin,

Exempt

Facilities

Revenue

Bonds,

Celanese

Project,

Refunding

Series

2016C,

4.300%,

11/01/30

5/26

at

100.00

BBB

5,251,400

18,000

Wisconsin

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Mercy

Alliance,

Inc.,

Series

2012,

5.000%,

6/01/32

6/22

at

100.00

A3

18,107,280

Nuveen

All-American

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

100

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Wisconsin

(continued)

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Dickson

Hollow

Project.

Series

2014:

$

1,880

5.250%,

10/01/39

10/22

at

102.00

N/R

$

1,901,827

1,000

5.375%,

10/01/44

10/22

at

102.00

N/R

1,011,940

3,500

5.500%,

10/01/49

10/22

at

102.00

N/R

3,550,295

2,000

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Froedtert

Health,

Inc.

Obligated

Group,

Series

2017A,

4.000%,

4/01/39

4/27

at

100.00

AA

2,125,900

5,000

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Marshfield

Clinic,

Series

2016A,

5.000%,

2/15/46

2/26

at

100.00

A-

5,409,850

435

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

ProHealth

Care,

Inc.

Obligated

Group,

Refunding

Series

2015,

5.000%,

8/15/39

8/24

at

100.00

A+

462,296

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Rogers

Memorial

Hospital,

Inc.,

Series

2014A:

2,980

5.000%,

7/01/34

7/24

at

100.00

A

3,156,744

2,100

4.350%,

7/01/36

4/22

at

100.00

A

2,102,772

3,485

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

ThedaCare

Inc,

Series

2019,

3.125%,

12/15/49

12/29

at

100.00

AA-

3,131,447

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Three

Pillars

Senior

Living

Communities,

Refunding

Series

2013:

3,175

5.000%,

8/15/43,

(Pre-refunded

8/15/23)

8/23

at

100.00

BBB+

(7)

3,314,859

275

5.000%,

8/15/43,

(Pre-refunded

8/15/23)

8/23

at

100.00

A

(7)

287,114

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Woodland

Hills

Senior

Housing

Project,

Series

2014:

5,000

5.000%,

12/01/34

12/22

at

102.00

N/R

5,052,900

4,435

5.000%,

12/01/44

12/22

at

102.00

N/R

4,448,882

4,225

5.250%,

12/01/49

12/22

at

102.00

N/R

4,256,941

6,732

Wisconsin

Housing

and

Economic

Development

Authority,

Homeowners

Mortgage

Revenue

Bonds,

Guaranteed

Mortgage-Backed

Securities

Program,

Pass

Through

Series

2017A,

2.690%,

7/01/47

10/26

at

100.00

Aaa

6,683,364

198,797

Total

Wisconsin

191,475,528

$

8,713,110

Total

Municipal

Bonds

(cost

$8,715,546,899)

8,536,194,141

Shares

Description

(1)

Value

COMMON

STOCKS

-

0.6%

Independent

Power

and

Renewable

Electricity

Producers

-

0.6%

719,217

Energy

Harbor

Corp

(10),(11),(12)

43,602,531

Total

Common

Stocks

(cost

$14,257,608)

43,602,531

101

Principal

Amount

(000)

Description

(1)

Coupon

(13)

Reference

Rate

(13)

Spread

(13)

Maturity

(14)

Ratings

(3)

Value

VARIABLE

RATE

SENIOR

LOAN

INTERESTS

-

0.0%

(13)

Hotels,

Restaurants

&

Leisure

-

0.0%

$

47

Lombard

Starwood

Westin

Hotel

Conference

Center

and

Hotel

Project

Revenue

Bonds(cash

7.500%,

PIK

7.500%)(15)

7.500%

N/A

N/A

12/31/23

N/R

$

47,446

$

47

Total

Variable

Rate

Senior

Loan

Interests

(cost

$47,446)

47,446

Total

Long-Term

Investments

(cost

$8,729,851,953)

8,579,844,118

Floating

Rate

Obligations

-

(12.7)%

(

979,823,000

)

Other

Assets

Less

Liabilities

-

1.1%

87,389,054

Net

Assets

-

100%

$

7,687,410,172

(1)

All

percentages

shown

in

the

Portfolio

of

Investments

are

based

on

net

assets.

(2)

Optional

Call

Provisions:

Dates

(month

and

year)

and

prices

of

the

earliest

optional

call

or

redemption.

There

may

be

other

call

provisions

at

varying

prices

at

later

dates.

Certain

mortgage-backed

securities

may

be

subject

to

periodic

principal

paydowns.

Optional

Call

Provisions

are

not

covered

by

the

report

of

independent

registered

public

accounting

firm.

(3)

For

financial

reporting

purposes,

the

ratings

disclosed

are

the

highest

of

Standard

&

Poor’s

Group

(“Standard

&

Poor’s”),

Moody’s

Investors

Service,

Inc.

(“Moody’s”)

or

Fitch,

Inc.

(“Fitch”)rating.

This

treatment

of

split-rated

securities

may

differ

from

that

used

for

other

purposes,

such

as

for

Fund

investment

policies.

Ratings

below

BBB

by

Standard

&

Poor’s,

Baa

by

Moody’s

or

BBB

by

Fitch

are

considered

to

be

below

investment

grade.

Holdings

designated

N/R

are

not

rated

by

any

of

these

national

rating

agencies.

Ratings

are

not

covered

by

the

report

of

independent

registered

public

accounting

firm.

(4)

Investment,

or

portion

of

investment,

has

been

pledged

to

collateralize

the

net

payment

obligations

for

investments

in

inverse

floating

rate

transactions.

(5)

Step-up

coupon

bond,

a

bond

with

a

coupon

that

increases

("steps

up"),

usually

at

regular

intervals,

while

the

bond

is

outstanding.

The

rate

shown

is

the

coupon

as

of

the

end

of

the

reporting

period.

(6)

Variable

rate

security.

The

rate

shown

is

the

coupon

as

of

the

end

of

the

reporting

period.

(7)

Backed

by

an

escrow

or

trust

containing

sufficient

U.S.

Government

or

U.S.

Government

agency

securities,

which

ensure

the

timely

payment

of

principal

and

interest.

(8)

Defaulted

security.

A

security

whose

issuer

has

failed

to

fully

pay

principal

and/or

interest

when

due,

or

is

under

the

protection

of

bankruptcy.

(9)

Investment

valued

at

fair

value

using

methods

determined

in

good

faith

by,

or

at

the

discretion

of,

the

Board.

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3.

(10)

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

2.

(11)

Common

Stock

received

as

part

of

the

bankruptcy

settlements

during

February

2020,

for

Beaver

County

Industrial

Development

Authority,

Pennsylvania,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generation

Project,

Refunding

Series

2005A,

4.000%,

1/01/35,

Beaver

County

Industrial

Development

Authority,

Pennsylvania,

Pollution

Control

Revenue

Refunding

Bonds,

FirstEnergy

Nuclear

Generation

Project,

Series

2006A,

3.500%,

4/01/41,

Beaver

County

Industrial

Development

Authority,

Pennsylvania,

Pollution

Control

Revenue

Refunding

Bonds,

FirstEnergy

Nuclear

Generation

Project,

Series

2006B,

3.500%,

12/01/35,

Ohio

Air

Quality

Development

Authority,

Ohio,

Air

Quality

Development

Revenue

Bonds,

FirstEnergy

Generation

Corporation

Project,

Series

2009A,

5.700%,

8/01/20,

Ohio

Air

Quality

Development

Authority,

Ohio,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Generation

Project,

Refunding

Series

2006A,

3.750%,

12/01/23,

Ohio

Water

Development

Authority,

Pollution

Control

Revenue

Refunding

Bonds,

FirstEnergy

Nuclear

Generating

Corporation

Project,

Series

2005B,

4.000%,

1/01/34,

Ohio

Water

Development

Authority,

Pollution

Control

Revenue

Refunding

Bonds,

FirstEnergy

Nuclear

Generating

Corporation

Project,

Series

2008B,3.625%,

10/01/33,Ohio

Water

Development

Authority,

Pollution

Control

Revenue

Refunding

Bonds,

FirstEnergy

Nuclear

Generating

Corporation

Project,

Series

2008C,

3.950%,11/01/32.

(12)

Non-income

producing;

issuer

has

not

declared

an

ex-dividend

date

within

the

past

twelve

months.

(13)

Senior

Loans

generally

pay

interest

at

rates

which

are

periodically

adjusted

by

reference

to

a

base

short-term,

floating

lending

rate

(Reference

Rate)

plus

an

assigned

fixed

rate

(Spread).

These

floating

lending

rates

are

generally

(i)

the

lending

rate

referenced

by

the

London

Inter-Bank

Offered

Rate

("LIBOR"),

or

(ii)

the

prime

rate

offered

by

one

or

more

major

United

States

banks.

Senior

Loans

may

be

considered

restricted

in

that

the

Fund

ordinarily

is

contractually

obligated

to

receive

approval

from

the

agent

bank

and/or

borrower

prior

to

the

disposition

of

a

senior

loan.

The

rate

shown

is

the

coupon

as

of

the

end

of

the

reporting

period.

(14)

Senior

Loans

generally

are

subject

to

mandatory

and/or

optional

prepayment.

Because

of

these

mandatory

prepayment

conditions

and

because

there

may

be

significant

economic

incentives

for

a

borrower

to

repay,

prepayments

of

senior

loans

may

occur.

As

a

result,

the

actual

remaining

maturity

of

senior

loans

held

may

be

substantially

less

than

the

stated

maturities

shown.

(15)

Senior

loan

received

as

part

of

the

bondholder

funding

agreement

during

March

2021

for

Public

Finance

Authority

of

Wisconsin,

Conference

Center

and

Hotel

Revenue

Bonds,

Lombard

Public

Facilities

Corporation,

First

Tier

Series

2018A-1,

0.000%,

7/01/56,

144A.

144A

Investment

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

investments

may

only

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

AMT

Alternative

Minimum

Tax

ETM

Escrowed

to

maturity

IF

Inverse

floating

rate

security

issued

by

a

tender

option

bond

(“TOB”)

trust,

the

interest

rate

on

which

varies

inversely

with

the

Securities

Industry

Financial

Markets

Association

(SIFMA)

short-term

rate,

which

resets

weekly,

or

a

similar

short-term

rate,

and

is

reduced

by

the

expenses

related

to

the

TOB

trust.

Nuveen

All-American

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

102

LIBOR

London

Inter-Bank

Offered

Rate

PIK

Payment-in-kind

(“PIK”)

security.  Depending

on

the

terms

of

the

security,

income

may

be

received

in

the

form

of

cash,

securities,

or

a

combination

of

both.  The

PIK

rate

shown,

where

applicable,

represents

the

annualized

rate

of

the

last

PIK

payment

made

by

the

issuer

as

of

the

end

of

the

reporting

period.

SIFMA

Securities

Industry

and

Financial

Market

Association

UB

Underlying

bond

of

an

inverse

floating

rate

trust

reflected

as

a

financing

transaction.

WI/DD

Purchased

on

a

when-issued

or

delayed

delivery

basis.

See

accompanying

notes

to

financial

statements

103

Nuveen

Intermediate

Duration

Municipal

Bond

Fund

Portfolio

of

Investments

March

31,

2022

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

LONG-TERM

INVESTMENTS

-

97.6%   

MUNICIPAL

BONDS

-

95.8%

Alabama

-

2.2%

$

12,655

Alabama

Public

School

and

College

Authority,

Capital

Improvement

Pool

Revenue

Bonds,

Refunding

Series

2020A,

5.000%,

11/01/26

No

Opt.

Call

Aa1

$

14,287,875

7,630

Alabama

State

Port

Authority,

Docks

Facilities

Revenue

Bonds,

Refunding

Series

2017A,

5.000%,

10/01/31

-

AGM

Insured,

(AMT)

10/27

at

100.00

AA

8,482,576

5,820

Birmingham-Jefferson

Civic

Center

Authority,

Alabama,

Special

Tax

Bonds,

Series

2018A,

4.000%,

7/01/37

7/28

at

100.00

Aa3

6,047,271

2,880

Birmingham-Jefferson

Civic

Center

Authority,

Alabama,

Special

Tax

Bonds,

Series

2018B,

5.000%,

7/01/37

7/28

at

100.00

A1

3,170,765

6,665

Black

Belt

Energy

Gas

District,

Alabama,

Gas

PrePay

Revenue

Bonds,

Project

3

Series

2018A,

4.000%,

12/01/48,

(Mandatory

Put

12/01/23)

9/23

at

100.31

A2

6,832,158

6,685

Black

Belt

Energy

Gas

District,

Alabama,

Gas

PrePay

Revenue

Bonds,

Project

4

Series

2019A-1,

4.000%,

12/01/49,

(Mandatory

Put

12/01/25)

9/25

at

100.38

A1

6,960,823

9,325

Black

Belt

Energy

Gas

District,

Alabama,

Gas

PrePay

Revenue

Bonds,

Project

6

Series

2021B,

4.000%,

10/01/52,

(Mandatory

Put

12/01/26)

9/26

at

100.79

N/R

9,720,007

6,815

Black

Belt

Energy

Gas

District,

Alabama,

Gas

PrePay

Revenue

Bonds,

Project

8

Series

2022A,

4.000%,

12/01/52,

(Mandatory

Put

12/01/29)

9/29

at

100.40

N/R

7,279,101

37,510

Black

Belt

Energy

Gas

District,

Alabama,

Gas

Supply

Revenue

Bonds,

Series

2017A,

4.000%,

8/01/47,

(Mandatory

Put

7/01/22)

4/22

at

100.52

Aa2

37,761,692

5,295

Black

Belt

Energy

Gas

District,

Alabama,

Gas

Supply

Revenue

Bonds,

Series

2021A,

4.000%,

6/01/51,

(Mandatory

Put

12/01/31)

9/31

at

100.53

Aa2

5,745,393

Chatom

Industrial

Development

Board,

Alabama,

Gulf

Opportunity

Zone

Revenue

Bonds,

PowerSouth

Energy

Cooperative,

Refunding

Series

2020:

1,045

5.000%,

8/01/26

-

AGM

Insured

No

Opt.

Call

AA

1,159,616

1,000

5.000%,

8/01/28

-

AGM

Insured

No

Opt.

Call

AA

1,145,330

1,000

5.000%,

8/01/30

-

AGM

Insured

No

Opt.

Call

AA

1,169,700

14,455

Lower

Alabama

Gas

District,

Alabama,

Goldman

Sachs

Gas

Project

2

Revenue

Bonds,

Series

2020A,

4.000%,

12/01/50,

(Mandatory

Put

12/01/25)

9/25

at

100.58

A2

14,945,458

7,385

Mobile

Industrial

Development

Board,

Alabama,

Pollution

Control

Revenue

Refunding

Bonds,

Alabama

Power

Company

Barry

Plan,

Series

2007A,

1.000%,

6/01/34,

(Mandatory

Put

6/26/25)

No

Opt.

Call

A1

7,048,761

28,940

Mobile

Industrial

Development

Board,

Alabama,

Pollution

Control

Revenue

Refunding

Bonds,

Alabama

Power

Company

Barry

Plan,

Series

2008,

2.900%,

7/15/34,

(Mandatory

Put

12/12/23)

No

Opt.

Call

A1

29,314,773

910

Mobile

Spring

Hill

College

Educational

Building

Authority,

Alabama,

Revenue

Bonds,

Spring

Hill

College

Project,

Series

2015,

5.000%,

4/15/27

4/25

at

100.00

N/R

939,548

Montgomery

Medical

Clinic

Board,

Alabama,

Health

Care

Facility

Revenue

Bonds,

Jackson

Hospital

&

Clinic,

Series

2015:

2,080

5.000%,

3/01/23

No

Opt.

Call

BBB-

2,129,546

3,555

5.000%,

3/01/24

No

Opt.

Call

BBB-

3,720,094

2,235

5.000%,

3/01/25

No

Opt.

Call

BBB-

2,386,041

1,725

5.000%,

3/01/26

No

Opt.

Call

BBB-

1,876,558

8,285

Selma

Industrial

Development

Board,

Alabama,

Gulf

Opportunity

Zone

Revenue

Bonds,

International

Paper

Company

Project,

Refunding

Series

2020A,

1.375%,

5/01/34,

(Mandatory

Put

6/16/25)

No

Opt.

Call

BBB

7,978,124

Nuveen

Intermediate

Duration

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

104

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Alabama

(continued)

$

12,565

Southeast

Alabama

Gas

Supply

District,

Alabama,

Gas

Supply

Revenue

Bonds,

Project

1,

Fixed

Rate

Series

2018A,

4.000%,

4/01/49,

(Mandatory

Put

4/01/24)

1/24

at

100.27

A

$

12,898,349

8,505

Southeast

Alabama

Gas

Supply

District,

Alabama,

Gas

Supply

Revenue

Bonds,

Project

2,

Fixed

Rate

Series

2018A,

4.000%,

6/01/49,

(Mandatory

Put

6/01/24)

3/24

at

100.29

A1

8,769,931

2,700

Southeast

Energy

Authority,

Alabama,

Commodity

Supply

Revenue

Bonds,

Project

1,

Series

2021A,

4.000%,

11/01/51,

(Mandatory

Put

10/01/28)

7/28

at

100.68

A2

2,845,206

745

The

Improvement

District

of

the

City

of

Mobile

-

McGowin

Park

Project,

Alabama,

Sales

Tax

Revenue

Bonds,

Series

2016A,

5.000%,

8/01/25

No

Opt.

Call

N/R

751,839

11,078

Tuscaloosa

County

Industrial

Development

Authority,

Alabama,

Gulf

Opportunity

Zone

Bonds,

Hunt

Refining

Project,

Refunding

Series

2019A,

4.500%,

5/01/32,

144A

5/29

at

100.00

N/R

10,875,592

209,488

Total

Alabama

216,242,127

Alaska

-

0.0%

1,900

Alaska

Housing

Finance

Corporation,

Mortgage

Revenue

Bonds,

General

Series

2022A-II,

2.350%,

12/01/39

12/30

at

100.00

N/R

1,626,343

Arizona

-

1.9%

Arizona

Board

of

Regents,

Univeristy

of

Arizona,

SPEED

Revenue

Bonds,

Stimulus

Plan

for

Economic

and

Educational

Development,

Series

2020C.

Forward

Delivery:

980

5.000%,

8/01/26

No

Opt.

Call

Aa3

1,096,052

1,000

5.000%,

8/01/29

No

Opt.

Call

Aa3

1,179,110

Arizona

Industrial

Development

Authority,

Hospital

Revenue

Bonds,

Phoenix

Children's

Hospital,

Series

2021A:

1,475

5.000%,

2/01/27

No

Opt.

Call

AA-

1,662,723

1,300

5.000%,

2/01/28

No

Opt.

Call

AA-

1,490,333

1,600

5.000%,

2/01/29

No

Opt.

Call

AA-

1,862,784

1,500

5.000%,

2/01/30

No

Opt.

Call

AA-

1,770,360

1,470

5.000%,

2/01/31

No

Opt.

Call

AA-

1,761,633

Arizona

Sports

and

Tourism

Authority,

Tax

Revenue

Bonds,

Multipurpose

Stadium

Facility

Project,

Refunding

Senior

Series

2012A:

10,270

5.000%,

7/01/25

7/22

at

100.00

A1

10,356,473

16,235

5.000%,

7/01/26

7/22

at

100.00

A1

16,368,127

16,760

5.000%,

7/01/27

7/22

at

100.00

A1

16,893,745

Arizona

State,

Certificates

of

Participation,

Refunding

Series

2019A:

5,630

5.000%,

10/01/26,

(ETM)

No

Opt.

Call

Aa2

(4)

6,342,420

16,880

5.000%,

10/01/27,

(ETM)

No

Opt.

Call

Aa2

(4)

19,413,351

12,550

5.000%,

10/01/28,

(ETM)

No

Opt.

Call

Aa2

(4)

14,706,341

21,410

Chandler

Industrial

Development

Authority,

Arizona,

Industrial

Development

Revenue

Bonds,

Intel

Corporation

Project,

Series

2005,

2.400%,

12/01/35,

(Mandatory

Put

8/14/23)

No

Opt.

Call

A+

21,504,846

2,470

Chandler

Industrial

Development

Authority,

Arizona,

Industrial

Development

Revenue

Bonds,

Intel

Corporation

Project,

Series

2007,

2.700%,

12/01/37,

(AMT),

(Mandatory

Put

8/14/23)

No

Opt.

Call

A+

2,490,847

18,100

Chandler

Industrial

Development

Authority,

Arizona,

Industrial

Development

Revenue

Bonds,

Intel

Corporation

Project,

Series

2019,

5.000%,

6/01/49,

(AMT),

(Mandatory

Put

6/03/24)

6/24

at

100.00

A+

19,147,085

2,000

Glendale

Industrial

Development

Authority,

Arizona,

Revenue

Bonds,

Midwestern

University,

Refunding

Series

2007,

5.000%,

5/15/26

5/22

at

100.00

A+

2,009,360

105

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Arizona

(continued)

$

775

Glendale

Industrial

Development

Authority,

Arizona,

Revenue

Bonds,

Midwestern

University,

Refunding

Series

2020,

4.000%,

5/15/26

No

Opt.

Call

AA

$

828,971

890

Maricopa

County

Industrial

Development

Authority,

Arizona,

Education

Revenue

Bonds,

Legacy

Traditional

Schools

Projects,

Series

2021A,

4.000%,

7/01/41,

144A

7/31

at

100.00

N/R

879,925

1,950

Maricopa

County

Industrial

Development

Authority,

Arizona,

Education

Revenue

Bonds,

Legacy

Traditional

Schools

Projects,

Taxable

Series

2019B,

5.000%,

7/01/39,

144A

7/29

at

100.00

BB+

2,101,924

1,090

Maricopa

County

Industrial

Development

Authority,

Arizona,

Hospital

Revenue

Bonds,

HonorHealth,

Series

2019A,

4.125%,

9/01/38

9/28

at

100.00

A+

1,165,995

Maricopa

County

Industrial

Development

Authority,

Arizona,

Hospital

Revenue

Bonds,

HonorHealth,

Series

2021A:

450

5.000%,

9/01/27

No

Opt.

Call

A+

515,241

675

5.000%,

9/01/28

No

Opt.

Call

A+

785,821

3,655

Maricopa

County

Industrial

Development

Authority,

Arizona,

Revenue

Bonds,

Banner

Health,

Variable

Rate

Series

2019B,

0.870%,

1/01/35,

(Mandatory

Put

10/18/22)

(SIFMA

reference

rate

+

0.380%

spread)

(5)

4/22

at

100.00

AA-

3,655,183

3,145

Maricopa

County

Industrial

Development

Authority,

Arizona,

Revenue

Bonds,

Banner

Health,

Variable

Rate

Series

2019C,

1.080%,

1/01/35,

(Mandatory

Put

10/18/24)

(SIFMA

reference

rate

+

0.570%

spread)

(5)

10/23

at

100.00

AA-

3,158,775

2,520

Maricopa

County

Pollution

Control

Corporation,

Arizona,

Pollution

Control

Revenue

Bonds,

El

Paso

Electric

Company,

Refunding

Series

2009A,

3.600%,

2/01/40

6/29

at

100.00

BBB+

2,541,017

Northern

Arizona

University,

Revenue

Bonds,

SPEED

-

Stimulus

Plan

Economic

Educational

Development

Fund,

Refunding

Series

2020B:

3,615

5.000%,

8/01/26

-

AGM

Insured

No

Opt.

Call

AA

4,002,058

4,220

5.000%,

8/01/27

-

AGM

Insured

No

Opt.

Call

AA

4,756,404

3,975

5.000%,

8/01/28

-

AGM

Insured

No

Opt.

Call

AA

4,545,174

Northern

Arizona

University,

System

Revenue

Bonds,

Refunding

Series

2014:

385

5.000%,

6/01/22

No

Opt.

Call

A+

387,448

430

5.000%,

6/01/23

No

Opt.

Call

A+

446,035

640

Phoenix

Civic

Improvement

Corporation,

Arizona,

Water

System

Revenue

Bonds,

Junior

Lien

Series

2021A,

5.000%,

7/01/26

No

Opt.

Call

AAA

714,509

2,650

Pima

County

Industrial

Development

Authority,

Arizona,

Revenue

Bonds,

Tucson

Electric

Power

Company

Project,

Series

2013A,

4.000%,

9/01/29

3/23

at

100.00

A-

2,698,124

830

Regional

Public

Transportation

Authority,

Arizona,

Transportation

Excise

Tax

Revenue

Bonds,

Maricopa

County

Public

Transportation

Fund

Series

2014,

5.250%,

7/01/23

No

Opt.

Call

AA+

866,819

Salt

Verde

Financial

Corporation,

Arizona,

Senior

Gas

Revenue

Bonds,

Citigroup

Energy

Inc

Prepay

Contract

Obligations,

Series

2007:

2,975

5.000%,

12/01/32

No

Opt.

Call

A3

3,446,567

1,845

5.000%,

12/01/37

No

Opt.

Call

A3

2,188,244

1,960

Tempe

Industrial

Development

Authority,

Arizona,

Revenue

Bonds,

Friendship

Village

of

Tempe

Project,

Refunding

Series

2021C-1.

TEMPS

-85,

1.500%,

12/01/27

12/22

at

100.00

N/R

1,795,478

170,305

Total

Arizona

181,535,302

Nuveen

Intermediate

Duration

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

106

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Arkansas

-

0.6%

$

14,355

Arkansas

Development

Finance

Authority,

Industrial

Development

Revenue

Bonds,

Big

River

Steel

Project,

Series

2019,

4.500%,

9/01/49,

(AMT),

144A

9/26

at

103.00

Ba3

$

14,636,645

11,415

Arkansas

Development

Finance

Authority,

Revenue

Bonds,

Baptist

Memorial

Health

Care,

Refunding

Series

2020B-2,

5.000%,

9/01/44,

(Mandatory

Put

9/01/27)

3/27

at

100.00

BBB+

12,855,117

1,000

Arkansas

State

University,

Student

Fee

Revenue

Bonds,

Jonesboro

Campus,

Series

2013,

5.000%,

12/01/33

12/23

at

100.00

A1

1,053,790

Hot

Springs

School

District

6,

Garland

County,

Arkansas,

General

Obligation

Bonds,

Refunding

Series

2021:

2,805

2.000%,

6/01/29

12/26

at

100.00

Aa2

2,694,174

2,500

2.000%,

6/01/30

12/26

at

100.00

Aa2

2,354,100

2,905

2.000%,

6/01/31

12/26

at

100.00

Aa2

2,681,025

Little

Rock,

Arkansas,

Hotel

and

Restaurant

Gross

Receipts

Tax

Bonds,

Series

2014:

500

5.000%,

7/01/22

No

Opt.

Call

A+

504,645

820

5.000%,

7/01/23

No

Opt.

Call

A+

852,005

1,610

5.000%,

7/01/26

7/24

at

100.00

A+

1,715,326

1,485

5.000%,

7/01/28

7/24

at

100.00

A+

1,580,797

1,935

5.000%,

7/01/29

7/24

at

100.00

A+

2,059,827

1,005

5.000%,

7/01/30

7/24

at

100.00

A+

1,070,064

4,595

5.000%,

7/01/34

7/24

at

100.00

A+

4,891,423

Pulaski

County

Public

Facilities

Board,

Arkansas,

Healthcare

Revenue

Bonds,

Baptist

Health,

Series

2014:

2,175

5.000%,

12/01/25

12/24

at

100.00

A

2,338,560

1,820

5.000%,

12/01/27

12/24

at

100.00

A

1,952,951

600

Rogers,

Arkansas,

Sales

and

Use

Tax

Bonds,

Improvement

Series

2018B,

3.875%,

11/01/39

11/26

at

100.00

AA-

635,130

University

of

Arkansas,

Fayetteville,

Various

Facilities

Revenue

Bonds,

Refunding

&

Improvement

Series

2019A:

1,215

5.000%,

11/01/34

5/29

at

100.00

Aa2

1,423,166

1,260

5.000%,

11/01/35

5/29

at

100.00

Aa2

1,474,603

54,000

Total

Arkansas

56,773,348

California

-

4.4%

5,160

California

Community

Choice

Financing

Authority,

Clean

Energy

Project

Revenue

Bonds,

Green

Series

2021B-1,

4.000%,

2/01/52,

(Mandatory

Put

8/01/31)

5/31

at

100.63

A1

5,586,577

California

County

Tobacco

Securitization

Agency,

Tobacco

Settlement

Asset-Backed

Bonds,

Los

Angeles

County

Securitization

Corporation,

Series

2020A:

1,225

5.000%,

6/01/31

6/30

at

100.00

A-

1,402,037

1,310

5.000%,

6/01/32

6/30

at

100.00

A-

1,494,527

635

5.000%,

6/01/33

6/30

at

100.00

A-

722,973

740

4.000%,

6/01/34

6/30

at

100.00

A-

784,097

1,235

4.000%,

6/01/35

6/30

at

100.00

A-

1,306,309

1,575

4.000%,

6/01/36

6/30

at

100.00

A-

1,664,318

415

4.000%,

6/01/37

6/30

at

100.00

A-

437,285

2,460

4.000%,

6/01/38

6/30

at

100.00

A-

2,587,354

700

4.000%,

6/01/39

6/30

at

100.00

A-

734,769

965

4.000%,

6/01/40

6/30

at

100.00

A-

1,011,523

2,935

California

Department

of

Water

Resources,

Central

Valley

Project

Water

System

Revenue

Bonds,

Series

2021BD,

5.000%,

12/01/26

No

Opt.

Call

AAA

3,319,690

6,965

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

Adventist

Health

System/West,

Series

2011A,

3.000%,

3/01/41,

(Mandatory

Put

3/01/24)

9/23

at

100.00

A+

7,050,600

107

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

California

(continued)

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

Children's

Hospital

Los

Angeles,

Series

2017A:

$

1,205

5.000%,

8/15/35

8/27

at

100.00

BBB+

$

1,356,083

1,845

5.000%,

8/15/36

8/27

at

100.00

BBB+

2,074,961

7,030

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

Kaiser

Permanante

System,

Series

2006C,

5.000%,

6/01/41,

(Mandatory

Put

11/01/29)

No

Opt.

Call

AA-

8,283,660

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

Providence

Saint

Joseph

Health,

Term

Rate

Series

2019C:

680

5.000%,

10/01/39,

(Mandatory

Put

10/01/25)

10/25

at

100.00

N/R

745,450

520

5.000%,

10/01/39,

(Pre-refunded

10/01/25)

No

Opt.

Call

N/R

(4)

570,232

20,423

California

Housing

Finance

Agency,

Municipal

Certificate

Revenue

Bonds,

Class

A

Series

2019-2,

4.000%,

3/20/33

No

Opt.

Call

BBB+

21,645,837

5,726

California

Housing

Finance

Agency,

Municipal

Certificate

Revenue

Bonds,

Class

A

Series

2021-1,

3.500%,

11/20/35

No

Opt.

Call

BBB+

5,979,284

19,881

California

Housing

Finance

Agency,

Municipal

Certificate

Revenue

Bonds,

Class

A

Series

2021-2,

3.750%,

3/25/35

No

Opt.

Call

N/R

21,283,014

1,463

California

Housing

Finance

Agency,

Municipal

Certificate

Revenue

Bonds,

Class

A

Series

2021-3,

3.250%,

8/20/36

No

Opt.

Call

N/R

1,464,150

10,000

California

Infrastructure

and

Economic

Development

Bank,

Revenue

Bonds,

Brightline

West

Passenger

Rail

Project,

Series

2020A,

0.850%,

1/01/50,

(AMT),

(Mandatory

Put

1/26/23),

144A

5/22

at

100.00

N/R

9,948,000

6,025

California

Infrastructure

and

Economic

Development

Bank,

Revenue

Bonds,

J

Paul

Getty

Trust,

Refunding

Series

2020B-2,

3.000%,

10/01/47,

(Mandatory

Put

10/01/26)

4/26

at

101.17

N/R

6,241,177

California

Municipal

Finance

Authority,

Revenue

Bonds,

Linxs

APM

Project,

Senior

Lien

Series

2018A:

5,950

3.250%,

12/31/32

-

AGM

Insured,

(AMT)

6/28

at

100.00

AA

5,955,771

4,000

5.000%,

12/31/33,

(AMT)

6/28

at

100.00

BBB-

4,394,080

5,000

5.000%,

12/31/34,

(AMT)

6/28

at

100.00

BBB-

5,487,550

5,530

California

Pollution

Control

Financing

Authority,

Solid

Waste

Disposal

Revenue

Bonds,

Waste

Management

Inc.,

Refunding

Series

2015B-2,

3.125%,

11/01/40,

(AMT),

(Mandatory

Put

11/03/25)

No

Opt.

Call

A-

5,653,319

24,490

California

Pollution

Control

Financing

Authority,

Solid

Waste

Disposal

Revenue

Bonds,

Waste

Management

Inc.,

Series

2015A-1,

3.375%,

7/01/25,

(AMT)

No

Opt.

Call

A-

25,175,720

12,330

California

Pollution

Control

Financing

Authority,

Solid

Waste

Disposal

Revenue

Bonds,

Waste

Management,

Inc.

Project,

Refunding

Series

2015B-1,

3.000%,

11/01/25,

(AMT)

No

Opt.

Call

A-

12,552,063

California

Statewide

Communities

Development

Authority,

California,

Revenue

Bonds,

Loma

Linda

University

Medical

Center,

Series

2014A:

5,425

5.250%,

12/01/29

12/24

at

100.00

BB

5,857,861

5,940

5.250%,

12/01/34

12/24

at

100.00

BB

6,395,895

California

Statewide

Communities

Development

Authority,

California,

Revenue

Bonds,

Loma

Linda

University

Medical

Center,

Series

2016A:

1,500

5.000%,

12/01/27,

144A

6/26

at

100.00

BB

1,661,190

2,695

5.000%,

12/01/31,

144A

6/26

at

100.00

BB

2,964,473

4,200

5.000%,

12/01/36,

144A

6/26

at

100.00

BB

4,603,998

Nuveen

Intermediate

Duration

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

108

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

California

(continued)

California

Statewide

Communities

Development

Authority,

California,

Revenue

Bonds,

Loma

Linda

University

Medical

Center,

Series

2018A:

$

2,530

5.000%,

12/01/33,

144A

6/28

at

100.00

BB

$

2,867,122

3,790

5.250%,

12/01/38,

144A

6/28

at

100.00

BB

4,331,629

915

California

Statewide

Communities

Development

Authority,

Revenue

Bonds,

Huntington

Memorial

Hospital,

Refunding

Series

2014B,

5.000%,

7/01/25,

(Pre-refunded

7/01/24)

7/24

at

100.00

A-

(4)

975,692

10,300

California

Statewide

Communities

Development

Authority,

Revenue

Bonds,

Kaiser

Permanente,

Series

2009C-1,

5.000%,

4/01/46,

(Mandatory

Put

11/01/29)

No

Opt.

Call

AA-

12,136,799

5,775

California

Statewide

Communities

Development

Authority,

Revenue

Bonds,

Kaiser

Permanente,

Series

2009C-3,

5.000%,

4/01/45,

(Mandatory

Put

11/01/29)

No

Opt.

Call

AA-

6,804,856

50

California

Statewide

Community

Development

Authority,

Revenue

Bonds,

Daughters

of

Charity

Health

System,

Series

2005G,

5.500%,

7/01/22

(6),(7)

1/22

at

100.00

N/R

44,529

5,000

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Escondido

Portfolio,

Social

Senior

Lien

Series

2021A-1,

3.000%,

6/01/48,

144A

6/31

at

100.00

N/R

3,907,950

6,605

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Monterrey

Station

Apartments,

Senior

Lien

Series

2021A-1,

3.000%,

7/01/43,

144A

7/32

at

100.00

N/R

5,305,334

2,400

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Pasadena

Portfolio

Social

Bond,

Series

2021A-1,

2.650%,

12/01/46,

144A

12/31

at

100.00

N/R

2,018,856

5,145

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Wood

Creek

Apartments,

Senior

Lien

Series

2021A-1,

3.000%,

12/01/49

6/32

at

100.00

N/R

3,864,358

Delano,

California,

Certificates

of

Participation,

Delano

Regional

Medical

Center,

Series

2012:

2,860

5.000%,

1/01/23,

(ETM)

No

Opt.

Call

N/R

(4)

2,927,896

1,635

5.000%,

1/01/24,

(Pre-refunded

1/01/23)

1/23

at

100.00

N/R

(4)

1,673,815

1,325

5.000%,

1/01/25,

(Pre-refunded

1/01/23)

1/23

at

100.00

N/R

(4)

1,356,456

El

Dorado

Union

High

School

District,

El

Dorado

County,

California,

General

Obligation

Bonds,

Series

2020:

1,430

5.000%,

8/01/33

-

AGM

Insured

8/27

at

100.00

AA

1,627,855

2,200

5.000%,

8/01/34

-

AGM

Insured

8/27

at

100.00

AA

2,500,828

2,280

5.000%,

8/01/35

-

AGM

Insured

8/27

at

100.00

AA

2,592,998

23,715

Golden

State

Tobacco

Securitization

Corporation,

California,

Tobacco

Settlement

Asset-Backed

Bonds,

Capital

Appreciation

Series

2021B-2,

0.000%,

6/01/66

12/31

at

27.75

N/R

2,894,653

17,895

Golden

State

Tobacco

Securitization

Corporation,

California,

Tobacco

Settlement

Asset-Backed

Bonds,

Series

2018A-1,

3.500%,

6/01/36,

(Pre-

refunded

6/01/22)

6/22

at

100.00

BB

(4)

17,968,548

1,300

Grant

Joint

Union

High

School

District,

Sacramento

County,

California,

General

Obligation

Bonds,

Capital

Appreciation

Election

2006

Series

2008,

0.000%,

8/01/26

-

AGM

Insured

No

Opt.

Call

A1

1,157,663

Lake

Elsinore

Public

Financing

Authority,

California,

Local

Agency

Revenue

Bonds,

Canyon

Hills

Improvement

Area

A

&

C,

Series

2014C:

1,000

5.000%,

9/01/30

9/24

at

100.00

N/R

1,052,950

1,015

5.000%,

9/01/32

9/24

at

100.00

N/R

1,066,785

465

5.000%,

9/01/34

9/24

at

100.00

N/R

488,278

109

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

California

(continued)

$

2,675

Lake

Elsinore

Redevelopment

Agency,

California,

Special

Tax

Bonds,

Community

Facilities

District

90-2,

Series

2007A,

4.500%,

10/01/24

-

AGM

Insured

5/22

at

100.00

AA

$

2,679,334

2,015

Las

Virgenes

Unified

School

District,

Los

Angeles

County,

California,

General

Obligation

Bonds,

2006

Election,

Series

2009B,

0.000%,

8/01/27

No

Opt.

Call

Aa1

1,747,811

13,425

Los

Angeles

Department

of

Airports,

California,

Revenue

Bonds,

Los

Angeles

International

Airport,

Subordinate

Lien

Series

2018D,

5.000%,

5/15/25,

(AMT)

No

Opt.

Call

Aa3

14,456,577

5,000

Los

Angeles

Department

of

Water

and

Power,

California,

Power

System

Revenue

Bonds,

Series

2014B,

5.000%,

7/01/43

1/24

at

100.00

Aa2

5,253,800

Los

Angeles,

California,

Special

Tax

Bonds,

Community

Facilities

District

4,

Playa

Vista

Phase

I,

Series

2014:

1,060

5.000%,

9/01/24

No

Opt.

Call

A+

1,132,313

1,240

5.000%,

9/01/25

9/24

at

100.00

A+

1,324,221

1,010

5.000%,

9/01/26

9/24

at

100.00

A+

1,080,549

400

Menifee

Union

School

District

Public

Financing

Authority,

California,

Special

Tax

Revenue

Bonds,

Series

2016A,

5.000%,

9/01/29

-

BAM

Insured

9/25

at

100.00

AA

434,896

5,345

Mount

San

Antonio

Community

College

District,

Los

Angeles

County,

California,

General

Obligation

Bonds,

Election

of

2008,

Series

2013A,

0.000%,

8/01/28

(8)

2/28

at

100.00

Aa1

5,938,936

12,155

M-S-R

Energy

Authority,

California,

Gas

Revenue

Bonds,

Citigroup

Prepay

Contracts,

Series

2009A,

6.125%,

11/01/29

No

Opt.

Call

A

13,992,228

9,710

M-S-R

Energy

Authority,

California,

Gas

Revenue

Bonds,

Citigroup

Prepay

Contracts,

Series

2009C,

6.125%,

11/01/29

No

Opt.

Call

A

11,178,346

8,040

Palomar

Pomerado

Health,

California,

General

Obligation

Bonds,

Convertible

Capital

Appreciation,

Election

2004

Series

2010A,

6.750%,

8/01/40

8/30

at

100.00

A2

10,255,100

Palomar

Pomerado

Health,

California,

General

Obligation

Bonds,

Series

2009A:

2,095

0.000%,

8/01/22

No

Opt.

Call

AA

2,083,331

4,085

0.000%,

8/01/23

No

Opt.

Call

AA

3,955,955

5,350

Poway

Unified

School

District,

San

Diego

County,

California,

General

Obligation

Bonds,

School

Facilities

Improvement

District

2007-1,

Series

2011A,

0.000%,

8/01/34

No

Opt.

Call

Aa2

3,643,029

2,410

Riverside

County

Redevelopment

Agency

Successor

Agency,

California,

Tax

Allocation

Bonds,

Refunding

Series

2014A,

4.000%,

10/01/37

-

AGM

Insured

10/24

at

100.00

AA

2,509,147

Riverside

County

Redevelopment

Agency,

California,

Tax

Allocation

Bonds,

Jurupa

Valley

Project

Area,

Series

2011B:

2,115

0.000%,

10/01/34

No

Opt.

Call

A

1,392,326

2,000

0.000%,

10/01/36

No

Opt.

Call

A

1,215,900

14,450

San

Diego

Association

of

Governments,

California,

Capital

Grants

Receipts

Revenue

Bonds,

Mid-Coast

Corridor

Transit

Project,

Green

Series

2019B,

1.800%,

11/15/27

11/26

at

100.00

A-

13,900,611

San

Joaquin

Hills

Transportation

Corridor

Agency,

Orange

County,

California,

Toll

Road

Revenue

Bonds,

Refunding

Senior

Lien

Series

2014A:

5,075

5.000%,

1/15/29,

(Pre-refunded

1/15/25)

1/25

at

100.00

A-

(4)

5,485,821

24,010

5.000%,

1/15/34,

(Pre-refunded

1/15/25)

1/25

at

100.00

A-

(4)

25,953,610

Nuveen

Intermediate

Duration

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

110

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

California

(continued)

Santa

Ana

Financing

Authority,

California,

Lease

Revenue

Bonds,

Police

Administration

and

Housing

Facility,

Series

1994A:

$

2,380

6.250%,

7/01/24

No

Opt.

Call

Baa2

$

2,508,068

1,430

6.250%,

7/01/24,

(ETM)

No

Opt.

Call

Baa2

(4)

1,508,893

University

of

California,

General

Revenue

Bonds,

Limited

Project

Series

2018O:

4,605

5.000%,

5/15/32

5/28

at

100.00

AA-

5,314,354

3,645

5.000%,

5/15/33

5/28

at

100.00

AA-

4,196,306

2,030

Victor

Elementary

School

District,

San

Bernardino

County,

California,

General

Obligation

Bonds,

Series

2002A,

0.000%,

8/01/23

-

FGIC

Insured

No

Opt.

Call

Aa3

1,975,170

3,000

Victor

Valley

Union

High

School

District,

San

Bernardino

County,

California,

General

Obligation

Bonds,

Series

2009A,

5.750%,

8/01/31

8/26

at

100.00

AA

3,423,750

Washington

Township

Health

Care

District,

California,

Revenue

Bonds,

Refunding

Series

2015A:

1,540

5.000%,

7/01/24

No

Opt.

Call

Baa2

1,635,511

1,415

5.000%,

7/01/25

No

Opt.

Call

Baa2

1,537,949

1,450

3.250%,

7/01/27

7/25

at

100.00

Baa2

1,489,426

1,435

3.500%,

7/01/28

7/25

at

100.00

Baa2

1,471,865

1,355

3.750%,

7/01/29

7/25

at

100.00

Baa2

1,400,474

2,500

West

Contra

Costa

Unified

School

District,

Contra

Costa

County,

California,

General

Obligation

Bonds,

Series

2008B,

6.000%,

8/01/25

No

Opt.

Call

AA-

2,815,800

428,258

Total

California

426,853,084

Colorado

-

2.6%

2,955

Aerotropolis

Regional

Transportation

Authority,

Colorado,

Special

Revenue

Bonds,

Series

2021,

4.250%,

12/01/41

12/26

at

103.00

N/R

2,724,717

Arapahoe

County

School

District

6,

Littleton,

Colorado,

General

Obligation

Bonds,

Series

2019A:

1,890

5.500%,

12/01/29

12/28

at

100.00

Aa1

2,277,582

1,295

5.500%,

12/01/30

12/28

at

100.00

Aa1

1,560,566

1,650

5.500%,

12/01/32

12/28

at

100.00

Aa1

1,987,771

1,250

5.500%,

12/01/33

12/28

at

100.00

Aa1

1,504,088

9,355

Centerra

Metropolitan

District

1,

Loveland,

Colorado,

Special

Revenue

Bonds,

Refunding

&

Improvement

Series

2017,

5.000%,

12/01/29,

144A

12/22

at

103.00

N/R

9,697,767

1,115

Centerra

Metropolitan

District

1,

Loveland,

Colorado,

Special

Revenue

Bonds,

Refunding

&

Improvement

Series

2020A,

4.000%,

12/01/29

12/25

at

103.00

N/R

1,117,531

10,000

Colorado

Bridge

Enterprise,

Revenue

Bonds,

Central

70

Project,

Senior

Series

2017,

4.000%,

6/30/51,

(AMT)

12/27

at

100.00

A-

10,372,200

Colorado

Educational

and

Cultural

Facilities

Authority,

Revenue

Bonds,

Regis

University

Project,

Refunding

Series

2016:

1,910

5.000%,

10/01/25

No

Opt.

Call

Baa2

2,075,024

1,235

5.000%,

10/01/30

10/25

at

100.00

Baa2

1,316,436

1,715

3.125%,

10/01/31

10/25

at

100.00

Baa2

1,675,486

5,005

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

AdventHealth

Obligated

Group,

Series

2019A,

5.000%,

11/15/39

11/29

at

100.00

AA

5,831,476

4,045

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

Catholic

Health

Initiatives,

Series

2009B-1,

5.000%,

7/01/29,

(Pre-refunded

11/09/22)

11/22

at

100.00

BBB+

(4)

4,131,968

111

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Colorado

(continued)

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

CommonSpirit

Health,

Series

2019A-1:

$

7,500

5.000%,

8/01/27

No

Opt.

Call

BBB+

$

8,449,350

6,970

5.000%,

8/01/28

No

Opt.

Call

BBB+

7,960,994

4,000

5.000%,

8/01/29

No

Opt.

Call

BBB+

4,628,880

5,940

5.000%,

8/01/30

8/29

at

100.00

BBB+

6,813,002

1,875

5.000%,

8/01/31

8/29

at

100.00

BBB+

2,145,394

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

CommonSpirit

Health,

Series

2019A-2:

6,475

5.000%,

8/01/27

No

Opt.

Call

BBB+

7,294,605

7,035

5.000%,

8/01/28

No

Opt.

Call

BBB+

8,035,236

1,950

5.000%,

8/01/29

No

Opt.

Call

BBB+

2,256,579

2,045

5.000%,

8/01/30

8/29

at

100.00

BBB+

2,345,554

5,000

5.000%,

8/01/31

8/29

at

100.00

BBB+

5,721,050

18,780

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

CommonSpirit

Health,

Series

2019B-1,

5.000%,

8/01/49,

(Mandatory

Put

8/01/25)

2/25

at

100.00

BBB+

20,090,844

12,435

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

CommonSpirit

Health,

Series

2019B-2,

5.000%,

8/01/49,

(Mandatory

Put

8/01/26)

2/26

at

100.00

BBB+

13,563,352

2,000

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

Covenant

Living

Communities

&

Services,

Series

2020A,

4.000%,

12/01/40

12/27

at

103.00

A-

2,158,280

370

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

Evangelical

Lutheran

Good

Samaritan

Society

Project,

Series

2013,

5.500%,

6/01/33,

(Pre-refunded

6/01/23)

6/23

at

100.00

N/R

(4)

385,951

14,505

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

Parkview

Medical

Center,

Series

2016,

3.125%,

9/01/42

9/26

at

100.00

Baa1

13,590,895

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

SCL

Health

System,

Refunding

Series

2019A:

80

5.000%,

1/01/26

No

Opt.

Call

AA-

88,201

3,495

4.000%,

1/01/35

1/30

at

100.00

AA-

3,749,925

5,000

4.000%,

1/01/37

1/30

at

100.00

AA-

5,338,800

8,815

4.000%,

1/01/38

1/30

at

100.00

AA-

9,385,948

5,250

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

Sisters

of

Charity

of

Leavenworth

Health

Services

Corporation,

Series

2013A,

5.500%,

1/01/35

1/24

at

100.00

AA-

5,565,788

2,755

Colorado

Housing

and

Finance

Authority,

Single

Family

Mortgage

Bonds,

Class

I

Series

2021E,

2.125%,

11/01/42

5/30

at

100.00

AAA

2,251,772

6,510

Colorado

Housing

and

Finance

Authority,

Single

Family

Mortgage

Bonds,

Class

I

Series

2021H,

2.000%,

5/01/42

5/30

at

100.00

AAA

5,349,137

1,500

Delta

County

Memorial

Hospital

District,

Colorado,

Enterprise

Revenue

Bonds,

Refunding

Series

2010,

5.500%,

9/01/25

5/22

at

100.00

BB

1,445,400

11,035

Denver

City

and

County,

Colorado,

Airport

System

Revenue

Bonds,

Series

2012B,

5.000%,

11/15/32,

(Pre-refunded

11/15/22)

11/22

at

100.00

AA-

(4)

11,285,715

15,000

Denver

City

and

County,

Colorado,

Airport

System

Revenue

Bonds,

Subordinate

Lien

Series

2018A,

5.000%,

12/01/24,

(AMT)

No

Opt.

Call

A+

15,979,500

10,770

Denver

City

and

County,

Colorado,

Special

Facilities

Airport

Revenue

Bonds,

United

Airlines,

Inc.

Project,

Refunding

Series

2017,

5.000%,

10/01/32,

(AMT)

10/23

at

100.00

B

11,092,238

Denver

Convention

Center

Hotel

Authority,

Colorado,

Revenue

Bonds,

Convention

Center

Hotel,

Refunding

Senior

Lien

Series

2016:

1,500

5.000%,

12/01/31

12/26

at

100.00

Baa2

1,636,620

500

5.000%,

12/01/32

12/26

at

100.00

Baa2

544,975

645

5.000%,

12/01/33

12/26

at

100.00

Baa2

702,108

Nuveen

Intermediate

Duration

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

112

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Colorado

(continued)

Denver

Urban

Renewal

Authority,

Colorado,

Tax

Increment

Revenue

Bonds,

9th

and

Colorado

Urban

Redevelopement

Area,

Series

2018A:

$

380

5.250%,

12/01/39,

144A

12/23

at

103.00

N/R

$

400,300

1,910

5.250%,

12/01/39,

144A

12/23

at

103.00

N/R

2,012,605

1,040

Peak

Metropolitan

District

1,

Colorado

Springs,

El

Paso

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2021A,

4.000%,

12/01/35,

144A

3/26

at

103.00

N/R

1,012,159

845

Prairie

Center

Metropolitan

District

7,

Brighton,

Adams

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2020,

4.125%,

12/15/36

12/25

at

103.00

N/R

841,907

1,145

Pueblo

County

School

District

60,

Pueblo,

Colorado,

General

Obligation

Bonds,

Refunding

Series

2009,

5.000%,

12/15/22

No

Opt.

Call

Aa2

1,174,255

750

Rampart

Range

Metropolitan

District

5,

Lone

Tree,

Douglas

County,

Colorado,

Limited

Tax

Supported

and

Special

Revenue

Bonds,

Series

2021,

4.000%,

12/01/36

10/26

at

102.00

N/R

699,750

Regional

Transportation

District,

Colorado,

Private

Activity

Bonds,

Denver

Transit

Partners

Eagle

P3

Project,

Series

2020A:

600

5.000%,

1/15/28

No

Opt.

Call

A-

666,726

550

5.000%,

7/15/28

No

Opt.

Call

A-

614,906

750

5.000%,

1/15/29

No

Opt.

Call

A-

840,600

500

5.000%,

7/15/29

No

Opt.

Call

A-

563,425

555

5.000%,

1/15/30

No

Opt.

Call

A-

628,959

445

5.000%,

7/15/30

No

Opt.

Call

A-

506,770

1,035

5.000%,

1/15/31

No

Opt.

Call

A-

1,183,357

Riverwalk

Metropolitan

District

2,

Glendale,

Arapahoe

County,

Colorado,

Special

Revenue

Bonds,

Series

2022A:

2,100

4.500%,

12/01/32

3/27

at

103.00

N/R

2,046,072

9,095

5.000%,

12/01/42

3/27

at

103.00

N/R

8,960,758

1,000

Spring

Mesa

Metropolitan

District,

Jefferson

County,

Colorado,

General

Obligation

Bonds,

Refunding

Series

2015,

3.750%,

12/01/44

12/25

at

100.00

AA

1,019,890

730

Transport

Metropolitan

District

3,

In

the

City

of

Aurora,

Adams

County,

Colorado,

General

Obligation

Limited

Bonds,

Series

2021A-1,

5.000%,

12/01/41

3/26

at

103.00

N/R

767,938

30

Windy

Gap

Firming

Project

Water

Activity

Enterprise,

Colorado,

Senior

Revenue

Bonds,

Series

2021,

5.000%,

7/15/27

No

Opt.

Call

AA

34,397

236,615

Total

Colorado

250,103,479

Connecticut

-

1.7%

3,890

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Hartford

HealthCare

Issue,

Series

2020A,

4.000%,

7/01/36

1/30

at

100.00

A+

4,131,958

1,955

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Hartford

HealthCare

Issue,

Series

2020B-1,

5.000%,

7/01/53,

(Mandatory

Put

1/01/25)

10/24

at

100.93

A+

2,101,332

5,570

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Hartford

HealthCare

Issue,

Series

2020B-2,

5.000%,

7/01/53,

(Mandatory

Put

1/01/27)

10/26

at

100.87

A+

6,239,068

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Nuvance

Health

Series

2019A:

4,045

4.000%,

7/01/34

7/29

at

100.00

A-

4,215,052

10,495

4.000%,

7/01/35

7/29

at

100.00

A-

10,925,610

5,000

4.000%,

7/01/36

7/29

at

100.00

A-

5,200,750

113

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Connecticut

(continued)

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Stamford

Hospital,

Series

2021L-1:

$

700

4.000%,

7/01/26

No

Opt.

Call

BBB+

$

740,971

925

4.000%,

7/01/27

No

Opt.

Call

BBB+

987,447

775

4.000%,

7/01/28

No

Opt.

Call

BBB+

832,195

600

4.000%,

7/01/29

No

Opt.

Call

BBB+

647,640

11,555

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Yale

University,

Series

2014A,

1.100%,

7/01/48,

(Mandatory

Put

2/07/23)

No

Opt.

Call

AAA

11,501,500

14,285

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Yale

University,

Series

2016A-1,

1.450%,

7/01/42,

(Mandatory

Put

7/01/22)

No

Opt.

Call

AAA

14,294,714

5,530

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Yale

University,

Series

2016A-2,

2.000%,

7/01/42,

(Mandatory

Put

7/01/26)

No

Opt.

Call

AAA

5,459,880

8,610

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Yale

University,

Series

2017B-2,

0.550%,

7/01/37,

(Mandatory

Put

7/03/23)

No

Opt.

Call

AAA

8,464,577

7,735

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Yale-New

Haven

Health

Issue,

Series

2014D,

1.800%,

7/01/49,

(Mandatory

Put

7/01/24)

1/24

at

100.00

AA-

7,707,927

1,170

Connecticut

Housing

Finance

Authority,

Housing

Mortgage

Finance

Program

Bonds,

Series

2018D-1,

4.000%,

11/15/38

11/27

at

100.00

AAA

1,227,307

935

Connecticut

Housing

Finance

Authority,

Housing

Mortgage

Finance

Program

Bonds,

Series

2019B-1,

3.300%,

11/15/39

11/28

at

100.00

AAA

945,294

1,540

Connecticut

Housing

Finance

Authority,

Housing

Mortgage

Finance

Program

Bonds,

Series

2019E-1,

2.850%,

11/15/39

11/28

at

100.00

AAA

1,488,949

5,635

Connecticut

Housing

Finance

Authority,

Housing

Mortgage

Finance

Program

Bonds,

Series

2019F-1,

2.750%,

11/15/37

11/28

at

100.00

AAA

5,424,984

Connecticut

Housing

Finance

Authority,

Housing

Mortgage

Finance

Program

Bonds,

Series

2020A-1:

5,405

2.450%,

5/15/38

5/29

at

100.00

AAA

4,850,880

8,385

3.500%,

11/15/45

5/29

at

100.00

AAA

8,584,479

5,000

Connecticut

Housing

Finance

Authority,

Housing

Mortgage

Finance

Program

Bonds,

Series

2020D-1,

2.350%,

11/15/40

5/30

at

100.00

AAA

4,301,000

2,850

Connecticut

Housing

Finance

Authority,

Housing

Mortgage

Finance

Program

Bonds,

Series

2020E-1,

2.350%,

11/15/40

5/30

at

100.00

N/R

2,451,570

11,490

Connecticut

Housing

Finance

Authority,

Housing

Mortgage

Finance

Program

Bonds,

Series

2020E-3,

1.850%,

5/15/38

5/30

at

100.00

AAA

9,608,857

11,105

Connecticut

Housing

Finance

Authority,

Housing

Mortgage

Finance

Program

Bonds,

Series

2021B-1,

2.100%,

11/15/40

11/30

at

100.00

AAA

9,239,249

22,870

Connecticut

Housing

Finance

Authority,

Housing

Mortgage

Finance

Program

Bonds,

Social

Series

2021D-1,

2.300%,

11/15/41

11/30

at

100.00

N/R

19,330,868

2,605

Connecticut

State,

General

Obligation

Bonds,

Series

2013E,

5.000%,

8/15/22

No

Opt.

Call

Aa3

2,642,668

1,360

Connecticut

State,

General

Obligation

Bonds,

Series

2018C,

5.000%,

6/15/22

No

Opt.

Call

Aa3

1,371,002

1,790

Connecticut

State,

Special

Tax

Obligation

Bonds,

Transportation

Infrastructure

Purposes,

Refunding

Series

20168C,

5.000%,

10/01/23

No

Opt.

Call

AA-

1,874,703

Connecticut

State,

Special

Tax

Obligation

Bonds,

Transportation

Infrastructure

Purposes,

Refunding

Series

2021C:

3,440

5.000%,

1/01/25

No

Opt.

Call

AA-

3,705,086

3,500

5.000%,

1/01/26

No

Opt.

Call

AA-

3,858,785

Nuveen

Intermediate

Duration

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

114

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Connecticut

(continued)

$

585

Steel

Point

Infrastructure

Improvement

District,

Connecticut,

Special

Obligation

Revenue

Bonds,

Steelpointe

Harbor

Project,

Series

2021,

4.000%,

4/01/41

4/30

at

100.00

N/R

$

562,372

Stratford,

Connecticut,

General

Obligation

Bonds,

Series

2014:

510

5.000%,

12/15/24,

(Pre-refunded

12/15/22)

12/22

at

100.00

AA-

(4)

522,898

580

5.000%,

12/15/26,

(Pre-refunded

12/15/22)

12/22

at

100.00

AA-

(4)

594,668

172,425

Total

Connecticut

166,036,240

Delaware

-

0.2%

17,440

Delaware

Economic

Development

Authority,

Exempt

Facility

Revenue

Bonds,

NRG

Energy

Project,

Refunding

Series

2020A,

1.250%,

10/01/45,

(Mandatory

Put

10/01/25)

10/25

at

100.00

BBB-

16,487,950

1,000

Delaware

Health

Facilities

Authority,

Revenue

Bonds,

Bayhealth

Medical

Center

Project,

Series

2017A,

4.000%,

7/01/35

7/27

at

100.00

AA

1,065,810

Delaware

Health

Facilities

Authority,

Revenue

Bonds,

Nanticoke

Memorial

Hospital,

Series

2013:

1,100

4.000%,

7/01/22,

(ETM)

No

Opt.

Call

AA-

(4)

1,107,920

3,995

5.000%,

7/01/28,

(Pre-refunded

7/01/23)

7/23

at

100.00

AA-

(4)

4,153,961

23,535

Total

Delaware

22,815,641

District

of

Columbia

-

1.3%

3,880

District

of

Columbia

Student

Dormitory

Revenue

Bonds,

Provident

Group

-

Howard

Properties

LLC

Issue,

Series

2013,

5.000%,

10/01/30

10/22

at

100.00

BB-

3,923,650

2,685

District

of

Columbia

Tobacco

Settlement

Corporation,

Tobacco

Settlement

Asset-Backed

Bonds,

Series

2001,

6.500%,

5/15/33

No

Opt.

Call

A-

2,842,932

159,565

District

of

Columbia

Tobacco

Settlement

Corporation,

Tobacco

Settlement

Asset-Backed

Bonds,

Series

2006A,

0.000%,

6/15/46

5/22

at

22.66

N/R

35,570,230

11,835

District

of

Columbia,

Income

Tax

Secured

Revenue

Bonds,

Refunding

Series

2020B,

5.000%,

10/01/27

No

Opt.

Call

AAA

13,624,452

Metropolitan

Washington

Airports

Authority,

Virginia,

Dulles

Toll

Road

Revenue

Bonds,

Dulles

Metrorail

&

Capital

improvement

Projects,

Refunding

&

Subordinate

Lien

Series

2019B:

1,700

4.000%,

10/01/35

10/29

at

100.00

A-

1,798,124

3,500

4.000%,

10/01/37

10/29

at

100.00

A-

3,694,355

Metropolitan

Washington

Airports

Authority,

Virginia,

Dulles

Toll

Road

Revenue

Bonds,

Dulles

Metrorail

&

Capital

Improvement

Projects,

Refunding

First

Senior

Lien

Series

2019A:

1,250

5.000%,

10/01/33

10/28

at

100.00

A

1,444,475

1,750

5.000%,

10/01/34

10/28

at

100.00

A

2,020,287

2,000

5.000%,

10/01/35

10/28

at

100.00

A

2,304,420

8,525

Metropolitan

Washington

D.C.

Airports

Authority,

Airport

System

Revenue

Bonds,

Refunding

Series

2016A,

4.000%,

10/01/35,

(AMT)

10/26

at

100.00

Aa3

8,939,400

Metropolitan

Washington

D.C.

Airports

Authority,

Airport

System

Revenue

Bonds,

Refunding

Series

2018A:

5,560

5.000%,

10/01/26,

(AMT)

No

Opt.

Call

Aa3

6,135,238

4,150

5.000%,

10/01/28,

(AMT)

No

Opt.

Call

Aa3

4,712,242

4,155

5.000%,

10/01/29,

(AMT)

10/28

at

100.00

Aa3

4,705,953

Metropolitan

Washington

D.C.

Airports

Authority,

Airport

System

Revenue

Bonds,

Refunding

Series

2020A.

Forward

Delivery:

10,000

5.000%,

10/01/22,

(AMT)

No

Opt.

Call

Aa3

10,180,800

5,225

5.000%,

10/01/23,

(AMT)

No

Opt.

Call

Aa3

5,467,544

115

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

District

of

Columbia

(continued)

Washington

Metropolitan

Area

Transit

Authority,

Dedicated

Revenue

Bonds,

Green

Series

2021A:

$

4,130

5.000%,

7/15/26

No

Opt.

Call

AA

$

4,616,473

4,020

5.000%,

7/15/27

No

Opt.

Call

AA

4,585,453

6,910

4.000%,

7/15/34

7/31

at

100.00

AA

7,665,885

1,260

Washington

Metropolitan

Area

Transit

Authority,

District

of

Columbia,

Gross

Revenue

Bonds,

Series

2018,

5.000%,

7/01/25

No

Opt.

Call

AA-

1,376,928

242,100

Total

District

of

Columbia

125,608,841

Florida

-

4.1%

4,170

Alachua

County

Health

Facilities

Authority,

Florida,

Health

Facilties

Revenue

Bonds,

Shands

Teaching

Hospital

&

Clinics,

Inc.

at

the

University

of

Florida

Project,

Refunding

Series

2019B-2,

5.000%,

12/01/37,

(Mandatory

Put

12/01/26)

6/26

at

100.00

A

4,587,667

12,915

Broward

County

School

Board,

Florida,

Certificates

of

Participation,

Series

2015A,

5.000%,

7/01/25

No

Opt.

Call

Aa3

14,100,855

Broward

County,

Florida,

Airport

System

Revenue

Bonds,

Series

2015A:

10,000

5.000%,

10/01/34,

(AMT)

10/25

at

100.00

A1

10,756,200

15,135

5.000%,

10/01/35,

(AMT)

10/25

at

100.00

A1

16,269,066

3,110

Broward

County,

Florida,

Port

Facilities

Revenue

Bonds,

Series

2019B,

2.250%,

9/01/29,

(AMT)

No

Opt.

Call

A1

2,983,983

Cape

Coral,

Florida,

Utility

Improvement

Assessment

Bonds,

Refunding

Various

Areas

Series

2017:

910

2.250%,

9/01/23

-

AGM

Insured

No

Opt.

Call

AA

916,561

1,410

2.500%,

9/01/24

-

AGM

Insured

No

Opt.

Call

AA

1,422,154

1,270

2.750%,

9/01/25

-

AGM

Insured

No

Opt.

Call

AA

1,293,546

890

2.750%,

9/01/26

-

AGM

Insured

No

Opt.

Call

AA

909,562

605

3.000%,

9/01/27

-

AGM

Insured

No

Opt.

Call

AA

629,981

Cape

Coral,

Florida,

Water

and

Sewer

Revenue

Bonds,

Refunding

Series

2015:

9,685

5.000%,

10/01/32

10/25

at

100.00

A+

10,617,181

7,325

5.000%,

10/01/33

10/25

at

100.00

A+

8,024,831

2,030

Capital

Trust

Agency,

Florida,

Educational

Facilities

Lease

Revenue

Bonds,

Franklin

Academy

Projects,

Series

2020,

5.000%,

12/15/35,

144A

7/26

at

100.00

N/R

2,096,097

7,620

Central

Florida

Expressway

Authority,

Revenue

Bonds,

Refunding

Senior

Lien

Series

2021,

5.000%,

7/01/26

-

AGM

Insured

No

Opt.

Call

AA

8,536,686

14,640

Citizens

Property

Insurance

Corporation,

Florida,

Coastal

Account

Senior

Secured

Bonds,

Series

2015A-1,

5.000%,

6/01/25

12/24

at

100.00

AA

15,788,362

Collier

County

Educational

Facilities

Authority,

Florida,

Revenue

Bonds,

Hodges

University,

Refunding

Series

2013:

950

4.750%,

11/01/23,

(ETM)

No

Opt.

Call

N/R

(4)

979,431

1,860

6.000%,

11/01/33,

(Pre-refunded

11/01/23)

11/23

at

100.00

N/R

(4)

1,977,645

1,000

Davie,

Florida,

Educational

Facilities

Revenue

Bonds,

Nova

Southeastern

University

Project,

Series

2013A,

6.000%,

4/01/42,

(Pre-refunded

4/01/23)

4/23

at

100.00

A-

(4)

1,042,730

13,450

Florida

Department

of

Transportation,

Full

Faith

and

Credit

Right-of-Way

Acquisition

and

Bridge

Construction

Bonds,

Refunding

Series

2021A,

5.000%,

7/01/26

No

Opt.

Call

AAA

15,103,005

370

Florida

Development

Finance

Corporation,

Educational

Facilities

Revenue

Bonds,

Classical

Preparatory

Incorporated

Project,

Series

2017A,

5.000%,

6/15/27,

144A

6/26

at

100.00

N/R

375,565

1,155

Florida

Development

Finance

Corporation,

Educational

Facilities

Revenue

Bonds,

Mater

Academy

Projects,

Series

2020A,

5.000%,

6/15/35

6/27

at

100.00

BBB

1,256,883

Nuveen

Intermediate

Duration

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

116

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

$

30,000

Florida

Development

Finance

Corporation,

Florida,

Surface

Transportation

Facility

Revenue

Bonds,

Brightline

Passenger

Rail

Project,

Green

Series

2019B,

7.375%,

1/01/49,

(AMT),

144A

1/24

at

107.00

N/R

$

31,695,300

Florida

Development

Finance

Corporation,

Florida,

Surface

Transportation

Facility

Revenue

Bonds,

Virgin

Trains

USA

Passenger

Rail

Project,

Series

2019A:

24,240

6.250%,

1/01/49,

(AMT),

(Mandatory

Put

1/01/24),

144A

5/22

at

102.00

N/R

24,359,746

44,460

6.375%,

1/01/49,

(AMT),

(Mandatory

Put

1/01/26),

144A

5/22

at

103.00

N/R

44,570,261

30,650

6.500%,

1/01/49,

(AMT),

(Mandatory

Put

1/01/29),

144A

5/22

at

103.00

N/R

30,706,702

3,815

Florida

Development

Finance

Corporation,

Revenue

Bonds,

Brightline

Passenger

Rail

Expansion

Project,

Series

2021A,

0.300%,

12/01/56,

(AMT),

(Mandatory

Put

7/01/22)

5/22

at

100.00

N/R

3,807,980

8,745

Florida

Development

Finance

Corporation,

Revenue

Bonds,

Brightline

Passenger

Rail

Expansion

Project,

Series

2021A-1,

6.750%,

12/01/56,

(AMT),

(Mandatory

Put

8/15/23),

144A

5/22

at

102.50

N/R

8,490,958

3,275

Florida

Governmental

Utility

Authority,

Utility

Revenue

Bonds,

Lake

Aqua

Utility

System,

Series

2013A,

4.250%,

10/01/33

10/22

at

100.00

A

3,315,086

2,755

Florida

Governmental

Utility

Authority,

Utility

Revenue

Bonds,

Pasco

Aqua

Utility

System,

Series

2013A,

4.250%,

10/01/33,

(Pre-refunded

10/01/22)

10/22

at

100.00

A3

(4)

2,795,636

Florida

Higher

Educational

Facilities

Financing

Authority,

Revenue

Bonds,

Nova

Southeastern

University

Project,

Refunding

Series

2016:

1,305

5.000%,

4/01/32

4/26

at

100.00

A-

1,438,005

1,760

5.000%,

4/01/33

4/26

at

100.00

A-

1,937,514

6,015

5.000%,

4/01/34

4/26

at

100.00

A-

6,619,688

4,290

5.000%,

4/01/35

4/26

at

100.00

A-

4,718,442

1,605

Florida

Housing

Finance

Corporation,

Homeowner

Mortgage

Revenue

Bonds,

Series

2017-1,

3.600%,

7/01/37

1/27

at

100.00

Aaa

1,626,202

2,525

Florida

Housing

Finance

Corporation,

Homeowner

Mortgage

Revenue

Bonds,

Series

2018-2,

4.050%,

7/01/38

1/28

at

100.00

Aaa

2,577,065

5,145

Florida

Housing

Finance

Corporation,

Homeowner

Mortgage

Revenue

Bonds,

Series

2019-1,

3.000%,

7/01/39

7/28

at

100.00

Aaa

5,121,282

7,985

Florida

Housing

Finance

Corporation,

Homeowner

Mortgage

Revenue

Bonds,

Social

Series

2021-2,

2.050%,

7/01/41

7/30

at

100.00

Aaa

6,656,695

1,440

Florida

Municipal

Power

Agency,

Power

Supply

Revenue

Bonds,

All

Requirements

Project,

Refunding

Series

2016A,

5.000%,

10/01/30

10/26

at

100.00

AA-

1,605,816

9,955

Florida

State

Department

of

Transportation,

Federal

Highway

Reimbursement

Revenue

Bonds,

Indirect

GARVEES

Series

2021A,

5.000%,

7/01/26

No

Opt.

Call

AA

11,088,277

10,859

Highlands

County

Health

Facilities

Authority,

Florida,

Hospital

Revenue

Bonds,

Adventist

Health

System/Sunbelt

Obligated

Group,

Refunding

Series

2012,

2.025%,

11/15/26,

(Mandatory

Put

11/15/22)

8/22

at

101.00

N/R

10,884,436

2,095

Jacksonville,

Florida,

Special

Revenue

Bonds,

Series

20120C,

5.000%,

10/01/24

10/22

at

100.00

AA

2,132,040

5,105

JEA,

Florida,

Electric

System

Revenue

Bonds,

Subordinated

Series

Three

2020A,

5.000%,

10/01/27

No

Opt.

Call

AA

5,817,147

6,020

Miami-Dade

County

Educational

Facilities

Authority,

Florida,

Revenue

Bonds,

University

of

Miami,

Series

2015A,

5.000%,

4/01/35

4/25

at

100.00

A-

6,466,804

5,560

Miami-Dade

County

Educational

Facilities

Authority,

Florida,

Revenue

Bonds,

University

of

Miami,

Series

2018A,

5.000%,

4/01/53

4/28

at

100.00

A-

6,146,191

117

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

Miami-Dade

County

Expressway

Authority,

Florida,

Toll

System

Revenue

Bonds,

Refunding

Series

2014B:

$

2,830

5.000%,

7/01/24

No

Opt.

Call

A

$

3,002,970

1,535

5.000%,

7/01/27

7/24

at

100.00

A

1,631,244

5,200

Miami-Dade

County,

Florida,

Aviation

Revenue

Bonds,

Miami

International

Airport,

Refunding

Series

2012A,

5.000%,

10/01/22,

(AMT)

No

Opt.

Call

A2

5,286,788

7,645

Orange

County

Health

Facilities

Authority

Revenue

Bonds,

Presbyterian

Retirement

Communities

Obligated

Group

Project,

Series

2023A,

4.000%,

8/01/36

(WI/DD,

Settling

5/03/23)

8/30

at

103.00

N/R

7,628,105

Orlando,

Florida,

Tourist

Development

Tax

Revenue

Bonds,

6th

Cent

Contract

Payments,

Refunding

Senior

Series

2017A:

4,000

5.000%,

11/01/32

-

AGM

Insured

11/27

at

100.00

AA

4,550,920

2,015

5.000%,

11/01/34

-

AGM

Insured

11/27

at

100.00

AA

2,288,012

1,000

Osceola

County,

Florida,

Transportation

Revenue

Bonds,

Osceola

Parkway,

Refunding

&

Improvement

Series

2019A-1,

5.000%,

10/01/44

10/29

at

100.00

BBB+

1,114,040

2,525

Palm

Beach

County

Health

Facilities

Authority,

Florida,

Hospital

Revenue

Bonds,

BRCH

Corporation

Obligated

Group,

Refunding

Series

2014,

5.000%,

12/01/31,

(Pre-refunded

12/01/24)

12/24

at

100.00

N/R

(4)

2,723,061

4,235

Palm

Beach

County

School

Board,

Florida,

Certificates

of

Participation,

Series

2014B,

5.000%,

8/01/22

No

Opt.

Call

Aa3

4,288,869

1,635

Palm

Beach

County,

Florida,

Public

Improvement

Revenue

Bonds,

Supervisor

of

Elections

Operations

Building

Project,

Series

2021A,

5.000%,

12/01/24

No

Opt.

Call

AAA

1,766,781

4,200

Pompano

Beach,

Florida,

Revenue

Bonds,

John

Knox

Village

of

Florida

Incorporated

Project,

Series

2021B-1,

2.000%,

1/01/29

No

Opt.

Call

N/R

3,822,084

Seminole

County

Industrial

Development

Authority,

Florida,

Educational

Facilities

Revenue

Bonds,

Galileo

Schools

for

Gifted

Learning,

Series

2021A:

315

4.000%,

6/15/36,

144A

6/31

at

100.00

Ba1

313,970

425

4.000%,

6/15/41,

144A

6/31

at

100.00

Ba1

416,045

4,840

South

Florida

Water

Management

District,

Certificates

of

Participation,

Series

2015,

5.000%,

10/01/33

4/26

at

100.00

AA

5,329,324

1,700

Tampa,

Florida,

Capital

Improvement

Cigarette

Tax

Allocation

Bonds,

H.

Lee

Moffitt

Cancer

Center

Project,

Series

2020A,

0.000%,

9/01/34

9/30

at

86.77

A+

1,108,774

Tampa,

Florida,

Cigarette

Tax

Allocation

Bonds,

H.

Lee

Moffitt

Cancer

Center

Project,

Refunding

&

Capital

Improvement

Series

2012A:

650

5.000%,

9/01/22

No

Opt.

Call

A+

660,075

2,850

5.000%,

9/01/23,

(Pre-refunded

9/01/22)

9/22

at

100.00

A+

(4)

2,894,773

1,280

3.125%,

9/01/24

9/22

at

100.00

A+

1,290,317

1,290

5.000%,

9/01/25,

(Pre-refunded

9/01/22)

9/22

at

100.00

A+

(4)

1,310,266

1,500

5.000%,

9/01/27

9/22

at

100.00

A+

1,523,565

2,000

5.000%,

9/01/28

9/22

at

100.00

A+

2,031,420

6,150

4.000%,

9/01/33

9/22

at

100.00

A+

6,221,648

389,924

Total

Florida

405,448,315

Georgia

-

2.5%

Atlanta,

Georgia,

Airport

Passenger

Facilities

Charge

and

General

Revenue

Bonds,

Refunding

Subordinate

Lien

Series

2014A:

11,070

5.000%,

1/01/27

1/24

at

100.00

Aa3

11,637,780

4,350

5.000%,

1/01/29

1/24

at

100.00

Aa3

4,573,111

7,075

5.000%,

1/01/30

1/24

at

100.00

Aa3

7,437,877

Nuveen

Intermediate

Duration

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

118

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Georgia

(continued)

$

14,830

Atlanta,

Georgia,

Water

and

Wastewater

Revenue

Bonds,

Refunding

Series

2018C,

4.000%,

11/01/37

11/27

at

100.00

Aa2

$

15,875,515

14,665

Columbus

Medical

Center

Hospital

Authority,

Georgia,

Revenue

Anticipation

Certificates,

Piedmont

Health,

Series

2019B,

5.000%,

7/01/54,

(Mandatory

Put

7/01/29)

1/29

at

100.00

AA-

16,971,658

3,670

Fulton

County

Residential

Care

Facilities

Elderly

Authority,

Georgia,

Revenue

Bonds,

Canterbury

Court

Project

Entrance

Fee

,

Series

2021B.

TEMPS-80,

2.250%,

10/01/28,

144A

10/23

at

100.00

N/R

3,355,371

Georgia

Housing

and

Finance

Authority,

Single

Family

Mortgage

Bonds,

Series

2018A:

3,590

3.600%,

12/01/33

6/27

at

100.00

AAA

3,614,986

3,350

3.850%,

12/01/38

6/27

at

100.00

AAA

3,404,036

Georgia

Housing

and

Finance

Authority,

Single

Family

Mortgage

Bonds,

Series

2019A:

2,940

3.050%,

12/01/34

6/28

at

100.00

AAA

2,934,473

4,000

3.350%,

12/01/39

6/28

at

100.00

AAA

4,009,720

8,285

Georgia

Housing

and

Finance

Authority,

Single

Family

Mortgage

Bonds,

Series

2019B,

2.950%,

12/01/39

12/28

at

100.00

AAA

8,012,009

4,250

Georgia

Housing

and

Finance

Authority,

Single

Family

Mortgage

Bonds,

Series

2021A,

2.400%,

12/01/41

12/30

at

100.00

N/R

3,679,692

6,355

Georgia

Housing

and

Finance

Authority,

Single

Family

Mortgage

Bonds,

Sub

Series

2015A-1,

3.700%,

12/01/35

12/24

at

100.00

AAA

6,424,079

Georgia

State,

General

Obligation

Bonds,

Series

2021A:

32,615

5.000%,

7/01/25

No

Opt.

Call

AAA

35,803,442

23,835

5.000%,

7/01/26

No

Opt.

Call

AAA

26,816,044

16,890

5.000%,

7/01/27

No

Opt.

Call

AAA

19,423,838

26,605

Main

Street

Natural

Gas

Inc.,

Georgia,

Gas

Supply

Revenue

Bonds,

Series

2019B,

4.000%,

8/01/49,

(Mandatory

Put

12/02/24)

9/24

at

100.43

Aa2

27,767,905

10,650

Main

Street

Natural

Gas

Inc.,

Georgia,

Gas

Supply

Revenue

Bonds,

Series

2019C,

4.000%,

3/01/50,

(Mandatory

Put

9/01/26)

6/26

at

100.50

A3

11,112,210

3,325

Main

Street

Natural

Gas

Inc.,

Georgia,

Gas

Supply

Revenue

Bonds,

Series

2021A,

4.000%,

7/01/52,

(Mandatory

Put

9/01/27)

6/27

at

100.65

N/R

3,524,267

3,375

Main

Street

Natural

Gas

Inc.,

Georgia,

Gas

Supply

Revenue

Bonds,

Series

2021C,

4.000%,

5/01/52,

(Mandatory

Put

12/01/28)

9/28

at

100.69

A3

3,563,089

10,000

Main

Street

Natural

Gas

Inc.,

Georgia,

Gas

Supply

Revenue

Bonds,

Series

2022A,

4.000%,

9/01/52,

(Mandatory

Put

12/01/29)

9/29

at

100.28

N/R

10,617,700

15,000

Main

Street

Natural

Gas

Inc.,

Georgia,

Gas

Supply

Revenue

Bonds,

Series

2022C,

4.000%,

8/01/52,

(Mandatory

Put

11/01/27),

144A

5/27

at

100.81

N/R

15,393,600

55

Private

Colleges

and

Universities

Authority,

Georgia,

Revenue

Bonds,

Emory

University,

Series

2020B,

5.000%,

9/01/25

No

Opt.

Call

AA

60,462

230,780

Total

Georgia

246,012,864

Guam

-

0.0%

4,070

Guam

Government

Waterworks

Authority,

Water

and

Wastewater

System

Revenue

Bonds,

Series

2013,

5.500%,

7/01/43,

(Pre-refunded

7/01/23)

7/23

at

100.00

A-

(4)

4,251,644

Hawaii

-

0.7%

8,685

Hawaii

Department

of

Budget

and

Finance,

Special

Purpose

Revenue

Bonds,

Hawaiian

Electric

Company,

Inc.

and

Subsidiary

Projects,

Refunding

Series

2019,

3.200%,

7/01/39

7/29

at

100.00

A-

8,610,222

10,785

Hawaii

Department

of

Budget

and

Finance,

Special

Purpose

Revenue

Bonds,

Hawaiian

Electric

Company,

Inc.

and

Subsidiary

Projects,

Series

2017A,

3.100%,

5/01/26,

(AMT)

No

Opt.

Call

A-

10,897,488

119

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Hawaii

(continued)

Hawaii

Department

of

Budget

and

Finance,

Special

Purpose

Revenue

Bonds,

Queens

Health

Systems,

Series

2015A:

$

5,515

5.000%,

7/01/26

7/25

at

100.00

AA-

$

6,012,287

4,510

5.000%,

7/01/27

7/25

at

100.00

AA-

4,900,431

7,825

5.000%,

7/01/28

7/25

at

100.00

AA-

8,489,577

9,180

5.000%,

7/01/29

7/25

at

100.00

AA-

9,944,694

15,450

HAWAIIAN

ELECTRIC

COMPANY

INC.

and

Its

Subsidiaries,

Special

Purpose

Revenue

Bonds,

Deparment

of

Budget

and

Finance

of

the

State

of

Hawaii,

Series

2015,

3.250%,

1/01/25,

(AMT)

No

Opt.

Call

A-

15,659,657

61,950

Total

Hawaii

64,514,356

Idaho

-

0.5%

560

Boise

City,

Idaho,

Airport

Revenue

Bonds,

Aircraft

Maintenance

Facilities

Project,

Subordinate

Series

2015,

3.750%,

9/01/32,

(AMT)

9/25

at

100.00

A2

581,359

2,205

Boise

City,

Idaho,

Airport

Revenue

Bonds,

Employee

Parking

Facilities

Project,

Series

2021B,

4.000%,

9/01/46,

(AMT)

9/31

at

100.00

A1

2,279,661

3,750

Boise

City,

Idaho,

Airport

Revenue

Bonds,

Public

Parking

Facilities

Project,

Refunding

Series

2021A,

5.000%,

9/01/46

9/31

at

100.00

A1

4,320,000

3,100

Idaho

Health

Facilities

Authority,

Revenue

Bonds,

Saint

Luke's

Health

System

Project,

Series

2014A,

4.125%,

3/01/37

3/24

at

100.00

A-

3,176,229

3,340

Idaho

Housing

and

Finance

Association,

Grant

and

Revenue

Anticipation

Bonds,

Federal

Highway

Trust

Funds,

Series

2021A,

5.000%,

7/15/29

No

Opt.

Call

A+

3,940,365

1,000

Idaho

Housing

and

Finance

Association,

Nonprofit

Facilities

Revenue

Bonds,

Victory

Charter

School,

Inc.

Project,

Refunding

Series

2016A,

5.000%,

7/01/39

7/26

at

100.00

BBB-

1,070,180

1,310

Idaho

Housing

and

Finance

Association,

Single

Family

Mortgage

Revenue

Bonds,

Series

2019C,

2.900%,

7/01/39

1/29

at

100.00

Aa1

1,298,380

550

Idaho

State,

Tax

Anticipation

Notes,

Series

2021,

3.000%,

6/30/22

No

Opt.

Call

N/R

552,783

2,710

Madison

County

School

District

321,

Idaho,

General

Obligation

Bonds,

Sales

Tax

and

Credit

Enhancement

Guaranty,

Refunding

Series

2014B,

5.000%,

8/15/22

No

Opt.

Call

Aaa

2,748,997

12,005

Nez

Perce

County,

Idaho,

Pollution

Control

Revenue

Bonds,

Potlatch

Corporation

Project,

Refunding

Series

2016,

2.750%,

10/01/24

No

Opt.

Call

BBB-

12,205,124

13,690

Spring

Valley

Community

Infrastructure

District

1,

Eagle,

Idaho,

Special

Assessment

Bonds,

Series

2021,

3.750%,

9/01/51,

144A

12/26

at

103.00

N/R

11,420,061

Valley

and

Adams

Counties

Joint

School

District

421

McCall-Donnelly,

Idaho,

General

Obligation

Bonds,

Serie

2021A:

1,285

4.000%,

9/15/29

No

Opt.

Call

Aaa

1,437,170

1,665

4.000%,

9/15/30

No

Opt.

Call

Aaa

1,879,152

1,735

4.000%,

9/15/31

No

Opt.

Call

Aaa

1,976,200

815

4.000%,

9/15/32

9/31

at

100.00

Aaa

926,524

49,720

Total

Idaho

49,812,185

Illinois

-

9.5%

1,650

Bartlett,

Illinois,

Tax

Increment

Revenue

Bonds,

Barlett

Quarry

Redev

Project,

Senior

Lien

Series

2016,

4.000%,

1/01/24

5/22

at

100.00

N/R

1,649,093

4,700

Berwyn,

Cook

County,

Illinois,

General

Obligation

Bonds,

Series

2014A,

5.000%,

12/01/34

12/24

at

100.00

BBB

4,830,754

Nuveen

Intermediate

Duration

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

120

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Illinois

(continued)

Bolingbrook,

Will

and

DuPage

Counties,

Illinois,

General

Obligation

Bonds,

Refunding

Series

2013A:

$

2,800

0.000%,

1/01/30,

(Pre-refunded

7/01/23)

7/23

at

72.73

A2

(4)

$

1,991,164

2,550

0.000%,

1/01/31,

(Pre-refunded

7/01/23)

7/23

at

68.95

A2

(4)

1,719,108

2,760

0.000%,

1/01/32,

(Pre-refunded

7/01/23)

7/23

at

65.29

A2

(4)

1,761,901

4,000

0.000%,

1/01/33,

(Pre-refunded

7/01/23)

7/23

at

61.69

A2

(4)

2,412,840

Cary,

Illinois,

Special

Tax

Bonds,

Special

Service

Area

1,

Refunding

Series

2016:

426

2.150%,

3/01/23

-

BAM

Insured

No

Opt.

Call

AA

427,214

441

2.350%,

3/01/24

-

BAM

Insured

No

Opt.

Call

AA

442,702

946

2.700%,

3/01/26

-

BAM

Insured

3/25

at

100.00

AA

954,987

1,033

2.900%,

3/01/28

-

BAM

Insured

3/25

at

100.00

AA

1,044,911

951

3.050%,

3/01/30

-

BAM

Insured

3/25

at

100.00

AA

963,734

Cary,

Illinois,

Special

Tax

Bonds,

Special

Service

Area

2,

Refunding

Series

2016:

581

2.150%,

3/01/23

-

BAM

Insured

No

Opt.

Call

AA

582,656

606

2.350%,

3/01/24

-

BAM

Insured

No

Opt.

Call

AA

608,339

936

2.700%,

3/01/26

-

BAM

Insured

3/25

at

100.00

AA

944,892

1,403

2.900%,

3/01/28

-

BAM

Insured

3/25

at

100.00

AA

1,419,177

1,427

3.050%,

3/01/30

-

BAM

Insured

3/25

at

100.00

AA

1,446,107

29,585

Chicago

Board

of

Education,

Illinois,

Dedicated

Capital

Improvement

Tax

Revenue

Bonds,

Series

2016,

6.000%,

4/01/46

4/27

at

100.00

A-

32,980,470

Chicago

Board

of

Education,

Illinois,

Dedicated

Capital

Improvement

Tax

Revenue

Bonds,

Series

2017:

1,860

5.000%,

4/01/33

4/27

at

100.00

A-

2,005,061

1,000

5.000%,

4/01/42

4/27

at

100.00

A-

1,067,660

1,150

Chicago

Board

of

Education,

Illinois,

Dedicated

Capital

Improvement

Tax

Revenue

Bonds,

Series

2018,

5.000%,

4/01/37

4/28

at

100.00

A-

1,238,596

10,900

Chicago

Board

of

Education,

Illinois,

General

Obligation

Bonds,

Dedicated

Revenues,

Refunding

Series

2017B,

7.000%,

12/01/42,

144A

12/27

at

100.00

BB

12,928,163

Chicago

Board

of

Education,

Illinois,

General

Obligation

Bonds,

Dedicated

Revenues,

Refunding

Series

2017C:

3,125

5.000%,

12/01/27

No

Opt.

Call

BB

3,414,812

12,385

5.000%,

12/01/30

12/27

at

100.00

BB

13,436,363

2,600

Chicago

Board

of

Education,

Illinois,

General

Obligation

Bonds,

Dedicated

Revenues,

Refunding

Series

2017D,

5.000%,

12/01/31

12/27

at

100.00

BB

2,810,964

8,925

Chicago

Board

of

Education,

Illinois,

General

Obligation

Bonds,

Dedicated

Revenues,

Refunding

Series

2017H,

5.000%,

12/01/36

12/27

at

100.00

BB

9,604,014

5,795

Chicago

Board

of

Education,

Illinois,

General

Obligation

Bonds,

Dedicated

Revenues,

Refunding

Series

2018A,

4.000%,

12/01/22

No

Opt.

Call

BB

5,884,243

Chicago

Board

of

Education,

Illinois,

General

Obligation

Bonds,

Dedicated

Revenues,

Refunding

Series

2018C:

1,200

5.000%,

12/01/22

No

Opt.

Call

BB

1,224,744

2,885

5.000%,

12/01/23

No

Opt.

Call

BB

3,011,103

2,300

5.000%,

12/01/24

No

Opt.

Call

BB

2,438,460

Chicago

Board

of

Education,

Illinois,

General

Obligation

Bonds,

Dedicated

Revenues,

Refunding

Series

2019A:

1,860

0.000%,

12/01/25

No

Opt.

Call

BB

1,667,955

2,545

0.000%,

12/01/26

No

Opt.

Call

BB

2,205,624

4,000

Chicago

Board

of

Education,

Illinois,

General

Obligation

Bonds,

Dedicated

Revenues,

Refunding

Series

2021B,

5.000%,

12/01/31

12/30

at

100.00

BB

4,406,960

19,585

Chicago

Board

of

Education,

Illinois,

General

Obligation

Bonds,

Dedicated

Revenues,

Series

2017A,

7.000%,

12/01/46,

144A

12/27

at

100.00

BB

23,101,878

121

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Illinois

(continued)

Chicago

Board

of

Education,

Illinois,

General

Obligation

Bonds,

Dedicated

Revenues,

Series

2021A:

$

1,000

5.000%,

12/01/33

12/30

at

100.00

BB

$

1,096,140

5,300

5.000%,

12/01/36

12/30

at

100.00

BB

5,782,088

5,950

Chicago

Transit

Authority,

Illinois,

Sales

Tax

Receipts

Revenue

Bonds,

Second

Lien

Series

2020A,

5.000%,

12/01/45

12/29

at

100.00

A+

6,695,178

Chicago,

Illinois,

General

Airport

Revenue

Bonds,

O'Hare

International

Airport,

Refunding

Senior

Lien

Series

2015A:

5,720

5.000%,

1/01/33

1/25

at

100.00

A

6,068,005

4,225

5.000%,

1/01/34

1/25

at

100.00

A

4,482,049

Chicago,

Illinois,

General

Airport

Revenue

Bonds,

O'Hare

International

Airport,

Senior

Lien

Series

2018B:

2,500

5.000%,

1/01/36

1/29

at

100.00

A

2,822,100

3,000

5.000%,

1/01/37

1/29

at

100.00

A

3,382,800

4,000

5.000%,

1/01/38

1/29

at

100.00

A

4,504,680

17,815

Chicago,

Illinois,

General

Obligation

Bonds,

Project

&

Refunding

Series

2017A,

6.000%,

1/01/38

1/27

at

100.00

BBB+

19,961,708

Chicago,

Illinois,

General

Obligation

Bonds,

Refunding

Series

2016C:

4,745

5.000%,

1/01/23,

(ETM)

No

Opt.

Call

BBB+

(4)

4,864,384

2,080

5.000%,

1/01/23,

(ETM)

No

Opt.

Call

N/R

(4)

2,132,333

7,600

5.000%,

1/01/24

No

Opt.

Call

BBB+

7,932,424

4,440

5.000%,

1/01/25

No

Opt.

Call

BBB+

4,717,589

2,045

5.000%,

1/01/26

No

Opt.

Call

BBB+

2,199,397

1,525

Cook

County

Community

College

District

508,

Illinois,

General

Obligation

Bonds,

Chicago

City

Colleges,

Series

2013,

5.000%,

12/01/24

12/23

at

100.00

A+

1,586,153

2,680

Cook

County,

Illinois,

General

Obligation

Bonds,

Refunding

Series

2012C,

5.000%,

11/15/22

No

Opt.

Call

A+

2,737,647

6,075

Cook

County,

Illinois,

General

Obligation

Bonds,

Refunding

Series

2021A,

5.000%,

11/15/26

No

Opt.

Call

A+

6,785,046

3,695

Cook

County,

Illinois,

Sales

Tax

Revenue

Bonds,

Series

2021A,

4.000%,

11/15/39

11/30

at

100.00

AA-

3,948,810

Effingham

and

Clay

Counties

Community

Unit

School

District

Number

40,

Effingham,  Illinois,

General

Obligation

Bonds,

School

Series

2019A:

1,000

4.000%,

12/01/30

-

BAM

Insured

12/27

at

100.00

AA

1,088,240

1,000

4.000%,

12/01/34

-

BAM

Insured

12/27

at

100.00

AA

1,063,650

1,395

4.000%,

12/01/35

-

BAM

Insured

12/27

at

100.00

AA

1,471,069

1,455

4.000%,

12/01/36

-

BAM

Insured

12/27

at

100.00

AA

1,523,502

500

Huntley,

Illinois,

Special

Tax

Bonds,

Special

Service

Area

10,

Refunding

Series

2017,

2.800%,

3/01/25

-

BAM

Insured

No

Opt.

Call

AA

507,515

Huntley,

Illinois,

Special

Tax

Bonds,

Special

Service

Area

9,

Refunding

Series

2017:

873

2.400%,

3/01/23

-

BAM

Insured

No

Opt.

Call

AA

877,836

923

2.600%,

3/01/24

-

BAM

Insured

No

Opt.

Call

AA

930,163

1,022

3.000%,

3/01/26

-

BAM

Insured

No

Opt.

Call

AA

1,050,524

1,052

3.150%,

3/01/27

-

BAM

Insured

3/26

at

100.00

AA

1,081,309

6,815

Illinois

Finance

Authority,

Revenue

Bonds,

Advocate

Health

Care

Network,

Refunding

Series

2008A-2,

4.000%,

11/01/30

No

Opt.

Call

AA

7,389,777

7,480

Illinois

Finance

Authority,

Revenue

Bonds,

Advocate

Health

Care

Network,

Refunding

Series

2008A-3,

5.000%,

11/01/30

No

Opt.

Call

AA

8,458,608

1,240

Illinois

Finance

Authority,

Revenue

Bonds,

Advocate

Health

Care

Network,

Refunding

Series

2014,

5.000%,

8/01/23

No

Opt.

Call

AA

1,292,911

Nuveen

Intermediate

Duration

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

122

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Illinois

(continued)

$

8,500

Illinois

Finance

Authority,

Revenue

Bonds,

Advocate

Health

Care

Network,

Series

2008A-1,

4.000%,

11/01/30

No

Opt.

Call

AA

$

9,218,250

3,245

Illinois

Finance

Authority,

Revenue

Bonds,

Advocate

Health

Care

Network,

Series

2012,

5.000%,

6/01/42,

(Pre-refunded

6/01/22)

6/22

at

100.00

AA

(4)

3,265,541

6,400

Illinois

Finance

Authority,

Revenue

Bonds,

Ann

&

Robert

H.

Lurie

Children's

Hospital

of

Chicago,

Refunding

Series

2017,

4.000%,

8/15/39

8/27

at

100.00

AA

6,797,760

2,000

Illinois

Finance

Authority,

Revenue

Bonds,

Art

Institute

of

Chicago,

Series

2016,

5.000%,

3/01/30

3/26

at

100.00

AA-

2,203,880

Illinois

Finance

Authority,

Revenue

Bonds,

Ascension

Health/fkaPresence

Health

Network,

Series

2016C:

2,400

3.625%,

2/15/32

2/27

at

100.00

AA+

2,512,824

10,000

3.750%,

2/15/34

2/27

at

100.00

AA+

10,501,200

32,435

4.000%,

2/15/41

2/27

at

100.00

AA+

34,365,207

1,505

4.000%,

2/15/41,

(Pre-refunded

2/15/27)

2/27

at

100.00

N/R

(4)

1,626,077

70

4.000%,

2/15/41,

(Pre-refunded

2/15/27)

2/27

at

100.00

N/R

(4)

75,632

13,685

Illinois

Finance

Authority,

Revenue

Bonds,

Centegra

Health

System,

Series

2012,

5.000%,

9/01/27,

(Pre-refunded

9/01/22)

9/22

at

100.00

AA+

(4)

13,897,117

Illinois

Finance

Authority,

Revenue

Bonds,

Centegra

Health

System,

Series

2014A:

475

5.000%,

9/01/26,

(Pre-refunded

9/01/24)

9/24

at

100.00

AA+

(4)

509,024

1,205

5.000%,

9/01/27,

(Pre-refunded

9/01/24)

9/24

at

100.00

AA+

(4)

1,291,314

775

5.000%,

9/01/29,

(Pre-refunded

9/01/24)

9/24

at

100.00

AA+

(4)

830,513

2,450

5.000%,

9/01/34,

(Pre-refunded

9/01/24)

9/24

at

100.00

AA+

(4)

2,625,494

3,015

4.625%,

9/01/39,

(Pre-refunded

9/01/24)

9/24

at

100.00

AA+

(4)

3,204,493

7,055

5.000%,

9/01/42,

(Pre-refunded

9/01/24)

9/24

at

100.00

AA+

(4)

7,560,350

Illinois

Finance

Authority,

Revenue

Bonds,

Ingalls

Health

System,

Series

2013:

1,390

5.000%,

5/15/23,

(Pre-refunded

5/15/22)

5/22

at

100.00

A1

(4)

1,396,269

1,120

5.000%,

5/15/25,

(Pre-refunded

5/15/22)

5/22

at

100.00

A1

(4)

1,125,051

1,175

5.000%,

5/15/26,

(Pre-refunded

5/15/22)

5/22

at

100.00

A1

(4)

1,180,299

Illinois

Finance

Authority,

Revenue

Bonds,

Memorial

Health

System,

Series

2019:

2,505

5.000%,

4/01/31

4/29

at

100.00

AA-

2,909,632

1,300

5.000%,

4/01/32

4/29

at

100.00

AA-

1,509,807

4,500

5.000%,

4/01/34

4/29

at

100.00

AA-

5,212,305

7,610

5.000%,

4/01/36

4/29

at

100.00

AA-

8,799,215

5,395

Illinois

Finance

Authority,

Revenue

Bonds,

Mercy

Health

Corporation,

Series

2016,

5.000%,

12/01/24

No

Opt.

Call

A3

5,781,875

Illinois

Finance

Authority,

Revenue

Bonds,

Northwest

Community

Hospital,

Refunding

Series

2016A:

2,370

5.000%,

7/01/33

7/26

at

100.00

AA-

2,615,484

3,170

5.000%,

7/01/34

7/26

at

100.00

AA-

3,498,349

5,000

5.000%,

7/01/35

7/26

at

100.00

AA-

5,517,900

Illinois

Finance

Authority,

Revenue

Bonds,

OSF

Healthcare

System,

Series

2015A:

1,000

5.000%,

11/15/27

11/25

at

100.00

A

1,091,650

1,890

5.000%,

11/15/28

11/25

at

100.00

A

2,056,377

2,000

5.000%,

11/15/29

11/25

at

100.00

A

2,171,720

2,950

Illinois

Finance

Authority,

Revenue

Bonds,

Roosevelt

University,

Series

2007,

5.400%,

4/01/27

5/22

at

100.00

B

2,952,743

Illinois

Finance

Authority,

Revenue

Bonds,

Silver

Cross

Hospital

and

Medical

Centers,

Refunding

Series

2015C:

2,215

5.000%,

8/15/35

8/25

at

100.00

A3

2,396,940

5,000

5.000%,

8/15/44

8/25

at

100.00

A3

5,395,550

123

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Illinois

(continued)

Illinois

FInance

Authority,

Revenue

Bonds,

Southern

Illinois

Healthcare

Enterprises,

Inc.,

Refunding

Series

2017C:

$

1,150

5.000%,

3/01/32

3/27

at

100.00

AA-

$

1,268,657

2,750

5.000%,

3/01/33

3/27

at

100.00

AA-

3,031,105

1,650

5.000%,

3/01/34

3/27

at

100.00

AA-

1,818,663

1,810

4.000%,

3/01/35

3/27

at

100.00

AA-

1,907,052

9,805

Illinois

Finance

Authority,

Revenue

Bonds,

University

of

Chicago,

Series

2021B,

5.000%,

8/15/53,

(Mandatory

Put

8/15/31)

No

Opt.

Call

AA-

11,696,777

610

Illinois

Health

Facilities

Authority,

Revenue

Bonds,

Advocate

Healthcare

Network,

Series

2003A.

Remarketing

07/21/16,

1.375%,

11/15/22

5/22

at

101.00

AA

610,409

22,400

Illinois

Housing

Development

Authority,

Revenue

Bonds,

Green

Series

2021B,

2.150%,

10/01/41

4/30

at

100.00

Aaa

18,472,832

1,210

Illinois

Housing

Development

Authority,

Revenue

Bonds,

Series

2019D,

2.950%,

10/01/39

4/29

at

100.00

Aaa

1,209,722

Illinois

State,

General

Obligation

Bonds,

February

Series

2014:

4,110

5.000%,

2/01/23

No

Opt.

Call

BBB

4,212,298

5,815

5.000%,

2/01/24

No

Opt.

Call

BBB

6,098,074

4,985

5.000%,

2/01/25

2/24

at

100.00

BBB

5,246,563

4,675

5.000%,

2/01/26

2/24

at

100.00

BBB

4,928,852

6,250

5.000%,

2/01/27

2/24

at

100.00

BBB

6,585,063

3,020

Illinois

State,

General

Obligation

Bonds,

June

Series

2016,

3.500%,

6/01/29

6/26

at

100.00

BBB

3,083,269

2,750

Illinois

State,

General

Obligation

Bonds,

March

Series

2021A,

5.000%,

3/01/26

No

Opt.

Call

BBB

2,990,488

Illinois

State,

General

Obligation

Bonds,

May

Series

2014:

1,000

5.000%,

5/01/28

5/24

at

100.00

BBB

1,059,760

1,800

5.000%,

5/01/32

5/24

at

100.00

BBB

1,900,458

12,200

Illinois

State,

General

Obligation

Bonds,

November

Series

2016,

5.000%,

11/01/26

No

Opt.

Call

BBB

13,350,216

6,440

Illinois

State,

General

Obligation

Bonds,

November

Series

2017C,

5.000%,

11/01/29

11/27

at

100.00

BBB

7,093,080

Illinois

State,

General

Obligation

Bonds,

November

Series

2017D:

26,235

5.000%,

11/01/23

No

Opt.

Call

BBB

27,378,059

4,305

5.000%,

11/01/24

No

Opt.

Call

BBB

4,583,878

5,530

5.000%,

11/01/25

No

Opt.

Call

BBB

5,988,050

4,780

3.250%,

11/01/26

No

Opt.

Call

BBB

4,873,736

3,380

5.000%,

11/01/26

No

Opt.

Call

BBB

3,698,666

11,465

5.000%,

11/01/27

No

Opt.

Call

BBB

12,639,933

6,070

5.000%,

11/01/28

11/27

at

100.00

BBB

6,701,948

10,075

Illinois

State,

General

Obligation

Bonds,

November

Series

2019A,

5.000%,

11/01/22

No

Opt.

Call

BBB

10,262,496

2,000

Illinois

State,

General

Obligation

Bonds,

November

Series

2019B,

5.000%,

11/01/30

11/29

at

100.00

BBB

2,231,860

3,250

Illinois

State,

General

Obligation

Bonds,

Refunding

March

Series

2021C,

4.000%,

3/01/24

No

Opt.

Call

BBB

3,353,740

1,600

Illinois

State,

General

Obligation

Bonds,

Refunding

September

Series

2018B,

5.000%,

10/01/32

10/28

at

100.00

BBB

1,757,216

Illinois

State,

General

Obligation

Bonds,

Refunding

Series

2012:

15,265

5.000%,

8/01/22

No

Opt.

Call

BBB

15,437,037

410

5.000%,

8/01/25

8/22

at

100.00

BBB

416,400

Nuveen

Intermediate

Duration

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

124

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Illinois

(continued)

Illinois

State,

General

Obligation

Bonds,

Series

2013:

$

5,715

5.500%,

7/01/25

7/23

at

100.00

BBB

$

6,006,637

2,905

5.500%,

7/01/26

7/23

at

100.00

BBB

3,053,242

2,130

5.500%,

7/01/27

7/23

at

100.00

BBB

2,238,694

7,670

5.250%,

7/01/29

7/23

at

100.00

BBB

8,028,112

Illinois

Toll

Highway

Authority,

Toll

Highway

Revenue

Bonds,

Refunding

Senior

Lien

Series

2014A:

3,880

5.000%,

12/01/22

No

Opt.

Call

AA-

3,971,917

4,110

5.000%,

1/01/33

1/23

at

100.00

AA-

4,195,858

Illinois

Toll

Highway

Authority,

Toll

Highway

Revenue

Bonds,

Refunding

Senior

Lien

Series

2016A:

8,560

5.000%,

12/01/31

1/26

at

100.00

AA-

9,366,437

9,470

5.000%,

12/01/32

1/26

at

100.00

AA-

10,351,468

Illinois

Toll

Highway

Authority,

Toll

Highway

Revenue

Bonds,

Refunding

Senior

Lien

Series

2018A:

8,585

5.000%,

1/01/25

No

Opt.

Call

AA-

9,258,493

14,765

5.000%,

1/01/26

No

Opt.

Call

AA-

16,306,614

Illinois

Toll

Highway

Authority,

Toll

Highway

Revenue

Bonds,

Senior

Lien

Series

2014B:

11,000

5.000%,

1/01/36

1/24

at

100.00

AA-

11,521,620

6,260

5.000%,

1/01/37

1/24

at

100.00

AA-

6,554,658

11,670

Illinois

Toll

Highway

Authority,

Toll

Highway

Revenue

Bonds,

Senior

Lien

Series

2014D,

5.000%,

1/01/24

No

Opt.

Call

AA-

12,291,194

10,950

Illinois

Toll

Highway

Authority,

Toll

Highway

Revenue

Bonds,

Senior

Lien

Series

2015B,

5.000%,

1/01/37

1/26

at

100.00

AA-

11,932,324

Kane

County

Community

Unit

School

District

304

Geneva,

Illinois,

General

Obligation

Bonds,

Series

2007A:

285

9.000%,

1/01/23

-

AGM

Insured,

(ETM)

No

Opt.

Call

AA

(4)

300,584

965

9.000%,

1/01/23

-

AGM

Insured

No

Opt.

Call

AA+

1,019,252

3,940

9.000%,

1/01/25

-

AGM

Insured

No

Opt.

Call

AA+

4,667,127

1,220

9.000%,

1/01/25,

(ETM)

No

Opt.

Call

AA

(4)

1,443,358

Kendall,

Kane,

and

Will

Counties

Community

Unit

School

District

308

Oswego,  Illinois,

General

Obligation

Bonds,

Refunding

School

Series

2016:

5,020

5.000%,

2/01/34

2/26

at

100.00

AA-

5,458,296

3,465

5.000%,

2/01/35

2/26

at

100.00

AA-

3,766,213

LaSalle

and

Bureau

Counties

High

School

District

120

LaSalle-Peru,

Illinois,

General

Obligation

Bonds,

School

Building

Series

2017:

1,140

5.000%,

12/01/24

-

BAM

Insured

No

Opt.

Call

AA

1,220,222

1,485

5.000%,

12/01/30

-

BAM

Insured

12/26

at

100.00

AA

1,673,298

1,165

5.000%,

12/01/31

-

BAM

Insured

12/26

at

100.00

AA

1,312,163

1,645

5.000%,

12/01/32

-

BAM

Insured

12/26

at

100.00

AA

1,851,250

1,725

5.000%,

12/01/33

-

BAM

Insured

12/26

at

100.00

AA

1,939,642

1,815

5.000%,

12/01/34

-

BAM

Insured

12/26

at

100.00

AA

2,038,281

LaSalle

County,

Illinois,

General

Obligation

Bonds,

Self-

Insurance

Series

2019:

1,845

4.000%,

12/01/27

No

Opt.

Call

Aa2

2,021,142

1,925

4.000%,

12/01/28

12/27

at

100.00

Aa2

2,124,969

1,560

4.000%,

12/01/29

12/27

at

100.00

Aa2

1,713,286

Madison

County

Community

Unit

School

District

7

Edwardsville,

Illinois,

General

Obligation

Bonds,

Series

2017A:

2,430

5.000%,

12/01/28

12/25

at

100.00

AA

2,673,146

2,500

5.000%,

12/01/29

12/25

at

100.00

AA

2,750,150

125

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Illinois

(continued)

$

1,500

Madison,

Macoupin,

Jersey,

Calhoun,

Morgan,

Scott,

and

Greene

Counties

Community

College

District

536,

Illinois,

General

Obligation

Bonds,

Lewis

&

Clark

Community

College,

Refunding

Series

2017A,

5.000%,

11/01/31

-

AGM

Insured

11/26

at

100.00

AA

$

1,674,765

Metropolitan

Pier

and

Exposition

Authority,

Illinois,

McCormick

Place

Expansion

Project

Bonds,

Refunding

Series

2012B:

5,535

5.000%,

12/15/28

6/22

at

100.00

BBB+

5,577,509

1,905

0.000%,

12/15/51

No

Opt.

Call

BBB+

489,337

4,360

Metropolitan

Pier

and

Exposition

Authority,

Illinois,

McCormick

Place

Expansion

Project

Bonds,

Refunding

Series

2022A,

4.000%,

12/15/42

12/31

at

100.00

BBB+

4,370,202

Metropolitan

Pier

and

Exposition

Authority,

Illinois,

McCormick

Place

Expansion

Project

Bonds,

Series

2017B:

1,810

0.000%,

12/15/37

(8)

No

Opt.

Call

BBB+

1,227,415

9,045

0.000%,

12/15/42

(8)

6/38

at

100.00

BBB+

6,092,260

6,000

0.000%,

12/15/47

(8)

6/38

at

100.00

BBB+

3,989,220

1,470

Metropolitan

Pier

and

Exposition

Authority,

Illinois,

McCormick

Place

Expansion

Project

Bonds,

Series

2020B,

5.000%,

6/15/42

12/30

at

100.00

BBB+

1,593,039

28,550

Metropolitan

Pier

and

Exposition

Authority,

Illinois,

Revenue

Bonds,

McCormick

Place

Expansion

Project,

Series

2002A,

0.000%,

12/15/29

-

NPFG

Insured

No

Opt.

Call

BBB+

21,682,298

Montgomery,

Illinois,

Lakewood

Creek

Project

Special

Assessment

Bonds,

Series

2018:

416

3.100%,

3/01/26

-

BAM

Insured

No

Opt.

Call

AA

426,488

469

3.200%,

3/01/27

-

BAM

Insured

No

Opt.

Call

AA

482,568

334

3.300%,

3/01/28

-

BAM

Insured

3/27

at

100.00

AA

344,765

579

3.450%,

3/01/30

-

BAM

Insured

3/27

at

100.00

AA

598,593

500

Morton

Grove,

Illinois,

Tax

Increment

Revenue

Bonds,

Sawmill

Station

Redevelopment

Project,

Senior

Lien

Series

2019,

4.250%,

1/01/29

1/26

at

100.00

N/R

492,620

Northern

Illinois

University,

Auxiliary

Facilities

System

Revenue

Bonds,

Series

2021:

325

5.000%,

10/01/27

-

BAM

Insured

No

Opt.

Call

AA

366,580

650

5.000%,

10/01/28

-

BAM

Insured

No

Opt.

Call

AA

744,302

2,270

Peroia

Public

Building

Commission,

Illinois,

School

District

Facility

Revenue

Bonds,

Peoria

County

School

District

150

Project,

Series

2011,

0.000%,

12/01/24

No

Opt.

Call

A

2,107,899

1,491

Plano,

Illinois,

Special

Tax

Bonds,

Special

Service

Area

1

&

2

Lakewood

Springs

Project,

Refunding

Series

2014,

5.000%,

3/01/29

-

AGM

Insured

3/24

at

100.00

AA

1,549,745

Quad

Cities

Regional

Economic

Development

Authority,

Illinois,

Revenue

Bonds,

Augustana

College,

Series

2012:

295

5.000%,

10/01/23

10/22

at

100.00

Baa1

298,375

350

5.000%,

10/01/24

10/22

at

100.00

Baa1

353,447

Railsplitter

Tobacco

Settlement

Authority,

Illinois,

Tobacco

Settlement

Revenue

Bonds,

Series

2017:

3,940

5.000%,

6/01/25

No

Opt.

Call

A

4,245,468

5,135

5.000%,

6/01/26

No

Opt.

Call

A

5,623,749

3,030

5.000%,

6/01/27

6/26

at

100.00

A

3,310,245

Round

Lake,

Lake

County,

Illinois,

Special

Tax

Bonds,

Lakewood

Grove

Special

Service

Areas

1,

3

&

4,

Refunding

Series

2017:

1,283

3.700%,

3/01/29

-

BAM

Insured

3/27

at

100.00

AA

1,344,430

1,073

3.800%,

3/01/30

-

BAM

Insured

3/27

at

100.00

AA

1,116,940

1,897

4.000%,

3/01/33

-

BAM

Insured

3/27

at

100.00

AA

1,962,029

Nuveen

Intermediate

Duration

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

126

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Illinois

(continued)

Sales

Tax

Securitization

Corporation,

Illinois,

Sales

Tax

Securitzation

Bonds,

Second

Lien

Series

2020A:

$

2,425

5.000%,

1/01/36

1/30

at

100.00

AA-

$

2,751,866

2,435

5.000%,

1/01/37

-

BAM

Insured

1/30

at

100.00

AA

2,781,452

Southwestern

Illinois

Development

Authority,

Health

Facility

Revenue

Bonds,

Memorial

Group,

Inc.,

Series

2013:

2,565

7.125%,

11/01/43,

(Pre-refunded

11/01/23)

11/23

at

100.00

N/R

(4)

2,772,637

2,415

7.625%,

11/01/48,

(Pre-refunded

11/01/23)

11/23

at

100.00

N/R

(4)

2,629,138

2,880

Southwestern

Illinois

Development

Authority,

Local

Government

Program

Revenue

Bonds,

Southwestern

Illinois

Flood

District

Council

Project,

Series

2016B,

4.000%,

10/15/40

10/25

at

100.00

A-

2,980,022

Southwestern

Illinois

Development

Authority,

Local

Government

Program

Revenue

Bonds,

Southwestern

Illinois

Flood

District

Council

Project,

Series

2020:

950

4.000%,

4/15/34

4/30

at

100.00

AA-

1,014,723

1,225

4.000%,

10/15/35

4/30

at

100.00

AA-

1,306,414

Springfield,

Illinois,

Electric

Revenue

Bonds,

Refunding

Senior

Lien

Series

2015:

7,805

5.000%,

3/01/33

3/25

at

100.00

A

8,364,150

13,960

5.000%,

3/01/34

-

AGM

Insured

3/25

at

100.00

AA

14,911,514

11,060

5.000%,

3/01/40

-

AGM

Insured

3/25

at

100.00

AA

11,769,056

2,830

Sterling,

Whiteside

County,

Illinois,

General

Obligation

Bonds,

Alternate

Revenue

Source,

Series

2012,

4.000%,

11/01/22

No

Opt.

Call

A

2,869,846

Will

and

Kendall

Counties

Community

Consolidated

School

District

202

Plainfield,

Illinois,

General

Obligation

Bonds,

Series

2016C:

3,355

5.000%,

1/01/23

No

Opt.

Call

Aa2

3,443,974

3,295

5.000%,

1/01/24

No

Opt.

Call

Aa2

3,459,915

4,215

5.000%,

1/01/25

No

Opt.

Call

Aa2

4,552,706

5,675

Will

County

Community

High

School

District

210

Lincoln-Way,

Illinois,

General

Obligation

Bonds,

Series

2013B,

0.000%,

1/01/30

No

Opt.

Call

Baa1

4,279,461

5,000

Will

County,

Illinois,

General

Obligation

Bonds,

Alternate

Revenue

Source,

Series

2016,

5.000%,

11/15/41,

(Pre-refunded

11/15/25)

11/25

at

100.00

AA+

(4)

5,511,500

Winnebago-Boone

Counties

School

District

205

Rockford,

Illinois,

General

Obligation

Bonds,

Series

2013:

4,070

0.000%,

2/01/25

No

Opt.

Call

A+

3,768,047

3,855

0.000%,

2/01/26

No

Opt.

Call

A+

3,461,250

888,687

Total

Illinois

924,784,089

Indiana

-

2.9%

3,500

Indiana

Finance

Authority,

Educational

Facilities

Revenue

Bonds,

University

of

Indianapolis

Project,

Series

2017,

5.000%,

10/01/43

4/27

at

100.00

BBB+

3,794,630

2,570

Indiana

Finance

Authority,

Environmental

Facilities

Revenue

Bonds,

Indianapolis

Power

&

Light

Company

Project,

Refunding

Series

2020A,

0.950%,

12/01/38,

(AMT),

(Mandatory

Put

4/01/26)

No

Opt.

Call

A2

2,365,531

6,750

Indiana

Finance

Authority,

Environmental

Facilities

Revenue

Bonds,

Indianapolis

Power

&

Light

Company

Project,

Refunding

Series

2021B,

1.400%,

8/01/29,

(Mandatory

Put

8/01/26)

8/26

at

100.00

A2

5,944,725

2,375

Indiana

Finance

Authority,

Environmental

Improvement

Revenue

Bonds,

United

States

Steel

Corporation

Project,

Refunding

Series

2021A,

4.125%,

12/01/26

No

Opt.

Call

B-

2,456,795

5,825

Indiana

Finance

Authority,

Hospital

Revenue

Bonds,

Goshen

Health,

Series

2019B,

2.100%,

11/01/49,

(Mandatory

Put

11/01/26)

5/26

at

100.00

A-

5,741,761

127

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Indiana

(continued)

Indiana

Finance

Authority,

Hospital

Revenue

Bonds,

Major

Hospital

Project,

Series

2014A:

$

1,130

3.500%,

10/01/26,

(Pre-refunded

10/01/23)

10/23

at

100.00

N/R

(4)

$

1,158,295

500

5.000%,

10/01/29,

(Pre-refunded

10/01/23)

10/23

at

100.00

N/R

(4)

523,735

4,000

Indiana

Finance

Authority,

Lease

Appropriation

Bonds,

Stadium

Project,

Refunding

Series

2015A,

5.250%,

2/01/37

8/25

at

100.00

AA+

4,397,160

3,945

Indiana

Finance

Authority,

Wastewater

Utility

Revenue

Bonds,

CWA

Authority

Project,

Refunding

First

Lien

Series

2021-1,

5.000%,

10/01/27

No

Opt.

Call

AA

4,512,843

Indiana

Finance

Authority,

Wastewater

Utility

Revenue

Bonds,

CWA

Authority

Project,

Series

2014A:

800

5.000%,

10/01/22

No

Opt.

Call

AA

814,944

650

5.000%,

10/01/23

No

Opt.

Call

AA

681,350

735

5.000%,

10/01/24

No

Opt.

Call

AA

790,081

1,580

5.000%,

10/01/25

10/24

at

100.00

AA

1,693,223

1,710

5.000%,

10/01/26

10/24

at

100.00

AA

1,831,666

10,000

5.000%,

10/01/40

10/24

at

100.00

AA

10,676,300

8,010

Indiana

Finance

Authority,

Water

Utility

Revenue

Bonds,

Citizens

Energy

Group

Project,

First

Lien

Series

2014A,

2.950%,

10/01/22,

(ETM)

7/22

at

100.00

AA-

(4)

8,049,409

1,470

Indiana

Housing

and

Community

Development

Authority,

Single

Family

Mortgage

Revenue

Bonds,

Series

2021A,

2.050%,

7/01/41

7/30

at

100.00

Aaa

1,221,702

11,335

Indiana

Housing

and

Community

Development

Authority,

Single

Family

Mortgage

Revenue

Bonds,

Social

PAC

Series

2021B,

2.125%,

7/01/41

7/30

at

100.00

Aaa

9,614,687

Indiana

Municipal

Power

Agency,

Power

Supply

System

Revenue

Bonds,

Series

2013A:

2,900

5.250%,

1/01/33,

(Pre-refunded

7/01/23)

7/23

at

100.00

A+

(4)

3,024,236

2,505

5.250%,

1/01/34,

(Pre-refunded

7/01/23)

7/23

at

100.00

A+

(4)

2,612,314

Indianapolis

Local

Public

Improvement

Bond

Bank,

Indiana,

Airport

Authority

Project

Revenue

Bonds,

Refunding

Series

2019D:

9,125

5.000%,

1/01/25,

(AMT)

No

Opt.

Call

A1

9,750,063

4,305

5.000%,

1/01/26,

(AMT)

No

Opt.

Call

A1

4,683,151

11,165

5.000%,

1/01/28,

(AMT)

No

Opt.

Call

A1

12,532,824

5,000

5.000%,

1/01/29,

(AMT)

No

Opt.

Call

A1

5,686,550

5,000

Indianapolis

Local

Public

Improvement

Bond

Bank,

Indiana,

Waterworks

Project,

Series

2007B,

5.250%,

7/01/23

-

NPFG

Insured

No

Opt.

Call

AA

5,207,250

Indianapolis,

Indiana,

Gas

Utility

Distribution

System

Revenue

Bonds,

Refunding

2nd

Lien

Series

2013A:

7,910

5.250%,

8/15/28

8/23

at

100.00

AA

8,291,499

10,000

5.250%,

8/15/29

8/23

at

100.00

AA

10,482,300

Indianapolis,

Indiana,

Gas

Utility

Distribution

System

Revenue

Bonds,

Refunding

2nd

Lien

Series

2017A:

12,530

5.000%,

8/15/26

No

Opt.

Call

AA

14,053,272

6,830

5.000%,

8/15/27

No

Opt.

Call

AA

7,798,836

Indianapolis,

Indiana,

Thermal

Energy

System

Revenue

Bonds,

Refunding

First

Lien

Series

2014A:

515

5.000%,

10/01/27

10/24

at

100.00

A+

552,162

730

5.000%,

10/01/28

10/24

at

100.00

A+

782,312

1,035

5.000%,

10/01/29

10/24

at

100.00

A+

1,109,168

1,360

5.000%,

10/01/31

10/24

at

100.00

A+

1,458,138

1,215

5.000%,

10/01/33

10/24

at

100.00

A+

1,302,990

Knox

County,

Indiana,

Economic

Development

Revenue

and

Refunding

Bonds,

Good

Samaritan

Hospital

Project,

Series

2012A:

940

5.000%,

4/01/22

No

Opt.

Call

Baa3

940,000

Nuveen

Intermediate

Duration

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

128

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Indiana

(continued)

Lake

County

Building

Corporation,

Indiana,

First

Mortgage

Bonds,

Series

2012:

$

500

5.000%,

8/01/22

5/22

at

100.00

N/R

$

500,770

500

5.000%,

8/01/23

5/22

at

100.00

N/R

500,495

500

5.000%,

2/01/24

5/22

at

100.00

N/R

500,470

33,040

Richmond

Hospital

Authority,

Indiana,

Revenue

Bonds,

Reid

Hospital

Project,

Refunding

Series

2018B,

5.000%,

1/01/36

1/27

at

100.00

A-

36,612,615

Southwest

Allen

Multi

School

Building

Corporation,

Allen

County,

Indiana,

First

Mortgage

Bonds,

Series

2020:

675

4.000%,

7/15/24

No

Opt.

Call

AA+

706,131

570

4.000%,

1/15/25

No

Opt.

Call

AA+

601,077

Vanderburgh

County,Indiana,

Redevelopment

District

Tax

Increment

Revenue

bonds,

Refunding

Series

2014:

1,040

5.000%,

2/01/25

8/24

at

100.00

A

1,110,627

1,000

5.000%,

2/01/26

8/24

at

100.00

A

1,066,730

1,805

5.000%,

2/01/27

8/24

at

100.00

A

1,924,184

1,800

5.000%,

2/01/29

8/24

at

100.00

A

1,918,008

2,700

5.000%,

2/01/31

8/24

at

100.00

A

2,877,633

29,500

Whiting,

Indiana,

Environmental

Facilities

Refunding

Revenue

Bonds,

BP

Products

North

America

Inc.

Project,

Refunidng

Series

2019A,

5.000%,

12/01/44,

(AMT),

(Mandatory

Put

6/05/26)

No

Opt.

Call

A2

32,352,650

25,005

Whiting,

Indiana,

Environmental

Facilities

Revenue

Bonds,

BP

Products

North

America

Inc.

Project,

Series

2015,

5.000%,

11/01/45,

(AMT),

(Mandatory

Put

11/01/22)

No

Opt.

Call

A2

25,460,091

20,625

Whiting,

Indiana,

Environmental

Facilities

Revenue

Bonds,

BP

Products

North

America

Inc.

Project,

Series

2016A,

5.000%,

3/01/46,

(AMT),

(Mandatory

Put

3/01/23)

No

Opt.

Call

A2

21,178,781

269,210

Total

Indiana

283,846,164

Iowa

-

1.1%

Des

Moines,

Iowa,

General

Obligation

Bonds,

Refunding

Capital

Loan

Notes

Series

2021A:

1,865

5.000%,

6/01/27

No

Opt.

Call

AA+

2,133,336

3,770

5.000%,

6/01/29

No

Opt.

Call

AA+

4,449,995

Des

Moines,

Iowa,

General

Obligation

Bonds,

Series

2021F:

4,835

5.000%,

6/01/26

No

Opt.

Call

AA+

5,418,875

3,900

5.000%,

6/01/27

No

Opt.

Call

AA+

4,461,132

10,030

Iowa

Finance

Authority,

Health

Facilities

Revenue

Bonds,

UnityPoint

Health

Project,  Series

2013A,

5.250%,

2/15/44,

(Pre-refunded

2/15/23)

2/23

at

100.00

AA-

(4)

10,352,565

Iowa

Finance

Authority,

Healthcare

Revenue

Bonds,

Genesis

Health

System,

Series

2013A:

8,670

5.000%,

7/01/27,

(Pre-refunded

7/01/23)

7/23

at

100.00

A1

(4)

9,009,517

6,840

5.000%,

7/01/28,

(Pre-refunded

7/01/23)

7/23

at

100.00

A1

(4)

7,107,855

2,015

Iowa

Finance

Authority,

Iowa,

Midwestern

Disaster

Area

Revenue

Bonds,

Iowa

Fertilizer

Company

Project,

Series

2013,

5.250%,

12/01/25

12/23

at

100.00

BB-

2,087,056

6,445

Iowa

Finance

Authority,

Iowa,

Midwestern

Disaster

Area

Revenue

Bonds,

Iowa

Fertilizer

Company

Project,

Series

2018A,

5.250%,

12/01/50,

(Mandatory

Put

12/01/33)

12/22

at

103.00

BB-

6,722,908

2,000

Iowa

Finance

Authority,

Single

Family

Mortgage

Revenue

Bonds,

Series

2019D,

2.600%,

7/01/37

1/29

at

100.00

AAA

1,844,280

12,680

Iowa

Finance

Authority,

Single

Family

Mortgage

Revenue

Bonds,

Series

2020A,

3.750%,

1/01/50

7/29

at

100.00

AAA

13,036,688

7,400

Iowa

Finance

Authority,

Single

Family

Mortgage

Revenue

Bonds,

Social

Series

2021B,

2.200%,

7/01/41

7/30

at

100.00

AAA

6,213,114

129

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Iowa

(continued)

$

2,250

Iowa

Finance

Authority,

Single

Family

Mortgage

Revenue

Bonds,

Social

Series

2021D,

2.100%,

7/01/38

1/31

at

100.00

AAA

$

1,937,408

12,000

Iowa

Finance

Authority,

State

Revolving

Fund

Revenue

Bonds,

Series

2013,

5.000%,

8/01/32

8/23

at

100.00

N/R

12,537,840

8,885

Iowa

Tobacco

Settlement

Authority,

Tobacco

Settlement

Asset-Backed

Bonds,

Seenior

Lien

Series

Class

2

Series

2021B-1,

4.000%,

6/01/49

6/31

at

100.00

BBB

9,020,941

Iowa

Tobacco

Settlement

Authority,

Tobacco

Settlement

Asset-Backed

Bonds,

Senior

Class

1

Series

2021A-2:

400

5.000%,

6/01/27

No

Opt.

Call

N/R

443,556

1,400

5.000%,

6/01/28

No

Opt.

Call

A

1,571,612

1,625

5.000%,

6/01/29

No

Opt.

Call

A

1,843,595

1,600

5.000%,

6/01/30

No

Opt.

Call

A

1,831,248

1,605

5.000%,

6/01/31

No

Opt.

Call

A-

1,854,321

1,610

5.000%,

6/01/32

6/31

at

100.00

A-

1,855,621

1,000

5.000%,

6/01/33

6/31

at

100.00

N/R

1,151,110

2,785

University

of

Iowa

Facilities

Corporation,

Revenue

Bonds,

Refunding

Series

2021,

5.000%,

6/01/25

No

Opt.

Call

Aa1

3,037,293

105,610

Total

Iowa

109,921,866

Kansas

-

0.7%

14,655

Burlington,

Kansas,

Environmental

Improvement

Revenue

Bonds,

Kansas

City

Power

and

Light

Company

Project,

Refunding

Series

1993A,

2.950%,

12/01/23

4/23

at

101.00

A+

14,852,989

11,000

Burlington,

Kansas,

Environmental

Improvement

Revenue

Bonds,

Kansas

City

Power

and

Light

Company

Project,

Refunding

Series

1993B,

2.950%,

12/01/23

4/23

at

101.00

A+

11,146,850

32,980

Kansas

Development

Finance

Authority,

Hospital

Revenue

Bonds,

Advent

Health

Obligated

Group,

Series

2021B,

5.000%,

11/15/54,

(Mandatory

Put

11/15/28)

No

Opt.

Call

AA

38,048,696

5,265

Wyandotte

County/Kansas

City

Unified

Government,

Kansas,

Utility

System

Revenue

Bonds,

Improvement

Series

2012B,

5.000%,

9/01/37,

(Pre-refunded

9/01/22)

9/22

at

100.00

A

(4)

5,347,713

Wyandotte

County/Kansas

City

Unified

Government,

Kansas,

Utility

System

Revenue

Bonds,

Refunding

&

Improvement

Series

2014A:

835

5.000%,

9/01/22

No

Opt.

Call

A

848,018

1,505

5.000%,

9/01/23

No

Opt.

Call

A

1,572,740

66,240

Total

Kansas

71,817,006

Kentucky

-

1.9%

Ashland,

Kentucky,

Medical

Center

Revenue

Bonds,

Ashland

Hospital

Corporation

d/b/a

King's

Daughters

Medical

Center

Project,

Refunding

Series

2019:

450

4.000%,

2/01/33

2/30

at

100.00

BBB+

477,153

500

4.000%,

2/01/34

2/30

at

100.00

BBB+

529,475

180

4.000%,

2/01/35

2/30

at

100.00

BBB+

190,397

1,110

4.000%,

2/01/36

2/30

at

100.00

BBB+

1,173,070

17,600

Carroll

County,

Kentucky,

Environmental

Facilities

Revenue

Bonds,

Kentucky

Utilities

Company

Project,

Series

2008A,

2.000%,

2/01/32,

(AMT)

6/31

at

100.00

A1

15,551,712

3,200

Kentucky

Economic

Development

Finance

Authority,

Hospital

Revenue

Bonds,

Owensboro

Health,

Refunding

Series

2017A,

5.000%,

6/01/37

6/27

at

100.00

Baa2

3,527,456

1,880

Kentucky

Economic

Development

Finance

Authority,

Hospital

Revenue

Bonds,

Owensboro

Medical

Health

System,

Series

2015A,

4.500%,

6/01/46

6/25

at

100.00

Baa2

1,945,762

Nuveen

Intermediate

Duration

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

130

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Kentucky

(continued)

Louisville

Regional

Airport

Authority,

Kentucky,

Airport

System

Revenue

Bonds,

Refunding

Series

2014A:

$

1,320

5.000%,

7/01/26,

(AMT)

7/24

at

100.00

A+

$

1,390,871

3,280

5.000%,

7/01/28,

(AMT)

7/24

at

100.00

A+

3,450,953

Louisville/Jefferson

County

Metro

Government,

Kentucky,

Revenue

Bonds,

Catholic

Health

Initiatives,

Series

2012A:

5,000

5.000%,

12/01/27,

(Pre-refunded

6/01/22)

6/22

at

100.00

BBB+

(4)

5,031,650

10,175

5.000%,

12/01/35,

(Pre-refunded

6/01/22)

6/22

at

100.00

N/R

(4)

10,240,222

3,810

5.000%,

12/01/35,

(Pre-refunded

6/01/22)

6/22

at

100.00

BBB+

(4)

3,834,117

5,000

Louisville-Jefferson

County

Metropolitan

Government,

Kentucky,

Pollution

Control

Revenue

Bonds,

Louisville

Gas

and

Electric

Company

Project,

Series

2003A,

2.000%,

10/01/33

4/31

at

100.00

A1

4,370,450

Murray,

Kentucky,

Hospital

Facilities

Revenue

Bonds,

Murray-Calloway

County

Public

Hospital

Corporation

Project,

Refunding

Series

2016:

1,005

5.000%,

8/01/25

No

Opt.

Call

Ba2

1,066,818

1,060

5.000%,

8/01/26

No

Opt.

Call

Ba2

1,138,694

1,110

5.000%,

8/01/27

8/26

at

100.00

Ba2

1,191,008

1,165

5.000%,

8/01/28

8/26

at

100.00

Ba2

1,246,061

1,230

5.000%,

8/01/29

8/26

at

100.00

Ba2

1,310,208

2,935

5.000%,

8/01/37

8/26

at

100.00

Ba2

3,087,033

Northern

Kentucky

Water

District,

Revenue

Bonds,

Refunding

Series

2021B:

5,070

4.000%,

2/01/26

No

Opt.

Call

N/R

5,444,065

3,820

4.000%,

2/01/27

No

Opt.

Call

N/R

4,159,674

15,000

Owen

County,

Kentucky,

Waterworks

System

Revenue

Bonds,

Kentucky-

American

Water

Company

Project,

Refunding

Series

2019A,

2.450%,

6/01/39,

(Mandatory

Put

10/01/29)

No

Opt.

Call

A

14,953,650

17,040

Public

Energy

Authority

of

Kentucky,

Gas

Supply

Revenue

Bonds,

Series

2018A,

4.000%,

4/01/48,

(Mandatory

Put

4/01/24)

1/24

at

100.37

A2

17,550,518

24,485

Public

Energy

Authority

of

Kentucky,

Gas

Supply

Revenue

Bonds,

Series

2018B,

4.000%,

1/01/49,

(Mandatory

Put

1/01/25)

10/24

at

100.24

A2

25,408,085

11,190

Public

Energy

Authority

of

Kentucky,

Gas

Supply

Revenue

Bonds,

Series

2018C-1,

4.000%,

12/01/49,

(Mandatory

Put

6/01/25)

3/25

at

100.19

A1

11,614,996

15,760

Public

Energy

Authority

of

Kentucky,

Gas

Supply

Revenue

Bonds,

Series

2019C-1,

4.000%,

2/01/50,

(Mandatory

Put

2/01/28)

11/27

at

100.47

A1

16,662,891

10,000

Public

Energy

Authority

of

Kentucky,

Gas

Supply

Revenue

Bonds,

Series

2022A-1,

4.000%,

8/01/52,

(Mandatory

Put

8/01/30)

5/30

at

100.38

N/R

10,710,400

4,750

Trimble

County,

Kentucky,

Pollution

Control

Revenue

Bonds,

Louisville

Gas

and

Electric

Company

Project,

Series

2016A,

1.300%,

9/01/44,

(AMT),

(Mandatory

Put

9/01/27)

No

Opt.

Call

A1

4,350,478

University

of

Kentucky,

General

Receipts

Bonds,

Refunding

Series

2018A:

6,945

3.000%,

10/01/34

4/26

at

100.00

AA

7,019,381

5,000

3.125%,

10/01/37

4/26

at

100.00

AA

5,041,750

1,525

Warren

County,

Kentucky,

Hospital

Revenue

Bonds,

Bowling

Green-

Warren

County

Community

Hospital

Corporation,

Refunding

Series

2021A,

5.000%,

4/01/29

No

Opt.

Call

AA-

1,771,638

182,595

Total

Kentucky

185,440,636

131

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Louisiana

-

2.6%

Calcasieu

Parish

Memorial

Hospital

Service

District,

Louisiana,

Revenue

Bonds,

Lake

Charles

Memorial

Hospital,

Refunding

Series

2019:

$

14,510

5.000%,

12/01/34

12/29

at

100.00

BB

$

15,931,980

10,900

5.000%,

12/01/39

12/29

at

100.00

BB

11,832,822

East

Baton

Rouge

Sewerage

Commission,

Louisiana,

Revenue

Bonds,

Refunding

Series

2014B:

980

5.000%,

2/01/23

No

Opt.

Call

AA-

1,008,763

580

5.000%,

2/01/24

No

Opt.

Call

AA-

613,054

805

5.000%,

2/01/25

No

Opt.

Call

AA-

871,976

12,500

Lake

Charles

Harbor

and

Terminal

District,

Louisiana,

Revenue

Bonds,

Big

Lake

Fuels

LLC,

Series

2021,

1.000%,

12/01/51,

(AMT),

(Mandatory

Put

12/01/24)

No

Opt.

Call

N/R

12,099,000

475

Louisiana

Citizens

Property

Insurance

Corporation,

Assessment

Revenue

Bonds,

Refunding

Series

2012,

5.000%,

6/01/24,

(Pre-refunded

6/01/22)

-

AGM

Insured

6/22

at

100.00

AA

(4)

478,045

Louisiana

Citizens

Property

Insurance

Corporation,

Assessment

Revenue

Bonds,

Refunding

Series

2016A:

17,490

5.000%,

6/01/25

No

Opt.

Call

A1

18,873,634

16,740

5.000%,

6/01/26

No

Opt.

Call

A1

18,437,603

2,470

Louisiana

Housing

Corporation,

Single

Family

Mortgage

Revenue

Bonds,

Home

Ownership

Program,

Series

2021D,

2.350%,

12/01/41

6/30

at

100.00

N/R

2,104,786

Louisiana

Local

Government

Environmental

Facilities

and

Community

Development

Authority,

Revenue

Bonds,

East

Baton

Rouge

Sewerage

Commission

Projects,

Subordinate

Lien

Series

2014A:

2,280

5.000%,

2/01/28,

(Pre-refunded

2/01/24)

2/24

at

100.00

A+

(4)

2,409,937

2,850

5.000%,

2/01/29,

(Pre-refunded

2/01/24)

2/24

at

100.00

A+

(4)

3,012,422

2,000

5.000%,

2/01/30,

(Pre-refunded

2/01/24)

2/24

at

100.00

A+

(4)

2,113,980

26,510

Louisiana

Local

Government

Environmental

Facilities

and

Community

Development

Authority,

Revenue

Bonds,

Westlake

Chemical

Corporation

Projects,

Refunding

Series

2017,

3.500%,

11/01/32

11/27

at

100.00

BBB

26,898,902

5,430

Louisiana

Offshore

Terminal

Authority,

Deepwater

Port

Revenue

Bonds,

Loop

LLC

Project,

Series

2007A,

1.650%,

9/01/27,

(Mandatory

Put

12/01/23)

No

Opt.

Call

A3

5,393,347

5,250

Louisiana

Offshore

Terminal

Authority,

Deepwater

Port

Revenue

Bonds,

Loop

LLC

Project,

Series

2013C,

1.650%,

9/01/34,

(Mandatory

Put

12/01/23)

No

Opt.

Call

A3

5,214,562

Louisiana

Publc

Facilities

Authority,

Lousiana,

Revenue

Bonds,

Ochsner

Clinic

Foundation

Project,

Refunding

Series

2017:

1,375

5.000%,

5/15/28

5/27

at

100.00

A

1,558,604

1,000

5.000%,

5/15/29

5/27

at

100.00

A

1,127,860

1,155

5.000%,

5/15/30

5/27

at

100.00

A

1,296,753

1,755

5.000%,

5/15/31

5/27

at

100.00

A

1,965,003

3,235

5.000%,

5/15/42

5/27

at

100.00

A

3,577,878

1,000

Louisiana

Public

Facilities

Authority,

Revenue

Bonds,

Archdiocese

of

New

Orleans,

Refunding

Series

2017,

5.000%,

7/01/37

(6)

7/27

at

100.00

Caa1

960,000

Nuveen

Intermediate

Duration

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

132

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Louisiana

(continued)

Louisiana

Public

Facilities

Authority,

Revenue

Bonds,

Ochsner

Clinic

Foundation

Project,

Refunding

Series

2016:

$

25

5.000%,

5/15/30,

(Pre-refunded

5/15/26)

5/26

at

100.00

N/R

(4)

$

27,721

1,090

5.000%,

5/15/30

5/26

at

100.00

A

1,198,171

3,410

5.000%,

5/15/32

5/26

at

100.00

A

3,734,393

35

5.000%,

5/15/32,

(Pre-refunded

5/15/26)

5/26

at

100.00

N/R

(4)

38,809

3,675

5.000%,

5/15/33

5/26

at

100.00

A

4,020,083

40

5.000%,

5/15/33,

(Pre-refunded

5/15/26)

5/26

at

100.00

N/R

(4)

44,353

2,980

Louisiana

Stadium

and

Exposition

District,

Revenue

Bonds,

Bond

Anticipation

Notes

Series

2020,

5.000%,

7/03/23

1/23

at

100.00

BBB+

3,042,342

Louisiana

Stadium

and

Exposition

District,

Revenue

Refunding

Bonds,

Senior

Lien

Series

2013A:

1,075

5.000%,

7/01/22

No

Opt.

Call

A2

1,085,116

3,140

5.000%,

7/01/29

7/23

at

100.00

A2

3,264,941

1,080

5.000%,

7/01/30

7/23

at

100.00

A2

1,122,973

4,010

5.000%,

7/01/31

7/23

at

100.00

A2

4,169,558

3,935

5.000%,

7/01/32

7/23

at

100.00

A2

4,091,062

15,000

Louisiana

State,

Gasoline

and

Fuels

Tax

Revenue

Bonds,

Refunding

Series

2012A-1,

4.000%,

5/01/31

5/22

at

100.00

Aa2

15,033,150

8,225

Louisiana

State,

General

Obligation

Bonds,

Series

2021A,

5.000%,

3/01/26

No

Opt.

Call

Aa3

9,118,728

Louisiana

State,

Unclaimed

Property

Special

Revenue

Bonds,

Interstate

49

North

Project,

Series

2013:

1,165

5.000%,

9/01/29,

(Pre-refunded

9/01/23)

9/23

at

100.00

A+

(4)

1,218,439

5,075

5.000%,

9/01/31,

(Pre-refunded

9/01/23)

9/23

at

100.00

A+

(4)

5,307,790

4,000

5.000%,

9/01/32,

(Pre-refunded

9/01/23)

9/23

at

100.00

A+

(4)

4,183,480

New

Orleans,

Louisiana,

General

Obligation

Bonds,

Public

Improvement

Series

2021A:

5,195

5.000%,

12/01/26

No

Opt.

Call

A+

5,826,712

2,880

5.000%,

12/01/27

No

Opt.

Call

A+

3,290,918

6,015

5.000%,

12/01/29

No

Opt.

Call

A+

7,073,219

New

Orleans,

Louisiana,

General

Obligation

Bonds,

Refunding

Series

2015:

1,000

5.000%,

12/01/22

No

Opt.

Call

A+

1,024,020

970

5.000%,

12/01/23

No

Opt.

Call

A+

1,020,217

1,020

5.000%,

12/01/24

No

Opt.

Call

A+

1,097,255

480

5.000%,

12/01/25

No

Opt.

Call

A+

528,029

795

5.000%,

12/01/27

12/25

at

100.00

A+

873,371

New

Orleans,

Louisiana,

Sewerage

Service

Revenue

Bonds,

Refunding

Series

2014:

250

5.000%,

6/01/24

No

Opt.

Call

A

264,862

605

5.000%,

6/01/25

6/24

at

100.00

A

643,212

500

5.000%,

6/01/26,

(Pre-refunded

6/01/24)

6/24

at

100.00

A

(4)

531,910

640

5.000%,

6/01/27,

(Pre-refunded

6/01/24)

6/24

at

100.00

A

(4)

680,845

380

5.000%,

6/01/28,

(Pre-refunded

6/01/24)

6/24

at

100.00

A

(4)

404,252

600

5.000%,

6/01/29,

(Pre-refunded

6/01/24)

6/24

at

100.00

A

(4)

638,292

New

Orleans,

Louisiana,

Sewerage

Service

Revenue

Bonds,

Series

2015:

410

5.000%,

6/01/30,

(Pre-refunded

6/01/25)

6/25

at

100.00

A

(4)

447,011

775

5.000%,

6/01/32,

(Pre-refunded

6/01/25)

6/25

at

100.00

A

(4)

844,959

1,000

5.000%,

6/01/33,

(Pre-refunded

6/01/25)

6/25

at

100.00

A

(4)

1,090,270

1,075

5.000%,

6/01/35,

(Pre-refunded

6/01/25)

6/25

at

100.00

A

(4)

1,172,040

500

Port

New

Orleans

Board

of

Commissioners,

Louisiana,

Revenue

Bonds,

Port

Facilities,

Refunding

Series

2013B,

5.000%,

4/01/30,

(Pre-refunded

4/01/23),

(AMT)

4/23

at

100.00

A

(4)

515,315

6,620

Saint

Charles

Parish,

Louisiana,

Gulf

Opportunity

Zone

Revenue

Bonds,

Valero

Project,

Series

2010,

4.000%,

12/01/40,

(Mandatory

Put

6/01/22)

No

Opt.

Call

BBB

6,642,309

133

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Louisiana

(continued)

$

3,265

Saint

James

Parish,

Louisiana,

Revenue

Bonds,

NuStar

Logistics,

L.P.

Project,

Series

2010B,

6.100%,

12/01/40,

(Mandatory

Put

6/01/30),

144A

No

Opt.

Call

BB-

$

3,862,756

3,405

Saint

James

Parish,

Louisiana,

Revenue

Bonds,

NuStar

Logistics,

L.P.

Project,

Series

2011,

5.850%,

8/01/41,

(Mandatory

Put

6/01/25),

144A

No

Opt.

Call

BB-

3,673,825

Shreveport,

Louisiana,

Water

and

Sewer

Revenue

Bonds,

Junior

Lien

Series

2019B:

630

3.000%,

12/01/22

-

AGM

Insured

No

Opt.

Call

AA

636,281

760

5.000%,

12/01/26

-

AGM

Insured

No

Opt.

Call

AA

856,003

1,465

5.000%,

12/01/29

-

AGM

Insured

12/28

at

100.00

AA

1,696,631

1,000

5.000%,

12/01/30

-

AGM

Insured

12/28

at

100.00

AA

1,153,460

1,000

5.000%,

12/01/31

-

AGM

Insured

12/28

at

100.00

AA

1,150,790

1,150

5.000%,

12/01/32

-

AGM

Insured

12/28

at

100.00

AA

1,321,511

1,630

4.000%,

12/01/33

-

AGM

Insured

12/28

at

100.00

AA

1,748,974

5,980

3.000%,

12/01/35

-

AGM

Insured

12/28

at

100.00

AA

6,029,694

2,075

4.000%,

12/01/36

-

AGM

Insured

12/28

at

100.00

AA

2,217,885

565

4.000%,

12/01/44

-

AGM

Insured

12/28

at

100.00

AA

597,843

243,885

Total

Louisiana

258,036,691

Maine

-

0.6%

1,100

Maine

Health

and

Higher

Educational

Facilities

Authority

Revenue

Bonds,

Eastern

Maine

Medical

Center

Obligated

Group

Issue,

Series

2013,

5.000%,

7/01/43,

(Pre-refunded

7/01/23)

7/23

at

100.00

BBB

(4)

1,144,451

Maine

Health

and

Higher

Educational

Facilities

Authority

Revenue

Bonds,

Eastern

Maine

Medical

Center

Obligated

Group

Issue,

Series

2016A:

4,270

4.000%,

7/01/41

7/26

at

100.00

BBB

4,406,683

5,675

4.000%,

7/01/46

7/26

at

100.00

BBB

5,814,378

Maine

Health

and

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

MaineHealth

Issue,

Series

2020A:

1,175

4.000%,

7/01/37

7/30

at

100.00

A+

1,272,537

1,500

4.000%,

7/01/38

7/30

at

100.00

A+

1,619,715

2,000

4.000%,

7/01/39

7/30

at

100.00

A+

2,153,260

1,590

4.000%,

7/01/40

7/30

at

100.00

A+

1,706,865

Maine

Health

and

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

Series

2021A:

200

5.000%,

7/01/26

-

AGM

Insured

No

Opt.

Call

AA

223,456

150

5.000%,

7/01/27

-

AGM

Insured

No

Opt.

Call

AA

170,898

235

5.000%,

7/01/28

-

AGM

Insured

No

Opt.

Call

AA

272,186

590

2.500%,

7/01/29

-

AGM

Insured

No

Opt.

Call

AA

596,189

200

5.000%,

7/01/30

-

AGM

Insured

No

Opt.

Call

AA

238,422

10,000

Maine

State

Housing

Authority,

Multifamily

Mortgage

Purchase

Bonds,

Series

2020B,

2.350%,

11/15/40

11/28

at

100.00

AA+

8,728,700

3,125

Maine

State

Housing

Authority,

Multifamily

Mortgage

Purchase

Bonds,

Series

2021A,

2.050%,

11/15/41

5/30

at

100.00

AA+

2,589,844

7,400

Maine

State

Housing

Authority,

Multifamily

Mortgage

Purchase

Bonds,

Series

2022A,

2.400%,

11/15/41

11/30

at

100.00

N/R

6,283,858

6,280

Maine

State

Housing

Authority,

Single

Family

Mortgage

Purchase

Bonds,

Series

2020D,

2.550%,

11/15/40

5/29

at

100.00

AA+

5,696,839

3,250

Maine

State

Housing

Authority,

Single

Family

Mortgage

Purchase

Bonds,

Series

2021B,

2.200%,

11/15/41

5/30

at

100.00

AA+

2,721,582

10,675

Maine

State

Housing

Authority,

Single

Family

Mortgage

Purchase

Bonds,

Social

Series

2021C,

2.150%,

11/15/41

11/30

at

100.00

AA+

8,808,583

3,000

Maine

State

Housing

Authority,

Single

Family

Mortgage

Purchase

Bonds,

Social

Series

2021D,

2.400%,

11/15/41

11/30

at

100.00

N/R

2,598,090

Nuveen

Intermediate

Duration

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

134

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Maine

(continued)

$

290

Portland,

Maine,

General

Airport

Revenue

Bonds,

Refunding

Series

2013,

5.000%,

7/01/22

No

Opt.

Call

BBB+

$

292,622

62,705

Total

Maine

57,339,158

Maryland

-

1.5%

Baltimore

County,

Maryland,

Revenue

Bonds,

Oak

Crest

Village,

Series

2016:

1,270

3.250%,

1/01/31

1/26

at

100.00

A

1,300,658

3,365

5.000%,

1/01/37

1/26

at

100.00

A

3,643,319

Baltimore,

Maryland,

Convention

Center

Hotel

Revenue

Bonds,

Refunding

Series

2017:

1,760

5.000%,

9/01/27

No

Opt.

Call

CCC

1,793,633

2,780

5.000%,

9/01/29

9/27

at

100.00

CCC

2,833,849

1,000

5.000%,

9/01/30

9/27

at

100.00

CCC

1,019,260

1,365

5.000%,

9/01/31

9/27

at

100.00

CCC

1,390,867

145

5.000%,

9/01/34

9/27

at

100.00

CCC

147,508

1,500

5.000%,

9/01/39

9/27

at

100.00

CCC

1,522,245

Baltimore,

Maryland,

Revenue

Bonds,

Water

Projects,

Series

2013A:

1,000

5.000%,

7/01/26,

(Pre-refunded

1/01/24)

1/24

at

100.00

Aa2

(4)

1,054,820

1,715

5.000%,

7/01/27,

(Pre-refunded

1/01/24)

1/24

at

100.00

Aa2

(4)

1,809,016

22,420

Maryland

Community

Development

Administration

Department

of

Housing

and

Community

Development,

Residential

Revenue

Bonds,

Series

2019C,

3.000%,

9/01/39

3/29

at

100.00

Aa1

21,837,977

10,375

Maryland

Community

Development

Administration

Department

of

Housing

and

Community

Development,

Residential

Revenue

Bonds,

Series

2020A,

2.500%,

9/01/40

3/29

at

100.00

Aa1

9,083,105

14,065

Maryland

Community

Development

Administration

Department

of

Housing

and

Community

Development,

Residential

Revenue

Bonds,

Series

2021A,

1.950%,

9/01/41

3/30

at

100.00

Aa1

11,472,961

13,245

Maryland

Community

Development

Administration

Department

of

Housing

and

Community

Development,

Residential

Revenue

Bonds,

Series

2021B,

2.100%,

9/01/41

3/30

at

100.00

Aa1

10,753,351

20,000

Maryland

Community

Development

Administration

Department

of

Housing

and

Community

Development,

Residential

Revenue

Bonds,

Series

2021C,

2.450%,

9/01/41

9/30

at

100.00

N/R

17,352,400

5,835

Maryland

Department

of

Transportation,

Consolidated

Transportation

Revenue

Bonds,

Second

Series

2017,

5.000%,

9/01/28

9/27

at

100.00

AAA

6,687,552

12,500

Maryland

Economic

Development

Corporation,

Pollution

Control

Revenue

Bonds,

Potomac

Electric

Power

Company,

Refunding

Series

2019,

1.700%,

9/01/22

No

Opt.

Call

A-

12,519,750

1,000

Maryland

Economic

Development

Corporation,

Student

Housing

Revenue

Bonds,

University

of

Maryland,

College

Park

Project,

Refunding

Series

2016,

5.000%,

6/01/28

-

AGM

Insured

6/26

at

100.00

AA

1,106,800

6,315

Maryland

Health

and

HIgher

Educational

Facilities

Authority,  Revenue

Bonds,

University

of

Maryland

Medical

Systems,

Series

2020B-2,

5.000%,

7/01/45,

(Mandatory

Put

7/01/27)

1/27

at

100.00

A

7,067,495

Maryland

Health

and

Higher

Educational

Facilities

Authority,

Revenue

Bonds,  Mercy

Medical

Center,

Series

2016A:

805

5.000%,

7/01/32

7/26

at

100.00

BBB+

889,283

2,250

5.000%,

7/01/33

7/26

at

100.00

BBB+

2,483,235

1,650

5.000%,

7/01/34

7/26

at

100.00

BBB+

1,819,802

2,000

5.000%,

7/01/35

7/26

at

100.00

BBB+

2,204,500

1,570

5.000%,

7/01/36

7/26

at

100.00

BBB+

1,729,638

135

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Maryland

(continued)

$

1,000

Maryland

Health

and

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

Adventist

HealthCare

Issue,

Series

2021B,

4.000%,

1/01/39

1/32

at

100.00

N/R

$

1,017,300

7,825

Maryland

Health

and

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

Western

Maryland

Health,

Series

2014,

5.250%,

7/01/25,

(Pre-

refunded

7/01/24)

7/24

at

100.00

N/R

(4)

8,384,957

9,870

Maryland

State,

General

Obligation

Bonds,

State

and

Local

Facilities

Loan,

First

Series

2016,

4.000%,

6/01/27

6/24

at

100.00

AAA

10,313,262

1,125

Washington

Suburban

Sanitary

District,

Montgomery

and

Prince

George's

Counties,

Maryland,

General

Obligation

Bonds,

Consolidated

Public

Improvement,

Green

Second

Series

2020,

5.000%,

12/01/25

No

Opt.

Call

AAA

1,247,197

149,750

Total

Maryland

144,485,740

Massachusetts

-

1.4%

2,015

Massachusetts

Bay

Transportation

Authority,

Sales

Tax

Revenue

Bonds,

Subordinated

Series

2021A-1,

5.000%,

7/01/25

No

Opt.

Call

AA

2,205,982

Massachusetts

Development

Finance

Agency

Revenue

Bonds,

Lawrence

General

Hospital

Issue,

Series

2014A:

835

5.000%,

7/01/26

7/24

at

100.00

B-

829,581

680

5.000%,

7/01/27

7/24

at

100.00

B-

671,629

925

5.000%,

7/01/28

7/24

at

100.00

B-

906,972

960

5.000%,

7/01/29

7/24

at

100.00

B-

936,029

4,800

Massachusetts

Development

Finance

Agency

Revenue

Refunding

Bonds,

NewBridge

on

the

Charles,

Inc.

Issue,

Series

2017,

4.000%,

10/01/32,

144A

10/22

at

105.00

BB+

5,078,160

2,370

Massachusetts

Development

Finance

Agency,

Health

Care

Facility

Revenue

Bonds,

Adventcare

Project,

Series

2007A,

0.000%,

10/15/28

(6)

5/22

at

100.00

N/R

924,300

14,455

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Atrius

Health

Issue,

Series

2019A,

5.000%,

6/01/39

6/29

at

100.00

BBB

16,358,579

1,630

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Boston

Medical

Center

Issue,

Series

2016E,

3.375%,

7/01/36

7/26

at

100.00

BBB

1,638,606

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

CareGroup

Issue,

Series

2018J-2:

2,275

5.000%,

7/01/33

7/28

at

100.00

A

2,612,610

1,085

5.000%,

7/01/38

7/28

at

100.00

A

1,240,567

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Milford

Regional

Medical

Center

Issue,

Series

2020G:

350

5.000%,

7/15/31,

144A

7/30

at

100.00

BB+

399,962

415

5.000%,

7/15/32,

144A

7/30

at

100.00

BB+

473,482

320

5.000%,

7/15/33,

144A

7/30

at

100.00

BB+

364,493

300

5.000%,

7/15/34,

144A

7/30

at

100.00

BB+

341,298

270

5.000%,

7/15/35,

144A

7/30

at

100.00

BB+

306,842

135

5.000%,

7/15/36,

144A

7/30

at

100.00

BB+

153,278

145

5.000%,

7/15/37,

144A

7/30

at

100.00

BB+

164,505

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Simmons

University

Issue,

Series

2018L:

1,080

5.000%,

10/01/30

10/28

at

100.00

BBB+

1,211,728

1,240

5.000%,

10/01/31

10/28

at

100.00

BBB+

1,388,601

1,775

5.000%,

10/01/32

10/28

at

100.00

BBB+

1,986,154

Nuveen

Intermediate

Duration

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

136

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Massachusetts

(continued)

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Southcoast

Health

System

Obligated

Group

Issue,

Series

2021G:

$

980

5.000%,

7/01/35

7/31

at

100.00

A-

$

1,167,072

545

5.000%,

7/01/36

7/31

at

100.00

A-

648,376

615

5.000%,

7/01/37

7/31

at

100.00

A-

730,995

4,250

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

UMass

Memorial

Health

Care

Obligated

Group

Issue,

Series

2017L,

3.625%,

7/01/37

7/27

at

100.00

A-

4,315,450

4,245

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Wellforce

Issue,

Series

2019A,

4.000%,

7/01/37

1/29

at

100.00

BBB+

4,499,063

1,200

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Williams

College,

Series

2011N,

0.450%,

7/01/41,

(Mandatory

Put

7/01/25)

1/25

at

100.00

AA+

1,110,636

1,820

Massachusetts

Housing

Finance

Agency,

Housing

Bonds,

Series

2019B-1,

3.000%,

12/01/39

12/28

at

100.00

AA

1,772,243

2,875

Massachusetts

Housing

Finance

Agency,

Housing

Bonds,

Sustainability

Green

Series

2021A-1,

2.125%,

12/01/41

6/30

at

100.00

AA

2,413,016

3,000

Massachusetts

Housing

Finance

Agency,

Housing

Bonds,

Sustainability

Series

2019C-1,

2.900%,

12/01/39

12/28

at

100.00

AA

2,881,020

7,570

Massachusetts

Housing

Finance

Agency,

Single

Family

Housing

Revenue

Bonds,

Series

2019-214,

2.800%,

12/01/39

6/29

at

100.00

AA+

7,217,617

2,330

Massachusetts

Housing

Finance

Agency,

Single

Family

Housing

Revenue

Bonds,

Series

2020-218,

2.300%,

12/01/40

12/29

at

100.00

AA+

1,993,501

4,930

Massachusetts

Housing

Finance

Agency,

Single

Family

Housing

Revenue

Bonds,

Social

Series

2020-220,

2.125%,

12/01/40

6/30

at

100.00

AA+

4,117,339

4,935

Massachusetts

Housing

Finance

Agency,

Single

Family

Housing

Revenue

Bonds,

Social

Series

2021-221,

2.200%,

12/01/41

6/30

at

100.00

AA+

4,131,335

8,250

Massachusetts

Housing

Finance

Agency,

Single

Family

Housing

Revenue

Bonds,

Social

Series

2021-222,

2.300%,

12/01/41

6/30

at

100.00

AA+

7,024,710

2,935

Massachusetts

Housing

Finance

Agency,

Single

Family

Housing

Revenue

Bonds,

Social

Series

2021-223,

2.350%,

6/01/39

12/30

at

100.00

N/R

2,573,496

26,700

Massachusetts

State,

General

Obligation

Bonds,

Refunding

Series

2020A,

5.000%,

6/01/44,

(Mandatory

Put

6/01/23)

No

Opt.

Call

Aa1

27,698,580

16,815

Massachusetts

State,

General

Obligation

Bonds,

Refunding

Series

2021B,

5.000%,

11/01/24

No

Opt.

Call

N/R

18,126,906

6,915

Massachusetts

State,

Transportation

Fund

Revenue

Bonds,

Rail

Enhancement

Program,

Series

2014A,

5.000%,

6/01/44

6/24

at

100.00

AA+

7,306,597

25

Quincy,

Massachusetts,

General

Obligation

Bonds,

Bonds

Anticipation

Note

Series

2022,

2.000%,

1/13/23

No

Opt.

Call

N/R

25,324

138,995

Total

Massachusetts

139,946,634

Michigan

-

2.5%

Detroit

Downtown

Development

Authority,

Michigan,

Tax

Increment

Bonds,

Development  Area

1

Projects,

Refunding

Series

1996B:

3,050

0.000%,

7/01/22

No

Opt.

Call

BB+

3,023,679

2,650

0.000%,

7/01/23

No

Opt.

Call

BB+

2,528,047

2,880

0.000%,

7/01/24

No

Opt.

Call

BB+

2,633,011

630

Marquettte,

Michigan,

Electric

Utility

System

Revenue

Bonds,

Refunding

Series

2016A,

5.000%,

7/01/30

7/26

at

100.00

AA-

701,990

21,000

Michigan

Finance

Authority,

Hospital

Revenue

Bonds,

Bronson

Healthcare

Group,

Inc.,

Series

2019C,

3.750%,

11/15/49,

(Mandatory

Put

5/15/26)

No

Opt.

Call

A2

22,197,840

137

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Michigan

(continued)

$

10,920

Michigan

Finance

Authority,

Hospital

Revenue

Bonds,

McLaren

Health

Care,

Refunding

Series

2015D-1,

1.200%,

10/15/30,

(Mandatory

Put

4/13/28)

No

Opt.

Call

AA-

$

9,884,347

16,800

Michigan

Finance

Authority,

Hospital

Revenue

Bonds,

McLaren

Health

Care,

Refunding

Series

2015D-2,

1.200%,

10/15/38,

(Mandatory

Put

4/13/28)

No

Opt.

Call

AA-

15,243,984

5,010

Michigan

Finance

Authority,

Local

Government

Loan

Program

Revenue

Bonds,

Detroit

Water

&

Sewerage

Department

Sewage

Disposal

System

Local

Project,

Second

Lien

Series

2015C,

5.000%,

7/01/34

7/25

at

100.00

A+

5,420,820

6,250

Michigan

Finance

Authority,

Michigan,

Revenue

Bonds,

Trinity

Health

Credit

Group,

Refunding

Series

2022B-MI,

5.000%,

12/01/43,

(Mandatory

Put

12/01/28)

6/28

at

100.00

N/R

7,147,313

9,105

Michigan

Finance

Authority,

Revenue

Bonds,

Ascension

Senior

Credit

Group,

Refunding

Series

2016E-1,

4.000%,

11/15/44,

(Mandatory

Put

8/15/24)

No

Opt.

Call

AA+

9,502,251

Michigan

Finance

Authority,

Tobacco

Settlement

Asset-

Backed

Bonds,

2007

Sold

Tobacco

Receipts,

Series

2020A-CL-1:

1,800

5.000%,

6/01/31

12/30

at

100.00

A-

2,066,706

1,500

5.000%,

6/01/32

12/30

at

100.00

A-

1,717,230

2,435

4.000%,

6/01/34

12/30

at

100.00

A-

2,583,218

1,000

4.000%,

6/01/35

12/30

at

100.00

A-

1,058,830

395

Michigan

Finance

Authority,

Tobacco

Settlement

Asset-

Backed

Bonds,

2007

Sold

Tobacco

Receipts,

Series

2020B-1-CL2,

1.250%,

6/01/30

No

Opt.

Call

BBB+

378,141

2,450

Michigan

Housing

Development

Authority,

Rental

Housing

Revenue

Bonds,

Series

2018A,

3.800%,

10/01/38

10/27

at

100.00

AA

2,514,313

8,730

Michigan

Housing

Development

Authority,

Rental

Housing

Revenue

Bonds,

Series

2021A,

2.250%,

10/01/41

10/30

at

100.00

AA

7,323,248

4,000

Michigan

Housing

Development

Authority,

Single

Family

Mortgage

Revenue

Bonds,

Fixed

Rate

Series

2018C,

3.650%,

12/01/39

6/28

at

100.00

AA+

4,033,840

13,000

Michigan

Housing

Development

Authority,

Single

Family

Mortgage

Revenue

Bonds,

Series

2019B,

2.950%,

12/01/39

12/28

at

100.00

AA+

12,318,410

25,205

Michigan

Housing

Development

Authority,

Single

Family

Mortgage

Revenue

Bonds,

Series

2020C,

2.600%,

12/01/40

6/30

at

100.00

AA+

22,870,261

9,620

Michigan

Housing

Development

Authority,

Single

Family

Mortgage

Revenue

Bonds,

Social

Series

2021A,

2.150%,

12/01/41

12/30

at

100.00

AA+

7,984,408

1,795

Michigan

State

Building

Authority,

Revenue

Bonds,

Facilities

Program,

Refunding

Series

2020-I,

4.000%,

10/15/24

No

Opt.

Call

Aa2

1,887,317

22,850

Michigan

Strategic

Fund,

Limited

Obligation

Pollution

Control

Revenue

Refunding

Bonds,

Detroit

Edison

Company,

Variable

Rate

Demand

Obligations,

Series

1995CC,

1.450%,

9/01/30

No

Opt.

Call

Aa3

20,011,116

21,550

Michigan

Strategic

Fund,

Limited

Obligation

Revenue

Bonds,

Detroit

Edison

Company

Exempt

Facilities

Project,

Refunding

Variable

Rate

Series

2008ET-2,

1.350%,

8/01/29

No

Opt.

Call

Aa3

19,285,957

2,255

Michigan

Strategic

Fund,

Limited

Obligation

Revenue

Bonds,

Graphic

Packaging

International,

LLC

Coated

Recycled

Board

Machine

Project,

Green

Series

2021,

4.000%,

10/01/61,

(AMT),

(Mandatory

Put

10/01/26)

No

Opt.

Call

Ba2

2,361,662

2,295

Michigan

Strategic

Fund,

Revenue

Bonds,

Waste

Management

Inc.,

Series

2001,

0.580%,

8/01/27,

(AMT),

(Mandatory

Put

8/01/24)

No

Opt.

Call

A-

2,192,551

4,800

Romulus

Community

Schools,

Wayne

County,

Michigan,

General

Obligation

Bonds,

Refunding

Series

2013,

5.000%,

5/01/22

No

Opt.

Call

Aa1

4,814,304

Nuveen

Intermediate

Duration

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

138

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Michigan

(continued)

Royal

Oak

Hospital

Finance

Authority,

Michigan,

Hospital

Revenue

Bonds,

William

Beaumont

Hospital

Obligated

Group,

Refunding

Series

2014D:

$

1,040

5.000%,

9/01/26

3/24

at

100.00

A+

$

1,095,068

2,000

5.000%,

9/01/27

3/24

at

100.00

A+

2,105,120

2,555

5.000%,

9/01/28

3/24

at

100.00

A+

2,688,320

3,820

5.000%,

9/01/29

3/24

at

100.00

A+

4,016,386

5,145

5.000%,

9/01/30

3/24

at

100.00

A+

5,407,549

2,320

5.000%,

9/01/31

3/24

at

100.00

A+

2,437,485

Wayne

County

Airport

Authority,

Michigan,

Revenue

Bonds,

Detroit

Metropolitan

Wayne

County

Airport,

Refunding

Series

2015F:

3,765

5.000%,

12/01/32,

(AMT)

12/25

at

100.00

A1

4,065,823

5,295

5.000%,

12/01/33,

(AMT)

12/25

at

100.00

A1

5,712,299

5,000

5.000%,

12/01/34,

(AMT)

12/25

at

100.00

A1

5,394,050

13,065

Wayne

County

Airport

Authority,

Michigan,

Revenue

Bonds,

Refunding

Series

2017E,

4.000%,

12/01/26,

(AMT),

144A

No

Opt.

Call

A1

13,882,346

247,980

Total

Michigan

240,489,240

Minnesota

-

0.9%

Duluth

Economic

Development

Authority,

Minnesota,

Health

Care

Facilities

Revenue

Bonds,

Essentia

Health

Obligated

Group,

Series

2018A:

910

5.000%,

2/15/33

2/28

at

100.00

A-

1,032,522

1,135

5.000%,

2/15/37

2/28

at

100.00

A-

1,283,435

8,390

4.250%,

2/15/43

2/28

at

100.00

A-

9,013,545

55

4.250%,

2/15/48

2/28

at

100.00

A-

58,748

4,930

Hennepin

County,

Minnesota,

General

Obligation

Bonds,

Refunding

Series

2020B,

5.000%,

12/01/25

No

Opt.

Call

AAA

5,467,321

Minneapolis-St.

Paul

Metropolitan

Airports

Commission,

Minnesota,

Airport

Revenue

Bonds,

Refunding

Subordinate

Lien

Series

2014A:

2,610

5.000%,

1/01/25

1/24

at

100.00

A+

2,741,544

2,005

5.000%,

1/01/32

1/24

at

100.00

A+

2,094,102

4,825

Minnesota

Housing

Finance

Agency,

Homeownership

Finance

Bonds,

Mortgage-Backed

Securities

Program,

Series

2017E,

2.850%,

6/01/47

7/26

at

100.00

Aaa

4,824,517

Minnesota

Housing

Finance

Agency,

Residential

Housing

Finance

Bonds,

Series

2020B:

6,495

2.625%,

1/01/40

7/29

at

100.00

AA+

6,440,182

9,450

3.500%,

7/01/50

7/29

at

100.00

AA+

9,651,569

5,720

Minnesota

Housing

Finance

Agency,

Residential

Housing

Finance

Bonds,

Series

2020E,

2.500%,

7/01/40

7/29

at

100.00

AA+

5,120,658

4,675

Minnesota

Housing

Finance

Agency,

Residential

Housing

Finance

Bonds,

Series

2020I,

2.000%,

7/01/40

1/30

at

100.00

AA+

3,894,509

4,210

Minnesota

Housing

Finance

Agency,

Residential

Housing

Finance

Bonds,

Series

2021D,

2.200%,

7/01/41

7/30

at

100.00

AA+

3,616,179

9,340

Minnesota

Housing

Finance

Agency,

Residential

Housing

Finance

Bonds,

Series

2021H,

2.350%,

7/01/41

1/31

at

100.00

N/R

7,979,722

3,030

Minnesota

State,

General

Obligation

Bonds,

Various

Purpose

Series

2015A,

5.000%,

8/01/22

No

Opt.

Call

AAA

3,069,239

425

Northern

Municipal

Power

Agency,

Minnesota,

Electric

System

Revenue

Bonds,

Series

2013A,

4.000%,

1/01/28

1/23

at

100.00

A-

431,911

1,150

Rochester,

Minnesota,

Health

Care

Facilities

Revenue

Bonds,

Olmsted

Medical

Center

Project,

Series

2013,

5.000%,

7/01/33,

(Pre-refunded

7/01/23)

7/23

at

100.00

N/R

(4)

1,195,034

139

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Minnesota

(continued)

$

2,385

Saint

Cloud,

Minnesota,

Health

Care

Revenue

Bonds,

CentraCare

Health

System,

Refunding

Series

2014B,

5.000%,

5/01/23

No

Opt.

Call

AA-

$

2,470,264

6,590

Saint

Paul

Independent

School

District

625,

Ramsey

County,

Minnesota,

Certificates

of

Participation,

Series

2018B,

3.500%,

2/01/39

2/27

at

100.00

AAA

6,672,968

White

Bear

Lake

Independent

School

District

624,

Ramsey

County,

Minnesota,

General

Obligation

Bonds,

Facilities

Maintenance

Series

2021A:

3,785

2.000%,

2/01/28

2/27

at

100.00

AAA

3,684,811

3,205

2.000%,

2/01/29

2/27

at

100.00

AAA

3,071,864

4,135

2.000%,

2/01/30

2/27

at

100.00

AAA

3,900,670

89,455

Total

Minnesota

87,715,314

Mississippi

-

0.3%

6,570

Mississippi

Business

Finance

Corporation,

Pollution

Control

Revenue,

Mississippi

Power,

Series

2002,

3.200%,

9/01/28

3/24

at

100.00

A-

6,692,202

5,085

Mississippi

Business

Finance

Corporation,

Revenue

Bonds,

System

Energy

Resources,

Inc.

Project,

Refunding

Series

2019,

2.500%,

4/01/22

4/22

at

100.00

BBB+

5,085,000

Mississippi

Home

Corporation,

Single

Family

Mortgage

Revenue

Bonds,

Series

2020A:

2,490

2.450%,

12/01/39

6/29

at

100.00

Aaa

2,225,313

3,920

3.750%,

6/01/49

6/29

at

100.00

Aaa

4,026,154

1,470

Mississippi

Home

Corporation,

Single

Family

Mortgage

Revenue

Bonds,

Series

2021A,

2.000%,

12/01/40

6/30

at

100.00

Aaa

1,202,269

2,000

Mississippi

State,

Gaming

Tax

Revenue

Bonds,

Series

2019A,

4.000%,

10/15/38

10/28

at

100.00

A+

2,133,240

8,880

Mississippi

State,

General

Obligation

Bonds,

Series

2013B,

5.000%,

12/01/28,

(Pre-refunded

12/01/23)

12/23

at

100.00

AA

(4)

9,348,686

30,415

Total

Mississippi

30,712,864

Missouri

-

0.6%

1,175

Cape

Girardeau

County

Industrial

Development

Authority,

Missouri,

Health

Facilities

Revenue

Bonds,

Southeasthealth,

Series

2016A,

6.000%,

3/01/33

3/23

at

103.00

BBB-

1,246,287

1,100

Great

Rivers

Greenway

Metropolitan

Park

&

Recreation

District,

Missouri,

Sales

Tax

Appropriation

Bonds,

Gateway

Arch

Project,

Series

2014,

3.000%,

12/30/24,

(Pre-refunded

12/30/23)

12/23

at

100.00

A+

(4)

1,121,802

10,375

Missouri

Environmental

Improvement

and

Energy

Resources

Authority,

Revenue

Bonds,

Union

Electric

Company

Project,

Refunding

Series

1998A,

2.900%,

9/01/33

7/27

at

102.00

A

10,348,648

12,000

Missouri

Environmental

Improvement

and

Energy

Resources

Authority,

Revenue

Bonds,

Union

Electric

Company

Project,

Series

1998B,

2.900%,

9/01/33

7/27

at

102.00

A

11,969,520

15,085

Missouri

Environmental

Improvement

and

Energy

Resources

Authority,

Revenue

Bonds,

Union

Electric

Company

Project,

Series

1998C,

2.750%,

9/01/33

6/27

at

102.00

A

14,828,555

1,465

Missouri

Health

and

Educational

Facilities

Authority,

Educational

Facilities

Revenue

Bonds,

Saint

Louis

College

of

Pharmacy,

Series

2013,

5.250%,

5/01/33

5/23

at

100.00

BBB

1,519,337

220

Missouri

Health

and

Educational

Facilities

Authority,

Educational

Facilities

Revenue

Bonds,

Saint

Louis

College

of

Pharmacy,

Series

2015B,

4.000%,

5/01/32

11/23

at

100.00

BBB

227,190

1,390

Missouri

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

A.T.

Still

University

of

Health

Sciences,

Series

2014,

4.250%,

10/01/32,

(Pre-

refunded

10/01/23)

10/23

at

100.00

A-

(4)

1,441,750

Nuveen

Intermediate

Duration

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

140

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Missouri

(continued)

$

2,285

Missouri

Housing

Development

Commission,

Single

Family

Mortgage

Revenue

Bonds,

First

Place

Homeownership

Loan

Program,

Series

2019C,

2.750%,

11/01/39

5/29

at

100.00

AA+

$

2,287,011

1,580

Missouri

Housing

Development

Commission,

Single

Family

Mortgage

Revenue

Bonds,

First

Place

Homeownership

Loan

Program,

Series

2020A,

2.550%,

11/01/40

5/29

at

100.00

AA+

1,423,201

1,045

Missouri

Housing

Development

Commission,

Single

Family

Mortgage

Revenue

Bonds,

First

Place

Homeownership

Loan

Program,

Series

2021A,

2.150%,

11/01/41

5/30

at

100.00

AA+

898,146

4,335

Missouri

Housing

Development

Commission,

Single

Family

Mortgage

Revenue

Bonds,

First

Place

Homeownership

Loan

Program,

Series

2021B,

2.000%,

11/01/41

5/30

at

100.00

AA+

3,507,318

Missouri

Joint

Municipal

Electric

Utility

Commission,

Power

Project

Revenue

Bonds,

Iatan

2

Project,

Refunding

Series

2014A:

1,365

5.000%,

1/01/25

1/24

at

100.00

A2

1,435,966

2,590

5.000%,

1/01/26

1/24

at

100.00

A2

2,724,654

1,010

5.000%,

1/01/32

1/24

at

100.00

A2

1,061,803

4,150

Missouri

Joint

Municipal

Electric

Utility

Commission,

Power

Project

Revenue

Bonds,

Plum

Point

Project,

Refunding

Series

2014A,

5.000%,

1/01/23

No

Opt.

Call

A

4,257,858

1,065

Stoddard

County

Industrial

Development

Authority,

Missouri,

Health

Facility

Revenue

Bonds,

Southeasthealth,

Series

2016B,

6.000%,

3/01/37

3/23

at

103.00

BBB-

1,128,953

62,235

Total

Missouri

61,427,999

Montana

-

0.7%

1,500

Cascade

County

High

School

District

A

Great

Falls,

Montana,

General

Obligation

Bonds,

School

Buidling

Series

2018,

5.000%,

7/01/38

7/28

at

100.00

A+

1,699,320

25,675

Forsyth,

Montana

Pollution

Control

Revenue

Bonds,

Portland

General

Electric

Company

Project,

Refunding

Series

1998A,

2.125%,

5/01/33

3/30

at

102.00

A1

22,716,726

35,095

Forsyth,

Rosebud

County,

Montana,

Pollution

Control

Revenue

Refunding

Bonds,

Northwestern

Corporation

Colstrip

Project,

Series

2016,

2.000%,

8/01/23

No

Opt.

Call

A

35,150,801

1,000

Gallatin

County

School

District

44

Belgrade,

Montana,

General

Obligation

Bonds,

School

Building

Series

2019,

4.000%,

6/01/33

6/29

at

100.00

A+

1,081,260

1,075

Montana

Board

of

Housing,

Single

Family

Mortgage

Bonds,

Series

2021A-

1,

2.000%,

12/01/41

6/30

at

100.00

AA+

882,833

1,725

Montana

Board

of

Housing,

Single

Family

Mortgage

Bonds,

Series

2021B,

2.000%,

12/01/41

12/30

at

100.00

AA+

1,394,628

560

Montana

Facility

Finance

Authority,

Montana,

Health

Facilities

Reveue

Bonds,

Bozeman

Deaconess

Health

Services

Obligated

Group,

Series

2018,

3.250%,

6/01/32

6/28

at

100.00

A

567,280

66,630

Total

Montana

63,492,848

National

-

0.1%

673

BB&T

Municipal

Trust

Pool

Tax

Exempt

Lease

Certificates

Class

D

Series

2018,

1.370%,

7/31/23,

144A

(SIFMA

reference

rate

+

1.000%

spread)

(5)

No

Opt.

Call

A+

672,712

5,342

Freddie

Mac

Multi-Family

ML

Certificates,

Series

ML

05,

Series

2019A,

3.400%,

1/25/36

No

Opt.

Call

AA+

5,552,961

4,878

Freddie

Mac

Multi-Family

ML

Certificates,

Series

ML

08,

Series

2021,

1.877%,

7/25/37

No

Opt.

Call

AA+

4,282,560

10,893

Total

National

10,508,233

141

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Nebraska

-

1.0%

$

5,000

Central

Plains

Energy

Project,

Nebraska,

Gas

Project

4

Revenue

Bonds,

Series

2018A,

5.000%,

3/01/50,

(Mandatory

Put

1/01/24)

10/23

at

100.43

A2

$

5,201,050

3,380

Central

Plains

Energy

Project,

Nebraska,

Gas

Supply

Revenue

Bonds,

Refunding

Series

2019,

4.000%,

12/01/49,

(Mandatory

Put

8/01/25)

5/25

at

100.50

Aa2

3,544,606

Douglas

County

Hospital

Authority

2,

Nebraska,

Hospital

Revenue

Bonds,

Madonna

Rehabilitation

Hospital

Project,

Series

2014:

2,025

5.000%,

5/15/28

5/24

at

100.00

A-

2,136,638

9,355

5.000%,

5/15/44

5/24

at

100.00

A-

9,821,253

680

Douglas

County

School

District

10

Elkhorn,

Nebraska,

General

Obligation

Bonds,

Public

Schools

Refunding

Series

2012,

4.000%,

6/15/23,

(Pre-

refunded

6/15/22)

6/22

at

100.00

AA-

(4)

684,162

370

Douglas

County

School

District

10

Elkhorn,

Nebraska,

General

Obligation

Bonds,

Public

Schools

Series

2015,

5.000%,

12/15/22

No

Opt.

Call

AA-

379,505

Madison

County

Hospital

Authority

1,

Nebraska,

Hospital

Revenue

Bonds,

Faith

Regional

Health

Services

Project,

Series

2018:

540

5.000%,

7/01/23

No

Opt.

Call

BBB

560,061

1,250

5.000%,

7/01/24

No

Opt.

Call

BBB

1,326,113

530

5.000%,

7/01/25

No

Opt.

Call

BBB

575,188

750

5.000%,

7/01/26

7/25

at

100.00

BBB

814,470

200

5.000%,

7/01/27

7/25

at

100.00

BBB

217,272

835

5.000%,

7/01/28

7/25

at

100.00

BBB

906,468

485

5.000%,

7/01/29

7/25

at

100.00

BBB

524,692

1,000

5.000%,

7/01/30

7/25

at

100.00

BBB

1,080,100

180

5.000%,

7/01/33

7/25

at

100.00

BBB

193,903

Nebraska

Investment

Finance

Authority,

Single

Family

Housing

Revenue

Bonds,

Series

2019D:

155

2.600%,

9/01/34

3/29

at

100.00

AA+

146,855

7,205

2.850%,

9/01/39

3/29

at

100.00

AA+

6,874,506

10,000

Nebraska

Investment

Finance

Authority,

Single

Family

Housing

Revenue

Bonds,

Series

2020A,

2.550%,

9/01/40

3/29

at

100.00

AA+

9,144,400

590

Nebraska

Investment

Finance

Authority,

Single

Family

Housing

Revenue

Bonds,

Series

2021A,

1.950%,

9/01/37

3/30

at

100.00

AA+

510,562

17,770

Nebraska

Investment

Finance

Authority,

Single

Family

Housing

Revenue

Bonds,

Series

2021C,

2.300%,

9/01/41

9/30

at

100.00

AA+

15,040,706

1,380

Papillion-LaVista

School

District

27,

Sarpy

County,

Nebraska,

General

Obligation

Bonds,

Refunding

Series

2020B,

4.000%,

12/01/26

No

Opt.

Call

Aa2

1,496,003

645

Papillion-LaVista

School

District

27,

Sarpy

County,

Nebraska,

General

Obligation

Bonds,

Series

2014,

5.000%,

12/01/22,

(ETM)

No

Opt.

Call

Aa2

(4)

660,622

8,035

Public

Power

Generation

Agency,

Nebraska,

Whelan

Energy

Center

Unit

2

Revenue

Bonds,

Refunding

Series

2016A,

5.000%,

1/01/32

7/26

at

100.00

A2

8,939,339

Sarpy

County

School

District

037

Gretna

Public

Schools,

Nebraska,

General

Obligation

Bonds,

Refunding

Series

2019:

1,195

5.000%,

6/15/26

No

Opt.

Call

AA-

1,337,934

1,430

5.000%,

6/15/28

No

Opt.

Call

AA-

1,664,877

1,480

5.000%,

6/15/29

No

Opt.

Call

AA-

1,750,189

1,760

4.000%,

6/15/33

6/29

at

100.00

AA-

1,941,104

2,240

Sarpy

County,

Nebraska,

Limited

Tax

Highway

Allocation

Fund

Pledge

Bonds,

Series

2021,

2.000%,

6/01/27

6/26

at

100.00

Aaa

2,222,998

6,320

Saunders

County

School

District

1,

Ashland-Greenwood,

Nebraska,

General

Obligation

Bonds,

Series

2021,

2.000%,

12/15/50

12/30

at

100.00

A+

4,303,478

Nuveen

Intermediate

Duration

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

142

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Nebraska

(continued)

Scotts

Bluff

County

Hospital

Authority

1,

Nebraska,

Hospital

Revenue

Bonds,

Regional

West

Medical

Center

Project,

Refunding

&

Improvement

Series

2016A:

$

3,660

5.250%,

2/01/28

2/27

at

100.00

BB+

$

3,942,003

1,355

5.250%,

2/01/29

2/27

at

100.00

BB+

1,455,731

6,015

Southeast

Community

College

Area,

Nebraska,

Certificates

of

Participation,

Series

2018,

3.375%,

12/15/37

6/28

at

100.00

Aa1

6,192,443

97,815

Total

Nebraska

95,589,231

Nevada

-

1.4%

Clark

County,

Nevada,

Airport

Revenue

Bonds,

Jet

Aviation

Fuel

Tax,

Refunding

Series

2013A:

2,000

5.000%,

7/01/22,

(AMT)

No

Opt.

Call

A1

2,017,840

1,050

5.000%,

7/01/23,

(AMT)

1/23

at

100.00

A1

1,076,156

1,905

5.000%,

7/01/24,

(AMT)

1/23

at

100.00

A1

1,951,939

5,285

Clark

County,

Nevada,

General

Obligation

Bonds,

Refunding

Flood

Control

Series

2014,

4.000%,

11/01/33,

(Pre-refunded

11/01/24)

11/24

at

100.00

AA+

(4)

5,555,592

Clark

County,

Nevada,

Highway

Revenue

Bonds,

Indexed

Fuel

Tax

&

Motor

Vehicle

Fuel

Tax

Series

2021:

3,885

5.000%,

7/01/26

No

Opt.

Call

AA-

4,337,292

4,075

5.000%,

7/01/27

No

Opt.

Call

AA-

4,642,729

4,280

5.000%,

7/01/28

No

Opt.

Call

AA-

4,962,660

10,000

Clark

County,

Nevada,

Passenger

Facility

Charge

Revenue

Bonds,

Las

Vegas-McCarran

International

Airport,

Refunding

Series

2019E,

5.000%,

7/01/23

No

Opt.

Call

Aa3

10,390,300

Henderson,

Nevada,

Limited

Obligation

Bonds,

Local

Improvement

District

T-18

Inspirada,

Refunding

Series

2016:

1,750

4.000%,

9/01/32

9/26

at

100.00

N/R

1,768,900

2,275

4.000%,

9/01/35

9/26

at

100.00

N/R

2,284,873

3,585

Las

Vegas

Convention

and

Visitors

Authority,

Nevada,

Revenue

Bonds,

Refunding

Series

2017B,

4.000%,

7/01/34

7/27

at

100.00

Aa3

3,787,373

15,060

Las

Vegas

Valley

Water

District,

Nevada,

General

Obligation

Bonds,

Limited

Tax

Refunding

Series

2021C,

5.000%,

6/01/27

No

Opt.

Call

Aa1

17,171,412

Las

Vegas

Valley

Water

District,

Nevada,

General

Obligation

Bonds,

Limited

Tax

Refunding

Water

Series

2021A:

14,350

5.000%,

6/01/26

No

Opt.

Call

Aa1

16,052,484

21,185

5.000%,

6/01/27

No

Opt.

Call

Aa1

24,155,137

1,770

Las

Vegas

Valley

Water

District,

Nevada,

General

Obligation

Bonds,

Limited

Tax

Refunding

Water

Series

2021B,

5.000%,

6/01/25

No

Opt.

Call

Aa1

1,935,460

Las

Vegas

Valley

Water

District,

Nevada,

General

Obligation

Bonds,

Water

Series

2012B:

2,125

5.000%,

6/01/24,

(Pre-refunded

6/01/22)

6/22

at

100.00

Aa1

(4)

2,138,621

1,545

5.000%,

6/01/25,

(Pre-refunded

6/01/22)

6/22

at

100.00

Aa1

(4)

1,554,904

2,000

5.000%,

6/01/26

6/22

at

100.00

Aa1

2,012,820

250

Las

Vegas,

Nevada,

Local

Improvement

Bonds,

Special

Improvement

District

607

Providence,

Refunding

Series

2013,

5.000%,

6/01/22

No

Opt.

Call

N/R

251,117

2,860

Nevada

Housing

Division,

Single

Family

Housing

Mortgage

Revenue

Bonds,

Refunding

Series

2021A,

2.200%,

10/01/41

10/30

at

100.00

AA+

2,397,109

4,720

Nevada

State,

General

Obligation

Bonds,

Capital

Improvement

&

Cultural

Affairs,

Refunding

Series

2012B,

5.000%,

8/01/22

No

Opt.

Call

AA+

4,781,124

3,165

Sparks,

Nevada,

Sales

Tax

Revenue

Bonds,

Tourism

Improvement

District

1

Legends

at

Sparks

Marina,

Refunding

Senior

Series

2019A,

2.750%,

6/15/28,

144A

No

Opt.

Call

Ba2

3,080,938

143

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Nevada

(continued)

$

13,490

Washoe

County,

Nevada,

Gas

and

Water

Facilities

Revenue

Bonds,

Sierra

Pacific

Power

Company,

Refunding

Series

2016B,

3.000%,

3/01/36,

(Mandatory

Put

6/01/22)

No

Opt.

Call

A+

$

13,515,091

2,695

Washoe

County,

Nevada,

Water

Facilities

Revenue

Bonds,

Sierra

Pacific

Power

Company

Project,

Refunding

Series

2016C,

0.625%,

3/01/36,

(AMT),

(Mandatory

Put

4/15/22)

No

Opt.

Call

A2

2,694,542

125,305

Total

Nevada

134,516,413

New

Hampshire

-

0.4%

16,859

National

Finance

Authority,

New

Hampshire,

Municipal

Certificates

Series

2020-1

Class

A,

4.125%,

1/20/34

No

Opt.

Call

BBB

18,012,868

16,885

New

Hampshire

Business

Finance

Authority,

Pollution

Control

Revenue

Bonds,

United

Illuminating

Company,

Refunding

Series

2003A,

2.800%,

10/01/33,

(Mandatory

Put

10/02/23)

No

Opt.

Call

A

17,012,651

1,145

New

Hampshire

Business

Finance

Authority,

Water

Facility

Revenue

Bonds,

Pennichuck

Water

Works

Inc.

Project

,

Series

2015A.,

4.250%,

1/01/36,

(Pre-refunded

1/01/26),

(AMT)

1/26

at

100.00

N/R

(4)

1,228,665

New

Hampshire

Health

and

Education

Facilities

Authority,

Revenue

Bonds,

Concord

Hospital,

Series

2021A:

1,000

4.000%,

10/01/32

4/31

at

100.00

AA-

1,106,080

1,000

4.000%,

10/01/34

4/31

at

100.00

AA-

1,093,550

1,000

4.000%,

10/01/38

4/31

at

100.00

AA-

1,089,520

1,840

New

Hampshire

Health

and

Education

Facilities

Authority,

Revenue

Bonds,

Elliot

Hospital,

Series

2016,

5.000%,

10/01/38

10/26

at

100.00

A-

2,013,181

920

New

Hampshire

Health

and

Education

Facilities

Authority,

Revenue

Bonds,

Southern

New

Hampshire

Medical

Center,

Series

2016,

3.500%,

10/01/34

10/26

at

100.00

A-

932,033

40,649

Total

New

Hampshire

42,488,548

New

Jersey

-

5.2%

11,380

Berkeley

Township,

New

Jersey,

General

Obligation

Bonds,

Anticipation

Notes,

Series

2021B,

1.000%,

8/30/22

No

Opt.

Call

N/R

11,366,116

Camden

County

Improvement

Authority,

New

Jersey,

Health

Care

Redevelopment

Revenue

Bonds,

Cooper

Health

System

Obligated

Group

Issue,

Refunding

Series

2014A:

2,500

5.000%,

2/15/30

2/24

at

100.00

BBB+

2,627,250

1,045

5.000%,

2/15/34

2/24

at

100.00

BBB+

1,096,853

Clifton,

New

Jersey,

General

Obligation

Bonds,

Refunding

Series

2021:

1,150

2.000%,

8/15/29

-

BAM

Insured

8/28

at

100.00

AA

1,107,151

2,075

2.000%,

8/15/30

-

BAM

Insured

8/28

at

100.00

AA

1,972,765

2,045

2.000%,

8/15/31

-

BAM

Insured

8/28

at

100.00

AA

1,919,355

East

Brunswick

Township,

Middlesex

County,

New

Jersey,

General

Obligation

Bonds,

Series

2021:

1,095

2.000%,

2/15/26

No

Opt.

Call

Aa1

1,091,014

1,385

2.000%,

2/15/27

No

Opt.

Call

Aa1

1,367,535

1,355

2.000%,

2/15/30

2/29

at

100.00

Aa1

1,282,752

1,370

Flemington-Raritan

Regional

School

District,

Hunterdon

County,

New

Jersey,

General

Obligation

Bonds,

Series

2019,

2.375%,

9/01/34

9/26

at

100.00

AA

1,252,481

5,035

Gloucester

County

Pollution

Control

Financing

Authority,

New

Jersey,

Pollution

Control

Revenue

Bonds,

Logan

Project,

Refunding

Series

2014A,

5.000%,

12/01/24,

(AMT)

No

Opt.

Call

BBB-

5,230,106

1,585

Gloucester

Township,

New

Jersey,

General

Obligation

Bonds,

Series

2019,

2.250%,

2/01/29

-

BAM

Insured

No

Opt.

Call

AA

1,496,272

Nuveen

Intermediate

Duration

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

144

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

New

Jersey

(continued)

Hudson

County

Improvement

Authority,

New

Jersey,

County

Secured

Lease

Revenue

Bonds,

Hudson

County

Courthouse

Project,

Series

2020:

$

1,010

5.000%,

10/01/27

No

Opt.

Call

AA

$

1,157,066

1,000

5.000%,

10/01/29

No

Opt.

Call

AA

1,182,170

New

Jersey

Economic

Development

Authority,

Cigarette

Tax

Revenue

Refunding

Bonds,

Series

2012:

2,635

5.000%,

6/15/22,

(ETM)

No

Opt.

Call

BBB

(4)

2,656,027

1,100

5.000%,

6/15/22,

(ETM)

No

Opt.

Call

AA

(4)

1,108,888

7,180

5.000%,

6/15/23,

(Pre-refunded

6/15/22)

6/22

at

100.00

BBB

(4)

7,237,296

2,990

5.000%,

6/15/24,

(Pre-refunded

6/15/22)

6/22

at

100.00

BBB

(4)

3,013,860

7,615

5.000%,

6/15/25,

(Pre-refunded

6/15/22)

6/22

at

100.00

BBB

(4)

7,675,768

5,000

5.000%,

6/15/26,

(Pre-refunded

6/15/22)

6/22

at

100.00

BBB

(4)

5,039,900

1,030

4.250%,

6/15/27,

(Pre-refunded

6/15/22)

6/22

at

100.00

BBB

(4)

1,036,705

4,625

5.000%,

6/15/28,

(Pre-refunded

6/15/22)

6/22

at

100.00

BBB

(4)

4,661,908

New

Jersey

Economic

Development

Authority,

New

Jersey,

Transit

Transportation

Project

Revenue

Bonds,

Series

2020A:

4,115

5.000%,

11/01/32

11/29

at

100.00

Baa1

4,626,865

6,265

4.000%,

11/01/37

11/29

at

100.00

Baa1

6,507,079

2,750

4.000%,

11/01/38

11/29

at

100.00

Baa1

2,851,365

New

Jersey

Economic

Development

Authority,

Private

Activity

Bonds,

The

Goethals

Bridge

Replacement

Project,

Series

2013:

1,350

5.000%,

1/01/28,

(AMT)

1/24

at

100.00

A2

1,409,333

2,345

5.000%,

1/01/31

-

AGM

Insured,

(AMT)

1/24

at

100.00

AA

2,452,776

6,980

New

Jersey

Economic

Development

Authority,

Revenue

Bonds,

Motor

Vehicle

Surcharge,

Refunding

Subordinate

Series

2017A,

3.375%,

7/01/30

7/27

at

100.00

Baa3

7,013,713

25,000

New

Jersey

Economic

Development

Authority,

School

Facilities

Construction

Bonds,

Refunding

Series

2015XX,

5.000%,

6/15/27

6/25

at

100.00

Baa1

26,927,000

New

Jersey

Economic

Development

Authority,

School

Facilities

Construction

Bonds,

Social

Series

2021QQQ:

625

5.000%,

6/15/26

No

Opt.

Call

Baa1

687,425

455

5.000%,

6/15/27

No

Opt.

Call

Baa1

506,979

430

5.000%,

6/15/28

No

Opt.

Call

Baa1

483,398

6,000

New

Jersey

Economic

Development

Authority,

Special

Facility

Revenue

Bonds,

Port

Newark

Container

Terminal

LLC

Project,

Refunding

Series

2017,

5.000%,

10/01/47,

(AMT)

10/27

at

100.00

Baa3

6,446,100

15,515

New

Jersey

Economic

Development

Authority,

Water

Facilities

Revenue

Bonds,

New

Jersey-American

Water

Company

Inc.

Project,

Refunding

Series

2019A,

2.200%,

10/01/39,

(AMT),

(Mandatory

Put

12/03/29)

12/29

at

100.00

A+

15,017,124

19,070

New

Jersey

Economic

Development

Authority,

Water

Facilities

Revenue

Bonds,

New

Jersey-American

Water

Company

Inc.

Project,

Refunding

Series

2020D,

1.100%,

11/01/29,

(AMT),

(Mandatory

Put

12/01/27)

No

Opt.

Call

A+

16,992,705

3,345

New

Jersey

Health

Care

Facilities

Authority,

Revenue

Bonds,

Atlanticare

Health

System

Obligated

Group

Issue,

Series

2021,

2.375%,

7/01/46

7/31

at

100.00

AA-

2,560,999

2,170

New

Jersey

Health

Care

Facilities

Financing

Authority,

Revenue

Bonds,

Barnabas

Health,

Refunding

Series

2014A,

5.000%,

7/01/44

7/24

at

100.00

AA-

2,304,084

10,310

New

Jersey

Health

Care

Facilities

Financing

Authority,

Revenue

Bonds,

RWJ

Barnabas

Health

Obligated

Group,

Term

Series

2019B-3,

5.000%,

7/01/45,

(Mandatory

Put

7/01/26)

4/26

at

100.83

AA-

11,492,557

1,000

New

Jersey

Health

Care

Facilities

Financing

Authority,

Revenue

Bonds,

Saint

Joseph's

Healthcare

System

Obligated

Group

Issue,

Refunding

Series

2016,

5.000%,

7/01/35

7/26

at

100.00

BBB-

1,105,230

145

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

New

Jersey

(continued)

$

1,200

New

Jersey

Health

Care

Facilities

Financing

Authority,

Revenue

Bonds,

Virtua

Health,

Refunding

Series

2013,

5.000%,

7/01/24

1/24

at

100.00

AA-

$

1,261,968

New

Jersey

Higher

Education

Student

Assistance

Authority,

Student

Loan

Revenue

Bonds,

Senior

Lien

Series

2017-1A:

2,130

3.500%,

12/01/29,

(AMT)

12/26

at

100.00

Aaa

2,132,577

5,550

3.750%,

12/01/31,

(AMT)

12/26

at

100.00

Aaa

5,585,021

5,675

4.000%,

12/01/32,

(AMT)

12/26

at

100.00

Aaa

5,776,355

2,370

3.750%,

12/01/33,

(AMT)

12/26

at

100.00

Aaa

2,411,949

785

New

Jersey

Housing

and

Mortgage

Finance

Agency,

Single

Family

Housing

Revenue

Bonds,

Series

2018A,

3.750%,

10/01/35

10/27

at

100.00

AA

792,921

New

Jersey

State,

General

Obligation

Bonds,

Covid-19

Emergency

Series

2020A:

13,420

5.000%,

6/01/27

No

Opt.

Call

A3

15,084,885

2,965

5.000%,

6/01/28

No

Opt.

Call

A3

3,376,157

27,045

5.000%,

6/01/29

No

Opt.

Call

A3

31,150,701

20,000

4.000%,

6/01/30

No

Opt.

Call

A3

21,768,000

5,295

4.000%,

6/01/32

No

Opt.

Call

A3

5,800,884

1,005

New

Jersey

State,

General

Obligation

Bonds,

Various

Purpose

Series

2020,

2.250%,

6/01/35

12/27

at

100.00

A3

870,491

New

Jersey

Transportation

Trust

Fund

Authority,

Federal

Highway

Reimbursement

Revenue

Notes,

Series

2018A:

6,245

5.000%,

6/15/24

No

Opt.

Call

A+

6,636,312

8,725

5.000%,

6/15/29

6/26

at

100.00

A+

9,658,750

9,615

5.000%,

6/15/30

6/26

at

100.00

A+

10,638,324

10,590

5.000%,

6/15/31

6/26

at

100.00

A+

11,702,903

1,780

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

System

Bonds,

Refunding

Series

2006C,

0.000%,

12/15/31

-

FGIC

Insured

No

Opt.

Call

Baa1

1,292,725

11,585

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

System

Bonds,

Series

2010D,

5.000%,

12/15/23

No

Opt.

Call

Baa1

12,126,830

7,460

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

System

Bonds,

Series

2012A,

5.000%,

6/15/42,

(Pre-refunded

6/15/22)

6/22

at

100.00

Baa1

(4)

7,518,785

14,025

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

System

Bonds,

Series

2012AA,

5.000%,

6/15/22

No

Opt.

Call

Baa1

14,125,279

920

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

System

Bonds,

Series

2013AA,

5.000%,

6/15/36

6/23

at

100.00

Baa1

948,649

2,500

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

System

Bonds,

Series

2014BB-2.

Remarketed

to

Fixed

Rate,

5.000%,

6/15/34

6/31

at

100.00

Baa1

2,848,125

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

System

Bonds,

Series

2015AA:

1,910

5.250%,

6/15/33

6/25

at

100.00

Baa1

2,073,496

2,210

5.250%,

6/15/34

6/25

at

100.00

Baa1

2,397,740

80

5.000%,

6/15/45

6/25

at

100.00

Baa1

85,448

2,000

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

System

Bonds,

Series

2018A,

5.000%,

12/15/23

No

Opt.

Call

Baa1

2,093,540

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

System

Bonds,

Series

2019A:

2,500

5.000%,

12/15/25

No

Opt.

Call

Baa1

2,723,075

5,020

5.000%,

12/15/26

No

Opt.

Call

Baa1

5,571,096

10,230

5.000%,

12/15/33

12/29

at

100.00

Baa1

11,507,829

3,015

4.000%,

12/15/39

12/29

at

100.00

Baa1

3,121,249

9,490

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

System

Bonds,

Series

2019AA,

3.750%,

6/15/33

12/28

at

100.00

Baa1

9,731,520

6,115

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

System

Bonds,

Series

2019BB,

5.000%,

6/15/33

12/28

at

100.00

Baa1

6,824,401

Nuveen

Intermediate

Duration

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

146

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

New

Jersey

(continued)

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

System

Bonds,

Series

2020AA:

$

2,500

4.000%,

6/15/35

12/30

at

100.00

Baa1

$

2,616,325

4,250

4.000%,

6/15/36

12/30

at

100.00

Baa1

4,434,195

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

System

Bonds,

Series

2021A:

3,070

5.000%,

6/15/32

6/31

at

100.00

Baa1

3,524,943

2,565

5.000%,

6/15/33

6/31

at

100.00

Baa1

2,935,617

26,650

New

Jersey

Turnpike

Authority,

Turnpike

Revenue

Bonds,

Series

2020D,

5.000%,

1/01/28

No

Opt.

Call

A+

29,627,871

2,775

Ocean

City,

New

Jersey,

General

Obligation

Bonds,

General

Improvement

Series

2019,

2.250%,

9/15/33

9/26

at

100.00

AA

2,549,365

2,330

Ocean

City,

New

Jersey,

General

Obligation

Bonds,

Refunding

General

Improvement

Series

2016,

1.000%,

11/15/28

11/24

at

100.00

AA

2,132,020

2,855

Salem

County

Pollution

Control

Financing

Authority,

New

Jersey,

Pollution

Control

Revenue

Bonds,

Chambers

Project,

Refunding

Series

2014A,

5.000%,

12/01/23,

(AMT)

No

Opt.

Call

BBB

2,932,171

1,530

South

Orange

&

Maplewood

School

District,

Essex

County,

New

Jersey,

General

Obligation

Bonds,

Series

2021,

2.125%,

8/15/42

8/29

at

100.00

N/R

1,154,844

Tobacco

Settlement

Financing

Corporation,

New

Jersey,

Tobacco

Settlement

Asset-Backed

Bonds,

Series

2018A:

6,360

5.000%,

6/01/26

No

Opt.

Call

A

6,950,908

6,755

5.000%,

6/01/28

No

Opt.

Call

A

7,592,147

145

5.000%,

6/01/29

6/28

at

100.00

A

162,472

3,310

5.000%,

6/01/30

6/28

at

100.00

A

3,691,941

6,560

5.000%,

6/01/31

6/28

at

100.00

A-

7,296,229

6,205

5.000%,

6/01/35

6/28

at

100.00

A-

6,864,840

11,265

4.000%,

6/01/37

6/28

at

100.00

A-

11,804,706

Tobacco

Settlement

Financing

Corporation,

New

Jersey,

Tobacco

Settlement

Asset-Backed

Bonds,

Series

2018B:

7,090

3.200%,

6/01/27

No

Opt.

Call

BBB

7,100,493

2,770

5.000%,

6/01/46

6/28

at

100.00

BB+

2,991,877

2,585

Toms

River

Board

of

Education,

Ocean

County,

New

Jersey,

General

Obligation

Bonds,

Regional

Schools

Series

2019,

2.000%,

7/15/26

No

Opt.

Call

AA-

2,528,802

478,955

Total

New

Jersey

504,493,721

New

Mexico

-

0.6%

Central

New

Mexico

Community

College,

Bernalillo

and

Sandoval

Counties,

New

Mexico,

General

Obligation

Bonds,

Limited

Tax

Refunding

Series

2021B:

3,260

4.000%,

8/15/24

No

Opt.

Call

AA+

3,419,186

3,350

4.000%,

8/15/25

No

Opt.

Call

AA+

3,572,373

5,355

Farmington,

New

Mexico,

Pollution

Control

Revenue

Bonds,

Public

Service

Company

of

New

Mexico

San

Juan

and

Four

Corners

Projects,

Refunding

Series

2016B,

2.150%,

4/01/33

10/31

at

101.00

N/R

4,723,271

8,560

Farmington,

New

Mexico,

Pollution

Control

Revenue

Bonds,

Public

Service

Company

of

New

Mexico

San

Juan

Project,

Refunding

Series

2010E,

1.150%,

6/01/40,

(Mandatory

Put

6/01/24)

No

Opt.

Call

BBB

8,319,549

12,500

New

Mexico

Hospital

Equipment

Loan

Council,

Hospital

Revenue

Bonds,

Presbyterian

Healthcare

Services,

Series

2019B,

5.000%,

8/01/49,

(Mandatory

Put

8/01/25)

5/25

at

100.87

AA

13,649,750

1,290

New

Mexico

Mortgage

Finance

Authority,

Single

Family

Mortgage

Program

Bonds,

Class

1

Series

2018B,

3.750%,

7/01/38

7/27

at

100.00

Aaa

1,308,395

147

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

New

Mexico

(continued)

$

3,460

New

Mexico

Mortgage

Finance

Authority,

Single

Family

Mortgage

Program

Bonds,

Class

1

Series

2018C,

3.750%,

7/01/38

1/28

at

100.00

Aaa

$

3,558,299

3,560

New

Mexico

Mortgage

Finance

Authority,

Single

Family

Mortgage

Program

Bonds,

Class

1

Series

2019D,

3.000%,

7/01/39

1/29

at

100.00

Aaa

3,386,272

1,740

New

Mexico

Mortgage

Finance

Authority,

Single

Family

Mortgage

Program

Bonds,

Class

1

Series

2019F,

2.850%,

7/01/39

1/29

at

100.00

Aaa

1,683,224

2,485

New

Mexico

Mortgage

Finance

Authority,

Single

Family

Mortgage

Program

Bonds,

Class

1

Series

2021A,

2.150%,

7/01/41

7/30

at

100.00

Aaa

2,110,262

4,845

New

Mexico

Mortgage

Finance

Authority,

Single

Family

Mortgage

Program

Bonds,

Class

1

Series

2021C,

2.100%,

7/01/41

7/30

at

100.00

Aaa

4,092,329

3,555

New

Mexico

Mortgage

Finance

Authority,

Single

Family

Mortgage

Program

Bonds,

Class

1

Series

2021D,

2.350%,

7/01/41

1/31

at

100.00

N/R

3,037,250

9,055

New

Mexico

Municipal

Energy

Acquisition

Authority,

Gas

Supply

Revenue

Bonds,

Refunding

&

Aquisition

Sub-Series

2019A,

5.000%,

11/01/39,

(Mandatory

Put

5/01/25)

2/25

at

100.73

Aa2

9,738,743

750

Winrock

Town

Center

Tax

Increment

Development

District

1,

Albuquerque,

New

Mexico,

Gross

Receipts

Tax

Increment

Bonds,

Senior

Lien

Series

2022,

4.000%,

5/01/33,

144A

5/29

at

103.00

N/R

709,395

63,765

Total

New

Mexico

63,308,298

New

York

-

6.4%

Albany

County

Airport

Authority,

New

York,

Airport

Revenue

Bonds,

Refunding

Series

2020B.

Forward

Delivery:

1,000

5.000%,

12/15/22,

(AMT)

No

Opt.

Call

A-

1,023,070

1,225

5.000%,

12/15/23,

(AMT)

No

Opt.

Call

A-

1,284,388

1,145

5.000%,

12/15/24,

(AMT)

No

Opt.

Call

A-

1,220,742

Albany

County,

New

York,

General

Obligation

Bonds,

Refunding

Forward

Delivery

Series

2019C:

1,915

5.000%,

11/01/22

No

Opt.

Call

AA

1,956,230

1,515

5.000%,

11/01/23

No

Opt.

Call

AA

1,590,811

Buffalo

and

Fort

Erie

Public

Bridge

Authority,

New

York,

Toll

Bridge

System

Revenue

Bonds,

Refunding

Series

2014:

300

5.000%,

1/01/24

No

Opt.

Call

A+

315,756

500

5.000%,

1/01/25

No

Opt.

Call

A+

538,670

3,390

Build

NYC

Resource

Corporation,

New

York,

Revenue

Bonds,

Family

Life

Academy

Charter

School,

Series

2020A-1,

5.250%,

6/01/40,

144A

12/30

at

100.00

N/R

3,100,291

4,360

Build

NYC

Resource

Corporation,

New

York,

Revenue

Bonds,

Family

Life

Academy

Charter

School,

Series

2020B-1,

5.000%,

6/01/40,

144A

12/30

at

100.00

N/R

4,218,213

4,000

Dormitory

Authority

of

the

State

of

New

York,

Revenue

Bonds,

Northwell

Healthcare

Inc,

Series

2019B-3,

5.000%,

5/01/48,

(Mandatory

Put

5/01/26)

11/25

at

100.00

A-

4,384,680

Dormitory

Authority

of

the

State

of

New

York,

Revenue

Bonds,

Orange

Regional

Medical

Center

Obligated

Group,

Series

2017:

1,900

5.000%,

12/01/25,

144A

No

Opt.

Call

BBB-

2,085,896

1,400

5.000%,

12/01/27,

144A

6/27

at

100.00

BBB-

1,584,576

1,300

5.000%,

12/01/29,

144A

6/27

at

100.00

BBB-

1,462,721

Dormitory

Authority

of

the

State

of

New

York,

State

Personal

Income

Tax

Revenue

Bonds,

General

Purpose,

Series

2021A:

10,230

5.000%,

3/15/28

No

Opt.

Call

AA+

11,800,407

20,000

5.000%,

3/15/29

No

Opt.

Call

AA+

23,441,600

10,000

Dormitory

Authority

of

the

State

of

New

York,

State

Personal

Income

Tax

Revenue

Bonds,

General

Purpose,

Series

2021E,

5.000%,

3/15/26

No

Opt.

Call

N/R

11,096,500

Nuveen

Intermediate

Duration

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

148

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

New

York

(continued)

Dormitory

Authority

of

the

State

of

New

York,

State

University

Educational

Facilities

Revenue

Bonds,

Third

General

Resolution,

Series

2012A:

$

10,515

5.000%,

5/15/24,

(Pre-refunded

5/15/22)

5/22

at

100.00

AA

(4)

$

10,564,210

9,375

5.000%,

5/15/25,

(Pre-refunded

5/15/22)

5/22

at

100.00

AA

(4)

9,418,875

7,900

Evans-Brant

Central

School

District,

Erie

County,

New

York,

General

Oligation

Bonds,

Series

2021C,

1.500%,

6/24/22

No

Opt.

Call

N/R

7,910,270

10,000

Guilderland

Central

School

District,

Albany

County,

New

York,

General

Obligation

Bonds,  Series

2021,

1.250%,

7/29/22

No

Opt.

Call

N/R

10,000,400

5,845

Long

Island

Power

Authority,

New

York,

Electric

System

General

Revenue

Bonds,

Notes

Series

2021,

1.000%,

9/01/25

9/23

at

100.00

A

5,540,709

Long

Island

Power

Authority,

New

York,

Electric

System

General

Revenue

Bonds,

Series

2000A:

110

0.000%,

6/01/22

-

AGM

Insured

No

Opt.

Call

AA

109,806

1,055

0.000%,

6/01/23

-

AGM

Insured

No

Opt.

Call

AA

1,031,991

1,265

Long

Island

Power

Authority,

New

York,

Electric

System

Revenue

Bonds,

Series

2012B,

5.000%,

9/01/26

9/22

at

100.00

A

1,283,305

32,280

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Bond

Anticipation

Note

Series

2019B-1,

5.000%,

5/15/22

No

Opt.

Call

N/R

32,414,608

21,520

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Bond

Anticipation

Note

Series

2019D-1,

5.000%,

9/01/22

No

Opt.

Call

N/R

21,818,913

9,500

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Bond

Anticipation

Note

Series

2019F,

5.000%,

11/15/22

No

Opt.

Call

N/R

9,687,910

9,825

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Bond

Anticipation

Note

Series

2020A-1,

5.000%,

2/01/23

No

Opt.

Call

N/R

10,065,319

6,000

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Green

Climate

Bond

Certified

Series

2020D-1,

5.000%,

11/15/43

11/30

at

100.00

A3

6,631,440

6,725

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Green

Climate

Bond

Certified

Series

2021A-1,

4.000%,

11/15/44

5/31

at

100.00

A3

6,896,017

965

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Refunding

Green

Climate

Certified

Series

2017C-1,

5.000%,

11/15/24

No

Opt.

Call

A3

1,032,984

2,380

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Refunding

Green

Climate

Certified

Series

2020E,

5.000%,

11/15/33

11/30

at

100.00

A3

2,674,239

15,990

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Refunding

Series

2012F,

5.000%,

11/15/30

11/22

at

100.00

A3

16,297,488

1,195

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Refunding

Series

2016D,

5.000%,

11/15/29

11/26

at

100.00

N/R

1,310,210

7,000

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Series

2015A-1,

5.000%,

11/15/36

5/25

at

100.00

A3

7,442,330

12,300

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Series

2021A-2,

4.000%,

11/15/42

5/31

at

100.00

A3

12,648,090

Monroe

County

Industrial

Development

Corporation,

New

York,

Revenue

Bonds,

Saint

Ann's

Community

Project,

Series

2019:

1,655

4.000%,

1/01/30

1/26

at

103.00

N/R

1,616,107

1,910

5.000%,

1/01/40

1/26

at

103.00

N/R

1,870,253

Nassau

County

Local

Economic

Assistance

Corporation,

New

York,

Revenue

Bonds,

Catholic

Health

Services

of

Long

Island

Obligated

Group

Project,

Series

2014:

1,525

5.000%,

7/01/28

7/24

at

100.00

A-

1,617,506

1,000

5.000%,

7/01/29

7/24

at

100.00

A-

1,059,990

149

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

New

York

(continued)

Nassau

County

Local

Economic

Assistance

Corporation,

New

York,

Revenue

Bonds,

Catholic

Health

Services

of

Long

Island

Obligated

Group

Project,

Series

2014B:

$

655

5.000%,

7/01/30

7/24

at

100.00

A-

$

693,698

2,455

5.000%,

7/01/32

7/24

at

100.00

A-

2,595,082

7,610

New

York

City

Housing

Development

Corporation,

New

York,

Multifamily

Housing

Revenue

Bonds,

Sustainable

Neighborhood

Series

2019A-3A,

1.125%,

5/01/60,

(Mandatory

Put

11/01/24)

5/22

at

100.00

AA+

7,389,310

New

York

City

Industrial

Development

Agency,

New

York,

PILOT

Payment

in

Lieu

of

Taxes

Revenue

Bonds,

Queens

Baseball

Stadium

Project,

Refunding

Series

2021A:

2,125

4.000%,

1/01/32

-

AGM

Insured

1/31

at

100.00

AA

2,303,117

1,650

3.000%,

1/01/33

-

AGM

Insured

1/31

at

100.00

AA

1,604,295

New

York

State

Housing

Finance

Agency,

Affordable

Housing

Revenue

Bonds,

Climate

Bond

Certified/Green

Bond

Series

2018I:

900

3.625%,

11/01/33

11/27

at

100.00

Aa2

924,039

2,000

3.875%,

11/01/38

11/27

at

100.00

Aa2

2,065,940

4,355

New

York

State

Housing

Finance

Agency,

Affordable

Housing

Revenue

Bonds,

Climate

Bond

Certified/Green

Bond

Series

2019D,

2.050%,

5/01/23

4/22

at

100.00

Aa2

4,355,523

2,335

New

York

State

Housing

Finance

Agency,

Affordable

Housing

Revenue

Bonds,

Climate

Bond

Certified/Sustainability

Green

Series

2020J,

0.750%,

5/01/25

7/22

at

100.00

Aa2

2,216,709

New

York

State

Housing

Finance

Agency,

Affordable

Housing

Revenue

Bonds,

Climate

Bond

Certified/

Sustainability

Series

2019P:

2,040

2.600%,

11/01/34

5/28

at

100.00

Aa2

1,910,766

10,105

2.850%,

11/01/39

5/28

at

100.00

Aa2

9,443,628

8,845

New

York

State

Housing

Finance

Agency,

Affordable

Housing

Revenue

Bonds,

Refunding

Series

2019C,

3.850%,

11/01/39

5/28

at

100.00

Aa2

9,039,413

18,955

New

York

State

Housing

Finance

Agency,

Affordable

Housing

Revenue

Bonds,

Refunding

Series

2020H,

2.300%,

11/01/40

5/29

at

100.00

Aa2

15,944,377

2,600

New

York

State

Housing

Finance

Agency,

Affordable

Housing

Revenue

Bonds,

Series

2019E,

2.125%,

11/01/23

4/22

at

100.00

Aa2

2,614,248

11,855

New

York

State

Mortgage

Agency,

Homeowner

Mortgage

Revenue

Bonds,

Series

223,

3.000%,

10/01/39

10/28

at

100.00

Aa1

11,546,414

10,175

New

York

State

Mortgage

Agency,

Homeowner

Mortgage

Revenue

Bonds,

Series

225,

2.300%,

10/01/40

10/29

at

100.00

Aa1

8,753,451

6,000

New

York

State

Mortgage

Agency,

Homeowner

Mortgage

Revenue

Bonds,

Series

227,

2.300%,

10/01/40

10/29

at

100.00

Aa1

5,161,740

21,935

New

York

State

Mortgage

Agency,

Homeowner

Mortgage

Revenue

Bonds,

Series

231,

2.400%,

10/01/41

4/30

at

100.00

Aa1

19,009,748

5,550

New

York

State

Mortgage

Agency,

Homeowner

Mortgage

Revenue

Bonds,

Series

233,

2.200%,

4/01/36

4/30

at

100.00

Aa1

4,907,143

12,255

New

York

State

Mortgage

Agency,

Homeowner

Mortgage

Revenue

Bonds,

Social

Series

239,

2.450%,

10/01/41

10/30

at

100.00

N/R

10,708,051

6,680

New

York

State

Urban

Development

Corporation,

State

Personal

Income

Tax

Revenue

Bonds,

General

Purpose,

Series

2020C,

5.000%,

3/15/26

No

Opt.

Call

AA+

7,401,774

Nuveen

Intermediate

Duration

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

150

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

New

York

(continued)

New

York

Transportation

Development

Corporation,

New

York,

Special

Facilities

Bonds,

LaGuardia

Airport

Terminal

B

Redevelopment

Project,

Series

2016A:

$

1,440

5.000%,

7/01/30,

(AMT)

7/24

at

100.00

BBB

$

1,522,958

2,045

4.000%,

7/01/32,

(AMT)

7/24

at

100.00

BBB

2,106,943

8,075

4.000%,

7/01/33,

(AMT)

7/24

at

100.00

BBB

8,313,455

9,785

5.000%,

7/01/34,

(AMT)

7/24

at

100.00

BBB

10,281,589

12,615

5.000%,

7/01/41,

(AMT)

7/24

at

100.00

BBB

13,200,462

2,690

4.000%,

7/01/46

-

AGM

Insured,

(AMT)

7/24

at

100.00

AA

2,756,443

50,000

5.000%,

7/01/46,

(AMT)

7/24

at

100.00

BBB

52,424,500

2,090

New

York

Transportation

Development

Corporation,

New

York,

Special

Facility

Revenue

Refunding

Bonds,

Terminal

One

Group

Association,

L.P.

Project,

Series

2015,

5.000%,

1/01/23,

(AMT)

No

Opt.

Call

BBB

2,133,660

New

York

Transportation

Development

Corporation,

Special

Facility

Revenue

Bonds,

Delta

Air

Lines,

Inc.

-

LaGuardia

Airport

Terminals

C&D

Redevelopment

Project,

Series

2018:

15,520

4.000%,

1/01/36,

(AMT)

1/28

at

100.00

Baa3

15,874,166

2,000

5.000%,

1/01/36,

(AMT)

1/28

at

100.00

Baa3

2,176,440

10,300

Port

Authority

of

New

York

and

New

Jersey,

Consolidated

Revenue

Bonds,

One

Hundred

Seventy

Ninth

Series

2013,

5.000%,

12/01/25

12/23

at

100.00

Aa3

10,841,883

Revenue

Bond

Certificate

Series

Trust:

13,164

2.500%,

2/01/42,

(Mandatory

Put

11/22/22),

144A

No

Opt.

Call

AA+

13,234,556

24,449

2.500%,

3/01/46,

(Mandatory

Put

11/22/22),

144A

No

Opt.

Call

AA+

24,523,578

Suffolk

County

Economic

Development

Corporation,

New

York,

Revenue

Bonds,

Catholic

Health

Services

of

Long

Island

Obligated

Group

Project,

Series

2014:

2,435

5.000%,

7/01/28

7/24

at

100.00

A-

2,582,707

2,695

5.000%,

7/01/29

7/24

at

100.00

A-

2,856,673

4,200

5.000%,

7/01/30

7/24

at

100.00

A-

4,448,136

2,100

5.000%,

7/01/31

7/24

at

100.00

A-

2,221,716

1,335

5.000%,

7/01/32

7/24

at

100.00

A-

1,411,175

3,080

5.000%,

7/01/33

7/24

at

100.00

A-

3,252,265

19,770

Triborough

Bridge

and

Tunnel

Authority,

New

York,

General

Revenue

Bonds,

MTA

Bridges

&

Tunnels,

Series

2021A,

5.000%,

11/01/25

No

Opt.

Call

A1

21,764,398

Troy

Capital

Resource

Corporation,

New

York,  Revenue

Bonds,

Rensselaer

Polytechnic

Institute,

Refunding

Series

2020A.

Forward

Delivery:

1,200

5.000%,

9/01/23

No

Opt.

Call

A3

1,253,160

1,835

5.000%,

9/01/24

No

Opt.

Call

A3

1,957,505

2,000

5.000%,

9/01/25

No

Opt.

Call

A3

2,179,280

20,135

Utility

Debt

Securitization

Authority,

New

York,

Restructuring

Bonds,

Refunding

Series

2015,

5.000%,

12/15/34

12/25

at

100.00

AAA

22,206,891

11,465

Westchester

County

Local

Development

Corporation,

New

York,

Revenue

Bond,

Purchase

Senior

Learning

Community,

Inc.

Project,

Accd

Inv,

Series

2021B-EFRB,

3.600%,

7/01/29

No

Opt.

Call

N/R

10,954,005

9,175

Westchester

County

Local

Development

Corporation,

New

York,

Revenue

Bond,

Purchase

Senior

Learning

Community,

Inc.

Project,

Accd

Inv,

Series

2021C-EFRB,

3.200%,

7/01/28,

144A

No

Opt.

Call

N/R

8,786,072

618,693

Total

New

York

627,900,603

North

Carolina

-

0.7%

Alamance

County,

North

Carolina,

General

Obligation

Bonds,

Public

Improvement

Series

2021:

7,515

5.000%,

5/01/26

No

Opt.

Call

AA

8,390,798

7,410

5.000%,

5/01/28

No

Opt.

Call

AA

8,589,524

151

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

North

Carolina

(continued)

$

2,395

Columbus

County

Industrial

Facilities

and

Pollution

Control

Financing

Authority,

North

Carolina,

Recovery

Zone

Facility

Bonds,

International

Paper

Company

Project,

Refunding

Series

2020A,

1.375%,

5/01/34,

(Mandatory

Put

6/16/25)

No

Opt.

Call

BBB

$

2,306,289

3,440

North

Carolina

Housing

Finance

Agency,

Home

Ownership

Revenue

Bonds,

1998

Trust

Agreement,

Series

2019-42,

2.625%,

7/01/39

7/28

at

100.00

AA+

3,117,191

5,135

North

Carolina

Housing

Finance

Agency,

Home

Ownership

Revenue

Bonds,

1998

Trust

Agreement,

Series

2020-43,

2.800%,

1/01/40

1/29

at

100.00

AA+

4,716,035

12,735

North

Carolina

Housing

Finance

Agency,

Home

Ownership

Revenue

Bonds,

1998

Trust

Agreement,

Series

2021-47,

2.300%,

7/01/41

7/30

at

100.00

AA+

10,807,048

11,625

North

Carolina

Municipal

Power

Agency

1,

Catawba

Electric

Revenue

Bonds,

Series

2015C,

5.000%,

1/01/29

1/26

at

100.00

A

12,733,328

13,610

North

Carolina

State,

Limited

Obligation

Bonds,

Series

2020B,

5.000%,

5/01/26

No

Opt.

Call

AA+

15,213,122

63,865

Total

North

Carolina

65,873,335

North

Dakota

-

0.8%

5,395

Cass

County

Joint

Water

Reserve

District,

North

Dakota,

Temporary

Improvement  Special

Assessment

Bonds,

Refunding

Series

2021A,

0.480%,

5/01/24

11/22

at

100.00

Aa3

5,160,048

Fargo,

North

Dakota,

General

Obligation

Bonds,

Refunding

Improvement

Series

2021A:

1,250

4.000%,

5/01/26

5/25

at

100.00

Aa2

1,321,850

1,320

4.000%,

5/01/27

5/25

at

100.00

Aa2

1,395,069

1,385

4.000%,

5/01/28

5/25

at

100.00

Aa2

1,459,942

Grand

Forks,

North

Dakota,

Health

Care

System

Revenue

Bonds,

Altru

Health

System

Obligated

Group,

Series

2021:

1,750

5.000%,

12/01/29

No

Opt.

Call

Baa2

2,016,962

1,765

5.000%,

12/01/30

No

Opt.

Call

Baa2

2,053,613

2,975

5.000%,

12/01/32

12/31

at

100.00

Baa2

3,438,237

3,875

5.000%,

12/01/33

12/31

at

100.00

Baa2

4,471,053

4,675

5.000%,

12/01/34

12/31

at

100.00

Baa2

5,386,956

Horace,

Cass

County,

North

Dakota,

General

Obligation

Bonds,

Refunding

Improvement

Series

2021:

500

3.000%,

5/01/33

5/27

at

100.00

Baa2

493,480

500

3.000%,

5/01/36

5/27

at

100.00

Baa2

478,970

3,440

3.000%,

5/01/46

5/27

at

100.00

Baa2

3,003,739

2,760

North

Dakota

Housing

Finance

Agency,

Home

Mortgage

Finance

Program

Bonds,

Series

2019C,

3.200%,

7/01/39

7/28

at

100.00

Aa1

2,743,467

2,450

North

Dakota

Housing

Finance

Agency,

Home

Mortgage

Finance

Program

Bonds,

Series

2020A,

3.000%,

7/01/40

7/29

at

100.00

Aa1

2,360,624

4,820

North

Dakota

Housing

Finance

Agency,

Home

Mortgage

Finance

Program

Bonds,

Series

2020B,

2.350%,

7/01/40

1/30

at

100.00

Aa1

4,185,929

6,900

North

Dakota

Housing

Finance

Agency,

Home

Mortgage

Finance

Program

Bonds,

Series

2021A,

2.250%,

7/01/41

7/30

at

100.00

Aa1

5,868,519

10,000

North

Dakota

Housing

Finance

Agency,

Home

Mortgage

Finance

Program

Bonds,

Social

Series

2021B,

2.450%,

7/01/41

1/31

at

100.00

N/R

8,749,000

Nuveen

Intermediate

Duration

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

152

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

North

Dakota

(continued)

Ward

County

Health

Care,

North

Dakota,

Revenue

Bonds,

Trinity

Obligated

Group,

Series

2017C:

$

3,785

5.000%,

6/01/28

No

Opt.

Call

BBB-

$

4,293,704

3,000

5.000%,

6/01/29

6/28

at

100.00

BBB-

3,384,120

1,260

5.000%,

6/01/31

6/28

at

100.00

BBB-

1,406,399

3,480

5.000%,

6/01/34

6/28

at

100.00

BBB-

3,870,734

13,280

5.000%,

6/01/38

6/28

at

100.00

BBB-

14,720,482

80,565

Total

North

Dakota

82,262,897

Ohio

-

3.3%

1,925

Allen

County,

Ohio,

Hospital

Facilities

Revenue

Bonds,

Catholic

Health

Partners,

Refunding

and

Improvement

Series

2012A,

5.000%,

5/01/33,

(Pre-refunded

5/01/22)

5/22

at

100.00

AA-

(4)

1,931,006

American

Municipal

Power

Inc.,

Ohio,

Fremont

Energy

Center

Revenue

Bonds,

Refunding

Series

2021A:

2,750

5.000%,

2/15/33

2/31

at

100.00

N/R

3,265,735

4,155

5.000%,

2/15/34

2/31

at

100.00

N/R

4,923,675

Buckeye

Tobacco

Settlement

Financing

Authority,

Ohio,

Tobacco

Settlement

Asset-Backed

Revenue

Bonds,

Refunding

Senior

Lien

Series

2020A-2

Class

1:

2,085

5.000%,

6/01/27

No

Opt.

Call

A

2,303,592

14,890

5.000%,

6/01/28

No

Opt.

Call

A

16,643,446

13,705

5.000%,

6/01/29

No

Opt.

Call

A

15,472,671

15,745

5.000%,

6/01/30

No

Opt.

Call

A

17,922,376

11,595

5.000%,

6/01/31

6/30

at

100.00

A-

13,150,701

6,905

5.000%,

6/01/32

6/30

at

100.00

A-

7,814,389

7,265

5.000%,

6/01/33

6/30

at

100.00

A-

8,212,356

3,200

5.000%,

6/01/34

6/30

at

100.00

A-

3,613,728

5,135

5.000%,

6/01/35

6/30

at

100.00

A-

5,788,788

1,220

5.000%,

6/01/36

6/30

at

100.00

A-

1,373,110

4,075

4.000%,

6/01/37

6/30

at

100.00

A-

4,259,475

7,855

4.000%,

6/01/38

6/30

at

100.00

A-

8,193,708

155

4.000%,

6/01/39

6/30

at

100.00

A-

161,403

7,110

3.000%,

6/01/48

6/30

at

100.00

BBB+

5,743,671

1,620

4.000%,

6/01/48

6/30

at

100.00

BBB+

1,626,642

8,975

Buckeye

Tobacco

Settlement

Financing

Authority,

Ohio,

Tobacco

Settlement

Asset-Backed

Revenue

Bonds,

Refunding

Senior

Lien

Series

2020B-2

Class

2,

5.000%,

6/01/55

6/30

at

100.00

N/R

9,346,475

Cleveland,

Ohio,

Airport

System

Revenue

Bonds,

Refunding

Series

2016A:

1,590

5.000%,

1/01/28

-

AGM

Insured

1/25

at

100.00

AA

1,712,096

2,230

5.000%,

1/01/29

-

AGM

Insured

1/25

at

100.00

AA

2,400,617

2,060

5.000%,

1/01/30

-

AGM

Insured

1/25

at

100.00

AA

2,212,481

1,810

5.000%,

1/01/31

-

AGM

Insured

1/25

at

100.00

AA

1,938,963

10

Columbus,

Ohio,

General

Obligation

Bonds,

Various

Purpose

Series

2018A,

5.000%,

4/01/30

10/28

at

100.00

AAA

11,709

10,170

Columbus,

Ohio,

General

Obligation

Bonds,

Various

Purpose

Series

2019A,

5.000%,

4/01/27

No

Opt.

Call

AAA

11,585,156

8,510

Columbus,

Ohio,

General

Obligation

Bonds,

Various

Purpose

Series

2021A,

5.000%,

4/01/27

No

Opt.

Call

AAA

9,694,167

4,185

Lancaster

Port

Authority,

Ohio,

Gas

Supply

Revenue

Bonds,

Series

2019,

5.000%,

8/01/49,

(Mandatory

Put

2/01/25)

11/24

at

100.68

Aa2

4,477,448

1,080

Montgomery

County,

Ohio,

Hospital

Facilities

Revenue

Bonds,

Kettering

Health

Network

Obligated

Group

Project,

Refunding

&

Improvement  Series

2021,

3.000%,

8/01/40

2/31

at

100.00

A+

1,003,212

153

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Ohio

(continued)

$

7,490

Muskingum

County,

Ohio,

Hospital

Facilities

Revenue

Bonds,

Genesis

HealthCare

System

Obligated

Group

Project,

Series

2013,

5.000%,

2/15/27

2/23

at

100.00

BB+

$

7,662,644

965

New

Albany

Community

Authority,

Ohio,

Community

Facilities

Revenue

Refunding

Bonds,

Series

2012C,

5.000%,

10/01/22

No

Opt.

Call

Aa3

982,544

2,940

Ohio

Air

Quality

Development

Authority,

Ohio,

Air

Quality

Development

Revenue

Bonds,

FirstEnergy

Generation

Corporation

Project,

Series

2009A,

5.700%,

8/01/22

No

Opt.

Call

N/R

3,675

1,400

Ohio

Air

Quality

Development

Authority,

Ohio,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Generation

Corporation

Project,

Refunding

Series

2009B,

3.100%,

3/01/23

No

Opt.

Call

N/R

1,750

7,000

Ohio

Air

Quality

Development

Authority,

Ohio,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Generation

Corporation

Project,

Refunding

Series

2009D,

3.375%,

8/01/29,

(Mandatory

Put

9/15/21)

No

Opt.

Call

N/R

6,529,460

28,740

Ohio

Air

Quality

Development

Authority,

Ohio,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Generation

Project,

Refunding

Series

2006A,

3.750%,

12/01/23

(6)

No

Opt.

Call

N/R

35,925

915

Ohio

Air

Quality

Development

Authority,

Ohio,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generation

Corporation

Project,

Refunding

Series

2010A,

3.125%,

7/01/33

(6)

No

Opt.

Call

N/R

1,144

3,610

Ohio

Air

Quality

Development

Authority,

Ohio,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generation

Project,

Refunding

Series

2006B,

3.625%,

12/01/33

(6)

No

Opt.

Call

N/R

4,513

250

Ohio

Air

Quality

Development

Authority,

Ohio,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generation

Project,

Refunding

Series

2008C,

3.950%,

11/01/32

(6)

No

Opt.

Call

N/R

312

1,020

Ohio

Air

Quality

Development

Authority,

Ohio,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generation

Project,

Refunding

Series

2009A,

4.375%,

6/01/33,

(Mandatory

Put

6/01/22)

No

Opt.

Call

N/R

1,022,652

14,735

Ohio

Air

Quality

Development

Authority,

Ohio,

Revenue

Bonds,

American

Electric

Power

Company

Project,

Refunding

Series

2005A,

2.100%,

1/01/29,

(AMT),

(Mandatory

Put

10/01/24)

No

Opt.

Call

BBB+

14,594,870

20,015

Ohio

Air

Quality

Development

Authority,

Ohio,

Revenue

Bonds,

American

Electric

Power

Company

Project,

Refunding

Series

2005C,

2.100%,

4/01/28,

(AMT),

(Mandatory

Put

10/01/24)

No

Opt.

Call

BBB+

19,824,657

25,825

Ohio

Air

Quality

Development

Authority,

Ohio,

Revenue

Bonds,

American

Electric

Power

Company

Project,

Refunding

Series

2007A,

2.500%,

8/01/40,

(AMT),

(Mandatory

Put

10/01/29)

No

Opt.

Call

BBB+

25,295,587

16,850

Ohio

Air

Quality

Development

Authority,

Ohio,

Revenue

Bonds,

American

Electric

Power

Company

Project,

Refunding

Series

2007B,

2.500%,

11/01/42,

(AMT),

(Mandatory

Put

10/01/29)

No

Opt.

Call

BBB+

16,504,575

12,040

Ohio

Air

Quality

Development

Authority,

Ohio,

Revenue

Bonds,

American

Electric

Power

Company

Project,

Refunding

Series

2014B,

2.600%,

6/01/41,

(AMT),

(Mandatory

Put

10/01/29)

10/24

at

100.00

BBB+

12,070,100

6,015

Ohio

Air

Quality

Development

Authority,

Ohio,

Revenue

Bonds,

American

Electric

Power

Company

Project,

Refunding

Series

2014D,

1.900%,

5/01/26,

(Mandatory

Put

10/01/24)

No

Opt.

Call

BBB+

5,936,083

565

Ohio

Air

Quality

Development

Authority,

Ohio,

Revenue

Bonds,

Pratt

Paper

Ohio,

LLC

Project,

Series

2017,

3.750%,

1/15/28,

(AMT),

144A

No

Opt.

Call

N/R

591,301

5,025

Ohio

Higher

Educational

Facility

Commission,

Revenue

Bonds,

Case

Western

Reserve

University

Project,

Series

2019C,

1.625%,

12/01/34,

(Mandatory

Put

12/01/26)

6/26

at

100.00

AA-

4,876,813

Nuveen

Intermediate

Duration

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

154

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Ohio

(continued)

$

1,340

Ohio

Higher

Educational

Facility

Commission,

Senior

Hospital

Parking

Revenue

Bonds,

University

Circle

Incorporated

2020

Project,

Series

2020,

5.000%,

1/15/37

1/30

at

100.00

A3

$

1,476,734

2,265

Ohio

Housing

Finance

Agency,

Residential

Mortgage

Revenue

Bonds,

Mortgage-Backed

Securities

Program,

Series

2019B,

3.000%,

9/01/39

9/28

at

100.00

Aaa

2,206,201

3,440

Ohio

Housing

Finance

Agency,

Residential

Mortgage

Revenue

Bonds,

Mortgage-Backed

Securities

Program,

Series

2020A,

2.750%,

9/01/40

3/29

at

100.00

Aaa

3,333,807

1,525

Ohio

Housing

Finance

Agency,

Residential

Mortgage

Revenue

Bonds,

Mortgage-Backed

Securities

Program,

Series

2020B,

2.250%,

9/01/40

9/29

at

100.00

Aaa

1,335,381

3,830

Ohio

Housing

Finance

Agency,

Residential

Mortgage

Revenue

Bonds,

Mortgage-Backed

Securities

Program,

Series

2021A,

2.250%,

9/01/41

3/30

at

100.00

Aaa

3,239,146

4,990

Ohio

Housing

Finance

Agency,

Residential

Mortgage

Revenue

Bonds,

Mortgage-Backed

Securities

Program,

Series

2021C,

2.450%,

9/01/41

9/30

at

100.00

N/R

4,297,188

1,570

Ohio

State,

General

Obligation

Bonds,

Common

Schools

Series

2021A,

5.000%,

6/15/26

No

Opt.

Call

AA+

1,757,788

8,820

Ohio

State,

Hospital

Revenue

Bonds,

University

Hospitals

Health

System,

Inc.,

Refunding

Series

2016A,

5.000%,

1/15/41

1/26

at

100.00

A

9,578,696

5,220

Ohio

State,

Hospital

Revenue

Bonds,

University

Hospitals

Health

System,

Inc.,

Variable

Rate

Series

2020B,

5.000%,

1/15/50,

(Mandatory

Put

1/15/25)

1/25

at

100.00

A

5,621,575

Ohio

State,

Major

New

State

Infrastructure

Project

Revenue

Bonds,

Series

2021-1A:

1,205

5.000%,

12/15/27

No

Opt.

Call

AA

1,391,028

1,250

5.000%,

12/15/28

No

Opt.

Call

AA

1,469,250

3,855

Ohio

Water

Development

Authority,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Generating

Corporation

Project,

Refunding

Series

2006A,

3.000%,

5/15/49

(6)

No

Opt.

Call

N/R

4,819

8,500

Ohio

Water

Development

Authority,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generating

Corporation

Project,

Refunding

Series

2005B,

4.000%,

1/01/34

(6)

No

Opt.

Call

N/R

10,625

8,645

Ohio

Water

Development

Authority,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generating

Corporation

Project,

Refunding

Series

2010A,

3.750%,

7/01/33

(6)

No

Opt.

Call

N/R

10,806

1,945

Ohio

Water

Development

Authority,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generating

Corporation

Project,

Refunding

Series

2010C,

4.000%,

6/01/33

No

Opt.

Call

N/R

2,431

2,355

Ohio

Water

Development

Authority,

Pollution

Control

Revenue

Refunding

Bonds,

FirstEnergy

Nuclear

Generating

Corporation

Project,

Series

2006B,

4.000%,

12/01/33

(6)

No

Opt.

Call

N/R

2,944

3,900

Toledo-Lucas

County

Port

Authority,

Ohio,

Development

Revenue

Bonds,

Northwest

Ohio

Bond

Fund,

HB

Magruder

Memorial

Hospital

Project,

Series

2021F,

2.250%,

11/15/36

5/28

at

100.00

N/R

3,256,305

1,640

Tuscarawas

County

Economic

Development

and

Finance

Alliance,

Ohio,

Higher

Education

Facilities

Revenue

Bonds,

Ashland

University,

Refunding

&

Improvement

Series

2015,

5.375%,

3/01/27

3/25

at

100.00

N/R

1,709,044

373,705

Total

Ohio

323,425,169

Oklahoma

-

2.2%

1,060

Bryan

County

School

Finance

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Durant

Public

Schools

Project,

Refunding

Series

2020,

4.000%,

12/01/28

No

Opt.

Call

A

1,166,562

155

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Oklahoma

(continued)

Bryan

County

School

Finance

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Durant

Public

Schools

Project,

Series

2020:

$

1,775

2.000%,

9/01/28

No

Opt.

Call

A

$

1,686,836

1,850

2.000%,

9/01/29

No

Opt.

Call

A

1,737,002

1,800

2.750%,

9/01/30

No

Opt.

Call

A

1,806,336

1,790

2.750%,

9/01/31

9/30

at

100.00

A

1,791,396

265

Canadian

County

Educational

Facilities

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Mustang

Public

Schools

Project,

Series

2017,

4.000%,

9/01/24

No

Opt.

Call

AA-

277,585

Carter

County

Public

Facilities

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Plainview

Public

Schools

Project,

Series

2021A:

740

4.000%,

12/01/33

12/31

at

100.00

A+

819,246

1,670

4.000%,

12/01/34

12/31

at

100.00

A+

1,843,313

1,570

4.000%,

12/01/35

12/31

at

100.00

A+

1,728,193

Cleveland

County

Educational

Facilities

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Moore

Public

Schools

Project,

Series

2016:

7,590

5.000%,

6/01/22

No

Opt.

Call

A+

7,638,273

3,090

5.000%,

6/01/23

No

Opt.

Call

A+

3,207,018

Cleveland

County

Educational

Facilities

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Moore

Public

Schools

Project,

Series

2021:

2,200

4.000%,

6/01/28

No

Opt.

Call

Aa3

2,408,032

2,020

4.000%,

6/01/29

No

Opt.

Call

Aa3

2,226,242

6,000

4.000%,

6/01/30

No

Opt.

Call

Aa3

6,645,840

15,150

4.000%,

6/01/31

No

Opt.

Call

Aa3

16,863,162

Cleveland

County

Public

Facilities

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Moore

Norman

Technology

Center

Project,

Series

2021:

910

4.000%,

5/01/27

No

Opt.

Call

N/R

983,264

945

4.000%,

5/01/28

No

Opt.

Call

N/R

1,027,347

960

4.000%,

5/01/29

No

Opt.

Call

N/R

1,053,350

875

4.000%,

5/01/30

No

Opt.

Call

N/R

967,916

690

4.000%,

5/01/31

No

Opt.

Call

N/R

769,281

930

4.000%,

5/01/32

5/31

at

100.00

N/R

1,034,281

800

4.000%,

5/01/33

5/31

at

100.00

N/R

887,952

900

4.000%,

5/01/34

5/31

at

100.00

N/R

995,265

1,070

4.000%,

5/01/35

5/31

at

100.00

N/R

1,179,975

Comanche

County

Educational

Facilities

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Elgin

Public

Schools

Project,

Series

2017A:

1,470

5.000%,

12/01/28

12/27

at

100.00

A

1,678,902

1,410

5.000%,

12/01/31

12/27

at

100.00

A

1,599,955

Garfield

County

Educational

Facilities

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Enid

Public

Schools

Project,

Series

2016A:

3,165

5.000%,

9/01/30

9/26

at

100.00

A

3,509,542

5,290

5.000%,

9/01/31

9/26

at

100.00

A

5,861,161

3,150

Garvin

County

Educational

Facilities

Authority,

Oklahoma,

Lease

Revenue

Bonds,

Wynnewood

Public

Schools

Project,

Series

2018,

3.625%,

9/01/36

9/28

at

100.00

A-

3,228,309

Nuveen

Intermediate

Duration

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

156

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Oklahoma

(continued)

Grady

County

School

Finance

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Amber-

Pocasset

Public

Schools

Project,

Series

2019:

$

1,365

4.000%,

9/01/32

9/29

at

100.00

A

$

1,490,757

1,485

4.000%,

9/01/34

9/29

at

100.00

A

1,617,596

1,000

4.000%,

9/01/36

9/29

at

100.00

A

1,087,260

Grady

County

School

Finance

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Tuttle

Public

Schools

Project,

Series

2019:

1,880

4.000%,

9/01/32

9/29

at

100.00

A+

2,059,841

1,555

4.000%,

9/01/33

9/29

at

100.00

A+

1,701,232

1,460

4.000%,

9/01/34

9/29

at

100.00

A+

1,595,488

Lincoln

County

Educational

Facilities

Authority,

Oklahoma,

Lease

Revenue

Bonds,

Stroud

Public

Schools

Project,

Series

2016:

2,115

5.000%,

9/01/22

No

Opt.

Call

A

2,146,302

1,000

5.000%,

9/01/23

No

Opt.

Call

A

1,042,300

1,870

5.000%,

9/01/24

No

Opt.

Call

A

1,984,855

2,490

5.000%,

9/01/26

No

Opt.

Call

A

2,754,463

Love

County

Educational

Facilities

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Marietta

Public

Schools

Project,

Series

2021:

890

4.000%,

12/01/33

12/31

at

100.00

A-

972,654

920

4.000%,

12/01/34

12/31

at

100.00

A-

1,004,060

960

4.000%,

12/01/35

12/31

at

100.00

A-

1,045,690

McClain

County

Economic

Development

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Purcell

Public

Schools

Project,

Series

2018:

1,280

5.000%,

9/01/30

9/28

at

100.00

A

1,477,978

1,565

5.000%,

9/01/34

9/28

at

100.00

A

1,795,947

6,140

Oklahoma

City,

Oklahoma,

General

Obligation

Bonds,

Series

2021,

2.000%,

3/01/25

No

Opt.

Call

AAA

6,149,885

Oklahoma

Development

Finance

Authority,

Health

System

Revenue

Bonds,

OU

Medicine

Project,

Series

2018B:

6,250

5.000%,

8/15/33

8/28

at

100.00

Baa3

6,686,438

16,580

5.000%,

8/15/38

8/28

at

100.00

Baa3

17,700,642

3,205

Oklahoma

Development

Finance

Authority,

Limited

Obligation

Revenue

Bonds,

Gilcrease

Expressway

West

Project,

Series

2020,

1.625%,

7/06/23,

(AMT)

6/22

at

100.00

Baa2

3,178,366

1,205

Oklahoma

Housing

Finance

Agency,

Single

Family

Mortgage

Revenue

Bonds,

Homeownership

Loan

Program,

Series

2019A,

3.000%,

9/01/39

3/28

at

100.00

Aaa

1,209,519

1,280

Oklahoma

Housing

Finance

Agency,

Single

Family

Mortgage

Revenue

Bonds,

Homeownership

Loan

Program,

Series

2020A,

3.000%,

9/01/40

3/29

at

100.00

Aaa

1,281,805

Pontotoc

County

Educational

Facilities

Authority,

Oklahoma,

Facilities

Lease

Revenue

Bonds,

Ada

Public

Schools

Project,

Series

2014:

750

5.000%,

9/01/22

No

Opt.

Call

A-

761,160

500

3.000%,

9/01/23

No

Opt.

Call

A-

507,330

630

5.000%,

9/01/24

No

Opt.

Call

A-

668,090

1,505

5.000%,

9/01/25

No

Opt.

Call

A-

1,628,064

Pontotoc

County

Educational

Facilities

Authority,

Oklahoma,

Facilities

Lease

Revenue

Bonds,

Ada

Public

Schools

Project,

Series

2021:

430

4.000%,

9/01/29

No

Opt.

Call

N/R

463,385

400

4.000%,

9/01/30

No

Opt.

Call

N/R

432,840

985

4.000%,

9/01/31

No

Opt.

Call

N/R

1,070,301

157

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Oklahoma

(continued)

$

3,210

Tulsa

Airports

Improvement

Trust,

Oklahoma,

General

Airport

Revenue

Bonds,

Series

2013A,

5.625%,

6/01/38,

(Pre-refunded

6/01/23),

(AMT)

6/23

at

100.00

AA

(4)

$

3,347,292

7,800

Tulsa

County

Independent

School

District

001

Tulsa,

Oklahoma,

General

Obligation

Bonds,

Combined

Purpose

Series

2022A,

2.000%,

3/01/27

No

Opt.

Call

N/R

7,648,836

Tulsa

County

Industrial

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Berryhill

Public

Schools

Project,

Series

2020:

1,540

2.000%,

9/01/27

No

Opt.

Call

A-

1,474,920

1,605

2.000%,

9/01/28

No

Opt.

Call

A-

1,515,008

1,670

2.000%,

9/01/29

No

Opt.

Call

A-

1,551,630

3,150

2.000%,

9/01/30

No

Opt.

Call

A-

2,877,493

Tulsa

County

Industrial

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Broken

Arrow

Public

Schools

Project,

Series

2016:

3,840

5.000%,

9/01/25

9/23

at

100.00

AA-

4,009,574

10,755

5.000%,

9/01/26

9/23

at

100.00

AA-

11,229,941

1,690

Tulsa

County

Industrial

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Broken

Arrow

Public

Schools

Project,

Series

2019A,

5.000%,

9/01/29

No

Opt.

Call

AA-

1,988,995

Tulsa

County

Industrial

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Broken

Arrow

Public

Schools

Project,

Series

2021A:

2,420

4.000%,

9/01/30

No

Opt.

Call

N/R

2,671,898

3,620

4.000%,

9/01/31

No

Opt.

Call

N/R

4,024,716

Tulsa

County

Industrial

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Jenks

Public

Schools

Project,

Series

2015:

6,205

5.000%,

9/01/25

No

Opt.

Call

AA-

6,814,766

9,830

5.000%,

9/01/26

9/25

at

100.00

AA-

10,761,982

2,580

Washington

County

Rural

Water

District

3,

Oklahoma,

Revenue

Bonds,

Refunding

&

Capital

improvement

Series

2020,

3.000%,

9/15/35

3/28

at

100.00

A+

2,608,019

Weatherford

Industrial

Trust

Educational,

Oklahoma,

Facilities

Lease

Revenue

Bonds,

Weatherford

Public

Schools

Project,

Series

2019:

2,050

5.000%,

3/01/29

No

Opt.

Call

A-

2,342,125

1,695

5.000%,

3/01/31

3/29

at

100.00

A-

1,963,878

2,500

5.000%,

3/01/33

3/29

at

100.00

A-

2,887,975

198,990

Total

Oklahoma

211,854,832

Oregon

-

0.8%

5,000

Beaverton

School

District

48J,

Washington

and

Multnomah

Counties,

Oregon,

General

Obligation

Bonds,

Convertible

Deferred

Interest

Series

2017D,

5.000%,

6/15/35

6/27

at

100.00

AA+

5,652,500

1,760

Benton

and

Linn

Counties

District

School

District

509J

Corvallis,

Oregon,

General

Obligation

Bonds,

Series

2018A,

5.000%,

6/15/38

6/28

at

100.00

AA+

2,035,845

1,200

Clackamas

Community

College

District,

Oregon,

General

Obligation

Bonds,

Deferred

Interest

Series

2017A,

5.000%,

6/15/40

6/27

at

100.00

Aa1

1,350,960

1,475

Clackamas

County

Hospital

Facility

Authority,

Oregon,

Revenue

Bonds,

Rose

Villa

Inc.,

Series

2020B-1,

3.250%,

11/15/25

4/22

at

100.00

N/R

1,475,074

Clackamas

County

School

District

62,

Oregon

City,

Oregon,

General

Obligation

Bonds,

Refunding

Series

2018A:

1,665

0.000%,

6/15/34

6/28

at

79.31

AA+

1,114,252

1,510

0.000%,

6/15/35

6/28

at

75.58

AA+

960,843

1,000

0.000%,

6/15/37

6/28

at

69.16

AA+

582,390

2,050

0.000%,

6/15/39

6/28

at

63.17

AA+

1,088,263

Nuveen

Intermediate

Duration

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

158

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Oregon

(continued)

$

1,770

Multnomah

County

Hospital

Facilities

Authority,

Oregon,

Revenue

Bonds,

Adventist

Health

System/West,

Refunding

Variable

Rate

Series

2019,

5.000%,

3/01/40,

(Mandatory

Put

3/01/25)

9/24

at

100.00

A+

$

1,878,713

2,250

Multnomah

County

Hospital

Facilities

Authority,

Oregon,

Revenue

Bonds,

Terwilliger

Plaza-Parkview

Project,

Refunding

Green

Series

2021B-1,

1.200%,

6/01/28

6/23

at

100.00

BB+

1,997,910

2,790

Multnomah-Clackamas

Counties

School

District

10JT

Greham-Barlow,

Oregon,

General

Obligation

Bonds,

Deferred

interest

Series

2019A,

0.000%,

6/15/38

6/29

at

72.47

Aa1

1,614,182

2,175

Oregon

Housing

and

Community

Services

Department,

Mortgage

Revenue

Bonds,

Single-Family

Mortgage

Program,

Series

2017D,

3.450%,

1/01/38

1/27

at

100.00

Aa2

2,194,336

3,730

Oregon

Housing

and

Community

Services

Department,

Mortgage

Revenue

Bonds,

Single-Family

Mortgage

Program,

Series

2018C,

3.900%,

7/01/38

7/27

at

100.00

Aa2

3,796,469

7,625

Oregon

Housing

and

Community

Services

Department,

Mortgage

Revenue

Bonds,

Single-Family

Mortgage

Program,

Series

2019A,

2.650%,

7/01/39

7/28

at

100.00

Aa2

7,272,115

7,420

Oregon

Housing

and

Community

Services

Department,

Single

Family

Mortgage

Revenue

Bonds,

Series

2021A,

2.250%,

7/01/41

7/30

at

100.00

Aa2

6,282,291

15,995

Oregon

State

Business

Development

Commission,

Recovery

Zone

Facility

Revenue

Bonds,

Intel

Corporation

Project,

232

Series

2010,

2.400%,

12/01/40,

(Mandatory

Put

8/14/23)

No

Opt.

Call

A+

16,065,858

11,455

Oregon

State

Department

of

Transportation,

Highway

User

Tax

Revenue

Bonds,

Senior

Lien

Series

2013A,

5.000%,

11/15/38,

(Pre-refunded

11/15/23)

11/23

at

100.00

AAA

(4)

12,047,796

3,325

Oregon

State,

General

Obligation

Bonds,

Veterans

Welfare

Series

108

of

2021O,

2.600%,

12/01/42

12/30

at

100.00

N/R

2,936,075

Salem

Hospital

Facility

Authority,

Oregon,

Revenue

Bonds,

Salem

Healthl

Project,

Refunding

Series

2016A:

3,425

5.000%,

5/15/32

5/26

at

100.00

AA-

3,757,841

1,925

5.000%,

5/15/33

5/26

at

100.00

AA-

2,109,704

79,545

Total

Oregon

76,213,417

Pennsylvania

-

5.1%

Allegheny

County

Hospital

Development

Authority,

Pennsylvania,

Revenue

Bonds,

Allegheny

Health

Network

Obligated

Group

Issue,

Series

2018A:

1,000

5.000%,

4/01/36

4/28

at

100.00

A

1,121,400

10,060

4.000%,

4/01/37

4/28

at

100.00

A

10,606,962

6,050

4.000%,

4/01/38

4/28

at

100.00

A

6,371,497

13,810

4.000%,

4/01/44

4/28

at

100.00

A

14,431,864

Allegheny

County,

Pennsylvania,

General

Obligation

Bonds,

Series

C69-C70

of

2012:

1,005

5.000%,

12/01/25,

(Pre-refunded

12/01/22)

12/22

at

100.00

AA-

(4)

1,029,341

4,105

5.000%,

12/01/37,

(Pre-refunded

12/01/22)

12/22

at

100.00

AA-

(4)

4,204,423

1,525

Allentown

Neighborhood

Improvement

Zone

Development

Authority,

Pennsylvania,

Tax

Revenue

Bonds,

City

Center

Project,

Series

2018,

5.000%,

5/01/28,

144A

No

Opt.

Call

Ba3

1,682,289

1,200

Beaver

County

Industrial

Development

Authority,

Pennsylvania,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Generation

Project,

Refunding

Series

2006A,

3.500%,

4/01/41

(6)

No

Opt.

Call

N/R

1,500

7,770

Beaver

County

Industrial

Development

Authority,

Pennsylvania,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generation

Project,

Refunding

Series

2008A,

2.700%,

4/01/35

(6)

No

Opt.

Call

N/R

9,713

159

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Pennsylvania

(continued)

$

2,880

Beaver

County

Industrial

Development

Authority,

Pennsylvania,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generation

Project,

Series

2006B,

3.500%,

12/01/35

(6)

No

Opt.

Call

N/R

$

3,600

Berks

County

Industrial

Development

Authority,

Pennsylvania,

Health

System

Revenue

Bonds,

Tower

Health

Project,

Series

2017:

1,670

4.000%,

11/01/33

11/27

at

100.00

BB-

1,670,852

2,410

4.000%,

11/01/38

11/27

at

100.00

BB-

2,340,544

8,825

4.000%,

11/01/39

11/27

at

100.00

BB-

8,537,128

635

3.750%,

11/01/42

11/27

at

100.00

BB-

558,120

3,645

4.000%,

11/01/47

11/27

at

100.00

BB-

3,174,358

8,430

5.000%,

11/01/47

11/27

at

100.00

BB-

8,639,654

8,575

Berks

County

Municipal

Authority,

Pennsylvania,

Revenue

Bonds,

Tower

Health

Project,

Series

2020B-2,

5.000%,

2/01/40,

(Mandatory

Put

2/01/27)

8/26

at

101.63

BB-

8,963,962

10,925

Berks

County

Municipal

Authority,

Pennsylvania,

Revenue

Bonds,

Tower

Health

Project,

Series

2020B-3,

5.000%,

2/01/40,

(Mandatory

Put

2/01/30)

8/29

at

101.50

BB-

11,564,222

1,000

Capital

Region

Water,

Pennsylvania,

Water

Revenue

Bonds,

Series

2018,

5.000%,

7/15/27

No

Opt.

Call

A+

1,134,780

3,590

Clarion

County

Industrial

Development

Authority,

Pennsylvania,

Revenue

Bonds,

Pennsylvania-American

Water

Company

Project,

Refunding

Series

2019,

2.450%,

12/01/39,

(AMT),

(Mandatory

Put

12/03/29)

12/29

at

100.00

A+

3,578,620

Commonwealth

Financing

Authority,

Pennslyvania,

Revenue

Bonds,

Refunding

Forward

Delivery

Series

2020A:

2,010

5.000%,

6/01/28

No

Opt.

Call

A1

2,317,188

1,760

5.000%,

6/01/29

No

Opt.

Call

A1

2,062,210

46,005

Commonwealth

Financing

Authority,

Pennsylvania,

State

Appropriation

Lease

Bonds,

Master

Settlement,

Series

2018,

4.000%,

6/01/39

-

AGM

Insured

6/28

at

100.00

AA

48,294,209

6,915

Geisinger

Authority,

Montour

County,

Pennsylvania,

Health

System

Revenue

Bonds,

Geisinger

Health

System,

Series

2020B,

5.000%,

4/01/43,

(Mandatory

Put

2/15/27)

8/26

at

100.00

AA-

7,728,066

11,995

Geisinger

Authority,

Montour

County,

Pennsylvania,

Health

System

Revenue

Bonds,

Geisinger

Health

System,

Series

2020C,

5.000%,

4/01/43,

(Mandatory

Put

4/01/30)

10/29

at

100.00

AA-

14,036,309

Indiana

County

Hospital

Authority,

Pennsylvania,

Hospital

Revenue

Bonds,

Indiana

Regional

Medical

Center,

Series

2014A:

410

5.000%,

6/01/22

No

Opt.

Call

Ba3

411,845

790

5.000%,

6/01/24

6/23

at

100.00

Ba3

806,788

525

5.000%,

6/01/25

6/23

at

100.00

Ba3

535,794

370

5.125%,

6/01/26

6/23

at

100.00

Ba3

377,929

460

5.375%,

6/01/28

6/23

at

100.00

Ba3

470,465

12,575

Lehigh

County

Industrial

Development

Authority,

Pennsylvania,

Pollution

Control

Revenue

Bonds,

Pennsylvania

Power

and

Light

Company,

Series

2016A,

1.800%,

9/01/29,

(Mandatory

Put

9/01/22)

No

Opt.

Call

A1

12,581,539

10,520

Lehigh

County

Industrial

Development

Authority,

Pennsylvania,

Pollution

Control

Revenue

Bonds,

Pennsylvania

Power

and

Light

Company,

Series

2016B,

1.800%,

2/15/27,

(Mandatory

Put

8/15/22)

No

Opt.

Call

A1

10,524,629

11,890

Luzerne

County

Industrial

Development

Authority,

Pennsylvania,

Revenue

Bonds,

Pennsylvania-American

Water

Company

Project,

Refunding

Series

2019,

2.450%,

12/01/39,

(AMT),

(Mandatory

Put

12/03/29)

12/29

at

100.00

A+

11,976,559

Nuveen

Intermediate

Duration

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

160

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Pennsylvania

(continued)

Montgomery

County

Higher

Education

and

Health

Authority,

Pennsylvania,

Revenue

Bonds,

AICUP

Financing

Program,

Gwynedd

Mercy

University,

Variable

Rate

Series

2017V-1B:

$

960

4.000%,

5/01/36,

(Mandatory

Put

5/01/22)

No

Opt.

Call

BBB

$

961,622

1,055

4.000%,

5/01/36,

(Mandatory

Put

5/01/23)

No

Opt.

Call

BBB

1,071,996

8,285

North

Allegheny

School

District,

Allegheny

County,

Pennsylvania,

General

Obligation

Bonds,

Limited

Tax

Series

2019,

4.000%,

5/01/44

5/29

at

100.00

AA

8,853,682

4,055

Pennsylvania

Economic

Development

Financing

Authority,

Exempt

Facilities

Revenue

Bonds,

Shippingport

Project,

First

Energy

Guarantor.,

Series

2005A,

3.750%,

12/01/40

(6)

No

Opt.

Call

N/R

5,069

3,455

Pennsylvania

Economic

Development

Financing

Authority,

Exempt

Facilities

Revenue

Bonds,

Shippingport

Project,

First

Energy

Guarantor.,

Series

2006A,

2.550%,

11/01/41

(6)

No

Opt.

Call

N/R

4,319

Pennsylvania

Economic

Development

Financing

Authority,

Parking

System

Revenue

Bonds,

Capitol

Region

Parking

System,

Junior

Guaranteed

Series

2013B:

1,975

5.500%,

1/01/25

1/24

at

100.00

AA

2,095,198

2,290

5.500%,

1/01/26

1/24

at

100.00

AA

2,428,156

2,265

5.500%,

1/01/27

1/24

at

100.00

AA

2,398,839

Pennsylvania

Economic

Development

Financing

Authority,

Parking

System

Revenue

Bonds,

Capitol

Region

Parking

System,

Junior

Insured

Series

2013C:

515

5.500%,

1/01/25

-

AGM

Insured

1/24

at

100.00

AA

546,343

1,110

5.500%,

1/01/26

-

AGM

Insured

1/24

at

100.00

AA

1,176,966

2,505

5.500%,

1/01/28

-

AGM

Insured

1/24

at

100.00

AA

2,649,037

2,050

5.500%,

1/01/29

-

AGM

Insured

1/24

at

100.00

AA

2,167,875

1,255

5.500%,

1/01/31

-

AGM

Insured

1/24

at

100.00

AA

1,327,828

3,000

Pennsylvania

Economic

Development

Financing

Authority,

Private

Activity

Revenue

Bonds,

Pennsylvania

Rapid

Bridge

Replacement

Project,

Series

2015,

5.000%,

12/31/34,

(AMT)

6/26

at

100.00

BBB

3,200,160

1,250

Pennsylvania

Economic

Development

Financing

Authority,

Solid

Waste

Disposal

Revenue

Bonds,

Waste

Management

Inc.,

Project,

Series

2009,

0.950%,

12/01/33,

(Mandatory

Put

12/01/26)

No

Opt.

Call

A-

1,151,713

2,685

Pennsylvania

Economic

Development

Financing

Authority,

Solid

Waste

Disposal

Revenue

Bonds,

Waste

Management

Inc.,

Project,

Series

2017A,

0.580%,

8/01/37,

(AMT),

(Mandatory

Put

8/01/24)

No

Opt.

Call

A-

2,565,142

Pennsylvania

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

LaSalle

University,

Series

2012:

1,320

5.000%,

5/01/27

11/22

at

100.00

BB+

1,330,679

10,850

5.000%,

5/01/42

11/22

at

100.00

BB+

10,892,640

1,155

Pennsylvania

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

Widener

University,

Series

2021A,

3.000%,

7/15/39

7/31

at

100.00

A-

1,053,048

19,900

Pennsylvania

Housing

Finance

Agency,

Single

Family

Mortgage

Revenue

Bonds,

Series

2016-120,

3.100%,

10/01/36

10/25

at

100.00

AA+

19,936,616

8,985

Pennsylvania

Housing

Finance

Agency,

Single

Family

Mortgage

Revenue

Bonds,

Series

2016-121,

3.100%,

10/01/36

10/25

at

100.00

AA+

9,001,532

6,605

Pennsylvania

Housing

Finance

Agency,

Single

Family

Mortgage

Revenue

Bonds,

Series

2019-128B,

3.500%,

10/01/34

10/27

at

100.00

AA+

6,732,410

4,880

Pennsylvania

Housing

Finance

Agency,

Single

Family

Mortgage

Revenue

Bonds,

Series

2019-131A,

3.000%,

10/01/39

4/29

at

100.00

AA+

4,627,021

Pennsylvania

Housing

Finance

Agency,

Single

Family

Mortgage

Revenue

Bonds,

Series

2020-133:

2,330

2.125%,

10/01/35

10/29

at

100.00

AA+

2,074,003

8,840

2.350%,

10/01/40

10/29

at

100.00

AA+

7,555,106

161

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Pennsylvania

(continued)

$

15,000

Pennsylvania

Housing

Finance

Agency,

Single

Family

Mortgage

Revenue

Bonds,

Social

Series

2021-137,

2.450%,

10/01/41

4/31

at

100.00

N/R

$

12,911,250

10,000

Pennsylvania

State,

General

Obligation

Bonds,

First

Series

2021,

5.000%,

5/15/26

No

Opt.

Call

Aa3

11,162,600

Pennsylvania

Turnpike

Commission,

Motor

License

Fund-

Enhanced

Turnpike

Special

Revenue

Bonds,

Subordinate

Series

2014A:

2,095

4.500%,

12/01/34

12/26

at

100.00

AA-

2,250,784

5,000

4.750%,

12/01/37

12/26

at

100.00

AA-

5,446,600

16,150

Pennsylvania

Turnpike

Commission,

Turnpike

Revenue

Bonds,

Capital

Appreciation

Series

2009E,

6.375%,

12/01/38

12/27

at

100.00

A

19,559,265

Pennsylvania

Turnpike

Commission,

Turnpike

Revenue

Bonds,

Refunding

Series

2019.

Forward

Delivery:

4,665

5.000%,

12/01/24

No

Opt.

Call

A1

5,033,442

5,190

5.000%,

12/01/25

No

Opt.

Call

A1

5,732,407

Pennsylvania

Turnpike

Commission,

Turnpike

Revenue

Bonds,

Refunding

Subordinate

Second

Series

2016B-2:

5,955

5.000%,

6/01/25

No

Opt.

Call

A3

6,454,505

2,890

5.000%,

6/01/29

6/26

at

100.00

A3

3,186,688

22,155

5.000%,

6/01/35

6/26

at

100.00

A3

24,181,518

Pennsylvania

Turnpike

Commission,

Turnpike

Revenue

Bonds,

Refunding

Subordinate

Second

Series

2017:

2,960

5.000%,

12/01/29

12/27

at

100.00

A3

3,350,424

3,240

5.000%,

12/01/31

12/27

at

100.00

A3

3,647,300

5,390

Pennsylvania

Turnpike

Commission,

Turnpike

Revenue

Bonds,

Refunding

Subordinate

Series

2016A,

5.000%,

12/01/36

12/26

at

100.00

A3

5,949,913

Pennsylvania

Turnpike

Commission,

Turnpike

Revenue

Bonds,

Refunding

Subordinate

Third

Series

2017:

3,635

5.000%,

12/01/31

12/27

at

100.00

A3

4,091,956

2,250

5.000%,

12/01/32

12/27

at

100.00

A3

2,532,847

2,000

4.000%,

12/01/36

12/27

at

100.00

A3

2,132,700

12,140

Pennsylvania

Turnpike

Commission,

Turnpike

Revenue

Bonds,

Series

2015A-1,

5.000%,

12/01/24

No

Opt.

Call

A+

13,098,817

1,105

Pennsylvania

Turnpike

Commission,

Turnpike

Revenue

Bonds,

Series

2016A-1,

5.000%,

12/01/28

6/26

at

100.00

A1

1,225,832

3,000

Pennsylvania

Turnpike

Commission,

Turnpike

Revenue

Bonds,

Series

2017A-1,

5.000%,

12/01/36

12/27

at

100.00

A1

3,416,070

7,445

Philadelphia

Authority

For

Industrial

Development,

Pennsylvania,

City

Agreement

Revenue

Bonds,

Cultural

and

Commercial

Corridors

Program,

Refunding

Series

2016A,

5.000%,

12/01/29

12/25

at

100.00

A

8,170,664

Philadelphia

Authority

for

Industrial

Development,

Pennsylvania,

Revenue

Bonds,

La

Salle

University,

Series

2017:

1,835

5.000%,

5/01/31

11/27

at

100.00

BB+

1,895,243

2,060

5.000%,

5/01/33

11/27

at

100.00

BB+

2,119,411

1,165

5.000%,

5/01/34

11/27

at

100.00

BB+

1,197,445

3,000

Philadelphia

School

District,

Pennsylvania,

General

Obligation

Bonds,

Refunding

Series

2020.

Forward

Delivery,

5.000%,

9/01/22

No

Opt.

Call

A+

3,046,140

5,450

Sayre

Healthcare

Facility

Authority,

Pennsylvania,

Revenue

Bonds,

Guthrie

Healthcare

System,

Series

2007,

1.130%,

12/01/24

(3-Month

LIBOR*0.67%

reference

rate

+

0.780%

spread)

(5)

5/22

at

100.00

A+

5,442,751

4,090

Scranton,

Lackawanna

County,

Pennsylvania,

General

Obligation

Notes,

Series

2016,

5.000%,

11/15/26

5/24

at

100.00

BB+

4,207,587

Nuveen

Intermediate

Duration

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

162

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Pennsylvania

(continued)

$

1,990

Scranton-Lackawanna

Health

and

Welfare

Authority,

Pennsylvania,

University

Revenue

Bonds,

Marywood

University,

Series

2016,

3.375%,

6/01/26

No

Opt.

Call

BB+

$

1,967,473

Southcentral

Pennsylvania

General

Authority,

Revenue

Bonds,

Hanover

Hospital

Inc.,

Series

2013:

1,625

5.000%,

12/01/22

No

Opt.

Call

A

1,661,871

1,705

5.000%,

12/01/23

6/23

at

100.00

A

1,763,925

1,795

5.000%,

12/01/24

6/23

at

100.00

A

1,855,617

20,000

University

of

Pittsburgh

of

the

Commonwealth

System

of

Higher

Education,

Pennsylvania,

Pitt

Asset

Notes,

Series

2021,

4.000%,

4/15/26

2/26

at

100.00

AA+

21,388,800

3,120

Washington

County

Industrial

Development

Authority,

Pennsylvania,

College

Revenue

Bonds,

AICUP

Financing

Program-Washington

and

Jefferson

College

Project,

Series

2017-PP5,

3.375%,

11/01/36

11/27

at

100.00

BBB+

2,957,417

2,115

Wilson

School

District,

Berks

County,

Pennsylvania,

General

Obligation

Bonds,

Series

2021B,

4.000%,

5/15/29

No

Opt.

Call

AA

2,356,385

Wilson

School

District,

Berks

County,

Pennsylvania,

General

Obligation

Bonds,

Series

2021C:

2,340

4.000%,

5/15/29

No

Opt.

Call

AA

2,605,426

2,395

4.000%,

5/15/30

5/29

at

100.00

AA

2,679,239

2,160

4.000%,

5/15/31

5/29

at

100.00

AA

2,405,225

498,020

Total

Pennsylvania

500,640,896

Puerto

Rico

-

2.7%

Puerto

Rico

Aqueduct

and

Sewerage

Authority,

Revenue

Bonds,

Refunding

Senior

Lien

Forward

Delivery

Series

2022A:

4,750

5.000%,

7/01/28,

144A

(WI/DD,

Settling

6/15/22)

No

Opt.

Call

N/R

5,255,685

6,800

5.000%,

7/01/29,

144A

(WI/DD,

Settling

6/15/22)

No

Opt.

Call

N/R

7,596,348

3,030

5.000%,

7/01/33,

144A

(WI/DD,

Settling

6/15/22)

7/32

at

100.00

N/R

3,451,140

350

Puerto

Rico

Aqueduct

and

Sewerage

Authority,

Revenue

Bonds,

Refunding

Senior

Lien

Series

2021A,

5.000%,

7/01/33,

144A

7/31

at

100.00

N/R

397,376

Puerto

Rico

Aqueduct

and

Sewerage

Authority,

Revenue

Bonds,

Refunding

Senior

Lien

Series

2021B:

11,705

5.000%,

7/01/24,

144A

No

Opt.

Call

N/R

12,281,120

5,625

5.000%,

7/01/25,

144A

No

Opt.

Call

N/R

6,005,981

14,515

5.000%,

7/01/33,

144A

7/31

at

100.00

N/R

16,479,750

5,350

5.000%,

7/01/37,

144A

7/31

at

100.00

N/R

6,026,615

5,575

4.000%,

7/01/42,

144A

7/31

at

100.00

N/R

5,736,787

7,590

Puerto

Rico

Aqueduct

and

Sewerage

Authority,

Revenue

Bonds,

Senior

Lien

Series

2008A,

6.125%,

7/01/24

No

Opt.

Call

CCC

8,101,262

Puerto

Rico

Aqueduct

and

Sewerage

Authority,

Revenue

Bonds,

Senior

Lien

Series

2012A:

80

5.250%,

7/01/24

7/22

at

100.00

CCC

80,767

1,290

5.000%,

7/01/33

7/22

at

100.00

CCC

1,301,597

360

5.125%,

7/01/37

7/22

at

100.00

CCC

363,344

1,845

5.250%,

7/01/42

7/22

at

100.00

CCC

1,862,694

163

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Puerto

Rico

(continued)

Puerto

Rico

Sales

Tax

Financing

Corporation,

Sales

Tax

Revenue

Bonds,

Restructured

2018A-1:

$

1,186

0.000%,

7/01/24

No

Opt.

Call

N/R

$

1,113,239

15,217

0.000%,

7/01/27

No

Opt.

Call

N/R

13,040,665

33,697

0.000%,

7/01/29

7/28

at

98.64

N/R

26,904,696

31,417

0.000%,

7/01/31

7/28

at

91.88

N/R

23,293,192

60,757

0.000%,

7/01/33

7/28

at

86.06

N/R

41,529,232

7,191

4.500%,

7/01/34

7/25

at

100.00

N/R

7,533,939

12

0.000%,

7/01/51

7/28

at

30.01

N/R

2,671

961

4.750%,

7/01/53

7/28

at

100.00

N/R

1,010,655

23

5.000%,

7/01/58

7/28

at

100.00

N/R

24,511

4,743

Puerto

Rico

Sales

Tax

Financing

Corporation,

Sales

Tax

Revenue

Bonds,

Restructured

Cofina

Project

Series

2018B-1,

4.500%,

7/01/34

7/25

at

100.00

N/R

4,969,194

Puerto

Rico

Sales

Tax

Financing

Corporation,

Sales

Tax

Revenue

Bonds,

Taxable

Restructured

Cofina

Project

Series

2019A-2:

22,111

4.329%,

7/01/40

7/28

at

100.00

N/R

22,944,142

24,562

4.329%,

7/01/40

7/28

at

100.00

N/R

25,470,057

3,712

4.784%,

7/01/58

7/28

at

100.00

N/R

3,911,780

Puerto

Rico,

General

Obligation

Bonds,

Restructured

Series

2022A-1:

2,033

5.375%,

7/01/25

No

Opt.

Call

N/R

2,146,807

8,980

5.625%,

7/01/27

No

Opt.

Call

N/R

9,818,553

1,376

5.625%,

7/01/29

No

Opt.

Call

N/R

1,537,267

2,000

5.750%,

7/01/31

No

Opt.

Call

N/R

2,282,980

1,170

4.000%,

7/01/33

7/31

at

103.00

N/R

1,145,231

3,000

4.000%,

7/01/35

7/31

at

103.00

N/R

2,903,790

293,013

Total

Puerto

Rico

266,523,067

Rhode

Island

-

0.9%

Rhode

Island

Health

and

Educational

Building

Corporation,

Educational

Institution

Revenue

Bonds,

St.

George's

School,

Series

2021:

1,275

5.000%,

10/01/28

No

Opt.

Call

AA-

1,476,489

2,010

4.000%,

10/01/46

10/31

at

100.00

AA-

2,131,826

2,000

Rhode

Island

Health

and

Educational

Building

Corporation,

Hospital

Financing

Revenue

Bonds,

Care

New

England

Issue,

Refunding

Series

2016B,

5.000%,

9/01/36

9/26

at

100.00

N/R

2,132,240

Rhode

Island

Health

and

Educational

Building

Corporation,

Public

Schools

Financing

Program

Revenue

Bonds,

City

of

Providence,

Series

2021D:

1,260

5.000%,

5/15/27

-

BAM

Insured

No

Opt.

Call

AA

1,438,076

1,065

5.000%,

5/15/29

-

BAM

Insured

No

Opt.

Call

AA

1,254,655

4,350

Rhode

Island

Health

and

Educational

Building

Corporation,

Revenue

Bonds,

Care

New

England

Health

System,

Series

2013A,

5.500%,

9/01/28,

(Pre-refunded

9/01/23)

9/23

at

100.00

N/R

(4)

4,577,157

2,595

Rhode

Island

Housing

&

Mortgage

Finance

Corporation,

Homeownership

Opportunity

Bond

Program,

2019

Series

70,

3.000%,

10/01/39

10/28

at

100.00

AA+

2,561,732

2,420

Rhode

Island

Housing

&

Mortgage

Finance

Corporation,

Homeownership

Opportunity

Bond

Program,

2019

Series

71,

3.000%,

10/01/39

4/29

at

100.00

AA+

2,372,931

13,950

Rhode

Island

Housing

&

Mortgage

Finance

Corporation,

Homeownership

Opportunity

Bond

Program,

2021

Series

75A,

2.250%,

10/01/41

4/30

at

100.00

AA+

11,702,097

10,000

Rhode

Island

Housing

&

Mortgage

Finance

Corporation,

Homeownership

Opportunity

Bonds,

Series

73-A,

2.300%,

10/01/40

10/29

at

100.00

AA+

8,602,900

Nuveen

Intermediate

Duration

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

164

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Rhode

Island

(continued)

$

4,550

Rhode

Island

Housing

and

Mortgage

Finance

Corporation,

Homeownership

Opportunity

Bond

Program,

Series

2020-72A,

2.550%,

10/01/40

10/29

at

100.00

AA+

$

4,070,612

136,145

Rhode

Island

Tobacco

Settlement

Financing

Corporation,

Tobacco

Settlement

Asset-Backed

Bonds,

Series

2007A,

0.000%,

6/01/52

4/22

at

16.85

CCC-

22,428,527

Rhode

Island,

General

Obligation

Bonds,

Consolidated

Capital

Development

Loan,

Series

2021A:

3,855

5.000%,

5/01/25

No

Opt.

Call

AA

4,212,590

4,050

5.000%,

5/01/26

No

Opt.

Call

AA

4,537,174

4,250

5.000%,

5/01/27

No

Opt.

Call

AA

4,855,837

4,465

5.000%,

5/01/28

No

Opt.

Call

AA

5,189,536

198,240

Total

Rhode

Island

83,544,379

South

Carolina

-

0.9%

380

Charleston

County

School

District,

South

Carolina,

General

Obligation

Bond

Anticipation

Notes,

Sales

Tax

Projects

Phase

IV,

Series

2021B,

4.000%,

5/11/22

No

Opt.

Call

N/R

381,326

5,780

Greenville

Hospital

System

Board

of

Trustees,

South

Carolina,

Hospital

Revenue

Bonds,

Series

2014B,

5.000%,

5/01/34

5/24

at

100.00

A

6,094,490

Lexington

County

Health

Services

District,

Inc.,

South

Carolina,

Hospital

Revenue

Bonds,

Lexington

Medical

Center,

Series

2016:

1,055

5.000%,

11/01/34

5/26

at

100.00

A1

1,152,841

1,170

5.000%,

11/01/35

5/26

at

100.00

A1

1,278,506

6,650

Patriots

Energy

Group

Financing

Agency,

South

Carolina,

Gas

Supply

Revenue

Bonds,

Series

2018A,

4.000%,

10/01/48,

(Mandatory

Put

2/01/24)

11/23

at

100.30

Aa2

6,849,699

1,000

Patriots

Energy

Group,

South

Carolina,

Gas

System

Revenue

Bonds,

Improvement

and

Refunding

Series

2021A,

2.250%,

6/01/41

6/31

at

100.00

A2

787,050

2,835

South

Carolina

Housing

Finance

and

Development

Authority,

Mortgage

Revenue

Bonds,

Series

2019B,

2.900%,

7/01/39

1/29

at

100.00

Aaa

2,742,863

6,000

South

Carolina

Housing

Finance

and

Development

Authority,

Mortgage

Revenue

Bonds,

Series

2020B,

2.150%,

7/01/40

1/30

at

100.00

Aaa

5,159,400

18,195

South

Carolina

Housing

Finance

and

Development

Authority,

Mortgage

Revenue

Bonds,

Series

2021A,

2.050%,

7/01/41

7/30

at

100.00

Aaa

15,168,262

South

Carolina

Jobs-Economic

Development

Authority,

Economic

Development

Revenue

Bonds,

FMU

Student

Housing

LLC

-

Francis

Marion

University

Project,

Series

2014A:

1,910

5.000%,

8/01/27

8/24

at

100.00

Baa3

2,001,260

3,925

5.000%,

8/01/32

8/24

at

100.00

Baa3

4,076,662

South

Carolina

Jobs-Economic

Development

Authority,

Hospital

Revenue

Bonds,

Bon

Secours

Health

System

Obligated

Group,

Series

2012:

7,595

5.000%,

11/01/27,

(Pre-refunded

11/01/22)

11/22

at

100.00

N/R

(4)

7,756,698

1,370

5.000%,

11/01/29,

(Pre-refunded

11/01/22)

11/22

at

100.00

N/R

(4)

1,399,167

3,240

South

Carolina

Public

Service

Authority,

Santee

Cooper

Revenue

Obligations,

Refunding

&

Improvement

Series

2015A,

5.000%,

12/01/31

6/25

at

100.00

A

3,506,458

South

Carolina

Public

Service

Authority,

Santee

Cooper

Revenue

Obligations,

Refunding

&

Improvement

Series

2020A:

2,860

5.000%,

12/01/31

12/30

at

100.00

A

3,375,658

2,820

5.000%,

12/01/32

12/30

at

100.00

A

3,310,595

165

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

South

Carolina

(continued)

South

Carolina

Public

Service

Authority,

Santee

Cooper

Revenue

Obligations,

Refunding

Series

2016A:

$

7,885

5.000%,

12/01/29

6/26

at

100.00

A

$

8,699,836

4,325

5.000%,

12/01/31

6/26

at

100.00

A

4,773,675

South

Carolina

State,

General

Obligation

Bonds,

Refunding

State

Transportation

Infrastructure

Series

2021A:

3,185

3.000%,

4/01/26

No

Opt.

Call

Aaa

3,313,737

3,325

3.000%,

4/01/27

No

Opt.

Call

Aaa

3,481,774

1,000

3.000%,

4/01/28

No

Opt.

Call

Aaa

1,051,420

86,505

Total

South

Carolina

86,361,377

South

Dakota

-

0.2%

Mitchell

School

District

17-2,

South

Dakota,

General

Obligation

Bonds,

Limited

Tax

Refunding

Certificates,

Series

2021:

200

2.000%,

8/01/26

No

Opt.

Call

AA+

196,762

400

2.000%,

8/01/27

No

Opt.

Call

AA+

390,500

400

2.000%,

8/01/29

8/27

at

100.00

AA+

384,644

South

Dakota

Building

Authority,

Revenue

Bonds,

Series

2013B:

715

5.000%,

6/01/22

No

Opt.

Call

AA+

719,547

1,580

5.000%,

6/01/24,

(Pre-refunded

6/01/23)

6/23

at

100.00

AA+

(4)

1,640,957

1,545

South

Dakota

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Monument

Health,

Inc.,

Series

2020A,

5.000%,

9/01/27

No

Opt.

Call

AA-

1,760,512

2,410

South

Dakota

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Regional

Health,

Refunding

Series

2017,

5.000%,

9/01/31

9/27

at

100.00

AA-

2,688,909

6,500

South

Dakota

Health

and

Educational

Facilities

Authority,

Reveune

Bonds,

Avera

Health,

Series

2019A,

5.000%,

7/01/33,

(Mandatory

Put

7/01/24)

4/24

at

100.00

AA-

6,865,300

3,925

South

Dakota

Housing

Development

Authority,

Homeownership

Mortgage

Revenue

Bonds,

Series

2021A,

2.100%,

11/01/41

5/30

at

100.00

AAA

3,307,676

7,210

South

Dakota

Housing

Development

Authority,

Homeownership

Mortgage

Revenue

Bonds,

Series

2021B,

2.050%,

11/01/41

5/30

at

100.00

AAA

5,884,874

24,885

Total

South

Dakota

23,839,681

Tennessee

-

1.5%

Chattanooga,

Tennessee,

General

Obligation

Bonds,

Refunding

Series

2021B:

4,650

5.000%,

10/01/26

No

Opt.

Call

N/R

5,259,754

3,240

5.000%,

10/01/27

No

Opt.

Call

N/R

3,737,178

2,265

Chattanooga-Hamilton

County

Hospital

Authority,

Tennessee,

Hospital

Revenue

Bonds,

Erlanger

Health

System,

Refunding

Series

2014A,

5.000%,

10/01/28

10/24

at

100.00

BBB

2,418,499

Knox

County

Health,

Educational

and

Housing

Facilities

Board,

Tennessee,

Revenue

Bonds,

University

Health

System,

Inc.,

Series

2017:

2,895

3.375%,

4/01/26

No

Opt.

Call

BBB

3,008,252

3,250

5.000%,

4/01/29

4/27

at

100.00

BBB

3,610,132

2,500

5.000%,

4/01/30

4/27

at

100.00

BBB

2,770,125

2,725

5.000%,

4/01/31

4/27

at

100.00

BBB

3,013,142

Knox

County

Health,

Educational

and

Housing

Facility

Board,

Tennessee,

Hospital

Revenue

Bonds,

Covenant

Health,

Refunding

Series

2012A:

1,390

4.000%,

1/01/23

No

Opt.

Call

A+

1,415,715

3,180

5.000%,

1/01/23

No

Opt.

Call

A+

3,262,171

2,110

5.000%,

1/01/24

1/23

at

100.00

A+

2,157,750

Nuveen

Intermediate

Duration

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

166

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Tennessee

(continued)

Memphis

and

Shelby

County

Port

Commission,

Tennessee,

Port

Development

Revenue

Bonds,

Series

2011:

$

1,480

5.250%,

4/01/23

5/22

at

100.00

AA

$

1,484,070

1,560

5.250%,

4/01/24

5/22

at

100.00

AA

1,565,101

1,240

5.250%,

4/01/25

5/22

at

100.00

AA

1,244,080

8,360

Metropolitan

Government

of

Nashville-Davidson

County

Health

and

Educational

Facilities

Board,

Tennessee,

Revenue

Bonds,

Vanderbilt

University

Medical

Center,

Series

2016A,

5.000%,

7/01/35

7/26

at

100.00

A3

9,169,332

Murfreesboro,

Tennessee,

General

Obligation

Bonds,

Series

2021:

4,440

5.000%,

6/01/27

No

Opt.

Call

Aa1

5,074,165

4,435

3.000%,

6/01/30

6/29

at

100.00

Aa1

4,585,036

2,420

Tennergy

Corporation,

Tennessee,

Gas

Revenue

Bonds,

Series

2021A,

4.000%,

12/01/51,

(Mandatory

Put

9/01/28)

6/28

at

100.68

A1

2,567,378

500

Tennessee

Housing

Development

Agency,

Residential

Finance

Program

Bonds,

Series

2015-1C,

3.950%,

7/01/35

1/25

at

100.00

AA+

507,270

3,680

Tennessee

Housing

Development

Agency,

Residential

Finance

Program

Bonds,

Series

2018-3,

3.750%,

7/01/38

7/27

at

100.00

AA+

3,736,010

7,220

Tennessee

Housing

Development

Agency,

Residential

Finance

Program

Bonds,

Series

2018-4,

3.900%,

7/01/38

1/28

at

100.00

AA+

7,370,826

6,855

Tennessee

Housing

Development

Agency,

Residential

Finance

Program

Bonds,

Series

2019-1,

3.750%,

7/01/39

7/28

at

100.00

AA+

6,918,340

7,415

Tennessee

Housing

Development

Agency,

Residential

Finance

Program

Bonds,

Series

2019-2,

3.000%,

7/01/39

7/28

at

100.00

AA+

7,361,612

2,805

Tennessee

Housing

Development

Agency,

Residential

Finance

Program

Bonds,

Series

2019-3,

2.600%,

7/01/39

1/29

at

100.00

AA+

2,602,507

4,605

Tennessee

Housing

Development

Agency,

Residential

Finance

Program

Bonds,

Series

2019-4,

2.900%,

7/01/39

1/29

at

100.00

AA+

4,587,271

4,270

Tennessee

Housing

Development

Agency,

Residential

Finance

Program

Bonds,

Series

2021-1,

2.250%,

7/01/41

7/30

at

100.00

AA+

3,615,281

7,185

Tennessee

Housing

Development

Agency,

Residential

Finance

Program

Bonds,

Series

2021-2,

2.250%,

7/01/41

7/30

at

100.00

AA+

6,083,324

6,915

Tennessee

Housing

Development

Agency,

Residential

Finance

Program

Bonds,

Series

2021-3,

2.300%,

7/01/41

1/31

at

100.00

N/R

5,859,356

5,000

The

Tennessee

Energy

Acquisition

Corporation,

Gas

Project

Revenue

Bonds,

Series

2018,

4.000%,

11/01/49,

(Mandatory

Put

11/01/25)

8/25

at

100.22

A2

5,167,900

4,300

The

Tennessee

Energy

Acquisition

Corporation,

Gas

Revenue

Bonds,

Commodity

Project,  Series

2021A,

5.000%,

5/01/52,

(Mandatory

Put

11/01/31)

8/31

at

100.85

A2

4,923,328

27,255

The

Tennessee

Energy

Acquisition

Corporation,

Gas

Revenue

Bonds,

Series

2006C,

4.000%,

5/01/48,

(Mandatory

Put

5/01/23)

2/23

at

100.43

A2

27,727,874

140,145

Total

Tennessee

142,802,779

Texas

-

4.5%

Aransas

County,

Texas,

Limited

Tax

Notes,

Series

2021:

1,890

3.000%,

2/15/25

8/22

at

100.00

AA

1,895,935

3,855

3.000%,

2/15/26

8/22

at

100.00

AA

3,866,295

4,075

3.000%,

2/15/27

8/22

at

100.00

AA

4,085,921

167

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Texas

(continued)

Arlington

Independent

School

District,

Tarrant

County,

Texas,

General

Obligation

Bonds,

School

Building

Series

2021:

$

1,255

5.000%,

2/15/25

No

Opt.

Call

AAA

$

1,358,889

1,260

5.000%,

2/15/26

No

Opt.

Call

AAA

1,396,458

1,260

5.000%,

2/15/27

No

Opt.

Call

AAA

1,425,186

1,200

5.000%,

2/15/28

No

Opt.

Call

AAA

1,382,244

Austin

Convention

Enterprises

Inc.,

Texas,

Convention

Center

Hotel

Revenue

Bonds,

Refunding

First

Tier

Series

2017A:

2,610

5.000%,

1/01/28

1/27

at

100.00

BB+

2,793,352

2,840

5.000%,

1/01/30

1/27

at

100.00

BB+

3,023,294

1,600

5.000%,

1/01/32

1/27

at

100.00

BB+

1,701,296

1,060

Austin

Independent

School

District,

Travis

County,

Texas,

General

Obligation

Bonds,

Refunding

and

Building

Series

2021,

5.000%,

8/01/25

No

Opt.

Call

Aaa

1,162,513

4,000

Austin,

Texas,

Electric

Utility

System

Revenue

Bonds,

Refunding

&

Improvement

Series

2020A,

5.000%,

11/15/26

No

Opt.

Call

AA

4,501,120

3,110

Central

Texas

Regional

Mobility

Authority,

Revenue

Bonds,

Anticipation

Notes

Subordinate

Lien

Series

2020F,

5.000%,

1/01/25

7/24

at

100.00

BBB+

3,275,421

6,910

Central

Texas

Regional

Mobility

Authority,

Revenue

Bonds,

Anticipation

Notes

Subordinate

Lien

Series

2021C,

5.000%,

1/01/27

1/26

at

100.00

BBB+

7,489,611

3,470

Central

Texas

Regional

Mobility

Authority,

Revenue

Bonds,

Refunding

Senior

Lien

Series

2013A,

5.000%,

1/01/33,

(Pre-refunded

1/01/23)

1/23

at

100.00

A-

(4)

3,561,226

Central

Texas

Regional

Mobility

Authority,

Revenue

Bonds,

Senior

Lien,

Series

2015A:

1,945

5.000%,

1/01/32,

(Pre-refunded

7/01/25)

7/25

at

100.00

A-

(4)

2,128,063

1,525

5.000%,

1/01/33,

(Pre-refunded

7/01/25)

7/25

at

100.00

A-

(4)

1,668,533

1,165

5.000%,

1/01/34,

(Pre-refunded

7/01/25)

7/25

at

100.00

A-

(4)

1,274,650

City

of

Houston,

Texas,

Convention

&

Entertainment

Facilities

Department

Hotel

Occupancy

Tax

and

Special

Revenue

Bonds,

Refunding

Series

2019:

1,120

5.000%,

9/01/32

9/28

at

100.00

A

1,283,162

1,000

5.000%,

9/01/34

9/28

at

100.00

A

1,143,110

1,000

5.000%,

9/01/35

9/28

at

100.00

A

1,142,170

1,000

5.000%,

9/01/36

9/28

at

100.00

A

1,141,280

230

Clifton

Higher

Education

Finance

Corporation,

Texas,

Education

Revenue

Bonds,

Idea

Public

Schools,

Series

2012,

3.750%,

8/15/22

No

Opt.

Call

A-

231,971

4,275

Fort

Bend

County

Industrial

Development

Corporation,

Texas,

Revenue

Bonds,

NRG

Energy

Inc.

Project,

Series

2012B,

4.750%,

11/01/42

11/22

at

100.00

Baa2

4,332,114

11,750

Grand

Parkway

Transportation

Corporation,

Texas,

System

Toll

Revenue

Bonds,

Bond

Anticipation

Note

Series

2014A,

5.000%,

2/01/23

No

Opt.

Call

A+

12,071,245

10,165

Grand

Parkway

Transportation

Corporation,

Texas,

System

Toll

Revenue

Bonds,

Refunding

First

Tier

Series

2020C,

4.000%,

10/01/45

4/30

at

100.00

A+

10,671,217

9,220

Grand

Parkway

Transportation

Corporation,

Texas,

System

Toll

Revenue

Bonds,

Subordinate

Lien

Series

2013B,

5.000%,

4/01/53,

(Pre-refunded

10/01/23)

10/23

at

100.00

AA

(4)

9,664,681

Harris

County

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Hospital

Revenue

Bonds,

Memorial

Hermann

Health

System,

Refunding

Series

2020A:

5,215

4.125%,

7/01/26

No

Opt.

Call

A+

5,622,552

4,025

3.950%,

7/01/27

No

Opt.

Call

A+

4,362,939

3,060

3.750%,

7/01/28

No

Opt.

Call

A+

3,313,491

Nuveen

Intermediate

Duration

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

168

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Texas

(continued)

$

6,890

Harris

County

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Hospital

Revenue

Bonds,

Memorial

Hermann

Health

System,

Series

2019B-2,

5.000%,

7/01/49,

(Mandatory

Put

12/01/24)

9/24

at

100.84

A+

$

7,384,082

5,420

Harris

County

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Hospital

Revenue

Bonds,

Memorial

Hermann

Health

System,

Series

2019B-3,

5.000%,

7/01/49,

(Mandatory

Put

12/01/26)

9/26

at

100.78

A+

6,033,381

1,000

Harris

County

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Hospital

Revenue

Bonds,

Memorial

Hermann

Health

System,

Series

2020.

Forward

Delivery,

5.000%,

6/01/22

No

Opt.

Call

A+

1,006,250

Harris

County

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Hospital

Revenue

Bonds,

Memorial

Hermann

Healthcare

System,

Refunding

Series

2013A:

1,900

5.000%,

12/01/23

12/22

at

100.00

A+

1,941,268

18,025

4.000%,

12/01/31,

(Pre-refunded

12/01/22)

12/22

at

100.00

A+

(4)

18,337,914

6,235

Harris

County

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Hospital

Revenue

Bonds,

Memorial

Hermann

Healthcare

System,

Series

2014A,

5.000%,

12/01/29,

(Pre-refunded

12/01/24)

12/24

at

100.00

A+

(4)

6,724,073

2,000

Harris

County

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Hospital

Revenue

Bonds,

Texas

Childrens

Hospital,

Series

2019A,

4.000%,

10/01/35

10/29

at

100.00

AA

2,157,020

5,140

Harris

County

Flood

Control

District,

Texas,

General

Obligation

Bonds,

Refunding

Contract

Tax

Series

2014A,

5.000%,

10/01/25

10/24

at

100.00

Aaa

5,534,341

425

Harris

County-Houston

Sports

Authority,

Texas,

Revenue

Bonds,

Refunding

Second

Lien

Series

2014C,

5.000%,

11/15/23

No

Opt.

Call

Baa1

441,320

Harris

County-Houston

Sports

Authority,

Texas,

Revenue

Bonds,

Refunding

Senior

Lien

Series

2014A:

4,795

5.000%,

11/15/24

-

AGM

Insured

No

Opt.

Call

AA

5,134,870

4,600

5.000%,

11/15/25

-

AGM

Insured

11/24

at

100.00

AA

4,926,600

3,745

5.000%,

11/15/26

-

AGM

Insured

11/24

at

100.00

AA

4,011,457

12,050

5.000%,

11/15/27

-

AGM

Insured

11/24

at

100.00

AA

12,885,426

5,245

Houston

Independent

School

District,

Harris

County,

Texas,

General

Obligation

Bonds,

Refunding

Limited

Tax

Schoolhouse

Series

2013A,

4.000%,

2/15/31

2/23

at

100.00

AAA

5,344,445

11,815

Houston

Independent

School

District,

Harris

County,

Texas,

General

Obligation

Bonds,

Refunding

Schoolhouse

Series

2016A,

4.000%,

2/15/34

2/26

at

100.00

AAA

12,531,580

Houston,

Texas,

Airport

System

Revenue

Bonds,

Refunding

Subordinate

Lien

Series

2012B:

18,675

5.000%,

7/01/31,

(Pre-refunded

7/01/22)

7/22

at

100.00

A

(4)

18,856,708

5,025

5.000%,

7/01/32,

(Pre-refunded

7/01/22)

7/22

at

100.00

A

(4)

5,073,893

2,440

Houston,

Texas,

Airport

System

Special

Facilities

Revenue

Bonds,

United

Airlines,

Inc.

Terminal

E

Project,

Refunding

Series

2014,

5.000%,

7/01/29,

(AMT)

7/24

at

100.00

Ba3

2,538,454

740

Houston,

Texas,

Airport

System

Special

Facilities

Revenue

Bonds,

United

Airlines,

Inc.

Terminal

E

Project,

Series

2021B-1,

4.000%,

7/15/41,

(AMT)

7/29

at

100.00

B-

721,981

Houston,

Texas,

Combined

Utility

System

Revenue

Bonds,

Refunding

First

Lien

Series

2018D:

3,000

5.000%,

11/15/32

11/28

at

100.00

Aa2

3,494,520

2,615

5.000%,

11/15/33

11/28

at

100.00

Aa2

3,037,139

1,900

Houston,

Texas,

Combined

Utility

System

Revenue

Bonds,

Refunding

First

Lien

Series

2021A,

5.000%,

11/15/27

No

Opt.

Call

AA

2,182,416

1,325

Houston,

Texas,

Hotel

Occupancy

Tax

and

Special

Revenue

Bonds,

Convention

and

Entertainment

Facilities

Department,

Refunding

Series

2014,

5.000%,

9/01/31

9/24

at

100.00

A

1,401,598

169

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Texas

(continued)

$

1,000

Houston,

Texas,

Hotel

Occupancy

Tax

and

Special

Revenue

Bonds,

Convention

and

Entertainment

Facilities

Department,

Refunding

Series

2021,

3.000%,

9/01/33

9/31

at

100.00

A

$

995,560

Houston,

Texas,

Hotel

Occupancy

Tax

and

Special

Revenue

Bonds,

Convention

and

Entertainment

Project,

Series

2001B:

8,005

0.000%,

9/01/22

-

AMBAC

Insured

No

Opt.

Call

A

7,950,806

3,815

0.000%,

9/01/23

-

AMBAC

Insured

No

Opt.

Call

A

3,692,081

2,265

Laredo

Community

College

District,

Webb

County,

Texas,

General

Obligation

Bonds,

Series

2014,

5.000%,

8/01/32,

(Pre-refunded

8/01/24)

8/24

at

100.00

AA-

(4)

2,419,360

Love

Field

Airport

Modernization

Corporation,

Texas,

General

Airport

Revenue

Bonds

Series

2015:

1,000

5.000%,

11/01/26,

(AMT)

11/25

at

100.00

A1

1,090,770

2,025

5.000%,

11/01/27,

(AMT)

11/25

at

100.00

A1

2,201,539

1,570

5.000%,

11/01/28,

(AMT)

11/25

at

100.00

A1

1,701,268

2,000

5.000%,

11/01/29,

(AMT)

11/25

at

100.00

A1

2,163,660

2,000

5.000%,

11/01/30,

(AMT)

11/25

at

100.00

A1

2,160,100

1,855

Lower

Colorado

River

Authority,

Texas,

Transmission

Contract

Revenue

Bonds,

LCRA

Transmission

Services

Corporation

Project,

Refunding

Series

2018,

5.000%,

5/15/22

No

Opt.

Call

A+

1,863,496

Lower

Colorado

River

Authority,

Texas,

Transmission

Contract

Revenue

Bonds,

LCRA

Transmission

Services

Corporation

Project,

Refunding

Series

2021:

4,500

5.000%,

5/15/25

No

Opt.

Call

A+

4,896,630

3,825

5.000%,

5/15/26

No

Opt.

Call

A+

4,252,100

2,050

5.000%,

5/15/27

No

Opt.

Call

A+

2,319,513

2,100

5.000%,

5/15/28

No

Opt.

Call

A+

2,411,367

McCamey

County

Hospital

District,

Texas,

General

Obligation

Bonds,

Series

2013:

3,045

5.000%,

12/01/25

No

Opt.

Call

B1

3,136,959

2,720

5.250%,

12/01/28

12/25

at

100.00

B1

2,808,373

2,700

Mission

Economic

Development

Corporation,

Texas,

Revenue

Bonds,

Natgasoline

Project,

Senior

Lien

Series

2018,

4.625%,

10/01/31,

(AMT),

144A

4/22

at

105.00

BB-

2,837,727

North

Central

Texas

Health

Facilities

Development

Corporation,

Texas,

Revenue

Bonds,

Children's

Medical

Center

Dallas

Project,

Series

2012:

3,950

5.000%,

8/15/24,

(Pre-refunded

8/15/22)

8/22

at

100.00

AA

(4)

4,006,288

4,720

5.000%,

8/15/25,

(Pre-refunded

8/15/22)

8/22

at

100.00

AA

(4)

4,787,260

3,945

5.000%,

8/15/26,

(Pre-refunded

8/15/22)

8/22

at

100.00

AA

(4)

4,001,216

7,065

5.000%,

8/15/27,

(Pre-refunded

8/15/22)

8/22

at

100.00

AA

(4)

7,165,676

North

Texas

Tollway

Authority,

Special

Projects

System

Revenue

Bonds,

Convertible

Capital

Appreciation

Series

2011C:

3,855

7.000%,

9/01/43,

(Pre-refunded

9/01/31)

9/31

at

100.00

N/R

(4)

4,934,323

9,130

6.750%,

9/01/45,

(Pre-refunded

9/01/31)

9/31

at

100.00

N/R

(4)

12,457,337

North

Texas

Tollway

Authority,

System

Revenue

Bonds,

Refunding

First

Tier,

Series

2019A:

5,000

3.000%,

1/01/35

1/29

at

100.00

A+

5,045,800

5,325

4.000%,

1/01/36

1/29

at

100.00

A+

5,707,229

6,950

North

Texas

Tollway

Authority,

System

Revenue

Bonds,

Refunding

First

Tier,

Series

2020A,

4.000%,

1/02/38

1/29

at

100.00

N/R

7,391,325

Nuveen

Intermediate

Duration

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

170

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Texas

(continued)

Port

Beaumont

Navigation

District,

Jefferson

County,

Texas,

Dock

and

Wharf

Facility

Revenue

Bonds,

Jefferson

Gulf

Coast

Energy

Project,

Series

2021A:

$

4,865

2.750%,

1/01/36,

(AMT),

144A

7/23

at

103.00

N/R

$

4,193,971

9,335

2.875%,

1/01/41,

(AMT),

144A

7/23

at

103.00

N/R

7,509,634

Port

of

Houston

Authority,

Harris

County,

Texas,

General

Obligation

Bonds,

First

Lien

Series

2021:

1,250

5.000%,

10/01/26

No

Opt.

Call

N/R

1,406,450

1,550

5.000%,

10/01/27

No

Opt.

Call

N/R

1,775,695

2,315

Round

Rock,

Texas,

Combined

Tax

and

Revenue

Certificates

of

Obligation,

Series

2021A,

2.000%,

8/15/43

8/30

at

100.00

AAA

1,842,786

Round

Rock,

Texas,

Combined

Tax

and

Revenue

Certificates

of

Obligation,

Series

2021C:

1,180

2.000%,

8/15/43

8/30

at

100.00

AAA

939,303

1,520

2.000%,

8/15/46

8/30

at

100.00

AAA

1,156,097

1,315

Tarrant

County

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Hospital

Revenue

Bonds,

Hendrick

Medical

Center,

Refunding

Series

2013,

5.125%,

9/01/33,

(Pre-refunded

9/01/23)

9/23

at

100.00

A

(4)

1,375,714

2,310

Texas

Department

of

Housing

and

Community

Affairs,

Single

Family

Mortgage

Revenue

Bonds,

Series

2018A,

4.125%,

9/01/38

9/27

at

100.00

Aaa

2,389,325

4,890

Texas

Department

of

Housing

and

Community

Affairs,

Single

Family

Mortgage

Revenue

Bonds,

Series

2021A,

2.050%,

9/01/41

3/30

at

100.00

Aaa

4,027,697

Texas

Private

Activity

Bond

Surface

Transporation

Corporation,

Revenue

Bonds,

NTE

Mobility

Partners

LLC

North

Tarrant

Express

Managed

Lanes

Project,

Refunding

Senior

Lien

Series

2019A:

12,000

4.000%,

12/31/37

12/29

at

100.00

Baa2

12,443,160

10,845

4.000%,

12/31/39

12/29

at

100.00

Baa2

11,227,720

Texas

Private

Activity

Bond

Surface

Transporation

Corporation,

Senior

Lien

Revenue

Bonds,

Blueridge

Transportation

Group,

LLC

SH

288

Toll

Lanes

Project,

Series

2016:

4,820

5.000%,

12/31/40,

(AMT)

12/25

at

100.00

Baa3

5,159,135

8,000

5.000%,

12/31/45,

(AMT)

12/25

at

100.00

Baa3

8,522,080

Texas

Private

Activity

Bond

Surface

Transportation

Corporation,

Senior

Lien

Revenue

Bonds,

LBJ

Infrastructure

Group

LLC

IH-635

Managed

Lanes

Project,

Refunding  Series

2020A:

4,500

4.000%,

12/31/31

12/30

at

100.00

Baa2

4,798,395

3,500

4.000%,

6/30/32

12/30

at

100.00

Baa2

3,723,230

5,385

Texas

Transportation

Commission,

Central

Texas

Turnpike

System

Revenue

Bonds,

Refunding

First

Tier

Series

2020A,

5.000%,

8/15/39

8/30

at

100.00

A

6,242,992

16,250

Texas

Transportation

Commission,

Central

Texas

Turnpike

System

Revenue

Bonds,

Refunding

Second

Tier

Series

2015C,

5.000%,

8/15/31

8/24

at

100.00

A-

17,127,175

Texas

Transportation

Commission,

State

Highway

249

System

Revenue

Bonds,

First

Tier

Toll

Series

2019A:

1,125

0.000%,

8/01/35

2/29

at

76.82

Baa3

669,668

1,590

0.000%,

8/01/36

2/29

at

73.16

Baa3

900,035

2,070

0.000%,

8/01/37

2/29

at

69.41

Baa3

1,109,955

1,100

0.000%,

8/01/39

2/29

at

62.63

Baa3

530,475

420,225

Total

Texas

438,139,130

171

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Utah

-

0.1%

Black

Desert

Public

Infrastructure

District,

Limited

Tax

General

Obligation

Bonds,

Series

2021A:

$

1,055

3.250%,

3/01/31,

144A

9/26

at

103.00

N/R

$

970,294

1,600

3.500%,

3/01/36,

144A

9/26

at

103.00

N/R

1,444,384

Utah

Associated

Municipal

Power

Systems,

Revenue

Bonds,

Horse

Butte

Wind

Project,

Series

2012A:

3,340

5.000%,

9/01/23,

(Pre-refunded

9/01/22)

9/22

at

100.00

A-

(4)

3,393,172

2,000

5.000%,

9/01/25,

(Pre-refunded

9/01/22)

9/22

at

100.00

A-

(4)

2,031,840

2,265

5.000%,

9/01/26,

(Pre-refunded

9/01/22)

9/22

at

100.00

A-

(4)

2,301,059

3,070

Utah

County,

Utah,

Hospital

Revenue

Bonds,

IHC

Health

Services

Inc.,

Series

2020B-2,

5.000%,

5/15/60,

(Mandatory

Put

8/01/26)

2/26

at

102.03

AA+

3,420,103

13,330

Total

Utah

13,560,852

Vermont

-

0.1%

2,985

Vermont

Economic

Development

Authority,

Mortgage

Revenue

Bonds,

Wake

Robin

Corporation

Project,

Series

2021A,

4.000%,

5/01/37

5/28

at

103.00

N/R

2,961,538

3,645

Vermont

Housing

Finance

Agency,

Multiple

Purpose

Bonds,

Series

2021A,

2.450%,

11/01/41

11/30

at

100.00

N/R

3,183,433

6,630

Total

Vermont

6,144,971

Virginia

-

2.1%

5,390

Chesapeake

Industrial

Development

Authority,

Virginia,

Pollution

Control

Revenue

Bonds,

Virginia

Electric

and

Power

Company

Project,

Refunding

Series

2008A,

1.900%,

2/01/32,

(Mandatory

Put

6/01/23)

No

Opt.

Call

A2

5,383,640

19,745

Federal

Home

Loan

Mortgage

Corporation,

Multifamily

Variable

Rate

Certificates

Relating

to

Municpal

Securities

Class

A

Series

2019M-053,

2.550%,

6/15/35

No

Opt.

Call

AA+

18,696,146

Federal

Home

Loan

Mortgage

Corporation,

Notes:

18,090

3.150%,

1/15/36,

144A

10/31

at

100.00

AA+

18,311,422

18,725

Hampton

Roads

Transportation

Accountability

Commission,

Virginia,

Hampton

Roads

Transportation

Fund

Revenue

Bonds,

Intermediate

Lien

Bond

Anticipation

Note

Series

2019A,

5.000%,

7/01/22

No

Opt.

Call

Aa3

18,908,131

7,460

Hampton

Roads

Transportation

Accountability

Commission,

Virginia,

Revenue

Bonds,

Hampton

Roads

Transportation

Fund,

Senior

Lien

Bond

Anticipation

Notes,

Series

2021A,

5.000%,

7/01/26

No

Opt.

Call

Aa2

8,328,493

870

James

City

County

Economic

Development

Authority,

Virginia,

Residential

Care

Facility

Revenue

Bonds,

Williamsburg

Landing

Inc.,

Refunding

Series

2021A,

4.000%,

12/01/35

12/27

at

103.00

N/R

884,625

6,795

Louisa

Industrial

Development

Authority,

Virginia,

Pollution

Control

Revenue

Bonds,

Virginia

Electric

and

Power

Company,

Refunding

Series

2008A,

1.900%,

11/01/35,

(Mandatory

Put

6/01/23)

No

Opt.

Call

A2

6,786,982

805

Roanoke

Economic

Development

Authority,

Virgina,

Residential

Care

Facility

Mortgage

Revenue

Refunding

Bonds,

Virginia

Lutheran

Homes

Brandon

Oaks

Project,

Series

2012,

5.000%,

12/01/32,

(Pre-refunded

12/01/22)

12/22

at

100.00

N/R

(4)

823,958

1,195

Stafford

County

Economic

Development

Authority,

Virginia,

Hospital

Facilities

Revenue

Bonds,

Mary

Washington

Healthcare

Obligated

Group,

Refunding

Series

2016,

3.125%,

6/15/31

6/26

at

100.00

A3

1,214,765

710

Virginia

College

Building

Authority,

Educational

Facilities

Revenue

Bonds,

Marymount

University

Project,

Refunding

Series

2015A,

5.000%,

7/01/45,

144A

7/25

at

100.00

BB+

723,980

7,505

Virginia

Housing

Development

Authority,

Rental

Housing

Bonds,

Series

2020B,

2.200%,

3/01/40

3/29

at

100.00

AA+

6,379,925

Nuveen

Intermediate

Duration

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

172

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Virginia

(continued)

Virginia

Small

Business

Financing

Authority,

Private

Activity

Revenue

Bonds,

Transform

66

P3

Project,

Senior

Lien

Series

2017:

$

14,880

5.000%,

12/31/49,

(AMT)

6/27

at

100.00

BBB

$

16,545,518

12,375

5.000%,

12/31/52,

(AMT)

6/27

at

100.00

BBB

13,711,500

10,000

5.000%,

12/31/56,

(AMT)

6/27

at

100.00

BBB

11,068,400

Virginia

Small

Business

Financing

Authority,

Revenue

Bonds,

95

Express

Lanes

LLC

Project,

Refunding

Senior

Lien

Series

2022:

5,000

5.000%,

1/01/34,

(AMT)

1/32

at

100.00

N/R

5,706,450

3,190

5.000%,

7/01/34,

(AMT)

1/32

at

100.00

N/R

3,638,227

4,000

5.000%,

1/01/35,

(AMT)

1/32

at

100.00

N/R

4,559,080

3,500

5.000%,

7/01/35,

(AMT)

1/32

at

100.00

N/R

3,986,920

3,000

5.000%,

1/01/36,

(AMT)

1/32

at

100.00

N/R

3,413,010

3,500

5.000%,

7/01/36,

(AMT)

1/32

at

100.00

N/R

3,979,605

7,860

5.000%,

12/31/47,

(AMT)

12/32

at

100.00

N/R

8,780,720

Virginia

Small

Business

Financing

Authority,

Revenue

Bonds,

Elizabeth

River

Crossing,

OPCO

LLC

Project,

Refunding

Senior

Lien

Series

2022:

2,975

4.000%,

7/01/32,

(AMT)

(WI/DD,

Settling

7/01/22)

1/32

at

100.00

N/R

3,124,107

7,000

4.000%,

7/01/33,

(AMT)

(WI/DD,

Settling

7/01/22)

1/32

at

100.00

N/R

7,325,150

7,250

4.000%,

7/01/34,

(AMT)

(WI/DD,

Settling

7/01/22)

1/32

at

100.00

N/R

7,558,197

2,550

4.000%,

1/01/35,

(AMT)

(WI/DD,

Settling

7/01/22)

1/32

at

100.00

N/R

2,654,550

5,750

4.000%,

7/01/35,

(AMT)

(WI/DD,

Settling

7/01/22)

1/32

at

100.00

N/R

5,982,358

6,835

Virginia

Small

Business

Financing

Authority,

Revenue

Bonds,

Elizabeth

River

Crossing,

OPCO

LLC

Project,

Senior

Lien

Series

2012,

5.500%,

1/01/42,

(AMT)

7/22

at

100.00

BBB

6,893,166

2,045

Wise

County

Industrial

Development

Authority,

Virginia,

Solid

Waste

and

Sewage

Disposal

Revenue

Bonds,

Virginia

Electric

and

Power

Company,

Series

2010A,

1.200%,

11/01/40,

(Mandatory

Put

5/31/24)

No

Opt.

Call

A2

2,000,664

8,100

York

County

Economic

Development

Authority,

Virginia,

Pollution

Control

Revenue

Bonds,

Virginia

Electric

and

Power

Company

Project,

Refunding

Series

2009A,

1.900%,

5/01/33,

(Mandatory

Put

6/01/23)

No

Opt.

Call

A2

8,090,442

197,100

Total

Virginia

205,460,131

Washington

-

2.4%

Clark

County

School

District

37,

Vancouver,

Washington,

General

Obligation

Bonds,

Series

2021:

3,725

4.000%,

12/01/25

No

Opt.

Call

Aaa

3,998,601

2,320

4.000%,

12/01/27

No

Opt.

Call

Aaa

2,561,002

Energy

Northwest,

Washington,

Electric

Revenue

Bonds,

Columbia

Generating

Station,

Refunding

Series

2019A:

27,925

5.000%,

7/01/36

7/29

at

100.00

Aa2

32,643,208

41,100

5.000%,

7/01/37

7/29

at

100.00

Aa2

48,009,321

2,075

King

County

School

District

412

Shoreline,

Washington,

General

Obligation

Bonds,

Refunding

&

Improvement

Series

2021A,

4.000%,

12/01/27

No

Opt.

Call

Aaa

2,285,882

7,675

King

County,

Washington,

Sewer

Revenue

Bonds,

Refunding

Junior

Lien

Series

2020B,

0.875%,

1/01/42,

(Mandatory

Put

1/01/26)

4/25

at

100.00

AA

7,326,555

2,910

Port

of

Seattle,

Washington,

Revenue

Bonds,

Refunding

Intermediate

Lien

Series

2016,

5.000%,

2/01/29

2/26

at

100.00

AA-

3,207,606

2,340

Skagit

County

Public

Hospital

District

1,

Washington,

Revenue

Bonds,

Skagit

Valley

Hospital,

Refunding

&

Improvement

Series

2016,

5.000%,

12/01/37

12/26

at

100.00

Baa2

2,574,913

5,140

Snohomish

County,

Washington,

General

Obligation

Bonds,

Limited

Tax

Series

2013,

4.000%,

12/01/39,

(Pre-refunded

6/01/23)

6/23

at

100.00

AA+

(4)

5,276,570

173

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Washington

(continued)

$

10,485

Washington

Health

Care

Facilities

Authority,

Revenue

Bonds,

CommonSpirit

Health,

Series

2019B-1,

5.000%,

8/01/49,

(Mandatory

Put

8/01/24)

2/24

at

100.00

BBB+

$

11,005,161

20,475

Washington

Health

Care

Facilities

Authority,

Revenue

Bonds,

CommonSpirit

Health,

Series

2019B-3,

5.000%,

8/01/49,

(Mandatory

Put

8/01/26)

2/26

at

100.00

BBB+

22,332,901

Washington

Health

Care

Facilities

Authority,

Revenue

Bonds,

Fred

Hutchinson

Cancer

Research

Center,

Series

2015:

2,730

5.000%,

1/01/26,

(Pre-refunded

7/01/25)

7/25

at

100.00

A+

(4)

2,955,635

1,285

5.000%,

1/01/27,

(Pre-refunded

7/01/25)

7/25

at

100.00

A+

(4)

1,391,205

Washington

Health

Care

Facilities

Authority,

Revenue

Bonds,

PeaceHealth,

Refunding

Series

2014A:

1,315

5.000%,

11/15/22,

(ETM)

No

Opt.

Call

AA-

(4)

1,344,061

2,055

5.000%,

11/15/24,

(Pre-refunded

5/15/24)

5/24

at

100.00

AA-

(4)

2,181,547

14,085

Washington

Health

Care

Facilities

Authority,

Revenue

Bonds,

Providence

Health

&

Services,

Refunding

Series

2012A,

5.000%,

10/01/33

10/22

at

100.00

AA-

14,315,853

Washington

Health

Care

Facilities

Authority,

Revenue

Bonds,

Providence

Saint

Joseph

Health,

Series

2018B:

4,015

5.000%,

10/01/30

10/28

at

100.00

AA-

4,647,764

2,780

5.000%,

10/01/31

10/28

at

100.00

AA-

3,211,873

3,025

5.000%,

10/01/32

10/28

at

100.00

AA-

3,490,185

2,625

5.000%,

10/01/33

10/28

at

100.00

AA-

3,024,866

Washington

Health

Care

Facilities

Authority,

Revenue

Bonds,

Virginia

Mason

Medical

Center,

Series

2017:

5,120

5.000%,

8/15/29

8/27

at

100.00

BBB-

5,701,991

5,000

5.000%,

8/15/34

8/27

at

100.00

BBB-

5,527,650

5,765

5.000%,

8/15/36

8/27

at

100.00

BBB-

6,364,675

4,375

Washington

State

Housing

Finance

Commission,

Non-Profit

Housing

Revenue

Bonds,

Eliseo

Project,

Refunding

Ser

2021B-1.

TEMPS-80.

TAX-

EXEMPT

MANDATORY

PAYDOWN

SECURITIES-80,

2.500%,

7/01/28,

144A

7/23

at

100.00

N/R

4,082,312

6,900

Washington

State

Housing

Finance

Commission,

Single

Family

Program

Bonds,

Series

2021-1N,

2.200%,

6/01/41

6/30

at

100.00

Aaa

5,796,759

5,580

Washington

State

Housing

Finance

Commission,

Single

Family

Program

Bonds,

Series

2021-2N,

2.400%,

12/01/41

6/31

at

100.00

N/R

4,831,220

12,244

Washington

State

Housing

Finance

Commission,

Social

Municipal

Certificates

Multifamily

Revenue

Bonds,

Series

2021-1

Class

A,

3.500%,

12/20/35

No

Opt.

Call

BBB+

12,106,464

Washington

State,

General

Obligation

Bonds,

Motor

Vehicle

Fuel

Tax

Refunding

Series

R-2021A:

1,625

5.000%,

6/01/22

No

Opt.

Call

Aaa

1,635,595

2,000

5.000%,

6/01/23

No

Opt.

Call

Aaa

2,078,100

1,960

5.000%,

6/01/24

No

Opt.

Call

Aaa

2,089,380

5,885

Washington

State,

General

Obligation

Bonds,

Various

Purpose

Series

2022A-1,

5.000%,

8/01/27

No

Opt.

Call

Aaa

6,746,976

4,415

Whidbey

Island

Public

Hospital

District,

Island

County,

Washington,

General

Obligation

Bonds,

Whidbey

General

Hospital,

Series

2013,

5.500%,

12/01/33

12/22

at

100.00

Baa3

4,328,863

220,954

Total

Washington

239,074,694

West

Virginia

-

0.1%

6,000

West

Virginia

Economic

Development

Authority,

Solid

Waste

Disposal

Facilities

Revenue

Bonds,

Appalachian

Power

Company

-

Amos

Project,

Seriess

2009A,

2.625%,

12/01/42,

(Mandatory

Put

6/01/22)

No

Opt.

Call

A-

6,007,080

Nuveen

Intermediate

Duration

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

174

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

West

Virginia

(continued)

$

6,000

West

Virginia

Economic

Development

Authority,

Solid

Waste

Disposal

Facilities

Revenue

Bonds,

Appalachian

Power

Company

-

Amos

Project,

Seriess

2009B,

2.625%,

12/01/42,

(Mandatory

Put

6/01/22)

No

Opt.

Call

A-

$

6,007,080

1,315

West

Virginia

Hospital

Finance

Authority,

Hospital

Revenue

Bonds,

Charleston

Area

Medical

Center,

Series

2014A,

5.000%,

9/01/25

9/24

at

100.00

Baa1

1,403,999

13,315

Total

West

Virginia

13,418,159

Wisconsin

-

1.5%

2,000

Ashwaubenon

Community

Development

Authority,

Wisconsin,

Lease

Revenue

Bonds,

Brown

County

Expo

Center

Project,

Series

2019,

4.000%,

6/01/35

6/29

at

100.00

AA

2,175,560

Middleton-Cross

Plains

Area

School

District,

Dane

County,

Wisconsin,

General

Obligation

Bonds,

Refunding

Series

2021A:

4,455

2.000%,

3/01/26

No

Opt.

Call

N/R

4,453,352

4,555

2.000%,

3/01/27

No

Opt.

Call

N/R

4,529,947

25,400

Public

Finance

Authority

of

Wisconsin,

Limited

Obligation

PILOT

Revenue

Bonds,

American

Dream

@

Meadowlands

Project,

Series

2017,

6.500%,

12/01/37,

144A

12/27

at

100.00

N/R

25,175,718

385

Public

Finance

Authority

of

Wisconsin,

Revenue

Bonds,

Roseman

University

of

Health

Sciences,

Series

2020,

3.000%,

4/01/25,

144A

No

Opt.

Call

BB

385,454

12,325

Public

Finance

Authority

of

Wisconsin,

Revenue

Bonds,

SearStone

Retirement

Community,

Series

2021B-1,

3.000%,

6/01/28

No

Opt.

Call

N/R

11,638,251

16,805

Public

Finance

Authority

of

Wisconsin,

Solid

Waste

Disposal

Revenue

Bonds,

Waste

Management

Inc.,

Refunding

Series

2016A-1,

2.625%,

11/01/25

No

Opt.

Call

A-

16,779,120

7,815

Public

Finance

Authority

of

Wisconsin,

Solid

Waste

Disposal

Revenue

Bonds,

Waste

Management

Inc.,

Refunding

Series

2016A-2,

2.875%,

5/01/27

5/26

at

100.00

A-

7,849,308

3,940

Public

Finance

Authority,

Wisconsin,

Educational

Revenue

Bonds,

Lake

Norman

Charter

School,

Series

2018A,

4.000%,

6/15/28,

144A

6/26

at

100.00

BBB-

3,998,667

Public

Finance

Authority,

Wisconsin,

Exempt

Facilities

Revenue

Bonds,

Celanese

Project,

Refunding

Series

2016C:

4,170

4.050%,

11/01/30

5/26

at

100.00

BBB

4,348,059

9,035

4.300%,

11/01/30

5/26

at

100.00

BBB

9,489,280

530

University

of

Wisconsin

Hospitals

and

Clinics

Authority,

Revenue

Bonds,

Refunding

Series

2013A,

5.000%,

4/01/22,

(ETM)

No

Opt.

Call

AA-

(4)

530,000

Wisconsin

Health

&

Educational

Facs

Authority,

Health

Facilities

Revenue

Bonds,

UnityPoint

Health

Project,

Series

2014A:

975

5.000%,

12/01/26

11/24

at

100.00

AA-

1,048,525

4,090

5.000%,

12/01/27

11/24

at

100.00

AA-

4,396,259

5,010

Wisconsin

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Marshfield

Clinic

Health

System,

Inc.,

Series

2017C,

5.000%,

2/15/47

2/27

at

100.00

A-

5,496,671

740

Wisconsin

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Meriter

Hospital

Inc.,

Series

1992A,

6.000%,

12/01/22

-

FGIC

Insured

No

Opt.

Call

A1

762,363

1,775

Wisconsin

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Ministry

Health

Care,

Inc.,

Refunding

2012C,

5.000%,

8/15/24,

(Pre-

refunded

8/15/22)

8/22

at

100.00

N/R

(4)

1,800,294

3,230

Wisconsin

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

PHW

Muskego,

Inc.

Project,

Series

2021,

4.000%,

10/01/41

10/28

at

102.00

N/R

3,086,523

2,035

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Advocate

Aurora

Health

Credit

Group,

Series

2018A,

4.000%,

8/15/36

8/28

at

100.00

AA

2,183,535

175

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Wisconsin

(continued)

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Gundersen

Health

System,

Refunding

Series

2021A:

$

2,550

4.000%,

10/15/34

10/31

at

100.00

AA-

$

2,827,874

1,955

4.000%,

10/15/35

10/31

at

100.00

AA-

2,165,553

5,590

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Marshfield

Clinic

Health

System,

Inc.,

Series

2020B-2,

5.000%,

2/15/51,

(Mandatory

Put

2/15/27)

8/26

at

100.00

A-

6,207,863

1,470

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Oakwood

Lutheran

Senior

Ministries,

Series

2021,

4.000%,

1/01/37

1/27

at

103.00

N/R

1,417,462

4,365

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

ProHealth

Care,

Inc.

Obligated

Group,

Refunding

Series

2015,

5.000%,

8/15/39

8/24

at

100.00

A+

4,638,904

1,950

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Saint

Camillus

Health

System

Inc,

Series

2019A,

5.000%,

11/01/39

11/26

at

103.00

N/R

2,046,388

2,850

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Saint

John's

Communities

Inc.,

Series

2018A,

5.000%,

9/15/40,

(Pre-refunded

9/15/23)

9/23

at

100.00

BBB-

(4)

2,980,131

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

ThedaCare

Inc,

Series

2015:

825

5.000%,

12/15/23

No

Opt.

Call

AA-

867,974

1,330

5.000%,

12/15/25

12/24

at

100.00

AA-

1,432,064

2,750

Wisconsin

Housing

and

Economic

Development

Authority,

Housing

Revenue

Bonds,

Series

2019A,

3.000%,

11/01/39

11/28

at

100.00

AA

2,696,292

1,650

Wisconsin

Housing

and

Economic

Development

Authority,

Housing

Revenue

Bonds,

Series

2021C,

2.500%,

11/01/41

5/31

at

100.00

N/R

1,405,751

85

Wisconsin

State,

General

Obligation

Bonds,

Refunding

Series

2014-2,

5.000%,

5/01/24,

(Pre-refunded

5/01/22)

5/22

at

100.00

N/R

(4)

85,262

8,145

WPPI

Energy,

Wisconsin,

Power

Supply

System

Revenue

Bonds,

Series

2013A,

5.000%,

7/01/37

7/23

at

100.00

A1

8,448,564

144,785

Total

Wisconsin

147,346,968

Wyoming

-

0.9%

10,720

Campbell

County,

Wyoming

Solid

Waste

Facilities

Revenue

Bonds,

Basin

Electric

Power

Cooperative,

Dry

Fork

Station

Facilities,

Series

2019A,

3.625%,

7/15/39

5/29

at

100.00

A

10,739,403

Casper

Community

College

District,

Natrona

County,

Wyoming,

Revenue

Bonds,

Refunding

Series

2021:

960

4.000%,

4/15/37

4/31

at

100.00

A+

1,040,842

1,000

4.000%,

4/15/38

4/31

at

100.00

A+

1,082,400

1,035

4.000%,

4/15/39

4/31

at

100.00

A+

1,118,421

1,070

4.000%,

4/15/40

4/31

at

100.00

A+

1,154,369

5,500

Sweetwater

County,

Wyoming,

Hospital

Revenue

Bonds,

Memorial

Hospital

Project,

Refunding

Series

2013A,

5.000%,

9/01/30,

(Pre-

refunded

9/01/23)

9/23

at

100.00

BB+

(4)

5,744,420

28,275

Sweetwater

County,

Wyoming,

Pollution

Control

Revenue

Refunding

Bonds,

Idaho

Power

Company

Project,

Series

2006,

1.700%,

7/15/26

No

Opt.

Call

A1

26,964,454

University

of

Wyoming,

Facilities

Revenue

Bonds,

Supplemental

Coverage

Program,

Refunding

Series

2021A:

4,215

5.000%,

6/01/26

No

Opt.

Call

AA-

4,700,779

4,420

5.000%,

6/01/27

No

Opt.

Call

AA-

5,028,103

4,575

5.000%,

6/01/28

No

Opt.

Call

AA-

5,291,262

Nuveen

Intermediate

Duration

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

176

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Wyoming

(continued)

$

3,060

Wyoming

Community

Development

Authority,

Housing

Revenue

Bonds,

2015

Series

6,

3.900%,

12/01/34

12/24

at

100.00

AA+

$

3,103,330

6,500

Wyoming

Community

Development

Authority,

Housing

Revenue

Bonds,

2019

Series

3,

2.650%,

12/01/39

12/28

at

100.00

AA+

5,941,585

3,250

Wyoming

Community

Development

Authority,

Housing

Revenue

Bonds,

2020

Series

1,

3.000%,

12/01/40

6/29

at

100.00

AA+

3,129,490

6,675

Wyoming

Community

Development

Authority,

Housing

Revenue

Bonds,

2020

Series

2,

2.250%,

12/01/40

6/30

at

100.00

AA+

5,690,037

6,000

Wyoming

Community

Development

Authority,

Housing

Revenue

Bonds,

2021

Series

3,

2.250%,

12/01/41

12/30

at

100.00

N/R

5,065,920

87,255

Total

Wyoming

85,794,815

$

9,456,609

Total

Municipal

Bonds

(cost

$9,525,882,150)

9,368,176,614

Shares

Description

(1)

Value

COMMON

STOCKS

-

1.7%

Independent

Power

and

Renewable

Electricity

Producers

-

1.7%

2,665,489

Energy

Harbor

Corp

(9),(10),(11)

161,595,271

Total

Common

Stocks

(cost

$55,930,174)

161,595,271

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(3)

Value

ASSET-BACKED

AND

MORTGAGE-BACKED

SECURITIES

-

0.1%

8,227

Freddie

Mac

Multi-Family

ML

Certificates,

Series

ML

10,

Series

2021

2.032%

1/25/38

AA+

7,221,182

4,800

Federal

Home

Loan

Mortgage

Corporation,

Notes

3.150%

10/15/36

N/R

4,810,565

$

13,027

Total

Asset-Backed

and

Mortgage-Backed

Securities

(cost

$13,435,074)

12,031,747

Total

Long-Term

Investments

(cost

$9,595,247,398)

9,541,803,632

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

SHORT-TERM

INVESTMENTS

-

 0.3%  

MUNICIPAL

BONDS

-

0.3%

Alaska

-

0.2%

14,665

Alaska

Municipal

Bond

Bank,

General

Obligation

Bonds,

2016

Master

Resolution,

Tender

Option

Bond

Trust

2017-XM0532,

0.670%,

4/01/25,

(Mandatory

Put

4/7/2022),

144A

(12)

No

Opt.

Call

A+

14,665,000

6,750

Alaska

Municipal

Bond

Bank,

General

Obligation

Bonds,

2016

Master

Resolution,

Tender

Option

Bond

Trust

Seres

2017-XL0044,

0.670%,

4/01/25,

(Mandatory

Put

4/7/2022),

144A

(12)

No

Opt.

Call

A

6,750,000

21,415

Total

Alaska

21,415,000

Florida

-

0.1%

6,880

Miami-Dade

County

Educational

Facilities

Authority,

Florida,

Revenue

Bonds,

University

of

Miami,

Tender

Option

Bond

Trust

Series

2018-

XM0676,

0.630%,

4/01/53,

(Mandatory

Put

4/7/2022),

144A

(12)

4/28

at

100.00

A3

6,880,000

Washington

-

0.0%

4,500

Washington

State

Convention

Center

Public

Facilities

District,

Lodging

Tax

Revenue

Bonds,

Tender

Option

Bond

Trust

2018-ZM0679,

0.810%,

7/01/26,

(Mandatory

Put

4/7/2022),

144A

(12)

No

Opt.

Call

Baa1

4,500,000

Total

Short-Term

Investments

(cost

$32,795,000)

32,795,000

Total

Investments

(cost

$

9,628,042,398

)

-

97

.9

%

9,574,598,632

Other

Assets

Less

Liabilities

-

2.1%

207,192,542

Net

Assets

-

100%

$

9,781,791,174

177

(1)

All

percentages

shown

in

the

Portfolio

of

Investments

are

based

on

net

assets.

(2)

Optional

Call

Provisions:

Dates

(month

and

year)

and

prices

of

the

earliest

optional

call

or

redemption.

There

may

be

other

call

provisions

at

varying

prices

at

later

dates.

Certain

mortgage-backed

securities

may

be

subject

to

periodic

principal

paydowns.

Optional

Call

Provisions

are

not

covered

by

the

report

of

independent

registered

public

accounting

firm.

(3)

For

financial

reporting

purposes,

the

ratings

disclosed

are

the

highest

of

Standard

&

Poor’s

Group

(“Standard

&

Poor’s”),

Moody’s

Investors

Service,

Inc.

(“Moody’s”)

or

Fitch,

Inc.

(“Fitch”)rating.

This

treatment

of

split-rated

securities

may

differ

from

that

used

for

other

purposes,

such

as

for

Fund

investment

policies.

Ratings

below

BBB

by

Standard

&

Poor’s,

Baa

by

Moody’s

or

BBB

by

Fitch

are

considered

to

be

below

investment

grade.

Holdings

designated

N/R

are

not

rated

by

any

of

these

national

rating

agencies.

Ratings

are

not

covered

by

the

report

of

independent

registered

public

accounting

firm.

(4)

Backed

by

an

escrow

or

trust

containing

sufficient

U.S.

Government

or

U.S.

Government

agency

securities,

which

ensure

the

timely

payment

of

principal

and

interest.

(5)

Variable

rate

security.

The

rate

shown

is

the

coupon

as

of

the

end

of

the

reporting

period.

(6)

Defaulted

security.

A

security

whose

issuer

has

failed

to

fully

pay

principal

and/or

interest

when

due,

or

is

under

the

protection

of

bankruptcy.

(7)

Investment

valued

at

fair

value

using

methods

determined

in

good

faith

by,

or

at

the

discretion

of,

the

Board.

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3.

(8)

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.

(9)

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

2.

(10)

Common

Stock

received

as

part

of

the

bankruptcy

settlements

during

February

2020,

for

Beaver

County

Industrial

Development

Authority,

Pennsylvania,

Pollution

Control

Revenue

Refunding

Bonds,

FirstEnergy

Nuclear

Generation

Project,

Series

2006A,

3.500%,

4/01/41,

Beaver

County

Industrial

Development

Authority,

Pennsylvania,

Pollution

Control

Revenue

Refunding

Bonds,

FirstEnergy

Nuclear

Generation

Project,

Series

2006B,

3.500%,

12/01/35,

Beaver

County

Industrial

Development

Authority,

Pennsylvania,

Pollution

Control

Revenue

Refunding

Bonds,

FirstEnergy

Nuclear

Generation

Project,

Series

2008A,

2.700%,

4/01/35,

Ohio

Air

Quality

Development

Authority,

Ohio,

Air

Quality

Development

Revenue

Bonds,

FirstEnergy

Generation

Corporation

Project,

Series

2009A,

5.700%,

8/01/20,

Ohio

Air

Quality

Development

Authority,

Ohio,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Generation

Corporation

Project,

Refunding

Series

2009B,

3.100%,

3/01/23,

Ohio

Air

Quality

Development

Authority,

Ohio,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Generation

Project,

Refunding

Series

2006A,

3.750%

12/01/23,

Ohio

Air

Quality

Development

Authority,

Ohio,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generation

Project,

Refunding

Series

2006B,

3.625%,

12/01/33,

Ohio

Air

Quality

Development

Authority,

Ohio,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generation

Project,

Refunding

Series

2008C,

3.950%,

11/01/32,

Ohio

Water

Development

Authority,

Pollution

Control

Revenue

Refunding

Bonds,

FirstEnergy

Nuclear

Generating

Corporation

Project,

Series

2005B,

4.000%,

1/01/34,

Ohio

Water

Development

Authority,

Pollution

Control

Revenue

Refunding

Bonds,

FirstEnergy

Nuclear

Generating

Corporation

Project,

Series

2006A,

3.000%,

5/15/20,

Ohio

Water

Development

Authority,

Pollution

Control

Revenue

Refunding

Bonds,

FirstEnergy

Nuclear

Generating

Corporation

Project,

Series

2006B,

4.000%,

12/01/33,

Ohio

Water

Development

Authority,

Pollution

Control

Revenue

Refunding

Bonds,

FirstEnergy

Nuclear

Generating

Corporation

Project,

Series

2010A,

3.750%,

7/01/33,

Ohio

Water

Development

Authority,

Pollution

Control

Revenue

Refunding

Bonds,

FirstEnergy

Nuclear

Generating

Corporation

Project,

Series

2010C,

4.000%,

6/01/33,

Pennsylvania

Economic

Development

Financing

Authority,

Exempt

Facilities

Revenue

Bonds,

Shippingport

Project,

First

Energy

Guarantor,

Series

2005A,

3.750%,

12/01/40,

Pennsylvania

Economic

Development

Financing

Authority,

Exempt

Facilities

Revenue

Bonds,

Shippingport

Project,

First

Energy

Guarantor,

Series

2006A,

2.550%,

11/01/41.

(11)

Non-income

producing;

issuer

has

not

declared

an

ex-dividend

date

within

the

past

twelve

months.

(12)

Investment

has

a

maturity

of

greater

than

one

year,

but

has

variable

rate

and/or

demand

features

which

qualify

it

as

a

short-term

investment.

The

rate

disclosed,

as

well

as

the

reference

rate

and

spread,

where

applicable,

is

that

in

effect

as

of

the

end

of

the

reporting

period.

This

rate

changes

periodically

based

on

market

conditions

or

a

specified

market

index.

144A

Investment

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

investments

may

only

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

AMT

Alternative

Minimum

Tax

ETM

Escrowed

to

maturity

LIBOR

London

Inter-Bank

Offered

Rate

SIFMA

Securities

Industry

and

Financial

Market

Association

WI/DD

Purchased

on

a

when-issued

or

delayed

delivery

basis.

See

accompanying

notes

to

financial

statements

178

Nuveen

Limited

Term

Municipal

Bond

Fund

Portfolio

of

Investments

March

31,

2022

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

LONG-TERM

INVESTMENTS

-

100.2%   

MUNICIPAL

BONDS

-

98.2%

Alabama

-

1.7%

$

9,855

Alabama

Public

School

and

College

Authority,

Capital

Improvement

Pool

Revenue

Bonds,

Refunding

Series

2020A,

5.000%,

11/01/25

No

Opt.

Call

Aa1

$

10,874,303

9,810

Black

Belt

Energy

Gas

District,

Alabama,

Gas

PrePay

Revenue

Bonds,

Project

3

Series

2018A,

4.000%,

12/01/48,

(Mandatory

Put

12/1/2023)

9/23

at

100.31

A2

10,056,035

10,910

Black

Belt

Energy

Gas

District,

Alabama,

Gas

PrePay

Revenue

Bonds,

Project

4

Series

2019A-1,

4.000%,

12/01/49,

(Mandatory

Put

12/1/2025)

9/25

at

100.38

A1

11,360,147

4,175

Black

Belt

Energy

Gas

District,

Alabama,

Gas

PrePay

Revenue

Bonds,

Project

6

Series

2021B,

4.000%,

10/01/52,

(Mandatory

Put

12/1/2026)

9/26

at

100.79

N/R

4,351,853

3,410

Black

Belt

Energy

Gas

District,

Alabama,

Gas

PrePay

Revenue

Bonds,

Project

8

Series

2022A,

4.000%,

12/01/52,

(Mandatory

Put

12/1/2029)

9/29

at

100.40

N/R

3,642,221

7,500

Black

Belt

Energy

Gas

District,

Alabama,

Gas

PrePay

Revenue

Bonds,

Series

2022B-1,

4.000%,

4/01/53,

(Mandatory

Put

10/1/2027)

7/27

at

100.42

N/R

7,893,525

29,330

Black

Belt

Energy

Gas

District,

Alabama,

Gas

Supply

Revenue

Bonds,

Series

2017A,

4.000%,

8/01/47,

(Mandatory

Put

7/1/2022)

4/22

at

100.52

Aa2

29,526,804

5,105

Black

Belt

Energy

Gas

District,

Alabama,

Gas

Supply

Revenue

Bonds,

Series

2021A,

4.000%,

6/01/51,

(Mandatory

Put

12/1/2031)

9/31

at

100.53

Aa2

5,539,231

1,000

Chatom

Industrial

Development

Board,

Alabama,

Gulf

Opportunity

Zone

Revenue

Bonds,

PowerSouth

Energy

Cooperative,

Refunding

Series

2020,

5.000%,

8/01/24

-

AGM

Insured

No

Opt.

Call

AA

1,064,850

11,180

Lower

Alabama

Gas

District,

Alabama,

Goldman

Sachs

Gas

Project

2

Revenue

Bonds,

Series

2020A,

4.000%,

12/01/50,

(Mandatory

Put

12/1/2025)

9/25

at

100.58

A2

11,559,337

11,745

Mobile

Industrial

Development

Board,

Alabama,

Pollution

Control

Revenue

Refunding

Bonds,

Alabama

Power

Company

Barry

Plan,

Series

2007A,

1.000%,

6/01/34,

(Mandatory

Put

6/26/2025)

No

Opt.

Call

A1

11,210,250

23,445

Mobile

Industrial

Development

Board,

Alabama,

Pollution

Control

Revenue

Refunding

Bonds,

Alabama

Power

Company

Barry

Plan,

Series

2008,

2.900%,

7/15/34,

(Mandatory

Put

12/12/2023)

No

Opt.

Call

A1

23,748,613

7,500

Selma

Industrial

Development

Board,

Alabama,

Gulf

Opportunity

Zone

Revenue

Bonds,

International

Paper

Company

Project,

Refunding

Series

2020A,

1.375%,

5/01/34,

(Mandatory

Put

6/16/2025)

No

Opt.

Call

BBB

7,222,200

885

Southeast

Alabama

Gas

Supply

District,

Alabama,

Gas

Supply

Revenue

Bonds,

Project

2,

Fixed

Rate

Series

2018A,

4.000%,

6/01/49,

(Mandatory

Put

6/1/2024)

3/24

at

100.29

A1

912,568

2,300

Southeast

Energy

Authority,

Alabama,

Commodity

Supply

Revenue

Bonds,

Project

1,

Series

2021A,

4.000%,

11/01/51,

(Mandatory

Put

10/1/2028)

7/28

at

100.68

A2

2,423,694

138,150

Total

Alabama

141,385,631

Alaska

-

0.9%

1,220

Alaska

Housing

Finance

Corporation,

General

Obligation

Bonds,

State

Capital

Project

II,

Series

2021A,

4.000%,

12/01/25

No

Opt.

Call

AA+

1,306,034

1,380

Alaska

Housing

Finance

Corporation,

Mortgage

Revenue

Bonds,

General

Series

2016A-II,

1.900%,

12/01/24

No

Opt.

Call

AA+

1,365,952

12,345

Alaska

Housing

Finance

Corporation,

Mortgage

Revenue

Bonds,

General

Series

2020A-II,

2.000%,

12/01/35

6/29

at

100.00

AA+

10,776,691

23,000

Alaska

Housing

Finance

Corporation,

Mortgage

Revenue

Bonds,

General

Series

2020B-II,

2.000%,

12/01/35

6/29

at

100.00

AA+

20,243,220

179

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Alaska

(continued)

$

3,560

Alaska

Housing

Finance

Corporation,

Mortgage

Revenue

Bonds,

General

Series

2022A-II,

2.150%,

12/01/36

12/30

at

100.00

N/R

$

3,096,096

8,110

Alaska

Housing

Finance

Corporation,

Mortgage

Revenue

Bonds,

Series

2022B-1,

2.150%,

6/01/36

12/30

at

100.00

N/R

7,071,352

Alaska

Industrial

Development

and

Export

Authority,

Power

Revenue

Bonds,

Snettisham

Hydroelectric

Project,

Refunding

Series

2015:

1,655

5.000%,

1/01/24,

(AMT)

No

Opt.

Call

Baa2

1,718,469

3,565

5.000%,

1/01/26,

(AMT)

7/25

at

100.00

Baa2

3,762,751

Alaska

Industrial

Development

and

Export

Authority,

Revenue

Bonds,

Greater

Fairbanks

Community

Hospital

Foundation

Project,

Refunding

Series

2019:

5,145

5.000%,

4/01/27

No

Opt.

Call

A+

5,754,631

5,355

5.000%,

4/01/28

No

Opt.

Call

A+

6,082,049

5,575

5.000%,

4/01/29

No

Opt.

Call

A+

6,426,358

North

Slope

Borough,

Alaska,

General

Obligation

Bonds,

Refunding

General

Purpose

Series

2021A:

4,170

5.000%,

6/30/23

No

Opt.

Call

AA

4,336,049

2,000

5.000%,

6/30/24

No

Opt.

Call

AA

2,132,500

Northern

Tobacco

Securitization

Corporation,

Alaska,

Tobacco

Settlement

Asset-Backed

Bonds,

Senior

Series

2021A

Class

1:

600

3.000%,

6/01/22

No

Opt.

Call

A

601,290

520

4.000%,

6/01/23

No

Opt.

Call

A

529,932

550

5.000%,

6/01/24

No

Opt.

Call

A

577,528

1,000

5.000%,

6/01/25

No

Opt.

Call

A

1,069,830

1,000

Northern

Tobacco

Securitization

Corporation,

Alaska,

Tobacco

Settlement

Asset-Backed

Bonds,

Series

2021B-1

Class

2,

0.500%,

6/01/31

No

Opt.

Call

BBB+

993,370

80,750

Total

Alaska

77,844,102

Arizona

-

1.7%

Arizona

Board

of

Regents,

Univeristy

of

Arizona,

SPEED

Revenue

Bonds,

Stimulus

Plan

for

Economic

and

Educational

Development,

Series

2020C.

Forward

Delivery:

1,000

5.000%,

8/01/22

No

Opt.

Call

Aa3

1,012,920

1,000

5.000%,

8/01/24

No

Opt.

Call

Aa3

1,068,380

Arizona

Industrial

Development

Authority,

Hospital

Revenue

Bonds,

Phoenix

Children's

Hospital,

Series

2021A:

1,200

5.000%,

2/01/23

No

Opt.

Call

AA-

1,234,212

1,450

5.000%,

2/01/24

No

Opt.

Call

AA-

1,531,287

1,300

5.000%,

2/01/25

No

Opt.

Call

AA-

1,403,688

915

5.000%,

2/01/26

No

Opt.

Call

AA-

1,010,709

Arizona

State,

Certificates

of

Participation,

Refunding

Series

2019A:

5,485

5.000%,

10/01/26,

(ETM)

No

Opt.

Call

Aa2

(4)

6,179,072

5,045

5.000%,

10/01/27,

(ETM)

No

Opt.

Call

Aa2

(4)

5,802,153

17,070

Chandler

Industrial

Development

Authority,

Arizona,

Industrial

Development

Revenue

Bonds,

Intel

Corporation

Project,

Series

2005,

2.400%,

12/01/35,

(Mandatory

Put

8/14/2023)

No

Opt.

Call

A+

17,145,620

1,860

Chandler

Industrial

Development

Authority,

Arizona,

Industrial

Development

Revenue

Bonds,

Intel

Corporation

Project,

Series

2007,

2.700%,

12/01/37,

(AMT),

(Mandatory

Put

8/14/2023)

No

Opt.

Call

A+

1,875,698

19,580

Chandler

Industrial

Development

Authority,

Arizona,

Industrial

Development

Revenue

Bonds,

Intel

Corporation

Project,

Series

2019,

5.000%,

6/01/49,

(AMT),

(Mandatory

Put

6/3/2024)

6/24

at

100.00

A+

20,712,703

Nuveen

Limited

Term

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

180

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Arizona

(continued)

$

2,430

Coconino

County,

Arizona,

Pollution

Control

Revenue

Bonds,

Nevada

Power

Company

Project,

Refunding

Series

2017A,

1.875%,

9/01/32,

(AMT),

(Mandatory

Put

3/31/2023)

No

Opt.

Call

A+

$

2,429,465

2,500

Coconino

County,

Arizona,

Pollution

Control

Revenue

Bonds,

Nevada

Power

Company

Project,

Refunding

Series

2017B,

1.650%,

3/01/39,

(Mandatory

Put

3/31/2023)

No

Opt.

Call

A+

2,497,125

Glendale

Industrial

Development

Authority,

Arizona,

Revenue

Bonds,

Midwestern

University,

Refunding

Series

2020:

750

5.000%,

5/15/22

No

Opt.

Call

AA

753,225

550

5.000%,

5/15/23

No

Opt.

Call

AA

569,987

435

4.000%,

5/15/24

No

Opt.

Call

AA

453,727

14,500

Maricopa

County

Industrial

Development

Authority,

Arizona,

Hospital

Revenue

Bonds,

HonorHealth,

Series

2019B,

5.000%,

9/01/45,

(Mandatory

Put

9/1/2024)

No

Opt.

Call

A+

15,478,460

8,730

Maricopa

County

Industrial

Development

Authority,

Arizona,

Revenue

Bonds,

Banner

Health,

Series

2017C,

5.000%,

1/01/48,

(Mandatory

Put

10/18/2024)

No

Opt.

Call

AA-

9,348,433

3,655

Maricopa

County

Industrial

Development

Authority,

Arizona,

Revenue

Bonds,

Banner

Health,

Variable

Rate

Series

2019B,

0.870%,

1/01/35,

(Mandatory

Put

10/18/2022)

(SIFMA

reference

rate

+

0.380%

spread)

(5)

4/22

at

100.00

AA-

3,655,183

3,145

Maricopa

County

Industrial

Development

Authority,

Arizona,

Revenue

Bonds,

Banner

Health,

Variable

Rate

Series

2019C,

1.080%,

1/01/35,

(Mandatory

Put

10/18/2024)

(SIFMA

reference

rate

+

0.570%

spread)

(5)

10/23

at

100.00

AA-

3,158,775

4,500

Maricopa

County

Pollution

Control

Corporation,

Arizona,

Pollution

Control

Revenue

Bonds,

Public

Service

Company

of

New

Mexico

Palo

Verde

Project,

Refunding

Series

2010A,

0.875%,

6/01/43,

(Mandatory

Put

10/1/2026)

No

Opt.

Call

N/R

4,149,810

2,150

Maricopa

County

Pollution

Control

Corporation,

Arizona,

Pollution

Control

Revenue

Bonds,

Public

Service

Company

of

New

Mexico

Palo

Verde

Project,

Refunding

Series

2010B,

0.875%,

6/01/43,

(Mandatory

Put

10/1/2026)

No

Opt.

Call

N/R

1,982,687

900

Maricopa

County

Unified

School

District

60

Higley,

Arizona,

General

Obligation

Bonds,

Refunding

School

Improvement

Series

2015,

4.000%,

7/01/22

-

AGM

Insured

No

Opt.

Call

AA

906,525

1,270

Maricopa

County

Unified

School

District

60

Higley,

Arizona,

General

Obligation

Bonds,

School

Improvement

Project

of

2013,

Series

2014A,

4.000%,

7/01/24

No

Opt.

Call

Aa2

1,327,671

2,055

Mesa,

Arizona,

General

Obligation

Bonds,

Refunding

Series

2012,

4.000%,

7/01/22

No

Opt.

Call

AAA

2,069,858

4,030

Mesa,

Arizona,

Street

and

Highway

User

Revenue

Bonds,

Refunding

Series

2012,

5.000%,

7/01/22

No

Opt.

Call

AA

4,068,809

3,615

Mesa,

Arizona,

Street

and

Highway

User

Revenue

Bonds,

Refunding

Series

2015,

5.000%,

7/01/26

7/25

at

100.00

AA

3,954,051

Phoenix

Civic

Improvement

Corporation,

Arizona,

Water

System

Revenue

Bonds,

Refunding

Junior

Lien

Series

2021B:

3,850

5.000%,

7/01/24

No

Opt.

Call

AAA

4,108,874

3,250

5.000%,

7/01/25

No

Opt.

Call

AAA

3,551,600

365

Pima

County

Industrial

Development

Authority,

Arizona,

Revenue

Bonds,

Tucson

Electric

Power

Company

Project,

Series

2013A,

4.000%,

9/01/29

3/23

at

100.00

A-

371,628

5,505

Pima

County,

Arizona,

Sewer

System

Revenue

Obligations,

Refunding

Series

2016,

5.000%,

7/01/23

No

Opt.

Call

AA

5,732,357

181

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Arizona

(continued)

Pinal

County,

Arizona,

Pledged

Revenue

Obligations,

Refunding

Series

2014:

$

1,440

5.000%,

8/01/22

No

Opt.

Call

AA

$

1,458,461

2,000

5.000%,

8/01/23

No

Opt.

Call

AA

2,086,680

2,005

5.000%,

8/01/24

No

Opt.

Call

AA

2,144,468

1,000

Pinal

County,

Arizona,

Pledged

Revenue

Obligations,

Series

2014,

5.000%,

8/01/24

No

Opt.

Call

AA

1,069,560

3,350

Tempe

Industrial

Development

Authority,

Arizona,

Revenue

Bonds,

Friendship

Village

of

Tempe

Project,

Refunding

Series

2021C-2.

TEMPS

-60,

1.125%,

12/01/26

12/22

at

100.00

N/R

3,088,432

3,715

Yavapai

County

Industrial

Development

Authority,

Arizona,

Solid

Waste

Disposal

Revenue

Bonds,

Waste

Management

Inc.,

Series

2002,

1.300%,

6/01/27,

(AMT),

(Mandatory

Put

6/1/2021)

No

Opt.

Call

A-

3,438,827

137,600

Total

Arizona

142,831,120

Arkansas

-

0.4%

8,605

Arkansas

State,

Federal

Highway

Grant

Anticipation

and

Tax

Revenue

Bonds,

Series

2013,

5.000%,

10/01/22

No

Opt.

Call

Aa1

8,768,323

5,255

Fayetteville,

Arkansas,

Sales

and

Use

Tax

Revenue

Bonds,

Refunding

&

Capital

Improvement

Series

2019A,

2.000%,

11/01/29

11/26

at

100.00

AA-

5,144,067

Pulaksi

County

Public

Facilities

Board,

Arkansas,

Health

Facilities

Revenue

Bonds,

CARTI

Project,

Series

2013:

1,075

4.000%,

7/01/22,

(ETM)

No

Opt.

Call

N/R

(4)

1,082,342

1,180

5.250%,

7/01/27,

(Pre-refunded

7/01/23)

7/23

at

100.00

N/R

(4)

1,229,065

545

5.250%,

7/01/28,

(Pre-refunded

7/01/23)

7/23

at

100.00

N/R

(4)

567,661

Pulaski

County

Public

Facilities

Board,

Arkansas,

Healthcare

Revenue

Bonds,

Baptist

Health,

Series

2014:

500

5.000%,

12/01/22

No

Opt.

Call

A

511,810

1,760

5.000%,

12/01/23

No

Opt.

Call

A

1,848,141

2,195

5.000%,

12/01/24

No

Opt.

Call

A

2,361,842

2,000

Rogers

School

District

30,

Benton

County,

Arkansas,

General

Obligation

Bonds,

Construction

Series

2019,

2.125%,

2/01/31

2/25

at

100.00

Aa2

1,942,080

Rogers

School

District

30,

Benton

County,

Arkansas,

General

Obligation

Bonds,

Refunding

Series

2019:

2,560

3.000%,

2/01/27

8/24

at

100.00

Aa2

2,621,107

3,790

3.000%,

2/01/28

8/24

at

100.00

Aa2

3,873,910

3,915

3.000%,

2/01/29

8/24

at

100.00

Aa2

3,996,393

33,380

Total

Arkansas

33,946,741

California

-

4.3%

17,400

Bay

Area

Toll

Authority,

California,

Revenue

Bonds,

San

Francisco

Bay

Area

Toll

Bridge,

Term

Rate

Series

2018A,

2.625%,

4/01/45,

(Mandatory

Put

4/1/2026)

10/25

at

100.00

AA

17,608,974

California

County

Tobacco

Securitization

Agency,

Tobacco

Settlement

Asset-Backed

Bonds,

Los

Angeles

County

Securitization

Corporation,

Series

2020A:

450

4.000%,

6/01/22

No

Opt.

Call

A

451,570

880

4.000%,

6/01/23

No

Opt.

Call

A

898,084

605

5.000%,

6/01/24

No

Opt.

Call

A

637,011

805

5.000%,

6/01/25

No

Opt.

Call

A

863,894

1,380

5.000%,

6/01/26

No

Opt.

Call

A

1,507,126

840

5.000%,

6/01/27

No

Opt.

Call

A

931,896

1,185

5.000%,

6/01/28

No

Opt.

Call

A

1,330,980

1,475

5.000%,

6/01/29

No

Opt.

Call

A

1,676,485

1,000

5.000%,

6/01/30

No

Opt.

Call

A

1,148,430

Nuveen

Limited

Term

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

182

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

California

(continued)

$

200

California

County

Tobacco

Securitization

Agency,

Tobacco

Settlement

Asset-Backed

Bonds,

Los

Angeles

County

Securitization

Corporation,

Series

2020B-1,

1.750%,

6/01/30

No

Opt.

Call

BBB+

$

196,844

2,685

California

Department

of

Water

Resources,

Central

Valley

Project

Water

System

Revenue

Bonds,

Series

2021BD,

5.000%,

12/01/25

No

Opt.

Call

AAA

2,969,610

6,475

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

Adventist

Health

System/West,

Series

2011A,

3.000%,

3/01/41,

(Mandatory

Put

3/1/2024)

9/23

at

100.00

A+

6,554,578

13,345

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

Kaiser

Permanante

System,

Series

2006C,

5.000%,

6/01/41,

(Mandatory

Put

11/1/2029)

No

Opt.

Call

AA-

15,724,814

8,255

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

Providence

Saint

Joseph

Health,

Series

2016B-3,

2.000%,

10/01/36,

(Mandatory

Put

10/1/2025)

10/25

at

100.00

AA-

8,220,329

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

Providence

Saint

Joseph

Health,

Term

Rate

Series

2019C:

3,025

5.000%,

10/01/39,

(Mandatory

Put

10/1/2025)

10/25

at

100.00

N/R

3,316,156

2,665

5.000%,

10/01/39,

(Pre-refunded

10/01/25)

No

Opt.

Call

N/R

(4)

2,922,439

3,874

California

Housing

Finance

Agency,

Municipal

Certificate

Revenue

Bonds,

Class

A

Series

2019-2,

4.000%,

3/20/33

No

Opt.

Call

BBB+

4,106,215

55,000

California

Infrastructure

and

Economic

Development

Bank,

Revenue

Bonds,

Brightline

West

Passenger

Rail

Project,

Series

2020A,

0.850%,

1/01/50,

(AMT),

(Mandatory

Put

1/26/2023),

144A

5/22

at

100.00

N/R

54,714,000

California

Infrastructure

and

Economic

Development

Bank,

Revenue

Bonds,

J

Paul

Getty

Trust,

Refunding

Series

2020A-1:

1,155

4.000%,

4/01/25

No

Opt.

Call

AAA

1,224,935

1,085

4.000%,

4/01/26

No

Opt.

Call

AAA

1,169,467

19,790

California

Municipal

Finance

Authority,

Revenue

Bonds,

Linxs

APM

Project,

Senior

Lien

Series

2018A,

3.000%,

12/31/30

-

AGM

Insured,

(AMT)

6/28

at

100.00

AA

19,521,648

California

Municipal

Finance

Authority,

Reveue

Bonds,

Community

Medical

Centers,

Series

2017A:

2,600

5.000%,

2/01/23

No

Opt.

Call

A-

2,674,126

1,920

5.000%,

2/01/24

No

Opt.

Call

A-

2,027,635

1,700

5.000%,

2/01/25

No

Opt.

Call

A-

1,842,902

2,000

5.000%,

2/01/26

No

Opt.

Call

A-

2,218,520

1,500

5.000%,

2/01/27

No

Opt.

Call

A-

1,698,990

9,050

California

Municipal

Finance

Authority,

Solid

Waste

Disposal

Revenue

Bonds,

Waste

Management

Inc.

Project,

Series

2019A,

2.400%,

10/01/44,

(AMT),

(Mandatory

Put

10/1/2029)

7/29

at

100.00

A-

8,741,304

6,455

California

Pollution

Control

Financing

Authority,

Solid

Waste

Disposal

Revenue

Bonds,

Waste

Management

Inc.,

Refunding

Series

2015B-2,

3.125%,

11/01/40,

(AMT),

(Mandatory

Put

11/3/2025)

No

Opt.

Call

A-

6,598,947

9,020

California

Pollution

Control

Financing

Authority,

Solid

Waste

Disposal

Revenue

Bonds,

Waste

Management

Inc.,

Series

2015A-1,

3.375%,

7/01/25,

(AMT)

No

Opt.

Call

A-

9,272,560

6,700

California

Pollution

Control

Financing

Authority,

Solid

Waste

Disposal

Revenue

Bonds,

Waste

Management,

Inc.

Project,

Refunding

Series

2015B-1,

3.000%,

11/01/25,

(AMT)

No

Opt.

Call

A-

6,820,667

4,065

California

Pollution

Control

Financing

Authority,

Water

Facilities

Revenue

Bonds,

American

Water

Capital

Corporation,

Project,

Refunding

Series

2020,

0.600%,

8/01/40,

(Mandatory

Put

9/1/2023)

No

Opt.

Call

A

3,977,521

183

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

California

(continued)

$

16,510

California

State,

General

Obligation

Bonds,

Refunding

Various

Purpose

Series

2021,

5.000%,

10/01/25

No

Opt.

Call

N/R

$

18,204,586

7,875

California

State,

General

Obligation

Bonds,

Various

Purpose

Series

2022,

5.000%,

4/01/26

No

Opt.

Call

N/R

8,789,051

5,500

California

Statewide

Communities

Development

Authority,

California,

Revenue

Bonds,

Loma

Linda

University

Medical

Center,

Series

2014A,

5.250%,

12/01/29

12/24

at

100.00

BB

5,938,845

1,000

California

Statewide

Communities

Development

Authority,

California,

Revenue

Bonds,

Loma

Linda

University

Medical

Center,

Series

2016A,

5.000%,

12/01/27,

144A

6/26

at

100.00

BB

1,107,460

325

California

Statewide

Communities

Development

Authority,

California,

Revenue

Bonds,

Loma

Linda

University

Medical

Center,

Series

2018A,

5.000%,

12/01/27,

144A

No

Opt.

Call

BB

361,335

765

California

Statewide

Communities

Development

Authority,

Revenue

Bonds,

Huntington

Memorial

Hospital,

Refunding

Series

2014B,

5.000%,

7/01/24,

(ETM)

No

Opt.

Call

A-

(4)

815,742

5,070

California

Statewide

Communities

Development

Authority,

Revenue

Bonds,

Kaiser

Permanente,

Series

2009C-1,

5.000%,

4/01/46,

(Mandatory

Put

11/1/2029)

No

Opt.

Call

AA-

5,974,133

200

California

Statewide

Communities

Development

Authority,

Revenue

Bonds,

Kaiser

Permanente,

Series

2009C-3,

5.000%,

4/01/45,

(Mandatory

Put

11/1/2029)

No

Opt.

Call

AA-

235,666

3,800

California

Statewide

Community

Development

Authority,

Revenue

Bonds,

Kaiser

Permanente

System,

Series

2004L,

5.000%,

4/01/38,

(Mandatory

Put

11/1/2029)

No

Opt.

Call

AA-

4,477,654

4,740

Golden

State

Tobacco

Securitization

Corporation,

California,

Tobacco

Settlement

Asset-Backed

Bonds,

Series

2018A-1,

3.500%,

6/01/36,

(Pre-

refunded

6/01/22)

6/22

at

100.00

BB

(4)

4,759,481

Los

Angeles

County

Metropolitan

Transportation

Authority,

California,

Measure

R

Sales

Tax

Revenue

Bonds,

Refunding

Junior

Subordinate

Green

Series

2020A:

8,800

5.000%,

6/01/25

No

Opt.

Call

AA

9,614,176

26,520

5.000%,

6/01/26

No

Opt.

Call

AA

29,655,194

2,825

Los

Angeles

Department

of

Water

and

Power,

California,

Waterworks

Revenue

Bonds,

Series

2013B,

5.000%,

7/01/22

No

Opt.

Call

AA+

2,852,628

1,270

Miracosta

Community

College

District,

California,

General

Obligation

Bonds,

Election

2016,

Series

2016B,

4.000%,

8/01/27

No

Opt.

Call

AAA

1,399,057

2,725

New

Haven

Unified

School

District,

California,

General

Obligation

Bonds,

Refunding

Series

2014A,

5.000%,

8/01/25

-

BAM

Insured

8/24

at

100.00

AA

2,911,990

Newport-Mesa

Unified

School

District,

Orange

County,

California,

General

Obligation

Bonds,

Election

2000

Refunding

Series

2020:

1,900

5.000%,

8/01/22

No

Opt.

Call

Aaa

1,924,738

2,605

5.000%,

8/01/23

No

Opt.

Call

Aaa

2,720,011

Orange

County

Transportation

Authority,

California,

Bond

Anticipation

Notes,

I-405

Improvement

Project,

Series

2021:

13,055

4.000%,

10/15/24

No

Opt.

Call

N/R

13,736,341

10,360

5.000%,

10/15/24

No

Opt.

Call

N/R

11,155,544

30

San

Bernardino,

California,

GNMA

Mortgage-Backed

Securities

Program

Single

Family

Mortgage

Revenue

Refunding

Bonds,

Series

1990A,

7.500%,

5/01/23,

(ETM)

No

Opt.

Call

AA+

(4)

31,036

Nuveen

Limited

Term

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

184

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

California

(continued)

$

13,975

San

Diego

Association

of

Governments,

California,

Capital

Grants

Receipts

Revenue

Bonds,

Mid-Coast

Corridor

Transit

Project,

Green

Series

2019B,

1.800%,

11/15/27

11/26

at

100.00

A-

$

13,443,671

6,395

San

Francisco

Airports

Commission,

California,

Revenue

Bonds,

San

Francisco

International

Airport,

Refunding

Second

Series

2017D,

5.000%,

5/01/25,

(AMT)

No

Opt.

Call

A1

6,880,828

San

Francisco

Bay

Area

Rapid

Transit

District,

California,

General

Obligation

Bonds,

Election

of

2016,

Green

Series

2020C-1:

1,235

5.000%,

8/01/24

No

Opt.

Call

Aaa

1,323,241

1,340

5.000%,

8/01/25

No

Opt.

Call

Aaa

1,474,134

4,025

5.000%,

8/01/29

No

Opt.

Call

Aaa

4,811,767

1,530

Vallecito

Union

School

District,

Calaveras

County,

California,

General

Obligation

Bonds,2018

Election,

Anticipation

Note

Series

2019,

0.000%,

8/01/22

No

Opt.

Call

AA

1,523,406

Vernon,

California,

Electric

System

Revenue

Bonds,

Series

2021A:

2,450

4.000%,

4/01/22

No

Opt.

Call

N/R

2,450,000

2,850

5.000%,

4/01/23

No

Opt.

Call

N/R

2,930,456

2,525

5.000%,

4/01/24

No

Opt.

Call

N/R

2,652,260

2,000

5.000%,

4/01/25

No

Opt.

Call

N/R

2,142,780

2,250

5.000%,

10/01/25

No

Opt.

Call

N/R

2,433,420

Vernon,

California,

Electric

System

Revenue

Bonds,

Series

2022A:

255

5.000%,

8/01/23

(WI/DD,

Settling

5/05/22)

No

Opt.

Call

N/R

262,698

700

5.000%,

8/01/24

(WI/DD,

Settling

5/05/22)

No

Opt.

Call

N/R

734,328

500

5.000%,

8/01/25

(WI/DD,

Settling

5/05/22)

No

Opt.

Call

N/R

533,660

Washington

Township

Health

Care

District,

California,

Revenue

Bonds,

Refunding

Series

2015A:

1,130

5.000%,

7/01/22

No

Opt.

Call

Baa2

1,140,215

980

5.000%,

7/01/23

No

Opt.

Call

Baa2

1,017,015

348,599

Total

California

365,987,204

Colorado

-

1.6%

2,750

Arapahoe

County

School

District

5

Cherry

Creek,

Colorado,

General

Obligation

Bonds,

Series

2012B,

2.500%,

12/15/28

12/22

at

100.00

N/R

2,763,778

7,610

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

Adventist

Health,

Sunbelt

Obligated

Group,

Series

2014E,

5.000%,

11/15/24

5/24

at

100.00

AA

8,115,761

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

CommonSpirit

Health,

Series

2019A-1:

2,545

5.000%,

8/01/25

No

Opt.

Call

BBB+

2,761,147

2,990

5.000%,

8/01/26

No

Opt.

Call

BBB+

3,311,455

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

CommonSpirit

Health,

Series

2019A-2:

3,000

5.000%,

8/01/25

No

Opt.

Call

BBB+

3,254,790

2,575

5.000%,

8/01/26

No

Opt.

Call

BBB+

2,851,838

3,150

5.000%,

8/01/29

No

Opt.

Call

BBB+

3,645,243

10,000

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

CommonSpirit

Health,

Series

2019B-1,

5.000%,

8/01/49,

(Mandatory

Put

8/1/2025)

2/25

at

100.00

BBB+

10,698,000

11,015

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

CommonSpirit

Health,

Series

2019B-2,

5.000%,

8/01/49,

(Mandatory

Put

8/1/2026)

2/26

at

100.00

BBB+

12,014,501

185

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Colorado

(continued)

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

Evangelical

Lutheran

Good

Samaritan

Society

Project,

Series

2013A:

$

2,300

5.000%,

6/01/22,

(ETM)

No

Opt.

Call

N/R

(4)

$

2,314,927

500

5.000%,

6/01/23,

(ETM)

No

Opt.

Call

N/R

(4)

519,290

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

SCL

Health

System,

Refunding

Series

2019A:

6,495

5.000%,

1/01/26

No

Opt.

Call

AA-

7,160,802

4,635

5.000%,

1/01/27

No

Opt.

Call

AA-

5,216,136

5,150

5.000%,

1/01/28

No

Opt.

Call

AA-

5,901,849

630

Colorado

Housing

and

Finance

Authority,

Single

Family

Mortgage

Bonds,

Class

I

Series

2021E,

1.950%,

11/01/36

5/30

at

100.00

AAA

545,876

2,500

Colorado

Housing

and

Finance

Authority,

Single

Family

Mortgage

Bonds,

Class

I

Series

2021H,

1.800%,

11/01/36

5/30

at

100.00

AAA

2,122,450

2,200

Colorado

State,

Certificates

of

Participation,

Rural

Series

2020A,

5.000%,

12/15/22

No

Opt.

Call

Aa2

2,256,210

Colorado

State,

Certificates

of

Participation,

Rural

Series

2021A:

8,845

5.000%,

12/15/22

No

Opt.

Call

Aa2

9,070,990

4,750

5.000%,

12/15/23

No

Opt.

Call

Aa2

5,006,405

4,675

5.000%,

12/15/24

No

Opt.

Call

Aa2

5,049,140

530

Cornerstar

Metropolitan

District,

Arapahoe

County,

Colorado,

General

Obligation

Bonds,

Limited

Tax

Convertible

to

Unlimited

Tax,

Refunding

Series

2017A,

4.500%,

12/01/27

12/22

at

103.00

N/R

542,683

13,115

Denver

City

and

County,

Colorado,

Airport

System

Revenue

Bonds,

Subordinate

Lien

Series

2018A,

5.000%,

12/01/24,

(AMT)

No

Opt.

Call

A+

13,971,409

3,000

E-470

Public

Highway

Authority,

Colorado,

Senior

Revenue

Bonds,

Series

2021B,

0.531%,

9/01/39,

(Mandatory

Put

9/1/2024)

(SOFR*0.67%

reference

rate

+

0.350%

spread)

(5)

6/24

at

100.00

A

2,983,830

3,705

Gardens

on

Havana

Metropolitan

District

3,

Arapahoe

County,

Colorado,

Special

Revenue

Bonds,

Refunding

Series

2017A,

4.625%,

12/01/27

12/22

at

103.00

N/R

3,779,100

5,755

Moffat

County,

Colorado,

Pollution

Control

Revenue

Bonds,

Tri-State

Generation

and

Transmission

Association,

Inc.

Project,

Refunding

Series

2009,

2.000%,

3/01/36,

(Mandatory

Put

10/3/2022)

No

Opt.

Call

A3

5,753,734

Regional

Transportation

District,

Colorado,

Private

Activity

Bonds,

Denver

Transit

Partners

Eagle

P3

Project,

Series

2020A:

575

5.000%,

1/15/24

No

Opt.

Call

A-

601,415

475

5.000%,

7/15/24

No

Opt.

Call

A-

500,146

325

5.000%,

1/15/25

No

Opt.

Call

A-

345,381

400

5.000%,

7/15/25

No

Opt.

Call

A-

429,100

500

3.000%,

1/15/26

No

Opt.

Call

A-

505,070

425

5.000%,

7/15/26

No

Opt.

Call

A-

463,582

1,425

5.000%,

1/15/27

No

Opt.

Call

A-

1,565,491

625

5.000%,

7/15/27

No

Opt.

Call

A-

691,519

555

STC

Metropolitan

District

2,

Superior,

Boulder

County,

Colorado,

Limited

Tax

General

Obligation

and

Special

Revenue

Bonds,

Refunding

&

improvement

Series

2019A,

3.000%,

12/01/25

12/24

at

103.00

N/R

548,967

500

Sterling

Ranch

Community

Authority

Board,

Douglas

County,

Colorado,

Limited

Tax

Supported

District

2,

Refunding

&

Improvement

Senior

Series

2020A,

3.375%,

12/01/30

12/25

at

102.00

N/R

503,350

805

Transport

Metropolitan

District

3,

In

the

City

of

Aurora,

Adams

County,

Colorado,

General

Obligation

Limited

Bonds,

Series

2021A-1,

4.125%,

12/01/31

3/26

at

103.00

N/R

817,896

Nuveen

Limited

Term

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

186

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Colorado

(continued)

$

6,150

University

of

Colorado,

Enterprise

System

Revenue

Bonds,

Refunding

Series

2021C-4,

2.000%,

6/01/51,

(Mandatory

Put

10/15/2025)

No

Opt.

Call

N/R

$

6,092,559

Windy

Gap

Firming

Project

Water

Activity

Enterprise,

Colorado,

Senior

Revenue

Bonds,

Series

2021:

1,610

5.000%,

7/15/26

No

Opt.

Call

AA

1,809,463

1,030

5.000%,

7/15/27

No

Opt.

Call

AA

1,180,977

129,820

Total

Colorado

137,666,260

Connecticut

-

3.5%

7,085

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Hartford

HealthCare

Issue,

Series

2020B-1,

5.000%,

7/01/53,

(Mandatory

Put

1/1/2025)

10/24

at

100.93

A+

7,615,312

1,465

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Hartford

HealthCare

Issue,

Series

2020B-2,

5.000%,

7/01/53,

(Mandatory

Put

1/1/2027)

10/26

at

100.87

A+

1,640,976

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Stamford

Hospital,

Series

2021L-1:

845

4.000%,

7/01/22

No

Opt.

Call

BBB+

850,298

1,250

4.000%,

7/01/25

No

Opt.

Call

BBB+

1,308,925

1,520

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Yale

University,

Series

2014A,

1.100%,

7/01/48,

(Mandatory

Put

2/7/2023)

No

Opt.

Call

AAA

1,512,962

27,535

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Yale

University,

Series

2015A,

0.375%,

7/01/35,

(Mandatory

Put

7/12/2024)

No

Opt.

Call

AAA

26,378,805

35,715

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Yale

University,

Series

2016A-1,

1.450%,

7/01/42,

(Mandatory

Put

7/1/2022)

No

Opt.

Call

AAA

35,739,286

6,655

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Yale

University,

Series

2017A-2,

5.000%,

7/01/42,

(Mandatory

Put

7/1/2022)

No

Opt.

Call

AAA

6,717,956

6,885

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Yale

University,

Series

2017B-2,

0.550%,

7/01/37,

(Mandatory

Put

7/3/2023)

No

Opt.

Call

AAA

6,768,712

17,185

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Yale

University,

Variable

Rate

Demand

Obligations,

Series

1999-U1,

1.100%,

7/01/33,

(Mandatory

Put

2/11/2025)

No

Opt.

Call

N/R

16,310,112

27,945

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Yale-New

Haven

Health

Issue,

Series

2014D,

1.800%,

7/01/49,

(Mandatory

Put

7/1/2024)

1/24

at

100.00

AA-

27,847,193

1,955

Connecticut

Housing

Finance

Authority,

Housing

Mortgage

Finance

Program

Bonds,

Series

2018D-1,

3.750%,

11/15/33

11/27

at

100.00

AAA

2,035,331

5,000

Connecticut

Housing

Finance

Authority,

Housing

Mortgage

Finance

Program

Bonds,

Series

2019F-1,

2.600%,

11/15/34

11/28

at

100.00

AAA

4,807,950

3,515

Connecticut

Housing

Finance

Authority,

Housing

Mortgage

Finance

Program

Bonds,

Series

2020A-1,

2.300%,

11/15/35

5/29

at

100.00

AAA

3,174,889

4,350

Connecticut

Housing

Finance

Authority,

Housing

Mortgage

Finance

Program

Bonds,

Series

2020C-1,

1.950%,

11/15/35

11/29

at

100.00

AAA

3,828,522

1,190

Connecticut

Housing

Finance

Authority,

Housing

Mortgage

Finance

Program

Bonds,

Series

2020C-2,

2.200%,

11/15/34,

(AMT)

11/29

at

100.00

AAA

1,072,226

4,000

Connecticut

Housing

Finance

Authority,

Housing

Mortgage

Finance

Program

Bonds,

Series

2021A-1,

1.700%,

5/15/34

5/30

at

100.00

AAA

3,471,760

187

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Connecticut

(continued)

$

3,900

Connecticut

Housing

Finance

Authority,

Housing

Mortgage

Finance

Program

Bonds,

Series

2021B-1,

2.000%,

11/15/36

11/30

at

100.00

AAA

$

3,342,261

12,115

Connecticut

Housing

Finance

Authority,

Housing

Mortgage

Finance

Program

Bonds,

Social

Series

2021D-1,

2.000%,

11/15/36

11/30

at

100.00

N/R

10,369,592

7,205

Connecticut

State,

General

Obligation

Bonds,

Refunding

Series

2018B,

5.000%,

4/15/22

No

Opt.

Call

Aa3

7,214,222

Connecticut

State,

General

Obligation

Bonds,

Refunding

Series

2020D:

5,950

5.000%,

7/15/22

No

Opt.

Call

Aa3

6,017,414

5,000

5.000%,

7/15/23

No

Opt.

Call

Aa3

5,207,000

Connecticut

State,

General

Obligation

Bonds,

Refunding

Series

2021C:

20,000

5.000%,

7/15/22

No

Opt.

Call

Aa3

20,226,600

6,875

5.000%,

7/15/24

No

Opt.

Call

Aa3

7,336,725

9,225

5.000%,

7/15/24

No

Opt.

Call

Aa3

9,844,551

525

Connecticut

State,

General

Obligation

Bonds,

Series

2013C,

5.000%,

7/15/22

No

Opt.

Call

Aa3

530,948

1,440

Connecticut

State,

General

Obligation

Bonds,

Series

2018C,

5.000%,

6/15/22

No

Opt.

Call

Aa3

1,451,650

1,730

Connecticut

State,

General

Obligation

Bonds,

Series

2019A,

5.000%,

4/15/23

No

Opt.

Call

Aa3

1,791,155

1,200

Connecticut

State,

General

Obligation

Bonds,

Series

2020C,

3.000%,

6/01/22

No

Opt.

Call

Aa3

1,204,080

Connecticut

State,

General

Obligation

Bonds,

Series

2022A:

9,500

3.000%,

1/15/24

No

Opt.

Call

N/R

9,690,570

12,335

4.000%,

1/15/25

No

Opt.

Call

N/R

12,966,305

1,750

Connecticut

State,

Special

Tax

Obligation

Bonds,

Transportation

Infrastructure

Purposes,

Refunding

Series

20168C,

5.000%,

10/01/23

No

Opt.

Call

AA-

1,832,810

Connecticut

State,

Special

Tax

Obligation

Bonds,

Transportation

Infrastructure

Purposes,

Refunding

Series

2021C:

12,000

5.000%,

1/01/23

No

Opt.

Call

AA-

12,313,680

3,440

5.000%,

1/01/24

No

Opt.

Call

AA-

3,625,519

4,250

North

Branford,

Connecticut,

General

Obligation

Bonds,

Anticipation

Notes,

Series

2021,

2.000%,

8/04/22

No

Opt.

Call

N/R

4,262,325

1,005

South

Central

Connecticut

Regional

Water

Authority,

Water

System

Revenue

Bonds,

Twenty-Ninth

Series

2014,

5.000%,

8/01/22

No

Opt.

Call

AA-

1,017,492

Stamford,

Connecticut,

General

Obligation

Bonds,

Refunding

Series

2021A:

3,660

4.000%,

8/15/22

No

Opt.

Call

AAA

3,698,979

8,415

4.000%,

8/15/23

No

Opt.

Call

AAA

8,679,568

10,615

Tolland,

Connecticut,

General

Obligation

Bonds,

Bond

Anticipation

Note

Series

2021,

1.000%,

9/15/23

No

Opt.

Call

N/R

10,598,653

West

Haven,

Connecticut,

General

Obligation

Bonds,

Series

2012:

2,095

5.000%,

8/01/22

-

AGM

Insured

No

Opt.

Call

AA

2,121,041

2,000

5.000%,

8/01/23

-

AGM

Insured

8/22

at

100.00

AA

2,020,400

1,000

5.000%,

8/01/25

-

AGM

Insured

8/22

at

100.00

AA

1,011,860

301,325

Total

Connecticut

299,456,615

Nuveen

Limited

Term

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

188

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Delaware

-

0.9%

$

14,785

Delaware

Economic

Development

Authority,

Exempt

Facility

Revenue

Bonds,

NRG

Energy

Project,

Refunding

Series

2020A,

1.250%,

10/01/45,

(Mandatory

Put

10/1/2025)

10/25

at

100.00

BBB-

$

13,977,887

9,000

Delaware

Economic

Development

Authority,

Exempt

Facility

Revenue

Bonds,

NRG

Energy

Project,

Refunding

Series

2020B,

1.250%,

10/01/40,

(Mandatory

Put

10/1/2025)

10/25

at

100.00

BBB-

8,508,690

13,910

Delaware

Economic

Development

Authority,

Gas

Facilities

Revenue

Bonds,

Delmarva

Power

&

Light

Company

Project,

Refunding

Series

2020,

1.050%,

1/01/31,

(Mandatory

Put

7/1/2025)

No

Opt.

Call

A

13,299,629

Delaware

State,

General

Obligation

Bonds,

Refunding

Series

2020B:

2,080

5.000%,

7/01/22

No

Opt.

Call

Aaa

2,100,342

1,550

5.000%,

7/01/24

No

Opt.

Call

Aaa

1,659,523

14,880

Delaware

State,

General

Obligation

Bonds,

Series

2021,

5.000%,

2/01/25

No

Opt.

Call

AAA

16,169,352

Delaware

Transportation

Authority,

Transportation

System

Revenue

Bonds,

Senior

Lien

Series

2020:

3,245

5.000%,

7/01/26

No

Opt.

Call

AA+

3,646,634

4,940

5.000%,

7/01/27

No

Opt.

Call

AA+

5,673,145

9,815

5.000%,

7/01/28

No

Opt.

Call

AA+

11,486,495

74,205

Total

Delaware

76,521,697

District

of

Columbia

-

0.5%

Metropolitan

Washington

D.C.

Airports

Authority,

Airport

System

Revenue

Bonds,

Refunding

Series

2018A:

8,210

5.000%,

10/01/22,

(AMT)

No

Opt.

Call

Aa3

8,358,437

10,830

5.000%,

10/01/23,

(AMT)

No

Opt.

Call

Aa3

11,332,729

8,875

5.000%,

10/01/24,

(AMT)

No

Opt.

Call

Aa3

9,466,341

7,320

5.000%,

10/01/25,

(AMT)

No

Opt.

Call

Aa3

7,944,762

1,250

Washington

Metropolitan

Area

Transit

Authority,

District

of

Columbia,

Gross

Revenue

Bonds,

Series

2018,

5.000%,

7/01/24

No

Opt.

Call

AA-

1,334,050

36,485

Total

District

of

Columbia

38,436,319

Florida

-

3.6%

4,305

Alachua

County

Health

Facilities

Authority,

Florida,

Health

Facilties

Revenue

Bonds,

Shands

Teaching

Hospital

&

Clinics,

Inc.

at

the

University

of

Florida

Project,

Refunding

Series

2019B-2,

5.000%,

12/01/37,

(Mandatory

Put

12/1/2026)

6/26

at

100.00

A

4,736,189

Broward

County,

Florida,

Airport

System

Revenue

Bonds,

Series

2015A:

5,000

5.000%,

10/01/24,

(AMT)

No

Opt.

Call

A1

5,328,100

5,725

5.000%,

10/01/25,

(AMT)

No

Opt.

Call

A1

6,213,629

2,395

5.000%,

10/01/26,

(AMT)

10/25

at

100.00

A1

2,603,604

4,185

5.000%,

10/01/27,

(AMT)

10/25

at

100.00

A1

4,542,190

1,040

Broward

County,

Florida,

Airport

System

Revenue

Bonds,

Series

2017,

5.000%,

10/01/23,

(AMT)

No

Opt.

Call

A1

1,083,888

1,085

Cape

Coral,

Florida,

Utility

Improvement

Assessment

Bonds,

Refunding

Various

Areas

Series

2017,

2.125%,

9/01/22

-

AGM

Insured

No

Opt.

Call

AA

1,089,340

11,050

Citizens

Property

Insurance

Corporation,

Florida,

Coastal

Account

Senior

Secured

Bonds,

Series

2015A-1,

5.000%,

6/01/25

12/24

at

100.00

AA

11,916,762

Clay

County,

Florida,

Sales

Surtax

Revenue

Bonds,

Series

2020.:

1,905

5.000%,

10/01/27

No

Opt.

Call

AA

2,179,206

1,885

5.000%,

10/01/28

No

Opt.

Call

AA

2,193,989

1,740

5.000%,

10/01/29

No

Opt.

Call

AA

2,049,128

189

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

$

5,295

Florida

Department

of

Transportation,

Full

Faith

and

Credit

Right-of-Way

Acquisition

and

Bridge

Construction

Bonds,

Refunding

Series

2015A,

5.000%,

7/01/23

No

Opt.

Call

AAA

$

5,515,696

10,665

Florida

Department

of

Transportation,

Full

Faith

and

Credit

Right-of-Way

Acquisition

and

Bridge

Construction

Bonds,

Refunding

Series

2021B,

5.000%,

7/01/25

No

Opt.

Call

AAA

11,697,052

Florida

Development

Finance

Corporation,

Florida,

Surface

Transportation

Facility

Revenue

Bonds,

Virgin

Trains

USA

Passenger

Rail

Project,

Series

2019A:

18,680

6.250%,

1/01/49,

(AMT),

(Mandatory

Put

1/1/2024),

144A

5/22

at

102.00

N/R

18,772,279

26,750

6.375%,

1/01/49,

(AMT),

(Mandatory

Put

1/1/2026),

144A

5/22

at

103.00

N/R

26,816,340

24,930

6.500%,

1/01/49,

(AMT),

(Mandatory

Put

1/1/2029),

144A

5/22

at

103.00

N/R

24,976,121

5,200

Florida

Development

Finance

Corporation,

Revenue

Bonds,

Brightline

Passenger

Rail

Expansion

Project,

Series

2021A,

0.300%,

12/01/56,

(AMT),

(Mandatory

Put

7/1/2022)

5/22

at

100.00

N/R

5,190,432

7,395

Florida

Development

Finance

Corporation,

Revenue

Bonds,

Brightline

Passenger

Rail

Expansion

Project,

Series

2021A-1,

6.750%,

12/01/56,

(AMT),

(Mandatory

Put

8/15/2023),

144A

5/22

at

102.50

N/R

7,180,175

2,095

Florida

Housing

Finance

Corporation,

Homeowner

Mortgage

Revenue

Bonds,

Series

2018-2,

3.750%,

7/01/33

1/28

at

100.00

Aaa

2,136,104

7,975

Florida

Housing

Finance

Corporation,

Homeowner

Mortgage

Revenue

Bonds,

Series

2019-1,

2.800%,

7/01/34

7/28

at

100.00

Aaa

7,924,837

2,310

Florida

Housing

Finance

Corporation,

Homeowner

Mortgage

Revenue

Bonds,

Social

Series

2021-1,

1.800%,

7/01/36

1/30

at

100.00

Aaa

1,932,916

2,855

Florida

Housing

Finance

Corporation,

Homeowner

Mortgage

Revenue

Bonds,

Social

Series

2021-2,

1.800%,

7/01/36

7/30

at

100.00

Aaa

2,424,323

4,335

Florida

State

Board

of

Education,

Public

Education

Capital

Outlay

Bonds,

Refunding

Series

2017C,

5.000%,

6/01/28

6/27

at

100.00

AAA

4,938,215

8,280

Florida

State

Department

of

Transportation

Financing

Corporation,

Revenue

Bonds,

Series

2020,

5.000%,

7/01/23

No

Opt.

Call

AA+

8,618,818

31,351

Highlands

County

Health

Facilities

Authority,

Florida,

Hospital

Revenue

Bonds,

Adventist

Health

System/Sunbelt

Obligated

Group,

Refunding

Series

2012,

2.025%,

11/15/26,

(Mandatory

Put

11/15/2022)

8/22

at

101.00

N/R

31,424,949

Hillsborough

County

Aviation

Authority,

Florida,

Revenue

Bonds,

Tampa

International

Airport,

Alternative

Minimum

Tax

Refunding

Subordinate

Lien

Series

2022A:

2,300

5.000%,

10/01/25,

(AMT)

No

Opt.

Call

N/R

2,496,305

3,080

5.000%,

10/01/26,

(AMT)

No

Opt.

Call

N/R

3,398,657

2,000

Jacksonville,

Florida,

Special

Revenue

Bonds,

Refunding

Series

2022A,

5.000%,

10/01/25

(WI/DD,

Settling

7/07/22)

No

Opt.

Call

N/R

2,153,320

Manatee

County

School

District,

Florida,

Sales

Tax

Revenue

Bonds,

Series

2017:

3,160

5.000%,

10/01/23

-

AGM

Insured

No

Opt.

Call

AA

3,304,285

2,800

5.000%,

10/01/25

-

AGM

Insured

No

Opt.

Call

AA

3,066,532

2,340

5.000%,

10/01/26

-

AGM

Insured

No

Opt.

Call

AA

2,619,022

2,020

5.000%,

10/01/27

-

AGM

Insured

4/27

at

100.00

AA

2,293,892

2,975

5.000%,

10/01/28

-

AGM

Insured

4/27

at

100.00

AA

3,379,897

2,550

5.000%,

10/01/29

-

AGM

Insured

4/27

at

100.00

AA

2,889,303

Miami-Dade

County

Expressway

Authority,

Florida,

Toll

System

Revenue

Bonds,

Refunding

Series

2014B:

1,805

5.000%,

7/01/22

No

Opt.

Call

A

1,820,252

4,060

5.000%,

7/01/23

No

Opt.

Call

A

4,210,829

Nuveen

Limited

Term

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

190

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

$

3,000

Miami-Dade

County

Industrial

Development

Authority,

Florida,

Solid

Waste

Revenue

Bonds,

Waste

Management

Inc.

of

Florida

Project,

Series

2008,

0.400%,

8/01/23,

(AMT)

No

Opt.

Call

A-

$

2,925,360

26,210

Orange

County

Health

Facilities

Authority,

Florida,

Hospital

Revenue

Bonds,

Advent

Health

Obligated

Group,

Series

2021C,

5.000%,

11/15/52,

(Mandatory

Put

11/15/2026)

No

Opt.

Call

AA

29,249,050

Orlando,

Florida,

Tourist

Development

Tax

Revenue

Bonds,

6th

Cent

Contract

Payments,

Refunding

Senior

Series

2017A:

2,135

5.000%,

11/01/29

-

AGM

Insured

11/27

at

100.00

AA

2,444,660

9,215

5.000%,

11/01/30

-

AGM

Insured

11/27

at

100.00

AA

10,520,397

2,000

Pompano

Beach,

Florida,

Revenue

Bonds,

John

Knox

Village

of

Florida

Incorporated

Project,

Entrance

Fee

2021B-2,

1.450%,

1/01/27

No

Opt.

Call

N/R

1,846,280

Port

Saint

Lucie,

Florida,

Utility

System

Revenue

Bonds,

Refunding

Series

2014:

500

5.000%,

9/01/22

No

Opt.

Call

AA

507,915

575

5.000%,

9/01/23

No

Opt.

Call

AA

601,214

South

Miami

Health

Facilities

Authority,

Florida,

Hospital

Revenue

Bonds,

Baptist

Health

Systems

of

South

Florida

Obligated

Group,

Refunding

Series

2017:

440

5.000%,

8/15/22

No

Opt.

Call

AA-

446,006

1,795

5.000%,

8/15/23

No

Opt.

Call

AA-

1,871,072

2,210

5.000%,

8/15/24

No

Opt.

Call

AA-

2,351,838

5,500

5.000%,

8/15/25

No

Opt.

Call

AA-

5,987,080

5,780

Tampa

Bay,

Florida,

Regional

Water

Supply

Authority,

Utility

System

Revenue

Bonds,

Series

2015A,

5.000%,

10/01/26

10/25

at

100.00

AA+

6,381,467

115

Tolomato

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Convertible,

Capital

Appreciation,

Series

2012A-4,

0.000%,

5/01/40

(6)

5/22

at

100.00

N/R

114,923

165

Tolomato

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Hope

Note,

Series

2007-3,

6.375%,

5/01/22

(7)

No

Opt.

Call

N/R

2

280

Tolomato

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Refunding

Series

2015-2,

0.000%,

5/01/40

(6)

5/22

at

100.00

N/R

220,195

305

Tolomato

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Refunding

Series

2015-3,

6.610%,

5/01/40

(7)

5/22

at

100.00

N/R

3

1,115

Two

Rivers

North

Community

Development

District,

Pasco

County,

Florida,

Special

Assessment

Bonds,

Bond

Anticipation

Note

Series

2022,

3.000%,

1/15/23,

144A

4/22

at

100.00

N/R

1,105,054

1,945

Two

Rivers

West

Community

Development

District,

Pasco

County,

Florida,

Special

Assessment

Bonds,

Bond

Anticipation

Note

Series

2022,

3.000%,

1/15/23

4/22

at

100.00

N/R

1,927,048

290,806

Total

Florida

303,616,140

Georgia

-

2.3%

115

Atlanta,

Georgia,

Airport

Passenger

Facilities

Charge

and

General

Revenue

Bonds,

Refunding

Subordinate

Lien

Series

2014A,

5.000%,

1/01/29

1/24

at

100.00

Aa3

120,898

14,775

Columbus

Medical

Center

Hospital

Authority,

Georgia,

Revenue

Anticipation

Certificates,

Piedmont

Health,

Series

2019A,

5.000%,

7/01/54,

(Mandatory

Put

7/1/2026)

1/26

at

100.00

AA-

16,256,046

8,335

Columbus

Medical

Center

Hospital

Authority,

Georgia,

Revenue

Anticipation

Certificates,

Piedmont

Health,

Series

2019B,

5.000%,

7/01/54,

(Mandatory

Put

7/1/2029)

1/29

at

100.00

AA-

9,646,012

191

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Georgia

(continued)

$

1,680

DeKalb

County,

Georgia,

Water

and

Sewerage

Revenue

Bonds,

Refunding

Second

Resolution

Series

2013,

5.000%,

10/01/22

No

Opt.

Call

Aa3

$

1,711,718

4,040

Fayette

County

Hospital

Authority,

Georgia,

Revenue

Anticipation

Certificates,

Piedmont

Healthcare,

Inc.

Project,

Series

2019A,

5.000%,

7/01/54,

(Mandatory

Put

7/1/2024)

1/24

at

100.00

AA-

4,249,312

2,885

Georgia

Housing

and

Finance

Authority,

Single

Family

Mortgage

Bonds,

Series

2020A,

2.750%,

12/01/35

6/29

at

100.00

AAA

2,772,745

2,750

Georgia

Housing

and

Finance

Authority,

Single

Family

Mortgage

Bonds,

Series

2021A,

2.250%,

12/01/36

12/30

at

100.00

N/R

2,447,225

Georgia

Ports

Authority,

Revenue

Bonds,

Series

2021:

2,365

5.000%,

7/01/24

No

Opt.

Call

N/R

2,525,631

5,870

5.000%,

7/01/25

No

Opt.

Call

N/R

6,420,547

Georgia

State

Road

and

Tollway

Authority,

Federal

Highway

Grant

Anticipation

Revenue

Bonds,

Series

2020:

4,100

5.000%,

6/01/22

No

Opt.

Call

AA

4,126,076

3,500

5.000%,

6/01/23

No

Opt.

Call

AA

3,632,545

5,045

5.000%,

6/01/24

No

Opt.

Call

AA

5,371,361

10,750

Georgia

State,

General

Obligation

Bonds,

Series

2015A,

5.000%,

2/01/24

No

Opt.

Call

AAA

11,372,640

5,035

Georgia

State,

General

Obligation

Bonds,

Series

2017A,

5.000%,

2/01/32

2/27

at

100.00

AAA

5,696,952

35,780

Georgia

State,

General

Obligation

Bonds,

Series

2021A,

5.000%,

7/01/24

No

Opt.

Call

AAA

38,267,426

4,590

Georgia

State,

General

Obligation

Bonds,

Tranche

1

Series

2016A,

5.000%,

2/01/25

No

Opt.

Call

AAA

4,985,107

6,050

Georgia

State,

General

Obligation

Bonds,

Tranche

2

Series

2016A,

5.000%,

2/01/28

2/26

at

100.00

AAA

6,724,575

14,905

Gwinnett

County

Water

and

Sewerage

Authority,

Georgia,

Revenue

Bonds,

Refunding

Series

2021,

4.000%,

8/01/24

No

Opt.

Call

AAA

15,621,931

Henry

County

School

District,

Georgia,

General

Obligation

Bonds,

Series

2021:

2,885

4.000%,

8/01/24

No

Opt.

Call

AA+

3,021,749

1,980

4.000%,

8/01/25

No

Opt.

Call

AA+

2,108,086

11,910

Main

Street

Natural

Gas

Inc.,

Georgia,

Gas

Supply

Revenue

Bonds,

Series

2019B,

4.000%,

8/01/49,

(Mandatory

Put

12/2/2024)

9/24

at

100.43

Aa2

12,430,586

10,060

Main

Street

Natural

Gas

Inc.,

Georgia,

Gas

Supply

Revenue

Bonds,

Series

2019C,

4.000%,

3/01/50,

(Mandatory

Put

9/1/2026)

6/26

at

100.50

A3

10,496,604

5,060

Main

Street

Natural

Gas

Inc.,

Georgia,

Gas

Supply

Revenue

Bonds,

Series

2021C,

4.000%,

5/01/52,

(Mandatory

Put

12/1/2028)

9/28

at

100.69

A3

5,341,994

16,900

Main

Street

Natural

Gas

Inc.,

Georgia,

Gas

Supply

Revenue

Bonds,

Series

2022C,

4.000%,

8/01/52,

(Mandatory

Put

11/1/2027),

144A

5/27

at

100.81

N/R

17,343,456

2,585

Private

Colleges

and

Universities

Authority,

Georgia,

Revenue

Bonds,

Emory

University,

Series

2020B,

5.000%,

9/01/25

No

Opt.

Call

AA

2,841,716

183,950

Total

Georgia

195,532,938

Hawaii

-

0.5%

17,130

Hawaii

Department

of

Budget

and

Finance,

Special

Purpose

Revenue

Bonds,

Hawaiian

Electric

Company,

Inc.

and

Subsidiary

Projects,

Series

2017A,

3.100%,

5/01/26,

(AMT)

No

Opt.

Call

A-

17,308,666

4,500

Hawaii

State,

Airport

System

Revenue

Bonds,

Refunding

Series

2022B,

5.000%,

7/01/24,

(AMT)

No

Opt.

Call

N/R

4,767,930

10,490

HAWAIIAN

ELECTRIC

COMPANY

INC.

and

Its

Subsidiaries,

Special

Purpose

Revenue

Bonds,

Deparment

of

Budget

and

Finance

of

the

State

of

Hawaii,

Series

2015,

3.250%,

1/01/25,

(AMT)

No

Opt.

Call

A-

10,632,349

Nuveen

Limited

Term

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

192

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Hawaii

(continued)

$

5,755

Honolulu

City

and

County,

Hawaii,

General

Obligation

Bonds,

Refunding

Series

2017D,

5.000%,

9/01/30

9/27

at

100.00

Aa1

$

6,573,534

2,170

Honolulu

City

and

County,

Hawaii,

Wastewater

System

Revenue

Bonds,

First

Bond

Resolution,

Refunding

Senior

Series

2015B,

5.000%,

7/01/26

7/25

at

100.00

Aa2

2,369,965

40,045

Total

Hawaii

41,652,444

Idaho

-

0.6%

Idaho

Health

Facilities

Authority,

Revenue

Bonds,

Saint

Luke's

Health

System

Project,

Series

2018A:

4,500

5.000%,

3/01/25

No

Opt.

Call

A-

4,864,545

6,020

5.000%,

3/01/26

No

Opt.

Call

A-

6,652,642

4,320

5.000%,

3/01/27

No

Opt.

Call

A-

4,869,374

4,815

5.000%,

3/01/29

9/28

at

100.00

A-

5,572,111

4,880

5.000%,

3/01/31

9/28

at

100.00

A-

5,633,667

10,500

Idaho

State,

Tax

Anticipation

Notes,

Series

2021,

3.000%,

6/30/22

No

Opt.

Call

N/R

10,553,130

12,935

Nez

Perce

County,

Idaho,

Pollution

Control

Revenue

Bonds,

Potlatch

Corporation

Project,

Refunding

Series

2016,

2.750%,

10/01/24

No

Opt.

Call

BBB-

13,150,626

47,970

Total

Idaho

51,296,095

Illinois

-

5.5%

Adams

County

School

District

172,

Quincy,

Illinois,

General

Obligation

Bonds,

Series

2016:

1,290

5.000%,

2/01/25

-

AGM

Insured

No

Opt.

Call

AA

1,388,104

1,455

5.000%,

2/01/27

-

AGM

Insured

2/26

at

100.00

AA

1,603,803

Chanpaign

County

Community

Unit

School

District

4,

Illinois,

General

Obligation

Bonds,

School

Building

Series

2020A:

445

0.000%,

1/01/23

No

Opt.

Call

AA

438,601

550

0.000%,

1/01/26

No

Opt.

Call

AA

494,219

780

0.000%,

1/01/27

No

Opt.

Call

AA

679,021

585

0.000%,

1/01/28

No

Opt.

Call

AA

491,950

19,250

Chicago

Board

of

Education,

Illinois,

General

Obligation

Bonds,

Dedicated

Revenues,

Refunding

Series

2017B,

6.750%,

12/01/30,

144A

12/27

at

100.00

BB

22,750,805

12,000

Chicago

Board

of

Education,

Illinois,

General

Obligation

Bonds,

Dedicated

Revenues,

Refunding

Series

2017C,

5.000%,

12/01/22

No

Opt.

Call

BB

12,247,440

3,205

Chicago

Board

of

Education,

Illinois,

General

Obligation

Bonds,

Dedicated

Revenues,

Refunding

Series

2018A,

4.000%,

12/01/22

No

Opt.

Call

BB

3,254,357

4,800

Chicago

Board

of

Education,

Illinois,

General

Obligation

Bonds,

Dedicated

Revenues,

Refunding

Series

2018C,

5.000%,

12/01/22

No

Opt.

Call

BB

4,898,976

Chicago

Board

of

Education,

Illinois,

General

Obligation

Bonds,

Dedicated

Revenues,

Refunding

Series

2019A:

1,065

0.000%,

12/01/25

No

Opt.

Call

BB

955,038

1,455

0.000%,

12/01/26

No

Opt.

Call

BB

1,260,976

3,250

Chicago

Board

of

Education,

Illinois,

General

Obligation

Bonds,

Dedicated

Revenues,

Refunding

Series

2021B,

5.000%,

12/01/31

12/30

at

100.00

BB

3,580,655

Chicago,

Illinois,

General

Obligation

Bonds,

Refunding

Series

2016C:

4,365

5.000%,

1/01/23,

(ETM)

No

Opt.

Call

BBB+

(4)

4,474,823

1,910

5.000%,

1/01/23,

(ETM)

No

Opt.

Call

N/R

(4)

1,958,056

7,725

5.000%,

1/01/24

No

Opt.

Call

BBB+

8,062,892

4,260

5.000%,

1/01/25

No

Opt.

Call

BBB+

4,526,335

1,970

5.000%,

1/01/26

No

Opt.

Call

BBB+

2,118,735

193

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Illinois

(continued)

Cook

County

High

School

District

212

Leyden,

Illinois,

General

Obligation

Bonds,

Limited

Tax

Series

2016C:

$

1,025

5.000%,

12/01/23

No

Opt.

Call

AA

$

1,072,211

1,825

5.000%,

12/01/25

12/24

at

100.00

AA

1,973,081

2,830

Cook

County

Township

High

School

District

225

Northfield,

Illinois,

General

Obligation

Bonds,

Series

2016A,

5.000%,

12/01/22

No

Opt.

Call

AAA

2,898,741

Cook

County,

Illinois,

General

Obligation

Bonds,

Refunding

Series

2012C:

3,445

5.000%,

11/15/27

11/22

at

100.00

A+

3,516,105

3,200

5.000%,

11/15/33

11/22

at

100.00

A+

3,261,472

2,100

Cook

County,

Illinois,

General

Obligation

Bonds,

Refunding

Series

2021B,

4.000%,

11/15/24

No

Opt.

Call

N/R

2,197,986

DuPage

County

School

District

58

Downers

Grove,

Illinois,

General

Obligation

Bonds,

Limited

Tax

Capital

Appreciation

School

Series

2018:

980

0.000%,

12/15/26

No

Opt.

Call

N/R

861,684

20

0.000%,

12/15/26,

(ETM)

No

Opt.

Call

N/R

(4)

18,025

1,050

0.000%,

12/15/27

No

Opt.

Call

Aa1

892,185

8,080

Grundy,

Kendall,

and

Will

Counties

Community

Consolidated

School

District

201,

Minooka,

Illinois,

General

Obligation

Bonds,

Refunding

School

Series

2019,

3.000%,

10/15/27

10/26

at

100.00

AA-

8,288,302

20,800

Illinois

Development

Finance

Authority,

Revenue

Bonds,

St

Vincent

de

Paul

Center

Project,

Series

2000A,

2.450%,

11/15/39,

(Mandatory

Put

3/3/2026)

No

Opt.

Call

AA+

20,761,312

11,300

Illinois

Finance

Authority,

Midwestern

Disaster

Area

Industrial

Development

Revenue

Bonds,

Cargill,

Incorporated

Project,

Series

2012,

1.250%,

11/01/38,

(Mandatory

Put

11/1/2026)

No

Opt.

Call

A

10,733,531

10,155

Illinois

Finance

Authority,

Revenue

Bonds,

Ascension

Health

Alliance

Senior

Credit

Group,

Series

2012E-1,

2.250%,

11/15/42,

(Mandatory

Put

4/29/2022)

No

Opt.

Call

AA+

10,162,718

4,040

Illinois

Finance

Authority,

Revenue

Bonds,

Ascension

Health/fkaPresence

Health

Network,

Series

2016C,

5.000%,

2/15/23

No

Opt.

Call

AA+

4,154,938

8,665

Illinois

Finance

Authority,

Revenue

Bonds,

Centegra

Health

System,

Series

2012,

5.000%,

9/01/27,

(Pre-refunded

9/01/22)

9/22

at

100.00

AA+

(4)

8,799,307

Illinois

Finance

Authority,

Revenue

Bonds,

Centegra

Health

System,

Series

2014A:

770

5.000%,

9/01/22,

(ETM)

No

Opt.

Call

AA+

(4)

782,097

620

5.000%,

9/01/23,

(ETM)

No

Opt.

Call

AA+

(4)

647,999

2,240

5.000%,

9/01/24,

(ETM)

No

Opt.

Call

AA+

(4)

2,400,451

865

5.000%,

9/01/25,

(Pre-refunded

9/01/24)

9/24

at

100.00

AA+

(4)

926,960

2,770

Illinois

Finance

Authority,

Revenue

Bonds,

Mercy

Health

Corporation,

Series

2016,

5.000%,

12/01/22

No

Opt.

Call

A3

2,833,765

Illinois

Finance

Authority,

Revenue

Bonds,

Northwest

Community

Hospital,

Refunding

Series

2016A:

1,060

5.000%,

7/01/23

No

Opt.

Call

AA-

1,103,375

995

5.000%,

7/01/24

No

Opt.

Call

AA-

1,062,581

1,010

Illinois

FInance

Authority,

Revenue

Bonds,

Southern

Illinois

Healthcare

Enterprises,

Inc.,

Refunding

Series

2017C,

5.000%,

3/01/25

No

Opt.

Call

AA-

1,093,012

Illinois

Finance

Authority,

Revenue

Bonds,

Swedish

Covenant

Hospital,

Series

2016A:

1,000

5.000%,

8/15/22,

(ETM)

No

Opt.

Call

N/R

(4)

1,013,690

1,075

5.000%,

8/15/24,

(ETM)

No

Opt.

Call

N/R

(4)

1,146,885

2,000

5.000%,

8/15/25,

(ETM)

No

Opt.

Call

N/R

(4)

2,184,680

3,000

5.000%,

8/15/26,

(ETM)

No

Opt.

Call

N/R

(4)

3,350,370

Nuveen

Limited

Term

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

194

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Illinois

(continued)

$

3,265

Illinois

Finance

Authority,

Revenue

Bonds,

University

of

Chicago,

Series

2021A,

5.000%,

10/01/25

No

Opt.

Call

AA+

$

3,583,860

4,900

Illinois

Finance

Authority,

Water

Facilities

Revenue

Bonds,

American

Water

Capital

Corporation

Project,

Refunding

Series

2020,

0.700%,

5/01/40,

(Mandatory

Put

9/1/2023)

No

Opt.

Call

A

4,801,314

10,135

Illinois

Housing

Development

Authority,

Revenue

Bonds,

Green

Series

2021B,

1.950%,

10/01/36

4/30

at

100.00

Aaa

8,681,742

2,650

Illinois

Municipal

Electric

Agency,

Power

Supply

System

Revenue

Bonds,

Refunding

Series

2015A,

5.000%,

2/01/25

No

Opt.

Call

A1

2,859,085

5,000

Illinois

State,

General

Obligation

Bonds,

December

Series

2017A,

5.000%,

12/01/24

No

Opt.

Call

BBB

5,332,650

Illinois

State,

General

Obligation

Bonds,

November

Series

2017D:

18,575

5.000%,

11/01/22

No

Opt.

Call

BBB

18,920,681

29,610

5.000%,

11/01/23

No

Opt.

Call

BBB

30,900,108

12,780

5.000%,

11/01/24

No

Opt.

Call

BBB

13,607,888

1,295

5.000%,

11/01/25

No

Opt.

Call

BBB

1,402,265

7,970

3.250%,

11/01/26

No

Opt.

Call

BBB

8,126,292

8,340

5.000%,

11/01/26

No

Opt.

Call

BBB

9,126,295

15,380

5.000%,

11/01/27

No

Opt.

Call

BBB

16,956,142

9,050

5.000%,

11/01/28

11/27

at

100.00

BBB

9,992,195

5,000

Illinois

State,

General

Obligation

Bonds,

November

Series

2019B,

5.000%,

11/01/30

11/29

at

100.00

BBB

5,579,650

10,610

Illinois

State,

General

Obligation

Bonds,

October

Series

2016,

5.000%,

2/01/28

2/27

at

100.00

BBB

11,595,987

Illinois

State,

General

Obligation

Bonds,

Refunding

March

Series

2021C:

7,500

4.000%,

3/01/23

No

Opt.

Call

BBB

7,635,525

3,300

4.000%,

3/01/24

No

Opt.

Call

BBB

3,405,336

3,860

Illinois

State,

General

Obligation

Bonds,

Series

2013,

5.500%,

7/01/25

7/23

at

100.00

BBB

4,056,976

3,095

Illinois

Toll

Highway

Authority,

Toll

Highway

Revenue

Bonds,

Refunding

Senior

Lien

Series

2014A,

5.000%,

12/01/22

No

Opt.

Call

AA-

3,168,321

35

Illinois

Toll

Highway

Authority,

Toll

Highway

Revenue

Bonds,

Refunding

Senior

Lien

Series

2016A,

5.000%,

12/01/32

1/26

at

100.00

AA-

38,258

Illinois

Toll

Highway

Authority,

Toll

Highway

Revenue

Bonds,

Refunding

Senior

Lien

Series

2019C:

5,295

5.000%,

1/01/27

No

Opt.

Call

AA-

5,979,273

10,075

5.000%,

1/01/28

No

Opt.

Call

AA-

11,569,324

11,970

Illinois

Toll

Highway

Authority,

Toll

Highway

Revenue

Bonds,

Senior

Lien

Series

2014D,

5.000%,

1/01/24

No

Opt.

Call

AA-

12,607,163

Joliet,

Illinois,

Waterworks

and

Sewer

Revenue

Bonds,

Senior

Lien

Anticipation

Notes

Series

2022:

5,000

5.000%,

1/01/24

(WI/DD,

Settling

4/12/22)

No

Opt.

Call

N/R

5,224,600

5,000

5.000%,

1/01/25

(WI/DD,

Settling

4/12/22)

No

Opt.

Call

N/R

5,331,650

Kane

County

Community

Unit

School

District

304

Geneva,

Illinois,

General

Obligation

Bonds,

Refunding

Series

2016:

2,630

5.000%,

1/01/26

No

Opt.

Call

AA+

2,898,602

5,180

5.000%,

1/01/27

1/26

at

100.00

AA+

5,748,505

LaSalle

and

Bureau

Counties

High

School

District

120

LaSalle-Peru,

Illinois,

General

Obligation

Bonds,

School

Building

Series

2017:

1,000

5.000%,

12/01/22

-

BAM

Insured

No

Opt.

Call

AA

1,022,690

1,085

5.000%,

12/01/23

-

BAM

Insured

No

Opt.

Call

AA

1,136,071

1,235

5.000%,

12/01/26

-

BAM

Insured

No

Opt.

Call

AA

1,379,384

195

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Illinois

(continued)

LaSalle

County,

Illinois,

General

Obligation

Bonds,

Self-

Insurance

Series

2019:

$

1,495

4.000%,

12/01/25

No

Opt.

Call

Aa2

$

1,595,524

1,770

4.000%,

12/01/26

No

Opt.

Call

Aa2

1,916,326

Madison,

Macoupin,

Jersey,

Calhoun,

Morgan,

Scott,

and

Greene

Counties

Community

College

District

536,

Illinois,

General

Obligation

Bonds,

Lewis

&

Clark

Community

College,

Refunding

Series

2020:

250

4.000%,

5/01/22

-

AGM

Insured

No

Opt.

Call

AA

250,513

350

4.000%,

5/01/23

-

AGM

Insured

No

Opt.

Call

AA

357,402

Metropolitan

Pier

and

Exposition

Authority,

Illinois,

McCormick

Place

Expansion

Project

Bonds,

Series

2017B:

775

5.000%,

12/15/25

No

Opt.

Call

BBB+

837,643

1,925

5.000%,

12/15/26

No

Opt.

Call

BBB+

2,108,222

360

5.000%,

12/15/27

No

Opt.

Call

BBB+

398,869

1,945

5.000%,

12/15/28

12/27

at

100.00

BBB+

2,144,401

650

5.000%,

12/15/30

12/27

at

100.00

BBB+

712,264

333

Montgomery,

Illinois,

Lakewood

Creek

Project

Special

Assessment

Bonds,

Series

2018,

2.850%,

3/01/24

-

BAM

Insured

No

Opt.

Call

AA

337,006

North

Barrington,

Lake

County,

Illinois,

Special

Tax

Bonds,

Special

Service

Area

19,

Refunding

Series

2019:

1,000

4.000%,

2/01/33

-

BAM

Insured

2/28

at

100.00

AA

1,051,180

1,000

4.000%,

2/01/36

-

BAM

Insured

2/28

at

100.00

AA

1,048,470

1,895

4.000%,

2/01/40

-

BAM

Insured

2/28

at

100.00

AA

1,978,304

2,000

4.000%,

2/01/44

-

BAM

Insured

2/28

at

100.00

AA

2,074,760

Northern

Illinois

University,

Auxiliary

Facilities

System

Revenue

Bonds,

Series

2021:

325

5.000%,

10/01/25

-

BAM

Insured

No

Opt.

Call

AA

353,876

250

5.000%,

10/01/26

-

BAM

Insured

No

Opt.

Call

AA

277,210

Railsplitter

Tobacco

Settlement

Authority,

Illinois,

Tobacco

Settlement

Revenue

Bonds,

Series

2017:

4,295

5.000%,

6/01/22

No

Opt.

Call

A

4,320,083

2,310

5.000%,

6/01/23

No

Opt.

Call

A

2,388,009

2,605

5.000%,

6/01/24

No

Opt.

Call

A

2,752,521

6,045

5.000%,

6/01/25

No

Opt.

Call

A

6,513,669

Round

Lake,

Lake

County,

Illinois,

Special

Tax

Bonds,

Lakewood

Grove

Special

Service

Areas

1,

3

&

4,

Refunding

Series

2017:

1,133

3.200%,

3/01/24

-

BAM

Insured

No

Opt.

Call

AA

1,148,692

1,000

3.300%,

3/01/25

-

BAM

Insured

No

Opt.

Call

AA

1,021,370

1,258

3.450%,

3/01/26

-

BAM

Insured

No

Opt.

Call

AA

1,295,602

1,218

3.600%,

3/01/28

-

BAM

Insured

3/27

at

100.00

AA

1,273,991

Sales

Tax

Securitization

Corporation,

Illinois,

Sales

Tax

Securitzation

Bonds,

Second

Lien

Series

2020A:

4,500

5.000%,

1/01/25

No

Opt.

Call

AA-

4,811,985

5,870

5.000%,

1/01/26

No

Opt.

Call

AA-

6,390,024

2,340

5.000%,

1/01/28

No

Opt.

Call

AA-

2,631,985

Southwestern

Illinois

Development

Authority,

Health

Facility

Revenue

Bonds,

Hospital

Sisters

Services,

Inc.

Obligated

Group,

Series

2017A:

2,715

5.000%,

2/15/26

No

Opt.

Call

A+

3,004,772

3,655

5.000%,

2/15/27

No

Opt.

Call

A+

4,125,143

6,820

Winnebago-Boone

Counties

School

District

205

Rockford,

Illinois,

General

Obligation

Bonds,

Series

2013,

0.000%,

2/01/23

No

Opt.

Call

A+

6,703,651

440,187

Total

Illinois

461,813,548

Nuveen

Limited

Term

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

196

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Indiana

-

2.9%

Crown

Point

Multi-School

Building

Corporation,

Indiana,

First

Mortgage

Bonds,

Crown

Point

Community

School

Corporation,

Series

2021:

$

3,000

5.000%,

7/15/25

No

Opt.

Call

N/R

$

3,271,530

3,015

5.000%,

1/15/26

No

Opt.

Call

N/R

3,324,701

12,430

Indiana

Finance

Authority,

Environmental

Facilities

Revenue

Bonds,

Indianapolis

Power

&

Light

Company

Project,

Refunding

Series

2020A,

0.950%,

12/01/38,

(AMT),

(Mandatory

Put

4/1/2026)

No

Opt.

Call

A2

11,441,069

4,500

Indiana

Finance

Authority,

Environmental

Facilities

Revenue

Bonds,

Indianapolis

Power

&

Light

Company

Project,

Refunding

Series

2021B,

0.650%,

8/01/25

No

Opt.

Call

A2

4,152,600

30,000

Indiana

Finance

Authority,

Environmental

Improvement

Revenue

Bonds,

Fulcrum

CenterPoint,

LLC

Project,

Series

2021,

0.280%,

12/15/45,

(AMT),

(Mandatory

Put

11/15/2022),

144A

5/22

at

100.00

N/R

29,776,200

1,100

Indiana

Finance

Authority,

Environmental

Improvement

Revenue

Bonds,

United

States

Steel

Corporation

Project,

Refunding

Series

2021A,

4.125%,

12/01/26

No

Opt.

Call

B-

1,137,884

13,500

Indiana

Finance

Authority,

Hospital

Revenue

Bonds,

Indiana

Unversity

Health

Obligation

Group,

Long

Term

Rate

Series

2019B,

2.250%,

12/01/58,

(Mandatory

Put

7/1/2025)

1/25

at

100.00

AA

13,658,760

8,000

Indiana

Finance

Authority,

Hospital

Revenue

Bonds,

Indiana

Unversity

Health

Obligation

Group,

Refunding

Series

2011M,

0.700%,

12/01/46,

(Mandatory

Put

1/1/2026)

6/25

at

100.00

AA

7,581,200

145

Indiana

Finance

Authority,

Hospital

Revenue

Bonds,

Major

Hospital

Project,

Series

2014A,

5.000%,

10/01/23,

(ETM)

No

Opt.

Call

N/R

(4)

151,883

5,680

Indiana

Finance

Authority,

Provate

Activity

Bonds,

Ohio

River

Bridges

East

End

Crossing

Project,

Series

2013A,

5.000%,

7/01/48,

(Pre-refunded

7/01/23),

(AMT)

7/23

at

100.00

A-

(4)

5,884,594

Indiana

Finance

Authority,

Wastewater

Utility

Revenue

Bonds,

CWA

Authority

Project,

Refunding

First

Lien

Series

2021-1:

10,455

5.000%,

10/01/22

No

Opt.

Call

AA

10,650,299

1,500

5.000%,

10/01/22

No

Opt.

Call

AA-

1,528,020

4,500

5.000%,

10/01/23

No

Opt.

Call

AA

4,717,035

5,000

5.000%,

10/01/24

No

Opt.

Call

AA

5,374,700

2,095

5.000%,

10/01/25

No

Opt.

Call

AA

2,305,548

4,960

5.000%,

10/01/26

No

Opt.

Call

AA

5,585,357

Indiana

Finance

Authority,

Wastewater

Utility

Revenue

Bonds,

CWA

Authority

Project,

Series

2015A:

830

5.000%,

10/01/23

No

Opt.

Call

AA

870,031

1,000

5.000%,

10/01/24

No

Opt.

Call

AA

1,074,940

1,800

5.000%,

10/01/25

10/24

at

100.00

AA

1,928,988

1,250

5.000%,

10/01/26

10/24

at

100.00

AA

1,338,937

850

5.000%,

10/01/27

10/24

at

100.00

AA

910,265

Indiana

Health

Facility

Financing

Authority,

Revenue

Bonds,

Ascension

Health,

Series

2011A-2:

9,930

2.000%,

11/15/36,

(Mandatory

Put

2/1/2023)

No

Opt.

Call

AA+

9,947,179

70

2.000%,

11/15/36,

(Pre-refunded

2/01/23)

2/23

at

100.00

N/R

(4)

70,150

3,500

Indiana

Housing

and

Community

Development

Authority,

Single

Family

Mortgage

Revenue

Bonds,

Series

2020B-1,

1.950%,

7/01/35

7/29

at

100.00

Aaa

3,073,770

1,250

Indiana

Housing

and

Community

Development

Authority,

Single

Family

Mortgage

Revenue

Bonds,

Series

2021A,

1.900%,

7/01/36

7/30

at

100.00

Aaa

1,073,100

2,540

Indiana

Housing

and

Community

Development

Authority,

Single

Family

Mortgage

Revenue

Bonds,

Social

PAC

Series

2021B,

1.900%,

7/01/36

7/30

at

100.00

Aaa

2,220,824

197

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Indiana

(continued)

$

260

Indiana

State

University

Board

of

Trustees,

Indiana

State

University

Housing

and

Dining

System

Revenue

Bonds,

Series

2014,

4.000%,

4/01/22

No

Opt.

Call

AA-

$

260,000

8,000

Indianapolis

Local

Public

Improvement

Bond

Bank,

Indiana,

Waterworks

Project,

Series

2007B,

5.250%,

7/01/24

-

NPFG

Insured

No

Opt.

Call

AA

8,550,560

3,250

Indianapolis,

Indiana,

Gas

Utility

Distribution

System

Revenue

Bonds,

Citizens

Energy

Group,

Refunding

2nd

Lien

Series

2020A,

5.000%,

8/15/22

No

Opt.

Call

AA

3,296,507

10,785

Indianapolis,

Indiana,

Gas

Utility

Distribution

System

Revenue

Bonds,

Refunding

2nd

Lien

Series

2017A,

5.000%,

8/15/25

No

Opt.

Call

AA

11,850,450

Indianapolis,

Indiana,

Thermal

Energy

System

Revenue

Bonds,

Refunding

First

Lien

Series

2014A:

505

5.000%,

10/01/22

No

Opt.

Call

A+

514,156

710

5.000%,

10/01/23

No

Opt.

Call

A+

743,065

465

5.000%,

10/01/24

No

Opt.

Call

A+

498,322

545

5.000%,

10/01/25

10/24

at

100.00

A+

585,433

810

5.000%,

10/01/26

10/24

at

100.00

A+

869,065

Indianapolis,

Indiana,

Thermal

Energy

System

Revenue

Bonds,

Refunding

First

Lien

Series

2016A:

4,690

5.000%,

10/01/22

No

Opt.

Call

A+

4,775,030

10,000

5.000%,

10/01/23

No

Opt.

Call

A+

10,465,700

5,605

Mount

Vernon,

Indiana,

Environmental

Improvement

Revenue

Bonds,

Southern

Indiana

Gas

and

Electric

Company

Project,

Refunding

Series

2015,

0.875%,

9/01/55,

(AMT),

(Mandatory

Put

9/1/2023)

No

Opt.

Call

A1

5,493,461

2,500

Rockport,

Indiana,

Pollution

Control

Revenue

Bonds,

AEP

Generating

Company

Project,

Refunding

Series

1995A,

1.350%,

7/01/25,

(Mandatory

Put

9/1/2022)

No

Opt.

Call

A-

2,501,400

2,750

Rockport,

Indiana,

Pollution

Control

Revenue

Bonds,

AEP

Generating

Company

Project,

Refunding

Series

1995B,

1.350%,

7/01/25,

(Mandatory

Put

9/1/2022)

No

Opt.

Call

A-

2,751,540

12,000

Rockport,

Indiana,

Pollution

Control

Revenue

Refunding

Bonds,

Indiana

Michigan

Power

Company

Project,

Series

2008D,

0.750%,

4/01/25

No

Opt.

Call

N/R

11,246,640

13,020

Rockport,

Indiana,

Pollution

Control

Revenue

Refunding

Bonds,

Indiana

Michigan

Power

Company,

Series

2002A,

2.750%,

6/01/25

No

Opt.

Call

A-

13,144,211

1,595

Vanderburgh

County,Indiana,

Redevelopment

District

Tax

Increment

Revenue

bonds,

Refunding

Series

2014,

4.000%,

2/01/24

No

Opt.

Call

A

1,646,630

3,585

Warrick

County,

Indiana,

Environmental

Improvement

Revenue

Bonds,

Southern

Indiana

Gas

and

Electric

Company,

Series

2015,

0.875%,

9/01/55,

(AMT),

(Mandatory

Put

9/1/2023)

No

Opt.

Call

A1

3,513,658

7,200

Whiting,

Indiana,

Environmental

Facilities

Refunding

Revenue

Bonds,

BP

Products

North

America

Inc.

Project,

Refunidng

Series

2019A,

5.000%,

12/01/44,

(AMT),

(Mandatory

Put

6/5/2026)

No

Opt.

Call

A2

7,896,240

10,000

Whiting,

Indiana,

Environmental

Facilities

Revenue

Bonds,

BP

Products

North

America

Inc.

Project,

Series

2015,

5.000%,

11/01/45,

(AMT),

(Mandatory

Put

11/1/2022)

No

Opt.

Call

A2

10,182,000

10,970

Whiting,

Indiana,

Environmental

Facilities

Revenue

Bonds,

BP

Products

North

America

Inc.

Project,

Series

2016A,

5.000%,

3/01/46,

(AMT),

(Mandatory

Put

3/1/2023)

No

Opt.

Call

A2

11,264,544

242,145

Total

Indiana

245,098,176

Nuveen

Limited

Term

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

198

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Iowa

-

0.7%

Des

Moines

Metropolitan

Wastewater

Reclamation

Authority,

Iowa,

Sewer

Revenue

Bonds,

Refunding

Series

2021A:

$

2,450

5.000%,

6/01/24

No

Opt.

Call

AA

$

2,610,647

2,575

5.000%,

6/01/25

No

Opt.

Call

AA

2,814,063

Des

Moines,

Iowa,

General

Obligation

Bonds,

Series

2021F:

4,925

5.000%,

6/01/22

No

Opt.

Call

AA+

4,957,062

4,170

5.000%,

6/01/23

No

Opt.

Call

AA+

4,331,837

4,385

5.000%,

6/01/24

No

Opt.

Call

AA+

4,676,383

4,610

5.000%,

6/01/25

No

Opt.

Call

AA+

5,046,890

4,915

Iowa

Finance

Authority,

Iowa,

Midwestern

Disaster

Area

Revenue

Bonds,

Iowa

Fertilizer

Company

Project,

Series

2013,

5.250%,

12/01/25

12/23

at

100.00

BB-

5,090,760

9,730

Iowa

Finance

Authority,

Iowa,

Midwestern

Disaster

Area

Revenue

Bonds,

Iowa

Fertilizer

Company

Project,

Series

2018A,

5.250%,

12/01/50,

(Mandatory

Put

12/1/2033)

12/22

at

103.00

BB-

10,149,558

3,000

Iowa

Finance

Authority,

Single

Family

Mortgage

Revenue

Bonds,

Mortgage-Backed

Securities

Program,

Green

Series

2021A,

1.850%,

7/01/35

7/30

at

100.00

AAA

2,617,260

2,220

Iowa

Finance

Authority,

Single

Family

Mortgage

Revenue

Bonds,

Series

2019D,

2.450%,

7/01/34

1/29

at

100.00

AAA

2,060,759

2,545

Iowa

Finance

Authority,

Single

Family

Mortgage

Revenue

Bonds,

Series

2020A,

2.500%,

1/01/35

7/29

at

100.00

AAA

2,419,048

3,000

Iowa

Finance

Authority,

Single

Family

Mortgage

Revenue

Bonds,

Social

Series

2021B,

2.000%,

7/01/36

7/30

at

100.00

AAA

2,616,030

1,955

Iowa

Finance

Authority,

Single

Family

Mortgage

Revenue

Bonds,

Social

Series

2021D,

2.000%,

7/01/36

1/31

at

100.00

AAA

1,713,049

1,425

Iowa

Tobacco

Settlement

Authority,

Tobacco

Settlement

Asset-Backed

Bonds,

Seenior

Lien

Series

Class

2

Series

2021B-1,

0.375%,

6/01/30

No

Opt.

Call

A

1,421,979

3,150

West

Des

Moines,

Iowa,

General

Obligation

Bonds,

Urban

Renewal

Series

2021B,

5.000%,

6/01/24

No

Opt.

Call

AAA

3,361,397

55,055

Total

Iowa

55,886,722

Kansas

-

0.7%

9,610

Bel

Aire,

Kansas,

General

Obligation

Bonds,

Temporary

Notes

Series

2021B,

0.375%,

12/01/24

12/23

at

100.00

N/R

8,960,460

5,300

Johnson

County

Unified

School

District

512,

Shawnee

Mission,

Kansas,

General

Obligation

Bonds,

Refunding

&

Improvement

Series

2021A,

4.000%,

10/01/23

No

Opt.

Call

Aaa

5,477,921

Kansas

Development

Finance

Authority,

Kansas,

Revenue

Bonds,

State

of

Kansas

Projects,

Series

2021P:

4,570

5.000%,

5/01/22

No

Opt.

Call

Aa3

4,583,847

4,245

5.000%,

5/01/23

No

Opt.

Call

Aa3

4,393,532

4,445

5.000%,

5/01/24

No

Opt.

Call

Aa3

4,724,102

10,000

Olathe,

Kansas,

General

Obligation

Bonds,

Temporary

Notes

Series

2021A,

4.000%,

8/01/22

No

Opt.

Call

N/R

10,099,000

20,485

Wichita,

Kansas,

General

Obligation

Bonds,

Temporary

Notes

Series

2021-

306,

4.000%,

10/15/22

No

Opt.

Call

N/R

20,786,744

58,655

Total

Kansas

59,025,606

199

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Kentucky

-

2.8%

$

6,050

Carroll

County,

Kentucky,

Environmental

Facilities

Revenue

Bonds,

Kentucky

Utilities

Company

Project,

Series

2004A,

1.750%,

10/01/34,

(AMT),

(Mandatory

Put

9/1/2026)

No

Opt.

Call

A1

$

5,735,339

30,000

Carroll

County,

Kentucky,

Pollution

Control

Revenue

Bonds,

Kentucky

Utilities

Company

Project,

Refunding

Series

2016A,

1.550%,

9/01/42,

(Mandatory

Put

9/1/2026)

No

Opt.

Call

A1

28,741,800

Kentucky

Asset/Liability

Commission,

General

Fund

Revenue

Project

Notes,

Refunding

Series

2021A:

3,845

5.000%,

11/01/23

No

Opt.

Call

A1

4,036,788

2,220

5.000%,

11/01/24

No

Opt.

Call

A1

2,386,811

Kentucky

Economic

Development

Finance

Authority,

Hospital

Revenue

Bonds,

Owensboro

Health,

Refunding

Series

2017A:

1,375

5.000%,

6/01/22

No

Opt.

Call

Baa2

1,382,989

6,000

5.000%,

6/01/24

No

Opt.

Call

Baa2

6,343,680

4,200

5.000%,

6/01/25

No

Opt.

Call

Baa2

4,540,242

4,500

Kentucky

State

Property

and

Buildings

Commission,

Revenue

Bonds,

Project

125,

Refunding

Series

2021A,

5.000%,

9/01/22

No

Opt.

Call

A1

4,565,115

12,905

Louisville

and

Jefferson

County

Metropolitan

Sewer

District,

Kentucky,

Sewer

and

Drainage

System

Revenue

Bonds,

Subordinated

Anticipation

Note

Series

2021,

3.000%,

10/14/22

No

Opt.

Call

N/R

13,033,276

Louisville/Jefferson

County

Metro

Government,

Kentucky,

Revenue

Bonds,

Catholic

Health

Initiatives,

Series

2012A:

3,025

5.000%,

12/01/23,

(Pre-refunded

6/01/22)

6/22

at

100.00

BBB+

(4)

3,044,148

2,995

5.000%,

12/01/24,

(Pre-refunded

6/01/22)

6/22

at

100.00

BBB+

(4)

3,013,959

4,000

Louisville-Jefferson

County

Metropolitan

Government,

Kentucky,

Pollution

Control

Revenue

Bonds,

Louisville

Gas

and

Electric

Company

Project,

Series

2001A,

0.900%,

9/01/26

No

Opt.

Call

A1

3,680,920

8,000

Louisville-Jefferson

County

Metropolitan

Government,

Kentucky,

Pollution

Control

Revenue

Bonds,

Louisville

Gas

and

Electric

Company

Project,

Series

2001B,

1.350%,

11/01/27,

(AMT)

No

Opt.

Call

A1

7,282,720

18,070

Louisville-Jefferson

County

Metropolitan

Government,

Kentucky,

Pollution

Control

Revenue

Bonds,

Louisville

Gas

and

Electric

Company

Project,

Series

2005A,

1.750%,

2/01/35,

(Mandatory

Put

7/1/2026)

No

Opt.

Call

A1

17,871,953

24,685

Northern

Kentucky

Water

District,

Revenue

Bonds,

Bond

Anticipation

Note

Series

2021A,

0.375%,

2/01/23

8/22

at

100.00

N/R

24,351,752

Northern

Kentucky

Water

District,

Revenue

Bonds,

Refunding

Series

2021B:

4,485

4.000%,

2/01/23

No

Opt.

Call

N/R

4,578,109

4,675

4.000%,

2/01/24

No

Opt.

Call

N/R

4,857,044

4,865

4.000%,

2/01/25

No

Opt.

Call

N/R

5,142,208

3,565

Oldham

County

School

District

Finance

Corporation,

Kentucky,

School

Building

Revenue

Bonds,

Refunding

Second

Series

2016,

4.000%,

9/01/27

No

Opt.

Call

A1

3,874,121

2,545

Owen

County,

Kentucky,

Water

Facilities

Revenue

Bonds,

Kentucky-

American

Water

Company

Project,

Refunding

Series

2020,

0.700%,

6/01/40,

(Mandatory

Put

9/1/2023)

No

Opt.

Call

A

2,493,744

25,675

Public

Energy

Authority

of

Kentucky,

Gas

Supply

Revenue

Bonds,

Series

2018A,

4.000%,

4/01/48,

(Mandatory

Put

4/1/2024)

1/24

at

100.37

A2

26,444,223

9,570

Public

Energy

Authority

of

Kentucky,

Gas

Supply

Revenue

Bonds,

Series

2018B,

4.000%,

1/01/49,

(Mandatory

Put

1/1/2025)

10/24

at

100.24

A2

9,930,789

5,430

Public

Energy

Authority

of

Kentucky,

Gas

Supply

Revenue

Bonds,

Series

2018C-1,

4.000%,

12/01/49,

(Mandatory

Put

6/1/2025)

3/25

at

100.19

A1

5,636,231

Nuveen

Limited

Term

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

200

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Kentucky

(continued)

$

10,790

Public

Energy

Authority

of

Kentucky,

Gas

Supply

Revenue

Bonds,

Series

2019C-1,

4.000%,

2/01/50,

(Mandatory

Put

2/1/2028)

11/27

at

100.47

A1

$

11,408,159

3,075

Trimble

County,

Kentucky,

Pollution

Control

Revenue

Bonds,

Louisville

Gas

and

Electric

Company

Project,

Series

2001A,

0.625%,

9/01/26

No

Opt.

Call

A1

2,769,253

7,400

Trimble

County,

Kentucky,

Pollution

Control

Revenue

Bonds,

Louisville

Gas

and

Electric

Company

Project,

Series

2001B,

1.350%,

11/01/27,

(AMT)

No

Opt.

Call

A1

6,829,830

20,165

Trimble

County,

Kentucky,

Pollution

Control

Revenue

Bonds,

Louisville

Gas

and

Electric

Company

Project,

Series

2016A,

1.300%,

9/01/44,

(AMT),

(Mandatory

Put

9/1/2027)

No

Opt.

Call

A1

18,468,922

1,735

Warren

County,

Kentucky,

Hospital

Revenue

Bonds,

Bowling

Green-

Warren

County

Community

Hospital

Corporation,

Refunding

Series

2013,

5.000%,

4/01/23,

(ETM)

No

Opt.

Call

A+

(4)

1,767,410

235,845

Total

Kentucky

234,211,535

Louisiana

-

4.2%

2,140

East

Baton

Rouge

Parish,

Louisiana,

Sales

Tax

Revenue

Bonds,

Refunding

Road

&

Street

Improvement

Series

2015,

5.000%,

8/01/22

No

Opt.

Call

AA

2,166,301

17,500

Lake

Charles

Harbor

and

Terminal

District,

Louisiana,

Revenue

Bonds,

Big

Lake

Fuels

LLC,

Series

2021,

1.000%,

12/01/51,

(AMT),

(Mandatory

Put

12/1/2024)

No

Opt.

Call

N/R

16,938,600

2,595

Louisiana

Citizens

Property

Insurance

Corporation,

Assessment

Revenue

Bonds,

Refunding

Series

2015,

5.000%,

6/01/22

-

AGM

Insured

No

Opt.

Call

AA

2,611,660

Louisiana

Citizens

Property

Insurance

Corporation,

Assessment

Revenue

Bonds,

Refunding

Series

2016A:

33,435

5.000%,

6/01/23

No

Opt.

Call

A1

34,677,779

9,040

5.000%,

6/01/24

No

Opt.

Call

A1

9,546,059

845

Louisiana

Housing

Corporation,

Single

Family

Mortgage

Revenue

Bonds,

Home

Ownership

Program,

Series

2021D,

2.100%,

12/01/36

6/30

at

100.00

N/R

741,783

Louisiana

Local

Government

Environmental

Facilities

and

Community

Development

Authority,

Louisiana,

Revenue

Bonds,

Womans

Hospital

Foundation

Project,

Refunding

Series

2017A:

1,000

3.000%,

10/01/22

No

Opt.

Call

A

1,008,360

1,825

5.000%,

10/01/23

No

Opt.

Call

A

1,909,990

1,105

5.000%,

10/01/24

No

Opt.

Call

A

1,181,400

3,000

4.000%,

10/01/25

No

Opt.

Call

A

3,167,550

2,245

Louisiana

Local

Government

Environmental

Facilities

and

Community

Development

Authority,

Revenue

Bonds,

East

Baton

Rouge

Parish

Road

Improvements

Project,

Series

2015,

5.000%,

8/01/24

No

Opt.

Call

AA

2,397,997

24,310

Louisiana

Local

Government

Environmental

Facilities

and

Community

Development

Authority,

Revenue

Bonds,

Westlake

Chemical

Corporation

Projects,

Refunding

Series

2017,

3.500%,

11/01/32

11/27

at

100.00

BBB

24,666,628

6,070

Louisiana

Offshore

Terminal

Authority,

Deepwater

Port

Revenue

Bonds,

Loop

LLC

Project,

Series

2007A,

1.650%,

9/01/27,

(Mandatory

Put

12/1/2023)

No

Opt.

Call

A3

6,029,027

7,025

Louisiana

Offshore

Terminal

Authority,

Deepwater

Port

Revenue

Bonds,

Loop

LLC

Project,

Series

2013A,

1.650%,

9/01/33,

(Mandatory

Put

12/1/2023)

No

Opt.

Call

A3

6,977,581

1,050

Louisiana

Publc

Facilities

Authority,

Lousiana,

Revenue

Bonds,

Ochsner

Clinic

Foundation

Project,

Refunding

Series

2017,

5.000%,

5/15/22

No

Opt.

Call

A

1,054,725

11,235

Louisiana

Publc

Facilities

Authority,

Lousiana,

Revenue

Bonds,

Ochsner

Clinic

Foundation

Project,

Series

2020B,

5.000%,

5/15/50,

(Mandatory

Put

5/15/2025)

11/24

at

102.04

A

12,136,946

201

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Louisiana

(continued)

$

29,790

Louisiana

Public

Facilities

Authority,

Hospital

Revenue

Bonds,

Louisiana

Children's

Medical

Center

Hospital,

Series

2015A-1.

Fixed

Rate

Mode,

5.000%,

6/01/45,

(Mandatory

Put

6/1/2025)

No

Opt.

Call

A+

$

32,222,353

7,165

Louisiana

Public

Facilities

Authority,

Hospital

Revenue

Bonds,

Louisiana

Children's

Medical

Center

Hospital,

Series

2015A-3.

Term

Rate

Mode,

5.000%,

6/01/45,

(Mandatory

Put

6/1/2023)

No

Opt.

Call

A+

7,422,080

Louisiana

Public

Facilities

Authority,

Revenue

Bonds,

University

of

New

Orleans

Research

and

Technology

Foundation,

Inc.-

Student

Housing

Project,

Refunding

Series

2014:

580

5.000%,

9/01/22

-

AGM

Insured

No

Opt.

Call

AA

588,799

1,445

5.000%,

9/01/23

-

AGM

Insured

No

Opt.

Call

AA

1,507,987

1,565

5.000%,

9/01/24

-

AGM

Insured

No

Opt.

Call

AA

1,673,658

2,020

Louisiana

Stadium

and

Exposition

District,

Revenue

Bonds,

Bond

Anticipation

Notes

Series

2020,

5.000%,

7/03/23

1/23

at

100.00

BBB+

2,062,258

Louisiana

Stadium

and

Exposition

District,

Revenue

Refunding

Bonds,

Senior

Lien

Series

2013A:

7,265

5.000%,

7/01/26

7/23

at

100.00

A2

7,554,074

1,345

5.000%,

7/01/29

7/23

at

100.00

A2

1,398,518

Louisiana

State,

Gasoline

and

Fuels

Tax

Revenue

Bonds,

Refunding

Second

Lien

Series

2017C:

2,595

5.000%,

5/01/29

11/27

at

100.00

AA-

2,966,993

3,010

5.000%,

5/01/30

11/27

at

100.00

AA-

3,426,253

3,070

5.000%,

5/01/31

11/27

at

100.00

AA-

3,480,797

15,000

Louisiana

State,

Gasoline

and

Fuels

Tax

Revenue

Bonds,

Refunding

Second

Lien

Series

2017D-1,

0.600%,

5/01/43,

(Mandatory

Put

5/1/2023)

5/22

at

100.00

Aa3

14,886,600

Louisiana

State,

General

Obligation

Bonds,

Grant

Anticipation

Series

2021:

7,500

5.000%,

9/01/22

No

Opt.

Call

AA

7,619,700

4,590

5.000%,

9/01/23

No

Opt.

Call

AA

4,802,517

7,015

Louisiana

State,

General

Obligation

Bonds,

Refunding

Series

2014C,

5.000%,

8/01/22

No

Opt.

Call

AA-

7,104,722

6,245

Louisiana

State,

General

Obligation

Bonds,

Series

2015A,

5.000%,

5/01/23

No

Opt.

Call

AA-

6,464,199

New

Orleans,

Louisiana,

General

Obligation

Bonds,

Public

Improvement

Series

2021A:

12,000

5.000%,

12/01/22

No

Opt.

Call

A+

12,288,240

11,000

5.000%,

12/01/23

No

Opt.

Call

A+

11,569,470

9,000

5.000%,

12/01/24

No

Opt.

Call

A+

9,681,660

4,950

5.000%,

12/01/25

No

Opt.

Call

A+

5,445,297

New

Orleans,

Louisiana,

Sewerage

Service

Revenue

Bonds,

Series

2015:

1,040

5.000%,

6/01/24

No

Opt.

Call

A

1,101,828

675

5.000%,

6/01/26

6/25

at

100.00

A

735,500

6,655

Saint

Charles

Parish,

Louisiana,

Gulf

Opportunity

Zone

Revenue

Bonds,

Valero

Project,

Series

2010,

4.000%,

12/01/40,

(Mandatory

Put

6/1/2022)

No

Opt.

Call

BBB

6,677,427

2,780

Saint

James

Parish,

Louisiana,

Revenue

Bonds,

NuStar

Logistics,

L.P.

Project,

Series

2008,

6.100%,

6/01/38,

(Mandatory

Put

6/1/2030),

144A

No

Opt.

Call

BB-

3,288,962

3,665

Saint

James

Parish,

Louisiana,

Revenue

Bonds,

NuStar

Logistics,

L.P.

Project,

Series

2011,

5.850%,

8/01/41,

(Mandatory

Put

6/1/2025),

144A

No

Opt.

Call

BB-

3,954,352

19,965

Saint

John

the

Baptist

Parish,

Louisiana,

Revenue

Bonds,

Marathon

Oil

Corporation

Project,

Refunding

Series

2017A-1,

2.000%,

6/01/37,

(Mandatory

Put

4/1/2023)

No

Opt.

Call

BBB-

19,865,774

Nuveen

Limited

Term

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

202

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Louisiana

(continued)

$

18,220

Saint

John

the

Baptist

Parish,

Louisiana,

Revenue

Bonds,

Marathon

Oil

Corporation

Project,

Refunding

Series

2017A-2,

2.100%,

6/01/37,

(Mandatory

Put

7/1/2024)

No

Opt.

Call

BBB-

$

17,960,001

20,420

Saint

John

the

Baptist

Parish,

Louisiana,

Revenue

Bonds,

Marathon

Oil

Corporation

Project,

Refunding

Series

2017A-3,

2.200%,

6/01/37,

(Mandatory

Put

7/1/2026)

No

Opt.

Call

BBB-

19,773,299

10,010

Saint

John

the

Baptist

Parish,

Louisiana,

Revenue

Bonds,

Marathon

Oil

Corporation

Project,

Refunding

Series

2017B-2,

2.375%,

6/01/37,

(Mandatory

Put

7/1/2026)

No

Opt.

Call

BBB-

9,762,253

1,680

Terrebonne

Levee

and

Conservation

District,

Louisiana,

Public

Improvement

Sales

Tax

Bonds,

Series

2013,

5.000%,

7/01/22,

(Pre-

refunded

7/01/23),

(ETM)

No

Opt.

Call

A+

(4)

1,696,145

346,680

Total

Louisiana

356,194,102

Maine

-

0.4%

Auburn,

Maine,

General

Obligation

Bonds,

Edward

Little

High

School

Project,

Series

2021:

1,250

4.000%,

11/01/22

No

Opt.

Call

AA-

1,269,775

600

4.000%,

11/01/23

No

Opt.

Call

AA-

621,222

1,110

4.000%,

11/01/24

No

Opt.

Call

AA-

1,169,119

610

Maine

Health

and

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

Series

2021A,

5.000%,

7/01/24

-

AGM

Insured

No

Opt.

Call

AA

650,461

2,765

Maine

State

Housing

Authority,

Multifamily

Mortgage

Purchase

Bonds,

Series

2021A,

1.850%,

11/15/36

5/30

at

100.00

AA+

2,377,319

1,165

Maine

State

Housing

Authority,

Single

Family

Mortgage

Purchase

Bonds,

Series

2020D,

2.300%,

11/15/35

5/29

at

100.00

AA+

1,058,321

3,000

Maine

State

Housing

Authority,

Single

Family

Mortgage

Purchase

Bonds,

Series

2021B,

2.050%,

11/15/36

5/30

at

100.00

AA+

2,633,400

2,030

Maine

State

Housing

Authority,

Single

Family

Mortgage

Purchase

Bonds,

Social

Series

2021C,

1.900%,

11/15/36

11/30

at

100.00

AA+

1,724,749

2,000

Maine

State

Housing

Authority,

Single

Family

Mortgage

Purchase

Bonds,

Social

Series

2021D,

2.200%,

11/15/36

11/30

at

100.00

N/R

1,768,880

4,500

Maine

State,

General

Obligation

Bonds,

Series

2020B,

5.000%,

6/01/23

No

Opt.

Call

AA

4,676,265

Maine

State,

General

Obligation

Bonds,

Series

2021B:

4,135

4.000%,

6/01/25

No

Opt.

Call

N/R

4,398,069

940

4.000%,

6/01/26

No

Opt.

Call

AA

1,016,554

5,455

5.000%,

6/01/27

No

Opt.

Call

AA

6,251,375

29,560

Total

Maine

29,615,509

Maryland

-

1.8%

Baltimore,

Maryland,

Convention

Center

Hotel

Revenue

Bonds,

Refunding

Series

2017:

540

5.000%,

9/01/23

No

Opt.

Call

CCC

543,775

2,000

5.000%,

9/01/26

No

Opt.

Call

CCC

2,032,020

5,055

Howard

County,

Maryland,

General

Obligation

Bonds,

Consolidated

Public

Improvement

Project,

Series

2021A,

5.000%,

8/15/25

No

Opt.

Call

AAA

5,563,028

6,820

Maryland

Community

Development

Administration

Department

of

Housing

and

Community

Development,

Residential

Revenue

Bonds,

Series

2019C,

2.700%,

9/01/34

3/29

at

100.00

Aa1

6,497,482

4,250

Maryland

Community

Development

Administration

Department

of

Housing

and

Community

Development,

Residential

Revenue

Bonds,

Series

2020A,

2.300%,

9/01/35

3/29

at

100.00

Aa1

3,844,890

203

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Maryland

(continued)

$

4,670

Maryland

Community

Development

Administration

Department

of

Housing

and

Community

Development,

Residential

Revenue

Bonds,

Series

2020D,

1.950%,

9/01/35

9/29

at

100.00

Aa1

$

4,042,912

12,000

Maryland

Community

Development

Administration

Department

of

Housing

and

Community

Development,

Residential

Revenue

Bonds,

Series

2021A,

1.800%,

9/01/36

3/30

at

100.00

Aa1

10,207,560

Maryland

Community

Development

Administration

Department

of

Housing

and

Community

Development,

Residential

Revenue

Bonds,

Series

2021B:

500

0.150%,

9/01/22

No

Opt.

Call

Aa1

497,745

540

0.200%,

3/01/23

No

Opt.

Call

Aa1

532,100

580

0.250%,

9/01/23

No

Opt.

Call

Aa1

565,981

8,310

1.875%,

9/01/36

3/30

at

100.00

Aa1

7,140,783

12,000

Maryland

Community

Development

Administration

Department

of

Housing

and

Community

Development,

Residential

Revenue

Bonds,

Series

2021C,

2.200%,

9/01/36

9/30

at

100.00

N/R

10,568,880

8,795

Maryland

Economic

Development

Corporation,

Pollution

Control

Revenue

Bonds,

Potomac

Electric

Power

Company,

Refunding

Series

2019,

1.700%,

9/01/22

No

Opt.

Call

A-

8,808,896

5,235

Maryland

Health

and

HIgher

Educational

Facilities

Authority,  Revenue

Bonds,

University

of

Maryland

Medical

Systems,

Series

2020B-1,

5.000%,

7/01/45,

(Mandatory

Put

7/1/2025)

1/25

at

100.00

A

5,631,185

Maryland

Health

and

Higher

Educational

Facilities

Authority,

Maryland,

Hospital

Revenue

Bonds,

Meritus

Medical

Center,

Series

2015:

1,000

5.000%,

7/01/22

No

Opt.

Call

A-

1,009,140

250

5.000%,

7/01/23

No

Opt.

Call

A-

259,977

500

5.000%,

7/01/24

No

Opt.

Call

A-

533,280

Maryland

Health

and

HIgher

Educational

Facilities

Authority,

Revenue

Bonds,

Adventist

Healthcare

Inc.,

Series

2021:

795

5.000%,

1/01/23

No

Opt.

Call

Baa3

815,185

545

5.000%,

1/01/24

No

Opt.

Call

Baa3

573,433

1,000

Maryland

Stadium

Authority,

Lease

Revenue

Bonds,

Built

To

Learn,

Series

2022A,

5.000%,

6/01/26

No

Opt.

Call

N/R

1,109,350

39,895

Maryland

State,

General

Obligation

Bonds,

State

and

Local

Facilities

Loan,

Bidding

Group

1

Second

Series

2021A,

5.000%,

8/01/27

No

Opt.

Call

AAA

45,912,363

10,000

Maryland

State,

General

Obligation

Bonds,

State

and

Local

Facilities

Loan,

First

Series

2016,

4.000%,

6/01/29

6/24

at

100.00

N/R

10,423,100

4,400

Maryland

Transportation

Authority,

Passenger

Facility

Charge

Revenue

Bonds,

Baltimore/Washington

Internatonal

Thurgood

Marshall

Airport

Project,

Series

2019,

5.000%,

6/01/25,

(AMT)

No

Opt.

Call

A

4,725,864

4,560

Montgomery

County,

Maryland,

General

Obligation

Bonds,

Consolidated

Public

Improvement

Series

2018A,

5.000%,

11/01/29

11/28

at

100.00

AAA

5,358,912

3,550

Prince

George's

County,

Maryland,

General

Obligation

Consolidated

Public

Improvement

Bonds,

Series

2020A,

5.000%,

7/15/23

No

Opt.

Call

AAA

3,701,585

12,315

Prince

George's

County,

Maryland,

General

Obligation

Consolidated

Public

Improvement

Bonds,

Series

2021A,

5.000%,

7/01/26

No

Opt.

Call

AAA

13,844,523

150,105

Total

Maryland

154,743,949

Massachusetts

-

2.5%

36,215

Massachusetts

Bay

Transportation

Authority,

Sales

Tax

Revenue

Bonds,

Anticipation

Note

Subordinated

Sustainability

Series

2021,

4.000%,

5/01/25

No

Opt.

Call

AA

38,396,592

Nuveen

Limited

Term

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

204

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Massachusetts

(continued)

$

20,045

Massachusetts

Bay

Transportation

Authority,

Sales

Tax

Revenue

Bonds,

Subordinated

Series

2020B-2,

5.000%,

7/01/22

No

Opt.

Call

AA

$

20,239,035

20

Massachusetts

Bay

Transportation

Authority,

Sales

Tax

Revenue

Bonds,

Subordinated

Series

2021A-1,

5.000%,

7/01/25

No

Opt.

Call

AA

21,896

Massachusetts

Development

Finance

Agency

Revenue

Bonds,

Lawrence

General

Hospital

Issue,

Series

2014A:

690

5.000%,

7/01/22

No

Opt.

Call

B-

690,110

625

5.000%,

7/01/23

No

Opt.

Call

B-

625,175

735

5.000%,

7/01/24

No

Opt.

Call

B-

733,861

795

5.000%,

7/01/25

7/24

at

100.00

B-

793,521

1,500

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

CareGroup

Issue,

Series

2018J-1,

5.000%,

7/01/25

No

Opt.

Call

A

1,638,705

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

CareGroup

Issue,

Series

2018J-2:

2,780

5.000%,

7/01/29

7/28

at

100.00

A

3,217,266

2,750

5.000%,

7/01/30

7/28

at

100.00

A

3,173,280

2,515

5.000%,

7/01/31

7/28

at

100.00

A

2,895,671

2,100

5.000%,

7/01/32

7/28

at

100.00

A

2,414,832

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Milford

Regional

Medical

Center

Issue,

Series

2020G:

115

5.000%,

7/15/22,

144A

No

Opt.

Call

BB+

116,017

125

5.000%,

7/15/23,

144A

No

Opt.

Call

BB+

128,965

130

5.000%,

7/15/24,

144A

No

Opt.

Call

BB+

136,410

125

5.000%,

7/15/25,

144A

No

Opt.

Call

BB+

133,525

160

5.000%,

7/15/26,

144A

No

Opt.

Call

BB+

173,715

170

5.000%,

7/15/27,

144A

No

Opt.

Call

BB+

187,216

175

5.000%,

7/15/28,

144A

No

Opt.

Call

BB+

195,013

325

5.000%,

7/15/29,

144A

No

Opt.

Call

BB+

366,226

220

5.000%,

7/15/30,

144A

No

Opt.

Call

BB+

250,365

815

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Wellforce

Issue,

Series

2019A,

5.000%,

7/01/23

No

Opt.

Call

BBB+

845,579

2,000

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Williams

College,

Series

2011N,

0.450%,

7/01/41,

(Mandatory

Put

7/1/2025)

1/25

at

100.00

AA+

1,851,060

2,000

Massachusetts

Health

and

Educational

Facilities

Authority,

Variable

Rate

Demand

Revenue

Bonds,

University

of

Massachusetts

Issue,

Series

2000A,

2.450%,

11/01/30,

(Mandatory

Put

4/1/2026)

No

Opt.

Call

Aa2

2,000,000

2,225

Massachusetts

Housing

Finance

Agency,

Housing

Bonds,

Series

2019B-1,

2.750%,

12/01/34

12/28

at

100.00

AA

2,162,655

1,740

Massachusetts

Housing

Finance

Agency,

Housing

Bonds,

Series

2020A-3,

0.875%,

12/01/23

6/22

at

100.00

AA

1,710,298

2,020

Massachusetts

Housing

Finance

Agency,

Housing

Bonds,

Sustainability

Series

2021B-2,

0.800%,

12/01/25

6/24

at

100.00

N/R

1,874,964

7,250

Massachusetts

Housing

Finance

Agency,

Single

Family

Housing

Revenue

Bonds,

Notes,

Series

2021,

0.250%,

12/01/22

5/22

at

100.00

N/R

7,185,185

5,000

Massachusetts

Housing

Finance

Agency,

Single

Family

Housing

Revenue

Bonds,

Social

Series

2020-220,

1.950%,

12/01/35

6/30

at

100.00

AA+

4,296,750

1,000

Massachusetts

Housing

Finance

Agency,

Single

Family

Housing

Revenue

Bonds,

Social

Series

2021-221,

2.000%,

12/01/36

6/30

at

100.00

AA+

866,180

2,675

Massachusetts

Housing

Finance

Agency,

Single

Family

Housing

Revenue

Bonds,

Social

Series

2021-222,

2.000%,

12/01/36

6/30

at

100.00

AA+

2,302,720

7,385

Massachusetts

Housing

Finance

Agency,

Single

Family

Housing

Revenue

Bonds,

Social

Series

2021-223,

2.150%,

12/01/36

12/30

at

100.00

N/R

6,470,146

205

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Massachusetts

(continued)

$

6,360

Massachusetts

State,

General

Obligation

Bonds,

Consolidated

Loan,

Series

2020E,

5.000%,

11/01/25

No

Opt.

Call

Aa1

$

7,031,680

14,050

Massachusetts

State,

General

Obligation

Bonds,

Refunding

Series

2015A,

5.000%,

7/01/23

No

Opt.

Call

Aa1

14,630,265

40,525

Massachusetts

State,

General

Obligation

Bonds,

Refunding

Series

2020A,

5.000%,

6/01/44,

(Mandatory

Put

6/1/2023)

No

Opt.

Call

Aa1

42,040,635

22,000

Massachusetts

State,

General

Obligation

Bonds,

Refunding

Series

2021B,

5.000%,

11/01/24

No

Opt.

Call

N/R

23,716,440

5,300

University

of

Massachusetts

Building

Authority,

Revenue

Bonds,

Refunding

Senior

Series

2021-1,

5.000%,

11/01/25

No

Opt.

Call

Aa2

5,850,087

10,850

Weymouth,

Massachusetts,

General

Obligation

Bonds,

Bond

Anticipation

Bond

Series

2021,

1.500%,

8/26/22

No

Opt.

Call

N/R

10,862,557

205,510

Total

Massachusetts

212,224,597

Michigan

-

1.6%

1,000

Birmingham

Public

Schools,

Oakland

County,

Michigan,

General

Obligation

Bonds,

School

Building

&

Site

Refunding

Series

2020,

4.000%,

5/01/23

No

Opt.

Call

Aa2

1,025,900

14,355

Michigan

Finance

Authority,

State

Aid

Revenue

Notes,

Series

2020A-1,

3.000%,

7/20/22

No

Opt.

Call

N/R

14,443,714

Michigan

Finance

Authority,

Tobacco

Settlement

Asset-

Backed

Bonds,

2007

Sold

Tobacco

Receipts,

Series

2020A-CL-1:

1,100

4.000%,

6/01/22

No

Opt.

Call

A

1,105,104

2,000

4.000%,

6/01/23

No

Opt.

Call

A

2,040,040

2,200

5.000%,

6/01/25

No

Opt.

Call

A

2,360,424

2,500

5.000%,

6/01/27

No

Opt.

Call

A

2,769,625

2,450

5.000%,

6/01/29

No

Opt.

Call

A

2,779,991

15,240

Michigan

Hospital

Finance

Authority,

Revenue

Bonds,

Ascension

Health

Senior

Credit

Group,

Refunding

Series

2010F-1,

4.000%,

11/15/47,

(Mandatory

Put

6/1/2023)

No

Opt.

Call

AA+

15,605,912

6,750

Michigan

Housing

Development

Authority,

Rental

Housing

Revenue

Bonds,

Series

2018A,

3.550%,

10/01/33

10/27

at

100.00

AA

6,903,090

4,385

Michigan

Housing

Development

Authority,

Rental

Housing

Revenue

Bonds,

Series

2021A,

0.550%,

4/01/25

10/22

at

100.00

AA

4,186,710

Michigan

Housing

Development

Authority,

Single

Family

Mortgage

Revenue

Bonds,

Fixed

Rate

Series

2018C:

3,505

3.550%,

6/01/29

12/27

at

100.00

AA+

3,627,324

1,805

3.350%,

12/01/34

6/28

at

100.00

AA+

1,813,159

5,215

Michigan

Housing

Development

Authority,

Single

Family

Mortgage

Revenue

Bonds,

Series

2016A,

3.100%,

12/01/31

6/26

at

100.00

AA+

5,244,256

9,770

Michigan

Housing

Development

Authority,

Single

Family

Mortgage

Revenue

Bonds,

Series

2019B,

2.700%,

12/01/34

12/28

at

100.00

AA+

9,345,591

14,835

Michigan

Housing

Development

Authority,

Single

Family

Mortgage

Revenue

Bonds,

Series

2020C,

2.350%,

12/01/35

6/30

at

100.00

AA+

13,399,565

6,000

Michigan

Housing

Development

Authority,

Single

Family

Mortgage

Revenue

Bonds,

Social

Series

2021A,

1.950%,

12/01/36

12/30

at

100.00

AA+

5,130,060

12,860

Michigan

State,

Grant

Anticipation

Bonds,

Refunding

Federal

Highway

Series

2016,

5.000%,

3/15/25

No

Opt.

Call

N/R

13,979,849

10,000

Michigan

State,

Trunk

Line

Fund

Bonds,

Rebuilding

Michigan

Program

Series

2020B,

5.000%,

11/15/28

No

Opt.

Call

AA+

11,736,800

Nuveen

Limited

Term

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

206

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Michigan

(continued)

Michigan

State,

Trunk

Line

Fund

Bonds,

Rebuilding

Michigan

Program,

Series

2021A:

$

1,305

5.000%,

11/15/22

No

Opt.

Call

AA+

$

1,334,532

5,250

5.000%,

11/15/23

No

Opt.

Call

AA+

5,519,850

5,045

5.000%,

11/15/24

No

Opt.

Call

AA+

5,442,697

620

5.000%,

11/15/25

No

Opt.

Call

AA+

685,900

2,285

Michigan

Strategic

Fund,

Limited

Obligation

Revenue

Bonds,

Graphic

Packaging

International,

LLC

Coated

Recycled

Board

Machine

Project,

Green

Series

2021,

4.000%,

10/01/61,

(AMT),

(Mandatory

Put

10/1/2026)

No

Opt.

Call

Ba2

2,393,081

1,205

Michigan

Strategic

Fund,

Revenue

Bonds,

Waste

Management

Inc.,

Series

2001,

0.580%,

8/01/27,

(AMT),

(Mandatory

Put

8/1/2024)

No

Opt.

Call

A-

1,151,209

2,525

Royal

Oak

Hospital

Finance

Authority,

Michigan,

Hospital

Revenue

Bonds,

William

Beaumont

Hospital

Obligated

Group,

Refunding

Series

2014D,

5.000%,

9/01/22

No

Opt.

Call

A+

2,564,567

134,205

Total

Michigan

136,588,950

Minnesota

-

0.9%

13,040

Minneapolis,

Minnesota,

General

Obligation

Bonds,

Series

2021,

4.000%,

12/01/25

No

Opt.

Call

N/R

13,997,788

Minneapolis-St.

Paul

Metropolitan

Airports

Commission,

Minnesota,

Airport

Revenue

Bonds,

Refunding

Subordinate

Lien

Series

2014A:

1,830

5.000%,

1/01/24

No

Opt.

Call

A+

1,925,471

10

5.000%,

1/01/25

1/24

at

100.00

A+

10,504

1,295

Minnesota

Housing

Finance

Agency,

Residential

Housing

Finance

Bonds,

Series

2020B,

2.400%,

1/01/35

7/29

at

100.00

AA+

1,280,651

2,360

Minnesota

Housing

Finance

Agency,

Residential

Housing

Finance

Bonds,

Series

2020E,

2.250%,

7/01/35

7/29

at

100.00

AA+

2,161,264

4,345

Minnesota

Housing

Finance

Agency,

Residential

Housing

Finance

Bonds,

Series

2020I,

1.875%,

7/01/35

1/30

at

100.00

AA+

3,824,339

5,730

Minnesota

Housing

Finance

Agency,

Residential

Housing

Finance

Bonds,

Series

2021D,

2.000%,

7/01/36

7/30

at

100.00

AA+

5,045,265

5,100

Minnesota

Housing

Finance

Agency,

Residential

Housing

Finance

Bonds,

Series

2021F,

2.000%,

7/01/36

1/31

at

100.00

AA+

4,490,550

8,470

Minnesota

Housing

Finance

Agency,

Residential

Housing

Finance

Bonds,

Series

2021H,

2.150%,

7/01/36

1/31

at

100.00

N/R

7,603,858

3,310

Minnesota

Housing

Finance

Agency,

Residential

Housing

Finance

Bonds,

Series

2022A,

2.600%,

7/01/37

7/31

at

100.00

N/R

3,090,249

2,255

Minnesota

Rural

Water

Finance

Authority,

Public

Projects

Construction

Notes,

Series

2021B,

0.300%,

8/01/22

5/22

at

100.00

N/R

2,245,800

28,320

Minnesota

State,

General

Obligation

Bonds,

Refunding

State

Trunk

Highway

Series

2020E,

2.000%,

8/01/22

No

Opt.

Call

AAA

28,412,040

900

Northern

Municipal

Power

Agency,

Minnesota,

Electric

System

Revenue

Bonds,

Series

2013A,

5.000%,

1/01/23

No

Opt.

Call

A-

922,914

2,890

Saint

Cloud,

Minnesota,

Health

Care

Revenue

Bonds,

CentraCare

Health

System,

Refunding

Series

2014B,

5.000%,

5/01/22

No

Opt.

Call

AA-

2,898,901

79,855

Total

Minnesota

77,909,594

Mississippi

-

0.5%

1,000

Lowndes

County,

Mississippi,

Solid

Waste

Disposal

and

Pollution

Control

Refunding

Revenue

Bonds

(Weyerhaeuser

Company

Project),

Series

1992A,

6.800%,

4/01/22

No

Opt.

Call

BBB

1,000,000

207

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Mississippi

(continued)

$

7,500

Lowndes

County,

Mississippi,

Solid

Waste

Disposal

and

Pollution

Control

Revenue

Bonds,

International

Paper

Company

Project,

Refunding

Series

2022,

2.650%,

4/01/37,

(Mandatory

Put

4/1/2027)

No

Opt.

Call

N/R

$

7,436,925

6,865

Mississippi

Business

Finance

Corporation,

Pollution

Control

Revenue,

Mississippi

Power,

Series

2002,

3.200%,

9/01/28

3/24

at

100.00

A-

6,992,689

7,670

Mississippi

Business

Finance

Corporation,

Revenue

Bonds,

System

Energy

Resources,

Inc.

Project,

Refunding

Series

2019,

2.500%,

4/01/22

4/22

at

100.00

BBB+

7,670,000

1,000

Mississippi

Home

Corporation,

Single

Family

Mortgage

Revenue

Bonds,

Series

2020A,

2.250%,

12/01/35

6/29

at

100.00

Aaa

902,610

565

Mississippi

Home

Corporation,

Single

Family

Mortgage

Revenue

Bonds,

Series

2021A,

1.800%,

12/01/35

6/30

at

100.00

Aaa

481,900

9,750

Mississippi

Hospital

Equipment

and

Facilities

Authority,

Revenue

Bonds,

Baptist

Memorial

Healthcare,

Refunding

Series

2020A-1,

5.000%,

9/01/44,

(Mandatory

Put

9/1/2025)

3/25

at

100.00

BBB+

10,572,607

3,680

Mississippi

Hospital

Equipment

and

Facilities

Authority,

Revenue

Bonds,

Baptist

Memorial

Healthcare,

Series

2015A,

5.000%,

9/01/24

No

Opt.

Call

BBB+

3,907,829

3,395

Mississippi

Hospital

Equipment

and

Facilities

Authority,

Revenue

Bonds,

North

Mississippi

Health

Services,

Series

2020-II,

5.000%,

10/01/40,

(Mandatory

Put

3/1/2027)

12/26

at

100.00

AA

3,752,392

Mississippi

State,

Gaming

Tax

Revenue

Bonds,

Series

2019A:

350

5.000%,

10/15/22

No

Opt.

Call

A+

356,507

250

5.000%,

10/15/23

No

Opt.

Call

A+

260,932

205

5.000%,

10/15/24

No

Opt.

Call

A+

219,479

1,245

5.000%,

10/15/25

No

Opt.

Call

A+

1,364,271

43,475

Total

Mississippi

44,918,141

Missouri

-

1.4%

Branson

Industrial

Development

Authority,

Missouri,

Tax

Increment

Revenue

Bonds,

Branson

Shoppes

Redevelopment

Project,

Refunding

Series

2017A:

765

4.000%,

11/01/22

No

Opt.

Call

N/R

767,394

755

4.000%,

11/01/23

No

Opt.

Call

N/R

759,606

Jackson

County

Reorganized

School

District

R-7,

Lees

Summit,

Missouri,

General

Obligation

Bonds,

Refunding

&

School

Building

Series

2020:

7,715

4.000%,

3/01/29

No

Opt.

Call

AA+

8,604,154

7,570

4.000%,

3/01/30

3/29

at

100.00

AA+

8,393,389

24,750

Missouri

Environmental

Improvement

and

Energy

Resources

Authority,

Revenue

Bonds,

Union

Electric

Company

Project,

Refunding

Market-

Adjusted

Tax

Exempt

Securities

Series

1992,

1.600%,

12/01/22

5/22

at

100.00

A

24,752,227

5,035

Missouri

Environmental

Improvement

and

Energy

Resources

Authority,

Revenue

Bonds,

Union

Electric

Company

Project,

Refunding

Series

1998A,

2.900%,

9/01/33

7/27

at

102.00

A

5,022,211

11,000

Missouri

Environmental

Improvement

and

Energy

Resources

Authority,

Revenue

Bonds,

Union

Electric

Company

Project,

Series

1998B,

2.900%,

9/01/33

7/27

at

102.00

A

10,972,060

5,195

Missouri

Environmental

Improvement

and

Energy

Resources

Authority,

Revenue

Bonds,

Union

Electric

Company

Project,

Series

1998C,

2.750%,

9/01/33

6/27

at

102.00

A

5,106,685

Missouri

Health

and

Educational

Facilities

Authority,

Educational

Facilities

Revenue

Bonds,

Saint

Louis

College

of

Pharmacy,

Series

2013:

2,545

4.000%,

5/01/22

No

Opt.

Call

BBB

2,550,115

1,320

5.000%,

5/01/23

No

Opt.

Call

BBB

1,361,026

Nuveen

Limited

Term

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

208

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Missouri

(continued)

$

830

Missouri

Housing

Development

Commission,

Single

Family

Mortgage

Revenue

Bonds,

First

Place

Homeownership

Loan

Program,

Series

2019C,

2.500%,

11/01/34

5/29

at

100.00

AA+

$

823,692

1,095

Missouri

Housing

Development

Commission,

Single

Family

Mortgage

Revenue

Bonds,

First

Place

Homeownership

Loan

Program,

Series

2021A,

1.950%,

11/01/36

5/30

at

100.00

AA+

956,899

1,950

Missouri

Housing

Development

Commission,

Single

Family

Mortgage

Revenue

Bonds,

First

Place

Homeownership

Loan

Program,

Series

2021B,

1.800%,

11/01/36

5/30

at

100.00

AA+

1,634,958

Missouri

Joint

Municipal

Electric

Utility

Commission,

Power

Project

Revenue

Bonds,

Plum

Point

Project,

Refunding

Series

2014A:

2,420

5.000%,

1/01/25

No

Opt.

Call

A

2,602,468

5,100

5.000%,

1/01/26

1/25

at

100.00

A

5,473,269

20,000

Missouri

Public

Utilities

Commission,

Interim

Construction

Notes,

Series

2022,

0.750%,

8/01/23

11/22

at

100.00

N/R

19,593,600

Saint

Charles

County

Francis

Howell

School

District,

Missouri,

General

Obligation

Bonds,

Series

2020:

2,005

4.000%,

3/01/30

3/28

at

100.00

AA

2,193,590

1,480

4.000%,

3/01/31

3/28

at

100.00

AA

1,615,968

Saint

Louis,

Missouri,

Airport

Revenue

Bonds,

Lambert-St.

Louis

International

Airport,

Refunding

Series

2015:

1,000

5.000%,

7/01/22

No

Opt.

Call

A2

1,009,290

1,085

5.000%,

7/01/23

No

Opt.

Call

A2

1,127,347

9,385

The

Board

of

Education

of

the

City

of

St.

Louis,

Missouri,

General

Obligation

Refunding

Bonds,

Series

2022,

4.000%,

4/01/24

-

BAM

Insured

No

Opt.

Call

N/R

9,728,491

113,000

Total

Missouri

115,048,439

Montana

-

0.4%

31,390

Forsyth,

Rosebud

County,

Montana,

Pollution

Control

Revenue

Refunding

Bonds,

Northwestern

Corporation

Colstrip

Project,

Series

2016,

2.000%,

8/01/23

No

Opt.

Call

A

31,439,910

Lewis

and

Clark

County

School

District

9

East

Helena,

Montana,

General

Obligation

Bonds,

School

Building

Series

2018:

1,000

5.000%,

7/01/27

No

Opt.

Call

A+

1,136,670

1,055

5.000%,

7/01/28

No

Opt.

Call

A+

1,216,637

1,335

5.000%,

7/01/29

7/28

at

100.00

A+

1,539,108

770

Montana

Board

of

Housing,

Single

Family

Mortgage

Bonds,

Series

2021A-

1,

1.850%,

12/01/36

6/30

at

100.00

AA+

661,722

500

Montana

Board

of

Housing,

Single

Family

Mortgage

Bonds,

Series

2021B,

1.850%,

12/01/36

12/30

at

100.00

AA+

424,340

36,050

Total

Montana

36,418,387

National

-

0.0%

2,766

Freddie

Mac

Multi-Family

ML

Certificates,

Series

ML

05,

Series

2019A,

3.400%,

1/25/36

No

Opt.

Call

AA+

2,875,641

Nebraska

-

0.5%

8,000

Central

Plains

Energy

Project,

Nebraska,

Gas

Project

4

Revenue

Bonds,

Series

2018A,

5.000%,

3/01/50,

(Mandatory

Put

1/1/2024)

10/23

at

100.43

A2

8,321,680

815

Douglas

County

Hospital

Authority

2,

Nebraska,

Health

Facilities

Revenue

Bonds,

Children's

Hospital

Obligated

Group,

Series

2020B,

5.000%,

11/15/53,

(Mandatory

Put

11/15/2025)

8/25

at

100.00

AA-

889,939

209

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Nebraska

(continued)

$

1,000

Douglas

County

Hospital

Authority

3,

Nebraska,

Health

Facilities

Revenue

Bonds,

Nebraska

Methodist

Health

System,

Refunding

Series

2015,

5.000%,

11/01/22

No

Opt.

Call

A

$

1,021,120

Douglas

County

School

District

17

Millard,

Nebraska,

General

Obligation

Bonds,

Series

2020:

1,275

5.000%,

12/15/28

No

Opt.

Call

AA

1,501,236

1,520

5.000%,

12/15/29

No

Opt.

Call

AA

1,817,798

1,590

5.000%,

12/15/30

No

Opt.

Call

AA

1,928,495

1,915

Nebraska

Investment

Finance

Authority,

Single

Family

Housing

Revenue

Bonds,

Series

2019D,

2.600%,

9/01/34

3/29

at

100.00

AA+

1,814,367

8,620

Nebraska

Investment

Finance

Authority,

Single

Family

Housing

Revenue

Bonds,

Series

2020A,

2.350%,

9/01/35

3/29

at

100.00

AA+

8,042,805

2,430

Nebraska

Investment

Finance

Authority,

Single

Family

Housing

Revenue

Bonds,

Series

2021A,

1.850%,

9/01/35

3/30

at

100.00

AA+

2,116,311

3,405

Nebraska

Investment

Finance

Authority,

Single

Family

Housing

Revenue

Bonds,

Series

2021C,

2.100%,

9/01/36

9/30

at

100.00

AA+

2,985,266

1,500

Nebraska

Public

Power

District,

General

Revenue

Bonds,

Series

2021A.

Forward

Delivery,

5.000%,

1/01/23

No

Opt.

Call

A+

1,539,885

Omaha,

Nebraska,

General

Obligation

Bonds,

Various

Purpose

and

Refunding

Bonds,

Series

2021:

1,170

5.000%,

4/15/24

No

Opt.

Call

N/R

1,241,265

825

5.000%,

4/15/25

No

Opt.

Call

N/R

900,240

775

5.000%,

4/15/26

No

Opt.

Call

N/R

862,854

1,645

Papio-Missouri

River

Natural

Resources

District,

Nebraska,

Flood

Protection

and

Water

Quality

Enhancement

Revenue

Bonds,

Series

2017,

5.000%,

12/15/22,

(Pre-refunded

6/15/22)

6/22

at

100.00

AA

(4)

1,658,292

6,450

Washington

County,

Nebraska,

Wastewater

and

Solid

Waste

Disposal

Facilities

Revenue

Bonds,

Cargill

Inc.

Project,

Variable

Rate

Demand

Series

2012,

0.900%,

9/01/30,

(AMT),

(Mandatory

Put

9/1/2025)

No

Opt.

Call

A

6,154,977

42,935

Total

Nebraska

42,796,530

Nevada

-

1.2%

Clark

County

School

District,

Nevada,

General

Obligation

Bonds,

Limited

Tax

Building

Series

2020A:

1,000

3.000%,

6/15/22

No

Opt.

Call

A+

1,003,830

1,000

3.000%,

6/15/24

-

AGM

Insured

No

Opt.

Call

AA

1,023,180

Clark

County

School

District,

Nevada,

General

Obligation

Bonds,

Limited

Tax

Building

Series

2021B:

7,110

5.000%,

6/15/24

No

Opt.

Call

N/R

7,571,297

7,465

5.000%,

6/15/25

No

Opt.

Call

N/R

8,136,850

7,850

Clark

County

School

District,

Nevada,

General

Obligation

Bonds,

Limited

Tax

Various

Purpose

Medium-Term

Series

2021C,

5.000%,

6/15/25

No

Opt.

Call

N/R

8,556,500

Clark

County,

Nevada,

Airport

Revenue

Bonds,

Junior

Subordinate

Lien

Notes

Series

2021B:

1,500

5.000%,

7/01/22,

(AMT)

No

Opt.

Call

A1

1,513,380

1,925

5.000%,

7/01/23,

(AMT)

No

Opt.

Call

A1

1,996,514

2,050

5.000%,

7/01/24,

(AMT)

No

Opt.

Call

A1

2,172,057

3,100

5.000%,

7/01/25,

(AMT)

No

Opt.

Call

A1

3,347,132

Clark

County,

Nevada,

Highway

Revenue

Bonds,

Indexed

Fuel

Tax

&

Motor

Vehicle

Fuel

Tax

Series

2021:

2,730

5.000%,

7/02/22

No

Opt.

Call

AA-

2,756,017

3,355

5.000%,

7/01/23

No

Opt.

Call

AA-

3,490,173

3,520

5.000%,

7/01/24

No

Opt.

Call

AA-

3,748,694

3,700

5.000%,

7/01/25

No

Opt.

Call

AA-

4,043,360

Nuveen

Limited

Term

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

210

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Nevada

(continued)

$

1,860

Clark

County,

Nevada,

Pollution

Control

Revenue

Bonds,

Nevada

Power

Company

Project,

Refunding

Series

2017,

1.650%,

1/01/36,

(Mandatory

Put

3/31/2023)

No

Opt.

Call

A+

$

1,857,861

Las

Vegas

Convention

and

Visitors

Authority,

Nevada,

Revenue

Bonds,

Refunding

Series

2017B:

840

5.000%,

7/01/23

No

Opt.

Call

Aa3

873,314

910

5.000%,

7/01/25

No

Opt.

Call

Aa3

988,479

Las

Vegas

Valley

Water

District,

Nevada,

General

Obligation

Bonds,

Limited

Tax

Refunding

Series

2021C:

6,500

5.000%,

6/01/24

No

Opt.

Call

Aa1

6,929,065

13,660

5.000%,

6/01/25

No

Opt.

Call

Aa1

14,936,937

Las

Vegas

Valley

Water

District,

Nevada,

General

Obligation

Bonds,

Limited

Tax

Refunding

Water

Series

2021A:

2,935

5.000%,

6/01/22

No

Opt.

Call

Aa1

2,953,901

13,020

5.000%,

6/01/24

No

Opt.

Call

Aa1

13,879,450

Nevada

Housing

Division,

Single

Family

Housing

Mortgage

Revenue

Bonds,

Refunding

Series

2021A:

1,970

1.850%,

10/01/33

10/30

at

100.00

AA+

1,733,856

1,970

2.000%,

10/01/36

10/30

at

100.00

AA+

1,709,330

3,000

Nevada

Housing

Division,

Single

Family

Housing

Mortgage

Revenue

Bonds,

Refunding

Series

2021B,

2.200%,

10/01/36

10/30

at

100.00

N/R

2,637,030

4,560

Nevada

Housing

Division,

Single

Family

Housing

Mortgage

Revenue

Bonds,

Senior

Lien

Series

2021D,

0.250%,

12/01/22

4/22

at

100.00

N/R

4,527,533

145

Sparks,

Nevada,

Sales

Tax

Revenue

Bonds,

Tourism

Improvement

District

1

Legends

at

Sparks

Marina,

Refunding

Senior

Series

2019A,

2.500%,

6/15/24,

144A

No

Opt.

Call

Ba2

144,044

97,675

Total

Nevada

102,529,784

New

Hampshire

-

0.3%

8,420

National

Finance

Authority,

New

Hampshire,

Pollution

Control

Revenue

Bonds,

New

York

State

Electric

&

Gas

Corporation

Project,

Refunding

Series

2022A,

4.000%,

12/01/28,

(AMT)

No

Opt.

Call

N/R

8,800,331

13,100

New

Hampshire

Business

Finance

Authority,

Pollution

Control

Revenue

Bonds,

United

Illuminating

Company,

Refunding

Series

2003A,

2.800%,

10/01/33,

(Mandatory

Put

10/2/2023)

No

Opt.

Call

A

13,199,036

2,710

New

Hampshire

State,

General

Obligation

Bonds,

Capital

Improvement

Series

2020C,

5.000%,

12/01/26

No

Opt.

Call

Aa1

3,075,525

24,230

Total

New

Hampshire

25,074,892

New

Jersey

-

6.5%

8,515

Bergen

County

Improvement

Authority,

New

Jersey,

County

Guaranteed

Project

Note,

Bergen

New

Bridge

Medical

Center

Project,

Series

2020,

3.000%,

8/15/22

No

Opt.

Call

N/R

8,567,367

10,000

Berkeley

Township,

New

Jersey,

General

Obligation

Bonds,

Anticipation

Notes,

Series

2021B,

1.000%,

8/30/22

No

Opt.

Call

N/R

9,987,800

30,750

Burlington

County

Bridge

Commission,

New

Jersey,

Governmental

Leasing

Program

Revenue

Bonds,

County

Guaranteed,

Series

2021A,

1.000%,

4/14/22

No

Opt.

Call

N/R

30,750,308

5,900

Burlington

County

Bridge

Commission,

New

Jersey,

Governmental

Leasing

Program

Revenue

Bonds,

Series

2021C,

2.000%,

11/10/22

No

Opt.

Call

N/R

5,920,650

Delaware

River

Port

Authority,

New

Jersey

and

Pennsylvania,

Revenue

Bonds,

Refunding

Series

2018B:

8,940

5.000%,

1/01/23

No

Opt.

Call

A+

9,178,430

6,730

5.000%,

1/01/24

No

Opt.

Call

A+

7,094,160

211

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

New

Jersey

(continued)

Delran

Township,

New

Jersey,

General

Obligation

Bonds,

Series

2019:

$

1,000

2.000%,

10/15/27

No

Opt.

Call

AA

$

969,150

1,000

2.000%,

10/15/28

No

Opt.

Call

AA

952,260

1,000

2.000%,

10/15/29

No

Opt.

Call

AA

932,040

26,550

Essex

County,

New

Jersey,

General

Obligation

Bonds,

Bond

Antiipation

Notes,

Series

2021,

1.000%,

8/30/22

No

Opt.

Call

N/R

26,518,671

1,150

Gloucester

County

Pollution

Control

Financing

Authority,

New

Jersey,

Pollution

Control

Revenue

Bonds,

Logan

Project,

Refunding

Series

2014A,

5.000%,

12/01/24,

(AMT)

No

Opt.

Call

BBB-

1,194,562

Gloucester

Township,

New

Jersey,

General

Obligation

Bonds,

Series

2019:

3,640

2.000%,

2/01/26

-

BAM

Insured

No

Opt.

Call

AA

3,508,050

3,975

2.000%,

2/01/27

-

BAM

Insured

No

Opt.

Call

AA

3,785,869

10,425

Hudson

County

Improvement

Authority,

County

Guaranteed

Pooled

Notes,

Series

2021C-1,

1.000%,

8/16/22

No

Opt.

Call

N/R

10,420,413

Hudson

County

Improvement

Authority,

New

Jersey,

County

Secured

Lease

Revenue

Bonds,

Hudson

County

Courthouse

Project,

Series

2020:

570

4.000%,

10/01/25

No

Opt.

Call

AA

607,563

755

5.000%,

10/01/26

No

Opt.

Call

AA

848,461

20,000

Mercer

County,

New

Jersey,

General

Obligation

Bonds,

Bond

Anticipation

Series

2021A,

1.000%,

6/08/22

No

Opt.

Call

N/R

19,993,200

850

Monmouth

County

Improvement

Authority,

New

Jersey,

Governmental

Pooled

Loan

Revenue

Bonds,

Series

2020,

4.000%,

12/01/22

No

Opt.

Call

AAA

865,207

16,508

Montgomery

Township,

New

Jersey,

General

Obligation

Bonds,

Bond

Anticipation

Note

Series

2021,

1.500%,

8/19/22

No

Opt.

Call

N/R

16,522,782

New

Jersey

Economic

Development

Authority,

Cigarette

Tax

Revenue

Refunding

Bonds,

Series

2012:

1,475

5.000%,

6/15/22,

(ETM)

No

Opt.

Call

BBB

(4)

1,486,770

520

5.000%,

6/15/22,

(ETM)

No

Opt.

Call

AA

(4)

524,202

6,565

5.000%,

6/15/23,

(Pre-refunded

6/15/22)

6/22

at

100.00

BBB

(4)

6,617,389

4,970

5.000%,

6/15/24,

(Pre-refunded

6/15/22)

6/22

at

100.00

BBB

(4)

5,009,661

8,620

5.000%,

6/15/25,

(Pre-refunded

6/15/22)

6/22

at

100.00

BBB

(4)

8,688,787

6,000

5.000%,

6/15/26,

(Pre-refunded

6/15/22)

6/22

at

100.00

BBB

(4)

6,047,880

795

4.250%,

6/15/27,

(Pre-refunded

6/15/22)

6/22

at

100.00

BBB

(4)

800,175

10,065

New

Jersey

Economic

Development

Authority,

New

Jersey,

Transit

Transportation

Project

Revenue

Bonds,

Series

2020A,

5.000%,

11/01/29

No

Opt.

Call

Baa1

11,455,983

5,730

New

Jersey

Economic

Development

Authority,

Revenue

Bonds,

Motor

Vehicle

Surcharge,

Refunding

Subordinate

Series

2017A,

3.375%,

7/01/30

7/27

at

100.00

Baa3

5,757,676

10,545

New

Jersey

Economic

Development

Authority,

Revenue

Bonds,

Municipal

Rehabilitation,

Refunding

Series

2019A,

5.250%,

4/01/25

No

Opt.

Call

BBB

11,375,946

17,000

New

Jersey

Economic

Development

Authority,

School

Facilities

Construction

Bonds,

Refunding

Series

2016BBB,

5.000%,

6/15/22

No

Opt.

Call

Baa1

17,121,550

3,145

New

Jersey

Economic

Development

Authority,

School

Facilities

Construction

Bonds,

Series

2016AAA,

5.000%,

6/15/26

No

Opt.

Call

Baa1

3,459,123

New

Jersey

Economic

Development

Authority,

School

Facilities

Construction

Bonds,

Social

Series

2021QQQ:

245

5.000%,

6/15/23

No

Opt.

Call

Baa1

253,516

300

5.000%,

6/15/24

No

Opt.

Call

Baa1

317,109

575

5.000%,

6/15/25

No

Opt.

Call

Baa1

620,362

Nuveen

Limited

Term

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

212

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

New

Jersey

(continued)

$

2,000

New

Jersey

Economic

Development

Authority,

School

Facilities

Construction

Financing

Program

Bonds,

Refunding

Series

2012II,

5.000%,

3/01/25

4/22

at

100.00

Baa1

$

2,003,600

7,330

New

Jersey

Economic

Development

Authority,

School

Facilities

Construction

Financing

Program

Bonds,

Refunding

Series

2014PP,

5.000%,

6/15/30,

(Pre-refunded

6/15/24)

6/24

at

100.00

Baa1

(4)

7,814,147

2,740

New

Jersey

Economic

Development

Authority,

Water

Facilities

Revenue

Bonds,

New

Jersey-American

Water

Company

Inc.

Project,

Refunding

Series

2020B,

1.200%,

11/01/34,

(AMT),

(Mandatory

Put

6/1/2023)

No

Opt.

Call

A+

2,713,997

2,500

New

Jersey

Economic

Development

Authority,

Water

Facilities

Revenue

Bonds,

New

Jersey-American

Water

Company

Inc.

Project,

Refunding

Series

2020C,

1.150%,

6/01/23,

(AMT)

No

Opt.

Call

A+

2,469,950

9,180

New

Jersey

Economic

Development

Authority,

Water

Facilities

Revenue

Bonds,

New

Jersey-American

Water

Company

Inc.

Project,

Refunding

Series

2020E,

0.850%,

12/01/25,

(AMT)

No

Opt.

Call

A+

8,446,334

5,340

New

Jersey

Health

Care

Facilities

Financing

Authority,

Revenue

Bonds,

RWJ

Barnabas

Health

Obligated

Group,

Term

Series

2019B-1,

5.000%,

7/01/43,

(Mandatory

Put

7/1/2024)

4/24

at

100.87

AA-

5,674,818

4,830

New

Jersey

Health

Care

Facilities

Financing

Authority,

Revenue

Bonds,

RWJ

Barnabas

Health

Obligated

Group,

Term

Series

2019B-2,

5.000%,

7/01/42,

(Mandatory

Put

7/1/2025)

4/25

at

100.85

AA-

5,283,006

New

Jersey

Housing

and

Mortgage

Finance

Agency,

Multifamily

Revenue

Bonds,

Series

2021B:

3,500

0.650%,

5/01/24

No

Opt.

Call

N/R

3,391,990

6,335

0.750%,

11/01/24

No

Opt.

Call

N/R

6,099,908

New

Jersey

Infrastructure

Bank,

Environmental

Infrastructure

Bonds,

Green

Series

2021A-1:

3,785

5.000%,

9/01/22

No

Opt.

Call

AAA

3,845,560

3,955

5.000%,

9/01/23

No

Opt.

Call

AAA

4,137,563

4,125

5.000%,

9/01/24

No

Opt.

Call

AAA

4,427,569

4,295

5.000%,

9/01/25

No

Opt.

Call

AAA

4,727,506

New

Jersey

State,

General

Obligation

Bonds,

Covid-19

Emergency

Series

2020A:

7,830

4.000%,

6/01/23

No

Opt.

Call

A3

8,008,054

11,005

5.000%,

6/01/24

No

Opt.

Call

A3

11,656,826

17,580

5.000%,

6/01/25

No

Opt.

Call

A3

19,048,985

18,265

5.000%,

6/01/26

No

Opt.

Call

A3

20,193,419

5,725

5.000%,

6/01/27

No

Opt.

Call

A3

6,435,243

New

Jersey

Transportation

Trust

Fund

Authority,

Federal

Highway

Reimbursement

Revenue

Notes,

Series

2018A:

14,880

3.000%,

6/15/22

No

Opt.

Call

A+

14,935,800

1,885

5.000%,

6/15/22

No

Opt.

Call

A+

1,899,458

4,370

5.000%,

6/15/24

No

Opt.

Call

A+

4,643,824

5,220

5.000%,

6/15/28

6/26

at

100.00

A+

5,779,741

3,070

5.000%,

6/15/29

6/26

at

100.00

A+

3,398,551

315

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

System

Bonds,

Refunding

Series

2006A,

5.500%,

12/15/22

No

Opt.

Call

Baa1

323,130

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

System

Bonds,

Series

2019A:

5,700

5.000%,

12/15/24

No

Opt.

Call

Baa1

6,090,336

5,185

5.000%,

12/15/25

No

Opt.

Call

Baa1

5,647,658

9,780

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

System

Bonds,

Series

2019BB,

5.000%,

6/15/32

12/28

at

100.00

Baa1

10,938,832

213

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

New

Jersey

(continued)

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

System

Bonds,

Series

2021A:

$

3,095

5.000%,

6/15/26

No

Opt.

Call

Baa1

$

3,404,129

2,500

5.000%,

6/15/27

No

Opt.

Call

Baa1

2,785,600

Newark

Board

of

Education,

Essex

County,

New

Jersey,

General

Obligation

Bonds,

School

Energy

Savings

Series

2021:

150

5.000%,

7/15/22

No

Opt.

Call

BBB+

151,661

350

5.000%,

7/15/23

No

Opt.

Call

BBB+

364,353

500

5.000%,

7/15/24

No

Opt.

Call

BBB+

531,045

7,000

Newark,

New

Jersey,

General

Obligation

Bonds,

Capital

Improvement

Bond

Anticipation

Notes,

Series

2021E,

1.250%,

10/03/22

No

Opt.

Call

N/R

6,994,470

1,700

Passaic

Valley

Sewer

Commissioners,

New

Jersey,

Sewer

Revenue

Bonds,

Series

2010G,

5.750%,

12/01/22

No

Opt.

Call

A2

1,747,685

2,150

Salem

County

Pollution

Control

Financing

Authority,

New

Jersey,

Pollution

Control

Revenue

Bonds,

Chambers

Project,

Refunding

Series

2014A,

5.000%,

12/01/23,

(AMT)

No

Opt.

Call

BBB

2,208,115

15,110

Somerset

County,

New

Jersey,

General

Obligation

Bonds,

Bond

Anticpation

Notes

Series

2021,

1.000%,

9/07/22

No

Opt.

Call

N/R

15,086,731

Tobacco

Settlement

Financing

Corporation,

New

Jersey,

Tobacco

Settlement

Asset-Backed

Bonds,

Series

2018A:

2,460

5.000%,

6/01/22

No

Opt.

Call

A

2,472,497

1,455

5.000%,

6/01/23

No

Opt.

Call

A

1,501,182

9,420

5.000%,

6/01/24

No

Opt.

Call

A

9,915,021

6,095

5.000%,

6/01/25

No

Opt.

Call

A

6,542,007

10,190

5.000%,

6/01/26

No

Opt.

Call

A

11,136,753

6,145

5.000%,

6/01/29

6/28

at

100.00

A

6,885,472

3,900

5.000%,

6/01/31

6/28

at

100.00

A-

4,337,697

2,005

4.000%,

6/01/37

6/28

at

100.00

A-

2,101,060

4,930

Tobacco

Settlement

Financing

Corporation,

New

Jersey,

Tobacco

Settlement

Asset-Backed

Bonds,

Series

2018B,

3.200%,

6/01/27

No

Opt.

Call

BBB

4,937,296

6,795

Toms

River

Board

of

Education,

Ocean

County,

New

Jersey,

General

Obligation

Bonds,

Regional

Schools

Series

2019,

2.250%,

7/15/28

7/26

at

100.00

AA-

6,600,731

26,062

Toms

River,

Ocean

County,

New

Jersey,

General

Obligation

Bonds,

BAN

Series

2021,

1.000%,

6/15/22

No

Opt.

Call

N/R

26,056,266

Union

County,

New

Jersey,

General

Obligation

Bonds,

Series

2018:

6,695

3.000%,

3/01/28

9/25

at

100.00

Aaa

6,864,049

6,105

3.000%,

3/01/29

9/25

at

100.00

Aaa

6,247,674

530,345

Total

New

Jersey

547,060,371

New

Mexico

-

0.5%

13,500

Farmington,

New

Mexico,

Pollution

Control

Revenue

Bonds,

Public

Service

Company

of

New

Mexico

San

Juan

Project,

Refunding

Series

2010A,

0.875%,

6/01/40,

(Mandatory

Put

10/1/2026)

No

Opt.

Call

N/R

12,449,430

5,475

Farmington,

New

Mexico,

Pollution

Control

Revenue

Bonds,

Public

Service

Company

of

New

Mexico

San

Juan

Project,

Refunding

Series

2010B,

2.125%,

6/01/40,

(Mandatory

Put

6/1/2022)

No

Opt.

Call

BBB

5,478,997

1,835

New

Mexico

Mortgage

Finance

Authority,

Single

Family

Mortgage

Program

Bonds,

Class

1

Series

2019D,

2.800%,

7/01/34

1/29

at

100.00

Aaa

1,777,234

1,990

New

Mexico

Mortgage

Finance

Authority,

Single

Family

Mortgage

Program

Bonds,

Class

1

Series

2021A,

1.950%,

7/01/36

7/30

at

100.00

Aaa

1,740,773

985

New

Mexico

Mortgage

Finance

Authority,

Single

Family

Mortgage

Program

Bonds,

Class

1

Series

2021C,

1.875%,

7/01/36

7/30

at

100.00

Aaa

847,957

Nuveen

Limited

Term

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

214

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

New

Mexico

(continued)

$

6,610

New

Mexico

Municipal

Energy

Acquisition

Authority,

Gas

Supply

Revenue

Bonds,

Refunding

&

Aquisition

Sub-Series

2019A,

5.000%,

11/01/39,

(Mandatory

Put

5/1/2025)

2/25

at

100.73

Aa2

$

7,109,121

San

Juan

County,

New

Mexico,

Gross

Receipts

Tax

Revenue

Bonds,

Refunding

Series

2015A:

1,510

5.000%,

6/15/22

No

Opt.

Call

A+

1,521,733

1,565

5.000%,

6/15/23

No

Opt.

Call

A+

1,623,187

1,625

5.000%,

6/15/24

No

Opt.

Call

A+

1,726,822

1,690

5.000%,

6/15/25

No

Opt.

Call

A+

1,839,362

1,760

5.000%,

6/15/26

6/25

at

100.00

A+

1,909,283

750

Santa

Fe,

New

Mexico,

Retirement

Facilities

Revenue

Bonds,

EL

Castillo

Retirement

Residences

Project,

Series

2019B-2,

2.250%,

5/15/24

5/22

at

100.00

BB+

745,995

1,000

Santa

Fe,

New

Mexico,

Retirement

Facilities

Revenue

Bonds,

EL

Castillo

Retirement

Residences

Project,

TEMPS

85

Series

2019B-1,

2.625%,

5/15/25

5/22

at

100.00

BB+

1,000,010

745

Winrock

Town

Center

Tax

Increment

Development

District

1,

Albuquerque,

New

Mexico,

Gross

Receipts

Tax

Increment

Bonds,

Senior

Lien

Series

2022,

3.750%,

5/01/28,

144A

No

Opt.

Call

N/R

721,726

41,040

Total

New

Mexico

40,491,630

New

York

-

8.8%

27,235

Binghamton,

New

York,

General

Obligation

Bonds,

Anticipation

Notes,

Various

Improvements

Series

2021,

1.000%,

4/15/22

No

Opt.

Call

N/R

27,233,073

32,565

Dormitory

Authority

of

the

State

of

New

York,  State

Personal

Income

Tax

Revenue

Bonds,  General

Purpose,

Series

2021B,

5.000%,

3/15/27

No

Opt.

Call

AA+

36,881,165

1,725

Dormitory

Authority

of

the

State

of

New

York,

Revenue

Bonds,

Montefiore

Obligated

Group,

Series

2020A,

5.000%,

9/01/27

No

Opt.

Call

BBB-

1,880,164

500

Dormitory

Authority

of

the

State

of

New

York,

Revenue

Bonds,

Northwell

Healthcare

Inc,

Series

2019B-3,

5.000%,

5/01/48,

(Mandatory

Put

5/1/2026)

11/25

at

100.00

A-

548,085

530

Dormitory

Authority

of

the

State

of

New

York,

Revenue

Bonds,

NYU

Hospitals

Center,

Series

2014,

5.000%,

7/01/23

No

Opt.

Call

A

551,020

Dormitory

Authority

of

the

State

of

New

York,

Revenue

Bonds,

Orange

Regional

Medical

Center

Obligated

Group,

Series

2017:

1,000

5.000%,

12/01/22,

144A

No

Opt.

Call

BBB-

1,022,890

2,000

5.000%,

12/01/23,

144A

No

Opt.

Call

BBB-

2,097,140

Dormitory

Authority

of

the

State

of

New

York,

Revenue

Bonds,

Rochester

Institute

of

Technology,

Series

2020A.  Forward

Delivery:

1,780

5.000%,

7/01/22

No

Opt.

Call

A1

1,797,408

1,010

5.000%,

7/01/24

No

Opt.

Call

A1

1,074,701

1,000

5.000%,

7/01/25

No

Opt.

Call

A1

1,088,530

8,725

Dormitory

Authority

of

the

State

of

New

York,

State

Personal

Income

Tax

Revenue

Bonds,

General

Purpose,

Series

2019D,

5.000%,

2/15/27

No

Opt.

Call

AA+

9,864,485

18,000

Dormitory

Authority

of

the

State

of

New

York,

State

Personal

Income

Tax

Revenue

Bonds,

General

Purpose,

Series

2020A.

Bidding

Group

1

thru

5,

5.000%,

3/15/25,

(ETM)

No

Opt.

Call

AA+

(4)

19,552,500

3,490

Dormitory

Authority

of

the

State

of

New

York,

State

Personal

Income

Tax

Revenue

Bonds,

General

Purpose,

Series

2021A,

5.000%,

3/15/26

No

Opt.

Call

AA+

3,872,679

10,000

Evans-Brant

Central

School

District,

Erie

County,

New

York,

General

Oligation

Bonds,

Series

2021C,

1.500%,

6/24/22

No

Opt.

Call

N/R

10,013,000

24,337

Guilderland

Central

School

District,

Albany

County,

New

York,

General

Obligation

Bonds,  Series

2021,

1.250%,

7/29/22

No

Opt.

Call

N/R

24,338,151

215

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

New

York

(continued)

$

17,107

Lake

Placid

Central

School

District,

Essex

County,

New

York,

General

Obligation

Bonds,

Anticipation

Notes

Series

2021,

1.500%,

6/24/22

No

Opt.

Call

N/R

$

17,118,102

4,040

Long

Island

Power

Authority,

New

York,

Electric

System

General

Revenue

Bonds,

Mandatory

Tender

Series

2020B,

0.850%,

9/01/50,

(Mandatory

Put

9/1/2025)

3/25

at

100.00

N/R

3,835,899

11,850

Long

Island

Power

Authority,

New

York,

Electric

System

General

Revenue

Bonds,

Notes

Series

2021,

1.000%,

9/01/25

9/23

at

100.00

A

11,233,089

Long

Island

Power

Authority,

New

York,

Electric

System

General

Revenue

Bonds,

Series

2000A:

700

0.000%,

6/01/22

-

AGM

Insured

No

Opt.

Call

AA

698,768

1,350

0.000%,

6/01/23

-

AGM

Insured

No

Opt.

Call

AA

1,320,556

1,065

Long

Island

Power

Authority,

New

York,

Electric

System

General

Revenue

Bonds,

Series

2020A,

5.000%,

9/01/25

No

Opt.

Call

A

1,171,873

5,020

Metropolitan

Transportation

Authority,

New

York,

Dedicated

Tax

Fund

Bonds,

Climate

Bond

Certified,

Refunding

Green

Series

2016B-2,

5.000%,

11/15/32

11/26

at

100.00

AA

5,546,899

16,640

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Bond

Anticipation

Note

Series

2019B-1,

5.000%,

5/15/22

No

Opt.

Call

N/R

16,709,389

39,930

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Bond

Anticipation

Note

Series

2019D-1,

5.000%,

9/01/22

No

Opt.

Call

N/R

40,484,628

25,730

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Bond

Anticipation

Note

Series

2019F,

5.000%,

11/15/22

No

Opt.

Call

N/R

26,238,939

14,405

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Bond

Anticipation

Note

Series

2020A-1,

5.000%,

2/01/23

No

Opt.

Call

N/R

14,757,346

1,085

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Refunding

Green

Climate

Certified

Series

2017C-1,

5.000%,

11/15/24

No

Opt.

Call

A3

1,161,438

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Refunding

Green

Climate

Certified

Series

2020E:

1,500

5.000%,

11/15/30

No

Opt.

Call

A3

1,726,770

2,250

5.000%,

11/15/32

11/30

at

100.00

A3

2,529,945

7,735

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Refunding

Series

2012F,

5.000%,

11/15/30

11/22

at

100.00

A3

7,883,744

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Series

2012D:

1,055

5.000%,

11/15/26

11/22

at

100.00

A3

1,075,425

2,525

5.000%,

11/15/29

11/22

at

100.00

A3

2,573,556

6,450

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Variable

Rate

Demand

Obligations,

Series

2005D-1,

0.518%,

11/01/35,

(Mandatory

Put

4/1/2024)

(SOFR*0.67%

reference

rate

+

0.330%

spread)

(5)

1/24

at

100.00

A3

6,410,268

Nassau

County

Local

Economic

Assistance

Corporation,

New

York,

Revenue

Bonds,

Catholic

Health

Services

of

Long

Island

Obligated

Group

Project,

Series

2014B:

2,010

5.000%,

7/01/23

No

Opt.

Call

A-

2,089,717

1,075

5.000%,

7/01/24

No

Opt.

Call

A-

1,142,155

685

5.000%,

7/01/25

7/24

at

100.00

A-

728,881

1,065

5.000%,

7/01/26

7/24

at

100.00

A-

1,131,051

1,500

5.000%,

7/01/27

7/24

at

100.00

A-

1,592,010

10,000

New

York

City

Housing

Development

Corporation,

New

York,

Multifamily

Housing

Revenue

Bonds,

Sustainable

Development

Green

Bond

2021K-

2,

0.900%,

11/01/60,

(Mandatory

Put

1/1/2026)

10/24

at

100.00

N/R

9,416,700

Nuveen

Limited

Term

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

216

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

New

York

(continued)

$

5,530

New

York

City

Housing

Development

Corporation,

New

York,

Multifamily

Housing

Revenue

Bonds,

Sustainable

Neighborhood

Green

Series

2020D-1B,

2.000%,

11/01/35

5/28

at

100.00

AA+

$

4,759,118

2,490

New

York

City

Housing

Development

Corporation,

New

York,

Multifamily

Housing

Revenue

Bonds,

Sustainable

Neighborhood

Green

Series

2020D-2,

0.700%,

5/01/60,

(Mandatory

Put

11/1/2024)

11/22

at

100.00

AA+

2,379,419

26,480

New

York

City

Housing

Development

Corporation,

New

York,

Multifamily

Housing

Revenue

Bonds,

Sustainable

Neighborhood

Series

2018C-2A,

2.350%,

7/01/22

4/22

at

100.00

AA+

26,577,711

13,000

New

York

City

Housing

Development

Corporation,

New

York,

Multifamily

Housing

Revenue

Bonds,

Sustainable

Neighborhood

Series

2018L-2,

2.750%,

5/01/50,

(Mandatory

Put

12/29/2023)

12/22

at

100.00

AA+

13,064,350

New

York

City

Housing

Development

Corporation,

New

York,

Multifamily

Housing

Revenue

Bonds,

Sustainable

Neighborhood

Series

2019A-3A:

3,670

3.450%,

11/01/34

2/27

at

100.00

AA+

3,707,911

10,140

1.125%,

5/01/60,

(Mandatory

Put

11/1/2024)

5/22

at

100.00

AA+

9,845,940

3,430

New

York

City

Housing

Development

Corporation,

New

York,

Multifamily

Housing

Revenue

Bonds,

Sustainable

Neighborhood

Series

2019G-1B,

2.550%,

11/01/34

5/27

at

100.00

AA+

3,195,079

1,180

New

York

City

Industrial

Development

Agency,

New

York,

Civic

Facility

Revenue

Bonds,

The

Churchill

School

and

Center

for

Learning

Disabilities

Inc.,

Short

Term

Auction

Rate

Series

1999,

2.250%,

10/01/29

-

AGM

Insured

No

Opt.

Call

AA

1,113,000

New

York

City

Industrial

Development

Agency,

New

York,

PILOT

Payment

in

Lieu

of

Taxes

Revenue

Bonds,

Queens

Baseball

Stadium

Project,

Refunding

Series

2021A:

1,000

5.000%,

1/01/24

-

AGM

Insured

No

Opt.

Call

AA

1,049,880

1,000

5.000%,

1/01/25

-

AGM

Insured

No

Opt.

Call

AA

1,072,630

1,000

5.000%,

1/01/26

-

AGM

Insured

No

Opt.

Call

AA

1,094,580

New

York

City

Transitional

Finance

Authority,

New

York,

Future

Tax

Secured

Bonds,

Subordinate

Fiscal

2021

Subseries

A:

5,945

5.000%,

11/01/24

No

Opt.

Call

AAA

6,388,616

8,140

5.000%,

11/01/26

No

Opt.

Call

AAA

9,118,509

13,345

5.000%,

11/01/27

No

Opt.

Call

AAA

15,227,980

6,855

New

York

City

Transitional

Finance

Authority,

New

York,

Future

Tax

Secured

Bonds,

Subordinate

Fiscal

2022

Subseries

A-1,

5.000%,

11/01/25

No

Opt.

Call

AAA

7,539,060

14,120

New

York

City,

New

York,

General

Obligation

Bonds,

Fiscal

2008

Series

J-4,

5.000%,

8/01/24

No

Opt.

Call

Aa2

15,102,187

New

York

City,

New

York,

General

Obligation

Bonds,

Fiscal

2021

Series

A-1:

5,135

5.000%,

8/01/24

No

Opt.

Call

AA

5,492,191

740

5.000%,

8/01/25

No

Opt.

Call

AA

810,063

10,215

5.000%,

8/01/26

No

Opt.

Call

AA

11,424,660

12,635

5.000%,

8/01/27

No

Opt.

Call

AA

14,376,356

5,000

New

York

State

Energy

Research

and

Development

Authority,

Pollution

Control

Revenue

Bonds,

Rochester

Gas

and

Electric

Corporation,

Series

2004A,

2.875%,

5/15/32,

(Mandatory

Put

7/1/2025)

No

Opt.

Call

A

5,111,800

45,000

New

York

State

Energy

Research

and

Development

Authority,

Pollution

Control

Revenue

Bonds,

Rochester

Gas

and

Electric

Corporation,

Series

2004B,

3.000%,

5/15/32,

(AMT),

(Mandatory

Put

7/1/2025)

No

Opt.

Call

A

46,181,250

217

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

New

York

(continued)

New

York

State

Housing

Finance

Agency,

Affordable

Housing

Revenue

Bonds,

Climate

Bond

Certified/Green

Bond

Series

2018I:

$

3,550

2.550%,

11/01/22

9/20

at

100.00

Aa2

$

3,573,288

5,250

2.650%,

5/01/23

4/21

at

100.00

Aa2

5,291,055

3,000

2.700%,

11/01/23

8/22

at

100.00

Aa2

3,030,360

6,890

New

York

State

Housing

Finance

Agency,

Affordable

Housing

Revenue

Bonds,

Climate

Bond

Certified/Sustainability

Green

Series

2020J,

0.750%,

5/01/25

7/22

at

100.00

Aa2

6,540,953

15,690

New

York

State

Housing

Finance

Agency,

Affordable

Housing

Revenue

Bonds,

Climate

Bond

Certified/Sustainability

Green

Series

2020L-2,

0.750%,

11/01/25

4/22

at

100.00

Aa2

14,711,258

New

York

State

Housing

Finance

Agency,

Affordable

Housing

Revenue

Bonds,

Climate

Bond

Certified/

Sustainability

Green

Series

2021J-2:

5,535

1.000%,

11/01/61,

(Mandatory

Put

11/1/2026)

9/23

at

100.00

N/R

5,175,446

5,000

1.100%,

11/01/61,

(Mandatory

Put

5/1/2027)

6/24

at

100.00

N/R

4,657,050

10,000

New

York

State

Housing

Finance

Agency,

Affordable

Housing

Revenue

Bonds,

Green

Series

2022A-2,

2.500%,

11/01/60,

(Mandatory

Put

5/1/2027)

3/24

at

100.00

N/R

9,915,300

8,065

New

York

State

Housing

Finance

Agency,

Affordable

Housing

Revenue

Bonds,

Refunding

Series

2019C,

3.500%,

11/01/34

5/28

at

100.00

Aa2

8,190,169

4,495

New

York

State

Housing

Finance

Agency,

Affordable

Housing

Revenue

Bonds,

Refunding

Series

2020H,

2.100%,

11/01/35

5/29

at

100.00

Aa2

3,985,806

New

York

State

Housing

Finance

Agency,

Affordable

Housing

Revenue

Bonds,

Series

2019E:

380

1.950%,

5/01/22

4/22

at

100.00

Aa2

380,160

2,250

2.100%,

5/01/23

4/22

at

100.00

Aa2

2,250,382

9,485

New

York

State

Mortgage

Agency,

Homeowner

Mortgage

Revenue

Bonds,

Series

223,

2.650%,

10/01/34

10/28

at

100.00

Aa1

8,909,166

2,400

New

York

State

Mortgage

Agency,

Homeowner

Mortgage

Revenue

Bonds,

Series

225,

2.000%,

10/01/35

10/29

at

100.00

Aa1

2,103,504

3,460

New

York

State

Mortgage

Agency,

Homeowner

Mortgage

Revenue

Bonds,

Series

227,

2.100%,

10/01/35

10/29

at

100.00

Aa1

3,035,285

New

York

State

Mortgage

Agency,

Homeowner

Mortgage

Revenue

Bonds,

Series

231:

3,425

2.000%,

10/01/33

4/30

at

100.00

Aa1

3,017,870

9,990

2.200%,

10/01/36

4/30

at

100.00

Aa1

8,770,621

4,640

New

York

State

Mortgage

Agency,

Homeowner

Mortgage

Revenue

Bonds,

Social

Series

239,

2.200%,

10/01/36

10/30

at

100.00

N/R

4,083,525

16,400

New

York

State

Mortgage

Agency,

Homeowner

Mortgage

Revenue

Bonds,

Social

Series

242,

2.950%,

10/01/37

4/31

at

100.00

N/R

15,647,240

25,155

New

York

State

Urban

Development

Corporation,

State

Sales

Tax

Revenue

Bonds,

Series

2021A,

5.000%,

3/15/26

No

Opt.

Call

N/R

27,953,494

3,015

New

York

Transportation

Development

Corporation,

Special

Facility

Revenue

Bonds,

Delta

Air

Lines,

Inc.

-

LaGuardia

Airport

Terminals

C&D

Redevelopment

Project,

Series

2020,

4.000%,

10/01/30,

(AMT)

No

Opt.

Call

Baa3

3,130,173

Port

Authority

of

New

York

and

New

Jersey,

Consolidated

Revenue

Bonds,

Two

Hundred

Twenty-Six

Series

2021:

3,250

5.000%,

10/15/22,

(AMT)

No

Opt.

Call

Aa3

3,311,133

3,200

5.000%,

10/15/23,

(AMT)

No

Opt.

Call

Aa3

3,346,848

4,295

5.000%,

10/15/24,

(AMT)

No

Opt.

Call

Aa3

4,576,451

Nuveen

Limited

Term

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

218

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

New

York

(continued)

Suffolk

County

Economic

Development

Corporation,

New

York,

Revenue

Bonds,

Catholic

Health

Services

of

Long

Island

Obligated

Group

Project,

Series

2014:

$

520

5.000%,

7/01/25

7/24

at

100.00

A-

$

553,311

500

5.000%,

7/01/27

7/24

at

100.00

A-

530,670

Suffolk

Tobacco

Asset

Securitization

Corporation,

New

York,

Tobacco

Settlement

Asset-Backed

Bonds,

Senior

Series

2021A-2:

1,170

5.000%,

6/01/24

No

Opt.

Call

N/R

1,232,817

2,370

5.000%,

6/01/25

No

Opt.

Call

N/R

2,546,376

2,220

5.000%,

6/01/26

No

Opt.

Call

N/R

2,427,592

2,230

5.000%,

6/01/27

No

Opt.

Call

N/R

2,475,835

1,500

Suffolk

Tobacco

Asset

Securitization

Corporation,

New

York,

Tobacco

Settlement

Asset-Backed

Bonds,

Subordinate

Series

2021B-1,

0.450%,

6/01/31

No

Opt.

Call

N/R

1,484,145

7,475

Triborough

Bridge

and

Tunnel

Authority,

New

York,

General

Purpose

Revenue

Bonds,

MTA

Bridges

&

Tunnels,

Refunding

Variable

Rate

Series

2002F,

4.000%,

11/01/25

No

Opt.

Call

N/R

7,983,375

6,560

Triborough

Bridge

and

Tunnel

Authority,

New

York,

General

Purpose

Revenue

Bonds,

Series

2008B-2,

4.000%,

11/15/25

No

Opt.

Call

N/R

7,010,475

2,474

Triborough

Bridge

and

Tunnel

Authority,

New

York,

General

Purpose

Revenue

Bonds,

Variable

Rate

Demand

Obligation

Series

2005B-3

&

2005B-4,

0.568%,

1/01/32,

(Mandatory

Put

2/1/2024)

(SOFR*0.67%

reference

rate

+

0.380%

spread)

(5)

11/23

at

100.00

AA-

2,472,572

1,200

Troy

Capital

Resource

Corporation,

New

York,  Revenue

Bonds,

Rensselaer

Polytechnic

Institute,

Refunding

Series

2020A.

Forward

Delivery,

5.000%,

9/01/22

No

Opt.

Call

A3

1,218,996

TSASC

Inc.,

New

York,

Tobacco

Settlement

Asset-Backed

Bonds,

Fiscal

2017

Series

A:

2,600

5.000%,

6/01/22

No

Opt.

Call

A

2,613,520

3,335

5.000%,

6/01/23

No

Opt.

Call

A

3,441,220

1,925

5.000%,

6/01/26

No

Opt.

Call

A

2,104,641

16,787

Victor

Central

School

District,

Ontario,

Monroe

&

Wayne

Counties,

New

York,

General

Obligation

Bonds,

Anticipation

Notes,

Series

2021A,

1.500%,

7/29/22

No

Opt.

Call

N/R

16,801,193

5,325

Westchester

County

Local

Development

Corporation,

New

York,

Revenue

Bond,

Purchase

Senior

Learning

Community,

Inc.

Project,

Accd

Inv,

Series

2021SD,

2.875%,

7/01/26,

144A

No

Opt.

Call

N/R

5,149,169

Yonkers,

New

York,

General

Obligation

Bonds,

Series

2012C:

2,440

3.000%,

8/15/22

No

Opt.

Call

A

2,455,201

2,510

3.000%,

8/15/23

No

Opt.

Call

A

2,547,374

728,680

Total

New

York

745,659,448

North

Carolina

-

1.4%

7,540

Alamance

County,

North

Carolina,

General

Obligation

Bonds,

Public

Improvement

Series

2021,

5.000%,

5/01/24

No

Opt.

Call

AA

8,019,770

5,000

Charlotte-Mecklenburg

Hospital

Authority,

North

Carolina,

Health

Care

Revenue

Bonds,

Doing

Business

as

Atrium

Health,

Variable

Rate

Series

2018E,

0.800%,

1/15/48,

(Mandatory

Put

10/31/2025)

No

Opt.

Call

N/R

4,760,900

1,615

Columbus

County

Industrial

Facilities

and

Pollution

Control

Financing

Authority,

North

Carolina,

Recovery

Zone

Facility

Bonds,

International

Paper

Company

Project,

Refunding

Series

2020A,

1.375%,

5/01/34,

(Mandatory

Put

6/16/2025)

No

Opt.

Call

BBB

1,555,181

219

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

North

Carolina

(continued)

Durham,

North

Carolina,

Utility

System

Revenue

Bonds,

Refunding

Series

2021:

$

2,870

3.000%,

8/01/22

No

Opt.

Call

AAA

$

2,888,425

3,935

4.000%,

8/01/23

No

Opt.

Call

AAA

4,055,254

10,800

Mecklenburg

County,

North

Carolina,

General

Obligation

Bonds,

School

Series

2021,

5.000%,

3/01/27

No

Opt.

Call

AAA

12,319,020

870

North

Carolina

Housing

Finance

Agency,

Home

Ownership

Revenue

Bonds,

1998

Trust

Agreement,

Series

2019-42,

2.450%,

7/01/34

7/28

at

100.00

AA+

807,595

3,045

North

Carolina

Housing

Finance

Agency,

Home

Ownership

Revenue

Bonds,

1998

Trust

Agreement,

Series

2020-43,

2.625%,

1/01/35

1/29

at

100.00

AA+

2,857,032

5,000

North

Carolina

Housing

Finance

Agency,

Home

Ownership

Revenue

Bonds,

1998

Trust

Agreement,

Series

2021-47,

2.000%,

7/01/36

7/30

at

100.00

AA+

4,302,350

North

Carolina

Municipal

Power

Agency

1,

Catawba

Electric

Revenue

Bonds,

Refunding

Series

2015A:

3,125

5.000%,

1/01/26

No

Opt.

Call

A

3,452,469

4,470

5.000%,

1/01/27

1/26

at

100.00

A

4,927,191

36,670

North

Carolina

State,

Limited

Obligation

Bonds,

Series

2020B,

5.000%,

5/01/24

No

Opt.

Call

AA+

39,026,414

16,950

North

Carolina

Turnpike

Authority,

Triangle

Expressway

System

Revenue

Bonds,

Bond

Anticipation

Bond

Senior

Lien

Series

2020,

5.000%,

2/01/24

No

Opt.

Call

BBB

17,815,806

10,850

Wake

County,

North

Carolina,

General

Obligation

Bonds,

Public

Improvement

Series

2022A,

5.000%,

2/01/25

No

Opt.

Call

N/R

11,783,968

112,740

Total

North

Carolina

118,571,375

North

Dakota

-

0.7%

2,445

Bismarck,

Burleigh

County,

North

Dakota,

General

Obligation

Bonds,

Refunding

&

Improvement

Series

2020P,

4.000%,

5/01/24

No

Opt.

Call

Aa1

2,549,524

8,450

Cass

County

Joint

Water

Reserve

District,

North

Dakota,

Temporary

Improvement  Special

Assessment

Bonds,

Refunding

Series

2021A,

0.480%,

5/01/24

11/22

at

100.00

Aa3

8,082,002

Fargo,

North

Dakota,

General

Obligation

Bonds,

Refunding

Improvement

Series

2021A:

1,085

5.000%,

5/01/23

No

Opt.

Call

Aa2

1,122,964

1,140

5.000%,

5/01/24

No

Opt.

Call

Aa2

1,210,862

1,200

5.000%,

5/01/25

No

Opt.

Call

Aa2

1,305,672

Grand

Forks,

North

Dakota,

Health

Care

System

Revenue

Bonds,

Altru

Health

System

Obligated

Group,

Series

2017A:

820

5.000%,

12/01/22

No

Opt.

Call

Baa2

839,040

920

5.000%,

12/01/23

No

Opt.

Call

Baa2

966,387

1,655

5.000%,

12/01/25

No

Opt.

Call

Baa2

1,803,520

2,380

5.000%,

12/01/26

No

Opt.

Call

Baa2

2,640,467

Grand

Forks,

North

Dakota,

Health

Care

System

Revenue

Bonds,

Altru

Health

System

Obligated

Group,

Series

2021:

1,425

5.000%,

12/01/27

No

Opt.

Call

Baa2

1,604,137

2,000

5.000%,

12/01/28

No

Opt.

Call

Baa2

2,279,960

Nuveen

Limited

Term

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

220

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

North

Dakota

(continued)

Horace,

Cass

County,

North

Dakota,

General

Obligation

Bonds,

Refunding

Improvement

Series

2021:

$

200

3.000%,

5/01/23

No

Opt.

Call

Baa2

$

202,220

200

3.000%,

5/01/25

No

Opt.

Call

Baa2

203,708

225

4.000%,

5/01/27

No

Opt.

Call

Baa2

240,111

500

3.000%,

5/01/28

5/27

at

100.00

Baa2

507,365

400

3.000%,

5/01/29

5/27

at

100.00

Baa2

403,340

430

3.000%,

5/01/30

5/27

at

100.00

Baa2

432,675

205

3.000%,

5/01/32

5/27

at

100.00

Baa2

204,034

1,600

Horace,

Cass

County,

North

Dakota,

General

Obligation

Bonds,

Temporary

Refunding

Improvement

Series

2021B,

0.600%,

10/01/23

10/22

at

100.00

N/R

1,548,352

North

Dakota

Housing

Finance

Agency,

Home

Mortgage

Finance

Program

Bonds,

Series

2019C:

3,295

2.800%,

7/01/32

7/28

at

100.00

Aa1

3,246,102

1,345

3.000%,

7/01/34

7/28

at

100.00

Aa1

1,329,869

2,500

North

Dakota

Housing

Finance

Agency,

Home

Mortgage

Finance

Program

Bonds,

Series

2020A,

2.700%,

7/01/35

7/29

at

100.00

Aa1

2,372,000

3,250

North

Dakota

Housing

Finance

Agency,

Home

Mortgage

Finance

Program

Bonds,

Series

2020B,

2.100%,

7/01/35

1/30

at

100.00

Aa1

2,874,170

3,600

North

Dakota

Housing

Finance

Agency,

Home

Mortgage

Finance

Program

Bonds,

Series

2021A,

2.050%,

7/01/36

7/30

at

100.00

Aa1

3,133,188

2,500

North

Dakota

Housing

Finance

Agency,

Home

Mortgage

Finance

Program

Bonds,

Social

Series

2021B,

2.300%,

7/01/36

1/31

at

100.00

N/R

2,246,900

700

University

of

North

Dakota,

Certificates

of

Participation,

Housing

Infrastructure

Project,

Series

2021A,

5.000%,

6/01/24

-

AGM

Insured

No

Opt.

Call

AA

745,437

Williston,

North

Dakota,

County-Wide

Public

Safety

Sales

Tax

Revenue

Bonds,

Series

2015A:

2,275

4.000%,

7/15/22

No

Opt.

Call

BBB+

2,288,149

2,365

5.000%,

7/15/23

7/22

at

100.00

BBB+

2,384,748

2,485

5.000%,

7/15/24

7/22

at

100.00

BBB+

2,504,284

5,485

5.000%,

7/15/25

7/22

at

100.00

BBB+

5,525,918

57,080

Total

North

Dakota

56,797,105

Ohio

-

3.5%

2,655

Akron,

Bath

and

Copley

Joint

Township

Hospital

District,

Ohio,

Hospital

Revenue

Bonds,

Children's

Hospital

Medical

Center,

Improvement

&

Refunding

Series

2012,

5.000%,

11/15/22

5/22

at

100.00

AA-

2,665,939

20,035

Allen

County,

Ohio,

Hospital

Facilities

Revenue

Bonds,

Mercy

Health,

Series

2017B,

5.000%,

8/01/47,

(Mandatory

Put

5/5/2022)

No

Opt.

Call

AA-

20,103,119

Buckeye

Tobacco

Settlement

Financing

Authority,

Ohio,

Tobacco

Settlement

Asset-Backed

Revenue

Bonds,

Refunding

Senior

Lien

Series

2020A-2

Class

1:

5,420

5.000%,

6/01/27

No

Opt.

Call

A

5,988,233

11,535

5.000%,

6/01/28

No

Opt.

Call

A

12,893,361

15,895

5.000%,

6/01/29

No

Opt.

Call

A

17,945,137

7,680

5.000%,

6/01/30

No

Opt.

Call

A

8,742,067

6,205

5.000%,

6/01/31

6/30

at

100.00

A-

7,037,525

6,740

5.000%,

6/01/32

6/30

at

100.00

A-

7,627,658

3,240

5.000%,

6/01/33

6/30

at

100.00

A-

3,662,496

6,265

5.000%,

6/01/34

6/30

at

100.00

A-

7,075,002

13,740

5.000%,

6/01/35

6/30

at

100.00

A-

15,489,377

2,745

5.000%,

6/01/36

6/30

at

100.00

A-

3,089,497

2,000

4.000%,

6/01/37

6/30

at

100.00

A-

2,090,540

1,000

4.000%,

6/01/38

6/30

at

100.00

A-

1,043,120

1,015

4.000%,

6/01/39

6/30

at

100.00

A-

1,056,930

221

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Ohio

(continued)

Chillicothe,

Ohio,

Hospital

Facilities

Revenue

Bonds,

Adena

Health

System

Obligated

Group

Project,

Refunding

&

Improvement

Series

2017:

$

1,000

5.000%,

12/01/22

No

Opt.

Call

A-

$

1,023,020

1,225

5.000%,

12/01/24

No

Opt.

Call

A-

1,311,534

1,000

5.000%,

12/01/25

No

Opt.

Call

A-

1,093,780

1,015

Cleveland,

Ohio,

Water

Revenue

Bonds,

Series

2020FF,

5.000%,

1/01/28

No

Opt.

Call

AA+

1,169,676

5,290

Columbus,

Ohio,

General

Obligation

Bonds,

Various

Purpose

Series

2018A,

5.000%,

4/01/30

10/28

at

100.00

AAA

6,194,326

Cuyahoga

Falls

City

School

District,

Summit

County,

Ohio,

General

Obligation

Bonds,

School

Improvement

Series

2021:

1,000

3.000%,

12/01/22

-

BAM

Insured

No

Opt.

Call

AA

1,011,230

875

3.000%,

12/01/23

-

BAM

Insured

No

Opt.

Call

AA

892,710

1,000

Franklin

County

Convention

Facilities

Authority,

Ohio,

Excise

Tax

and

Lease

Revenue

Bonds,

Columbus

City

&

Franklin

County

Lessees,

Refunding

Anticipation

Series

2014,

5.000%,

12/01/23,

(ETM)

No

Opt.

Call

Aa1

(4)

1,052,780

Hamilton

County,

Ohio,

Hospital

Facilities

Revenue

Bonds,

Cincinnati

Children's

Hospital

Medical

Center,

Refunding

Series

2014S:

360

5.000%,

5/15/22

No

Opt.

Call

AA

361,681

1,065

5.000%,

5/15/23

No

Opt.

Call

AA

1,104,544

Indian

Hill

Exempted

Village

School

District,

Hamilton

County,

Ohio,

General

Obligation

Bonds,

School

Facilities

Construction

&

Improvement

Series

2021:

1,660

4.000%,

12/01/22

No

Opt.

Call

Aaa

1,689,482

1,725

4.000%,

12/01/23

No

Opt.

Call

Aaa

1,789,118

1,435

4.000%,

12/01/24

No

Opt.

Call

Aaa

1,514,399

1,025

4.000%,

12/01/25

No

Opt.

Call

Aaa

1,099,917

920

4.000%,

12/01/26

No

Opt.

Call

Aaa

1,001,604

1,700

JobsOhio

Beverage

System,

Ohio,

Statewide

Liquor

Profits

Revenue

Bonds,

Senior

Lien

Series

2013A,

5.000%,

1/01/23

No

Opt.

Call

AA+

1,744,948

5,120

Ohio

Air

Quality

Development

Authority,

Ohio,

Air

Quality

Development

Revenue

Bonds,

FirstEnergy

Generation

Corporation

Project,

Series

2009A,

5.700%,

8/01/22

No

Opt.

Call

N/R

6,400

4,385

Ohio

Air

Quality

Development

Authority,

Ohio,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Generation

Corporation

Project,

Refunding

Series

2009B,

3.100%,

3/01/23

No

Opt.

Call

N/R

5,481

35,230

Ohio

Air

Quality

Development

Authority,

Ohio,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Generation

Project,

Refunding

Series

2006A,

3.750%,

12/01/23

(7)

No

Opt.

Call

N/R

44,037

1,015

Ohio

Air

Quality

Development

Authority,

Ohio,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generation

Corporation

Project,

Refunding

Series

2010A,

3.125%,

7/01/33

(7)

No

Opt.

Call

N/R

1,269

35

Ohio

Air

Quality

Development

Authority,

Ohio,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generation

Project,

Refunding

Series

2005B,

3.125%,

1/01/34

(7)

No

Opt.

Call

N/R

44

2,525

Ohio

Air

Quality

Development

Authority,

Ohio,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generation

Project,

Refunding

Series

2008B,

3.625%,

10/01/33

(7)

No

Opt.

Call

N/R

3,156

10,660

Ohio

Air

Quality

Development

Authority,

Ohio,

Revenue

Bonds,

American

Electric

Power

Company

Project,

Refunding

Series

2005A,

2.100%,

1/01/29,

(AMT),

(Mandatory

Put

10/1/2024)

No

Opt.

Call

BBB+

10,558,623

Nuveen

Limited

Term

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

222

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Ohio

(continued)

$

13,950

Ohio

Air

Quality

Development

Authority,

Ohio,

Revenue

Bonds,

American

Electric

Power

Company

Project,

Refunding

Series

2005B,

2.100%,

7/01/28,

(AMT),

(Mandatory

Put

10/1/2024)

No

Opt.

Call

BBB+

$

13,817,335

1,000

Ohio

Air

Quality

Development

Authority,

Ohio,

Revenue

Bonds,

American

Electric

Power

Company

Project,

Refunding

Series

2005D,

2.100%,

10/01/28,

(AMT),

(Mandatory

Put

10/1/2024)

No

Opt.

Call

BBB+

990,490

15,750

Ohio

Air

Quality

Development

Authority,

Ohio,

Revenue

Bonds,

American

Electric

Power

Company

Project,

Refunding

Series

2007A,

2.500%,

8/01/40,

(AMT),

(Mandatory

Put

10/1/2029)

No

Opt.

Call

BBB+

15,427,125

10,000

Ohio

Air

Quality

Development

Authority,

Ohio,

Revenue

Bonds,

American

Electric

Power

Company

Project,

Refunding

Series

2007B,

2.500%,

11/01/42,

(AMT),

(Mandatory

Put

10/1/2029)

No

Opt.

Call

BBB+

9,795,000

2,255

Ohio

Air

Quality

Development

Authority,

Ohio,

Revenue

Bonds,

American

Electric

Power

Company

Project,

Refunding

Series

2014A,

2.400%,

12/01/38,

(Mandatory

Put

10/1/2029)

10/24

at

100.00

BBB+

2,257,932

10,860

Ohio

Air

Quality

Development

Authority,

Ohio,

Revenue

Bonds,

American

Electric

Power

Company

Project,

Refunding

Series

2014B,

2.600%,

6/01/41,

(AMT),

(Mandatory

Put

10/1/2029)

10/24

at

100.00

BBB+

10,887,150

1,000

Ohio

Air

Quality

Development

Authority,

Ohio,

Revenue

Bonds,

American

Electric

Power

Company

Project,

Refunding

Series

2014C,

2.100%,

12/01/27,

(AMT),

(Mandatory

Put

10/1/2024)

No

Opt.

Call

BBB+

990,490

6,600

Ohio

Air

Quality

Development

Authority,

Ohio,

Revenue

Bonds,

American

Electric

Power

Company

Project,

Refunding

Series

2014D,

1.900%,

5/01/26,

(Mandatory

Put

10/1/2024)

No

Opt.

Call

BBB+

6,513,408

795

Ohio

Air

Quality

Development

Authority,

Ohio,

Revenue

Bonds,

Pratt

Paper

Ohio,

LLC

Project,

Series

2017,

3.750%,

1/15/28,

(AMT),

144A

No

Opt.

Call

N/R

832,007

1,555

Ohio

Housing

Finance

Agency,

Residential

Mortgage

Revenue

Bonds,

Mortgage-Backed

Securities

Program,

Series

2019A,

3.500%,

9/01/34

3/28

at

100.00

Aaa

1,575,464

2,925

Ohio

Housing

Finance

Agency,

Residential

Mortgage

Revenue

Bonds,

Mortgage-Backed

Securities

Program,

Series

2019B,

2.800%,

9/01/34

9/28

at

100.00

Aaa

2,845,849

1,695

Ohio

Housing

Finance

Agency,

Residential

Mortgage

Revenue

Bonds,

Mortgage-Backed

Securities

Program,

Series

2020A,

2.500%,

9/01/35

3/29

at

100.00

Aaa

1,633,302

3,900

Ohio

Housing

Finance

Agency,

Residential

Mortgage

Revenue

Bonds,

Mortgage-Backed

Securities

Program,

Series

2021A,

2.050%,

9/01/36

3/30

at

100.00

Aaa

3,409,263

2,995

Ohio

Housing

Finance

Agency,

Residential

Mortgage

Revenue

Bonds,

Mortgage-Backed

Securities

Program,

Series

2021C,

2.250%,

9/01/36

9/30

at

100.00

N/R

2,639,044

Ohio

State,

Capital

Facilities

Lease

Appropriation

Bonds,

Mental

Health

Facilities

Improvement

Fund

Project,

Series

2021A:

2,650

5.000%,

2/01/24

No

Opt.

Call

AA

2,803,488

2,975

5.000%,

2/01/25

No

Opt.

Call

AA

3,218,266

26,000

Ohio

State,

Hospital

Revenue

Bonds,

University

Hospitals

Health

System,

Inc.,

Series

2018D,

5.000%,

1/15/39,

(Mandatory

Put

9/15/2023)

No

Opt.

Call

A

27,160,120

Ohio

State,

Major

New

State

Infrastructure

Project

Revenue

Bonds,

Series

2021-1A:

2,500

5.000%,

12/15/22

No

Opt.

Call

AA

2,563,875

1,215

5.000%,

12/15/23

No

Opt.

Call

AA

1,281,217

1,885

5.000%,

12/15/24

No

Opt.

Call

AA

2,035,348

Ohio

State,

Turnpike

Revenue

Bonds,

Ohio

Turnpike

and

Infrastructure

Commission,

Infrastructure

Projects,

Refunding

Junior

Lien

Series

2022A.

Forward

Delivery:

2,750

5.000%,

2/15/24

(WI/DD,

Settling

11/17/22)

No

Opt.

Call

N/R

2,848,340

3,265

5.000%,

2/15/25

(WI/DD,

Settling

11/17/22)

No

Opt.

Call

N/R

3,460,312

223

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Ohio

(continued)

$

3,315

Ohio

Water

Development

Authority,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Generating

Corporation

Project,

Refunding

Series

2006A,

3.000%,

5/15/49

(7)

No

Opt.

Call

N/R

$

4,144

5,380

Ohio

Water

Development

Authority,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generating

Corporation

Project,

Refunding

Series

2005B,

4.000%,

1/01/34

(7)

No

Opt.

Call

N/R

6,725

1,175

Ohio

Water

Development

Authority,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generating

Corporation

Project,

Refunding

Series

2008B,

3.625%,

10/01/33

No

Opt.

Call

N/R

1,469

7,135

Ohio

Water

Development

Authority,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generating

Corporation

Project,

Refunding

Series

2010A,

3.750%,

7/01/33

(7)

No

Opt.

Call

N/R

8,919

120

Ohio

Water

Development

Authority,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generating

Corporation

Project,

Refunding

Series

2010C,

4.000%,

6/01/33

No

Opt.

Call

N/R

150

2,245

Ohio

Water

Development

Authority,

Pollution

Control

Revenue

Refunding

Bonds,

FirstEnergy

Nuclear

Generating

Corporation

Project,

Series

2006B,

4.000%,

12/01/33

(7)

No

Opt.

Call

N/R

2,806

Ohio

Water

Development

Authority,

Water

Pollution

Control

Loan

Fund

Revenue

Bonds,

Series

2020B:

1,675

5.000%,

6/01/25

No

Opt.

Call

AAA

1,829,435

7,410

5.000%,

12/01/26

No

Opt.

Call

AAA

8,381,229

Olentangy

Local

School

District,

Delaware

and

Franklin

Counties,

Ohio,

General

Obligation

Bonds,

Refunding

Series

2021A:

5,135

4.000%,

12/01/25

No

Opt.

Call

N/R

5,506,517

4,905

4.000%,

12/01/26

No

Opt.

Call

N/R

5,342,379

344,450

Total

Ohio

291,252,358

Oklahoma

-

3.6%

Bryan

County

School

Finance

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Durant

Public

Schools

Project,

Refunding

Series

2020:

760

4.000%,

12/01/22

No

Opt.

Call

A

772,639

665

4.000%,

12/01/24

No

Opt.

Call

A

696,840

Bryan

County

School

Finance

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Durant

Public

Schools

Project,

Series

2020:

655

4.000%,

9/01/23

No

Opt.

Call

A

673,930

1,220

4.000%,

9/01/25

No

Opt.

Call

A

1,292,846

1,600

2.000%,

9/01/27

No

Opt.

Call

A

1,539,120

Canadian

County

Educational

Facilities

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Mustang

Public

Schools

Project,

Refunding

Series

2021:

1,660

3.000%,

9/01/22

No

Opt.

Call

AA-

1,672,799

3,000

3.000%,

9/01/23

No

Opt.

Call

AA-

3,051,960

4,015

Canadian

County

Educational

Facilities

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Mustang

Public

Schools

Project,

Series

2017,

4.000%,

9/01/24

No

Opt.

Call

AA-

4,205,672

6,610

Cleveland

County

Educational

Facilities

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Moore

Public

Schools

Project,

Series

2016,

5.000%,

6/01/23

No

Opt.

Call

A+

6,860,321

Nuveen

Limited

Term

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

224

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Oklahoma

(continued)

Cleveland

County

Educational

Facilities

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Moore

Public

Schools

Project,

Series

2021:

$

7,015

4.000%,

6/01/26

No

Opt.

Call

Aa3

$

7,539,722

9,020

4.000%,

6/01/27

No

Opt.

Call

Aa3

9,800,050

1,330

Cleveland

County

Educational

Facilities

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Noble

Public

Schools

Project,

Series

2017,

5.000%,

9/01/29

9/27

at

100.00

A

1,507,555

Cleveland

County

Educational

Facilities

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Norman

Public

Schools

Project,

Series

2019.:

2,850

5.000%,

6/01/22

No

Opt.

Call

A+

2,868,126

4,190

5.000%,

6/01/24

No

Opt.

Call

A+

4,461,973

3,560

5.000%,

6/01/25

No

Opt.

Call

A+

3,883,639

Cleveland

County

Independent

School

District

2

Moore,

Oklahoma,

General

Obligation

Bonds,

Combined

Purpose

Series

2022:

8,005

2.000%,

3/01/25

No

Opt.

Call

N/R

8,002,118

8,005

2.000%,

3/01/26

No

Opt.

Call

N/R

7,969,138

8,010

2.000%,

3/01/27

No

Opt.

Call

N/R

7,911,797

Cleveland

County

Independent

School

District

29

Norman,

Oklahoma,

General

Obligation

Bonds,

Combined

Purpose

Series

2022:

7,525

2.000%,

3/01/25

No

Opt.

Call

N/R

7,505,359

7,525

2.000%,

3/01/26

No

Opt.

Call

N/R

7,457,200

1,000

Comanche

County

Educational

Facilities

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Elgin

Public

Schools

Project,

Series

2017A,

5.000%,

12/01/24

No

Opt.

Call

A

1,063,170

2,175

Garfield

County

Educational

Facilities

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Enid

Public

Schools

Project,

Series

2016A,

5.000%,

9/01/26

No

Opt.

Call

A

2,436,914

Garvin

County

Educational

Facilities

Authority,

Oklahoma,

Lease

Revenue

Bonds,

Wynnewood

Public

Schools

Project,

Series

2018:

385

5.000%,

9/01/24

No

Opt.

Call

A-

405,867

310

5.000%,

9/01/25

No

Opt.

Call

A-

332,931

200

5.000%,

9/01/26

No

Opt.

Call

A-

218,528

450

5.000%,

9/01/27

No

Opt.

Call

A-

498,973

510

5.000%,

9/01/29

9/28

at

100.00

A-

589,937

350

5.000%,

9/01/30

9/28

at

100.00

A-

404,135

1,100

5.000%,

9/01/31

9/28

at

100.00

A-

1,267,552

300

5.000%,

9/01/32

9/28

at

100.00

A-

345,429

Grady

County

School

Finance

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Minco

Public

Schools

Project,

Series

2018:

1,305

5.000%,

9/01/31

9/28

at

100.00

A-

1,503,778

1,000

5.000%,

9/01/32

9/28

at

100.00

A-

1,151,430

1,195

5.000%,

9/01/33

9/28

at

100.00

A-

1,373,437

Grady

County

School

Finance

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Tuttle

Public

Schools

Project,

Series

2019:

630

4.000%,

9/01/25

No

Opt.

Call

A+

667,403

790

4.000%,

9/01/27

No

Opt.

Call

A+

858,501

665

4.000%,

9/01/29

No

Opt.

Call

A+

736,301

225

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Oklahoma

(continued)

McClain

County

Economic

Development

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Blanchard

Public

Schools

Project,

Series

2019:

$

550

4.000%,

9/01/22

No

Opt.

Call

A

$

556,000

460

4.000%,

9/01/23

No

Opt.

Call

A

473,101

485

4.000%,

9/01/24

No

Opt.

Call

A

505,239

920

4.000%,

9/01/25

No

Opt.

Call

A

969,662

1,430

4.000%,

9/01/26

No

Opt.

Call

A

1,523,694

600

4.000%,

9/01/27

No

Opt.

Call

A

643,494

700

4.000%,

9/01/28

No

Opt.

Call

A

755,538

615

4.000%,

9/01/29

No

Opt.

Call

A

667,459

Okarche

Economic

Development

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Okarche

Public

Schools

Project,

Series

2016:

1,100

5.000%,

9/01/27

9/26

at

100.00

A-

1,226,082

1,125

5.000%,

9/01/28

9/26

at

100.00

A-

1,251,450

Oklahoma

City,

Oklahoma,

General

Obligation

Bonds,

Series

2021:

6,140

2.000%,

3/01/23

No

Opt.

Call

AAA

6,167,998

4,640

2.000%,

3/01/24

No

Opt.

Call

AAA

4,652,760

Oklahoma

County

Finance

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Jones

Public

Schools

Project,

Series

2020:

590

4.000%,

9/01/26

No

Opt.

Call

BBB+

623,842

1,000

4.000%,

9/01/27

No

Opt.

Call

BBB+

1,066,230

1,000

4.000%,

9/01/28

No

Opt.

Call

BBB+

1,073,240

1,000

4.000%,

9/01/29

No

Opt.

Call

BBB+

1,079,720

1,000

4.000%,

9/01/30

No

Opt.

Call

BBB+

1,085,210

1,000

4.000%,

9/01/31

9/30

at

100.00

BBB+

1,095,660

1,000

4.000%,

9/01/32

9/30

at

100.00

BBB+

1,080,510

505

Oklahoma

County

Finance

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Midwest

City-Del

City

Public

Schools

Project,

Series

2018,

5.000%,

10/01/22

No

Opt.

Call

A+

514,206

Oklahoma

County

Finance

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Western

Heights

Public

Schools

Project,

Series

2018A:

1,275

5.000%,

9/01/23

No

Opt.

Call

A+

1,328,933

3,305

5.000%,

9/01/24

No

Opt.

Call

A+

3,526,435

13,000

Oklahoma

County

Independent

School

District

12

Edmond,

General

Obligation

Bonds,

Combined

Purpose

Series

2022,

2.000%,

3/01/25

(WI/DD,

Settling

4/14/22)

No

Opt.

Call

N/R

12,966,070

Oklahoma

Development

Finance

Authority,

Health

System

Revenue

Bonds,

OU

Medicine

Project,

Series

2018B:

600

5.000%,

8/15/22

No

Opt.

Call

Baa3

607,542

2,295

5.000%,

8/15/24

No

Opt.

Call

Baa3

2,429,762

1,895

5.000%,

8/15/25

No

Opt.

Call

Baa3

2,048,097

1,000

5.000%,

8/15/26

No

Opt.

Call

Baa3

1,098,750

3,675

5.000%,

8/15/27

No

Opt.

Call

Baa3

4,103,542

1,000

5.000%,

8/15/28

No

Opt.

Call

Baa3

1,132,180

8,155

Oklahoma

Development

Finance

Authority,

Limited

Obligation

Revenue

Bonds,

Gilcrease

Expressway

West

Project,

Series

2020,

1.625%,

7/06/23,

(AMT)

6/22

at

100.00

Baa2

8,087,232

375

Oklahoma

Housing

Finance

Agency,

Single

Family

Mortgage

Revenue

Bonds,

Homeownership

Loan

Program,

Series

2020A,

2.650%,

9/01/35

3/29

at

100.00

Aaa

373,181

Nuveen

Limited

Term

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

226

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Oklahoma

(continued)

Pittsburg

County

Educational

Facilities

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

McAlester

Public

Schools

Project,

Series

2021:

$

185

4.000%,

12/01/28

No

Opt.

Call

A-

$

199,689

250

4.000%,

12/01/29

No

Opt.

Call

A-

271,178

325

4.000%,

12/01/30

No

Opt.

Call

A-

353,889

255

4.000%,

12/01/31

No

Opt.

Call

A-

279,490

225

4.000%,

12/01/32

12/31

at

100.00

A-

245,914

Pontotoc

County

Educational

Facilities

Authority,

Oklahoma,

Facilities

Lease

Revenue

Bonds,

Ada

Public

Schools

Project,

Series

2021:

200

4.000%,

9/01/26

No

Opt.

Call

N/R

211,728

600

4.000%,

9/01/28

No

Opt.

Call

N/R

643,212

Rogers

County

Educational

Facilities

Authority,

Oklahoma,

Lease

Revenue

Bonds,

Verdigris

Public

Schools

Project,

Series

2018:

1,780

3.000%,

9/01/22

No

Opt.

Call

A+

1,792,994

5,255

4.000%,

9/01/24

No

Opt.

Call

A+

5,476,814

Rogers

County

Industrial

Development

Authority,

Oklahoma,

Capital

Improvement

Revenue

Bonds,

Refunding

Series

2017:

800

3.000%,

4/01/22

No

Opt.

Call

N/R

800,000

825

3.000%,

4/01/23

No

Opt.

Call

N/R

832,508

850

3.000%,

4/01/24

No

Opt.

Call

N/R

859,137

725

4.000%,

4/01/25

No

Opt.

Call

N/R

753,862

770

4.000%,

4/01/26

4/25

at

100.00

N/R

796,388

715

4.000%,

4/01/27

4/25

at

100.00

N/R

735,149

Sand

Springs

Municipal

Authority,

Oklahoma,

Utility

System

Revenue

Bonds,

Refunding

Series

2020:

400

3.000%,

11/01/31

11/28

at

100.00

Aa3

409,048

500

3.000%,

11/01/32

11/28

at

100.00

Aa3

510,260

530

3.000%,

11/01/33

11/28

at

100.00

Aa3

539,858

Texas

County

Development

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Guymon

Public

Schools

Project,

Series

2018:

885

4.000%,

12/01/23

No

Opt.

Call

A

909,382

1,100

5.000%,

12/01/25

No

Opt.

Call

A

1,192,686

2,715

Tulsa

County

Industrial

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Broken

Arrow

Public

Schools

Project,

Series

2012,

4.000%,

9/01/22

No

Opt.

Call

AA-

2,746,956

Tulsa

County

Industrial

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Broken

Arrow

Public

Schools

Project,

Series

2016:

1,175

5.000%,

9/01/22

No

Opt.

Call

AA-

1,193,600

6,870

5.000%,

9/01/23

No

Opt.

Call

AA-

7,185,127

Tulsa

County

Industrial

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Broken

Arrow

Public

Schools

Project,

Series

2019A:

8,240

5.000%,

9/01/27

No

Opt.

Call

AA-

9,411,975

10,210

5.000%,

9/01/28

No

Opt.

Call

AA-

11,846,663

Tulsa

County

Industrial

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Glenpool

Public

Schools

Project,

Series

2017A:

570

5.000%,

9/01/22

No

Opt.

Call

A+

578,835

765

5.000%,

9/01/23

No

Opt.

Call

A+

798,889

600

5.000%,

9/01/24

No

Opt.

Call

A+

641,658

1,330

5.000%,

9/01/25

No

Opt.

Call

A+

1,457,015

227

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Oklahoma

(continued)

$

2,055

Tulsa

County

Industrial

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Jenks

Public

Schools

Project,

Series

2015,

5.000%,

9/01/22

No

Opt.

Call

AA-

$

2,087,531

Tulsa

County

Industrial

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Owasso

Public

Schools

Project,

Series

2018:

1,585

5.000%,

9/01/22

No

Opt.

Call

A+

1,609,567

1,120

5.000%,

9/01/23

No

Opt.

Call

A+

1,169,616

Tulsa

County

Industrial

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Sand

Springs

Public

Schools

Project,

Series

2019:

725

5.000%,

9/01/25

No

Opt.

Call

A

788,496

500

4.000%,

9/01/26

No

Opt.

Call

A

535,575

630

5.000%,

9/01/26

No

Opt.

Call

A

696,074

1,010

5.000%,

9/01/27

No

Opt.

Call

A

1,139,361

1,500

Tulsa

Public

Facilities

Authority,

Oklahoma,

Capital

Improvement

Revenue

Bonds,

Series

2020,

3.000%,

5/01/24

No

Opt.

Call

AA-

1,529,745

30,465

Tulsa,

Oklahoma,

General

Obligation

Bonds,

Refunding

Series

2021A,

0.750%,

2/01/23

No

Opt.

Call

Aa1

30,162,483

Tulsa,

Oklahoma,

General

Obligation

Bonds,

Series

2021:

6,300

0.000%,

11/01/23

No

Opt.

Call

N/R

6,057,576

12,800

0.375%,

11/01/24

No

Opt.

Call

N/R

12,030,080

12,800

0.500%,

11/01/25

No

Opt.

Call

N/R

11,777,024

Wagoner

County

School

Development

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Wagoner

Public

Schools

Project,

Series

2019:

1,450

4.000%,

9/01/27

No

Opt.

Call

A-

1,531,809

300

4.000%,

9/01/28

No

Opt.

Call

A-

317,625

Washington

County

Educational

Facilities

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Caney

Valley

Public

Schools

Project,

Series

2021:

325

3.000%,

9/01/23

No

Opt.

Call

A-

329,855

710

3.000%,

9/01/25

No

Opt.

Call

A-

726,373

530

3.000%,

9/01/27

No

Opt.

Call

A-

543,425

445

3.000%,

9/01/29

No

Opt.

Call

A-

455,386

1,250

3.000%,

9/01/31

No

Opt.

Call

A-

1,270,600

Weatherford

Industrial

Trust

Educational,

Oklahoma,

Facilities

Lease

Revenue

Bonds,

Weatherford

Public

Schools

Project,

Series

2019:

1,200

5.000%,

3/01/23

No

Opt.

Call

A-

1,234,740

1,300

5.000%,

3/01/25

No

Opt.

Call

A-

1,393,522

1,725

5.000%,

3/01/27

No

Opt.

Call

A-

1,918,907

292,395

Total

Oklahoma

301,219,183

Oregon

-

0.9%

Benton

and

Linn

Counties

District

School

District

509J

Corvallis,

Oregon,

General

Obligation

Bonds,

Series

2018A:

1,745

5.000%,

6/15/22

No

Opt.

Call

AA+

1,759,047

1,785

5.000%,

6/15/23

No

Opt.

Call

AA+

1,855,918

2,315

5.000%,

6/15/24

No

Opt.

Call

AA+

2,468,809

1,305

5.000%,

6/15/25

No

Opt.

Call

AA+

1,427,539

1,085

5.000%,

6/15/26

No

Opt.

Call

AA+

1,215,710

1,000

5.000%,

6/15/27

No

Opt.

Call

AA+

1,144,730

Nuveen

Limited

Term

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

228

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Oregon

(continued)

Clackamas

and

Washington

Counties

School

District

3JT,

Oregon,

General

Obligation

Bonds,

Refunding

Series

2015:

$

11,055

5.000%,

6/15/25

No

Opt.

Call

AA+

$

12,103,788

5,085

5.000%,

6/15/26

6/25

at

100.00

AA+

5,567,414

500

Clackamas

County

Hospital

Facility

Authority,

Oregon,

Revenue

Bonds,

Rose

Villa

Inc.,

Series

2020B-2,

2.750%,

11/15/25

4/22

at

100.00

N/R

500,045

Clackamas

County

School

District

12,

North

Clackamas,

Oregon,

General

Obligation

Bonds,

Series

2017B:

2,375

5.000%,

6/15/27

No

Opt.

Call

AA+

2,718,734

2,045

5.000%,

6/15/28

6/27

at

100.00

AA+

2,345,329

Clackamas

County

School

District

12,

North

Clackamas,

Oregon,

General

Obligation

Bonds,

Series

2018:

1,440

4.000%,

6/15/23

No

Opt.

Call

Aa1

1,480,032

1,010

5.000%,

6/15/25

No

Opt.

Call

Aa1

1,105,496

Deschutes

Public

Library

District,

Deschutes

County,

Oregon,

General

Obligation

Bonds,

Series

2021:

590

4.000%,

6/01/23

No

Opt.

Call

Aa2

606,019

605

4.000%,

6/01/24

No

Opt.

Call

Aa2

632,195

985

4.000%,

6/01/25

No

Opt.

Call

Aa2

1,047,360

775

4.000%,

6/01/26

No

Opt.

Call

Aa2

836,504

1,720

Multnomah

County

Hospital

Facilities

Authority,

Oregon,

Revenue

Bonds,

Adventist

Health

System/West,

Refunding

Variable

Rate

Series

2019,

5.000%,

3/01/40,

(Mandatory

Put

3/1/2025)

9/24

at

100.00

A+

1,825,642

5,800

Multnomah

County

Hospital

Facilities

Authority,

Oregon,

Revenue

Bonds,

Terwilliger

Plaza-Parkview

Project,

Refunding

Green

Series

2021B-2,

0.950%,

6/01/27

12/22

at

100.00

BB+

5,243,432

11,585

Oregon

Health

and

Science

University,

Revenue

Bonds,

Exchange

Series

2021C,

4.000%,

7/01/42,

(Mandatory

Put

2/1/2029)

11/28

at

100.00

N/R

12,695,306

7,225

Oregon

Housing

and

Community

Services

Department,

Single

Family

Mortgage

Revenue

Bonds,

Series

2021A,

2.050%,

7/01/36

7/30

at

100.00

Aa2

6,326,210

14,400

Oregon

State

Business

Development

Commission,

Recovery

Zone

Facility

Revenue

Bonds,

Intel

Corporation

Project,

232

Series

2010,

2.400%,

12/01/40,

(Mandatory

Put

8/14/2023)

No

Opt.

Call

A+

14,463,792

76,430

Total

Oregon

79,369,051

Pennsylvania

-

4.2%

Allegheny

County

Hospital

Development

Authority,

Pennsylvania,

Revenue

Bonds,

Allegheny

Health

Network

Obligated

Group

Issue,

Series

2018A:

1,170

5.000%,

4/01/22

No

Opt.

Call

A

1,170,000

1,405

5.000%,

4/01/23

No

Opt.

Call

A

1,449,159

2,415

5.000%,

4/01/24

No

Opt.

Call

A

2,552,679

2,730

5.000%,

4/01/25

No

Opt.

Call

A

2,954,433

2,035

5.000%,

4/01/26

No

Opt.

Call

A

2,250,568

4,435

5.000%,

4/01/27

No

Opt.

Call

A

5,000,507

525

Allentown

Neighborhood

Improvement

Zone

Development

Authority,

Pennsylvania,

Tax

Revenue

Bonds,

City

Center

Project,

Series

2018,

5.000%,

5/01/23,

144A

No

Opt.

Call

Ba3

538,797

4,865

Beaver

County

Industrial

Development

Authority,

Pennsylvania,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generation

Project,

Refunding

Series

2008A,

2.700%,

4/01/35

(7)

No

Opt.

Call

N/R

6,081

5,055

Beaver

County

Industrial

Development

Authority,

Pennsylvania,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generation

Project,

Series

2006B,

3.500%,

12/01/35

(7)

No

Opt.

Call

N/R

6,319

229

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Pennsylvania

(continued)

Berks

County

Industrial

Development

Authority,

Pennsylvania,

Health

System

Revenue

Bonds,

Tower

Health

Project,

Series

2017:

$

2,405

5.000%,

11/01/25

No

Opt.

Call

BB-

$

2,531,118

5,110

5.000%,

11/01/26

No

Opt.

Call

BB-

5,437,602

3,965

5.000%,

11/01/27

No

Opt.

Call

BB-

4,255,555

1,925

5.000%,

11/01/28

11/27

at

100.00

BB-

2,056,516

1,475

5.000%,

11/01/29

11/27

at

100.00

BB-

1,563,898

2,240

4.000%,

11/01/31

11/27

at

100.00

BB-

2,246,272

2,970

4.000%,

11/01/32

11/27

at

100.00

BB-

2,974,693

600

Berks

County

Municipal

Authority,

Pennsylvania,

Revenue

Bonds,

Tower

Health

Project,

Series

2020A,

5.000%,

2/01/25

No

Opt.

Call

BB-

625,668

4,205

Berks

County

Municipal

Authority,

Pennsylvania,

Revenue

Bonds,

Tower

Health

Project,

Series

2020B-1,

5.000%,

2/01/40,

(Mandatory

Put

2/1/2025)

8/24

at

101.73

BB-

4,342,503

3,000

Berks

County

Municipal

Authority,

Pennsylvania,

Revenue

Bonds,

Tower

Health

Project,

Series

2020B-2,

5.000%,

2/01/40,

(Mandatory

Put

2/1/2027)

8/26

at

101.63

BB-

3,136,080

1,500

Berks

County

Municipal

Authority,

Pennsylvania,

Revenue

Bonds,

Tower

Health

Project,

Series

2020B-3,

5.000%,

2/01/40,

(Mandatory

Put

2/1/2030)

8/29

at

101.50

BB-

1,587,765

2,695

Bethlehem

Area

School

District

Authority,

Northampton

and

Lehigh

Counties,

Pennsylvania,

School

Revenue

Bonds,

Bethlehem

Area

School

District

Refunding

Project,

Series

2021A,

0.538%,

1/01/30,

(Mandatory

Put

11/1/2025)

(SOFR*0.67%

reference

rate

+

0.350%

spread)

(5)

11/24

at

100.00

N/R

2,676,081

1,000

Capital

Region

Water,

Pennsylvania,

Water

Revenue

Bonds,

Series

2018,

5.000%,

7/15/25

No

Opt.

Call

A+

1,088,850

2,125

Clarion

County

Industrial

Development

Authority,

Pennsylvania,

Revenue

Bonds,

Pennsylvania-American

Water

Company

Project,

Refunding

Series

2019,

2.450%,

12/01/39,

(AMT),

(Mandatory

Put

12/3/2029)

12/29

at

100.00

A+

2,118,264

Commonwealth

Financing

Authority,

Pennslyvania,

Revenue

Bonds,

Refunding

Forward

Delivery

Series

2020A:

1,500

5.000%,

6/01/24

No

Opt.

Call

A1

1,595,400

2,820

5.000%,

6/01/25

No

Opt.

Call

A1

3,074,561

3,000

5.000%,

6/01/26

No

Opt.

Call

A1

3,348,300

Commonwealth

Financing

Authority,

Pennsylvania,

State

Appropriation

Lease

Bonds,

Master

Settlement,

Series

2018:

2,230

5.000%,

6/01/22

No

Opt.

Call

A1

2,243,090

2,530

5.000%,

6/01/23

No

Opt.

Call

A1

2,615,742

3,295

5.000%,

6/01/24

No

Opt.

Call

A1

3,481,596

5,925

Geisinger

Authority,

Montour

County,

Pennsylvania,

Health

System

Revenue

Bonds,

Geisinger

Health

System,

Series

2020B,

5.000%,

4/01/43,

(Mandatory

Put

2/15/2027)

8/26

at

100.00

AA-

6,621,661

10,320

Geisinger

Authority,

Montour

County,

Pennsylvania,

Health

System

Revenue

Bonds,

Geisinger

Health

System,

Series

2020C,

5.000%,

4/01/43,

(Mandatory

Put

4/1/2030)

10/29

at

100.00

AA-

12,076,258

13,620

Lehigh

County

Industrial

Development

Authority,

Pennsylvania,

Pollution

Control

Revenue

Bonds,

Pennsylvania

Power

and

Light

Company,

Series

2016A,

1.800%,

9/01/29,

(Mandatory

Put

9/1/2022)

No

Opt.

Call

A1

13,627,082

9,025

Lehigh

County

Industrial

Development

Authority,

Pennsylvania,

Pollution

Control

Revenue

Bonds,

Pennsylvania

Power

and

Light

Company,

Series

2016B,

1.800%,

2/15/27,

(Mandatory

Put

8/15/2022)

No

Opt.

Call

A1

9,028,971

Nuveen

Limited

Term

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

230

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Pennsylvania

(continued)

Lower

Merion

School

District,

Montgomery

County,

Pennsylvania,

General

Obligation

Bonds,

Series

2019:

$

2,725

4.000%,

11/15/29

11/27

at

100.00

Aaa

$

3,000,416

4,530

4.000%,

11/15/30

11/27

at

100.00

Aaa

4,960,123

Lower

Merion

School

District,

Montgomery

County,

Pennsylvania,

General

Obligation

Bonds,

Series

2021:

3,295

5.000%,

11/15/25

No

Opt.

Call

Aaa

3,647,664

3,525

5.000%,

11/15/26

No

Opt.

Call

Aaa

3,994,812

Lower

Moreland

Township

School

District,

Montgomery

County,

Pennsylvania,

General

Obligation

Bonds,

Series

2021B:

755

5.000%,

11/01/23

No

Opt.

Call

AA

792,056

1,010

5.000%,

11/01/24

No

Opt.

Call

AA

1,086,689

8,065

Luzerne

County

Industrial

Development

Authority,

Pennsylvania,

Revenue

Bonds,

Pennsylvania-American

Water

Company

Project,

Refunding

Series

2019,

2.450%,

12/01/39,

(AMT),

(Mandatory

Put

12/3/2029)

12/29

at

100.00

A+

8,123,713

1,125

Manheim

Township

School

District,

Lancaster

County,

Pennsylvania,

General

Obligation

Bonds,

Series

2020,

4.000%,

2/01/26

No

Opt.

Call

Aa2

1,204,560

3,450

Montgomery

County

Higher

Education

and

Health

Authority,

Pennsylvania,  Hospital

Revenue

Bonds,

Abington

Memorial

Hospital

Obligated

Group,

Series

2012A,

5.000%,

6/01/23,

(Pre-refunded

6/01/22)

6/22

at

100.00

N/R

(4)

3,471,839

285

North

Huntingdon

Township

Municipal

Authority,

Westmoreland

County,

Pennsylvania,

Sewer

Revenue

Bonds,

Series

2021,

5.000%,

4/01/22

-

AGM

Insured

No

Opt.

Call

AA

285,000

504

Northampton

County

Industrial

Development

Authority,

Pennsylvania,

Recovery

Revenue

Bonds,

Northampton

Generating

Project,

Senior

Lien

Series

2013A0

&

AE2,

1.250%,

12/31/23

5/22

at

100.00

N/R

126,042

192

Northampton

County

Industrial

Development

Authority,

Pennsylvania,

Recovery

Revenue

Bonds,

Northampton

Generating

Project,

Senior

Lien

Taxable

Series

2013B,

1.250%,

12/31/23

(cash

5.000%,

PIK

5.000%)

No

Opt.

Call

N/R

47,891

5,945

Pennsylvania

Economic

Development

Financing

Authority,

Exempt

Facilities

Revenue

Bonds,

Shippingport

Project,

First

Energy

Guarantor.,

Series

2005A,

3.750%,

12/01/40

(7)

No

Opt.

Call

N/R

7,431

3,565

Pennsylvania

Economic

Development

Financing

Authority,

Exempt

Facilities

Revenue

Bonds,

Shippingport

Project,

First

Energy

Guarantor.,

Series

2006A,

2.550%,

11/01/41

(7)

No

Opt.

Call

N/R

4,456

15,000

Pennsylvania

Economic

Development

Financing

Authority,

Solid

Waste

Disposal

Revenue

Bonds,

Waste

Management

Inc.,

Project,

Refunding

Series

2021B,

1.100%,

6/01/31,

(AMT),

(Mandatory

Put

11/2/2026)

11/26

at

100.00

N/R

13,966,650

3,750

Pennsylvania

Economic

Development

Financing

Authority,

Solid

Waste

Disposal

Revenue

Bonds,

Waste

Management

Inc.,

Project,

Series

2009,

0.950%,

12/01/33,

(Mandatory

Put

12/1/2026)

No

Opt.

Call

A-

3,455,137

3,905

Pennsylvania

Economic

Development

Financing

Authority,

Solid

Waste

Disposal

Revenue

Bonds,

Waste

Management

Inc.,

Project,

Series

2017A,

0.580%,

8/01/37,

(AMT),

(Mandatory

Put

8/1/2024)

No

Opt.

Call

A-

3,730,681

1,270

Pennsylvania

Housing

Finance

Agency,

Single

Family

Mortgage

Revenue

Bonds,

Series

2017-122,

3.250%,

10/01/28

4/26

at

100.00

AA+

1,290,955

5,000

Pennsylvania

Housing

Finance

Agency,

Single

Family

Mortgage

Revenue

Bonds,

Series

2017-124B,

3.200%,

10/01/32

10/26

at

100.00

AA+

5,025,900

231

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Pennsylvania

(continued)

Pennsylvania

Housing

Finance

Agency,

Single

Family

Mortgage

Revenue

Bonds,

Series

2017-125A:

$

3,390

3.000%,

4/01/27,

(AMT)

No

Opt.

Call

AA+

$

3,436,748

3,345

3.050%,

10/01/27,

(AMT)

4/27

at

100.00

AA+

3,384,839

8,840

3.400%,

10/01/32,

(AMT)

4/27

at

100.00

AA+

8,951,296

1,025

Pennsylvania

Housing

Finance

Agency,

Single

Family

Mortgage

Revenue

Bonds,

Series

2019-128A,

3.650%,

10/01/32,

(AMT)

10/27

at

100.00

AA+

1,044,670

2,555

Pennsylvania

Housing

Finance

Agency,

Single

Family

Mortgage

Revenue

Bonds,

Series

2019-129,

2.950%,

10/01/34

10/28

at

100.00

AA+

2,434,992

7,000

Pennsylvania

Housing

Finance

Agency,

Single

Family

Mortgage

Revenue

Bonds,

Series

2019-130A,

2.500%,

10/01/34

10/28

at

100.00

AA+

6,522,740

4,850

Pennsylvania

Housing

Finance

Agency,

Single

Family

Mortgage

Revenue

Bonds,

Series

2020-132A,

2.300%,

10/01/35

10/29

at

100.00

AA+

4,384,934

10,000

Pennsylvania

Housing

Finance

Agency,

Single

Family

Mortgage

Revenue

Bonds,

Social

Series

2021-137,

2.250%,

10/01/36

4/31

at

100.00

N/R

8,858,200

Pennsylvania

State,

General

Obligation

Bonds,

First

Series

2021:

90

5.000%,

5/15/22

No

Opt.

Call

Aa3

90,435

17,455

5.000%,

5/15/23

No

Opt.

Call

Aa3

18,113,053

17,930

5.000%,

5/15/24

No

Opt.

Call

Aa3

19,086,844

4,580

Pennsylvania

Turnpike

Commission,

Turnpike

Revenue

Bonds,

Refunding

Series

2019.

Forward

Delivery,

5.000%,

12/01/23

No

Opt.

Call

A1

4,813,992

Pennsylvania

Turnpike

Commission,

Turnpike

Revenue

Bonds,

Refunding

Subordinate

Second

Series

2016B-2:

15,210

5.000%,

6/01/22

No

Opt.

Call

A3

15,305,519

23,700

5.000%,

6/01/23

No

Opt.

Call

A3

24,583,773

8,095

5.000%,

6/01/24

-

AGM

Insured

No

Opt.

Call

AA

8,613,404

12,605

5.000%,

6/01/24

No

Opt.

Call

A3

13,351,594

5,690

5.000%,

6/01/25

No

Opt.

Call

A3

6,167,277

4,265

5.000%,

6/01/29

6/26

at

100.00

A3

4,702,845

Philadelphia

Authority

for

Industrial

Development,

Pennsylvania,

Revenue

Bonds,

Saint

Joseph's

University

Project,

Refunding

Series

2020C.

Forward

Delivery:

540

4.000%,

11/01/24

No

Opt.

Call

A-

563,215

1,000

5.000%,

11/01/25

No

Opt.

Call

A-

1,090,770

850

5.000%,

11/01/26

No

Opt.

Call

A-

945,514

1,000

5.000%,

11/01/27

No

Opt.

Call

A-

1,131,580

1,000

5.000%,

11/01/28

No

Opt.

Call

A-

1,147,780

1,000

5.000%,

11/01/29

No

Opt.

Call

A-

1,164,040

Philadelphia

School

District,

Pennsylvania,

General

Obligation

Bonds,

Green

Series

2021B:

1,940

5.000%,

9/01/22

No

Opt.

Call

N/R

1,969,837

1,425

5.000%,

9/01/23

No

Opt.

Call

N/R

1,485,890

1,300

5.000%,

9/01/24

No

Opt.

Call

N/R

1,382,680

3,000

Philadelphia

School

District,

Pennsylvania,

General

Obligation

Bonds,

Refunding

Series

2020.

Forward

Delivery,

5.000%,

9/01/22

No

Opt.

Call

A+

3,046,140

Pittsburgh

Public

Parking

Authority,

Pennsylvania,

Parking

System

Revenue

Bonds,

Refunding

Series

2015A:

440

5.000%,

12/01/22,

(ETM)

No

Opt.

Call

N/R

(4)

450,362

810

5.000%,

12/01/22

No

Opt.

Call

A+

826,864

1,720

Scranton-Lackawanna

Health

and

Welfare

Authority,

Pennsylvania,

University

Revenue

Bonds,

Marywood

University,

Series

2016,

3.375%,

6/01/26

No

Opt.

Call

BB+

1,700,530

Nuveen

Limited

Term

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

232

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Pennsylvania

(continued)

$

2,680

Southeastern

Pennsylvania

Transportation

Authority,

Capital

Grant

Receipts

Bonds,

Federal

Transit

Administration

Section

5309

Fixed

Guideway

Modernization

Formula

Funds,

Series

2011,

5.000%,

6/01/23

No

Opt.

Call

AA-

$

2,784,654

1,520

Southeastern

Pennsylvania

Transportation

Authority,

Capital

Grant

Receipts

Bonds,

Federal

Transit

Administration

Section

5337

State

of

Good

Repair

Formula

Program

Funds,

Refunding

Series

2017,

5.000%,

6/01/24

No

Opt.

Call

AA-

1,604,421

250

University

of

Pittsburgh

of

the

Commonwealth

System

of

Higher

Education,

Pennsylvania,

Pitt

Asset

Notes,

Series

2021,

4.000%,

4/15/26

2/26

at

100.00

AA+

267,360

Washington

County

Industrial

Development

Authority,

Pennsylvania,

College

Revenue

Bonds,

AICUP

Financing

Program-Washington

and

Jefferson

College

Project,

Series

2017-PP5:

2,410

5.000%,

11/01/22

No

Opt.

Call

BBB+

2,453,886

2,530

5.000%,

11/01/23

No

Opt.

Call

BBB+

2,631,301

2,665

5.000%,

11/01/24

No

Opt.

Call

BBB+

2,813,627

2,550

5.000%,

11/01/25

No

Opt.

Call

BBB+

2,735,207

600

Westmoreland

County

Industrial

Development

Authority,

Pennsylvania,

Revenue

Bonds,

Excela

Health

Project,

Series

2020A,

4.000%,

7/01/22

No

Opt.

Call

Baa1

604,068

363,866

Total

Pennsylvania

355,150,965

Puerto

Rico

-

2.8%

Puerto

Rico

Aqueduct

and

Sewerage

Authority,

Revenue

Bonds,

Refunding

Senior

Lien

Forward

Delivery

Series

2022A:

24,995

5.000%,

7/01/22,

144A

(WI/DD,

Settling

6/15/22)

No

Opt.

Call

N/R

25,029,743

3,430

5.000%,

7/01/24,

144A

(WI/DD,

Settling

6/15/22)

No

Opt.

Call

N/R

3,583,081

4,600

5.000%,

7/01/25,

144A

(WI/DD,

Settling

6/15/22)

No

Opt.

Call

N/R

4,890,720

Puerto

Rico

Aqueduct

and

Sewerage

Authority,

Revenue

Bonds,

Refunding

Senior

Lien

Series

2021A:

325

5.000%,

7/01/22,

144A

No

Opt.

Call

N/R

327,480

325

5.000%,

7/01/25,

144A

No

Opt.

Call

N/R

347,012

Puerto

Rico

Aqueduct

and

Sewerage

Authority,

Revenue

Bonds,

Refunding

Senior

Lien

Series

2021B:

6,695

5.000%,

7/01/22,

144A

No

Opt.

Call

N/R

6,746,083

7,670

5.000%,

7/01/24,

144A

No

Opt.

Call

N/R

8,047,517

4,230

5.000%,

7/01/25,

144A

No

Opt.

Call

N/R

4,516,498

935

5.000%,

7/01/29,

144A

No

Opt.

Call

N/R

1,048,481

4,600

Puerto

Rico

Aqueduct

and

Sewerage

Authority,

Revenue

Bonds,

Senior

Lien

Series

2008A,

6.125%,

7/01/24

No

Opt.

Call

CCC

4,909,856

Puerto

Rico

Aqueduct

and

Sewerage

Authority,

Revenue

Bonds,

Senior

Lien

Series

2012A:

340

4.250%,

7/01/25

7/22

at

100.00

CCC

342,444

5

5.250%,

7/01/29

7/22

at

100.00

CCC

5,048

Puerto

Rico

Sales

Tax

Financing

Corporation,

Sales

Tax

Revenue

Bonds,

Restructured

2018A-1:

7,813

0.000%,

7/01/24

No

Opt.

Call

N/R

7,333,672

32,545

0.000%,

7/01/27

No

Opt.

Call

N/R

27,890,414

15,637

0.000%,

7/01/29

7/28

at

98.64

N/R

12,485,050

38,287

0.000%,

7/01/31

7/28

at

91.88

N/R

28,386,748

38,716

0.000%,

7/01/33

7/28

at

86.06

N/R

26,463,548

12,819

4.500%,

7/01/34

7/25

at

100.00

N/R

13,430,338

105

0.000%,

7/01/46

7/28

at

41.38

N/R

32,218

100

Puerto

Rico

Sales

Tax

Financing

Corporation,

Sales

Tax

Revenue

Bonds,

Taxable

Restructured

Cofina

Project

Series

2019A-2,

4.329%,

7/01/40

7/28

at

100.00

N/R

103,768

233

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Puerto

Rico

(continued)

Puerto

Rico,

General

Obligation

Bonds,

Restructured

Series

2022A-1:

$

14,045

5.250%,

7/01/23

No

Opt.

Call

N/R

$

14,391,583

37,744

5.375%,

7/01/25

No

Opt.

Call

N/R

39,856,548

5,986

5.625%,

7/01/27

No

Opt.

Call

N/R

6,544,973

2,021

5.625%,

7/01/29

No

Opt.

Call

N/R

2,257,861

263,968

Total

Puerto

Rico

238,970,684

Rhode

Island

-

0.6%

3,170

Cranston,

Rhode

Island,

General

Obligation

Bonds,

Anticipation

Notes

Series

2021-1,

1.000%,

8/23/22

No

Opt.

Call

N/R

3,165,942

1,610

Rhode

Island

Health

and

Educational

Building

Corporation,

Public

Schools

Financing

Program

Revenue

Bonds,

City

of

Providence,

Series

2021D,

5.000%,

5/15/25

-

BAM

Insured

No

Opt.

Call

AA

1,760,068

3,370

Rhode

Island

Housing

&

Mortgage

Finance

Corporation,

Homeownership

Opportunity

Bond

Program,

2019

Series

70,

2.800%,

10/01/34

10/28

at

100.00

AA+

3,295,018

13,005

Rhode

Island

Housing

&

Mortgage

Finance

Corporation,

Homeownership

Opportunity

Bond

Program,

2021

Series

75A,

2.050%,

10/01/36

4/30

at

100.00

AA+

11,221,234

9,795

Rhode

Island

Housing

&

Mortgage

Finance

Corporation,

Homeownership

Opportunity

Bond

Program,

2022

Series

76A,

2.350%,

10/01/36

4/31

at

100.00

N/R

8,746,935

2,595

Rhode

Island

Housing

&

Mortgage

Finance

Corporation,

Homeownership

Opportunity

Bonds,

Series

73-A,

2.100%,

10/01/35

10/29

at

100.00

AA+

2,302,803

5,000

Rhode

Island

Housing

&

Mortgage

Finance

Corporation,

Homeownership

Opportunity

Bonds,

Series

74,

2.125%,

10/01/36

4/30

at

100.00

AA+

4,383,900

1,195

Rhode

Island

Housing

and

Mortgage

Finance

Corporation,

Homeownership

Opportunity

Bond

Program,

Series

2020-72A,

2.300%,

10/01/35

10/29

at

100.00

AA+

1,080,412

2,490

Rhode

Island,

General

Obligation

Bonds,

Consolidated

Capital

Development

Loan,

Refunding

Series

2021C,

5.000%,

8/01/23

No

Opt.

Call

AA

2,599,261

Rhode

Island,

General

Obligation

Bonds,

Consolidated

Capital

Development

Loan,

Series

2021A:

3,495

5.000%,

5/01/23

No

Opt.

Call

AA

3,622,218

3,670

5.000%,

5/01/24

No

Opt.

Call

AA

3,906,605

49,395

Total

Rhode

Island

46,084,396

South

Carolina

-

1.7%

Anderson,

South

Carolina,

Water

and

Sewer

Revenue

Bonds,

Refunding

Series

2022:

1,245

5.000%,

7/01/25

(WI/DD,

Settling

4/05/22)

No

Opt.

Call

N/R

1,360,860

1,325

5.000%,

7/01/26

(WI/DD,

Settling

4/05/22)

No

Opt.

Call

N/R

1,482,582

2,300

5.000%,

7/01/27

(WI/DD,

Settling

4/05/22)

No

Opt.

Call

N/R

2,623,955

20,015

Charleston

County

School

District,

South

Carolina,

General

Obligation

Bond

Anticipation

Notes,

Sales

Tax

Projects

Phase

IV,

Series

2021B,

4.000%,

5/11/22

No

Opt.

Call

N/R

20,084,852

Charleston

County,

South

Carolina,

General

Obligation

Bonds,

Transportation

Sales

Tax

Series

2021A:

7,285

5.000%,

11/01/24

No

Opt.

Call

N/R

7,861,025

7,660

5.000%,

11/01/25

No

Opt.

Call

N/R

8,482,990

Florence

County,

South

Carolina,

General

Obligation

Bonds,

Series

2021:

16,940

5.000%,

6/01/25

No

Opt.

Call

Aa2

18,501,868

17,455

5.000%,

6/01/26

No

Opt.

Call

Aa2

19,525,861

18,965

5.000%,

6/01/27

No

Opt.

Call

Aa2

21,673,771

4,960

Greenville

County

School

District,

South

Carolina,

Installment

Purchase

Revenue

Bonds,

Building

Equity

Sooner

Series

2012,

5.000%,

12/01/22

No

Opt.

Call

AA

5,081,123

Nuveen

Limited

Term

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

234

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

South

Carolina

(continued)

$

455

Lexington

County

Health

Services

District,

Inc.,

South

Carolina,

Hospital

Revenue

Bonds,

Refunding

Series

2017,

5.000%,

11/01/26

No

Opt.

Call

A1

$

510,323

1,000

North

Charleston,

South

Carolina,

Limited

Obligation

Tax

Increment

Pledge

Bonds,

Series

2022,

5.000%,

10/01/22

No

Opt.

Call

N/R

1,017,780

5,290

Patriots

Energy

Group

Financing

Agency,

South

Carolina,

Gas

Supply

Revenue

Bonds,

Series

2018A,

4.000%,

10/01/48,

(Mandatory

Put

2/1/2024)

11/23

at

100.30

Aa2

5,448,859

1,180

South

Carolina

Housing

Finance

and

Development

Authority,

Mortgage

Revenue

Bonds,

Series

2019B,

2.650%,

7/01/34

1/29

at

100.00

Aaa

1,136,635

2,970

South

Carolina

Housing

Finance

and

Development

Authority,

Mortgage

Revenue

Bonds,

Series

2020B,

2.000%,

7/01/35

1/30

at

100.00

Aaa

2,639,380

6,230

South

Carolina

Housing

Finance

and

Development

Authority,

Mortgage

Revenue

Bonds,

Series

2021A,

1.850%,

7/01/36

7/30

at

100.00

Aaa

5,312,819

South

Carolina

Jobs-Economic

Development

Authority,

Economic

Development

Revenue

Bonds,

FMU

Student

Housing

LLC

-

Francis

Marion

University

Project,

Series

2014A:

520

5.000%,

8/01/22

No

Opt.

Call

Baa3

524,134

1,035

5.000%,

8/01/24

No

Opt.

Call

Baa3

1,078,398

4,595

South

Carolina

Jobs-Economic

Development

Authority,

Hospital

Revenue

Bonds,

Bon

Secours

Mercy

Health,

Inc,

Series

2020B,

5.000%,

12/01/48,

(Mandatory

Put

10/1/2025)

No

Opt.

Call

AA-

5,045,402

South

Carolina

Jobs-Economic

Development

Authority,

Hospital

Revenue

Bonds,

Palmetto

Health,

Refunding

Series

2013A:

1,450

5.250%,

8/01/24,

(Pre-refunded

8/01/23)

8/23

at

100.00

N/R

(4)

1,516,787

2,850

5.250%,

8/01/25,

(Pre-refunded

8/01/23)

8/23

at

100.00

N/R

(4)

2,981,271

3,610

5.250%,

8/01/26,

(Pre-refunded

8/01/23)

8/23

at

100.00

N/R

(4)

3,776,277

2,000

5.000%,

8/01/27,

(Pre-refunded

8/01/23)

8/23

at

100.00

N/R

(4)

2,085,600

1,255

South

Carolina

Public

Service

Authority,

Santee

Cooper

Revenue

Obligations,

Refunding

Series

2016A,

5.000%,

12/01/22

No

Opt.

Call

A

1,284,392

132,590

Total

South

Carolina

141,036,944

South

Dakota

-

0.3%

Harrisburg

Independent

School

District

41-2,

South

Dakota,

General

Obligation

Bonds,

Series

2021:

1,470

5.000%,

8/01/22

No

Opt.

Call

AA+

1,488,801

1,355

5.000%,

2/01/23

No

Opt.

Call

AA+

1,394,200

570

5.000%,

8/01/23

No

Opt.

Call

AA+

594,704

1,485

5.000%,

2/01/24

No

Opt.

Call

AA+

1,569,630

425

5.000%,

8/01/24

No

Opt.

Call

AA+

453,760

800

5.000%,

2/01/25

No

Opt.

Call

AA+

864,496

475

5.000%,

8/01/25

No

Opt.

Call

AA+

519,493

1,410

5.000%,

8/01/26

No

Opt.

Call

AA+

1,575,732

650

South

Dakota

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Sanford

Health,

Series

2014B,

5.000%,

11/01/24

No

Opt.

Call

AA-

697,151

1,130

South

Dakota

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Sanford

Health,

Series

2015,

5.000%,

11/01/22

No

Opt.

Call

AA-

1,153,730

3,060

South

Dakota

Housing

Development

Authority,

Homeownership

Mortgage

Revenue

Bonds,

Series

2021A,

1.900%,

11/01/36

5/30

at

100.00

AAA

2,640,137

5,000

South

Dakota

Housing

Development

Authority,

Homeownership

Mortgage

Revenue

Bonds,

Series

2021B,

1.850%,

11/01/36

5/30

at

100.00

AAA

4,194,950

235

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

South

Dakota

(continued)

$

7,310

South

Dakota

Housing

Development

Authority,

Homeownership

Mortgage

Revenue

Bonds,

Series

2022B,

2.300%,

11/01/37

11/30

at

100.00

N/R

$

6,465,037

25,140

Total

South

Dakota

23,611,821

Tennessee

-

1.2%

Chattanooga

Health,

Educational

and

Housing

Facility

Board,

Tennessee,

Revenue

Bonds,

CommonSpirit

Health,

Series

2019A-1:

1,360

5.000%,

8/01/25

No

Opt.

Call

BBB+

1,475,505

1,750

5.000%,

8/01/26

No

Opt.

Call

BBB+

1,938,142

4,430

Chattanooga,

Tennessee,

General

Obligation

Bonds,

Refunding

Series

2021B,

5.000%,

10/01/25

No

Opt.

Call

N/R

4,894,175

Knox

County

Health,

Educational

and

Housing

Facility

Board,

Tennessee,

Hospital

Revenue

Bonds,

East

Tennessee

Children's

Hospital,

Series

2019:

2,335

5.000%,

11/15/32

2/29

at

100.00

A

2,675,863

2,810

5.000%,

11/15/33

2/29

at

100.00

A

3,212,392

6,150

Knoxville,

Tennessee,

Wastewater

System

Revenue

Bonds,

Refunding

Series

2021A,

4.000%,

4/01/25

No

Opt.

Call

AA+

6,511,374

1,200

Metropolitan

Government

of

Nashville-Davidson

County,

Tennessee,

Exempt

Facilities

Revenue

Bonds,

Waste

Management

Inc.,

Series

2001,

0.580%,

8/01/31,

(AMT),

(Mandatory

Put

8/1/2024)

8/23

at

102.00

A-

1,146,432

21,315

Metropolitan

Government

of

Nashville-Davidson

County,

Tennessee,

General

Obligation

Bonds,

Improvement

Series

2021C,

5.000%,

1/01/25

No

Opt.

Call

AA

23,040,662

1,965

Metropolitan

Government

of

Nashville-Davidson

County,

Tennessee,

Water

and

Sewerage

Revenue

Bonds,

Refunding

Subordinate

Lien

Series

2012,

5.000%,

7/01/22,

(ETM)

No

Opt.

Call

AA-

(4)

1,983,884

3,005

Tennergy

Corporation,

Tennessee,

Gas

Revenue

Bonds,

Series

2021A,

4.000%,

12/01/51,

(Mandatory

Put

9/1/2028)

6/28

at

100.68

A1

3,188,005

1,030

Tennessee

Housing

Development

Agency,

Residential

Finance

Program

Bonds,

Series

2015-1C,

3.850%,

7/01/32

1/25

at

100.00

AA+

1,043,318

3,435

Tennessee

Housing

Development

Agency,

Residential

Finance

Program

Bonds,

Series

2019-1,

3.400%,

7/01/34

7/28

at

100.00

AA+

3,456,812

3,640

Tennessee

Housing

Development

Agency,

Residential

Finance

Program

Bonds,

Series

2019-2,

2.800%,

7/01/34

7/28

at

100.00

AA+

3,593,517

705

Tennessee

Housing

Development

Agency,

Residential

Finance

Program

Bonds,

Series

2020-3A,

2.100%,

7/01/35

7/29

at

100.00

AA+

630,580

2,000

Tennessee

Housing

Development

Agency,

Residential

Finance

Program

Bonds,

Series

2021-1,

2.050%,

7/01/36

7/30

at

100.00

AA+

1,751,200

2,300

Tennessee

Housing

Development

Agency,

Residential

Finance

Program

Bonds,

Series

2021-2,

2.000%,

7/01/37

7/30

at

100.00

AA+

1,981,312

4,330

Tennessee

Housing

Development

Agency,

Residential

Finance

Program

Bonds,

Series

2021-3,

2.050%,

7/01/36

1/31

at

100.00

N/R

3,814,340

8,370

The

Tennessee

Energy

Acquisition

Corporation,

Gas

Project

Revenue

Bonds,

Series

2018,

4.000%,

11/01/49,

(Mandatory

Put

11/1/2025)

8/25

at

100.22

A2

8,651,065

3,685

The

Tennessee

Energy

Acquisition

Corporation,

Gas

Revenue

Bonds,

Commodity

Project,  Series

2021A,

5.000%,

5/01/52,

(Mandatory

Put

11/1/2031)

8/31

at

100.85

A2

4,219,178

21,890

The

Tennessee

Energy

Acquisition

Corporation,

Gas

Revenue

Bonds,

Series

2006C,

4.000%,

5/01/48,

(Mandatory

Put

5/1/2023)

2/23

at

100.43

A2

22,269,792

97,705

Total

Tennessee

101,477,548

Nuveen

Limited

Term

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

236

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Texas

-

3.6%

Austin

Convention

Enterprises

Inc.,

Texas,

Convention

Center

Hotel

Revenue

Bonds,

Refunding

First

Tier

Series

2017A:

$

1,660

5.000%,

1/01/26

No

Opt.

Call

BB+

$

1,758,256

1,290

5.000%,

1/01/27

No

Opt.

Call

BB+

1,383,112

1,920

5.000%,

1/01/29

1/27

at

100.00

BB+

2,049,600

1,865

Austin,

Texas,

Electric

Utility

System

Revenue

Bonds,

Refunding

&

Improvement

Series

2020A,

5.000%,

11/15/25

No

Opt.

Call

AA

2,057,058

8,325

Austin,

Texas,

Water

and

Wastewater

System

Revenue

Bonds,

Refunding

Series

2021,

5.000%,

11/15/25

No

Opt.

Call

N/R

9,191,466

5,115

Central

Texas

Regional

Mobility

Authority,

Revenue

Bonds,

Anticipation

Notes

Subordinate

Lien

Series

2020F,

5.000%,

1/01/25

7/24

at

100.00

BBB+

5,387,067

9,210

Central

Texas

Regional

Mobility

Authority,

Revenue

Bonds,

Anticipation

Notes

Subordinate

Lien

Series

2021C,

5.000%,

1/01/27

1/26

at

100.00

BBB+

9,982,535

Central

Texas

Regional

Mobility

Authority,

Revenue

Bonds,

Senior

Lien,

Series

2016:

2,500

5.000%,

1/01/23

No

Opt.

Call

A-

2,559,350

3,580

5.000%,

1/01/24

No

Opt.

Call

A-

3,751,625

650

Corpus

Christi

Business

and

Job

Development

Corporation,

Texas,

Sales

Tax

Revenue

Bonds,

Arena

Project,

Refunding

Series

2014,

5.000%,

9/01/22

No

Opt.

Call

AA

657,741

5,300

Dallas

Area

Rapid

Transit,

Texas,

Sales

Tax

Revenue

Bonds,

Refunding

Senior

Lien

Series

2019,

5.000%,

12/01/24

No

Opt.

Call

AA+

5,717,163

4,010

Dallas

Area

Rapid

Transit,

Texas,

Sales

Tax

Revenue

Bonds,

Refunding

Senior

Lien

Series

2020B.

Forward

Delivery,

5.000%,

12/01/23

No

Opt.

Call

AA+

4,224,334

Dallas,

Texas,

Waterworks

and

Sewer

System

Revenue

Bonds,

Refunding

Series

2020C:

2,000

5.000%,

10/01/22

No

Opt.

Call

AAA

2,037,360

2,000

5.000%,

10/01/23

No

Opt.

Call

AAA

2,097,380

1,010

Dallas-Fort

Worth

International

Airport,

Texas,

Joint

Revenue

Bonds,

Refunding

Series

2014A,

5.250%,

11/01/26,

(AMT)

11/23

at

100.00

A+

1,058,318

Del

Valle

Independent

School

District,

Travis

County,

Texas,

General

Obligation

Bonds,

School

Building

Series

2021:

1,195

5.000%,

6/15/22

No

Opt.

Call

AAA

1,204,620

5,000

5.000%,

6/15/23

No

Opt.

Call

AAA

5,201,050

2,910

5.000%,

6/15/24

No

Opt.

Call

AAA

3,106,599

Eagle

Mountain

and

Saginaw

Independent

School

District,

Tarrant

County,

Texas,

General

Obligation

Bonds,

School

Building

Series

2021:

1,000

5.000%,

8/15/22

No

Opt.

Call

Aaa

1,014,390

1,485

5.000%,

8/15/23

No

Opt.

Call

Aaa

1,551,424

1,485

5.000%,

8/15/24

No

Opt.

Call

Aaa

1,591,682

1,400

5.000%,

8/15/25

No

Opt.

Call

Aaa

1,538,306

El

Paso,

El

Paso

County,

Texas,

Water

and

Sewer

Revenue

Bonds,

Refunding

Series

2019B:

2,525

5.000%,

3/01/23

No

Opt.

Call

AA+

2,604,815

2,660

5.000%,

3/01/24

No

Opt.

Call

AA+

2,813,163

3,000

5.000%,

3/01/25

No

Opt.

Call

AA+

3,252,780

3,945

5.000%,

3/01/26

No

Opt.

Call

AA+

4,379,936

4,160

5.000%,

3/01/27

No

Opt.

Call

AA+

4,718,023

1,020

5.000%,

3/01/28

No

Opt.

Call

AA+

1,177,641

18,000

Grand

Parkway

Transportation

Corporation,

Texas,

System

Toll

Revenue

Bonds,

Bond

Anticipation

Note

Series

2014A,

5.000%,

2/01/23

No

Opt.

Call

A+

18,492,120

237

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Texas

(continued)

$

5,205

Harris

County

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Hospital

Revenue

Bonds,

Memorial

Hermann

Health

System,

Series

2019B-1,

5.000%,

7/01/49,

(Mandatory

Put

12/1/2022)

9/22

at

100.88

A+

$

5,330,597

3,260

Harris

County

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Hospital

Revenue

Bonds,

Memorial

Hermann

Health

System,

Series

2019B-2,

5.000%,

7/01/49,

(Mandatory

Put

12/1/2024)

9/24

at

100.84

A+

3,493,775

3,110

Harris

County

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Hospital

Revenue

Bonds,

Memorial

Hermann

Healthcare

System,

Series

2014A,

5.000%,

12/01/24

No

Opt.

Call

A+

3,344,712

17,500

Harris

County

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Hospital

Revenue

Bonds,

Texas

Childrens

Hospital,

Series

2019B,

5.000%,

10/01/41,

(Mandatory

Put

10/1/2024)

No

Opt.

Call

AA

18,754,050

5,205

Harris

County-Houston

Sports

Authority,

Texas,

Revenue

Bonds,

Refunding

Senior

Lien

Series

2014A,

5.000%,

11/15/24

-

AGM

Insured

No

Opt.

Call

AA

5,573,930

Houston,

Texas,

Airport

System

Revenue

Bonds,

Refunding

&

Subordinate

Lien

Series

2018C:

4,000

5.000%,

7/01/29,

(AMT)

7/28

at

100.00

AA

4,512,440

6,000

5.000%,

7/01/30,

(AMT)

7/28

at

100.00

AA

6,738,060

3,000

5.000%,

7/01/31,

(AMT)

7/28

at

100.00

AA

3,361,620

6,605

Houston,

Texas,

Combined

Utility

System

Revenue

Bonds,

Refunding

First

Lien

Series

2020A.

Forward

Delivery,

5.000%,

11/15/32

11/30

at

100.00

AA

7,883,728

Love

Field

Airport

Modernization

Corporation,

Texas,

General

Airport

Revenue

Bonds

Series

2015:

1,720

5.000%,

11/01/22,

(AMT)

No

Opt.

Call

A1

1,753,815

1,455

5.000%,

11/01/23,

(AMT)

No

Opt.

Call

A1

1,521,319

1,500

5.000%,

11/01/24,

(AMT)

No

Opt.

Call

A1

1,601,400

95

Lower

Colorado

River

Authority,

Texas,

Transmission

Contract

Revenue

Bonds,

LCRA

Transmission

Services

Corporation

Project,

Refunding

Series

2021,

5.000%,

5/15/25

No

Opt.

Call

A+

103,373

3,950

Matagorda

County

Navigation

District

1,

Texas,

Pollution

Control

Revenue

Bonds,

Central

Power

&

Light

Company

Project,

Refunding

Series

1996,

0.900%,

5/01/30,

(AMT),

(Mandatory

Put

9/1/2023)

No

Opt.

Call

A-

3,886,207

2,175

Mission

Economic

Development

Corporation,

Texas,

Revenue

Bonds,

Natgasoline

Project,

Senior

Lien

Series

2018,

4.625%,

10/01/31,

(AMT),

144A

4/22

at

105.00

BB-

2,285,947

North

Central

Texas

Health

Facilities

Development

Corporation,

Texas,

Revenue

Bonds,

Children's

Medical

Center

Dallas

Project,

Series

2012:

2,065

5.000%,

8/15/22

No

Opt.

Call

AA

2,094,323

6,415

5.000%,

8/15/23,

(Pre-refunded

8/15/22)

8/22

at

100.00

AA

(4)

6,506,414

North

Texas

Municipal

Water

District,

Water

System

Revenue

Bonds,

Refunding

Series

2021A:

10,000

4.000%,

9/01/25

No

Opt.

Call

N/R

10,661,600

15,530

5.000%,

9/01/26

No

Opt.

Call

N/R

17,441,898

North

Texas

Tollway

Authority,

System

Revenue

Bonds,

Refunding

First

Tier,

Series

2014A:

3,030

5.000%,

1/01/23

No

Opt.

Call

A+

3,108,992

2,015

5.000%,

1/01/23,

(ETM)

No

Opt.

Call

N/R

(4)

2,068,438

4,890

5.000%,

1/01/24

No

Opt.

Call

A+

5,152,886

2,435

5.000%,

1/01/24,

(ETM)

No

Opt.

Call

N/R

(4)

2,568,487

North

Texas

Tollway

Authority,

System

Revenue

Bonds,

Refunding

First

Tier,

Series

2017A:

5,070

5.000%,

1/01/23

No

Opt.

Call

A+

5,202,175

3,500

5.000%,

1/01/24

1/23

at

100.00

A+

3,585,260

3,200

5.000%,

1/01/27

1/26

at

100.00

A+

3,532,896

Nuveen

Limited

Term

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

238

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Texas

(continued)

Port

of

Houston

Authority,

Harris

County,

Texas,

General

Obligation

Bonds,

First

Lien

Series

2021:

$

1,660

5.000%,

10/01/24

No

Opt.

Call

N/R

$

1,783,155

1,665

5.000%,

10/01/25

No

Opt.

Call

N/R

1,832,333

San

Antonio,

Texas,

General

Obligation

Bonds,

General

Improvement

Series

2020:

5,570

5.000%,

8/01/28

No

Opt.

Call

AAA

6,478,578

4,025

5.000%,

8/01/29

No

Opt.

Call

AAA

4,751,835

San

Antonio,

Texas,

General

Obligation

Bonds,

Tax

Notes

Series

2021:

7,325

5.000%,

8/01/23

No

Opt.

Call

AAA

7,647,373

3,735

5.000%,

8/01/24

No

Opt.

Call

AAA

3,996,562

1,000

Tarrant

County

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Retirement

Facility

Revenue

Bonds,

MRC

Methodist

Retirement

Communities

Stevenson

Oaks

Project,

Mandatory

Paydown

Series

2020B-2,

3.000%,

11/15/26

5/22

at

100.00

N/R

1,000,120

2,870

Texas

Department

of

Housing

and

Community

Affairs,

Residential

Mortgage

Revenue

Bonds,

Premium

Series

2019A,

3.500%,

7/01/34

7/28

at

100.00

Aaa

2,895,486

3,445

Texas

Department

of

Housing

and

Community

Affairs,

Single

Family

Mortgage

Revenue

Bonds,

Series

2021A,

1.850%,

9/01/36

3/30

at

100.00

Aaa

2,914,160

Texas

Private

Activity

Bond

Surface

Transportation

Corporation,

Senior

Lien

Revenue

Bonds,

LBJ

Infrastructure

Group

LLC

IH-635

Managed

Lanes

Project,

Refunding  Series

2020A:

3,025

4.000%,

12/31/30

No

Opt.

Call

Baa2

3,237,113

4,000

4.000%,

6/30/31

12/30

at

100.00

Baa2

4,271,880

Texas

Water

Development

Board,

State

Revolving

Fund

Revenue

Bonds,

New

Series

2020:

1,370

5.000%,

8/01/23

No

Opt.

Call

AAA

1,428,828

1,825

5.000%,

8/01/25

No

Opt.

Call

AAA

2,001,496

Texas

Water

Development

Board,

State

Water

Implementation

Revenue

Fund

Bonds,

Master

Trust

Series

2018A:

7,100

5.000%,

10/15/23

No

Opt.

Call

AAA

7,445,628

13,065

5.000%,

10/15/24

No

Opt.

Call

AAA

14,061,468

284,830

Total

Texas

304,373,271

Utah

-

0.2%

9,725

Central

Utah

Water

Conservancy

District,

Utah,

General

Obligation

Bonds,

Refunding

Limited

Tax  Series

2021A,

5.000%,

4/01/25

No

Opt.

Call

AA+

10,586,441

4,075

Utah

State,

General

Obligation

Bonds,

Series

2020B,

5.000%,

7/01/23

No

Opt.

Call

AAA

4,244,316

13,800

Total

Utah

14,830,757

Vermont

-

0.0%

1,210

Vermont

Housing

Finance

Agency,

Multiple

Purpose

Bonds,

Series

2021A,

2.200%,

11/01/36

11/30

at

100.00

N/R

1,061,460

Virginia

-

2.0%

3,225

Charles

City

County

Industrial

Development

Authority,

Virginia,

Solid

Waste

Disposal

Facility

Revenue

Bonds,

Waste

Management,

Inc.,

Series

2002,

1.450%,

4/01/27,

(AMT)

No

Opt.

Call

A-

3,014,859

15,485

Chesapeake

Bay

Bridge

and

Tunnel

District,

Virginia,

General

Resolution

Revenue

Bonds,

First

Tier

Bond

Anticipation

Notes

Series

2019,

5.000%,

11/01/23

No

Opt.

Call

BBB

16,178,573

239

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Virginia

(continued)

Fairfax

County

Economic

Development

Authority,

Virginia,

Revenue

Bonds,

Wiehle

Avenue

Metrorail

Station

Parking

Project,

Refunding

Series

2020.

Forward

Delivery:

$

2,160

5.000%,

8/01/24

No

Opt.

Call

AA+

$

2,303,122

2,240

5.000%,

8/01/25

No

Opt.

Call

AA+

2,446,035

2,045

5.000%,

8/01/26

No

Opt.

Call

AA+

2,283,590

2,850

5.000%,

8/01/27

No

Opt.

Call

AA+

3,245,865

1,600

5.000%,

8/01/29

No

Opt.

Call

AA+

1,884,208

8,860

Federal

Home

Loan

Mortgage

Corporation,

Multifamily

Variable

Rate

Certificates

Relating

to

Municpal

Securities

Class

A

Series

2019M-057,

2.400%,

10/15/29

No

Opt.

Call

AA+

8,641,778

5,000

Halifax

County

Industrial

Development

Authority,

Virginia,

Recovery

Zone

Facility

Revenue

Bonds,

Virginia

Electric

&

Power

Company

Project,

Series

2010A,

1.650%,

12/01/41,

(Mandatory

Put

5/31/2024)

(WI/DD,

Settling

4/01/22)

No

Opt.

Call

N/R

4,938,700

38,250

Hampton

Roads

Transportation

Accountability

Commission,

Virginia,

Revenue

Bonds,

Hampton

Roads

Transportation

Fund,

Senior

Lien

Bond

Anticipation

Notes,

Series

2021A,

5.000%,

7/01/26

No

Opt.

Call

Aa2

42,703,065

Loudoun

County

Economic

Development

Authority,

Virginia,

Lease

Revenue

Bonds,

Public

Facilities

Project,

Refunding

Series

2020A:

10,700

5.000%,

12/01/22

No

Opt.

Call

AA+

10,977,130

11,105

5.000%,

12/01/23

No

Opt.

Call

AA+

11,698,562

5,240

Norfolk

Economic

Development

Authority,

Virginia,

Hospital

Facility

Revenue

Bonds,

Sentara

Healthcare

Systems,

Refunding

Series

2018A,

5.000%,

11/01/48,

(Mandatory

Put

11/1/2028)

No

Opt.

Call

AA

6,090,138

4,980

Virginia

Beach

Development

Authority,

Virginia,

Public

Facilities

Revenue

Bonds,

Refunding

Series

2020B,

5.000%,

8/01/23

No

Opt.

Call

AA+

5,197,178

8,815

Virginia

Beach

Development

Authority,

Virginia,

Public

Facilities

Revenue

Bonds,

Series

2020A,

5.000%,

4/15/24

No

Opt.

Call

AA+

9,353,773

25,095

Wise

County

Industrial

Development

Authority,

Virginia,

Solid

Waste

and

Sewage

Disposal

Revenue

Bonds,

Virginia

Electric

and

Power

Company,

Series

2009A,

0.750%,

10/01/40,

(Mandatory

Put

9/2/2025)

No

Opt.

Call

A2

23,696,957

18,225

Wise

County

Industrial

Development

Authority,

Virginia,

Solid

Waste

and

Sewage

Disposal

Revenue

Bonds,

Virginia

Electric

and

Power

Company,

Series

2010A,

1.200%,

11/01/40,

(Mandatory

Put

5/31/2024)

No

Opt.

Call

A2

17,829,882

165,875

Total

Virginia

172,483,415

Washington

-

2.3%

Central

Puget

Sound

Regional

Transit

Authority,

Washington,

Sales

Tax

and

Motor

Vehicle

Excise

Tax

Bonds,

Refunding

&

Improvement,

Green

Series

2021S-1:

10,000

5.000%,

11/01/25

No

Opt.

Call

N/R

11,016,100

10,785

5.000%,

11/01/26

No

Opt.

Call

N/R

12,151,459

10,285

Energy

Northwest,

Washington,

Electric

Revenue

Bonds,

Columbia

Generating

Station,

Refunding

Series

2015A,

5.000%,

7/01/23

No

Opt.

Call

Aa2

10,713,679

5,270

Energy

Northwest,

Washington,

Electric

Revenue

Bonds,

Nuclear

Project

1,

Refunding

Series

2015C,

5.000%,

7/01/25

No

Opt.

Call

Aa2

5,759,056

10,605

Energy

Northwest,

Washington,

Electric

Revenue

Bonds,

Nuclear

Project

1,

Refunding

Series

2017A,

5.000%,

7/01/27

No

Opt.

Call

Aa2

12,082,489

16,245

Energy

Northwest,

Washington,

Electric

Revenue

Bonds,

Nuclear

Project

1,

Refunding

Series

2021-A,

5.000%,

7/01/26

No

Opt.

Call

Aa2

18,136,243

Nuveen

Limited

Term

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

240

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Washington

(continued)

King

and

Pierce

Counties

School

District

408

Auburn,

Washington,

General

Obligation

Bonds,

Refunding

Series

2020:

$

1,310

5.000%,

12/01/22

No

Opt.

Call

Aaa

$

1,341,912

3,105

5.000%,

12/01/23

No

Opt.

Call

Aaa

3,269,379

3,050

5.000%,

12/01/24

No

Opt.

Call

Aaa

3,294,183

2,015

5.000%,

12/01/25

No

Opt.

Call

Aaa

2,231,612

King

County

Public

Hospital

District

1,

Washington,

Limited

Tax

General

Obligation

Bonds,

Valley

Medical

Center,

Refunding

Series

2016:

6,485

5.000%,

12/01/23

No

Opt.

Call

A2

6,804,386

7,295

5.000%,

12/01/24

No

Opt.

Call

A2

7,839,645

13,045

King

County,

Washington,

Sewer

Revenue

Bonds,

Refunding

Junior

Lien

Series

2020A,

0.625%,

1/01/32,

(Mandatory

Put

1/1/2024)

7/23

at

100.00

AA

12,726,832

12,105

Spokane,

Washington,

Water

and

Wastewater

System

Revenue

Bonds,

Green

Series

2014,

4.000%,

12/01/32

12/24

at

100.00

AA

12,662,193

2,280

Washington

Health

Care

Facilities

Authority,

Revenue

Bonds,

CommonSpirit

Health,

Series

2019A-2,

5.000%,

8/01/27

No

Opt.

Call

BBB+

2,568,602

4,350

Washington

Health

Care

Facilities

Authority,

Revenue

Bonds,

CommonSpirit

Health,

Series

2019B-1,

5.000%,

8/01/49,

(Mandatory

Put

8/1/2024)

2/24

at

100.00

BBB+

4,565,804

8,250

Washington

Health

Care

Facilities

Authority,

Revenue

Bonds,

CommonSpirit

Health,

Series

2019B-3,

5.000%,

8/01/49,

(Mandatory

Put

8/1/2026)

2/26

at

100.00

BBB+

8,998,605

Washington

Health

Care

Facilities

Authority,

Revenue

Bonds,

Fred

Hutchinson

Cancer

Research

Center,

Series

2015:

1,955

5.000%,

1/01/24,

(ETM)

No

Opt.

Call

A+

(4)

2,053,532

1,310

5.000%,

1/01/25,

(ETM)

No

Opt.

Call

A+

(4)

1,402,984

5,325

Washington

Health

Care

Facilities

Authority,

Revenue

Bonds,

MultiCare

Health

System,

Series

2015B,

5.000%,

8/15/27

8/25

at

100.00

AA-

5,811,013

Washington

Health

Care

Facilities

Authority,

Revenue

Bonds,

Providence

Saint

Joseph

Health,

Series

2018B:

1,490

5.000%,

10/01/25

No

Opt.

Call

AA-

1,636,571

2,005

5.000%,

10/01/26

No

Opt.

Call

AA-

2,250,452

3,035

5.000%,

10/01/27

No

Opt.

Call

AA-

3,473,558

2,360

5.000%,

10/01/28

No

Opt.

Call

AA-

2,748,385

2,750

Washington

State

Housing

Finance

Commission,

Non-Profit

Housing

Revenue

Bonds,

Eliseo

Project,

Refunding

Ser

2021B-2.

TEMPS-60.

TAX-

EXEMPT

MANDATORY

PAYDOWN

SECURITIES-60,

2.125%,

7/01/27,

144A

1/23

at

100.00

N/R

2,579,088

3,755

Washington

State

Housing

Finance

Commission,

Single

Family

Program

Bonds,

Series

2021-1N,

2.000%,

12/01/36

6/30

at

100.00

Aaa

3,272,745

1,500

Washington

State

Housing

Finance

Commission,

Single

Family

Program

Bonds,

Series

2021-2N,

2.250%,

12/01/36

6/31

at

100.00

N/R

1,334,850

1,620

Washington

State,

General

Obligation

Bonds,

Motor

Vehicle

Fuel

Tax

&

Vehicle

Related

Fees

Series

2020E,

5.000%,

6/01/22

No

Opt.

Call

Aaa

1,630,562

Washington

State,

General

Obligation

Bonds,

Motor

Vehicle

Fuel

Tax

Refunding

Series

R-2021A:

2,000

5.000%,

6/01/24

No

Opt.

Call

Aaa

2,132,020

4,750

5.000%,

6/01/25

No

Opt.

Call

Aaa

5,187,950

22,875

Washington

State,

General

Obligation

Bonds,

Refunding

Various

Purpose

Series

2021R-2021C,

5.000%,

8/01/24

No

Opt.

Call

Aaa

24,493,177

183,210

Total

Washington

196,169,066

241

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

West

Virginia

-

0.4%

$

6,060

West

Virginia

Economic

Development

Authority,

Solid

Waste

Disposal

Facilities

Revenue

Bonds,

Appalachian

Power

Company

-

Amos

Project,

Refunidng

Series

2015A,

2.550%,

3/01/40,

(Mandatory

Put

4/1/2024)

No

Opt.

Call

A-

$

6,091,270

6,845

West

Virginia

Economic

Development

Authority,

Solid

Waste

Disposal

Facilities

Revenue

Bonds,

Appalachian

Power

Company

-

Amos

Project,

Series

2010,

0.625%,

12/01/38,

(Mandatory

Put

12/15/2025)

No

Opt.

Call

A-

6,426,291

7,730

West

Virginia

Economic

Development

Authority,

Solid

Waste

Disposal

Facilities

Revenue

Bonds,

Appalachian

Power

Company

-

Amos

Project,

Series

2011A,

1.000%,

1/01/41,

(AMT),

(Mandatory

Put

9/1/2025)

No

Opt.

Call

A-

7,387,020

4,010

West

Virginia

Economic

Development

Authority,

Solid

Waste

Disposal

Facilities

Revenue

Bonds,

Appalachian

Power

Company

-

Amos

Project,

Seriess

2009A,

2.625%,

12/01/42,

(Mandatory

Put

6/1/2022)

No

Opt.

Call

A-

4,014,732

4,000

West

Virginia

Economic

Development

Authority,

Solid

Waste

Disposal

Facilities

Revenue

Bonds,

Appalachian

Power

Company

-

Amos

Project,

Seriess

2009B,

2.625%,

12/01/42,

(Mandatory

Put

6/1/2022)

No

Opt.

Call

A-

4,004,720

7,750

West

Virginia

Economic

Development

Authority,

Solid

Waste

Disposal

Facilities

Revenue

Bonds,

Wheeling

Power

Company

-

Mitchell

Project,

Refunding

Series

2013A,

3.000%,

6/01/37,

(AMT),

(Mandatory

Put

6/18/2027)

(WI/DD,

Settling

4/01/22)

No

Opt.

Call

N/R

7,760,307

1,090

West

Virginia

Hospital

Finance

Authority,

Hospital

Revenue

Bonds,

Charleston

Area

Medical

Center,

Series

2014A,

5.000%,

9/01/24

No

Opt.

Call

Baa1

1,163,292

37,485

Total

West

Virginia

36,847,632

Wisconsin

-

1.8%

Dodge

County,

Wisconsin,

General

Obligation

Bonds,

Refunding

Series

2022A:

1,395

3.000%,

3/01/24

No

Opt.

Call

N/R

1,424,881

1,385

3.000%,

3/01/25

No

Opt.

Call

N/R

1,423,420

1,385

3.000%,

3/01/26

No

Opt.

Call

N/R

1,427,852

Middleton-Cross

Plains

Area

School

District,

Dane

County,

Wisconsin,

General

Obligation

Bonds,

Refunding

Series

2021A:

4,315

2.000%,

3/01/23

No

Opt.

Call

N/R

4,335,064

4,275

2.000%,

3/01/24

No

Opt.

Call

N/R

4,285,987

4,365

2.000%,

3/01/25

No

Opt.

Call

N/R

4,370,762

12,515

Milwaukee,

Wisconsin,

General

Obligation

Bonds,

Promissory

Note

Series

2021-N3,

5.000%,

4/01/24

No

Opt.

Call

N/R

13,193,313

4,200

Public

Finance

Authority

of

Wisconsin,

Retirement

Facilities

First

Mortgage

Revenue

Bonds,

Whitestone

Masonic

and

Eastern

Star

Home

of

Norht

Carolina,

Series

2020B-2,

3.000%,

3/01/26,

144A

5/22

at

100.00

N/R

4,187,610

5,000

Public

Finance

Authority

of

Wisconsin,

Revenue

Bonds,

SearStone

Retirement

Community,

Series

2021B-2,

2.250%,

6/01/27

No

Opt.

Call

N/R

4,727,650

12,305

Public

Finance

Authority

of

Wisconsin,

Solid

Waste

Disposal

Revenue

Bonds,

Waste

Management

Inc.,

Refunding

Series

2016A-3,

1.100%,

7/01/29,

(Mandatory

Put

6/1/2026)

No

Opt.

Call

A-

11,507,513

4,000

Public

Finance

Authority

of

Wisconsin,

Solid

Waste

Disposal

Revenue

Bonds,

Waste

Management

Inc.,

Refunding

Series

2016A-4,

1.100%,

4/01/33,

(Mandatory

Put

6/1/2026)

No

Opt.

Call

A-

3,740,760

1,000

Public

Finance

Authority,

Wisconsin,

Exempt

Facilities

Revenue

Bonds,

Celanese

Project,

Refunding

Series

2016A,

5.000%,

1/01/24

No

Opt.

Call

BBB

1,047,200

Public

Finance

Authority,

Wisconsin,

Exempt

Facilities

Revenue

Bonds,

Celanese

Project,

Refunding

Series

2016C:

2,250

4.050%,

11/01/30

5/26

at

100.00

BBB

2,346,075

5,000

4.300%,

11/01/30

5/26

at

100.00

BBB

5,251,400

Nuveen

Limited

Term

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

242

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Wisconsin

(continued)

$

25,000

Shorewood

School

District,

Milwaukee

County,

Wisconsin,

Bond

Anticipation

Notes,

Series

2021,

0.450%,

10/01/23

10/22

at

100.00

N/R

$

24,321,000

130

Wisconsin

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Ministry

Health

Care,

Inc.,

Refunding

2012C,

5.000%,

8/15/23,

(Pre-

refunded

8/15/22)

8/22

at

100.00

N/R

(4)

131,852

6,705

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Hospital

Sisters

Services,

Inc.,

Refunding

Series

2014A,

5.000%,

11/15/22

No

Opt.

Call

A+

6,854,656

6,060

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Marshfield

Clinic

Health

System,

Inc.,

Series

2020B-1,

5.000%,

2/15/52,

(Mandatory

Put

2/15/2025)

8/24

at

100.00

A-

6,460,505

3,300

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

ProHealth

Care,

Inc.

Obligated

Group,

Refunding

Series

2015,

3.375%,

8/15/29

8/24

at

100.00

A+

3,376,626

4,000

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Saint

Camillus

Health

System

Inc,

TEMPS

50

Series

2019B-3,

2.250%,

11/01/26

4/22

at

100.00

N/R

4,010,640

4,080

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Saint

Camillus

Health

System

Inc,

TEMPS

70

Series

2019B-2,

2.550%,

11/01/27

4/22

at

100.00

N/R

4,088,976

6,250

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Saint

Camillus

Health

System

Inc,

TEMPS

85

Series

2019B-1,

2.825%,

11/01/28

4/22

at

100.00

N/R

5,943,813

Wisconsin

Housing

and

Ecconomic

Development

Authority,

Home

Ownership

Revenue

Bonds,

Series

2019C:

1,770

2.200%,

3/01/31

9/28

at

100.00

AA

1,668,473

1,785

2.200%,

9/01/31

9/28

at

100.00

AA

1,675,776

4,930

2.500%,

9/01/34

9/28

at

100.00

AA

4,620,544

Wisconsin

Housing

and

Economic

Development

Authority,

Housing

Revenue

Bonds,

Series

2019A:

75

0.200%,

11/01/38,

(Mandatory

Put

10/14/2022)

5/22

at

100.00

AA

74,444

6,415

1.600%,

11/01/48,

(Mandatory

Put

11/1/2022)

5/22

at

100.00

AA

6,415,898

5,440

Wisconsin

State,

General

Obligation

Bonds,

Refunding

Series

2021-1,

5.000%,

5/01/27

No

Opt.

Call

AA+

6,243,760

9,000

Wisconsin

State,

General

Obligation

Bonds,

Refunding

Series

2023-1,

5.000%,

5/01/24

(WI/DD,

Settling

1/31/23)

No

Opt.

Call

N/R

9,295,920

WPPI

Energy,

Wisconsin,

Power

Supply

System

Revenue

Bonds,

Refunding

Series

2014A:

755

5.000%,

7/01/25

7/24

at

100.00

A1

804,566

1,520

5.000%,

7/01/26

7/24

at

100.00

A1

1,619,438

1,170

5.000%,

7/01/27

7/24

at

100.00

A1

1,246,811

151,775

Total

Wisconsin

152,123,185

Wyoming

-

0.4%

20,555

Sweetwater

County,

Wyoming,

Pollution

Control

Revenue

Refunding

Bonds,

Idaho

Power

Company

Project,

Series

2006,

1.700%,

7/15/26

No

Opt.

Call

A1

19,602,276

University

of

Wyoming,

Facilities

Revenue

Bonds,

Supplemental

Coverage

Program,

Refunding

Series

2021A:

2,690

5.000%,

6/01/24

No

Opt.

Call

AA-

2,862,267

2,825

5.000%,

6/01/25

No

Opt.

Call

AA-

3,079,109

2,510

Wyoming

Community

Development

Authority,

Housing

Revenue

Bonds,

2019

Series

3,

2.450%,

12/01/34

12/28

at

100.00

AA+

2,335,756

1,240

Wyoming

Community

Development

Authority,

Housing

Revenue

Bonds,

2020

Series

1,

2.625%,

12/01/35

6/29

at

100.00

AA+

1,177,231

243

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Wyoming

(continued)

$

2,500

Wyoming

Community

Development

Authority,

Housing

Revenue

Bonds,

2020

Series

2,

2.100%,

12/01/35

6/30

at

100.00

AA+

$

2,215,125

5,300

Wyoming

Community

Development

Authority,

Housing

Revenue

Bonds,

2021

Series

3,

2.000%,

12/01/36

12/30

at

100.00

N/R

4,590,754

37,620

Total

Wyoming

35,862,518

$

8,172,647

Total

Municipal

Bonds

(cost

$8,489,827,260)

8,299,651,591

Shares

Description

(1)

Value

COMMON

STOCKS

-

2.0%

Independent

Power

and

Renewable

Electricity

Producers

-

2.0%

2,813,414

Energy

Harbor

Corp

(8),(9),(10)

170,563,224

Total

Common

Stocks

(cost

$57,727,851)

170,563,224

Total

Long-Term

Investments

(cost

$8,547,555,111)

8,470,214,815

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

SHORT-TERM

INVESTMENTS

-

 0.1%  

MUNICIPAL

BONDS

-

0.1%

Florida

-

0.0%

2,500

Okeechobee

County,

Florida,

Solid

Waste

Disposal

Revenue

Bonds,

Waste

Management

Inc.,

Series

2004A,

0.550%,

7/01/39,

(Mandatory

Put

7/1/2024)

(11)

No

Opt.

Call

A-

2,389,086

Michigan

-

0.1%

7,730

Michigan

Strategic

Fund,

Limited

Obligation

Revenue

Bonds,

Consumers

Energy

Company

Project,

Variable

Rate

Series

2005,

0.875%,

4/01/35,

(AMT),

(Mandatory

Put

10/8/2026)

(11)

10/21

at

100.00

N/R

7,355,613

New

Jersey

-

0.0%

1,470

New

Jersey

Turnpike

Authority,

Revenue

Bonds,

Tender

Option

Bond

Floater

Series

2017-ZM0566,

0.650%,

7/01/25,

(Mandatory

Put

4/7/2022),

144A

(11)

No

Opt.

Call

A+

1,470,000

Total

Short-Term

Investments

(cost

$11,700,000)

11,214,699

Total

Investments

(cost

$

8,559,255,111

)

-

100

.3

%

8,481,429,514

Other

Assets

Less

Liabilities

-

(0.3)%

(

26,499,849

)

Net

Assets

-

100%

$

8,454,929,665

(1)

All

percentages

shown

in

the

Portfolio

of

Investments

are

based

on

net

assets.

(2)

Optional

Call

Provisions:

Dates

(month

and

year)

and

prices

of

the

earliest

optional

call

or

redemption.

There

may

be

other

call

provisions

at

varying

prices

at

later

dates.

Certain

mortgage-backed

securities

may

be

subject

to

periodic

principal

paydowns.

Optional

Call

Provisions

are

not

covered

by

the

report

of

independent

registered

public

accounting

firm.

(3)

For

financial

reporting

purposes,

the

ratings

disclosed

are

the

highest

of

Standard

&

Poor’s

Group

(“Standard

&

Poor’s”),

Moody’s

Investors

Service,

Inc.

(“Moody’s”)

or

Fitch,

Inc.

(“Fitch”)rating.

This

treatment

of

split-rated

securities

may

differ

from

that

used

for

other

purposes,

such

as

for

Fund

investment

policies.

Ratings

below

BBB

by

Standard

&

Poor’s,

Baa

by

Moody’s

or

BBB

by

Fitch

are

considered

to

be

below

investment

grade.

Holdings

designated

N/R

are

not

rated

by

any

of

these

national

rating

agencies.

Ratings

are

not

covered

by

the

report

of

independent

registered

public

accounting

firm.

(4)

Backed

by

an

escrow

or

trust

containing

sufficient

U.S.

Government

or

U.S.

Government

agency

securities,

which

ensure

the

timely

payment

of

principal

and

interest.

(5)

Variable

rate

security.

The

rate

shown

is

the

coupon

as

of

the

end

of

the

reporting

period.

(6)

Step-up

coupon

bond,

a

bond

with

a

coupon

that

increases

("steps

up"),

usually

at

regular

intervals,

while

the

bond

is

outstanding.

The

rate

shown

is

the

coupon

as

of

the

end

of

the

reporting

period.

(7)

Defaulted

security.

A

security

whose

issuer

has

failed

to

fully

pay

principal

and/or

interest

when

due,

or

is

under

the

protection

of

bankruptcy.

(8)

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

2.

Nuveen

Limited

Term

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

244

(9)

Common

Stock

received

as

part

of

the

bankruptcy

settlements

during

February

2020,

for

Beaver

County

Industrial

Development

Authority,

Pennsylvania,

Pollution

Control

Revenue

Refunding

Bonds,

FirstEnergy

Nuclear

Generation

Project,

Series

2006B,

3.500%,

12/01/35,

Beaver

County

Industrial

Development

Authority,

Pennsylvania,

Pollution

Control

Revenue

Refunding

Bonds,

FirstEnergy

Nuclear

Generation

Project,

Series

2008A,

2.700%,

4/01/35,

Ohio

Air

Quality

Development

Authority,

Ohio,

Air

Quality

Development

Revenue

Bonds,

FirstEnergy

Generation

Corporation

Project,

Series

2009A,

5.700%,

8/01/20,

Ohio

Air

Quality

Development

Authority,

Ohio,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Generation

Corporation

Project,

Refunding

Series

2009B,

3.100%,

3/01/23,

Ohio

Air

Quality

Development

Authority,

Ohio,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Generation

Project,

Refunding

Series

2006A,

3.750%,

12/01/23,Ohio

Air

Quality

Development

Authority,

Ohio,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generation

Project,

Refunding

Series

2006B,

0.000%,

1/01/34,Ohio

Air

Quality

Development

Authority,

Ohio,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generation

Project,

Refunding

Series

2008B,

3.625%,

10/01/33,

Ohio

Water

Development

Authority,

Pollution

Control

Revenue

Refunding

Bonds,

FirstEnergy

Nuclear

Generating

Corporation

Project,

Series

2005B,

4.000%,

1/01/34,

Ohio

Water

Development

Authority,

Pollution

Control

Revenue

Refunding

Bonds,

FirstEnergy

Nuclear

Generating

Corporation

Project,

Series

2006A,

3.000%,

5/15/20,

Ohio

Water

Development

Authority,

Pollution

Control

Revenue

Refunding

Bonds,

FirstEnergy

Nuclear

Generating

Corporation

Project,

Series

2006B,

4.000%,

12/01/33,

Ohio

Water

Development

Authority,

Pollution

Control

Revenue

Refunding

Bonds,

FirstEnergy

Nuclear

Generating

Corporation

Project,

Series

2008B,

3.625%,

10/01/33,

Ohio

Water

Development

Authority,

Pollution

Control

Revenue

Refunding

Bonds,

FirstEnergy

Nuclear

Generating

Corporation

Project,

Series

2010A,

3.750%,

7/01/33,

Ohio

Water

Development

Authority,

Pollution

Control

Revenue

Refunding

Bonds,

FirstEnergy

Nuclear

Generating

Corporation

Project,

Series

2010C,

4.000%,

6/01/33,

Pennsylvania

Economic

Development

Financing

Authority,

Exempt

Facilities

Revenue

Bonds,

Shippingport

Project,

First

Energy

Guarantor,

Series

2005A,

3.750%,

12/01/40,

Pennsylvania

Economic

Development

Financing

Authority,

Exempt

Facilities

Revenue

Bonds,

Shippingport

Project,

First

Energy

Guarantor,

Series

2006A,

2.550%,

11/01/41.

(10)

Non-income

producing;

issuer

has

not

declared

an

ex-dividend

date

within

the

past

twelve

months.

(11)

Investment

has

a

maturity

of

greater

than

one

year,

but

has

variable

rate

and/or

demand

features

which

qualify

it

as

a

short-term

investment.

The

rate

disclosed,

as

well

as

the

reference

rate

and

spread,

where

applicable,

is

that

in

effect

as

of

the

end

of

the

reporting

period.

This

rate

changes

periodically

based

on

market

conditions

or

a

specified

market

index.

144A

Investment

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

investments

may

only

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

AMT

Alternative

Minimum

Tax

ETM

Escrowed

to

maturity

PIK

Payment-in-kind

(“PIK”)

security.  Depending

on

the

terms

of

the

security,

income

may

be

received

in

the

form

of

cash,

securities,

or

a

combination

of

both.  The

PIK

rate

shown,

where

applicable,

represents

the

annualized

rate

of

the

last

PIK

payment

made

by

the

issuer

as

of

the

end

of

the

reporting

period.

SIFMA

Securities

Industry

and

Financial

Market

Association

SOFR

Secured

Overnight

Financing

Rate

WI/DD

Purchased

on

a

when-issued

or

delayed

delivery

basis.

See

accompanying

notes

to

financial

statements

245

Nuveen

Short

Term

Municipal

Bond

Fund

Portfolio

of

Investments

March

31,

2022

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

LONG-TERM

INVESTMENTS

-

94.2%   

MUNICIPAL

BONDS

-

94.0%

Alabama

-

3.7%

$

1,000

Birmingham

Airport

Authority,

Alabama,

Airport

Revenue

Bonds,

Series

2020,

5.000%,

7/01/27

-

BAM

Insured

No

Opt.

Call

AA

$

1,128,740

6,335

Black

Belt

Energy

Gas

District,

Alabama,

Gas

PrePay

Revenue

Bonds,

Project

3

Series

2018A,

4.000%,

12/01/48,

(Mandatory

Put

12/1/2023)

9/23

at

100.31

A2

6,493,882

3,000

Black

Belt

Energy

Gas

District,

Alabama,

Gas

PrePay

Revenue

Bonds,

Project

6

Series

2021B,

4.000%,

10/01/52,

(Mandatory

Put

12/1/2026)

9/26

at

100.79

N/R

3,127,080

4,105

Black

Belt

Energy

Gas

District,

Alabama,

Gas

Supply

Revenue

Bonds,

Series

2017A,

4.000%,

8/01/47,

(Mandatory

Put

7/1/2022)

4/22

at

100.52

Aa2

4,132,545

Chatom

Industrial

Development

Board,

Alabama,

Gulf

Opportunity

Zone

Revenue

Bonds,

PowerSouth

Energy

Cooperative,

Refunding

Series

2020:

385

5.000%,

8/01/22

-

AGM

Insured

No

Opt.

Call

AA

389,058

450

5.000%,

8/01/23

-

AGM

Insured

No

Opt.

Call

AA

467,091

350

Gardendale,

Alabama,

General

Obligation

Warrants,

Series

2021B,

4.000%,

5/01/25

No

Opt.

Call

AA-

369,687

1,795

Mobile

Industrial

Development

Board,

Alabama,

Pollution

Control

Revenue

Refunding

Bonds,

Alabama

Power

Company

Barry

Plan,

Series

2007A,

1.000%,

6/01/34,

(Mandatory

Put

6/26/2025)

No

Opt.

Call

A1

1,713,274

7,475

Southeast

Alabama

Gas

Supply

District,

Alabama,

Gas

Supply

Revenue

Bonds,

Project

2,

Fixed

Rate

Series

2018A,

4.000%,

6/01/49,

(Mandatory

Put

6/1/2024)

3/24

at

100.29

A1

7,707,846

1,000

Southeast

Energy

Authority,

Alabama,

Commodity

Supply

Revenue

Bonds,

Project

1,

Series

2021A,

4.000%,

10/01/25

No

Opt.

Call

A2

1,041,840

650

Tuscaloosa

County

Industrial

Development

Authority,

Alabama,

Gulf

Opportunity

Zone

Bonds,

Hunt

Refining

Project,

Refunding

Series

2019A,

4.500%,

5/01/32,

144A

5/29

at

100.00

N/R

638,399

26,545

Total

Alabama

27,209,442

Alaska

-

0.1%

1,000

North

Slope

Borough,

Alaska,

General

Obligation

Bonds,

Refunding

School

Series

2021B,

5.000%,

6/30/24

No

Opt.

Call

AA

1,066,250

Arizona

-

3.7%

385

Arizona

Industrial

Development

Authority,

Hospital

Revenue

Bonds,

Phoenix

Children's

Hospital,

Series

2021A,

5.000%,

2/01/26

No

Opt.

Call

AA-

425,271

1,320

Chandler

Industrial

Development

Authority,

Arizona,

Industrial

Development

Revenue

Bonds,

Intel

Corporation

Project,

Series

2007,

2.700%,

12/01/37,

(AMT),

(Mandatory

Put

8/14/2023)

No

Opt.

Call

A+

1,331,141

6,930

Chandler

Industrial

Development

Authority,

Arizona,

Industrial

Development

Revenue

Bonds,

Intel

Corporation

Project,

Series

2019,

5.000%,

6/01/49,

(AMT),

(Mandatory

Put

6/3/2024)

6/24

at

100.00

A+

7,330,900

1,820

Coconino

County,

Arizona,

Pollution

Control

Revenue

Bonds,

Nevada

Power

Company

Project,

Refunding

Series

2017A,

1.875%,

9/01/32,

(AMT),

(Mandatory

Put

3/31/2023)

No

Opt.

Call

A+

1,819,600

Nuveen

Short

Term

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

246

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Arizona

(continued)

Maricopa

County

Industrial

Development

Authority,

Arizona,

Hospital

Revenue

Bonds,

HonorHealth,

Series

2019A:

$

450

5.000%,

9/01/22

No

Opt.

Call

A+

$

457,123

500

5.000%,

9/01/23

No

Opt.

Call

A+

522,935

375

Maricopa

County

School

District

3

Tempe

Elementary,

Arizona,

General

Obligation

Bonds,

School

Improvement

Project

2016,

Series

2021C,

5.000%,

7/01/25

No

Opt.

Call

N/R

410,419

1,635

Maricopa

County

Special

Health

Care

District,

Arizona,

General

Obligation

Bonds,

Series

2021D,

5.000%,

7/01/24

No

Opt.

Call

Aa3

1,741,226

2,450

Maricopa

County

Unified

School

District

4

Mesa,

Arizona,

General

Obligation

Bonds,

School

Improvement,

Project

of

2018

Series

2020C,

5.000%,

7/01/25

No

Opt.

Call

Aa2

2,681,403

1,250

Maricopa

County

Unified

School

District

48,

Scottsdale,

Arizona,

General

Obligation

Bonds,

Refunding

Series

2020,

5.000%,

7/01/24

No

Opt.

Call

Aa1

1,336,037

2,075

Navajo

County

Unified

School

District

32

Blue

Ridge,

Arizona,

General

Obligation

Bonds,

Refunding

Series

2021,

4.000%,

7/01/24

-

BAM

Insured

No

Opt.

Call

N/R

2,166,881

Phoenix

Civic

Improvement

Corporation,

Arizona,

Airport

Revenue

Bonds,

Junior

Lien

Series

2019B:

1,500

5.000%,

7/01/24,

(AMT)

No

Opt.

Call

A1

1,589,310

3,500

5.000%,

7/01/26,

(AMT)

No

Opt.

Call

A1

3,843,245

2,000

Yavapai

County

Industrial

Development

Authority,

Arizona,

Solid

Waste

Disposal

Revenue

Bonds,

Waste

Management

Inc.,

Series

2003A-2,

2.200%,

3/01/28,

(AMT),

(Mandatory

Put

6/3/2024)

No

Opt.

Call

A-

1,984,480

26,190

Total

Arizona

27,639,971

California

-

2.3%

5,605

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

Kaiser

Permanente

System,

Series

2017C,

5.000%,

8/01/31,

(Mandatory

Put

11/1/2022)

No

Opt.

Call

AA-

5,718,445

2,990

Mount

San

Antonio

Community

College

District,

Los

Angeles

County,

California,

General

Obligation

Bonds,

Bond

Anticipation

Notes

Series

2017,

0.000%,

4/01/22,

(ETM)

No

Opt.

Call

Aa1

(4)

2,990,000

7,465

San

Francisco

Airports

Commission,

California,

Revenue

Bonds,

San

Francisco

International

Airport,

Refunding

Second

Series

2017D,

5.000%,

5/01/23,

(AMT),

(ETM)

No

Opt.

Call

A1

(4)

7,722,916

500

West

Contra

Costa

Unified

School

District,

Contra

Costa

County,

California,

General

Obligation

Bonds,

Series

2008B,

6.000%,

8/01/25

No

Opt.

Call

AA-

563,160

16,560

Total

California

16,994,521

Colorado

-

3.3%

550

Bromley

Park

Metropolitan

District

No.

2,

In

the

City

of

Brighton,

Adams

and

Weld

Counties,

Colorado,

Senior

General

Obligation

Limited

Tax

Refunding

Bonds,

Series

2018A,

5.000%,

12/01/22

-

BAM

Insured

No

Opt.

Call

AA

562,182

250

Canon

City

Area

Fire

Protection

District,

Fremont

County,

Colorado,

Certificates

of

Participation,

Series

2021F,

4.000%,

12/01/25

-

AGM

Insured

No

Opt.

Call

AA

265,810

Colorado

Educational

and

Cultural

Facilities

Authority,

Revenue

Bonds,

Aspen

View

Academy

Project,

Series

2021:

50

4.000%,

5/01/24

No

Opt.

Call

Baa3

51,171

100

4.000%,

5/01/26

No

Opt.

Call

Baa3

103,392

247

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Colorado

(continued)

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

Boulder

Community

Health

Project,

Series

2020:

$

300

5.000%,

10/01/23

No

Opt.

Call

A-

$

313,743

350

5.000%,

10/01/24

No

Opt.

Call

A-

373,671

200

5.000%,

10/01/25

No

Opt.

Call

A-

218,262

250

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

CommonSpirit

Health,

Series

2019A-2,

5.000%,

8/01/25

No

Opt.

Call

BBB+

271,232

2,325

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

CommonSpirit

Health,

Series

2019B-1,

5.000%,

8/01/49,

(Mandatory

Put

8/1/2025)

2/25

at

100.00

BBB+

2,487,285

Crystal

Valley

Metropolitan

District

2,

Douglas

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Refunding

&

Improvement

Series

2020A:

140

5.000%,

12/01/23

-

AGM

Insured

No

Opt.

Call

AA

147,011

175

5.000%,

12/01/24

-

AGM

Insured

No

Opt.

Call

AA

188,066

1,000

Denver

City

and

County,

Colorado,

Airport

System

Revenue

Bonds,

Subordinate

Lien

Series

2013A,

5.000%,

11/15/22,

(AMT)

No

Opt.

Call

A+

1,021,070

Denver

City

and

County,

Colorado,

Airport

System

Revenue

Bonds,

Subordinate

Lien

Series

2018A:

5,000

5.000%,

12/01/22,

(AMT)

No

Opt.

Call

A+

5,111,750

2,000

5.000%,

12/01/25,

(AMT)

No

Opt.

Call

A+

2,169,980

1,000

E-470

Public

Highway

Authority,

Colorado,

Senior

Revenue

Bonds,

Series

2020A,

5.000%,

9/01/27

No

Opt.

Call

A

1,140,040

Foothills

Park

and

Recreation

District,

Jefferson

County,

Colorado,

Lease

Revenue

Bonds,

Certificates

of

Participation,

Series

2021:

220

4.000%,

12/01/24

No

Opt.

Call

AA-

231,293

200

4.000%,

12/01/25

No

Opt.

Call

AA-

213,520

525

Groundwater

Management

Subdistrict,

Adams,

Morgan

and

Weld

Counties,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2021,

5.000%,

12/01/24

-

BAM

Insured

No

Opt.

Call

AA

565,614

225

Johnstown,

Colorado,

Wastewater

Revenue

Bonds,

Series

2021,

5.000%,

12/01/25

-

AGM

Insured

No

Opt.

Call

AA

248,432

4,855

Moffat

County,

Colorado,

Pollution

Control

Revenue

Bonds,

Tri-State

Generation

and

Transmission

Association,

Inc.

Project,

Refunding

Series

2009,

2.000%,

3/01/36,

(Mandatory

Put

10/3/2022)

No

Opt.

Call

A3

4,853,932

North

Pine

Vistas

Metropolitan

District

3,

Castle

Pines,

Douglas

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Refunding

&

Improvement

Senior

Series

2021A:

100

5.000%,

12/01/23

-

AGM

Insured

No

Opt.

Call

N/R

104,724

220

5.000%,

12/01/24

-

AGM

Insured

No

Opt.

Call

N/R

235,657

Prairiestar

Metropolitan

District

2,

Larimer

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Refunding

&

Improvement

Series

2021A:

100

5.000%,

12/01/23

-

BAM

Insured

No

Opt.

Call

N/R

104,657

190

5.000%,

12/01/24

-

BAM

Insured

No

Opt.

Call

N/R

203,116

100

5.000%,

12/01/25

-

BAM

Insured

No

Opt.

Call

N/R

109,047

Rendezous

Residential

Metropolitan

District,

Grand

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Refunding

Series

2022:

560

4.000%,

12/01/22

-

AGM

Insured

No

Opt.

Call

N/R

568,792

275

4.000%,

12/01/24

-

AGM

Insured

No

Opt.

Call

N/R

287,369

1,160

University

of

Colorado

Hospital

Authority,

Colorado,

Revenue

Bonds,

Refunding

Series

2019C,

5.000%,

11/15/47,

(Mandatory

Put

11/15/2024)

5/24

at

100.00

AA

1,231,363

Nuveen

Short

Term

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

248

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Colorado

(continued)

Vauxmont

Metropolitan

District,

Arvada,

Colorado,

Limited

Tax

General

Obligation

and

Special

Revenue

Bonds,

Convertible

to

Unlimited

Tax

Refunding

Subordinate

Series

2019:

$

105

5.000%,

12/15/22

-

AGM

Insured

No

Opt.

Call

AA

$

107,388

260

5.000%,

12/15/24

-

AGM

Insured

No

Opt.

Call

AA

278,839

Westminster

Public

Schools,

Adams

County,

Colorado,

Certificates

of

Participation,

Improvement

Series

2020A:

175

4.000%,

12/01/23

-

AGM

Insured

No

Opt.

Call

AA

180,632

200

4.000%,

12/01/24

-

AGM

Insured

No

Opt.

Call

AA

209,260

23,160

Total

Colorado

24,158,300

Connecticut

-

0.2%

1,200

Connecticut

State,

Special

Tax

Obligation

Bonds,

Transportation

Infrastructure

Purposes,

Series

2020A,

5.000%,

5/01/26

No

Opt.

Call

AA-

1,332,888

District

of

Columbia

-

1.0%

5,000

Metropolitan

Washington

D.C.

Airports

Authority,

Airport

System

Revenue

Bonds,

Refunding

Series

2021A,

5.000%,

10/01/26,

(AMT)

No

Opt.

Call

Aa3

5,517,300

Washington

Convention

and

Sports

Authority,

Washington

D.C.,

Dedicated

Tax

Revenue

Bonds,

Refunding

Senior

Lien

Series

2018A:

850

5.000%,

10/01/22

No

Opt.

Call

AA

864,441

1,325

5.000%,

10/01/22,

(ETM)

No

Opt.

Call

N/R

(4)

1,349,884

7,175

Total

District

of

Columbia

7,731,625

Florida

-

3.9%

1,450

Broward

County,

Florida,

Airport

System

Revenue

Bonds,

Refunding

Series

2012P-1,

5.000%,

10/01/22,

(AMT)

No

Opt.

Call

A1

1,472,475

1,000

Broward

County,

Florida,

Airport

System

Revenue

Bonds,

Series

2015A,

5.000%,

10/01/23,

(AMT)

No

Opt.

Call

A1

1,042,200

1,300

Broward

County,

Florida,

Airport

System

Revenue

Bonds,

Series

2019A,

5.000%,

10/01/24,

(AMT)

No

Opt.

Call

A1

1,385,306

750

Broward

County,

Florida,

Port

Facilities

Revenue

Bonds,

Series

2019B,

5.000%,

9/01/23,

(AMT)

No

Opt.

Call

A1

784,402

4,000

Florida

Development

Finance

Corporation,

Florida,

Surface

Transportation

Facility

Revenue

Bonds,

Virgin

Trains

USA

Passenger

Rail

Project,

Series

2019A,

6.250%,

1/01/49,

(AMT),

(Mandatory

Put

1/1/2024),

144A

5/22

at

102.00

N/R

4,019,760

540

Florida

Development

Finance

Corporation,

Revenue

Bonds,

Brightline

Passenger

Rail

Expansion

Project,

Series

2021A-1,

6.750%,

12/01/56,

(AMT),

(Mandatory

Put

8/15/2023),

144A

5/22

at

102.50

N/R

524,313

15,000

Florida

State

Board

of

Education,

Public

Education

Capital

Outlay

Bonds,

Refunding

Series

2019A,

5.000%,

6/01/22

No

Opt.

Call

AAA

15,096,600

1,750

Hillsborough

County

Aviation

Authority,

Florida,

Revenue

Bonds,

Tampa

International

Airport,

Series

2018E,

5.000%,

10/01/22,

(AMT)

No

Opt.

Call

Aa3

1,779,908

1,065

Lake

Worth

Beach,

Florida,

Consolidated

Utility

Revenue

Bonds,

Series

2020,

5.000%,

10/01/25

-

BAM

Insured

No

Opt.

Call

AA

1,167,879

1,035

Miami

Health

Facilities

Authority,

Florida,

Health

Facilities

Revenue

Bonds,

Miami

Jewish

Health

System

Inc.

Project,

Series

2017,

5.000%,

7/01/22

No

Opt.

Call

BB+

1,034,348

Tampa,

Florida,

Revenue

Bonds,

H.

Lee

Moffitt

Cancer

Center

and

Research

Institute,

Series

2020B:

200

5.000%,

7/01/22

No

Opt.

Call

A2

201,896

340

5.000%,

7/01/25

No

Opt.

Call

A2

370,882

225

5.000%,

7/01/26

No

Opt.

Call

A2

250,808

28,655

Total

Florida

29,130,777

249

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Georgia

-

1.8%

$

1,000

Atlanta,

Georgia,

Airport

General

Revenue

Bonds,

Refunding

Series

2020B,

5.000%,

7/01/24,

(AMT)

No

Opt.

Call

Aa3

$

1,060,440

580

Atlanta,

Georgia,

Airport

General

Revenue

Bonds,

Refunding

Series

2021C,

5.000%,

7/01/26,

(AMT)

No

Opt.

Call

N/R

637,130

3,555

Main

Street

Natural

Gas

Inc.,

Georgia,

Gas

Supply

Revenue

Bonds,

Series

2019B,

4.000%,

8/01/49,

(Mandatory

Put

12/2/2024)

9/24

at

100.43

Aa2

3,710,389

Main

Street

Natural

Gas

Inc.,

Georgia,

Gas

Supply

Revenue

Bonds,

Series

2021C:

750

4.000%,

12/01/24

No

Opt.

Call

A3

777,825

1,100

4.000%,

12/01/25

No

Opt.

Call

A3

1,150,985

1,295

Main

Street

Natural

Gas

Inc.,

Georgia,

Gas

Supply

Revenue

Bonds,

Series

2022C,

4.000%,

11/01/24,

144A

No

Opt.

Call

N/R

1,328,735

2,470

Main

Street

Natural

Gas

Inc.,

Georgia,

Gas

Supply

Revenue

Bonds,

Variable

Rate

Demand

Bonds

Series

2018A,

4.000%,

9/01/22

No

Opt.

Call

Aa2

2,497,343

Private

Colleges

and

Universities

Authority,

Georgia,

Revenue

Bonds,

Mercer

University,

Series

2021:

300

5.000%,

10/01/23

No

Opt.

Call

Baa1

313,743

400

5.000%,

10/01/24

No

Opt.

Call

Baa1

425,248

425

5.000%,

10/01/25

No

Opt.

Call

Baa1

460,827

1,000

Richmond

County

Board

of

Education,

Georgia,

General

Obligation

Bonds,

Sales

Tax

Series

2021,

5.000%,

10/01/25

No

Opt.

Call

AA+

1,102,280

12,875

Total

Georgia

13,464,945

Hawaii

-

0.2%

Hawaii

State,

Harbor

System

Revenue

Bonds,

Series

2020A:

300

5.000%,

7/01/24,

(AMT)

No

Opt.

Call

Aa3

318,810

800

5.000%,

7/01/25,

(AMT)

No

Opt.

Call

Aa3

870,304

1,100

Total

Hawaii

1,189,114

Idaho

-

0.2%

1,710

Idaho

Health

Facilities

Authority,

Revenue

Bonds,

Madison

Memorial

Hospital

Project,

Refunding

Series

2016,

5.000%,

9/01/22

No

Opt.

Call

BB+

1,731,358

Illinois

-

5.9%

400

Board

of

Regents

of

Illinois

State

University,

Auxiliary

Facilities

System

Revenue

Bonds,

Series

2018A,

5.000%,

4/01/22

-

AGM

Insured

No

Opt.

Call

AA

400,000

Board

of

Trustees

of

Southern

Illinois

University,

Housing

and

Auxiliary

Facilities

System

Revenue

Bonds,

Refunding

Series

2021A:

650

4.000%,

4/01/23

-

BAM

Insured

No

Opt.

Call

AA

665,164

1,200

4.000%,

4/01/25

-

BAM

Insured

No

Opt.

Call

AA

1,261,212

400

Champaign

County

Community

Unit

School

District

166

Urbana,

Illinois,

General

Obligation

Bonds,

Limited

Tax

Series

2021B,

3.000%,

12/01/24

-

AGM

Insured

No

Opt.

Call

AA

409,080

425

Chicago

Board

of

Education,

Illinois,

General

Obligation

Bonds,

Dedicated

Revenues,

Refunding

Series

2019A,

0.000%,

12/01/25

No

Opt.

Call

BB

381,119

1,000

Chicago

Transit

Authority,

Illinois,

Capital

Grant

Receipts

Revenue

Bonds,

Federal

Transit

Administration

Section

5307

Urbanized

Area

Formula

Funds,

Refunding

Series

2017,

5.000%,

6/01/24

No

Opt.

Call

A

1,061,630

2,500

Cook

County,

Illinois,

General

Obligation

Bonds,

Refunding

Series

2021A,

5.000%,

11/15/24

No

Opt.

Call

A+

2,679,850

650

Geneva,

Kane

County,

Illinois,

General

Obligation

Bonds,

Waterworks

&

Sewage

Alternate

Revenue

Source,

Refunding

Series

2021,

4.000%,

2/01/25

No

Opt.

Call

N/R

683,553

Nuveen

Short

Term

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

250

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Illinois

(continued)

Illinois

Finance

Authority,

Health

Services

Facility

Lease

Revenue

Bonds,

Provident

Group

-

UIC

Surgery

Center,

LLC

-

University

of

Illinois

Health

Services

Facility

Project,

Series

2020:

$

400

5.000%,

10/01/23

No

Opt.

Call

BBB+

$

417,120

400

5.000%,

10/01/24

No

Opt.

Call

BBB+

425,948

400

5.000%,

10/01/25

No

Opt.

Call

BBB+

435,120

Illinois

Finance

Authority,

Revenue

Bonds,

Northshore

University

HealthSystem,

Series

2020A:

1,000

5.000%,

8/15/22

No

Opt.

Call

AA-

1,014,240

1,000

5.000%,

8/15/23

No

Opt.

Call

AA-

1,044,450

1,000

5.000%,

8/15/24

No

Opt.

Call

AA-

1,067,290

5,350

Illinois

Finance

Authority,

Revenue

Bonds,

OSF

Healthcare

System,

Series

2020B-1,

5.000%,

5/15/50,

(Mandatory

Put

11/15/2024)

5/24

at

100.00

A

5,657,465

1,670

Illinois

Finance

Authority,

Revenue

Bonds,

OSF

Healthcare

System,

Series

2020B-2,

5.000%,

5/15/50,

(Mandatory

Put

11/15/2026)

5/26

at

100.00

A

1,841,225

250

Illinois

Finance

Authority,

Revenue

Bonds,

Rush

University

Medical

Center

Obligated

Group,

Series

2015A,

5.000%,

11/15/22

No

Opt.

Call

AA-

255,423

1,485

Illinois

Finance

Authority,

Revenue

Bonds,

The

Carle

Foundation,

Fixed

Period

Series

2021A,

5.000%,

8/15/25

No

Opt.

Call

N/R

1,624,085

575

Illinois

Finance

Authority,

Water

Facilities

Revenue

Bonds,

American

Water

Capital

Corporation

Project,

Refunding

Series

2020,

0.700%,

5/01/40,

(Mandatory

Put

9/1/2023)

No

Opt.

Call

A

563,420

2,000

Illinois

State,

General

Obligation

Bonds,

May

Series

2020,

5.500%,

5/01/24

No

Opt.

Call

BBB

2,127,660

3,100

Illinois

State,

General

Obligation

Bonds,

November

Series

2017D,

5.000%,

11/01/23

No

Opt.

Call

BBB

3,235,067

1,935

Illinois

State,

Sales

Tax

Revenue

Bonds,

Build

Illinois,

Refunding

Junior

Obligation

September

Series

2021C,

5.000%,

6/15/26

No

Opt.

Call

N/R

2,126,255

5,225

Illinois

Toll

Highway

Authority,

Toll

Highway

Revenue

Bonds,

Refunding

Senior

Lien

Series

2019C,

5.000%,

1/01/25

No

Opt.

Call

AA-

5,636,364

Joliet

Park

District,

Will

County,

Illinois,

General

Obligation

Bonds,

Limited

Tax

Park

Series

2021:

360

4.000%,

2/01/23

-

BAM

Insured

No

Opt.

Call

AA

366,700

400

4.000%,

2/01/24

-

BAM

Insured

No

Opt.

Call

AA

413,092

Macon

County

School

District

61

Decatur,

Illinois,

General

Obligation

Bonds,

Alternate

Revenue

Source

Refunding

School

Series

2020C:

400

4.000%,

1/01/23

-

AGM

Insured

No

Opt.

Call

AA

407,220

355

4.000%,

1/01/26

-

AGM

Insured

No

Opt.

Call

AA

379,090

125

Madison,

Macoupin,

Jersey,

Calhoun,

Morgan,

Scott,

and

Greene

Counties

Community

College

District

536,

Illinois,

General

Obligation

Bonds,

Lewis

&

Clark

Community

College,

Refunding

Series

2020,

4.000%,

5/01/22

-

AGM

Insured

No

Opt.

Call

AA

125,256

Peoria,

Illinois,

General

Obligation

Bonds,

Refunding

Series

2021C:

415

5.000%,

1/01/25

-

AGM

Insured

No

Opt.

Call

N/R

443,772

2,245

5.000%,

1/01/26

-

AGM

Insured

No

Opt.

Call

N/R

2,451,428

2,750

Railsplitter

Tobacco

Settlement

Authority,

Illinois,

Tobacco

Settlement

Revenue

Bonds,

Series

2017,

5.000%,

6/01/22

No

Opt.

Call

A

2,766,060

251

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Illinois

(continued)

Southwestern

Illinois

Development

Authority,

Local

Government

Program

Revenue

Bonds,

Southwestern

Illinois

Flood

District

Council

Project,

Series

2020:

$

500

4.000%,

4/15/23

No

Opt.

Call

AA-

$

510,870

450

5.000%,

4/15/24

No

Opt.

Call

AA-

475,195

41,015

Total

Illinois

43,351,423

Indiana

-

2.4%

1,235

Clark-Pleasant

Community

School

Building

Corporation,

Indiana,

First

Mortgage

Bonds,

Refunding

Series

2021B,

4.000%,

7/15/25

No

Opt.

Call

N/R

1,310,681

Columbus

Multi-School

Building

Corporation,

Bartholomew

County,

Indiana,

First

Mortgage

Revenue

Bonds,

Refunding

and

Improvement

Series

2021:

1,300

4.000%,

7/15/24

No

Opt.

Call

N/R

1,355,211

550

4.000%,

1/15/25

No

Opt.

Call

N/R

577,087

950

Elkhart

Community

School

Building

Corporation,

Indiana,

First

Mortgage

Bonds,

Series

2021,

5.000%,

1/15/25

No

Opt.

Call

AA+

1,026,827

1,500

Franklin,

Indiana,

Economic

Development

Revenue

Bonds,

Otterbein

Homes

Obligated

Group,

Series

2019B,

5.000%,

7/01/24

No

Opt.

Call

A

1,591,680

1,625

Indiana

Finance

Authority,

Hospital

Revenue

Bonds,

Indiana

Unversity

Health

Obligation

Group,

Long

Term

Rate

Series

2019B,

2.250%,

12/01/58,

(Mandatory

Put

7/1/2025)

1/25

at

100.00

AA

1,644,110

700

Indiana

Finance

Authority,

Hospital

Revenue

Bonds,

Marion

General

Hospital

Project,

Series

2021A,

5.000%,

7/01/26

No

Opt.

Call

A

779,688

1,005

Indiana

Finance

Authority,

State

Revolving

Fund

Program

Bonds,

Series

2019D,

5.000%,

2/01/24,

(AMT)

No

Opt.

Call

N/R

1,057,069

900

Indiana

Finance

Authority,

Wastewater

Utility

Revenue

Bonds,

CWA

Authority

Project,

Refunding

First

Lien

Series

2021-1,

5.000%,

10/01/24

No

Opt.

Call

AA-

967,221

1,065

Metropolitan

School

District

Washington

Township

School

Building

Corporation,

Indianapolis,

Indiana,

First

Mortgage

Bonds,

2016

Referendum

projects,

Series

2021A,

5.000%,

7/15/25

No

Opt.

Call

N/R

1,163,512

Tippecanoe

School

Corporation,

Indiana,

General

Obligation

Bonds,

Series

2020:

1,080

4.000%,

1/15/24

No

Opt.

Call

Aa2

1,116,256

1,090

4.000%,

7/15/24

No

Opt.

Call

Aa2

1,132,575

Vigo

County,

Indiana,

Ad

Valorem

Property

Tax

First

Mortgage

Bonds,

Series

2021:

515

4.000%,

7/15/24

No

Opt.

Call

AA+

537,578

525

4.000%,

1/15/25

No

Opt.

Call

AA+

552,310

535

4.000%,

7/15/25

No

Opt.

Call

AA+

567,084

730

Warrick

County,

Indiana,

Environmental

Improvement

Revenue

Bonds,

Southern

Indiana

Gas

and

Electric

Company,

Series

2015,

0.875%,

9/01/55,

(AMT),

(Mandatory

Put

9/1/2023)

No

Opt.

Call

A1

715,473

Zionsville

Community

Schools

Building

Corporation,

Boone

County,

Indiana,

First

Mortgage

Bonds,

Series

2020:

300

4.000%,

1/15/25

No

Opt.

Call

AA+

314,856

500

4.000%,

7/15/25

No

Opt.

Call

AA+

528,840

700

4.000%,

1/15/26

No

Opt.

Call

AA+

744,786

16,805

Total

Indiana

17,682,844

Iowa

-

3.3%

1,740

Indianola

Community

School

District,

Warren

County,

Iowa,

General

Obligation

Bonds,

Refunding

Series

2020,

4.000%,

6/01/24

No

Opt.

Call

N/R

1,814,455

Nuveen

Short

Term

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

252

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Iowa

(continued)

Iowa

Finance

Authority

Senior

Living

Facilities

Revenue

Bonds,

Sunrise

Retirement

Community

Project,

Refunding

Series

2021:

$

335

4.000%,

9/01/24

No

Opt.

Call

N/R

$

331,730

115

4.000%,

9/01/25

No

Opt.

Call

N/R

112,736

1,000

Iowa

Finance

Authority,

Healthcare

Revenue

Bonds,

Genesis

Health

System,

Series

2013A,

5.000%,

7/01/25,

(Pre-refunded

7/01/23)

7/23

at

100.00

A1

(4)

1,039,160

145

Iowa

Finance

Authority,

Iowa,

Midwestern

Disaster

Area

Revenue

Bonds,

Iowa

Fertilizer

Company

Project,

Series

2018B,

5.250%,

12/01/50,

(Mandatory

Put

12/1/2037)

12/22

at

105.00

BB-

154,044

7,000

Iowa

Finance

Authority,

Solid

Waste

Facility

Revenue

Bonds,

Gevo

NW

Iowa

RNG,

LLC

Renewable

Natural

Gas

Project,

Green

Series

2021,

1.500%,

1/01/42,

(Mandatory

Put

4/1/2024)

10/22

at

100.00

Aa3

6,959,960

Sioux

City

Community

School

District,

Iowa,

School

Infrastructure

Sales,

Services

and

Use

Tax

Revenue

Bonds,

Refunding

Series

2020:

5,400

3.000%,

10/01/23

-

BAM

Insured

No

Opt.

Call

AA

5,505,246

2,500

3.000%,

10/01/24

-

BAM

Insured

No

Opt.

Call

AA

2,546,650

Southeast

Polk

Community

School

District,

Polk,

Jasper

and

Marion

Counties,

Iowa,

General

Obligation

Bonds,

School

Series

2020A:

1,400

5.000%,

5/01/24

No

Opt.

Call

AA-

1,486,730

3,750

5.000%,

5/01/25

No

Opt.

Call

AA-

4,082,587

23,385

Total

Iowa

24,033,298

Kansas

-

0.4%

Kansas

Municipal

Energy

Agency,

Power

Project

Revenue

Bonds,

Dogwood

Project,

Series

2018A:

500

5.000%,

4/01/22

-

BAM

Insured

No

Opt.

Call

AA

500,000

500

5.000%,

4/01/23

-

BAM

Insured

No

Opt.

Call

AA

516,215

1,760

Wichita,

Kansas,

Water

and

Sewer

Utility

Revenue

Bonds,

Series

2021A,

4.000%,

10/01/25

-

BAM

Insured

No

Opt.

Call

AA

1,880,278

2,760

Total

Kansas

2,896,493

Kentucky

-

1.2%

445

Bullitt

County

School

District

Finance

Corporation,

Kentucky,

School

Building

Revenue

Bonds,

Series

2020,

4.000%,

12/01/25

No

Opt.

Call

A1

473,142

3,785

Public

Energy

Authority

of

Kentucky,

Gas

Supply

Revenue

Bonds,

Series

2018B,

4.000%,

1/01/49,

(Mandatory

Put

1/1/2025)

10/24

at

100.24

A2

3,927,694

4,170

Public

Energy

Authority

of

Kentucky,

Gas

Supply

Revenue

Bonds,

Series

2018C-1,

4.000%,

12/01/49,

(Mandatory

Put

6/1/2025)

3/25

at

100.19

A1

4,328,377

8,400

Total

Kentucky

8,729,213

Louisiana

-

2.1%

2,400

Louisiana

Offshore

Terminal

Authority,

Deepwater

Port

Revenue

Bonds,

LOOP

Inc.

Project,

Variable

Rate

Series

2010B-1A,

2.000%,

10/01/40,

(Mandatory

Put

10/1/2022)

No

Opt.

Call

BBB+

2,401,176

6,000

Louisiana

Publc

Facilities

Authority,

Lousiana,

Revenue

Bonds,

Ochsner

Clinic

Foundation

Project,

Series

2020B,

5.000%,

5/15/50,

(Mandatory

Put

5/15/2025)

11/24

at

102.04

A

6,481,680

1,000

Louisiana

Stadium

and

Exposition

District,

Revenue

Bonds,

Bond

Anticipation

Notes

Series

2021,

4.000%,

7/03/23

4/23

at

100.00

BBB+

1,018,180

900

Louisiana

State,

General

Obligation

Bonds,

Grant

Anticipation

Series

2021,

5.000%,

9/01/24

No

Opt.

Call

AA

962,271

253

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Louisiana

(continued)

$

2,465

Saint

John

the

Baptist

Parish,

Louisiana,

Revenue

Bonds,

Marathon

Oil

Corporation

Project,

Refunding

Series

2017A-1,

2.000%,

6/01/37,

(Mandatory

Put

4/1/2023)

No

Opt.

Call

BBB-

$

2,452,749

2,500

Saint

John

the

Baptist

Parish,

Louisiana,

Revenue

Bonds,

Marathon

Oil

Corporation

Project,

Refunding

Series

2017B-1,

2.125%,

6/01/37,

(Mandatory

Put

7/1/2024)

No

Opt.

Call

BBB-

2,465,675

15,265

Total

Louisiana

15,781,731

Maryland

-

0.8%

1,040

Maryland

Health

and

HIgher

Educational

Facilities

Authority,  Revenue

Bonds,

University

of

Maryland

Medical

Systems,

Series

2020B-1,

5.000%,

7/01/45,

(Mandatory

Put

7/1/2025)

1/25

at

100.00

A

1,118,707

4,000

Maryland

Health

and

HIgher

Educational

Facilities

Authority,  Revenue

Bonds,

University

of

Maryland

Medical

Systems,

Series

2020B-2,

5.000%,

7/01/45,

(Mandatory

Put

7/1/2027)

1/27

at

100.00

A

4,476,640

5,040

Total

Maryland

5,595,347

Massachusetts

-

1.0%

515

Attleboro,

Massachusetts,

General

Obligation

Bonds,

Municipal

Purpose

Loan

Series

2021,

5.000%,

5/01/25

No

Opt.

Call

AA

561,319

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Wellforce

Issue,

Series

2020C:

725

5.000%,

10/01/25

-

AGM

Insured

No

Opt.

Call

AA

792,990

350

5.000%,

10/01/26

-

AGM

Insured

No

Opt.

Call

AA

390,940

210

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Williams

College,

Series

2011N,

0.450%,

7/01/41,

(Mandatory

Put

7/1/2025)

1/25

at

100.00

AA+

194,361

Massachusetts

Educational

Financing

Authority,

Education

Loan

Revenue

Bonds,

Issue

L,

Senior

Series

2020B:

880

5.000%,

7/01/25,

(AMT)

No

Opt.

Call

AA

944,460

1,250

5.000%,

7/01/26,

(AMT)

No

Opt.

Call

AA

1,366,275

Massachusetts

Educational

Financing

Authority,

Education

Loan

Revenue

Bonds,

Issue

M,

Taxable

Senior

Series

2021B:

1,075

5.000%,

7/01/25,

(AMT)

No

Opt.

Call

AA

1,158,958

1,000

5.000%,

7/01/26,

(AMT)

No

Opt.

Call

AA

1,099,340

1,000

Massachusetts

Educational

Financing

Authority,

Education

Loan

Revenue

Bonds,

Refunding

Series

2019B,

5.000%,

7/01/23,

(AMT)

No

Opt.

Call

AA

1,038,400

7,005

Total

Massachusetts

7,547,043

Michigan

-

1.4%

Allegan

County

Public

School

District,

Michigan,

General

Obligation

Bonds,

School

Building

&

Site

Series

2021I:

785

4.000%,

5/01/23

No

Opt.

Call

AA

804,397

905

4.000%,

5/01/24

No

Opt.

Call

AA

942,558

Michigan

Finance

Authority,

Michigan,

Revenue

Bonds,

Trinity

Health

Credit

Group,

Refunding

Series

2017A-MI:

1,705

5.000%,

12/01/22

No

Opt.

Call

AA-

1,744,812

940

5.000%,

12/01/23

No

Opt.

Call

AA-

987,865

1,715

Michigan

Finance

Authority,

Revenue

Bonds,

Ascension

Senior

Credit

Group,

Refunding

Series

2016E-1,

4.000%,

11/15/44,

(Mandatory

Put

8/15/2024)

No

Opt.

Call

AA+

1,789,825

1,440

Michigan

State

Hospital

Finance

Authority,

Revenue

Bonds,

McLaren

Health

Care

Corporation,

Refunding

Series

2012A,

5.000%,

6/01/24

6/22

at

100.00

AA-

1,453,435

Nuveen

Short

Term

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

254

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Michigan

(continued)

$

1,000

Royal

Oak

Hospital

Finance

Authority,

Michigan,

Hospital

Revenue

Bonds,

William

Beaumont

Hospital

Obligated

Group,

Refunding

Series

2014D,

5.000%,

9/01/23

No

Opt.

Call

A+

$

1,045,300

1,590

Saginaw

City

School

District,

Saginaw

County,

Michigan,

General

Obligation

Bonds,

School

Building

&

Site,

Series

2021,

4.000%,

5/01/23

No

Opt.

Call

AA

1,628,589

10,080

Total

Michigan

10,396,781

Minnesota

-

7.3%

515

Alexandria

Independent

School

District

206,

Douglas

County,

Minnesota,

General

Obligation

Bonds,

Series

2021A,

3.000%,

2/01/26

No

Opt.

Call

A2

525,521

145

Apple

Valley,

Minnesota

Senior

Housing

Revenue

Bonds,

PHS

Apple

Valley

Senior

Housing,

Inc.,

Orchard

Path

Phase

II

Project,

Series

2021,

4.000%,

9/01/25

No

Opt.

Call

N/R

148,911

240

Baytown

Township,

Minnesota

Charter

School

Lease

Revenue

Bonds,

Saint

Croix

Preparatory

Academy,

Refunding

Series

2016A,

3.000%,

8/01/22

No

Opt.

Call

BB+

240,384

Becker

Independent

School

District

726,

Minnesota,

General

Obligation

Bonds,

Refunding

Series

2020A:

735

5.000%,

2/01/23

No

Opt.

Call

Aa2

754,727

560

5.000%,

2/01/24

No

Opt.

Call

Aa2

590,050

690

Becker

Independent

School

District

726,

Minnesota,

General

Obligation

Bonds,

School

Building

Series

2022A,

0.000%,

2/01/26

No

Opt.

Call

N/R

629,183

Becker,

Minnesota,

General

Obligation

Bonds,

Street

Reconstruction,

Series

2021A:

550

4.000%,

2/01/24

No

Opt.

Call

A1

570,609

500

4.000%,

2/01/25

No

Opt.

Call

A1

527,080

750

Belle

Plaine

Independent

School

District

716,

Minnesota,

General

Obligation

Bonds,

Refunding

School

Building

Series

2020A,

4.000%,

2/01/23

No

Opt.

Call

Aa2

764,640

1,175

Belle

Plaine

Independent

School

District

716,

Minnesota,

General

Olibation

Bonds,

School

Building

Series

2012A,

5.000%,

2/01/24

No

Opt.

Call

Aa2

1,240,224

Central

Minnesota

Municipal

Power

Agency,

Revenue

Bonds,

Brookings

-

Southeast

Twin

Cities

Transmission

Project,

Refunding

Series

2021:

265

5.000%,

1/01/25

-

AGM

Insured

No

Opt.

Call

N/R

286,012

270

5.000%,

1/01/26

-

AGM

Insured

No

Opt.

Call

N/R

298,191

210

Chatfield,

Minnesota,

Healthcare

and

Housing

Facilities

Revenue

Bonds,

Chosen

Valley

Care

Center

Project,

Refunding

Series

2019,

4.000%,

9/01/23

No

Opt.

Call

N/R

212,029

1,415

City

of

Red

Wing,

Minnesota,

General

Obligation

Bonds,

Series

2018A,

5.000%,

2/01/23

No

Opt.

Call

Aa2

1,454,875

755

Duluth

Independent

School

District

709,

Minnesota,

Certificates

of

Participation,

Refunding

Full

Term

Series

2019B,

5.000%,

2/01/23

No

Opt.

Call

Aa2

775,581

280

Duluth

Independent

School

District

709,

Minnesota,

Certificates

of

Participation,

Refunding

Full

Term

Series

2019C,

5.000%,

2/01/23

No

Opt.

Call

Aa2

287,633

500

Duluth

Independent

School

District

709,

Minnesota,

Certificates

of

Participation,

Refunding

Series

2016A,

5.000%,

2/01/24

No

Opt.

Call

Aa2

526,645

150

Duluth

Independent

School

District

709,

Minnesota,

Certificates

of

Participation,

Refunding

Series

2021B,

3.000%,

3/01/24

No

Opt.

Call

Ba2

149,583

2,115

Elk

River

Independent

School

District

728,

Minnesota,

General

Obligation

Bonds,

Refunding

School

Building

Series

2016A,

5.000%,

2/01/23

No

Opt.

Call

Aa2

2,176,906

1,130

Forest

Lake,

Minnesota,

Charter

School

Lease

Revenue

Bonds,

Lakes

International

Language

Academy,

Series

2019A,

4.375%,

8/01/29

8/27

at

102.00

BB+

1,202,365

255

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Minnesota

(continued)

$

125

Luverne,

Minnesota,

Electric

Revenue

Bonds,

Series

2022A,

3.000%,

12/01/24

-

AGM

Insured

No

Opt.

Call

N/R

$

127,578

815

Metropolitan

Council

Minneapolis-

Saint

Paul

Metropolitan

Area,

Minnesota,

General

Obligation

Bonds,

Park

Series

2021D,

5.000%,

3/01/25

No

Opt.

Call

AAA

885,595

1,550

Minneapolis

Special

School

District

1,

Hennepin

County,

Minnesota,

General

Obligation

Bonds,

School

Building

Series

2017A,

5.000%,

2/01/23

No

Opt.

Call

AAA

1,594,066

105

Minneapolis,

Minnesota,

Charter

School

Lease

Revenue

Bonds,

Twin

Cities

International

Schools

Project,

Series

2017A,

3.750%,

12/01/22,

144A

No

Opt.

Call

N/R

105,444

500

Minneapolis,

Minnesota,

Charter

School

Lease

Revenue

Bonds,

Yinghua

Academy

Project,

Series

2013A,

6.000%,

7/01/33

7/23

at

100.00

BB+

515,890

1,000

Minneapolis-Saint

Paul

Housing

and

Redevelopment

Authority,

Minnesota,

Health

Care

System

Revenue

Bonds,

Allina

Health

System,

Refunding

Series

2017A,

5.000%,

11/15/24

No

Opt.

Call

AA-

1,075,110

2,500

Minneapolis-Saint

Paul

Metropolitan

Council,

Minnesota,

General

Obligation

Wastewater

Revenue

Bonds,

Series

2020B,

5.000%,

3/01/25

No

Opt.

Call

AAA

2,716,550

1,000

Minneapolis-St.

Paul

Metropolitan

Airports

Commission,

Minnesota,

Airport

Revenue

Bonds,

Refunding

Subordinate

Lien

Series

2014B,

5.000%,

1/01/25,

(AMT)

1/24

at

100.00

A+

1,044,020

435

Minnesota

Higher

Education

Facilities

Authority,

Revenue

Bonds,

Saint

John's

University,

Refunding

Series

2021,

4.000%,

10/01/24

No

Opt.

Call

A2

454,036

640

Minnesota

Housing

Finance

Agency,

Housing

Infrastructure

State

Appropriation

Bonds,

Series

2020A,

4.000%,

8/01/25

No

Opt.

Call

AA+

679,277

200

Minnesota

Housing

Finance

Agency,

Residential

Housing

Finance

Bonds,

Series

2020A,

1.450%,

7/01/24,

(AMT)

No

Opt.

Call

AA+

195,920

Minnesota

Housing

Finance

Agency,

Residential

Housing

Finance

Bonds,

Series

2021C:

380

0.400%,

1/01/23,

(AMT)

No

Opt.

Call

AA+

376,124

285

0.450%,

7/01/23,

(AMT)

No

Opt.

Call

AA+

279,420

2,000

Minnesota

Municipal

Gas

Agency,

Commodity

Supply

Revenue

Bonds,

Series

2022A,

4.000%,

12/01/52,

(Mandatory

Put

12/1/2027)

9/27

at

100.37

N/R

2,134,700

325

Minnesota

Office

of

Higher

Education,

Supplemental

Student

Loan

Program

Revenue

Bonds,

2020

Senior

Series,

5.000%,

11/01/24,

(AMT)

No

Opt.

Call

AA

346,047

Minnesota

Office

of

Higher

Education,

Supplemental

Student

Loan

Program

Revenue

Bonds,

Senior

Series

2018:

500

5.000%,

11/01/22,

(AMT)

No

Opt.

Call

AA

510,265

400

5.000%,

11/01/23,

(AMT)

No

Opt.

Call

AA

416,964

4,695

Minnesota

State,

General

Obligation

Bonds,

Refunding

Various

Purpose

Series

2016D,

5.000%,

8/01/22

No

Opt.

Call

AAA

4,755,800

310

Montrose,

Minnesota,

General

Obligation

Bonds,

Series

2021A,

2.000%,

2/01/25

No

Opt.

Call

AA

309,343

Mountain

Lake,

Minnesota,

General

Obligation

Bonds,

Series

2021A:

190

2.000%,

12/15/23

No

Opt.

Call

N/R

190,230

250

2.000%,

12/15/25

No

Opt.

Call

N/R

248,737

720

North

Oaks,

Minnesota,

Senior

Housing

Revenue

Bonds,

Waverly

Gardens

Project,

Refunding

Series

2016,

4.000%,

10/01/23

No

Opt.

Call

N/R

739,447

1,160

Rocori

Independent

School

District

750,

Stearns

County,

Minnesota,

General

Obligation

Bonds,

Refunding

School

Building

Series

2017A,

5.000%,

2/01/26

No

Opt.

Call

Aa2

1,283,586

Nuveen

Short

Term

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

256

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Minnesota

(continued)

$

2,500

Rosemount

Independent

School

District

196,

Dakota

County,

Minnesota,

General

Obligation

Bonds,

School

Building

Series

2016A,

5.000%,

2/01/23

No

Opt.

Call

AAA

$

2,572,550

860

Roseville

Independent

School

District

623,

Ramsey

County,

Minnesota,

Certificates

of

Participation,

Series

2021A,

5.000%,

4/01/23

No

Opt.

Call

Baa2

885,826

1,035

Roseville

Independent

School

District

623,

Ramsey

County,

Minnesota,

General

Obligation

Bonds,

School

Building

Refunding

Series

2019A,

5.000%,

2/01/24

No

Opt.

Call

N/R

1,094,947

2,470

Saint

Cloud,

Minnesota,

Health

Care

Revenue

Bonds,

CentraCare

Health

System,

Refunding

Series

2014B,

5.000%,

5/01/23

No

Opt.

Call

AA-

2,558,303

Saint

Joseph,

Minnesota,

General

Obligation

Bonds,

Series

2021A:

200

4.000%,

12/15/23

No

Opt.

Call

AA-

207,058

330

4.000%,

12/15/24

No

Opt.

Call

AA-

347,246

250

4.000%,

12/15/25

No

Opt.

Call

AA-

267,337

400

Saint

Paul

Housing

&

Redevelopment

Authority,

Minnesota,

Charter

School

Lease

Revenue

Bonds,

Nova

Classical

Academy,

Refunding

Series

2021A,

2.000%,

9/01/26

9/24

at

102.00

BB+

375,364

200

Saint

Paul

Housing

and

Redevelopment

Authority,

Minnesota,

Senior

Housing

and

Health

Care

Revenue

Bonds,

Episcopal

Church

Homes

Project,

Refunding

Senior

Series

2021A,

1.650%,

11/01/23,

144A

No

Opt.

Call

N/R

194,704

500

Saint

Paul

Park,

Minnesota,

Senior

Housing

and

Health

Care

Revenue

Bonds,

Presbyterian

Homes

Bloomington

Project,

Refunding

Series

2017,

3.000%,

9/01/22

No

Opt.

Call

N/R

500,610

110

Sartell,

Minnesota,

Health

Care

Facilities

Revenue

Bonds,

Country

Manor

Campus

LLC

Project,

Refunding

Series

2017,

3.000%,

9/01/22

No

Opt.

Call

N/R

109,535

3,515

Sauk

Rapids

Independent

School

District

047,

Benton

County,

Minnesota,

General

Obligation

Bonds,

Refunding

School

Building

Series

2015A,

5.000%,

2/01/23

No

Opt.

Call

AAA

3,616,091

Shakopee

Independent

School

District

720,

Scott

County,

Minnesota,

Certificates

of

Participation,

Series

2021B:

550

4.000%,

2/01/25

No

Opt.

Call

N/R

574,387

300

4.000%,

2/01/26

No

Opt.

Call

N/R

316,794

3,685

St.

Paul

Housing

and

Redevelopment

Authority,

Minnesota,

Hospital

Revenue

Bonds,

HealthEast

Inc.,

Series

2015A,

5.000%,

11/15/24,

(ETM)

No

Opt.

Call

N/R

(4)

3,964,986

Wayzata,

Minnesota

Senior

Housing

Revenue

Bonds,

Folkestone

Senior

Living

Community,

Refunding

Series

2019:

350

3.000%,

8/01/22

No

Opt.

Call

N/R

350,196

300

3.000%,

8/01/23

No

Opt.

Call

N/R

300,456

400

3.000%,

8/01/24

No

Opt.

Call

N/R

400,344

400

3.000%,

8/01/25

8/24

at

102.00

N/R

399,108

270

Zumbro

Education

District

6012,

Minnesota,

Certificates

of

Participation

Series

2021A,

4.000%,

2/01/24

No

Opt.

Call

Baa1

278,346

51,660

Total

Minnesota

53,659,486

Mississippi

-

0.1%

1,000

Warren

County,

Mississippi,

Environmental

Improvement

Revenue

Bonds,

International

Paper

Company

Project,

Refunding

Series

2020B,

1.600%,

8/01/27,

(AMT),

(Mandatory

Put

6/16/2025)

No

Opt.

Call

BBB

969,490

Missouri

-

5.3%

515

Arnold

Retail

Corridor

Transportation

Development

District,

Missouri,

Sales

Tax

Revenue

Bonds,

Refunding

Series

2019,

3.000%,

11/01/28

11/24

at

100.00

N/R

502,707

257

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Missouri

(continued)

$

380

Bi-State

Development

Agency,

Missouri,

Bi-State

MetroLink

District,

St

Clair

County

Metrolink

Extension

Project

Bonds,

Refunding

Series

2006,

5.250%,

7/01/25

-

AGM

Insured

No

Opt.

Call

N/R

$

417,856

1,375

Cape

Girardeau

County

Industrial

Development

Authority,

Missouri,

Health

Facilities

Revenue

Bonds,

Saint

Francis

Medical

Center,

Series

2013A,

5.000%,

6/01/23

6/22

at

100.00

AA

1,383,704

Central

Southwest

Missouri

Community

College

District,

Missouri,

Certificates

of

Participation,

Ozarks

Technical

Community

College,

Series

2021:

350

5.000%,

3/01/23

No

Opt.

Call

AA-

360,486

300

5.000%,

3/01/24

No

Opt.

Call

AA-

316,695

250

5.000%,

3/01/25

No

Opt.

Call

AA-

270,180

125

Chesterfield

Valley

Transportation

Development

District,

Missouri,

Transportation

Sales

Tax

Revenue

Bonds,

Series

2015,

3.250%,

5/15/28

5/23

at

100.00

A-

125,610

2,500

Fort

Zumwalt

School

District,

St.

Charles

County,

Missouri,

General

Obligation

Bonds,

Direct

Deposit

Program,

Refunding

Series

2021,

4.000%,

3/01/25

No

Opt.

Call

Aa1

2,643,275

800

Greene

County,

Missouri,

Certificates

of

Participation,

Capital

Projects,

Series

2021A,

4.000%,

3/01/26

No

Opt.

Call

Aa3

853,640

320

Hanley

Road

Corridor

Transportation

Development

District,

Brentwood

and

Maplewood,

Missouri,

Transportation

Sales

Revenue

Bonds,

Refunding

Series

2020,

1.000%,

10/01/27

No

Opt.

Call

A

289,888

755

Jackson

County,

Missouri,

Special

Obligation

Bonds,

Truman

Medical

Center

Project,

Refunding

Series

2021A,

5.000%,

12/01/23

No

Opt.

Call

N/R

793,067

1,015

Jefferson

City

School

District,

Missouri,

General

Obligation

Bonds,

Refunding

Series

2021,

4.000%,

3/01/25

No

Opt.

Call

N/R

1,072,865

Jennings,

Saint

Louis

County,

Missouri,

Certificates

of

Participation,

Series

2021:

200

4.000%,

3/01/23

No

Opt.

Call

A-

203,722

265

4.000%,

3/01/24

No

Opt.

Call

A-

273,501

230

4.000%,

3/01/25

No

Opt.

Call

A-

240,323

650

Joplin

Industrial

Development

Authority,

Missouri,

Health

Facilities

Revenue

Bonds,

Freeman

Health

System,

Series

2015,

5.000%,

2/15/24

No

Opt.

Call

A

683,026

Kansas

City,

Missouri,

General

Obligation

Bonds,

Series

2020A.:

410

5.000%,

2/01/23

No

Opt.

Call

AA

421,517

435

5.000%,

2/01/24

No

Opt.

Call

AA

458,986

400

Kansas

City,

Missouri,

Special

Obligation

Bonds,

Kansas

City

Missouri

Projects,

Series

2021A,

5.000%,

4/01/25

No

Opt.

Call

AA-

433,852

130

Kansas

City,

Missouri,

Special

Obligation

Bonds,

Main

Streetcar

Extension

Project,

Series

2021D,

3.000%,

9/01/25

No

Opt.

Call

AA-

133,515

1,000

Meramec

Valley

School

District

R-3,

Franklin

and

St.

Louis

Counties,

Missouri,

General

Obligation

Bonds,

Series

2020,

4.000%,

3/01/23

No

Opt.

Call

AA+

1,021,710

100

Missouri

Environmental

Improvement

and

Energy

Resources

Authority,

Revenue

Bonds,

Union

Electric

Company

Project,

Refunding

Series

1998A,

2.900%,

9/01/33

7/27

at

102.00

A

99,746

1,000

Missouri

Environmental

Improvement

and

Energy

Resources

Authority,

Revenue

Bonds,

Union

Electric

Company

Project,

Series

1998B,

2.900%,

9/01/33

7/27

at

102.00

A

997,460

600

Missouri

Environmental

Improvement

and

Energy

Resources

Authority,

Water

Facility

Revenue

Bonds,

Jefferson

County

Water

Authority

Project,

Series

2021A,

4.000%,

7/01/23

No

Opt.

Call

A

615,564

Nuveen

Short

Term

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

258

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Missouri

(continued)

$

565

Missouri

Health

and

Education

Facilities

Authority,

Health

Facilities

Revenue

Bonds,

Saint

Luke's

Health

System,

Inc.,

Series

2016,

5.000%,

11/15/22

No

Opt.

Call

A+

$

577,611

Missouri

Health

and

Educational

Facilities

Authority,

Educational

Facilities

Revenue

Bonds,

Southeast

Missouri

State

University,

Refunding

Series

2019:

200

5.000%,

10/01/23

No

Opt.

Call

A

208,710

505

5.000%,

10/01/24

No

Opt.

Call

A

537,886

270

Missouri

Health

and

Educational

Facilities

Authority,

Health

Facilities

Revenue

Bonds,

Bethesda

Health

Group,

Inc.,

Series

2021,

3.000%,

8/01/22

No

Opt.

Call

BBB

271,126

1,000

Missouri

Health

and

Educational

Facilities

Authority,

Health

Facilities

Revenue

Bonds,

BJC

Health

System,

Series

2021A,

4.000%,

7/01/26

No

Opt.

Call

N/R

1,072,698

6,000

Missouri

Health

and

Educational

Facilities

Authority,

Health

Facilities

Revenue

Bonds,

BJC

Health

System,

Series

2021B,

4.000%,

5/01/51,

(Mandatory

Put

5/1/2026)

No

Opt.

Call

AA

6,451,020

Missouri

Health

and

Educational

Facilities

Authority,

Health

Facilities

Revenue

Bonds,

Capital

Region

Medical

Center,

Series

2020:

640

3.000%,

11/01/22

No

Opt.

Call

Baa2

644,000

665

4.000%,

11/01/23

No

Opt.

Call

Baa2

681,306

475

Missouri

Health

and

Educational

Facilities

Authority,

Health

Facilities

Revenue

Bonds,

CoxHealth,

Series

2015A,

5.000%,

11/15/25

No

Opt.

Call

A2

521,132

400

Missouri

Health

and

Educational

Facilities

Authority,

Health

Facilities

Revenue

Bonds,

SSM

Health

Care,

Variable

Rate

Series

2018C,

5.000%,

6/01/36,

(Mandatory

Put

6/1/2023)

12/22

at

100.00

AA-

409,048

250

Missouri

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Lake

Regional

Health

System,

Series

2021,

5.000%,

2/15/26

No

Opt.

Call

BBB+

276,097

260

Missouri

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Lutheran

Senior

Services

Projects,

Series

2016B,

5.000%,

2/01/25

No

Opt.

Call

BBB

277,906

Missouri

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Wright

Memorial

Hospital,

Series

2019:

275

5.000%,

9/01/22

No

Opt.

Call

BBB-

278,489

285

5.000%,

9/01/23

No

Opt.

Call

BBB-

294,998

Missouri

State

University,

Auxiliary

Enterprise

System

Revenue

Bonds,

Series

2019A:

135

5.000%,

10/01/22

No

Opt.

Call

A+

137,421

230

5.000%,

10/01/23

No

Opt.

Call

A+

240,536

225

5.000%,

10/01/24

No

Opt.

Call

A+

241,123

500

Nixa

Public

Schools,

Missouri,

Certificates

of

Participation,

Series

2021,

4.000%,

4/01/24

No

Opt.

Call

A

517,805

1,290

Normandy

Schools

Collaborative

Joint

Executive

Governing

Board,

Saint

Loius

County,

Missouri,

General

Obligation

Bonds,

Series

2021B,

4.000%,

3/01/25

No

Opt.

Call

AA+

1,359,054

Plaza

at

Noah's

Ark

Community

Improvement

District,

Saint

Charles,

Missouri,

Tax

Increment

and

Improvement

District

Revenue

Bonds,

Series

2021:

125

3.000%,

5/01/22

No

Opt.

Call

N/R

125,017

150

3.000%,

5/01/23

No

Opt.

Call

N/R

149,934

275

Rock

Creek

Public

Sewer

District,

Missouri,

Certificates

of

Participation,

Series

2021,

3.000%,

4/01/25

No

Opt.

Call

A+

280,470

259

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Missouri

(continued)

Saint

Louis

County

Industrial

Development

Authority,

Missouri,

Health

Facilities

Revenue

Bonds,

Ranken-Jordan

Project,

Refunding

&

Improvement

Series

2016:

$

725

5.000%,

11/15/24

No

Opt.

Call

N/R

$

764,911

630

5.000%,

11/15/26

11/25

at

100.00

N/R

671,045

5,055

Saint

Louis,

Missouri,

Airport

Revenue

Bonds,

Lambert-St.

Louis

International

Airport,

Refunding

Series

2017A,

5.000%,

7/01/22

-

AGM

Insured

No

Opt.

Call

AA

5,101,961

2,000

Springfield,

Missouri,

Public

Utility

Revenue

Bonds,

Refunding

Series

2015,

3.250%,

8/01/27

8/25

at

100.00

AA+

2,065,020

325

St.

Charles,

Missouri,

Certificates

of

Participation,

Refunding

Series

2020B,

4.000%,

2/01/24

No

Opt.

Call

Aa3

336,053

37,560

Total

Missouri

39,105,272

Montana

-

0.1%

500

Montana

State,

General

Obligation

Bonds,

Series

2020C,

2.000%,

8/01/23

No

Opt.

Call

Aa1

502,430

Nebraska

-

0.8%

Douglas

County

Hospital

Authority

2,

Nebraska,

Health

Facilities

Revenue

Bonds,

Children's

Hospital

Obligated

Group,

Refunding

Series

2020A:

115

5.000%,

11/15/23

No

Opt.

Call

AA-

120,817

125

5.000%,

11/15/24

No

Opt.

Call

AA-

134,190

175

5.000%,

11/15/25

No

Opt.

Call

AA-

192,314

3,635

Douglas

County

Hospital

Authority

2,

Nebraska,

Health

Facilities

Revenue

Bonds,

Children's

Hospital

Obligated

Group,

Series

2020B,

5.000%,

11/15/53,

(Mandatory

Put

11/15/2025)

8/25

at

100.00

AA-

3,969,238

1,555

Madison

County

Hospital

Authority

1,

Nebraska,

Hospital

Revenue

Bonds,

Faith

Regional

Health

Services

Project,

Refunding

Series

2017A,

5.000%,

7/01/22

No

Opt.

Call

BBB

1,568,871

5,605

Total

Nebraska

5,985,430

Nevada

-

1.1%

775

Clark

County,

Nevada,

Airport

Revenue

Bonds,

Junior

Subordinate

Lien

Notes

Series

2021B,

5.000%,

7/01/23,

(AMT)

No

Opt.

Call

A1

803,791

5,000

Clark

County,

Nevada,

Passenger

Facility

Charge

Revenue

Bonds,

Las

Vegas-McCarran

International

Airport,

Refunding

Series

2019E,

5.000%,

7/01/24

No

Opt.

Call

Aa3

5,320,300

1,390

Clark

County,

Nevada,

Pollution

Control

Revenue

Bonds,

Nevada

Power

Company

Project,

Refunding

Series

2017,

1.650%,

1/01/36,

(Mandatory

Put

3/31/2023)

No

Opt.

Call

A+

1,388,402

Las

Vegas,

Nevada,

Local

Improvement

Bonds,

Special

Improvement

District

816

Summerlin

Village

22,

Series

2021:

300

2.000%,

6/01/23

No

Opt.

Call

N/R

298,068

365

2.000%,

6/01/25

No

Opt.

Call

N/R

353,798

7,830

Total

Nevada

8,164,359

New

Hampshire

-

0.1%

National

Finance

Authority,

New

Hampshire,

Hospital

Facilities

Revenue

Bonds,

Saint

Elizabeth

Medical

Center,

Inc.,

Series

2021A:

300

5.000%,

5/01/23

No

Opt.

Call

N/R

310,464

400

5.000%,

5/01/24

No

Opt.

Call

N/R

424,528

700

Total

New

Hampshire

734,992

Nuveen

Short

Term

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

260

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

New

Jersey

-

5.0%

$

7,000

New

Jersey

Economic

Development

Authority,

Revenue

Bonds,

Motor

Vehicle

Surcharge,

Refunding

Subordinate

Series

2017A,

5.000%,

7/01/23

-

BAM

Insured

No

Opt.

Call

AA

$

7,275,870

200

New

Jersey

Economic

Development

Authority,

School

Facilities

Construction

Bonds,

Social

Series

2021QQQ,

5.000%,

6/15/22

No

Opt.

Call

Baa1

201,430

1,260

New

Jersey

Health

Care

Facilities

Financing

Authority,

Revenue

Bonds,

RWJ

Barnabas

Health

Obligated

Group,

Term

Series

2019B-1,

5.000%,

7/01/43,

(Mandatory

Put

7/1/2024)

4/24

at

100.87

AA-

1,339,002

6,500

New

Jersey

Higher

Education

Student

Assistance

Authority,

Student

Loan

Revenue

Bonds,

Refunding

Senior

Series

2018B,

5.000%,

12/01/22,

(AMT)

No

Opt.

Call

Aaa

6,649,630

6,115

New

Jersey

State,

General

Obligation

Bonds,

Covid-19

Emergency

Series

2020A,

5.000%,

6/01/25

No

Opt.

Call

A3

6,625,969

5,000

New

Jersey

State,

General

Obligation

Bonds,

Various

Purpose

Series

2021,

2.000%,

6/01/25

No

Opt.

Call

A3

4,927,250

New

Jersey

Transportation

Trust

Fund

Authority,

Federal

Highway

Reimbursement

Revenue

Notes,

Series

2018A:

1,335

5.000%,

6/15/22

No

Opt.

Call

A+

1,345,240

3,000

5.000%,

6/15/23

No

Opt.

Call

A+

3,113,340

1,000

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

System

Bonds,

Series

2019A,

5.000%,

12/15/24

No

Opt.

Call

Baa1

1,068,480

2,210

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

System

Bonds,

Series

2021A,

5.000%,

6/15/25

No

Opt.

Call

Baa1

2,384,347

1,685

Tobacco

Settlement

Financing

Corporation,

New

Jersey,

Tobacco

Settlement

Asset-Backed

Bonds,

Series

2018A,

5.000%,

6/01/23

No

Opt.

Call

A

1,738,482

35,305

Total

New

Jersey

36,669,040

New

Mexico

-

1.5%

1,165

Albuquerque

Municipal

School

District

12,

Bernalillo

and

Sandoval

Counties,

New

Mexico,

General

Obligation

Bonds,

Refunding

Series

2021B,

5.000%,

8/01/24

No

Opt.

Call

AA

1,246,038

5,440

Farmington,

New

Mexico,

Pollution

Control

Revenue

Bonds,

Public

Service

Company

of

New

Mexico

San

Juan

Project,

Refunding

Series

2010E,

1.150%,

6/01/40,

(Mandatory

Put

6/1/2024)

No

Opt.

Call

BBB

5,287,190

2,500

New

Mexico

Hospital

Equipment

Loan

Council,

Hospital

Revenue

Bonds,

Presbyterian

Healthcare

Services,

Series

2019B,

5.000%,

8/01/49,

(Mandatory

Put

8/1/2025)

5/25

at

100.87

AA

2,729,950

2,110

Santa

Fe

County,

New

Mexico,

Gross

Receipts

Tax

Revenue

Bonds,

Capital

Outlay

Series

2017,

5.000%,

6/01/22

No

Opt.

Call

AA+

2,123,757

11,215

Total

New

Mexico

11,386,935

New

York

-

1.4%

Monroe

County

Industrial

Development

Corporation,

New

York,

Revenue

Bonds,

Rochester

Regional

Health

Project,

Series

2020A:

400

5.000%,

12/01/22

No

Opt.

Call

BBB+

409,076

500

5.000%,

12/01/23

No

Opt.

Call

BBB+

524,455

600

5.000%,

12/01/24

No

Opt.

Call

BBB+

640,296

1,375

Nassau

Health

Care

Corporation,

New

York,

County

Guaranteed

Revenue

Bonds,

Series

2009,

5.000%,

8/01/24

No

Opt.

Call

A+

1,460,951

2,475

New

York

City,

New

York,

General

Obligation

Bonds,

Fiscal

2021

Series

A-1,

5.000%,

8/01/24

No

Opt.

Call

AA

2,647,161

261

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

New

York

(continued)

$

3,000

New

York

State

Energy

Research

and

Development

Authority,

Pollution

Control

Revenue

Bonds,

New

York

State

Electric

&

Gas

Corporation,

Series

2004C,

2.625%,

4/01/34,

(Mandatory

Put

7/3/2023)

No

Opt.

Call

A-

$

3,018,240

1,210

Port

Authority

of

New

York

and

New

Jersey,

Consolidated

Revenue

Bonds,

One

Hundred

Eighty-Fifth

Series

2014,

5.000%,

9/01/23,

(AMT)

No

Opt.

Call

Aa3

1,261,704

9,560

Total

New

York

9,961,883

North

Carolina

-

1.4%

4,000

Charlotte-Mecklenburg

Hospital

Authority,

North

Carolina,

Health

Care

Revenue

Bonds,

DBA

Carolinas

HealthCare

System,

Variable

Rate

Demand

Series

2021B,

5.000%,

1/15/50,

(Mandatory

Put

12/2/2024)

No

Opt.

Call

AA-

4,289,240

1,745

North

Carolina

Central

University,

General

Revenue

Bonds,

Refunding

Series

2016,

5.000%,

10/01/23

No

Opt.

Call

A3

1,817,069

250

North

Carolina

Medial

Care

Commission,

Health

Care

Facilities

Revenue

Bonds,

Rex

Healthcare,

Series

2020A,

5.000%,

7/01/24

No

Opt.

Call

AA-

266,412

2,990

North

Carolina

Turnpike

Authority,

Triangle

Expressway

System

Revenue

Bonds,

Bond

Anticipation

Bond

Senior

Lien

Series

2020,

5.000%,

2/01/24

No

Opt.

Call

BBB

3,142,729

500

University

of

North

Carolina,

Charlotte,

General

Revenue

Bonds,

Refunding

Series

2017A,

5.000%,

10/01/24

No

Opt.

Call

Aa3

536,460

9,485

Total

North

Carolina

10,051,910

North

Dakota

-

0.6%

895

Cass

County

Joint

Water

Reserve

District,

North

Dakota,

Temporary

Improvement  Special

Assessment

Bonds,

Refunding

Series

2021A,

0.480%,

5/01/24

11/22

at

100.00

Aa3

856,023

Grand

Forks,

North

Dakota,

Health

Care

System

Revenue

Bonds,

Altru

Health

System

Obligated

Group,

Series

2021:

275

5.000%,

12/01/23

No

Opt.

Call

Baa2

288,865

215

5.000%,

12/01/25

No

Opt.

Call

Baa2

234,294

1,245

Grand

Forks,

North

Dakota,

Senior

Housing

and

Nursing

Facilities

Revenue

Bonds,

Valley

Homes

Obligated

Group,

Series

2016A,

5.000%,

12/01/22

No

Opt.

Call

N/R

1,253,902

280

West

Fargo

Public

School

District

6,

Cass

County,

North

Dakota,

General

Obligation

Bonds,

Special

Assessment

Prepayment

Series

2020C,

4.000%,

8/01/26

No

Opt.

Call

Aa2

302,851

West

Fargo,

North

Dakota,

General

Obligation

Bonds,

Refunding

Improvement

Series

2020A:

750

2.000%,

5/01/24

No

Opt.

Call

A1

749,857

500

4.000%,

5/01/25

No

Opt.

Call

A1

527,820

500

4.000%,

5/01/26

No

Opt.

Call

A1

535,760

4,660

Total

North

Dakota

4,749,372

Ohio

-

2.8%

845

Butler

County,

Ohio,  Hospital

Facilities

Revenue

Bonds,

UC

Health,

Refunding

Series

2017,

4.000%,

11/15/22

No

Opt.

Call

A

858,190

1,205

Celina

City

School

District,

Mercer

County,

Ohio,

General

Obligation

Bonds,

School

Improvement

Series

2021,

0.000%,

12/01/24

-

BAM

Insured

No

Opt.

Call

N/R

1,107,684

Cleveland,

Ohio,

Airport

System

Revenue

Bonds,

Series

2018A:

1,500

5.000%,

1/01/25,

(AMT)

No

Opt.

Call

N/R

1,597,410

2,000

5.000%,

1/01/26,

(AMT)

No

Opt.

Call

N/R

2,168,980

Nuveen

Short

Term

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

262

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Ohio

(continued)

Cleveland-Cuyahoga

County

Port

Authroity,

Ohio,

Cultural

Facility

Revenue

Bonds,

The

Cleveland

Museum

of

Natural

History

Project,

Series

2021:

$

150

5.000%,

7/01/25

No

Opt.

Call

A3

$

162,789

125

5.000%,

7/01/26

No

Opt.

Call

A3

138,267

750

Cuyahoga

Falls

City

School

District,

Summit

County,

Ohio,

General

Obligation

Bonds,

School

Improvement

Series

2021,

3.000%,

12/01/24

-

BAM

Insured

No

Opt.

Call

AA

770,168

1,335

Hamilton

County,

Ohio,

General

Obligation

Bonds,

Parking

Facilities,

Limited

Tax

Series

2021A,

5.000%,

12/01/25

No

Opt.

Call

Aa2

1,478,513

600

Miami

University

of

Ohio,

General

Receipts

Revenue

Bonds,

Refunding

Series

2021A,

5.000%,

9/01/24

No

Opt.

Call

AA

643,860

Montgomery

County,

Ohio,

Hospital

Facilities

Revenue

Bonds,

Kettering

Health

Network

Obligated

Group

Project,

Refunding

&

Improvement  Series

2021:

375

5.000%,

8/01/24

No

Opt.

Call

A+

399,937

700

5.000%,

8/01/25

No

Opt.

Call

A+

764,148

1,250

5.000%,

8/01/26

No

Opt.

Call

A+

1,394,188

685

Ohio

Air

Quality

Development

Authority,

Ohio,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Generation

Project,

Refunding

Series

2006A,

3.750%,

12/01/23

(5)

No

Opt.

Call

N/R

856

1,710

Ohio

Air

Quality

Development

Authority,

Ohio,

Revenue

Bonds,

American

Electric

Power

Company

Project,

Refunding

Series

2005A,

2.100%,

1/01/29,

(AMT),

(Mandatory

Put

10/1/2024)

No

Opt.

Call

BBB+

1,693,738

800

Ohio

State,

Capital

Facilities

Lease-Appropriation

Bonds,

Administrative

Building

Fund

Projects,

Series

2021A,

5.000%,

4/01/25

No

Opt.

Call

AA

868,920

5,665

Ohio

State,

Hospital

Revenue

Bonds,

University

Hospitals

Health

System,

Inc.,

Series

2018D,

5.000%,

1/15/39,

(Mandatory

Put

9/15/2023)

No

Opt.

Call

A

5,917,772

360

Ohio

State,

Hospital

Revenue

Bonds,

University

Hospitals

Health

System,

Inc.,

Variable

Rate

Series

2020B,

5.000%,

1/15/50,

(Mandatory

Put

1/15/2025)

1/25

at

100.00

A

387,695

500

Warren

County,

Ohio,

Healthcare

Facilities

Revenue

Bonds,

Otterbein

Homes

Obligated

Group,

Refunding

Series

2013A,

4.000%,

7/01/22

No

Opt.

Call

A

503,255

20,555

Total

Ohio

20,856,370

Oklahoma

-

0.5%

350

Canadian

County

Educational

Facilities

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Mustang

Public

Schools

Project,

Refunding

Series

2021,

3.000%,

9/01/22

No

Opt.

Call

AA-

352,699

1,065

Cleveland

County

Educational

Facilities

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Norman

Public

Schools

Project,

Series

2019.,

5.000%,

6/01/24

No

Opt.

Call

A+

1,134,129

1,425

Nichols

Hills,

Oklahoma,

General

Obligation

Bonds,

Refunding

Series

2021,

4.000%,

7/01/24

No

Opt.

Call

AA+

1,489,709

425

Oklahoma

Development

Finance

Authority,

Health

System

Revenue

Bonds,

OU

Medicine

Project,

Series

2018B,

5.000%,

8/15/22

No

Opt.

Call

Baa3

430,342

3,265

Total

Oklahoma

3,406,879

Oregon

-

0.6%

1,200

Gilliam

County,

Oregon,

Solid

Waste

Disposal

Revenue

Bonds,

Waste

Management

Inc.

Project,

Series

2003A,

2.400%,

7/01/38,

(AMT),

(Mandatory

Put

5/2/2022)

No

Opt.

Call

A-

1,200,312

263

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Oregon

(continued)

Marion

and

Polk

Counties

School

District

24J,

Salem-

Kreizer,

Oregon,

General

Obligation

Bonds,

Convertible

Deferred

Interest

Series

2020B:

$

300

5.000%,

6/15/23

No

Opt.

Call

AA+

$

311,991

500

5.000%,

6/15/24

No

Opt.

Call

AA+

533,555

350

5.000%,

6/15/26

No

Opt.

Call

AA+

392,616

450

Oregon

Facilities

Authority,

Revenue

Bonds,

Samaritan

Health

Services

Project,

Refunding

Series

2020A,

5.000%,

10/01/24

No

Opt.

Call

BBB+

481,001

300

Oregon

Facilities

Authority,

Revenue

Bonds,

Samaritan

Health

Services,

Refunding

Series

2016A,

5.000%,

10/01/25

No

Opt.

Call

BBB+

328,026

1,000

Salem

Hospital

Facility

Authority,

Oregon,

Revenue

Bonds,

Salem

Health

Projects,

Series

2019A,

4.000%,

5/15/22

No

Opt.

Call

AA-

1,003,480

4,100

Total

Oregon

4,250,981

Pennsylvania

-

2.4%

1,000

Allegheny

County

Hospital

Development

Authority,

Pennsylvania,

Revenue

Bonds,

Allegheny

Health

Network

Obligated

Group

Issue,

Series

2018A,

5.000%,

4/01/22

No

Opt.

Call

A

1,000,000

1,000

Commonwealth

Financing

Authority,

Pennsylvania,

State

Appropriation

Lease

Bonds,

Master

Settlement,

Series

2018,

5.000%,

6/01/22

No

Opt.

Call

A1

1,005,870

1,625

Geisinger

Authority,

Montour

County,

Pennsylvania,

Health

System

Revenue

Bonds,

Geisinger

Health

System,

Series

2020B,

5.000%,

4/01/43,

(Mandatory

Put

2/15/2027)

8/26

at

100.00

AA-

1,816,068

835

Hollidaysburg

Area

School

District,

Blair

County,

Pennsylvania,

General

Obligation

Bonds,

Series

2021,

4.000%,

3/15/25

No

Opt.

Call

Aa3

882,186

Northern

York

County

School

District,

Pennsylvania,

General

Obligation

Bonds,

Notes

Series

2021A:

1,125

4.000%,

11/15/23

No

Opt.

Call

AA-

1,163,183

1,135

4.000%,

11/15/25

No

Opt.

Call

AA-

1,206,414

305

Pennsylvania

Economic

Development

Financing

Authority,

Solid

Waste

Disposal

Revenue

Bonds,

Waste

Management

Inc.,

Project,

Series

2011,

2.150%,

7/01/41,

(AMT),

(Mandatory

Put

7/1/2024)

No

Opt.

Call

A-

302,221

465

Pennsylvania

State

University,

Revenue

Bonds,

Series

2020E,

5.000%,

3/01/24

No

Opt.

Call

Aa1

492,677

400

Philadelphia,

Pennsylvania,

Airport

Revenue

Bonds,

Refunding

Series

2017A,

5.000%,

7/01/22

No

Opt.

Call

A2

403,616

1,750

Philadelphia,

Pennsylvania,

Airport

Revenue

Bonds,

Refunding

Series

2021,

5.000%,

7/01/25,

(AMT)

No

Opt.

Call

A2

1,882,142

Pittsburgh

Water

and

Sewer

Authority,

Pennsylvania,

Water

and

Sewer

System

Revenue

Bonds,

First

Lien

Series

2020B:

550

4.000%,

9/01/23

-

AGM

Insured

No

Opt.

Call

AA

567,374

300

4.000%,

9/01/24

-

AGM

Insured

No

Opt.

Call

AA

313,167

6,000

University

of

Pittsburgh

of

the

Commonwealth

System

of

Higher

Education,

Pennsylvania,

Pitt

Asset

Notes,

Series

2021,

4.000%,

4/15/26

2/26

at

100.00

AA+

6,416,640

16,490

Total

Pennsylvania

17,451,558

Nuveen

Short

Term

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

264

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Puerto

Rico

-

0.5%

$

3,736

Puerto

Rico,

General

Obligation

Bonds,

Restructured

Series

2022A-1,

5.375%,

7/01/25

No

Opt.

Call

N/R

$

3,945,141

Rhode

Island

-

0.0%

330

Cranston,

Rhode

Island,

General

Obligation

Bonds,

Anticipation

Notes

Series

2021-1,

1.000%,

8/23/22

No

Opt.

Call

N/R

329,578

South

Carolina

-

1.3%

2,215

Richland

County,

South

Carolina,

Environmental

Improvement

Revenue

Bonds,

International

Paper

Company

Project,

Refunding

Series

2014A,

3.875%,

4/01/23,

(AMT)

No

Opt.

Call

BBB

2,258,237

875

Rock

Hill,

South

Carolina,

Combined

Utility

System

Revenue

Bonds,

Series

2016,

5.000%,

1/01/27

1/26

at

100.00

A

964,819

3,285

South

Carolina

Jobs-Economic

Development

Authority,

Hospital

Revenue

Bonds,

Bon

Secours

Mercy

Health,

Inc,

Series

2020B,

5.000%,

12/01/48,

(Mandatory

Put

10/1/2025)

No

Opt.

Call

AA-

3,606,995

2,980

South

Carolina

State

Ports

Authority,

Revenue

Bonds,

Series

2018,

5.000%,

7/01/22,

(AMT)

No

Opt.

Call

A+

3,006,641

9,355

Total

South

Carolina

9,836,692

South

Dakota

-

0.4%

295

Sioux

Falls,

South

Dakota,

Health

Facilities

Revenue

Bonds,

Dow

Rummel

Village

Project,

Series

2017,

3.100%,

11/01/22

No

Opt.

Call

BB

295,147

250

South

Dakota

Health

and

Educational

Facilities

Authority

Revenue

Bonds,

Westhills

Village

Retirement

Community,

Series

2021,

3.000%,

9/01/22

No

Opt.

Call

A+

251,458

1,940

South

Dakota

Health

and

Educational

Facilities

Authority,

Reveune

Bonds,

Avera

Health,

Series

2019A,

5.000%,

7/01/33,

(Mandatory

Put

7/1/2024)

4/24

at

100.00

AA-

2,049,028

2,485

Total

South

Dakota

2,595,633

Tennessee

-

1.5%

100

Chattanooga

Health,

Educational

and

Housing

Facility

Board,

Tennessee,

Revenue

Bonds,

CommonSpirit

Health,

Series

2019A-1,

5.000%,

8/01/28

No

Opt.

Call

BBB+

114,218

1,310

Knox

County

Health,

Educational

and

Housing

Facility

Board,

Tennessee,

Hospital

Revenue

Bonds,

Covenant

Health,

Refunding

Series

2012A,

5.000%,

1/01/24

1/23

at

100.00

A+

1,339,645

4,755

Tennergy

Corporation,

Tennessee,

Gas

Revenue

Bonds,

Series

2019A,

5.000%,

2/01/50,

(Mandatory

Put

10/1/2024)

7/24

at

100.58

Aa2

5,059,558

3,500

Tennergy

Corporation,

Tennessee,

Gas

Revenue

Bonds,

Series

2021A,

4.000%,

12/01/51,

(Mandatory

Put

9/1/2028)

6/28

at

100.68

A1

3,713,150

The

Tennessee

Energy

Acquisition

Corporation,

Gas

Revenue

Bonds,

Commodity

Project,  Series

2021A:

250

5.000%,

11/01/22

No

Opt.

Call

A2

254,553

250

5.000%,

11/01/23

No

Opt.

Call

A2

260,325

250

5.000%,

11/01/24

No

Opt.

Call

A2

265,545

275

5.000%,

11/01/25

No

Opt.

Call

A2

297,503

10,690

Total

Tennessee

11,304,497

Texas

-

11.0%

5,000

Austin,

Texas,

Airport

System

Revenue

Bonds,

Refunding

Series

2019,

5.000%,

11/15/23,

(AMT)

No

Opt.

Call

A1

5,232,500

1,000

Austin,

Texas,

Airport

System

Revenue

Bonds,

Series

2019B,

5.000%,

11/15/22,

(AMT)

No

Opt.

Call

A1

1,020,760

265

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Texas

(continued)

Brazos

Higher

Education

Authority

Inc.,

Texas,

Student

Loan

Program

Revenue

Bonds,

Senior

Series

2020-1A:

$

1,175

5.000%,

4/01/23,

(AMT)

No

Opt.

Call

AA

$

1,206,408

775

5.000%,

4/01/24,

(AMT)

No

Opt.

Call

AA

809,743

500

5.000%,

4/01/25,

(AMT)

No

Opt.

Call

AA

530,060

1,540

Central

Texas

Regional

Mobility

Authority,

Revenue

Bonds,

Anticipation

Notes

Subordinate

Lien

Series

2020F,

5.000%,

1/01/25

7/24

at

100.00

BBB+

1,621,913

1,910

Dallas

Area

Rapid

Transit,

Texas,

Sales

Tax

Revenue

Bonds,

Refunding

Senior

Lien

Series

2019,

5.000%,

12/01/25

No

Opt.

Call

AA+

2,110,340

1,000

Dallas-Fort

Worth

International

Airport,

Texas,

Joint

Revenue

Bonds,

Refunding

Series

2013E,

5.000%,

11/01/22,

(AMT)

No

Opt.

Call

A1

1,019,660

2,000

Dallas-Fort

Worth

International

Airport,

Texas,

Joint

Revenue

Bonds,

Refunding

Series

2014D,

5.000%,

11/01/22,

(AMT)

No

Opt.

Call

A+

2,039,320

2,500

Dallas-Fort

Worth

International

Airport,

Texas,

Joint

Revenue

Bonds,

Refunding

Series

2020A,

5.000%,

11/01/24

No

Opt.

Call

A1

2,678,075

2,030

El

Paso,

Texas,

Airport

Revenue

Bonds,

El

Paso

International

Airport

Series

2018,

5.000%,

8/15/23,

(AMT)

No

Opt.

Call

A

2,111,829

4,550

Fort

Worth

Independent

School

District,

Tarrant

County,

Texas,

General

Obligation

Bonds,

Refunding

School

Building

Series

2015,

5.000%,

2/15/23

No

Opt.

Call

AAA

4,687,819

735

Friendswood,

Galveston

and

Harris

Counties,

Texas,

General

Obligation

Bonds,

Refunding

&

Improvement

Series

2021,

4.000%,

3/01/25

No

Opt.

Call

AA+

775,837

5,000

Grand

Parkway

Transportation

Corporation,

Texas,

System

Toll

Revenue

Bonds,

Bond

Anticipation

Note

Series

2014A,

5.000%,

2/01/23

No

Opt.

Call

A+

5,136,700

4,170

Harris

County

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Hospital

Revenue

Bonds,

Memorial

Hermann

Health

System,

Refunding

Series

2020C-2,

5.000%,

6/01/32,

(Mandatory

Put

12/1/2024)

9/24

at

101.10

A+

4,469,031

8,000

Harris

County

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Hospital

Revenue

Bonds,

Memorial

Hermann

Health

System,

Refunding

Series

2020C-3,

5.000%,

6/01/32,

(Mandatory

Put

12/1/2026)

9/26

at

101.02

A+

8,905,360

3,595

Harris

County

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Hospital

Revenue

Bonds,

Memorial

Hermann

Health

System,

Series

2019B-1,

5.000%,

7/01/49,

(Mandatory

Put

12/1/2022)

9/22

at

100.88

A+

3,681,747

1,700

Houston,

Texas,

Airport

System

Revenue

Bonds,

Refunding

&

Subordinate

Lien

Series

2018A,

5.000%,

7/01/22,

(AMT)

No

Opt.

Call

A1

1,715,164

4,210

Houston,

Texas,

Airport

System

Revenue

Bonds,

Refunding

&

Subordinate

Lien

Series

2018C,

5.000%,

7/01/23,

(AMT)

No

Opt.

Call

AA

4,366,401

5,000

Humble

Independent

School

District,

Harris

County,

Texas,

General

Obligation

Bonds,

Refunding

School

Building

Series

2015A,

5.250%,

2/15/23

No

Opt.

Call

AAA

5,162,550

850

Hunt

Memorial

Hospital

District,

Hunt

County,

Texas,

General

Obligation

Bonds,

Refunding

&

Improvment

Series

2020,

5.000%,

2/15/26

No

Opt.

Call

A2

920,652

400

Lake

Houston

Redevelopment

Authority,

Texas,

Tax

Increment

Contract

Revenue

Bonds,

Series

2021,

5.000%,

9/01/25

No

Opt.

Call

BBB-

429,048

1,235

Laredo

Independent

School

District,

Webb

County,

Texas,

General

Obligation

Bonds,

Refunding

Series

2021,

4.000%,

8/01/25

No

Opt.

Call

AAA

1,314,065

Leander,

Texas,

General

Obligation

Bonds,

Refunding

Series

2020:

500

5.000%,

8/15/23

No

Opt.

Call

AA

521,675

525

5.000%,

8/15/25

No

Opt.

Call

AA

575,248

Nuveen

Short

Term

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

266

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Texas

(continued)

$

1,000

Lower

Colorado

River

Authority,

Texas,

Transmission

Contract

Revenue

Bonds,

LCRA

Transmission

Services

Corporation

Project,

Refunding

Series

2020,

5.000%,

5/15/25

No

Opt.

Call

A+

$

1,088,140

850

Lubbock

Water

and

Wastewater

System,

Texas,

Revenue

Bonds,

Refunding

Series

2020B,

5.000%,

2/15/25

No

Opt.

Call

AA-

921,850

640

Lumberton

Independent

School

District,

Hardin

County,

Texas,

General

Obligation

Bonds,

School

Building

Series

2021,

4.000%,

2/15/24

No

Opt.

Call

Aaa

664,832

450

Matagorda

County

Navigation

District

1,

Texas,

Pollution

Control

Revenue

Bonds,

Central

Power

&

Light

Company

Project,

Refunding

Series

1996,

0.900%,

5/01/30,

(AMT),

(Mandatory

Put

9/1/2023)

No

Opt.

Call

A-

442,733

1,130

North

Harris

County

Regional

Water

Authority,

Texas,

Water

Revenue

Bonds,

Refunding

Senior

Lien

Series

2014,

5.000%,

12/15/24

No

Opt.

Call

AA-

1,220,739

2,805

North

Harris

County

Regional

Water

Authority,

Texas,

Water

Revenue

Bonds,

Refunding

Senior

Lien

Series

2016,

4.000%,

12/15/24

No

Opt.

Call

AA-

2,956,891

Port

Arthur,

Texas,

Combination

Tax

and

Revenue

Certificates

of

Obligation,

Series

2021:

565

5.000%,

2/15/23

-

BAM

Insured

No

Opt.

Call

AA

581,419

250

5.000%,

2/15/24

-

BAM

Insured

No

Opt.

Call

AA

263,830

315

Port

Beaumont

Navigation

District,

Jefferson

County,

Texas,

Dock

and

Wharf

Facility

Revenue

Bonds,

Jefferson

Gulf

Coast

Energy

Project,

Series

2021A,

1.875%,

1/01/26,

(AMT),

144A

7/23

at

103.00

N/R

300,705

Texas

Municipal

Gas

Acquisition

and

Supply

Corporation

III,

Gas

Supply

Revenue

Bonds,

Refunding

Series

2021:

1,500

5.000%,

12/15/24

No

Opt.

Call

A3

1,582,725

4,500

5.000%,

12/15/25

No

Opt.

Call

A3

4,813,785

1,000

Tomball

Independent

School

District,

Harris

and

Montgomery

Counties,

Texas,

General

Obligation

Bonds,

Building

Series

2020,

5.000%,

2/15/25

No

Opt.

Call

AAA

1,085,400

1,000

Upper

Trinity

Regional

Water

District,

Texas,

Regional

Treated

Water

Supply

System

Revenue

Bonds,

Refunding

Series

2020,

4.000%,

8/01/24

No

Opt.

Call

A+

1,042,750

Wise

County,

Texas,

Lease

Revenue

Bonds,

Parker

County

Junior

College

District,

Refunding

Series

2021:

350

5.000%,

8/15/23

No

Opt.

Call

N/R

365,351

465

5.000%,

8/15/24

No

Opt.

Call

N/R

497,820

76,720

Total

Texas

80,870,875

Utah

-

1.4%

6,000

Salt

Lake

City,

Utah,

Airport

Revenue

Bonds,

International

Airport

Series

2018A,

5.000%,

7/01/23,

(AMT)

No

Opt.

Call

A

6,215,340

Utah

Charter

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Utah

Charter

Academies

Project,

Series

2018:

335

4.000%,

10/15/22

No

Opt.

Call

AA

339,519

350

4.000%,

10/15/23

No

Opt.

Call

AA

360,756

1,120

Utah

County,

Utah,

Hospital

Revenue

Bonds,

IHC

Health

Services

Inc.,

Series

2020B-1,

5.000%,

5/15/60,

(Mandatory

Put

8/1/2024)

2/24

at

102.15

AA+

1,196,328

1,555

Utah

County,

Utah,

Hospital

Revenue

Bonds,

IHC

Health

Services

Inc.,

Series

2020B-2,

5.000%,

5/15/60,

(Mandatory

Put

8/1/2026)

2/26

at

102.03

AA+

1,732,332

500

Utah

Infrastructure

Agency,

Telecommunications

Revenue

Bonds,

Series

2021,

3.000%,

10/15/23

No

Opt.

Call

BBB-

505,445

9,860

Total

Utah

10,349,720

267

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Virginia

-

1.0%

$

850

Arlington

County

Industrial

Development

Authority,

Virginia,

Hospital

Facility

Revenue

Bonds,

Virginia

Hospital

Center,

Series

2020,

5.000%,

7/01/24

No

Opt.

Call

AA-

$

906,763

1,500

Charles

City

County

Industrial

Development

Authority,

Virginia,

Solid

Waste

Disposal

Facility

Revenue

Bonds,

Waste

Management,

Inc.,

Series

2003,

2.400%,

8/01/27,

(AMT),

(Mandatory

Put

5/2/2022)

No

Opt.

Call

A-

1,500,360

1,755

Chesapeake

Bay

Bridge

and

Tunnel

District,

Virginia,

General

Resolution

Revenue

Bonds,

First

Tier

Bond

Anticipation

Notes

Series

2019,

5.000%,

11/01/23

No

Opt.

Call

BBB

1,833,606

1,250

Gloucester

County

Industrial

Development

Authority,

Virginia,

Solid

Waste

Disposal

Revenue

Bonds,

Waste

Management

Disposal

Services

of

Virginia,

Inc

Project,

Variable

Rate

Series

2003A,

2.400%,

9/01/38,

(AMT),

(Mandatory

Put

5/2/2022)

No

Opt.

Call

A-

1,250,300

1,470

Sussex

County

Industrial

Development

Authority,

Virginia,

Solid

Waste

Disposal

Revenue

Bonds,

Atlantic

Waste

Disposal,

Inc

Project,

Variable

Rate

Series

2003A,

2.400%,

6/01/28,

(AMT),

(Mandatory

Put

5/2/2022)

No

Opt.

Call

A-

1,470,353

690

Wise

County

Industrial

Development

Authority,

Virginia,

Solid

Waste

and

Sewage

Disposal

Revenue

Bonds,

Virginia

Electric

and

Power

Company,

Series

2010A,

1.200%,

11/01/40,

(Mandatory

Put

5/31/2024)

No

Opt.

Call

A2

675,041

7,515

Total

Virginia

7,636,423

Washington

-

2.2%

1,500

Chelan

County

Public

Utility

District

1,

Washington,

Consolidated

System

Revenue

Bonds,

Refunding

Series

2020A,

5.000%,

7/01/23

No

Opt.

Call

AA+

1,562,325

1,370

King

County

School

District

414

Lake

Washington,

Washington,

General

Obligation

Bonds,

Refunding

Series

2020,

4.000%,

12/01/25

No

Opt.

Call

Aaa

1,469,119

1,955

King

County,

Washington,

Sewer

Revenue

Bonds,

Refunding

Junior

Lien

Series

2020A,

0.625%,

1/01/32,

(Mandatory

Put

1/1/2024)

7/23

at

100.00

AA

1,907,318

Port

of

Seattle,

Washington,

Revenue

Bonds,

Intermediate

Lien

Series

2015C:

1,000

5.000%,

4/01/22,

(AMT)

No

Opt.

Call

AA-

1,000,000

3,360

5.000%,

4/01/24,

(AMT)

No

Opt.

Call

AA-

3,552,226

2,000

Port

of

Seattle,

Washington,

Revenue

Bonds,

Intermediate

Lien

Series

2019,

5.000%,

4/01/24,

(AMT)

No

Opt.

Call

AA-

2,114,420

2,150

Washington

Health

Care

Facilities

Authority,

Revenue

Bonds,

CommonSpirit

Health,

Series

2019B-1,

5.000%,

8/01/49,

(Mandatory

Put

8/1/2024)

2/24

at

100.00

BBB+

2,256,661

2,000

Washington

State,

General

Obligation

Bonds,

Various

Purpose

Series

2013D,

5.000%,

2/01/23

No

Opt.

Call

Aaa

2,058,700

15,335

Total

Washington

15,920,769

Wisconsin

-

4.7%

1,850

Howard-Suamico

School

District,

Brown

County,

Wisconisn,

General

Obligation

Bonds,

School

Building

&

Improvement

Series

2021,

5.000%,

3/01/25

No

Opt.

Call

AA

2,004,771

Kenosha,

Wisconsin,

General

Obligation

Promissory

Notes

Series

2020A:

350

2.000%,

5/01/23

No

Opt.

Call

AA

351,071

625

2.000%,

5/01/25

No

Opt.

Call

AA

623,500

1,250

Kenosha,

Wisconsin,

General

Obligation

Promissory

Notes

Series

2021B,

1.000%,

10/01/25

No

Opt.

Call

N/R

1,181,500

400

Milwaukee,

Wisconsin,

Sewerage

System

Revenue

Bonds,

Green

Series

2021S2,

5.000%,

6/01/26

No

Opt.

Call

A1

447,116

Nuveen

Short

Term

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

268

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Wisconsin

(continued)

New

Richmond

School

District,

Saint

Croix

County,

Wisconsin,

General

Obligation

Bonds,

Refunding

Series

2021:

$

1,500

4.000%,

4/01/24

No

Opt.

Call

Aa2

$

1,558,185

600

5.000%,

4/01/26

No

Opt.

Call

Aa2

666,228

570

Oshkosh,

Wisconsin,

Sewer

System

Revenue

Bonds,

Series

2021E,

4.000%,

5/01/25

No

Opt.

Call

Aa3

603,636

Public

Finance

Authority

of

Wisconsin,

Health

Care

Facilities

Revenue

Bonds,

Blue

Ridge

HealthCare,

Refunding

Series

2020A:

300

5.000%,

1/01/23

No

Opt.

Call

A

307,731

200

5.000%,

1/01/24

No

Opt.

Call

A

210,258

400

5.000%,

1/01/26

No

Opt.

Call

A

439,944

300

Public

Finance

Authority

of

Wisconsin,

Hospital

Revenue

Bonds,

Carson

Valley

Medical

Center,

Series

2021A,

3.000%,

12/01/26

No

Opt.

Call

BB+

300,741

Public

Finance

Authority

of

Wisconsin,

Hospital

Revenue

Bonds,

Renown

Regional

Medical

Center

Project,

Refunding

Series

2020A:

700

5.000%,

6/01/24

No

Opt.

Call

A+

744,212

325

5.000%,

6/01/26

No

Opt.

Call

A+

362,183

Racine

Unified

School

District,

Racine

County,

Wisconsin,

General

Obligation

Bonds,

Refunding

Series

2021:

200

2.000%,

4/01/23

No

Opt.

Call

Aa3

200,826

475

2.000%,

4/01/24

No

Opt.

Call

Aa3

475,427

600

2.000%,

4/01/25

No

Opt.

Call

Aa3

599,514

250

Racine,

Racine

County,

Wisconsin,

General

Obligation

Bonds,

Refunding

Series

2020B,

4.000%,

12/01/24

No

Opt.

Call

AA-

261,575

1,870

West

Bend

Joint

School

District

1,

Washington

County,

Wisconsin,

General

Obligation

Bonds,

Refunding

Series

2021,

3.000%,

4/01/25

No

Opt.

Call

AA-

1,921,949

1,360

Wisconsin

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Mercy

Alliance,

Inc.,

Series

2012,

5.000%,

6/01/27

6/22

at

100.00

A3

1,371,247

Wisconsin

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

PHW

Muskego,

Inc.

Project,

Series

2021:

435

5.000%,

10/01/25

No

Opt.

Call

N/R

469,783

455

5.000%,

10/01/26

No

Opt.

Call

N/R

497,374

3,715

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Advocate

Aurora

Health

Credit

Group,

Variable

Rate

Demand

Series

2018B-2,

5.000%,

8/15/54,

(Mandatory

Put

1/25/2023)

No

Opt.

Call

AA

3,813,410

3,155

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Advocate

Aurora

Health

Credit

Group,

Variable

Rate

Demand

Series

2018B-3,

5.000%,

8/15/54,

(Mandatory

Put

1/31/2024)

No

Opt.

Call

AA

3,348,307

250

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Agnesian

HealthCare,

Inc.,

Series

2017,

5.000%,

7/01/26

No

Opt.

Call

A+

278,998

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Bellin

Memorial

Hospital,

Inc.,

Series

2019A:

75

5.000%,

12/01/23

No

Opt.

Call

A+

78,782

100

5.000%,

12/01/24

No

Opt.

Call

A+

107,574

110

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Bellin

Memorial

Hospital,

Inc.,

Series

2019B,

3.000%,

12/01/24

No

Opt.

Call

A+

112,554

1,055

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Benevolent

Corporation

Cedar

Community,

Series

2017,

5.000%,

6/01/22

No

Opt.

Call

N/R

1,058,365

269

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Wisconsin

(continued)

$

3,745

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Marshfield

Clinic

Health

System,

Inc.,

Series

2020B-2,

5.000%,

2/15/51,

(Mandatory

Put

2/15/2027)

8/26

at

100.00

A-

$

4,158,935

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Oakwood

Lutheran

Senior

Ministries,

Series

2021:

125

4.000%,

1/01/23

No

Opt.

Call

N/R

126,015

160

4.000%,

1/01/24

No

Opt.

Call

N/R

162,471

210

4.000%,

1/01/25

No

Opt.

Call

N/R

214,477

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

PHM

/

New

Richmond

Senior

Housing,

Inc.,

Refunding

Series

2021:

440

1.950%,

7/01/24

No

Opt.

Call

N/R

426,791

460

2.250%,

7/01/26

No

Opt.

Call

N/R

434,889

350

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Saint

John's

Communities

Inc.,

Refunding

Series

2021B,

4.000%,

9/15/25

No

Opt.

Call

N/R

366,639

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Saint

John's

Communities

Inc.,

Series

2018A:

500

4.000%,

9/15/22,

(ETM)

No

Opt.

Call

BBB-

(4)

506,270

455

4.000%,

9/15/23,

(ETM)

No

Opt.

Call

BBB-

(4)

469,305

1,640

Wisconsin

Rapids

School

District,

Wood

and

Portage

Counties,

Wisconsin,

General

Obligation

Bonds,

Refunding

Series

2020,

5.000%,

4/01/24

No

Opt.

Call

Aa3

1,737,793

50

Wisconsin

State,

General

Obligation

Bonds,

Refunding

Series

2021-2,

5.000%,

5/01/25

No

Opt.

Call

AA+

54,669

1,300

Wisconsin

State,

Master

Lease

Certificates

of

Participation,

Series

2021A,

4.000%,

9/01/25

No

Opt.

Call

Aa2

1,384,682

32,910

Total

Wisconsin

34,439,697

Wyoming

-

0.1%

710

Larmie

County,

Wyoming,

Hospital

Revenue

Bonds,

Cheyenne

Regional

Medical

Center

Project,

Refunding

Series

2021,

4.000%,

5/01/24

No

Opt.

Call

A

739,316

$

665,061

Total

Municipal

Bonds

(cost

$707,259,744)

693,538,092

Shares

Description

(1)

Value

COMMON

STOCKS

-

0.2%

Independent

Power

and

Renewable

Electricity

Producers

-

0.2%

22,152

Energy

Harbor

Corp

(6),(7),(8)

1,342,965

Total

Common

Stocks

(cost

$751,144)

1,342,965

Total

Long-Term

Investments

(cost

$708,010,888)

694,881,057

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

SHORT-TERM

INVESTMENTS

-

 1.8%  

MUNICIPAL

BONDS

-

1.8%

National

-

1.8%

13,000

Invesco

Municipal

Opportunity

Trust

Variable

Rate

Munifund

Term

Preferred

Shares

Series

2015/6VMO,

0.640%,

12/01/24,

(AMT),

(Mandatory

Put

3/31/2022),

144A

(9)

No

Opt.

Call

AA

13,000,000

Total

Short-Term

Investments

(cost

$13,000,000)

13,000,000

Total

Investments

(cost

$

721,010,888

)

-

96

.0

%

707,881,057

Other

Assets

Less

Liabilities

-

4.0%

29,573,455

Net

Assets

-

100%

$

737,454,512

Nuveen

Short

Term

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

March

31,

2022

270

(1)

All

percentages

shown

in

the

Portfolio

of

Investments

are

based

on

net

assets.

(2)

Optional

Call

Provisions:

Dates

(month

and

year)

and

prices

of

the

earliest

optional

call

or

redemption.

There

may

be

other

call

provisions

at

varying

prices

at

later

dates.

Certain

mortgage-backed

securities

may

be

subject

to

periodic

principal

paydowns.

Optional

Call

Provisions

are

not

covered

by

the

report

of

independent

registered

public

accounting

firm.

(3)

For

financial

reporting

purposes,

the

ratings

disclosed

are

the

highest

of

Standard

&

Poor’s

Group

(“Standard

&

Poor’s”),

Moody’s

Investors

Service,

Inc.

(“Moody’s”)

or

Fitch,

Inc.

(“Fitch”)rating.

This

treatment

of

split-rated

securities

may

differ

from

that

used

for

other

purposes,

such

as

for

Fund

investment

policies.

Ratings

below

BBB

by

Standard

&

Poor’s,

Baa

by

Moody’s

or

BBB

by

Fitch

are

considered

to

be

below

investment

grade.

Holdings

designated

N/R

are

not

rated

by

any

of

these

national

rating

agencies.

Ratings

are

not

covered

by

the

report

of

independent

registered

public

accounting

firm.

(4)

Backed

by

an

escrow

or

trust

containing

sufficient

U.S.

Government

or

U.S.

Government

agency

securities,

which

ensure

the

timely

payment

of

principal

and

interest.

(5)

Defaulted

security.

A

security

whose

issuer

has

failed

to

fully

pay

principal

and/or

interest

when

due,

or

is

under

the

protection

of

bankruptcy.

(6)

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

2.

(7)

Common

Stock

received

as

part

of

the

bankruptcy

settlements

during

February

2020,

for

Ohio

Air

Quality

Development

Authority,

Ohio,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Generation

Project,

Refunding

Series

2006A,

0.000%,

12/01/23.

(8)

Non-income

producing;

issuer

has

not

declared

an

ex-dividend

date

within

the

past

twelve

months.

(9)

Investment

has

a

maturity

of

greater

than

one

year,

but

has

variable

rate

and/or

demand

features

which

qualify

it

as

a

short-term

investment.

The

rate

disclosed,

as

well

as

the

reference

rate

and

spread,

where

applicable,

is

that

in

effect

as

of

the

end

of

the

reporting

period.

This

rate

changes

periodically

based

on

market

conditions

or

a

specified

market

index.

144A

Investment

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

investments

may

only

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

AMT

Alternative

Minimum

Tax

ETM

Escrowed

to

maturity

See

accompanying

notes

to

financial

statements

Statement

of

Assets

and

Liabilities

March

31,

2022

See

accompanying

notes

to

financial

statements.

271

All-American

Intermediate

Duration

Limited

Term

Short

Term

Assets

Long-term

investments,

at

value

†

$

8,579,844,118‌

$

9,541,803,632‌

$

8,470,214,815‌

$

694,881,057‌

Short-term

investments,

at

value

◊

–‌

32,795,000‌

11,214,699‌

13,000,000‌

Cash

–‌

1,055,002‌

–‌

14,896,255‌

Cash

collateral

at

broker

for

investments

in

inverse

floating

rate

transactions

(1)

5,906,000‌

–‌

–‌

–‌

Receivable

for

interest

98,719,753‌

105,927,545‌

88,966,849‌

8,873,581‌

Receivable

for

investments

sold

111,280,710‌

123,276,817‌

54,046,091‌

3,015,029‌

Receivable

for

shares

sold

15,581,074‌

99,867,934‌

29,363,516‌

10,755,360‌

Other

assets

877,670‌

1,080,975‌

737,303‌

99,860‌

Total

assets

8,812,209,325‌

9,905,806,905‌

8,654,543,273‌

745,521,142‌

Liabilities

Cash

overdraft

11,806,465‌

–‌

19,001,761‌

–‌

Floating

rate

obligations

979,823,000‌

–‌

–‌

–‌

Payable

for

dividends

4,538,868‌

5,714,762‌

1,912,287‌

164,498‌

Payable

for

interest

1,900,324‌

—‌

—‌

—‌

Payable

for

investments

purchased

-

regular

settlement

52,662,493‌

16,847,757‌

43,030,951‌

4,477,440‌

Payable

for

investments

purchased

-

when-issued/delayed-delivery

settlement

35,371,549‌

59,670,622‌

95,499,659‌

—‌

Payable

for

shares

redeemed

34,349,853‌

35,514,233‌

35,058,282‌

2,833,144‌

Accrued

expenses:

Management

fees

2,603,083‌

3,199,798‌

2,393,844‌

247,752‌

Trustees

fees

738,984‌

1,011,627‌

631,272‌

59,641‌

12b-1

distribution

and

service

fees

766,555‌

212,964‌

326,414‌

57,618‌

Other

237,979‌

1,843,968‌

1,759,138‌

226,537‌

Total

liabilities

1,124,799,153‌

124,015,731‌

199,613,608‌

8,066,630‌

Commitments

and

contingencies

(as

disclosed

in

Note

8)

Net

assets

$

7,687,410,172‌

$

9,781,791,174‌

$

8,454,929,665‌

$

737,454,512‌

†

Long-term

investments,

cost

$

8,729,851,953‌

$

9,595,247,398‌

$

8,547,555,111‌

$

708,010,888‌

◊

Short-term

investments,

cost

$

—‌

$

32,795,000‌

$

11,700,000‌

$

13,000,000‌

Statement

of

Assets

and

Liabilities

(continued)

See

accompanying

notes

to

financial

statements.

272

All-American

Intermediate

Duration

Limited

Term

Short

Term

Class

A

Shares

Net

Assets

$

3,012,153,542‌

$

940,178,412‌

$

1,523,484,002‌

$

277,719,329‌

Shares

outstanding

271,780,645‌

103,833,081‌

139,466,322‌

28,270,596‌

Net

asset

value

("NAV")

per

share

$

11.08‌

$

9.05‌

$

10.92‌

$

9.82‌

Maximum

sales

charge

4.20%

3.00%

2.50%

2.50%

Offering

price

per

share

(NAV

per

share

plus

maximum

sales

charge)

$

11.57‌

$

9.33‌

$

11.20‌

$

10.07‌

Class

C

Shares

Net

Assets

$

265,766,682‌

$

55,713,206‌

$

70,792,448‌

$

12,358,891‌

Shares

outstanding

23,977,655‌

6,151,143‌

6,505,618‌

1,262,621‌

NAV

and

offering

price

per

share

$

11.08‌

$

9.06‌

$

10.88‌

$

9.79‌

Class

R6

Shares

Net

Assets

$

159,515,855‌

$

—‌

$

—‌

$

—‌

Shares

outstanding

14,314,817‌

—‌

—‌

—‌

NAV

and

offering

price

per

share

$

11.14‌

$

—‌

$

—‌

$

—‌

Class

I

Shares

Net

Assets

$

4,249,974,093‌

$

8,785,899,556‌

$

6,860,653,215‌

$

447,376,292‌

Shares

outstanding

381,702,620‌

967,146,671‌

630,387,188‌

45,484,056‌

NAV

and

offering

price

per

share

$

11.13‌

$

9.08‌

$

10.88‌

$

9.84‌

Fund

level

net

assets

consist

of:

Capital

paid-in

$

8,024,537,304‌

$

9,892,863,812‌

$

8,577,421,700‌

$

752,871,233‌

Total

distributable

earnings

(loss)

(337,127,132‌)

(111,072,638‌)

(122,492,035‌)

(15,416,721‌)

Fund

level

net

assets

$

7,687,410,172‌

$

9,781,791,174‌

$

8,454,929,665‌

$

737,454,512‌

Authorized

shares

-

per

class

Unlimited

Unlimited

Unlimited

2

billion

Par

value

per

share

$

0.01

$

0.01

$

0.01

$

0.0001

(1)

Cash

pledged

to

collateralize

the

net

payment

obligations

for

investments

in

inverse

floating

rate

transactions.

Statement

of

Operations

March

31,

2022

See

accompanying

notes

to

financial

statements.

273

All-American

Intermediate

Duration

Limited

Term

Short

Term

Investment

Income

Interest

$

296,018,855‌

$

262,696,119‌

$

139,941,116‌

$

11,985,978‌

Total

Investment

Income

296,018,855‌

262,696,119‌

139,941,116‌

11,985,978‌

Expenses

Management

fees

32,090,849‌

39,496,231‌

27,918,742‌

3,279,681‌

12b-1

service

fees

-

Class

A

Shares

6,724,099‌

2,016,361‌

3,262,179‌

619,440‌

12b-1

distribution

and

service

fees

-

Class

C

Shares

3,005,176‌

634,300‌

826,547‌

137,229‌

12b-1

distribution

and

service

fees

-

Class

C2

Shares

(1)

12,077‌

4,777‌

10,037‌

2,090‌

Shareholder

servicing

agent

fees

2,863,133‌

4,031,814‌

3,724,997‌

266,757‌

Interest

expense

5,240,582‌

150,339‌

108,722‌

13,412‌

Custodian

expenses,

net

543,290‌

542,588‌

454,225‌

134,843‌

Trustees

fees

253,080‌

316,790‌

254,170‌

24,789‌

Professional

fees

436,188‌

312,416‌

269,805‌

44,062‌

Shareholder

reporting

expenses

172,989‌

97,331‌

223,450‌

35,159‌

Federal

and

state

registration

fees

435,858‌

311,204‌

400,562‌

118,884‌

Other

71,502‌

74,314‌

56,383‌

21,936‌

Total

expenses

51,848,823‌

47,988,465‌

37,509,819‌

4,698,282‌

Net

investment

income

(loss)

244,170,032‌

214,707,654‌

102,431,297‌

7,287,696‌

Realized

and

Unrealized

Gain

(Loss)

Net

realized

gain

(loss)

from

investments

(

62,213,863‌

)

(

22,256,218‌

)

(

7,615,557‌

)

(

997,395‌

)

Change

in

net

unrealized

appreciation

(depreciation)

of

investments

(

677,950,463‌

)

(

549,491,857‌

)

(

313,709,310‌

)

(

26,205,670‌

)

Net

realized

and

unrealized

gain

(loss)

(

740,164,326‌

)

(

571,748,075‌

)

(

321,324,867‌

)

(

27,203,065‌

)

Net

increase

(decrease)

in

net

assets

from

operations

$

(

495,994,294‌

)

$

(

357,040,421‌

)

$

(

218,893,570‌

)

$

(

19,915,369‌

)

(1)

Class

C2

Shares

were

converted

to

Class

A

Shares

at

the

close

of

business

on

June

4,

2021

and

are

no

longer

available

for

reinvestment

or

through

an

exchange

from

other

Nuveen

mutual

funds.

Statement

of

Changes

in

Net

Assets

See

accompanying

notes

to

financial

statements.

274

All-American

Intermediate

Duration

Year

Ended

3/31/22

Year

Ended

3/31/21

Year

Ended

3/31/22

Year

Ended

3/31/21

Operations

Net

investment

income

(loss)

$

244,170,032‌

$

204,283,898‌

$

214,707,654‌

$

214,349,733‌

Net

realized

gain

(loss)

from

investments

(62,213,863‌)

(19,246,567‌)

(22,256,218‌)

(9,932,303‌)

Net

realized

gain

(loss)

from

futures

contracts

—‌

(1,335,976‌)

—‌

—‌

Change

in

net

unrealized

appreciation

(depreciation)

of

investments

(677,950,463‌)

346,830,823‌

(549,491,857‌)

315,666,890‌

Change

in

net

unrealized

appreciation

(depreciation)

of

futures

contracts

–‌

1,353,022‌

–‌

–‌

Net

increase

(decrease)

in

net

assets

from

operations

(495,994,294‌)

531,885,200‌

(357,040,421‌)

520,084,320‌

Distributions

to

Shareholders

Dividends:

Class

A

Shares

(93,283,733‌)

(81,123,930‌)

(18,613,900‌)

(20,215,019‌)

Class

C

Shares

(5,871,404‌)

(6,076,930‌)

(656,752‌)

(964,927‌)

Class

C2

Shares

(1)

(37,474‌)

(1,694,048‌)

(9,476‌)

(325,755‌)

Class

R6

Shares

(4,471,700‌)

(2,618,935‌)

–‌

–‌

Class

I

Shares

(137,308,881‌)

(118,819,419‌)

(192,776,361‌)

(210,955,887‌)

Return

of

Capital:

Class

A

Shares

—‌

—‌

—‌

—‌

Class

C

Shares

—‌

—‌

—‌

—‌

Class

C2

Shares

—‌

—‌

—‌

—‌

Class

R6

Shares

—‌

—‌

—‌

—‌

Class

I

Shares

—‌

—‌

—‌

—‌

Decrease

in

net

assets

from

distributions

to

shareholders

(240,973,192‌)

(210,333,262‌)

(212,056,489‌)

(232,461,588‌)

Fund

Share

Transactions

Fund

reorganization

—‌

360,774,817‌

—‌

—‌

Proceeds

from

sale

of

shares

2,294,145,641‌

2,896,007,035‌

3,213,521,580‌

4,088,450,020‌

Proceeds

from

shares

issued

to

shareholders

due

to

reinvestment

of

distributions

186,486,554‌

160,214,162‌

135,212,575‌

143,553,431‌

2,480,632,195‌

3,416,996,014‌

3,348,734,155‌

4,232,003,451‌

Cost

of

shares

redeemed

(1,913,841,196‌)

(1,481,377,443‌)

(3,350,407,484‌)

(2,797,262,006‌)

Net

increase

(decrease)

in

net

assets

from

Fund

share

transactions

566,790,999‌

1,935,618,571‌

(1,673,329‌)

1,434,741,445‌

Net

increase

(decrease)

in

net

assets

(170,176,487‌)

2,257,170,509‌

(570,770,239‌)

1,722,364,177‌

Net

assets

at

the

beginning

of

period

7,857,586,659‌

5,600,416,150‌

10,352,561,413‌

8,630,197,236‌

Net

assets

at

the

end

of

period

$

7,687,410,172‌

$

7,857,586,659‌

$

9,781,791,174‌

$

10,352,561,413‌

See

accompanying

notes

to

financial

statements.

275

Limited

Term

Short

Term

Year

Ended

3/31/22

Year

Ended

3/31/21

Year

Ended

3/31/22

Year

Ended

3/31/21

Operations

Net

investment

income

(loss)

$

102,431,297‌

$

101,247,978‌

$

7,287,696‌

$

9,084,832‌

Net

realized

gain

(loss)

from

investments

(7,615,557‌)

(3,800,073‌)

(997,395‌)

2,678‌

Change

in

net

unrealized

appreciation

(depreciation)

of

investments

(313,709,310‌)

193,411,331‌

(26,205,670‌)

12,703,499‌

Net

increase

(decrease)

in

net

assets

from

operations

(218,893,570‌)

290,859,236‌

(19,915,369‌)

21,791,009‌

Distributions

to

Shareholders

Dividends:

Class

A

Shares

(16,544,081‌)

(23,285,932‌)

(2,354,754‌)

(3,972,567‌)

Class

C

Shares

(187,654‌)

(798,670‌)

(6,846‌)

(104,616‌)

Class

C2

Shares

(1)

(15,191‌)

(901,317‌)

(2,454‌)

(38,822‌)

Class

I

Shares

(83,485,428‌)

(97,064,632‌)

(4,839,142‌)

(7,146,886‌)

Return

of

Capital:

Class

A

Shares

—‌

(1,633,980‌)

—‌

—‌

Class

C

Shares

—‌

(56,043‌)

—‌

—‌

Class

C2

Shares

—‌

(63,246‌)

—‌

—‌

Class

I

Shares

—‌

(6,810,971‌)

—‌

—‌

Decrease

in

net

assets

from

distributions

to

shareholders

(100,232,354‌)

(130,614,791‌)

(7,203,196‌)

(11,262,891‌)

Fund

Share

Transactions

Fund

reorganization

—‌

—‌

—‌

—‌

Proceeds

from

sale

of

shares

3,224,814,549‌

3,650,856,595‌

374,520,037‌

437,620,628‌

Proceeds

from

shares

issued

to

shareholders

due

to

reinvestment

of

distributions

73,943,165‌

93,391,623‌

4,828,736‌

7,853,315‌

3,298,757,714‌

3,744,248,218‌

379,348,773‌

445,473,943‌

Cost

of

shares

redeemed

(2,396,478,264‌)

(1,912,177,897‌)

(431,939,802‌)

(360,588,985‌)

Net

increase

(decrease)

in

net

assets

from

Fund

share

transactions

902,279,450‌

1,832,070,321‌

(52,591,029‌)

84,884,958‌

Net

increase

(decrease)

in

net

assets

583,153,526‌

1,992,314,766‌

(79,709,594‌)

95,413,076‌

Net

assets

at

the

beginning

of

period

7,871,776,139‌

5,879,461,373‌

817,164,106‌

721,751,030‌

Net

assets

at

the

end

of

period

$

8,454,929,665‌

$

7,871,776,139‌

$

737,454,512‌

$

817,164,106‌

(1)

Class

C2

Shares

were

converted

to

Class

A

Shares

at

the

close

of

business

on

June

4,

2021

and

are

no

longer

available

for

reinvestment

or

through

an

exchange

from

other

Nuveen

mutual

funds.

Financial

Highlights

276

All-American

The

Fund's

fiscal

year

end

is

March

31st. 

The

following

data

is

for

a

share

outstanding for

each

fiscal

year

end

unless

otherwise

noted:

Investment

Operations

Less

Distributions

Beginning

NAV

Net

Investment

Income

(NII)

(Loss)(a)

Net

Realized/

Unrealized

Gain

(Loss)

Total

From

NII

From

Accumulated

Net

Realized

Gains

Total

Ending

NAV

Class

A

2022

$

12.09

$

0.34

$

(

1.01

)

$

(

0.67

)

$

(

0.34

)

$

—

$

(

0.34

)

$

11.08

2021

11.49

0.35

0.62

0.97

(

0.37

)

—

(

0.37

)

12.09

2020

11.60

0.36

(

0.07

)

0.29

(

0.40

)

—

(

0.40

)

11.49

2019

11.44

0.42

0.15

0.57

(

0.41

)

—

(

0.41

)

11.60

2018

11.34

0.43

0.10

0.53

(

0.43

)

—

(

0.43

)

11.44

Class

C

2022

12.09

0.24

(

1.01

)

(

0.77

)

(

0.24

)

—

(

0.24

)

11.08

2021

11.48

0.26

0.62

0.88

(

0.27

)

—

(

0.27

)

12.09

2020

11.60

0.27

(

0.09

)

0.18

(

0.30

)

—

(

0.30

)

11.48

2019

11.44

0.33

0.15

0.48

(

0.32

)

—

(

0.32

)

11.60

2018

11.35

0.33

0.10

0.43

(

0.34

)

—

(

0.34

)

11.44

Class

R6

2022

12.16

0.37

(

1.02

)

(

0.65

)

(

0.37

)

—

(

0.37

)

11.14

2021

11.55

0.38

0.62

1.00

(

0.39

)

—

(

0.39

)

12.16

2020

11.66

0.38

(

0.06

)

0.32

(

0.43

)

—

(

0.43

)

11.55

2019

11.49

0.45

0.15

0.60

(

0.43

)

—

(

0.43

)

11.66

2018

11.39

0.46

0.09

0.55

(

0.45

)

—

(

0.45

)

11.49

Class

I

2022

12.14

0.37

(

1.02

)

(

0.65

)

(

0.36

)

—

(

0.36

)

11.13

2021

11.54

0.38

0.61

0.99

(

0.39

)

—

(

0.39

)

12.14

2020

11.65

0.38

(

0.07

)

0.31

(

0.42

)

—

(

0.42

)

11.54

2019

11.49

0.44

0.15

0.59

(

0.43

)

—

(

0.43

)

11.65

2018

11.39

0.45

0.10

0.55

(

0.45

)

—

(

0.45

)

11.49

(a)

Per

share

Net

Investment

Income

(Loss)

is

calculated

using

the

average

daily

shares

method.

(b)

Total

return

is

the

combination

of

changes

in

NAV

without

any

sales

charge,

reinvested

dividend

income

at

NAV

and

reinvested

capital

gains

distributions

at

NAV,

if

any.

Total

returns

are

not

annualized.

(c)

The

expense

ratios

reflect,

among

other

things,

the

interest

expense

deemed

to

have

been

paid

by

the

Fund

on

the

floating

rate

certificates

issued

by

the

special

purpose

trusts

for

the

self-deposited

inverse

floaters

held

by

the

Fund,

where

applicable,

as

described

in

Note

4

-

Portfolio

Securities

and

Investments

in

Derivatives

and

the

interest

expense

and

fees

paid

on

borrowings,

as

described

in

Note

9

-

Borrowing

Arrangements.

(d)

Portfolio

Turnover

Rate

is

calculated

based

on

the

lesser

of

long-term

purchases

or

sales

(as

disclosed

in

Note

4

-

Portfolio

Securities

and

Investments

in

Derivatives)

divided

by

the

average

long-term

market

value

during

the

period.

See

accompanying

notes

to

financial

statements.

277

Ratio/Supplemental

Data

Ratios

to

Average

Net

Assets

Total

Return(b)

Ending

Net

Assets

(000)

Expense

Including

Interest(c)

Expenses

Excluding

Interest

NII

(Loss)

Portfolio

Turnover

Rate(d)

(

5

.76‌

)

%

$

3,012,154

0

.70‌

%

0

.64‌

%

2

.80‌

%

27‌

%

8

.51‌

3,154,428

0

.69‌

0

.66‌

2

.98‌

19‌

2

.41‌

2,255,358

0

.70‌

0

.67‌

3

.10‌

14‌

5

.11‌

1,554,833

0

.73‌

0

.69‌

3

.68‌

29‌

4

.66‌

1,325,011

0

.72‌

0

.69‌

3

.69‌

14‌

(

6

.54‌

)

265,767

1

.50‌

1

.44‌

2

.00‌

27‌

7

.73‌

293,333

1

.49‌

1

.46‌

2

.18‌

19‌

1

.52‌

244,369

1

.50‌

1

.47‌

2

.31‌

14‌

4

.29‌

195,053

1

.53‌

1

.49‌

2

.88‌

29‌

3

.76‌

186,999

1

.52‌

1

.49‌

2

.89‌

14‌

(

5

.58‌

)

159,516

0

.47‌

0

.41‌

3

.04‌

27‌

8

.79‌

114,355

0

.45‌

0

.42‌

3

.19‌

19‌

2

.65‌

41,526

0

.47‌

0

.44‌

3

.29‌

14‌

5

.40‌

12,469

0

.49‌

0

.45‌

3

.90‌

29‌

4

.86‌

6,725

0

.48‌

0

.45‌

3

.94‌

14‌

(

5

.55‌

)

4,249,974

0

.50‌

0

.44‌

3

.00‌

27‌

8

.69‌

4,281,209

0

.49‌

0

.45‌

3

.17‌

19‌

2

.60‌

2,964,458

0

.50‌

0

.47‌

3

.31‌

14‌

5

.31‌

2,168,129

0

.53‌

0

.49‌

3

.88‌

29‌

4

.86‌

1,979,364

0

.52‌

0

.49‌

3

.89‌

14‌

278

Financial

Highlights

(continued)

Intermediate

Duration

The

Fund's

fiscal

year

end

is

March

31st. 

The

following

data

is

for

a

share

outstanding for

each

fiscal

year

end

unless

otherwise

noted:

Investment

Operations

Less

Distributions

Beginning

NAV

Net

Investment

Income

(NII)

(Loss)(a)

Net

Realized/

Unrealized

Gain

(Loss)

Total

From

NII

From

Accumulated

Net

Realized

Gains

Total

Ending

NAV

Class

A

2022

$

9.57

$

0.18

$

(

0.52

)

$

(

0.34

)

$

(

0.18

)

$

—

$

(

0.18

)

$

9.05

2021

9.26

0.20

0.33

0.53

(

0.22

)

—

(

0.22

)

9.57

2020

9.29

0.23

(

0.02

)

0.21

(

0.24

)

—

(

0.24

)

9.26

2019

9.07

0.26

0.21

0.47

(

0.25

)

—

(

0.25

)

9.29

2018

9.03

0.27

0.02

0.29

(

0.25

)

—

(

0.25

)

9.07

Class

C

2022

9.57

0.10

(

0.51

)

(

0.41

)

(

0.10

)

—

(

0.10

)

9.06

2021

9.26

0.13

0.32

0.45

(

0.14

)

—

(

0.14

)

9.57

2020

9.29

0.16

(

0.02

)

0.14

(

0.17

)

—

(

0.17

)

9.26

2019

9.08

0.19

0.20

0.39

(

0.18

)

—

(

0.18

)

9.29

2018

9.03

0.19

0.04

0.23

(

0.18

)

—

(

0.18

)

9.08

Class

I

2022

9.60

0.20

(

0.52

)

(

0.32

)

(

0.20

)

—

(

0.20

)

9.08

2021

9.29

0.22

0.33

0.55

(

0.24

)

—

(

0.24

)

9.60

2020

9.31

0.25

(

0.01

)

0.24

(

0.26

)

—

(

0.26

)

9.29

2019

9.10

0.28

0.20

0.48

(

0.27

)

—

(

0.27

)

9.31

2018

9.05

0.29

0.03

0.32

(

0.27

)

—

(

0.27

)

9.10

(a)

Per

share

Net

Investment

Income

(Loss)

is

calculated

using

the

average

daily

shares

method.

(b)

Total

return

is

the

combination

of

changes

in

NAV

without

any

sales

charge,

reinvested

dividend

income

at

NAV

and

reinvested

capital

gains

distributions

at

NAV,

if

any.

Total

returns

are

not

annualized.

(c)

The

Fund

has

a

contractual

fee

waiver/expense

reimbursement

agreement

with

the

Adviser,

but

did

not

receive

a

fee

waiver/expense

reimbursement

during

the

periods

presented

herein.

See

Note

7

-

Management

Fees

and

Other

Transactions

with

Affiliates

for

more

information.

(d)

The

expense

ratios

reflect,

among

other

things,

the

interest

expense

deemed

to

have

been

paid

by

the

Fund

on

the

floating

rate

certificates

issued

by

the

special

purpose

trusts

for

the

self-deposited

inverse

floaters

held

by

the

Fund,

where

applicable,

as

described

in

Note

4

-

Portfolio

Securities

and

Investments

in

Derivatives

and

the

interest

expense

and

fees

paid

on

borrowings,

as

described

in

Note

9

-

Borrowing

Arrangements.

(e)

Portfolio

Turnover

Rate

is

calculated

based

on

the

lesser

of

long-term

purchases

or

sales

(as

disclosed

in

Note

4

-

Portfolio

Securities

and

Investments

in

Derivatives)

divided

by

the

average

long-term

market

value

during

the

period.

See

accompanying

notes

to

financial

statements.

279

Ratio/Supplemental

Data

Ratios

to

Average

Net

Assets

Total

Return(b)

Ending

Net

Assets

(000)

Expense

Including

Interest(c),(d)

Expenses

Excluding

Interest(c)

NII

(Loss)(c)

Portfolio

Turnover

Rate(e)

(

3

.66‌

)

%

$

940,178

0

.63‌

%

0

.63‌

%

1

.87‌

%

26‌

%

5

.79‌

967,315

0

.64‌

0

.64‌

2

.12‌

18‌

2

.28‌

768,267

0

.65‌

0

.65‌

2

.45‌

22‌

5

.29‌

603,262

0

.67‌

0

.67‌

2

.86‌

15‌

3

.25‌

525,754

0

.68‌

0

.68‌

2

.90‌

18‌

(

4

.34‌

)

55,713

1

.43‌

1

.43‌

1

.07‌

26‌

4

.93‌

65,566

1

.44‌

1

.44‌

1

.33‌

18‌

1

.48‌

59,004

1

.45‌

1

.45‌

1

.65‌

22‌

4

.35‌

48,182

1

.47‌

1

.47‌

2

.06‌

15‌

2

.56‌

46,897

1

.48‌

1

.48‌

2

.11‌

18‌

(

3

.46‌

)

8,785,900

0

.43‌

0

.43‌

2

.06‌

26‌

5

.97‌

9,315,167

0

.44‌

0

.44‌

2

.32‌

18‌

2

.58‌

7,775,550

0

.45‌

0

.45‌

2

.65‌

22‌

5

.37‌

6,138,037

0

.47‌

0

.47‌

3

.06‌

15‌

3

.56‌

4,782,475

0

.48‌

0

.48‌

3

.11‌

18‌

280

Financial

Highlights

(continued)

Limited

Term

The

Fund's

fiscal

year

end

is

March

31st. 

The

following

data

is

for

a

share

outstanding for

each

fiscal

year

end

unless

otherwise

noted:

Investment

Operations

Less

Distributions

Beginning

NAV

Net

Investment

Income

(NII)

(Loss)(a)

Net

Realized/

Unrealized

Gain

(Loss)

Total

From

NII

From

Accumulated

Net

Realized

Gains

Return

of

Capital

Total

Ending

NAV

Class

A

2022

$

11.32

$

0.12

$

(

0.40

)

$

(

0.28

)

$

(

0.12

)

$

—

$

—

$

(

0.12

)

$

10.92

2021

11.02

0.15

0.35

0.50

(

0.19

)

—

(

0.01

)

(

0.20

)

11.32

2020

11.08

0.22

(

0.06

)

0.16

(

0.22

)

—

—

(

0.22

)

11.02

2019

10.83

0.23

0.23

0.46

(

0.21

)

—

—

(

0.21

)

11.08

2018

10.88

0.21

(

0.06

)

0.15

(

0.20

)

—

—

(

0.20

)

10.83

Class

C

2022

11.27

0.03

(

0.39

)

(

0.36

)

(

0.03

)

—

—

(

0.03

)

10.88

2021

10.98

0.06

0.34

0.40

(

0.10

)

—

(

0.01

)

(

0.11

)

11.27

2020

11.04

0.13

(

0.06

)

0.07

(

0.13

)

—

—

(

0.13

)

10.98

2019

10.78

0.14

0.24

0.38

(

0.12

)

—

—

(

0.12

)

11.04

2018

10.83

0.12

(

0.06

)

0.06

(

0.11

)

—

—

(

0.11

)

10.78

Class

I

2022

11.28

0.14

(

0.40

)

(

0.26

)

(

0.14

)

—

—

(

0.14

)

10.88

2021

10.98

0.17

0.35

0.52

(

0.21

)

—

(

0.01

)

(

0.22

)

11.28

2020

11.04

0.24

(

0.06

)

0.18

(

0.24

)

—

—

(

0.24

)

10.98

2019

10.79

0.25

0.23

0.48

(

0.23

)

—

—

(

0.23

)

11.04

2018

10.83

0.23

(

0.05

)

0.18

(

0.22

)

—

—

(

0.22

)

10.79

(a)

Per

share

Net

Investment

Income

(Loss)

is

calculated

using

the

average

daily

shares

method.

(b)

Total

return

is

the

combination

of

changes

in

NAV

without

any

sales

charge,

reinvested

dividend

income

at

NAV

and

reinvested

capital

gains

distributions

at

NAV,

if

any.

Total

returns

are

not

annualized.

(c)

The

expense

ratios

reflect,

among

other

things,

the

interest

expense

deemed

to

have

been

paid

by

the

Fund

on

the

floating

rate

certificates

issued

by

the

special

purpose

trusts

for

the

self-deposited

inverse

floaters

held

by

the

Fund,

where

applicable,

as

described

in

Note

4

-

Portfolio

Securities

and

Investments

in

Derivatives

and

the

interest

expense

and

fees

paid

on

borrowings,

as

described

in

Note

9

-

Borrowing

Arrangements.

(d)

Portfolio

Turnover

Rate

is

calculated

based

on

the

lesser

of

long-term

purchases

or

sales

(as

disclosed

in

Note

4

-

Portfolio

Securities

and

Investments

in

Derivatives)

divided

by

the

average

long-term

market

value

during

the

period.

See

accompanying

notes

to

financial

statements.

281

Ratio/Supplemental

Data

Ratios

to

Average

Net

Assets

Total

Return(b)

Ending

Net

Assets

(000)

Expense

Including

Interest(c)

Expenses

Excluding

Interest

NII

(Loss)

Portfolio

Turnover

Rate(d)

(

2

.55‌

)

%

$

1,523,484

0

.59‌

%

0

.59‌

%

1

.05‌

%

28‌

%

4

.55‌

1,597,780

0

.61‌

0

.61‌

1

.31‌

18‌

1

.43‌

1,236,659

0

.62‌

0

.61‌

1

.97‌

22‌

4

.27‌

1,015,540

0

.63‌

0

.63‌

2

.07‌

27‌

1

.36‌

998,226

0

.62‌

0

.62‌

1

.92‌

21‌

(

3

.25‌

)

70,792

1

.39‌

1

.39‌

0

.26‌

28‌

3

.64‌

88,543

1

.41‌

1

.41‌

0

.53‌

18‌

0

.62‌

88,648

1

.42‌

1

.41‌

1

.17‌

22‌

3

.52‌

83,991

1

.43‌

1

.43‌

1

.27‌

27‌

0

.53‌

93,327

1

.42‌

1

.42‌

1

.12‌

21‌

(

2

.35‌

)

6,860,653

0

.39‌

0

.39‌

1

.25‌

28‌

4

.76‌

6,172,134

0

.41‌

0

.41‌

1

.51‌

18‌

1

.63‌

4,447,770

0

.42‌

0

.41‌

2

.17‌

22‌

4

.46‌

4,014,613

0

.43‌

0

.43‌

2

.27‌

27‌

1

.62‌

3,225,826

0

.42‌

0

.42‌

2

.12‌

21‌

282

Financial

Highlights

(continued)

Short

Term

The

Fund's

fiscal

year

end

is

March

31st. 

The

following

data

is

for

a

share

outstanding for

each

fiscal

year

end

unless

otherwise

noted:

Investment

Operations

Less

Distributions

Beginning

NAV

Net

Investment

Income

(NII)

(Loss)(a)

Net

Realized/

Unrealized

Gain

(Loss)

Total

From

NII

From

Accumulated

Net

Realized

Gains

Total

Ending

NAV

Class

A

2022

$

10.18

$

0.08

$

(0.36)

$

(0.28)

$

(0.08)

$

—

$

(0.08)

$

9.82

2021

10.03

0.11

0.18

0.29

(0.14)

—

(0.14)

10.18

2020

10.09

0.16

(0.06)

0.10

(0.16)

—

(0.16)

10.03

2019

9.98

0.14

0.10

0.24

(0.13)

—

(0.13)

10.09

2018

10.04

0.11

(0.07)

0.04

(0.10)

—

(0.10)

9.98

Class

C

2022

10.15

—(e)

(0.36)

(0.36)

—(e)

—

—

9.79

2021

10.00

0.03

0.18

0.21

(0.06)

—

(0.06)

10.15

2020

10.06

0.08

(0.06)

0.02

(0.08)

—

(0.08)

10.00

2019

9.96

0.06

0.09

0.15

(0.05)

—

(0.05)

10.06

2018

10.02

0.03

(0.07)

(0.04)

(0.02)

—

(0.02)

9.96

Class

I

2022

10.19

0.10

(0.35)

(0.25)

(0.10)

—

(0.10)

9.84

2021

10.04

0.13

0.18

0.31

(0.16)

—

(0.16)

10.19

2020

10.10

0.18

(0.06)

0.12

(0.18)

—

(0.18)

10.04

2019

9.99

0.16

0.10

0.26

(0.15)

—

(0.15)

10.10

2018

10.04

0.13

(0.06)

0.07

(0.12)

—

(0.12)

9.99

(a)

Per

share

Net

Investment

Income

(Loss)

is

calculated

using

the

average

daily

shares

method.

(b)

Total

return

is

the

combination

of

changes

in

NAV

without

any

sales

charge,

reinvested

dividend

income

at

NAV

and

reinvested

capital

gains

distributions

at

NAV,

if

any.

Total

returns

are

not

annualized.

(c)

The

expense

ratios

reflect,

among

other

things,

the

interest

expense

deemed

to

have

been

paid

by

the

Fund

on

the

floating

rate

certificates

issued

by

the

special

purpose

trusts

for

the

self-deposited

inverse

floaters

held

by

the

Fund,

where

applicable,

as

described

in

Note

4

-

Portfolio

Securities

and

Investments

in

Derivatives

and

the

interest

expense

and

fees

paid

on

borrowings,

as

described

in

Note

9

-

Borrowing

Arrangements.

(d)

Portfolio

Turnover

Rate

is

calculated

based

on

the

lesser

of

long-term

purchases

or

sales

(as

disclosed

in

Note

4

-

Portfolio

Securities

and

Investments

in

Derivatives)

divided

by

the

average

long-term

market

value

during

the

period.

(e)

Rounds

to

less

than

$0.01

per

share.

See

accompanying

notes

to

financial

statements.

283

Ratio/Supplemental

Data

Ratios

to

Average

Net

Assets

Total

Return(b)

Ending

Net

Assets

(000)

Expense

Including

Interest(c)

Expenses

Excluding

Interest

NII

(Loss)

Portfolio

Turnover

Rate(d)

(2.80‌)

%

$

277,719

0.67‌

%

0.67‌

%

0.77‌

%

37‌

%

2.90‌

329,109

0.68‌

0.68‌

1.08‌

38‌

0.96‌

259,148

0.69‌

0.69‌

1.57‌

37‌

2.42‌

156,526

0.72‌

0.72‌

1.44‌

45‌

0.41‌

168,828

0.72‌

0.72‌

1.09‌

28‌

(3.50‌)

12,359

1.47‌

1.47‌

(0.02‌)

37‌

2.08‌

16,519

1.48‌

1.48‌

0.29‌

38‌

0.16‌

17,781

1.49‌

1.49‌

0.77‌

37‌

1.53‌

6,879

1.52‌

1.52‌

0.64‌

45‌

(0.37‌)

8,193

1.52‌

1.52‌

0.29‌

28‌

(2.51‌)

447,376

0.47‌

0.47‌

0.97‌

37‌

3.10‌

469,157

0.48‌

0.48‌

1.28‌

38‌

1.16‌

440,687

0.49‌

0.49‌

1.77‌

37‌

2.62‌

433,253

0.52‌

0.52‌

1.64‌

45‌

0.69‌

401,052

0.51‌

0.51‌

1.29‌

28‌

284

Notes

to

Financial

Statements

1.

General

Information 

Trust

and

Fund

Information

Nuveen

Municipal

Trust

and

Nuveen

Investment

Funds,

Inc.

(each

a

“Trust”

and

collectively,

the

“Trusts”),

are

open-end

management

investment

companies

registered

under

the

Investment

Company

Act

of

1940,

(the

“1940

Act”),

as

amended.

Nuveen

Municipal

Trust

is

comprised

of

Nuveen

All-American

Municipal

Bond

Fund

(“All-American”),

Nuveen

Intermediate

Duration

Municipal

Bond

Fund

(“Intermediate

Duration”)

and

Nuveen

Limited

Term

Municipal

Bond

Fund

(“Limited

Term”),

among

others,

and

Nuveen

Investment

Funds,

Inc.

is

comprised

of

Nuveen

Short

Term

Municipal

Bond

Fund

(“Short

Term”),

among

others,

(each

a

“Fund”

and

collectively,

the

“Funds”),

as

diversified

funds.

Nuveen

Municipal

Trust

was

organized

as

a

Massachusetts

business

trust

on

July

1,

1996.

Nuveen

Investment

Funds,

Inc.

was

incorporated

in

the

State

of

Maryland

on

August

20,

1987.

The

Funds,

were

each

organized

as

a

series

of

predecessor

trusts

or

corporations

prior

to

that

date.

Current

Fiscal

Period 

The

end

of

the

reporting

period

for

the

Funds

is

March

31,

2022,

and

the

period

covered

by

these

Notes

to

Financial

Statements

is

the

fiscal

year

ended

March

31,

2022

(the

"current

fiscal

period").

Investment

Adviser

and

Sub-Adviser

The

Funds’

investment

adviser,

Nuveen

Fund

Advisors,

LLC

(the

“Adviser”),

a

subsidiary

of

Nuveen,

LLC

(“Nuveen”).

Nuveen

is

the

investment

management

arm

of

Teachers

Insurance

and

Annuity

Association

of

America

(TIAA).

The

Adviser

has

overall

responsibility

for

management

of

the

Funds,

oversees

the

management

of

the

Funds’

portfolios,

manages

the

Funds’

business

affairs

and

provides

certain

clerical,

bookkeeping

and

other

administrative

services,

and,

if

necessary,

asset

allocation

decisions.

The

Adviser

has

entered

into

sub-advisory

agreements

with

Nuveen

Asset

Management,

LLC

(the

“Sub-Adviser”),

a

subsidiary

of

the

Adviser,

under

which

the

Sub-Adviser

manages

the

investment

portfolios

of

the

Funds.

Share

Classes

and

Sales

Charges

Class

A

Shares

are

generally

sold

with

an

up-front

sales

charge.

Class

A

Shares

purchases

of

$250,000

or

more

are

sold

at

net

asset

value

(“NAV”)

without

an

up-front

sales

charge

but

may

be

subject

to

a

contingent

deferred

sales

charge

(“CDSC”)

of

1%

(0.70%

for

Limited

Term

and

Short

Term)

if

redeemed

within

eighteen

months

(twelve

months

for

Short

Term)

of

purchase.

Class

C

Shares

are

sold

without

an

up-front

sales

charge.

Class

C

Shares

are

subject

to

a

CDSC

of

1%

if

redeemed

within

twelve

months

of

purchase.

Class

C

Shares

automatically

convert

to

Class

A

Shares

eight

years

after

purchase.

Class

R6

Shares

and

Class

I

Shares

are

sold

without

an

up-front

sales

charge.

The

Funds

issued

Class

C2

Shares

upon

the

exchange

of

Class

C2

Shares

from

another

Nuveen

mutual

fund

or

for

the

purpose

of

dividend

reinvestment

but

Class

C2

Shares

were

not

available

for

new

accounts

or

for

additional

investment

into

existing

accounts.

Class

C2

Shares

were

subject

to

a

CDSC

of

1%

if

redeemed

within

twelve

months

of

purchase.

Class

C2

Shares

converted

to

Class

A

Shares

after

the

close

of

business

on

June

4,

2021.

Other

Matters 

The

outbreak

of

the

novel

coronavirus

(“COVID-19”)

and

subsequent

global

pandemic

began

significantly

impacting

the

U.S.

and

global

financial

markets

and

economies

during

the

calendar

quarter

ended

March

31,

2020.

The

worldwide

spread

of

COVID-19

has

created

significant

uncertainty

in

the

global

economy.

The

duration

and

extent

of

COVID-19

over

the

long-term

cannot

be

reasonably

estimated

at

this

time.

The

ultimate

impact

of

COVID-19

and

the

extent

to

which

COVID-19

impacts

the

Funds’

normal

course

of

business,

results

of

operations,

investments,

and

cash

flows

will

depend

on

future

developments,

which

are

highly

uncertain

and

difficult

to

predict.

Management

continues

to

monitor

and

evaluate

this

situation.

2.

Significant

Accounting

Policies

The

accompanying

financial

statements

were

prepared

in

accordance

with

accounting

principles

generally

accepted

in

the

United

States

of

America

(“U.S.

GAAP”),

which

may

require

the

use

of

estimates

made

by

management

and

the

evaluation

of

subsequent

events.

Actual

results

may

differ

from

those

estimates.

Each

Fund

is

an

investment

company

and

follows

accounting

guidance

in

the

Financial

Accounting

Standards

Board

(“FASB”)

Accounting

Standards

Codification

946,

Financial

Services

—

Investment

Companies.

The

NAV

for

financial

reporting

purposes

may

differ

from

the

NAV

for

processing

security

and

shareholder

transactions.

The

NAV

for

financial

reporting

purposes

includes

security

and

shareholder

transactions

through

the

date

of

the

report.

Total

return

is

computed

based

on

the

NAV

used

for

processing

security

and

shareholder

transactions.

The

following

is

a

summary

of

the

significant

accounting

policies

consistently

followed

by

the

Funds.

Compensation

Neither

Trust

pays

compensation

directly

to

those

of

its

directors/trustees

who

are

affiliated

with

the

Adviser

or

to

its

officers,

all

of

whom

receive

remuneration

for

their

services

to

the

each

Trust

from

the

Adviser

or

its

affiliates.

The

Funds’

Board

of

Director/Trustees

(the

’’Board’’)

has

adopted

a

deferred

compensation

plan

for

independent

directors/trustees

that

enables

directors/trustees

to

elect

to

defer

receipt

of

all

or

a

portion

of

the

annual

compensation

they

are

entitled

to

receive

from

certain

Nuveen-advised

funds.

Under

the

plan,

deferred

amounts

are

treated

as

though

equal

dollar

amounts

had

been

invested

in

shares

of

select

Nuveen-advised

funds.

285

Custodian

Fee

Credit

As

an

alternative

to

overnight

investments,

each

Fund

has

an

arrangement

with

its

custodian

bank,

State

Street

Bank

and

Trust

Company,

(the

“Custodian”)

whereby

certain

custodian

fees

and

expenses

are

reduced

by

net

credits

earned

on

each

Fund’s

cash

on

deposit

with

the

bank.

Credits

for

cash

balances

may

be

offset

by

charges

for

any

days

on

which

a

Fund

overdraws

its

account

at

the

Custodian.

The

amount

of

custodian

fee

credit

earned

by

a

Fund

is

recognized

on

the

Statement

of

Operations

as

a

component

of

“Custodian

expenses,

net.”

During

the

current

reporting

period,

the

custodian

fee

credit

earned

by

each

Fund

was

as

follows:

Distributions

to

Shareholders

Distributions

to

shareholders

are

recorded

on

the

ex-dividend

date.

The

amount,

character

and

timing

of

distributions

are

determined

in

accordance

with

federal

income

tax

regulations,

which

may

differ

from

U.S.

GAAP.

Indemnifications

Under each

Trust’s

organizational

documents,

its

officers

and

directors/trustees

are

indemnified

against

certain

liabilities

arising

out

of

the

performance

of

their

duties

to each

Trust.

In

addition,

in

the

normal

course

of

business, each

Trust

enters

into

contracts

that

provide

general

indemnifications

to

other

parties. Each

Trust’s

maximum

exposure

under

these

arrangements

is

unknown

as

this

would

involve

future

claims

that

may

be

made

against each

Trust

that

have

not

yet

occurred.

However, each

Trust

has

not

had

prior

claims

or

losses

pursuant

to

these

contracts

and

expects

the

risk

of

loss

to

be

remote.

Investments

and

Investment

Income

Securities

transactions

are

accounted

for

as

of

the

trade

date

for

financial

reporting

purposes.

Realized

gains

and

losses

on

securities

transactions

are

based

upon

the

specific

identification

method.

Investment

income

is

comprised

of

dividend

income,

which

is

recorded

on

the

ex-dividend

date.

Non-cash

dividends

received

in

the

form

of

stock,

if

any,

are

recognized

on

the

ex-dividend

date

and

recorded

at

fair

value.

Investment

Income,

is

also

comprised

of

interest

income,

which

is

recorded

on

an

accrual

basis

and

includes

accretion

of

discounts

and

amortization

of

premiums

for

financial

reporting

purposes.

Investment

income

also

reflects

payment-in-kind

(“PIK”)

interest

and

paydown

gains

and

losses,

if

any.

PIK

interest

represents

income

received

in

the

form

of

securities

in

lieu

of

cash.

Multiclass

Operations

and

Allocations

Income

and

expenses

of

the

Funds

that

are

not

directly

attributable

to

a

specific

class

of

shares

are

prorated

among

the

classes

based

on

the

relative

value

of

the

settled

shares

of

each

class.

Expenses

directly

attributable

to

a

class

of

shares

are

recorded

to

the

specific

class.

12b-1

distribution

and

service

fees

are

allocated

on

a

class-specific

basis.

Sub-transfer

agent

fees

and

similar

fees,

which

are

recognized

as

a

component

of

“Shareholder

servicing

agent

fees”

on

the

Statement

of

Operations,

are

not

charged

to

Class

R6

Shares

and

are

prorated

among

the

other

classes

based

on

their

relative

settled

shares.

Realized

and

unrealized

capital

gains

and

losses

of

the

Funds

are

prorated

among

the

classes

based

on

the

relative

net

assets

of

each

class.

Netting

Agreements

In

the

ordinary

course

of

business,

the

Funds

may

enter

into

transactions

subject

to

enforceable

International

Swaps

and

Derivatives

Association,

Inc.

(ISDA)

master

agreements

or

other

similar

arrangements

(“netting

agreements”).

Generally,

the

right

to

offset

in

netting

agreements

allows

each

Fund

to

offset

certain

securities

and

derivatives

with

a

specific

counterparty,

when

applicable,

as

well

as

any

collateral

received

or

delivered

to

that

counterparty

based

on

the

terms

of

the

agreements.

Generally,

each

Fund

manages

its

cash

collateral

and

securities

collateral

on

a

counterparty

basis.

The

Funds’

investments

subject

to

netting

agreements

as

of

the

end

of

the

reporting

period,

if

any,

are

further

described

in

Note

4

-

Portfolio

Securities

and

Investments

in

Derivatives.

New

Accounting

Pronouncements

and

Rule

Issuances

Reference

Rate

Reform

In

March

2020,

FASB

issued

Accounting

Standards

Update

(“ASU”)

2020-04,

Reference

Rate

Reform:

Facilitation

of

the

Effects

of

Reference

Rate

Reform

on

Financial

Reporting.

The

main

objective

of

the

new

guidance

is

to

provide

relief

to

companies

that

will

be

impacted

by

the

expected

change

in

benchmark

interest

rates,

when

participating

banks

will

no

longer

be

required

to

submit

London

Interbank

Offered

Rate

(LIBOR)

quotes

Fund

Gross

Custodian

Fee

Credits

All-American

$

9,840

Intermediate

Duration

26,999

Limited

Term

44,559

Short

Term

—

286

Notes

to

Financial

Statements

(continued)

by

the

UK

Financial

Conduct

Authority

(FCA).

The

new

guidance

allows

companies

to,

provided

the

only

change

to

existing

contracts

are

a

change

to

an

approved

benchmark

interest

rate,

account

for

modifications

as

a

continuance

of

the

existing

contract

without

additional

analysis.

For

new

and

existing

contracts,

the

Funds

may

elect

to

apply

the

amendments

as

of

March

12,

2020

through

December

31,

2022.

Management

has

not

yet

elected

to

apply

the

amendments,

is

continuously

evaluating

the

potential

effect

a

discontinuation

of

LIBOR

could

have

on

the

Funds’

investments

and

has

currently

determined

that

it

is

unlikely

the

ASU’s

adoption

will

have

a

significant

impact

on

the

Funds’

financial

statements

and

various

filings.

Securities

and

Exchange

Commission

(“SEC”)

Adopts

New

Rules

to

Modernize

Fund

Valuation

Framework

In

December

2020,

the

SEC

voted

to

adopt

a

new

rule

governing

fund

valuation

practices.

New

Rule

2a-5

under

the

1940

Act

establishes

requirements

for

determining

fair

value

in

good

faith

for

purposes

of

the

1940

Act.

Rule

2a-5

will

permit

fund

boards

to

designate

certain

parties

to

perform

fair

value

determinations,

subject

to

board

oversight

and

certain

other

conditions.

Rule

2a-5

also

defines

when

market

quotations

are

“readily

available”

for

purposes

of

Section

2(a)(41)

of

the

1940

Act,

which

requires

a

fund

to

fair

value

a

security

when

market

quotation

are

not

readily

available.

The

SEC

also

adopted

new

Rule

31a-4

under

the

1940

Act,

which

sets

forth

the

recordkeeping

requirements

associated

with

fair

value determinations.

Finally,

the

SEC

is

rescinding

previously

issued

guidance

on

related

issues,

including

the

role

of

a

board

in

determining

fair

value

and

the

accounting

and

auditing

of

fund

investments.

Rule

2a-5

and

Rule

31a-4

became

effective

on

March

8,

2021,

with

a

compliance

date

of

September

8,

2022.

A

fund

may

voluntarily

comply

with

the

rules

after

the

effective

date,

and

in

advance

of

the

compliance

date,

under

certain

conditions.

Management

is

currently

assessing

the

impact

of

these

provisions

on

the

Funds’

financial

statements.

3.

Investment

Valuation

and

Fair

Value

Measurements 

The

Funds’

investments

in

securities

are

recorded

at

their

estimated

fair

value

utilizing

valuation

methods

approved

by

the

Board.

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).

A

description

of

the

valuation

techniques

applied

to

the

Funds’

major

classifications

of

assets

and

liabilities

measured

at

fair

value

follows:

Equity

securities

and

exchange-traded

funds

listed

or

traded

on

a

national

market

or

exchange

are

valued

based

on

their

sale

price

at

the

official

close

of

business

of

such

market

or

exchange

on

the

valuation

date.

Foreign

equity

securities

and

registered

investment

companies

that

trade

on

a

foreign

exchange

are

valued

at

the

last

sale

price

or

official

closing

price

reported

on

the

exchange

where

traded

and

converted

to

U.S.

dollars

at

the

prevailing

rates

of

exchange

on

the

date

of

valuation.

To

the

extent

these

securities

are

actively

traded

and

that

valuation

adjustments

are

not

applied,

they

are

generally

classified

as

Level

1.

If

there

is

no

official

close

of

business,

then

the

latest

available

sale

price

is

utilized.

If

no

sales

are

reported,

then

the

mean

of

the

latest

available

bid

and

ask

prices

is

utilized

and

these

securities

are

generally

classified

as

Level

2.

Prices

of

fixed-income

securities

are

generally

provided

by

an

independent

pricing

service

(“pricing

service”)

approved

by

the

Board.

The

pricing

service

establishes

a

security’s

fair

value

using

methods

that

may

include

consideration

of

the

following:

yields

or

prices

of

investments

of

comparable

quality,

type

of

issue,

coupon,

maturity

and

rating,

market

quotes

or

indications

of

value

from

security

dealers,

evaluations

of

anticipated

cash

flows

or

collateral,

general

market

conditions

and

other

information

and

analysis,

including

the

obligor’s

credit

characteristics

considered

relevant.

In

pricing

certain

securities,

particularly

less

liquid

and

lower

quality

securities,

the

pricing

service

may

consider

information

about

a

security,

its

issuer

or

market

activity

provided

by

the

Adviser.

These

securities

are

generally

classified

as

Level

2.

Any

portfolio

security

or

derivative

for

which

market

quotations

are

not

readily

available

or

for

which

the

above

valuation

procedures

are

deemed

not

to

reflect

fair

value

are

valued

at

fair

value,

as

determined

in

good

faith

using

procedures

approved

by

the

Board.

As

a

general

principle,

the

fair

value

of

a

security

would

appear

to

be

the

amount

that

the

owner

might

reasonably

expect

to

receive

for

it

in

a

current

sale.

A

variety

of

factors

may

be

considered

in

determining

the

fair

value

of

such

securities,

which

may

include

consideration

of

the

following:

yields

or

prices

of

investments

of

comparable

quality,

type

of

issue,

coupon,

maturity

and

rating,

market

quotes

or

indications

of

value

from

security

dealers,

evaluations

of

anticipated

cash

flows

or

collateral,

general

market

conditions

and

other

information

and

analysis,

including

the

obligor’s

credit

characteristics

considered

relevant.

To

the

extent

the

inputs

are

observable

and

timely,

the

values

would

be

classified

as

Level

2

of

the

fair

value

hierarchy;

otherwise

they

would

be

classified

as

Level

3.

The

following

table

summarizes

the

market

value

of

the

Funds’

investments

as

of

the

end

of

the

reporting

period,

based

on

the

inputs

used

to

value

them:

287

The

Funds

hold

liabilities

in

floating

rate

obligations,

where

applicable,

which

are

not

reflected

in

the

tables

above.

The

fair

values

of

the

Funds'

liabilities

for

floating

rate

obligations

approximate

their

liquidation

values.

Floating

rate

obligations

are

generally

classified

as

Level

2

and

further

described

in

Note

4

–

Portfolio

Securities

and

Investments

in

Derivatives.

4.

Portfolio

Securities

and

Investments

in

Derivatives

Portfolio

Securities

Inverse

Floating

Rate

Securities

Each

Fund

is

authorized

to

invest

in

inverse

floating

rate

securities.

An

inverse

floating

rate

security

is

created

by

depositing

a

municipal

bond

(referred

to

as

an

“Underlying

Bond”),

typically

with

a

fixed

interest

rate,

into

a

special

purpose

tender

option

bond

(“TOB”)

trust

(referred

to

as

the

“TOB

Trust”)

created

by

or

at

the

direction

of

one

or

more

Funds.

In

turn,

the

TOB

Trust

issues

(a)

floating

rate

certificates

(referred

to

as

“Floaters”),

in

face

amounts

equal

to

some

fraction

of

the

Underlying

Bond’s

par

amount

or

market

value,

and

(b)

an

inverse

floating

rate

certificate

(referred

to

as

an

“Inverse

Floater”)

that

represents

all

remaining

or

residual

interest

in

the

TOB

Trust.

Floaters

typically

pay

short-term

tax-exempt

interest

rates

to

third

parties

who

are

also

provided

a

right

to

tender

their

certificate

and

receive

its

par

value,

which

may

be

paid

from

the

proceeds

of

a

remarketing

of

the

Floaters,

by

a

loan

to

the

TOB

Trust

from

a

third

party

liquidity

provider

(“Liquidity

Provider”),

or

by

the

sale

of

assets

from

the

TOB

Trust.

The

Inverse

Floater

is

issued

to

a

long

term

investor,

such

as

one

or

more

Funds.

The

income

received

by

the

Inverse

Floater

holder

varies

inversely

with

the

short-term

rate

paid

to

holders

of

the

Floaters,

and

in

most

circumstances

the

Inverse

Floater

holder

bears

substantially

all

of

the

Underlying

Bond’s

downside

investment

risk

and

also

benefits

disproportionately

from

any

potential

appreciation

of

the

Underlying

Bond’s

value.

The

value

of

an

Inverse

Floater

will

be

more

volatile

than

that

of

the

Underlying

Bond

because

the

interest

rate

is

dependent

on

not

only

the

fixed

coupon

rate

of

the

Underlying

Bond

but

also

on

the

short-term

interest

paid

on

the

Floaters,

and

because

the

Inverse

Floater

essentially

bears

the

risk

of

loss

(and

possible

gain)

of

the

greater

face

value

of

the

Underlying

Bond.

All-American

Level

1

Level

2

Level

3

Total

Long-Term

Investments*:

Municipal

Bonds

$

–

$

8,535,462,914

$

731,227**

$

8,536,194,141

Common

Stocks

–

43,602,531

***

–

43,602,531

Variable

Rate

Senior

Loan

Interests

–

47,446

–

47,446

Total

$

–

$

8,579,112,891

$

731,227

$

8,579,844,118

Intermediate

Duration

Level

1

Level

2

Level

3

Total

Long-Term

Investments*:

Municipal

Bonds

$

–

$

9,368,132,085

$

44,529**

$

9,368,176,614

Common

Stocks

–

161,595,271

***

–

161,595,271

Asset-Backed

and

Mortgage-Backed

Securities

–

12,031,747

–

12,031,747

Short-Term

Investments:

Municipal

Bonds

–

32,795,000

–

32,795,000

Total

$

–

$

9,574,554,103

$

44,529

$

9,574,598,632

Limited

Term

Level

1

Level

2

Level

3

Total

Long-Term

Investments*:

Municipal

Bonds

$

–

$

8,299,651,591

$

–

$

8,299,651,591

Common

Stocks

–

170,563,224

***

–

170,563,224

Short-Term

Investments:

Municipal

Bonds

–

11,214,699

–

11,214,699

Total

$

–

$

8,481,429,514

$

–

$

8,481,429,514

Short

Term

Level

1

Level

2

Level

3

Total

Long-Term

Investments*:

Municipal

Bonds

$

–

$

693,538,092

$

–

$

693,538,092

Common

Stocks

–

1,342,965

***

–

1,342,965

Short-Term

Investments:

Municipal

Bonds

–

13,000,000

–

13,000,000

Total

$

–

$

707,881,057

$

–

$

707,881,057

*

Refer

to

the

Fund's

Portfolio

of

Investments

for

state

and

or/industry

classifications,

where

applicable.

**

Refer

to

the

Fund’s

Portfolio

of

Investments

for

securities

classified

as

Level

3.

***

Refer

to

the

Fund’s

Portfolio

of

Investments

for

securities

classified

as

Level

2.

288

Notes

to

Financial

Statements

(continued)

The

Inverse

Floater

held

by

a

Fund

gives

the

Fund

the

right

to

(a)

cause

the

holders

of

the

Floaters

to

tender

their

certificates

at

par

(or

slightly

more

than

par

in

certain

circumstances),

and

(b)

have

the

trustee

of

the

TOB

Trust

(the

“Trustee”)

transfer

the

Underlying

Bond

held

by

the

TOB

Trust

to

the

Fund,

thereby

collapsing

the

TOB

Trust.

The

Fund

may

acquire

an

Inverse

Floater

in

a

transaction

where

it

(a)

transfers

an

Underlying

Bond

that

it

owns

to

a

TOB

Trust

created

by

a

third

party

or

(b)

transfers

an

Underlying

Bond

that

it

owns,

or

that

it

has

purchased

in

a

secondary

market

transaction

for

the

purpose

of

creating

an

Inverse

Floater,

to

a

TOB

Trust

created

at

its

direction,

and

in

return

receives

the

Inverse

Floater

of

the

TOB

Trust

(referred

to

as

a

“self-deposited

Inverse

Floater”).

A

Fund

may

also

purchase

an

Inverse

Floater

in

a

secondary

market

transaction

from

a

third

party

creator

of

the

TOB

Trust

without

first

owning

the

Underlying

Bond

(referred

to

as

an

“externally-deposited

Inverse

Floater”).

An

investment

in

a

self-deposited

Inverse

Floater

is

accounted

for

as

a

“financing”

transaction

(i.e.,

a

secured

borrowing).

For

a

self-deposited

Inverse

Floater,

the

Underlying

Bond

deposited

into

the

TOB

Trust

is

identified

in

the

Fund’s

Portfolio

of

Investments

as

“(UB)

–

Underlying

bond

of

an

inverse

floating

rate

trust

reflected

as

a

financing

transaction,”

with

the

Fund

recognizing

as

liabilities,

labeled

“Floating

rate

obligations”

on

the

Statement

of

Assets

and

Liabilities,

(a)

the

liquidation

value

of

Floaters

issued

by

the

TOB

Trust,

and

(b)

the

amount

of

any

borrowings

by

the

TOB

Trust

from

a

Liquidity

Provider

to

enable

the

TOB

Trust

to

purchase

outstanding

Floaters

in

lieu

of

a

remarketing.

In

addition,

the

Fund

recognizes

in

“Investment

Income”

the

entire

earnings

of

the

Underlying

Bond,

and

recognizes

(a)

the

interest

paid

to

the

holders

of

the

Floaters

or

on

the

TOB

Trust’s

borrowings,

and

(b)

other

expenses

related

to

remarketing,

administration,

trustee,

liquidity

and

other

services

to

a

TOB

Trust,

as

a

component

of

“Interest

expense”

on

the

Statement

of

Operations.

Earnings

due

from

the

Underlying

Bond

and

interest

due

to

the

holders

of

the

Floaters

as

of

the

end

of

the

reporting

period

are

recognized

as

components

of

“Receivable

for

interest”

and

“Payable

for

interest”

on

the

Statement

of

Assets

and

Liabilities,

respectively.

In

contrast,

an

investment

in

an

externally-deposited

Inverse

Floater

is

accounted

for

as

a

purchase

of

the

Inverse

Floater

and

is

identified

in

the

Fund’s

Portfolio

of

Investments

as

“(IF)

–

Inverse

floating

rate

investment.”

For

an

externally-deposited

Inverse

Floater,

a

Fund’s

Statement

of

Assets

and

Liabilities

recognizes

the

Inverse

Floater

and

not

the

Underlying

Bond

as

an

asset,

and

the

Fund

does

not

recognize

the

Floaters,

or

any

related

borrowings

from

a

Liquidity

Provider,

as

a

liability.

Additionally,

the

Fund

reflects

in

“Investment

Income”

only

the

net

amount

of

earnings

on

the

Inverse

Floater

(net

of

the

interest

paid

to

the

holders

of

the

Floaters

or

the

Liquidity

Provider

as

lender,

and

the

expenses

of

the

Trust),

and

does

not

show

the

amount

of

that

interest

paid

or

the

expenses

of

the

TOB

Trust

as

described

above

as

interest

expense

on

the

Statement

of

Operations.

Fees

paid

upon

the

creation

of

a

TOB

Trust

for

self-deposited

Inverse

Floaters

and

externally-deposited

Inverse

Floaters

are

recognized

as

part

of

the

cost

basis

of

the

Inverse

Floater

and

are

capitalized

over

the

term

of

the

TOB

Trust.

As

of

the

end

of

the

reporting

period,

the

aggregate

value

of

Floaters

issued

by

each

Fund’s

TOB

Trust

for

self-deposited

Inverse

Floaters

and

externally-deposited

Inverse

Floaters

was

as

follows:

During

the

current

fiscal

period,

the

average

amount

of

Floaters

(including

any

borrowings

from

a

Liquidity

Provider)

outstanding,

and

the

average

annual

interest

rates

and

fees

related

to

self-deposited

Inverse

Floaters,

were

as

follows:

TOB

Trusts

are

supported

by

a

liquidity

facility

provided

by

a

Liquidity

Provider

pursuant

to

which

the

Liquidity

Provider

agrees,

in

the

event

that

Floaters

are

(a)

tendered

to

the

Trustee

for

remarketing

and

the

remarketing

does

not

occur,

or

(b)

subject

to

mandatory

tender

pursuant

to

the

terms

of

the

TOB

Trust

agreement,

to

either

purchase

Floaters

or

to

provide

the

Trustee

with

an

advance

from

a

loan

facility

to

fund

the

purchase

of

Floaters

by

the

TOB

Trust.

In

certain

circumstances,

the

Liquidity

Provider

may

otherwise

elect

to

have

the

Trustee

sell

the

Underlying

Bond

to

retire

the

Floaters

that

were

tendered

and

not

remarketed

prior

to

providing

such

a

loan.

In

these

circumstances,

the

Liquidity

Provider

remains

obligated

to

provide

a

loan

to

the

extent

that

the

proceeds

of

the

sale

of

the

Underlying

Bond

are

not

sufficient

to

pay

the

purchase

price

of

the

Floaters.

Fund

Floating

Rate

Obligations:

Self-

Deposited

Inverse

Floaters

Floating

Rate

Obligations:

Externally-Deposited

Inverse

Floaters

Total

All-American

$

979,823,000

$

7,500,000

$

987,323,000

Intermediate

Duration

—

—

—

Limited

Term

—

—

—

Short

Term

—

—

—

Fund

Average

Floating

Rate

Obligations

Outstanding

Average

Annual

Interest

Rate

And

Fees

All-American

$

825,257,337

0.62

%

Intermediate

Duration

—

—

Limited

Term

—

—

Short

Term

—

—

289

The

size

of

the

commitment

under

the

loan

facility

for

a

given

TOB

Trust

is

at

least

equal

to

the

balance

of

that

TOB

Trust’s

outstanding

Floaters

plus

any

accrued

interest.

In

consideration

of

the

loan

facility,

fee

schedules

are

in

place

and

are

charged

by

the

Liquidity

Provider(s).

Any

loans

made

by

the

Liquidity

Provider

will

be

secured

by

the

purchased

Floaters

held

by

the

TOB

Trust.

Interest

paid

on

any

outstanding

loan

balances

will

be

effectively

borne

by

the

Fund

that

owns

the

Inverse

Floaters

of

the

TOB

Trust

that

has

incurred

the

borrowing

and

may

be

at

a

rate

that

is

greater

than

the

rate

that

would

have

been

paid

had

the

Floaters

been

successfully

remarketed.

As

described

above,

any

amounts

outstanding

under

a

liquidity

facility

are

recognized

as

a

component

of

“Floating

rate

obligations”

on

the

Statement

of

Assets

and

Liabilities

by

the

Fund

holding

the

corresponding

Inverse

Floaters

issued

by

the

borrowing

TOB

Trust.

As

of

the

end

of

the

reporting

period,

All-American

had

$6,989,039

of

loans

outstanding.

Each

Fund

may

also

enter

into

shortfall

and

forbearance

agreements

(sometimes

referred

to

as

a

“recourse

arrangement”)

(TOB

Trusts

involving

such

agreements

are

referred

to

herein

as

“Recourse

Trusts”),

under

which

a

Fund

agrees

to

reimburse

the

Liquidity

Provider

for

the

Trust’s

Floaters,

in

certain

circumstances,

for

the

amount

(if

any)

by

which

the

liquidation

value

of

the

Underlying

Bond

held

by

the

TOB

Trust

may

fall

short

of

the

sum

of

the

liquidation

value

of

the

Floaters

issued

by

the

TOB

Trust

plus

any

amounts

borrowed

by

the

TOB

Trust

from

the

Liquidity

Provider,

plus

any

shortfalls

in

interest

cash

flows.

Under

these

agreements,

a

Fund’s

potential

exposure

to

losses

related

to

or

on

an

Inverse

Floater

may

increase

beyond

the

value

of

the

Inverse

Floater

as

a

Fund

may

potentially

be

liable

to

fulfill

all

amounts

owed

to

holders

of

the

Floaters

or

the

Liquidity

Provider.

Any

such

shortfall

amount

in

the

aggregate

is

recognized

as

“Unrealized

depreciation

on

Recourse

Trusts”

on

the

Statement

of

Assets

and

Liabilities.

As

of

the

end

of

the

reporting

period,

the

Funds

maximum

exposure

to

the

Floaters

issued

by

Recourse

Trusts

for

self-deposited

Inverse

Floaters

and

externally-deposited

Inverse

Floaters

was

as

follows:

Zero

Coupon

Securities

A

zero

coupon

security

does

not

pay

a

regular

interest

coupon

to

its

holders

during

the

life

of

the

security.

Income

to

the

holder

of

the

security

comes

from

accretion

of

the

difference

between

the

original

purchase

price

of

the

security

at

issuance

and

the

par

value

of

the

security

at

maturity

and

is

effectively

paid

at

maturity.

The

market

prices

of

zero

coupon

securities

generally

are

more

volatile

than

the

market

prices

of

securities

that

pay

interest

periodically.

Investment

Transactions

Long-term

purchases

and

sales

(including

maturities)

during

the

current fiscal

period

were

as

follows:

The

Funds

may

purchase

securities

on

a

when-issued

or

delayed-delivery

basis.

Securities

purchased

on

a

when-issued

or

delayed-delivery

basis

may

have

extended

settlement

periods;

interest

income

is

not

accrued

until

settlement

date.

Any

securities

so

purchased

are

subject

to

market

fluctuation

during

this

period.

The

Funds

have

earmarked

securities

in

their

portfolios

with

a

current

value

at

least

equal

to

the

amount

of

the

when-issued/

delayed

delivery

purchase

commitments.

If

a

Fund

has

outstanding

when-issued/delayed-delivery

purchases

commitments

as

of

the

end

of

the

reporting

period,

such

amounts

are

recognized

on

the

Statement

of

Assets

and

Liabilities.

Investments

in

Derivatives

In

addition

to

the

inverse

floating

rate

securities

in

which each

Fund

may

invest,

which

are

considered

portfolio

securities

for

financial

reporting

purposes, each

Fund

is

authorized

to

invest

in

certain

other

derivative

instruments. 

The

Funds

record

derivative

instruments

at

fair

value,

with

changes

in

fair

value

recognized

on

the

Statement

of

Operations,

where

applicable. 

Even

though

the

Funds'

investments

in

derivatives

may

represent

economic

hedges,

they

are

not

considered

to

be

hedge

transactions

for

financial

reporting

purposes.

Although

the

Funds

are

authorized

to

invest

in

derivative

instruments,

and

may

do

so

in

the

future,

they

did

not

make

any

such

investments

during

the

current

fiscal

period.

Fund

Maximum

Exposure

to

Recourse

Trusts:

Self-Deposited

Inverse

Floaters

Maximum

Exposure

to

Recourse

Trusts:

Externally-Deposited

Inverse

Floaters

Total

All-American

$

979,823,000

$

7,500,000

$

987,323,000

Intermediate

Duration

—

—

—

Limited

Term

—

—

—

Short

Term

—

—

—

Fund

Purchases

Sales

and

Maturities

All-American

$

3,455,971,658

$

2,270,755,739

Intermediate

Duration

2,771,494,273

2,669,817,883

Limited

Term

3,699,319,980

2,373,294,175

Short

Term

293,986,144

339,880,901

290

Notes

to

Financial

Statements

(continued)

Market

and

Counterparty

Credit

Risk

In

the

normal

course

of

business

each

Fund

may

invest

in

financial

instruments

and

enter

into

financial

transactions

where

risk

of

potential

loss

exists

due

to

changes

in

the

market

(market

risk)

or

failure

of

the

other

party

to

the

transaction

to

perform

(counterparty

credit

risk).

The

potential

loss

could

exceed

the

value

of

the

financial

assets

recorded

on

the

financial

statements.

Financial

assets,

which

potentially

expose

each

Fund

to

counterparty

credit

risk,

consist

principally

of

cash

due

from

counterparties

on

forward,

option

and

swap

transactions,

when

applicable.

The

extent

of

each

Fund’s

exposure

to

counterparty

credit

risk

in

respect

to

these

financial

assets

approximates

their

carrying

value

as

recorded

on

the

Statement

of

Assets

and

Liabilities.

Each

Fund

helps

manage

counterparty

credit

risk

by

entering

into

agreements

only

with

counterparties

the

Adviser

believes

have

the

financial

resources

to

honor

their

obligations

and

by

having

the

Adviser

monitor

the

financial

stability

of

the

counterparties.

Additionally,

counterparties

may

be

required

to

pledge

collateral

daily

(based

on

the

daily

valuation

of

the

financial

asset)

on

behalf

of

each

Fund

with

a

value

approximately

equal

to

the

amount

of

any

unrealized

gain

above

a

pre-determined

threshold.

Reciprocally,

when

each

Fund

has

an

unrealized

loss,

the

Funds

have

instructed

the

custodian

to

pledge

assets

of

the

Funds

as

collateral

with

a

value

approximately

equal

to

the

amount

of

the

unrealized

loss

above

a

pre-determined

threshold.

Collateral

pledges

are

monitored

and

subsequently

adjusted

if

and

when

the

valuations

fluctuate,

either

up

or

down,

by

at

least

the

predetermined

threshold

amount.

5.

Fund

Shares

Transactions

in Fund

shares

during

the

current

and

prior

fiscal

period

were

as

follows:

Year

Ended

3/31/22

Year

Ended

3/31/21

All-American

Shares

Amount

Shares

Amount

Shares

issued

in

the

reorganization:

Class

A

—

$—

19,156,801

$233,188,419

Class

C

—

—

1,274,834

15,515,776

Class

C2

(1)

—

—

802,614

9,776,220

Class

R6

—

—

—

—

Class

I

—

—

8,366,710

102,294,402

Shares

sold:

Class

A

56,205,735

686,889,738

80,857,717

962,165,430

Class

A

-

automatic

conversion

of

Class

C

Shares

10,961

131,937

1,251

15,083

Class

A

-

automatic

conversion

of

Class

C2

Shares

596,057

7,361,302

51,474

553,514

Class

C

4,280,919

52,395,291

6,255,688

74,146,100

Class

C2

(1)

—

—

101,075

1,163,037

Class

R6

7,782,649

95,093,960

6,843,048

81,553,997

Class

I

118,902,761

1,452,273,413

149,187,998

1,776,409,874

Shares

issued

to

shareholders

due

to

reinvestment

of

distributions:

Class

A

6,817,019

82,468,230

5,962,370

70,900,096

Class

C

427,321

5,172,663

435,678

5,176,284

Class

C2

(1)

2,645

32,477

126,220

1,495,069

Class

R6

313,473

3,801,039

179,326

2,148,951

Class

I

7,822,565

95,012,145

6,737,075

80,493,762

203,162,105

2,480,632,195

286,339,879

3,416,996,014

Shares

redeemed:

Class

A

(52,744,723)

(631,683,629)

(41,478,513)

(492,570,402)

Class

C

(4,983,850)

(60,260,597)

(4,979,389)

(59,143,807)

Class

C

-

automatic

conversion

to

Class

A

Shares

(10,968)

(131,937)

(1,251)

(15,083)

Class

C2

(1)

(585,597)

(7,119,866)

(8,040,319)

(96,290,818)

Class

C2

-

automatic

conversion

to

Class

A

Shares

(595,575)

(7,361,302)

(51,445)

(553,514)

Class

R6

(3,188,302)

(38,061,941)

(1,212,137)

(14,402,426)

Class

I

(97,542,195)

(1,169,221,924)

(68,735,963)

(818,401,393)

(159,651,210)

(1,913,841,196)

(124,499,017)

(1,481,377,443)

Net

increase

(decrease)

43,510,895

$566,790,999

161,840,862

$1,935,618,571

(1)

Class

C2

Shares

were

converted

to

Class

A

Shares

at

the

close

of

business

on

June

4,

2021

and

are

no

longer

available

for

reinvestment

or

through

an

exchange

from

other

Nuveen

mutual

funds.

291

Year

Ended

3/31/22

Year

Ended

3/31/21

Intermediate

Duration

Shares

Amount

Shares

Amount

Shares

sold:

Class

A

21,648,832

$207,239,557

35,164,259

$334,214,277

Class

A

-

automatic

conversion

of

Class

C

Shares

2,546

24,091

—

—

Class

A

-

automatic

conversion

of

Class

C2

Shares

320,293

3,094,027

9,288

88,875

Class

C

727,021

6,982,206

1,834,474

17,416,988

Class

C2

(1)

—

—

26,844

248,467

Class

I

313,790,143

2,996,181,699

391,905,516

3,736,481,413

Shares

issued

to

shareholders

due

to

reinvestment

of

distributions:

Class

A

1,700,655

16,228,772

1,853,124

17,600,656

Class

C

60,155

574,801

87,295

829,012

Class

C2

(1)

904

8,724

29,643

281,149

Class

I

12,371,099

118,400,278

13,106,058

124,842,614

350,621,648

3,348,734,155

444,016,501

4,232,003,451

Shares

redeemed:

Class

A

(20,964,589)

(198,989,525)

(18,847,871)

(178,179,006)

Class

C

(1,486,918)

(14,177,961)

(1,439,241)

(13,705,337)

Class

C

-

automatic

conversion

to

Class

A

Shares

(2,546)

(24,091)

—

—

Class

C2

(1)

(152,341)

(1,464,237)

(2,529,545)

(24,100,139)

Class

C2

-

automatic

conversion

to

Class

A

Shares

(319,631)

(3,094,027)

(9,279)

(88,875)

Class

I

(329,733,945)

(3,132,657,643)

(271,273,353)

(2,581,188,649)

(352,659,970)

(3,350,407,484)

(294,099,289)

(2,797,262,006)

Net

increase

(decrease)

(2,038,322)

$(1,673,329)

149,917,212

$1,434,741,445

(1)

Class

C2

Shares

were

converted

to

Class

A

Shares

at

the

close

of

business

on

June

4,

2021

and

are

no

longer

available

for

reinvestment

or

through

an

exchange

from

other

Nuveen

mutual

funds.

Year

Ended

3/31/22

Year

Ended

3/31/21

Limited

Term

Shares

Amount

Shares

Amount

Shares

sold:

Class

A

28,723,978

$325,496,307

55,768,308

$629,547,049

Class

A

-

automatic

conversion

of

Class

C

Shares

2,804

31,725

—

—

Class

A

-

automatic

conversion

of

Class

C2

Shares

764,353

8,705,985

14,017

156,753

Class

C

896,216

10,107,903

2,147,651

24,113,490

Class

C2

(1)

—

—

76,506

853,769

Class

I

255,331,073

2,880,472,629

266,161,183

2,996,185,534

Shares

issued

to

shareholders

due

to

reinvestment

of

distributions:

Class

A

1,252,757

14,168,970

1,886,015

21,274,142

Class

C

15,228

172,267

67,316

755,877

Class

C2

(1)

1,198

13,594

74,163

833,440

Class

I

5,291,223

59,588,334

6,272,038

70,528,164

292,278,830

3,298,757,714

332,467,197

3,744,248,218

Shares

redeemed:

Class

A

(32,457,125)

(366,061,973)

(28,738,940)

(324,032,936)

Class

C

(2,256,198)

(25,392,106)

(2,438,142)

(27,402,645)

Class

C

-

automatic

conversion

to

Class

A

Shares

(2,814)

(31,725)

—

—

Class

C2

(1)

(414,299)

(4,688,236)

(8,633,539)

(97,243,821)

Class

C2

-

automatic

conversion

to

Class

A

Shares

(765,698)

(8,705,985)

(14,047)

(156,753)

Class

I

(177,537,462)

(1,991,598,239)

(130,316,209)

(1,463,341,742)

(213,433,596)

(2,396,478,264)

(170,140,877)

(1,912,177,897)

Net

increase

(decrease)

78,845,234

$902,279,450

162,326,320

$1,832,070,321

(1)

Class

C2

Shares

were

converted

to

Class

A

Shares

at

the

close

of

business

on

June

4,

2021

and

are

no

longer

available

for

reinvestment

or

through

an

exchange

from

other

Nuveen

mutual

funds.

292

Notes

to

Financial

Statements

(continued)

6.

Income

Tax

Information

Each

Fund

is

a

separate

taxpayer

for

federal

income

tax

purposes.

Each

Fund

intends

to

distribute

substantially

all

of

its

net

investment

income

net

capital

gains

to

shareholders

and

otherwise

comply

with

the

requirements

of

Subchapter

M

of

the

Internal

Revenue

Code

applicable

to

regulated

investment

companies.

Therefore,

no

federal

income

tax

provision

is

required.

Each

Fund

intends

to

satisfy

conditions

that

will

enable

interest

from

municipal

securities,

which

is

exempt

from

regular

federal

taxes,

to

retain

such

tax-exempt

status

when

distributed

to

shareholders

of

the

Funds.

Net

realized

capital

gains

and

ordinary

income

distributions

paid

by

the

Funds

are

subject

to

federal

taxation.

Each

Fund

files

income

tax

returns

in

U.S.

federal

and

applicable

state

and

local

jurisdictions.

A

Fund's

federal

income

tax

returns

are

generally

subject

to

examination

for

a

period

of

three

fiscal

years

after

being

filed.

State

and

local

tax

returns

may

be

subject

to

examination

for

an

additional

period

of

time

depending

on

the

jurisdiction.

Management

has

analyzed

each

Fund's

tax

positions

taken

for

all

open

tax

years

and

has

concluded

that

no

provision

for

income

tax

is

required

in

the

Fund's

financial

statements.

Differences

between

amounts

for

financial

statement

and

federal

income

tax

purposes

are

primarily

due

to

timing

differences

in

recognizing

gains

and

losses

on

investment

transactions.

Temporary

differences

do

not

require

reclassification.

As

of

year

end,

permanent

differences

that

resulted

in

reclassifications

among

the

components

of

net

assets

relate

primarily

to

investments

in

partnerships,

paydowns,

taxable

market

discount

and

taxes

paid.

Temporary

and

permanent

differences

have

no

impact

on

a

Fund's

net

assets.

As

of

year

end,

the

aggregate

cost

and

the

net

unrealized

appreciation/(depreciation)

of

all

investments

for

federal

income

tax

purposes

was

as

follows:

For

purposes

of

this

disclosure,

tax

cost

generally

includes

the

cost

of

portfolio

investments

as

well

as

up-front

fees

or

premiums

exchanged

on

derivatives

and

any

amounts

unrealized

for

income

statement

reporting

but

realized

income

and/or

capital

gains

for

tax

reporting,

if

applicable.

Year

Ended

3/31/22

Year

Ended

3/31/21

Short

Term

Shares

Amount

Shares

Amount

Shares

sold:

Class

A

10,567,472

$106,618,757

18,840,097

$191,469,723

Class

A

-

automatic

conversion

of

Class

C

Shares

84

856

95

966

Class

A

-

automatic

conversion

of

Class

C2

Shares

193,245

1,969,164

—

—

Class

C

278,023

2,784,944

727,083

7,341,666

Class

C2

(1)

—

—

10,401

106,200

Class

I

25,963,155

263,146,316

23,436,658

238,702,073

Shares

issued

to

shareholders

due

to

reinvestment

of

distributions:

Class

A

204,589

2,071,588

345,306

3,512,754

Class

C

620

6,301

9,008

91,319

Class

C2

(1)

207

2,103

3,672

37,307

Class

I

271,108

2,748,744

413,626

4,211,935

37,478,503

379,348,773

43,785,946

445,473,943

Shares

redeemed:

Class

A

(15,035,794)

(151,976,150)

(12,689,372)

(128,787,234)

Class

C

(643,632)

(6,503,006)

(886,343)

(8,994,213)

Class

C

-

automatic

conversion

to

Class

A

Shares

(85)

(856)

(95)

(966)

Class

C2

(1)

(40,970)

(416,944)

(192,804)

(1,961,543)

Class

C2

-

automatic

conversion

to

Class

A

Shares

(193,245)

(1,969,164)

—

—

Class

I

(26,799,410)

(271,073,682)

(21,700,953)

(220,845,029)

(42,713,136)

(431,939,802)

(35,469,567)

(360,588,985)

Net

increase

(decrease)

(5,234,633)

$(52,591,029)

8,316,379

$84,884,958

(1)

Class

C2

Shares

were

converted

to

Class

A

Shares

at

the

close

of

business

on

June

4,

2021

and

are

no

longer

available

for

reinvestment

or

through

an

exchange

from

other

Nuveen

mutual

funds.

Fund

Tax

Cost

Gross

Unrealized

Appreciation

Gross

Unrealized

(Depreciation)

Net

Unrealized

Appreciation

(Depreciation)

All-American

$

7,744,154,087

$

238,396,330

$

(381,206,775)

$

(142,810,445)

Intermediate

Duration

9,624,360,990

268,366,340

(318,128,698)

(49,762,358)

Limited

Term

8,557,912,688

153,686,714

(230,169,888)

(76,483,174)

Short

Term

721,010,087

1,836,214

(14,965,244)

(13,129,030)

293

As

of

year

end,

the

components

of

accumulated

earnings

on

a

tax

basis

were

as

follows:

The

tax

character

of

distributions

paid

were

as

follows:

As

of

year

end,

the

Funds

had

capital

loss

carryforwards,

which

will

not

expire:

7.

Management

Fees

and

Other

Transactions

with

Affiliates

Management

Fees

Each

Fund’s

management

fee

compensates

the

Adviser

for

the

overall

investment

advisory

and

administrative

services

and

general

office

facilities.

The

Sub-Adviser

is

compensated

for

its

services

to

the

Funds

from

the

management

fees

paid

to

the

Adviser.

Each

Fund’s

management

fee

consists

of

two

components

–

a

fund-level

fee,

based

only

on

the

amount

of

assets

within

each

individual

Fund,

and

a

complex-level

fee,

based

on

the

aggregate

amount

of

all

eligible

fund

assets

managed

by

the

Adviser.

This

pricing

structure

enables

each

Fund’s

shareholders

to

benefit

from

growth

in

the

assets

within

their

respective

Fund

as

well

as

from

growth

in

the

amount

of

complex-wide

assets

managed

by

the

Adviser.

Fund

Undistributed

Tax-Exempt

Income

1

Undistributed

Ordinary

Income

Undistributed

Long-Term

Capital

Gains

Unrealized

Appreciation

(Depreciation)

Capital

Loss

Carryforwards

Late-Year

Loss

Deferrals

Other

Book-to-Tax

Differences

Total

All-American

$

7,990,537

$

423,519

$

—

$

(142,810,445)

$

(182,742,179)

$

—

$

(19,988,564)

$

(337,127,132)

Intermediate

Duration

4,280,973

527,896

—

(49,762,358)

(49,627,841)

—

(16,491,308)

(111,072,638)

Limited

Term

—

279,966

—

(76,483,174)

(38,818,907)

—

(7,469,920)

(122,492,035)

Short

Term

476,721

—

—

(13,129,030)

(2,259,313)

—

(505,099)

(15,416,721)

1

Undistributed

tax-exempt

income

(on

a

tax

basis)

has

not

been

reduced

for

the

dividend

declared

during

the

period

March

1,

2022

through

March

31,

2022

and

paid

on

April

1,

2022.

3/31/22

3/31/21

Fund

Tax-Exempt

Income

1

Ordinary

Income

Long-Term

Capital

Gains

Return

of

Capital

Tax-Exempt

Income

Ordinary

Income

Long-Term

Capital

Gains

Return

of

Capital

All-American

$

240,864,500

$

108,692

$

—

$

—

$

208,157,487

$

2,175,775

$

—

$

—

Intermediate

Duration

210,706,365

1,350,124

—

—

228,713,922

3,747,666

—

—

Limited

Term

99,992,138

240,216

—

—

120,299,298

1,751,253

—

8,564,240

Short

Term

7,161,748

41,448

—

—

11,261,554

1,337

—

—

1

Each

Fund

designates

these

amounts

paid

during

the

period

as

Exempt

Interest

Dividends.

Fund

Short-Term

Long-Term

Total

All-American

1

$

164,207,007

$

18,535,172

$

182,742,179

Intermediate

Duration

43,964,604

5,663,237

49,627,841

Limited

Term

19,946,322

18,872,585

38,818,907

Short

Term

1,017,651

1,241,662

2,259,313

1

A

portion

of

All-American's

capital

loss

carryforward

is

subject

to

an

annual

limitation

under

the

Internal

Revenue

Code

and

related

regulations

294

Notes

to

Financial

Statements

(continued)

The

annual

fund-level

fee,

payable

monthly,

for

each

Fund

was

calculated

according

to

the

following

schedule:

The

annual

complex-level

fee,

payable

monthly,

for

each

Fund

is

calculated

according

to

the

following

schedule:

*

The

complex-level

fee

is

calculated

based

upon

the

aggregate

daily

“eligible

assets”

of

all

Nuveen

open-end

and

closed-end

funds.

Eligible

assets

do

not

include

assets

attributable

to

investments

in

other

Nuveen

funds

or

assets

in

excess

of

a

determined

amount

(originally

$2

billion)

added

to

the

Nuveen

fund

complex

in

connection

with

the

Adviser’s

assumption

of

the

management

of

the

former

First

American

Funds

effective

January

1,

2011,

but

do

include

certain

assets

of

certain

Nuveen

funds

that

were

reorganized

into

funds

advised

by

an

affiliate

of

the

Adviser

during

the

2019

calendar

year.

Eligible

assets

include

closed-end

fund

assets

managed

by

the

Adviser

that

are

attributable

to

certain

types

of

leverage.

For

these

purposes,

leverage

includes

the

closed-end

funds’

use

of

preferred

stock

and

borrowings

and

certain

investments

in

the

residual

interest

certificates

(also

called

inverse

floating

rate

securities)

in

tender

option

bond

(TOB)

trusts,

including

the

portion

of

assets

held

by

a

TOB

trust

that

has

been

effectively

financed

by

the

trust’s

issuance

of

floating

rate

securities,

subject

to

an

agreement

by

the

Adviser

as

to

certain

funds

to

limit

the

amount

of

such

assets

for

determining

eligible

assets

in

certain

circumstances.

As

of

March

31,

2022,

the

complex-level

fee

rate

for

each

Fund

was

as

follows:

The

Adviser

has

agreed

to

waive

fees

and/or

reimburse

expenses

(“Expense

Cap”)

of

the

following

Fund

so

that

the

total

annual

Fund

operating

expenses

(excluding

12b-1

distribution

and/or

service

fees,

interest

expenses,

taxes,

acquired

fund

fees

and

expenses,

fees

incurred

in

acquiring

and

disposing

of

portfolio

securities

and

extraordinary

expenses)

do

not

exceed

the

average

daily

net

assets

of

any

class

of

Fund

shares

in

the

amounts

and

for

the

time

periods

stated

in

the

following

table:

Average

Daily

Net

Assets

All-

American

Intermediate

Duration

Limited

Term

Short

Term

For

the

first

$125

million

0.3000

%

0.3000

%

0.2500

%

0.2500

%

For

the

next

$125

million

0.2875

0.2875

0.2375

0.2375

For

the

next

$250

million

0.2750

0.2750

0.2250

0.2250

For

the

next

$500

million

0.2625

0.2625

0.2125

0.2125

For

the

next

$1

billion

0.2500

0.2500

0.2000

0.2000

For

the

next

$3

billion

0.2250

0.2250

0.1750

0.1750

For

the

next

$5

billion

0.2000

0.2000

0.1500

0.1500

For

net

assets

over

$10

billion

and

greater

0.1875

0.1875

0.1375

0.1375

Complex-Level

Eligible

Asset

Breakpoint

Level*

Effective

Complex-Level

Fee

Rate

at

Breakpoint

Level

$55

billion

0.2000

%

$56

billion

0.1996

$57

billion

0.1989

$60

billion

0.1961

$63

billion

0.1931

$66

billion

0.1900

$71

billion

0.1851

$76

billion

0.1806

$80

billion

0.1773

$91

billion

0.1691

$125

billion

0.1599

$200

billion

0.1505

$250

billion

0.1469

$300

billion

0.1445

Fund

Complex-Level

Fee

All-American

0

.1572%

Intermediate

Duration

0

.1579%

Limited

Term

0

.1547%

Short

Term

0

.1721%

Fund

Temporary

Expense

Cap

Temporary

Expense

Cap

Expiration

Date

Permanent

Expense

Cap

Intermediate

Duration

N/A

N/A

0.75%

N/A

-

Not

Applicable.

295

Distribution

and

Service

Fees 

Each

Fund

has

adopted

a

distribution

and

service

plan

under

rule

12b-1

under

the

1940

Act.

Class

A

Shares

incur

a

0.20%

annual

12b-1

service

fee.

Class

C

Shares

incur

a

0.75%

annual

12b-1

distribution

fee

and

a

0.25%

annual

12b-1

service

fee.

Class

C2

Shares

incur

a

0.55%

annual

12b-1

distribution

fee

and

a

0.20%

annual

12b-1

service

fee.

Class

R6

and

Class

I

Shares

are

not

subject

to

12b-1

distribution

or

service

fees.

The

fees

under

this

plan

compensate

Nuveen

Securities,

LLC,

(the

“Distributor”),

a

wholly-owned

subsidiary

of

Nuveen,

for

services

provided

and

expenses

incurred

in

distributing

shares

of

the

Funds

and

establishing

and

maintaining

shareholder

accounts.

Other

Transactions

with

Affiliates 

Each

Fund

is

permitted

to

purchase

or

sell

securities

from

or

to

certain

other

funds

or

accounts

managed

by

the

Sub-Adviser

(“Affiliated

Entity”)

under

specified

conditions

outlined

in

procedures

adopted

by

the

Board

("cross-trade").

These

procedures

have

been

designed

to

ensure

that

any

cross-trade

of

securities

by

the

Fund

from

or

to

an

Affiliated

Entity

by

virtue

of

having

a

common

investment

adviser

(or

affiliated

investment

adviser),

common

officer

and/or

common

trustee

complies

with

Rule

17a-7

under

the

1940

Act.

These

transactions

are

effected

at

the

current

market

price

(as

provided

by

an

independent

pricing

service)

without

incurring

broker

commissions.

During

the

current

fiscal

period,

the

Funds

engaged

in

cross-trades

pursuant

to

these

procedures

as

follows:

During

the

current

fiscal

period,

the

Distributor,

collected

sales

charges

on

purchases

of

Class

A

Shares,

the

majority

of

which

were

paid

out

as

concessions

to

financial

intermediaries

as

follows:

The

Distributor

also

received

12b-1

service

fees

on

Class

A

Shares,

substantially

all

of

which

were

paid

to

compensate

financial

intermediaries

for

providing

services

to

shareholders

relating

to

their

investments.

During

the

current

fiscal

period,

the

Distributor

compensated

financial

intermediaries

directly

with

commission

advances

at

the

time

of

purchase

as

follows:

To

compensate

for

commissions

advanced

to

financial

intermediaries,

all

12b-1

service

and

distribution

fees

collected

on

Class

C

Shares

during

the

first

year

following

a

purchase

are

retained

by

the

Distributor.

During

the

current

fiscal

period,

the

Distributor

retained

such

12b-1

fees

as

follows:

Fund

Purchases

Sales

Realized

Gain

(Loss)

All-American

$

—

$

—

$

—

Intermediate

Duration

31,205,048

5,000,000

—

Limited

Term

8,065,258

15,865,000

—

Short

Term

38,272,909

28,215,039

—

Fund

Sales

Charges

Collected

(Unaudited)

Paid

to

Financial

Intermediaries

(Unaudited)

All-American

$

5,658,914

$

5,506,622

Intermediate

Duration

1,428,583

1,391,075

Limited

Term

1,366,982

1,332,193

Short

Term

316,223

310,527

Fund

Commission

Advances

(Unaudited)

All-American

$

5,029,320

Intermediate

Duration

1,331,647

Limited

Term

1,263,855

Short

Term

298,445

Fund

12b-1

Fees

Retained

(Unaudited)

All-American

$

620,657

Intermediate

Duration

93,964

Limited

Term

132,703

Short

Term

12,820

296

Notes

to

Financial

Statements

(continued)

The

remaining

12b-1

fees

charged

to

each

Fund

were

paid

to

compensate

financial

intermediaries

for

providing

services

to

shareholders

relating

to

their

investments.

The

Distributor

also

collected

and

retained

CDSC

on

share

redemptions

during

the

current

fiscal

period,

as

follows: 

8.

Commitments

and

Contingencies

In

the

normal

course

of

business,

each

Fund

enters

into

a

variety

of

agreements

that

may

expose

the

Funds

to

some

risk

of

loss.

These

could

include

recourse

arrangements

for

certain

TOB

Trusts,

which

are

described

elsewhere

in

these

Notes

to

Financial

Statements.

The

risk

of

future

loss

arising

from

such

agreements,

while

not

quantifiable,

is

expected

to

be

remote.

As

of

the

end

of

the

reporting

period,

the

Funds

did

not

have

any

unfunded

commitments.

From

time

to

time,

the

Funds

may

be

a

party

to

certain

legal

proceedings

in

the

ordinary

course

of

business,

including

proceedings

relating

to

the

enforcement

of

the

Funds’

rights

under

contracts.

As

of

the

end

of

the

reporting

period,

the

Funds

are

not

subject

to

any

material

legal

proceedings.

9.

Borrowing

Arrangements

Committed

Line

of

Credit

The

Funds,

along

with

certain

other

funds

managed

by

the

Adviser

(“Participating

Funds”),

have

established

a

364-day,

$2.635

billion

standby

credit

facility

with

a

group

of

lenders,

under

which

the

Participating

Funds

may

borrow

for

temporary

purposes

(other

than

on-going

leveraging

for

investment

purposes).

Each

Participating

Fund

is

allocated

a

designated

proportion

of

the

facility’s

capacity

(and

its

associated

costs,

as

described

below)

based

upon

a

multi-factor

assessment

of

the

likelihood

and

frequency

of

its

need

to

draw

on

the

facility,

the

size

of

the

Fund

and

its

anticipated

draws,

and

the

potential

importance

of

such

draws

to

the

operations

and

well-being

of

the

Fund,

relative

to

those

of

the

other

Funds.

A

Fund

may

effect

draws

on

the

facility

in

excess

of

its

designated

capacity

if

and

to

the

extent

that

other

Participating

Funds

have

undrawn

capacity.

The

credit

facility

expires

in

June

2022

unless

extended

or

renewed.

The

credit

facility

has

the

following

terms:

0.15%

per

annum

on

unused

commitment

amounts

and

a

drawn

interest

rate

equal

to

the

higher

of

(a)

OBFR

(Overnight

Bank

Funding

Rate)

plus

1.20%

per

annum

or

(b)

the

Fed

Funds

Effective

Rate

plus

1.20%

per

annum

on

amounts

borrowed.

Prior

to

June

23,

2021,

the

drawn

interest

rate

was

equal

to

the

higher

of

(a)

one-month

LIBOR

(London

Inter-Bank

Offered

Rate)

plus

1.25%

per

annum

or

(b)

the

Fed

Funds

rate

plus

1.25%

per

annum

on

amounts

borrowed.  The

Participating

Funds

also

incurred

a

0.05%

upfront

fee

on

the

increase

of

the

$230

million

commitment

amount

during

the

reporting

period.  Interest

expense

incurred

by

the

Participating

Funds,

when

applicable,

is

recognized

as

a

component

of

“Interest

expense”

on

the

Statement

of

Operations.

Participating

Funds

paid

administration,

legal

and

arrangement

fees,

which

are

recognized

as

a

component

of

“Interest

expense”

on

the

Statement

of

Operations,

and

along

with

commitment

fees,

have

been

allocated

among

such

Participating

Funds

based

upon

the

relative

proportions

of

the

facility’s

aggregate

capacity

reserved

for

them

and

other

factors

deemed

relevant

by

the

Adviser

and

the

Board

of

each

Participating

Fund.

Fund

CDSC

Retained

(Unaudited)

All-American

$

493,155

Intermediate

Duration

142,809

Limited

Term

285,709

Short

Term

77,963

Fund

Maximum

Outstanding

Balance

All-American

$

82,200,000

Intermediate

Duration

82,500,000

Limited

Term

38,400,000

Short

Term

5,219,818

297

During

each

Fund’s

utilization

period(s)

during

the

current

fiscal

period,

the

average

daily

balance

outstanding

and

average

annual

interest

rate

on

the

Borrowings

were

as

follows:

Borrowings

outstanding

as

of

the

end

of

the

reporting

period,

if

any,

are

recognized

as

“Borrowings”

on

the

Statement

of

Assets

and

Liabilities.

Fund

Utilization

Period

(Days

Outstanding)

Average

Daily

Balance

Outstanding

Average

Annual

Interest

Rate

All-American

23

$

24,382,609

1.37

%

Intermediate

Duration

18

38,966,997

1.41

Limited

Term

29

21,299,414

1.33

Short

Term

3

5,219,818

1.28

298

Important

Tax

Information

(Unaudited)

As

required

by

the

Internal

Revenue

Code

and

Treasury

Regulations,

certain

tax

information,

as

detailed

below,

must

be

provided

to

shareholders.

Shareholders

are

advised

to

consult

their

tax

advisor

with

respect

to

the

tax

implications

of

their

investment.

The

amounts

listed

below

may

differ

from

the

actual

amounts

reported

on

Form

1099-DIV,

which

will

be

sent

to

shareholders

shortly

after

calendar

year

end.

Long-Term

Capital

Gains

As

of

year

end,

each

Fund

designates

the

following

distribution

amounts,

or

maximum

amount

allowable,

as

being

from

net

long-term

capital

gains

pursuant

to

Section

852(b)(3)

of

the

Internal

Revenue

Code:

Fund

Net

Long-Term

Capital

Gains

All

American

$

—

Intermediate

Duration

—

Limited

Term

—

Short

Term

—

299

Additional

Fund

Information

(Unaudited)

Investment

Adviser

Nuveen

Fund

Advisors,

LLC

333

West

Wacker

Drive

Chicago,

IL

60606

Sub-Adviser

Nuveen

Asset

Management,

LLC

333

West

Wacker

Drive

Chicago,

IL

60606

Independent

Registered

Public

Accounting

Firm

PricewaterhouseCoopers

LLP

One

North

Wacker

Drive

Chicago,

IL

60606

Custodian

State

Street

Bank

&

Trust

Company

One

Lincoln

Street

Boston,

MA

02111

Legal

Counsel

Chapman

and

Cutler

LLP

Chicago,

IL

60603

Transfer

Agent

and

Shareholder

Services

DST

Asset

Manager

Solutions,

Inc.

(DST)

P.O.

Box

219140

Kansas

City,

MO

64121-9140

(800)

257-8787

Portfolio

of

Investments

Information

Each

Fund

is

required

to

file

its

complete

schedule

of

portfolio

holdings

with

the

Securities

and

Exchange

Commission

(SEC)

for

the

first

and

third

quarters

of

each

fiscal

year

as

an

exhibit

to

its

report

on

Form

N-PORT.

You

may

obtain

this

information

on

the

SEC’s

website

at

http://www.sec.gov.

Nuveen

Funds’

Proxy

Voting

Information

You

may

obtain

(i)

information

regarding

how

each

fund

voted

proxies

relating

to

portfolio

securities

held

during

the

most

recent

twelve-month

period

ended

June

30,

without

charge,

upon

request,

by

calling

Nuveen

toll-free

at

(800)

257-8787

or

on

Nuveen’s

website

at

www.nuveen.com

and

(ii)

a

description

of

the

policies

and

procedures

that

each

fund

used

to

determine

how

to

vote

proxies

relating

to

portfolio

securities

without

charge,

upon

request,

by

calling

Nuveen

toll-free

at

(800)

257-8787.

You

may

also

obtain

this

information

directly

from

the

SEC.

Visit

the

SEC

on-line

at

http://www.sec.gov.

FINRA

BrokerCheck

:

The

Financial

Industry

Regulatory

Authority

(FINRA)

provides

information

regarding

the

disciplinary

history

of

FINRA

member

firms

and

associated

investment

professionals.

This

information

as

well

as

an

investor

brochure

describing

FINRA

BrokerCheck

is

available

to

the

public

by

calling

the

FINRA

BrokerCheck

Hotline

number

at

(800)

289-9999

or

by

visiting

www.FINRA.org.

300

Glossary

of

Terms

Used

in

this

Report

(Unaudited)

Average

Annual

Total

Return:

This

is

a

commonly

used

method

to

express

an

investment’s

performance

over

a

particular,

usually

multi-year

time

period.

It

expresses

the

return

that

would

have

been

necessary

each

year

to

equal

the

investment’s

actual

cumulative

performance

(including

change

in

NAV

or

offer

price

and

reinvested

dividends

and

capital

gains

distributions,

if

any)

over

the

time

period

being

considered.

Effective

Leverage

(Effective

Leverage

Ratio):

Effective

leverage

is

investment

exposure

created

either

directly

through

certain

borrowings

or

indirectly

through

inverse

floaters,

divided

by

the

assets

invested,

including

those

assets

that

were

purchased

with

the

proceeds

of

the

leverage,

or

referenced

by

the

levered

instrument.

The

calculation

of

the

Effective

Leverage

Ratio

reflects

borrowings

effected

on

a

long-term

basis

for

investment

purposes,

but

excludes

borrowings

that

may

occur,

on

a

transient

basis,

in

connection

with

a

Fund’s

day-to-day

operations

primarily

in

connection

with

the

need

to

pay

cash

out

to

redeeming

shareholders

or

to

settle

portfolio

trades.

Gross

Domestic

Product

(GDP):

The

total

market

value

of

all

final

goods

and

services

produced

in

a

country/region

in

a

given

year,

equal

to

total

consumer

investment

and

government

spending,

plus

the

value

of

exports,

minus

the

value

of

imports.

Inverse

Floating

Rate

Securities:

Inverse

floating

rate

securities,

also

known

as

inverse

floaters

or

tender

option

bonds

(TOBs),

are

created

by

depositing

a

municipal

bond,

typically

with

a

fixed

interest

rate,

into

a

special

purpose

trust.

This

trust,

in

turn,

(a)

issues

floating

rate

certificates

typically

paying

short-term

tax-exempt

interest

rates

to

third

parties

in

amounts

equal

to

some

fraction

of

the

deposited

bond’s

par

amount

or

market

value,

and

(b)

issues

an

inverse

floating

rate

certificate

(sometimes

referred

to

as

an

“inverse

floater”)

to

an

investor

(such

as

a

fund)

interested

in

gaining

investment

exposure

to

a

long-term

municipal

bond.

The

income

received

by

the

holder

of

the

inverse

floater

varies

inversely

with

the

short-term

rate

paid

to

the

floating

rate

certificates’

holders,

and

in

most

circumstances

the

holder

of

the

inverse

floater

bears

substantially

all

of

the

underlying

bond’s

downside

investment

risk.

The

holder

of

the

inverse

floater

typically

also

benefits

disproportionately

from

any

potential

appreciation

of

the

underlying

bond’s

value.

Hence,

an

inverse

floater

essentially

represents

an

investment

in

the

underlying

bond

on

a

leveraged

basis.

Leverage:

Leverage

is

created

whenever

a

fund

has

investment

exposure

(both

reward

and/or

risk)

equivalent

to

more

than

100%

of

the

investment

capital.

Lipper

General

&

Insured

Municipal

Debt

Funds

Classification

Average:

Represents

the

average

annualized

total

return

for

all

reporting

funds

in

the

Lipper

General

&

Insured

Municipal

Debt

Funds

Classification.

Lipper

returns

account

for

the

effects

of

management

fees

and

assume

reinvestment

of

distributions,

but

do

not

reflect

any

applicable

sales

charges.

Lipper

Intermediate

Municipal

Debt

Funds

Classification

Average:

Represents

the

average

annualized

total

return

for

all

reporting

funds

in

the

Lipper

Intermediate

Municipal

Debt

Funds

Classification.

Lipper

returns

account

for

the

effects

of

management

fees

and

assume

reinvestment

of

distributions,

but

do

not

reflect

any

applicable

sales

charges.

Lipper

Short-Intermediate

Municipal

Debt

Funds

Classification

Average:

Represents

the

average

annualized

total

return

for

all

reporting

funds

in

the

Lipper

Short-Intermediate

Municipal

Debt

Funds

Classification.

Lipper

returns

account

for

the

effects

of

management

fees

and

assume

reinvestment

of

distributions,

but

do

not

reflect

any

applicable

sales

charges.

Lipper

Short

Municipal

Debt

Funds

Classification

Average

:

Represents

the

average

annualized

total

return

for

all

reporting

funds

in

the

Lipper

Short

Municipal

Debt

Funds

Classification.

Lipper

returns

account

for

the

effects

of

management

fees

and

assume

reinvestment

of

distributions,

but

do

not

reflect

any

applicable

sales

charges.

Net

Assets

Value

(NAV)

per

Share:

A

fund’s

Net

Assets

is

equal

to

its

total

assets

(securities,

cash

and

accrued

earnings)

less

its

total

liabilities.

For

funds

with

multiple

classes,

Net

Assets

are

determined

separately

for

each

share

class.

NAV

per

share

is

equal

to

the

fund’s

(or

share

class’)

Net

Assets

divided

by

its

number

of

shares

outstanding.

Pre-Refunded

Bond/Pre-Refunding:

Pre-Refunded

Bond/Pre-Refunding,

also

known

as

advanced

refundings

or

refinancings,

is

a

procedure

used

by

state

and

local

governments

to

refinance

municipal

bonds

to

lower

interest

expenses.

The

issuer

sells

new

bonds

with

a

lower

yield

and

uses

the

proceeds

to

buy

U.S.

Treasury

securities,

the

301

interest

from

which

is

used

to

make

payments

on

the

higher-yielding

bonds.

Because

of

this

collateral,

pre-refunding

generally

raises

a

bond’s

credit

rating

and

thus

its

value.

S&P

Municipal

Bond

Intermediate

Index:

An

index

containing

bonds

in

the

S&P

Municipal

Bond

Index

that

mature

between

3

and

15

years.

Index

returns

assume

reinvestment

of

distributions,

but

do

not

reflect

any

applicable

sales

charges

or

management

fees.

S&P

Municipal

Bond

Index:

An

index

designed

to

measure

the

performance

of

the

tax-exempt

U.S.

municipal

bond

market.

Index

returns

assume

reinvestment

of

distributions,

but

do

not

reflect

any

applicable

sales

charges

or

management

fees.

S&P

Municipal

Bond

Short

Index:

An

index

containing

bonds

in

the

S&P

Municipal

Bond

Index

with

maturities

between

6

months

and

4

years.

Index

returns

assume

reinvestment

of

distributions,

but

do

not

reflect

any

applicable

sales

charges

or

management

fees.

S&P

Municipal

Bond

Short-Intermediate

Index:

An

index

containing

bonds

in

the

S&P

Municipal

Bond

Index

that

mature

between

1

and

8

years.

Index

returns

assume

reinvestment

of

distributions,

but

do

not

reflect

any

applicable

sales

charges

or

management

fees.

Tax

Obligation/General

Bonds:

Bonds

backed

by

the

general

revenues

of

an

issuer,

including

taxes

where

the

issuer

has

the

ability

to

increase

taxes

by

an

unlimited

amount

to

pay

the

bonds

back.

Tax

Obligation/Limited

Bonds:

Bonds

backed

by

the

general

revenues

of

an

issuer,

including

taxes,

where

the

issuer

does

not

have

the

ability

to

increase

taxes

by

an

unlimited

amount

to

pay

the

bonds

back.

Total

Investment

Exposure:

Total

investment

exposure

is

a

fund’s

assets

managed

by

the

Adviser

that

are

attributable

to

financial

leverage.

For

these

purposes,

financial

leverage

includes

a

fund’s

use

of

preferred

stock

and

borrowings

and

investments

in

the

residual

interest

certificates

(also

called

inverse

floating

rate

securities)

in

tender

option

bond

(TOB)

trusts,

including

the

portion

of

assets

held

by

a

TOB

trust

that

has

been

effectively

financed

by

the

trust’s

issuance

of

floating

rate

securities.

302

Annual

Investment

Management

Agreement

Approval

Process

(Unaudited)

At

a

meeting

held

on

May

25-27,

2021

(the

“May

Meeting”),

the

Board

of

Trustees

or

Directors,

as

applicable

(the

“Board”

and

each

Trustee

or

Director,

a

“Board

Member”)

of

the

Funds,

which

is

comprised

entirely

of

Board

Members

who

are

not

“interested

persons”

(as

defined

under

the

Investment

Company

Act

of

1940

(the

“1940

Act”))

(the

“Independent

Board

Members”),

approved,

for

each

Fund,

the

renewal

of

the

management

agreement

(each,

an

“Investment

Management

Agreement”)

with

Nuveen

Fund

Advisors,

LLC

(the

“Adviser”)

pursuant

to

which

the

Adviser

serves

as

investment

adviser

to

such

Fund

and

the

sub-advisory

agreement

(each,

a

“Sub-Advisory

Agreement”)

with

Nuveen

Asset

Management,

LLC

(the

“Sub-Adviser”)

pursuant

to

which

the

Sub-Adviser

serves

as

the

sub-adviser

to

such

Fund.

Although

the

1940

Act

requires

that

continuances

of

the

Advisory

Agreements

(as

defined

below)

be

approved

by

the

in-person

vote

of

a

majority

of

the

Independent

Board

Members,

the

May

Meeting

was

held

virtually

through

the

internet

in

view

of

the

health

risks

associated

with

holding

an

in-person

meeting

during

the

COVID-19

pandemic

and

governmental

restrictions

on

gatherings.

The

May

Meeting

was

held

virtually

in

reliance

on

certain

exemptive

relief

the

Securities

and

Exchange

Commission

provided

to

registered

investment

companies

providing

temporary

relief

from

the

in-person

voting

requirements

of

the

1940

Act

with

respect

to

the

approval

of

a

fund’s

advisory

agreement

in

light

of

these

challenges.

Following

up

to

an

initial

two-year

period,

the

Board

considers

the

renewal

of

each

Investment

Management

Agreement

and

Sub-Advisory

Agreement

on

behalf

of

the

applicable

Fund

on

an

annual

basis.

The

Investment

Management

Agreements

and

Sub-Advisory

Agreements

are

collectively

referred

to

as

the

“Advisory

Agreements”

and

the

Adviser

and

the

Sub-Adviser

are

collectively,

the

“Fund

Advisers”

and

each,

a

“Fund

Adviser.”

Throughout

the

year,

the

Board

and

its

committees

meet

regularly

and,

at

these

meetings,

receive

regular

and/or

special

reports

that

cover

an

extensive

array

of

topics

and

information

that

are

relevant

to

its

annual

consideration

of

the

renewal

of

the

advisory

agreements

for

the

Nuveen

funds.

Such

information

may

address,

among

other

things,

fund

performance

and

risk

information;

the

Adviser’s

strategic

plans;

product

initiatives

for

various

funds;

the

review

of

the

funds

and

investment

teams;

compliance,

regulatory

and

risk

management

matters;

the

trading

practices

of

the

various

sub-advisers

to

the

funds;

valuation

of

securities;

fund

expenses;

payments

to

financial

intermediaries,

including

12b-1

fees

and

sub-transfer

agency

fees,

if

applicable;

securities

lending;

liquidity

management;

and

overall

market

and

regulatory

developments.

The

Board

also

seeks

to

meet

periodically

with

the

Nuveen

funds’

sub-advisers

and

portfolio

teams,

when

feasible.

In

addition,

in

connection

with

the

annual

consideration

of

the

advisory

agreements

for

the

Nuveen

funds,

the

Board,

through

its

independent

legal

counsel,

requested

and

received

extensive

materials

and

information

prepared

specifically

for

its

annual

consideration

of

the

renewal

of

such

advisory

agreements

by

the

Adviser

and

by

Broadridge

Financial

Solutions,

Inc.

(“Broadridge”),

an

independent

provider

of

investment

company

data.

The

materials

cover

a

wide

range

of

topics

including,

but

not

limited

to,

a

description

of

the

nature,

extent

and

quality

of

services

provided

by

the

Fund

Advisers;

a

review

of

product

actions

taken

during

2020

(such

as

mergers,

liquidations,

fund

launches,

changes

to

investment

teams,

and

changes

to

investment

policies);

a

review

of

each

sub-adviser

to

the

Nuveen

funds

and

the

applicable

investment

teams;

an

analysis

of

fund

performance

in

absolute

terms

and

as

compared

to

the

performance

of

certain

peer

funds

and

benchmarks

with

a

focus

on

any

performance

outliers;

an

analysis

of

the

fees

and

expense

ratios

of

the

Nuveen

funds

in

absolute

terms

and

as

compared

to

those

of

certain

peer

funds

with

a

focus

on

any

expense

outliers;

a

review

of

management

fee

schedules;

a

review

of

temporary

and

permanent

expense

caps

and

fee

waivers

for

open-

end

funds

(as

applicable)

and

related

expense

savings;

a

description

of

portfolio

manager

compensation;

a

review

of

the

performance

of

various

service

providers;

a

description

of

various

initiatives

Nuveen

had

undertaken

or

continued

during

the

year

for

the

benefit

of

particular

fund(s)

and/

or

the

complex;

a

description

of

the

profitability

or

financial

data

of

Nuveen

and

the

sub-advisers

to

the

Nuveen

funds;

and

a

description

of

indirect

benefits

received

by

the

Adviser

and

the

sub-advisers

as

a

result

of

their

relationships

with

the

Nuveen

funds.

The

information

prepared

specifically

for

the

annual

review

supplemented

the

information

provided

to

the

Board

and

its

committees

and

the

evaluations

of

the

Nuveen

funds

by

the

Board

and

its

committees

during

the

year.

In

continuing

its

practice,

the

Board

met

prior

to

the

May

Meeting

to

begin

its

considerations

of

the

renewal

of

the

Advisory

Agreements.

Accordingly,

on

April

21-22,

2021

(the

“April

Meeting”),

the

Board

met

to

review

and

discuss,

in

part,

the

performance

of

the

Nuveen

funds

and

the

Adviser’s

evaluation

of

each

sub-adviser

to

the

Nuveen

funds.

At

the

April

Meeting,

the

Board

Members

asked

questions

and

requested

additional

information

that

was

provided

for

the

May

Meeting.

The

Board

reviewed

fund

performance

throughout

the

year

and

in

its

review,

the

Board

recognized

the

volatile

market

conditions

that

occurred

in

early

2020

arising,

in

part,

from

the

public

health

crisis

caused

by

the

novel

coronavirus

known

as

COVID-19

and

the

resulting

impact

on

a

fund’s

performance

for

2020

and

thereafter.

Accordingly,

the

Board

considered

performance

data

measured

over

various

periods

of

time

as

summarized

in

more

detail

below.

The

Independent

Board

Members

considered

the

review

of

the

advisory

agreements

for

the

Nuveen

funds

to

be

an

ongoing

process

and

employed

the

accumulated

information,

knowledge

and

experience

the

Board

Members

had

gained

during

their

tenure

on

the

boards

governing

the

Nuveen

funds

and

working

with

the

Adviser

and

sub-advisers

in

their

review

of

the

advisory

agreements.

The

contractual

arrangements

are

a

result

of

multiple

years

of

review,

negotiation

and

information

provided

in

connection

with

the

boards’

annual

review

of

the

Nuveen

funds’

advisory

arrangements

and

oversight

of

the

Nuveen

funds.

The

Independent

Board

Members

were

advised

by

independent

legal

counsel

during

the

annual

review

process

as

well

as

throughout

the

year,

including

meeting

in

executive

sessions

with

such

counsel

at

which

no

representatives

from

the

Adviser

or

the

Sub-Adviser

were

present.

In

connection

with

their

annual

review,

the

Independent

Board

Members

also

received

a

memorandum

from

independent

legal

counsel

outlining

their

fiduciary

duties

and

legal

standards

in

reviewing

the

Advisory

Agreements.

The

Board’s

decision

to

renew

the

Advisory

Agreements

was

not

based

on

a

single

identified

factor,

but

rather

the

decision

reflected

the

comprehensive

consideration

of

all

the

information

provided

throughout

the

year

and

at

the

April

and

May

Meetings,

and

each

Board

Member

may

have

attributed

different

levels

of

importance

to

the

various

factors

and

information

considered

in

connection

with

the

approval

process.

The

following

summarizes

the

principal

factors

and

information,

but

not

all

the

factors,

the

Board

considered

in

deciding

to

renew

the

Advisory

Agreements

as

well

as

the

Board’s

conclusions.

303

A.

Nature,

Extent

and

Quality

of

Services

In

evaluating

the

renewal

of

the

Advisory

Agreements,

the

Independent

Board

Members

received

and

considered

information

regarding

the

nature,

extent

and

quality

of

the

applicable

Fund

Adviser’s

services

provided

to

the

respective

Fund

with

particular

focus

on

the

services

and

enhancements

to

such

services

provided

during

the

last

year.

The

Independent

Board

Members

considered

the

Investment

Management

Agreements

and

the

Sub-Advisory

Agreements

separately

in

the

course

of

their

review.

With

this

approach,

they

considered

the

respective

roles

of

the

Adviser

and

the

Sub-Adviser

in

providing

services

to

the

Funds.

The

Board

recognized

that

the

Nuveen

funds

operate

in

a

highly

regulated

industry

and,

therefore,

the

Adviser

has

provided

a

wide

array

of

management,

oversight

and

administrative

services

to

manage

and

operate

the

funds,

and

the

scope

and

complexity

of

these

services

have

expanded

over

time

as

a

result

of,

among

other

things,

regulatory

and

other

developments.

The

Board

accordingly

considered

the

extensive

resources,

tools

and

capabilities

available

to

the

Adviser

to

operate

and

manage

the

Nuveen

funds.

With

respect

to

the

Adviser,

as

a

general

matter,

some

of

these

services

it

and

its

affiliates

provide

to

the

Nuveen

funds

include,

but

are

not

limited

to:

product

management

(such

as

setting

dividends,

analyzing

fund

expenses,

providing

competitive

analysis,

and

providing

due

diligence

support);

investment

oversight,

risk

management

and

securities

valuation

services

(such

as

overseeing

and

reviewing

the

various

sub-advisers

to

the

Nuveen

funds

and

their

investment

teams;

analyzing

fund

performance

and

risk

data;

overseeing

operational

and

risk

management;

participating

in

financial

statement,

marketing

and

risk

disclosures;

providing

daily

valuation

services

and

developing

related

valuation

policies,

procedures

and

methodologies;

periodic

testing

of

audit

and

regulatory

requirements;

participating

in

product

development

and

management

processes;

participating

in

leverage

management,

liquidity

monitoring

and

counterparty

credit

oversight;

providing

due

diligence

and

overseeing

fund

accounting

and

custody

providers;

overseeing

third

party

pricing

services

and

periodically

assessing

investment

and

liquidity

risks);

fund

administration

(such

as

preparing

fund

tax

returns

and

other

tax

compliance

services;

preparing

regulatory

filings;

overseeing

the

funds’

independent

public

accountants

and

other

service

providers;

analyzing

products

and

enhancements;

and

managing

fund

budgets

and

expenses);

oversight

of

shareholder

services

and

transfer

agency

functions

(such

as

overseeing

transfer

agent

service

providers

which

include

registered

shareholder

customer

service

and

transaction

processing;

overseeing

proxy

solicitation

and

tabulation

services;

and

overseeing

the

production

and

distribution

of

financial

reports

by

service

providers);

Board

relations

services

(such

as

organizing

and

administering

Board

and

committee

meetings,

preparing

various

reports

to

the

Board

and

committees

and

providing

other

support

services);

compliance

and

regulatory

oversight

services

(such

as

managing

compliance

policies;

monitoring

compliance

with

applicable

fund

policies

and

laws

and

regulations;

devising

internal

compliance

programs

and

a

framework

to

review

and

assess

compliance

programs;

evaluating

the

compliance

programs

of

the

various

sub-advisers

to

the

Nuveen

funds

and

certain

other

service

providers;

responding

to

regulatory

requests;

and

preparing

compliance

training

materials);

and

legal

support

and

oversight

of

outside

law

firms

(such

as

helping

to

prepare

and

file

registration

statements

and

proxy

statements;

overseeing

fund

activities

and

providing

legal

interpretations

regarding

such

activities;

maintaining

regulatory

registrations

and

negotiating

agreements

with

other

fund

service

providers;

and

monitoring

changes

in

regulatory

requirements

and

commenting

on

rule

proposals

impacting

investment

companies).

In

evaluating

services,

the

Board

reviewed

various

highlights

of

the

initiatives

the

Adviser

and

its

affiliates

have

undertaken

or

continued

in

2020

to

benefit

the

Nuveen

complex

and/or

particular

Nuveen

funds

and

meet

the

requirements

of

an

increasingly

complex

regulatory

environment

including,

but

not

limited

to:

Centralization

of

Functions

–

ongoing

initiatives

to

centralize

investment

leadership,

market

approach

and

shared

support

functions

within

Nuveen

and

its

affiliates

in

seeking

to

operate

more

effectively

the

business

and

enhance

the

services

to

the

Nuveen

funds;

Fund

Improvements

and

Product

Management

Initiatives

–

continuing

to

proactively

manage

the

Nuveen

fund

complex

as

a

whole

and

at

the

individual

fund

level

with

an

aim

to

continually

improve

product

platforms

and

investment

strategies

to

better

serve

shareholders

through,

among

other

things,

rationalizing

the

product

line

and

gaining

efficiencies

through

mergers,

repositionings

and

liquidations;

launching

new

funds;

reviewing

and

updating

investment

policies

and

benchmarks;

and

modifying

portfolio

management

teams

for

various

funds;

Investment

Team

Integrations

–

continuing

to

integrate

and

adjust

the

members

of

certain

investment

teams,

in

part,

to

allow

greater

access

to

tools

and

resources

within

the

Nuveen

organization

and

its

affiliates;

Capital

Initiatives

–

continuing

to

invest

capital

to

support

new

Nuveen

funds

with

initial

capital

as

well

as

to

support

existing

funds

and

facilitate

regulatory

or

logistical

changes;

Liquidity

Management

–

continuing

to

operate

the

liquidity

management

program

of

the

applicable

Nuveen

funds

including

monitoring

daily

their

liquidity

profile

and

assessing

annually

the

overall

liquidity

risk

of

such

funds;

Compliance

Program

Initiatives

–

continuing

efforts

to

mitigate

compliance

risk,

increase

operating

efficiencies,

implement

enhancements

to

strengthen

key

compliance

program

elements

and

support

international

business

growth

and

other

corporate

objectives;

Investment

Oversight

–

preparing

reports

to

the

Board

addressing,

among

other

things,

fund

performance;

market

conditions;

investment

teams;

new

products;

changes

to

mandates,

policies

and

benchmarks;

and

other

management

proposals;

304

Annual

Investment

Management

Agreement

Approval

Process

(Unaudited)

(continued)

Risk

Management

and

Valuation

Services

–

continuing

to

oversee

and

manage

risk

including,

among

other

things,

conducting

daily

calculations

and

monitoring

of

risk

measures

across

the

Nuveen

funds,

instituting

appropriate

investment

risk

controls,

providing

risk

reporting

throughout

the

firm,

participating

in

internal

oversight

committees,

and

continuing

to

implement

an

operational

risk

framework

that

seeks

to

provide

greater

transparency

of

operational

risk

matters

across

the

complex

as

well

as

provide

multiple

other

risk

programs

that

seek

to

provide

a

more

disciplined

and

consistent

approach

to

identifying

and

mitigating

Nuveen’s

operational

risks.

Further,

the

securities

valuation

team

continues,

among

other

things,

to

oversee

the

daily

valuation

process

of

the

portfolio

securities

of

the

funds,

maintains

the

valuation

policies

and

procedures,

facilitates

valuation

committee

meetings,

manages

relationships

with

pricing

vendors,

and

prepares

relevant

valuation

reports

and

designs

methods

to

simplify

and

enhance

valuation

workflow

within

the

organization;

Regulatory

Matters

–

continuing

efforts

to

monitor

regulatory

trends

and

advocate

on

behalf

of

Nuveen

and/or

the

Nuveen

funds,

to

implement

and

comply

with

new

or

revised

rules

and

mandates

and

to

respond

to

regulatory

inquiries

and

exams;

Government

Relations

–

continuing

efforts

of

various

Nuveen

teams

and

Nuveen’s

affiliates

to

develop

policy

positions

on

a

broad

range

of

issues

that

may

impact

the

Nuveen

funds,

advocate

and

communicate

these

positions

to

lawmakers

and

other

regulatory

authorities

and

work

with

trade

associations

to

ensure

these

positions

are

represented;

Business

Continuity,

Disaster

Recovery

and

Information

Security

–

continuing

efforts

of

Nuveen

to

periodically

test

and

update

business

continuity

and

disaster

recovery

plans

and,

together

with

its

affiliates,

to

maintain

an

information

security

program

designed

to

identify

and

manage

information

security

risks,

and

provide

reports

to

the

Board,

at

least

annually,

addressing,

among

other

things,

management’s

security

risk

assessment,

cyber

risk

profile,

potential

impact

of

new

or

revised

laws

and

regulations,

incident

tracking

and

other

relevant

information

technology

risk-related

reports;

and

Dividend

Management

Services

–

continuing

to

manage

the

dividends

among

the

varying

types

of

Nuveen

funds

within

the

Nuveen

complex

to

be

consistent

with

the

respective

fund’s

product

design

and

positioning

in

striving

to

deliver

those

earnings

to

shareholders

in

a

relatively

consistent

manner

over

time

as

well

as

assisting

in

the

development

of

new

products

or

the

restructuring

of

existing

funds.

In

its

review,

the

Board

recognized

that

Nuveen’s

risk

management,

compliance,

technology

and

operations

capabilities

are

all

integral

to

providing

its

investment

management

services

to

the

Nuveen

funds.

Further,

the

Board

noted

the

benefits

to

shareholders

of

investing

in

a

Nuveen

fund,

as

each

Nuveen

fund

is

a

part

of

a

large

fund

complex

with

a

variety

of

investment

disciplines,

capabilities,

expertise

and

resources

available

to

navigate

and

support

the

funds

including

during

stressed

times

as

occurred

in

the

market

in

the

first

half

of

2020.

The

Board

recognized

the

impact

of

the

COVID-19

pandemic

during

the

year

and

the

adaptations

required

by

service

providers

to

continue

to

deliver

their

services

to

the

Nuveen

funds,

including

working

remotely.

In

this

regard,

the

Board

noted

the

ability

of

the

Adviser

and

the

various

sub-advisers

to

the

Nuveen

funds

to

provide

continuously

their

services

notwithstanding

the

significant

disruptions

caused

by

the

pandemic.

In

addition

to

the

services

provided

by

the

Adviser,

the

Board

also

considered

the

risks

borne

by

the

Adviser

and

its

affiliates

in

managing

the

Nuveen

funds,

including

entrepreneurial,

operational,

reputational,

regulatory

and

litigation

risks.

The

Board

further

considered

the

division

of

responsibilities

between

the

Adviser

and

the

Sub-Adviser

and

recognized

that

the

Sub-Adviser

and

its

investment

personnel

generally

are

responsible

for

the

management

of

each

Fund’s

portfolio

under

the

oversight

of

the

Adviser

and

the

Board.

The

Board

considered

an

analysis

of

the

Sub-Adviser

provided

by

the

Adviser

which

included,

among

other

things,

the

assets

under

management

of

the

applicable

investment

team

and

changes

thereto,

a

summary

of

the

applicable

investment

team

and

changes

thereto,

the

investment

process

and

philosophy

of

the

applicable

investment

team,

the

performance

of

the

Nuveen

funds

sub-advised

by

the

Sub-Adviser

over

various

periods

of

time

and

a

summary

of

any

significant

policy

and/or

other

changes

to

the

Nuveen

funds

sub-advised

by

the

Sub-Adviser.

The

Board

further

considered

at

the

May

Meeting

or

prior

meetings

evaluations

of

the

Sub-Adviser’s

compliance

programs

and

trade

execution.

The

Board

also

considered

the

structure

of

investment

personnel

compensation

programs

and

whether

this

structure

provides

appropriate

incentives

to

act

in

the

best

interests

of

the

respective

Nuveen

funds.

The

Board

noted

that

the

Adviser

recommended

the

renewal

of

the

Sub-Advisory

Agreements.

Based

on

its

review,

the

Board

determined,

in

the

exercise

of

its

reasonable

business

judgment,

that

it

was

satisfied

with

the

nature,

extent

and

quality

of

services

provided

to

the

respective

Funds

under

each

applicable

Advisory

Agreement.

B.

The

Investment

Performance

of

the

Funds

and

Fund

Advisers

In

evaluating

the

quality

of

the

services

provided

by

the

Fund

Advisers,

the

Board

also

received

and

considered

a

variety

of

investment

performance

data

of

the

Nuveen

funds

they

advise.

In

evaluating

performance,

the

Board

recognized

that

performance

data

may

differ

significantly

depending

on

the

ending

date

selected,

particularly

during

periods

of

market

volatility,

and

therefore

considered

performance

over

a

variety

of

time

periods

that

may

include

full

market

cycles.

In

this

regard,

the

Board

reviewed,

among

other

things,

Fund

performance

over

the

quarter,

one-,

three-

and

five-

year

periods

ending

December

31,

2020

as

well

as

performance

data

periods

ending

nearer

to

the

May

Meeting,

including

the

quarter,

one-,

three-

and

five-year

periods

ending

March

31,

2021

and

May

14,

2021.

The

performance

data

was

based

on

Class

A

shares;

however,

the

performance

of

other

classes

should

be

substantially

similar

as

they

invest

in

the

same

portfolio

of

securities

and

differences

in

performance

among

the

classes

would

be

principally

attributed

to

the

variations

in

the

expense

structures

of

the

classes.

The

performance

data

prepared

for

the

annual

review

of

the

advisory

agreements

for

the

Nuveen

funds

supplemented

the

fund

performance

data

that

the

Board

received

throughout

the

year

at

its

meetings

representing

differing

time

periods.

In

its

review,

the

Board

took

into

account

the

discussions

with

representatives

of

the

Adviser;

the

Adviser’s

analysis

regarding

fund

performance

that

occurred

at

these

Board

meetings

with

particular

focus

on

funds

that

were

considered

performance

outliers

(both

overperformance

and

underperformance);

the

factors

contributing

to

the

performance;

and

any

recommendations

or

steps

taken

to

address

performance

concerns.

Regardless

of

the

time

period

reviewed

by

the

Board,

the

Board

recognized

that

shareholders

may

evaluate

performance

based

on

their

own

holding

periods

which

may

differ

from

the

periods

reviewed

by

the

Board

and

lead

to

differing

results.

305

In

its

review,

the

Board

reviewed

both

absolute

and

relative

fund

performance

during

the

annual

review

over

the

various

time

periods.

With

respect

to

the

latter,

the

Board

considered

fund

performance

in

comparison

to

the

performance

of

peer

funds

(the

“Performance

Peer

Group”)

and

recognized

and/or

customized

benchmarks

(i.e.,

generally

benchmarks

derived

from

multiple

recognized

benchmarks).

For

Nuveen

funds

that

had

changes

in

portfolio

managers

since

2018

or

significant

changes,

among

other

things,

to

their

investment

strategies

or

policies

since

2019,

the

Board

reviewed

certain

performance

data

comparing

the

performance

of

such

funds

before

and

after

such

changes.

In

considering

performance

data,

the

Board

is

aware

of

certain

inherent

limitations

with

such

data,

including

that

differences

between

the

objective(s),

strategies

and

other

characteristics

of

the

Nuveen

funds

compared

to

the

respective

Performance

Peer

Group

and/or

benchmark(s)

(such

as

differences

in

the

use

of

leverage)

as

well

as

differences

in

the

composition

of

the

Performance

Peer

Group

over

time

will

necessarily

contribute

to

differences

in

performance

results

and

limit

the

value

of

the

comparative

information.

To

assist

the

Board

in

its

review

of

the

comparability

of

the

relative

performance,

the

Adviser

has

ranked

the

relevancy

of

the

peer

group

to

the

funds

as

low,

medium

or

high.

The

Board

also

evaluated

performance

in

light

of

various

relevant

factors,

including,

among

other

things,

general

market

conditions,

issuer-specific

information,

asset

class

information,

leverage

and

fund

cash

flows.

In

relation

to

general

market

conditions,

the

Board

recognized

the

significant

market

decline

in

the

early

part

of

2020

in

connection

with,

among

other

things,

the

impact

of

the

COVID-19

pandemic

and

that

such

a

period

of

underperformance

and

market

volatility

may

significantly

weigh

on

the

longer

term

performance

results.

Accordingly,

depending

on

the

facts

and

circumstances

including

any

differences

between

the

respective

Nuveen

fund

and

its

benchmark

and/or

Performance

Peer

Group,

the

Board

may

be

satisfied

with

a

fund’s

performance

notwithstanding

that

its

performance

may

be

below

that

of

its

benchmark

or

peer

group

for

certain

periods.

However,

with

respect

to

any

Nuveen

funds

for

which

the

Board

had

identified

performance

issues,

the

Board

monitors

such

funds

closely

until

performance

improves,

discusses

with

the

Adviser

the

reasons

for

such

results,

considers

whether

any

steps

are

necessary

or

appropriate

to

address

such

issues,

and

reviews

the

results

of

any

steps

undertaken.

The

Board’s

determinations

with

respect

to

each

Fund

are

summarized

below.

For

Nuveen

All-American

Municipal

Bond

Fund

(the

“All-American

Fund”),

the

Board

noted

that

the

Fund

outperformed

its

benchmark

for

the

one-,

three-

and

five-year

periods

ended

December

31,

2020

and

ranked

in

the

second

quartile

of

its

Performance

Peer

Group

for

the

one-

year

period

ended

December

31,

2020

and

first

quartile

for

the

three-

and

five-year

periods

ended

December

31,

2020.

In

addition,

the

Fund

outperformed

its

benchmark

and

ranked

in

the

first

quartile

of

its

Performance

Peer

Group

for

the

one-,

three-

and

five-year

periods

ended

March

31,

2021

and

May

14,

2021.

Based

on

its

review,

the

Board

was

satisfied

with

the

Fund’s

overall

performance.

For

Nuveen

Intermediate

Duration

Municipal

Bond

Fund

(the

“Intermediate

Duration

Fund”),

the

Board

noted

that

although

the

Fund’s

performance

was

below

the

performance

of

its

benchmark

for

the

one-,

three-

and

five-year

periods

ended

December

31,

2020,

the

Fund

ranked

in

the

second

quartile

of

its

Performance

Peer

Group

for

the

one-year

period

ended

December

31,

2020

and

first

quartile

for

the

three-

and

five-year

periods

ended

December

31,

2020.

In

addition,

although

the

Fund’s

performance

was

below

the

performance

of

its

benchmark

for

the

three-

and

five-year

periods

ended

March

31,

2021,

the

Fund

outperformed

its

benchmark

for

the

one-year

period

ended

March

31,

2021.

The

Fund

also

ranked

in

the

second

quartile

of

its

Performance

Peer

Group

for

the

one-year

period

ended

March

31,

2021

and

first

quartile

for

the

three-

and

five-

year

periods

ended

March

31,

2021.

Further,

for

the

periods

ended

May

14,

2021,

although

the

Fund’s

performance

was

below

the

performance

of

its

benchmark

for

the

three-

and

five-year

periods,

the

Fund

outperformed

its

benchmark

for

the

one-year

period

and

ranked

in

the

third

quartile

of

its

Performance

Peer

Group

for

the

one-year

period,

the

second

quartile

for

the

three-year

period

and

the

first

quartile

for

the

five-year

period.

In

reviewing

performance,

the

Board

also

noted

the

change

to

the

Fund’s

portfolio

management

team

in

2020.

Based

on

its

review,

the

Board

was

satisfied

with

the

Fund’s

overall

performance.

For

Nuveen

Limited

Term

Municipal

Bond

Fund

(the

“Limited

Term

Fund”),

the

Board

noted

that

although

the

Fund’s

performance

was

below

the

performance

of

its

benchmark

for

the

one-,

three-

and

five-year

periods

ended

December

31,

2020,

the

Fund

ranked

in

the

second

quartile

of

its

Performance

Peer

Group

for

the

one-

and

five-year

periods

ended

December

31,

2020

and

first

quartile

for

the

three-year

period

ended

December

31,

2020.

Although

the

Fund’s

performance

was

below

the

performance

of

its

benchmark

for

the

three-

and

five-year

periods

ended

March

31,

2021,

the

Fund

outperformed

its

benchmark

for

the

one-year

period

ended

March

31,

2021

and

ranked

in

the

second

quartile

of

its

Performance

Peer

Group

for

the

one-

and

five-year

periods

ended

March

31,

2021

and

first

quartile

of

its

Performance

Peer

Group

for

the

three-year

period

ended

March

31,

2021.

Further,

for

the

periods

ended

May

14,

2021,

although

the

Fund’s

performance

was

below

the

performance

of

its

benchmark

for

the

three-

and

five-year

periods,

the

Fund

outperformed

its

benchmark

for

the

one-year

period

and

ranked

in

the

third

quartile

of

its

Performance

Peer

Group

for

the

one-year

period

and

second

quartile

for

the

three-

and

five-year

periods.

In

reviewing

performance,

the

Board

also

noted

the

change

to

the

Fund’s

portfolio

management

team

in

2020.

Based

on

its

review,

the

Board

was

satisfied

with

the

Fund’s

overall

performance.

For

Nuveen

Short

Term

Municipal

Bond

Fund

(the

“Short

Term

Fund”),

the

Board

noted

that

although

the

Fund’s

performance

was

below

the

performance

of

its

benchmark

for

the

one-,

three-

and

five-year

periods

ended

December

31,

2020,

the

Fund

ranked

in

the

third

quartile

of

its

Performance

Peer

Group

for

the

one-year

period

ended

December

31,

2020

and

second

quartile

for

the

three-

and

five-year

periods

ended

December

31,

2020.

Further,

although

the

Fund’s

performance

was

below

the

performance

of

its

benchmark

for

the

three-

and

five-year

periods

ended

March

31,

2021,

the

Fund

outperformed

its

benchmark

for

the

one-year

period

ended

March

31,

2021

and

ranked

in

the

second

quartile

of

its

Performance

Peer

Group

for

the

one-year

period

ended

March

31,

2021

and

third

quartile

for

the

three-

and

five-year

periods

ended

March

31,

2021.

In

addition,

for

the

periods

ended

May

14,

2021,

although

the

Fund’s

performance

was

below

the

performance

of

its

benchmark

for

the

three-

and

five-year

periods,

the

Fund

outperformed

its

benchmark

for

the

one-year

period

and

ranked

in

the

second

quartile

of

its

Performance

Peer

Group

for

the

one-

and

three-year

periods

and

third

quartile

for

the

five-year

period.

In

reviewing

performance,

the

Board

also

noted

the

change

to

the

Fund’s

portfolio

management

team

in

2020.

Based

on

its

review,

the

Board

was

satisfied

with

the

Fund’s

overall

performance.

306

Annual

Investment

Management

Agreement

Approval

Process

(Unaudited)

(continued)

C.

Fees,

Expenses

and

Profitability

1.

Fees

and

Expenses

As

part

of

its

annual

review,

the

Board

considered

the

contractual

management

fee

and

net

management

fee

(the

management

fee

after

taking

into

consideration

fee

waivers

and/or

expense

reimbursements,

if

any)

paid

by

a

Nuveen

fund

to

the

Adviser

in

light

of

the

nature,

extent

and

quality

of

the

services

provided.

The

Board

also

considered

the

total

operating

expense

ratio

of

each

fund

before

and

after

any

fee

waivers

and/or

expense

reimbursements.

More

specifically,

the

Independent

Board

Members

reviewed,

among

other

things,

each

fund’s

gross

and

net

management

fee

rates

(i.e.,

before

and

after

expense

reimbursements

and/or

fee

waivers,

if

any)

and

net

total

expense

ratio

in

relation

to

those

of

a

comparable

universe

of

funds

(the

“Peer

Universe”)

and/or

to

a

more

focused

subset

of

comparable

funds

(the

“Peer

Group”)

established

by

Broadridge

(subject

to

certain

exceptions).

The

Independent

Board

Members

reviewed

the

methodology

Broadridge

employed

to

establish

its

Peer

Universe

and

Peer

Group

and

recognized

that

differences

between

the

applicable

fund

and

its

respective

Peer

Universe

and/or

Peer

Group

as

well

as

changes

to

the

composition

of

the

Peer

Group

and/or

Peer

Universe

from

year

to

year

may

limit

some

of

the

value

of

the

comparative

data.

The

Independent

Board

Members

also

considered

a

fund’s

operating

expense

ratio

as

it

more

directly

reflected

the

shareholder’s

costs

in

investing

in

the

respective

fund.

In

their

review,

the

Independent

Board

Members

considered,

in

particular,

each

fund

with

a

net

expense

ratio

of

six

basis

points

or

higher

compared

to

that

of

its

peer

average

(each,

an

“Expense

Outlier

Fund”)

and

an

analysis

as

to

the

factors

contributing

to

each

such

fund’s

higher

relative

net

expense

ratio.

Accordingly,

in

reviewing

the

comparative

data

between

a

fund

and

its

peers,

the

Board

generally

considered

the

fund’s

net

expense

ratio

and

fees

to

be

higher

if

they

were

over

10

basis

points

higher,

slightly

higher

if

they

were

6

to

10

basis

points

higher,

in

line

if

they

were

within

approximately

5

basis

points

higher

than

the

peer

average

and

below

if

they

were

below

the

peer

average

of

the

Peer

Group.

The

Independent

Board

Members

also

considered,

in

relevant

part,

a

fund’s

net

management

fee

and

net

total

expense

ratio

in

light

of

its

performance

history.

In

their

review

of

the

fee

arrangements

for

the

Nuveen

funds,

the

Independent

Board

Members

considered

the

management

fee

schedules,

including

the

complex-wide

and

fund-level

breakpoint

schedules,

and

the

expense

reimbursements

and/or

fee

waivers

provided

by

Nuveen

for

each

fund,

as

applicable.

The

Board

noted

that

across

the

Nuveen

fund

complex,

the

complex-wide

fee

breakpoints

reduced

fees

by

approximately

$58.4

million

and

fund-level

breakpoints

reduced

fees

by

approximately

$69.6

million

in

2020.

Further,

fee

caps

and

waivers

for

all

applicable

Nuveen

funds

saved

approximately

an

additional

$13.2

million

in

fees

for

shareholders

in

2020.

With

respect

to

the

Sub-Adviser,

the

Board

also

considered

the

sub-advisory

fee

schedule

paid

to

the

Sub-Adviser

in

light

of

the

sub-

advisory

services

provided

to

the

respective

Fund,

the

breakpoint

schedule

and

comparative

data

of

the

fees

the

Sub-Adviser

charges

to

other

clients,

if

any.

In

its

review,

the

Board

recognized

that

the

compensation

paid

to

the

Sub-Adviser

is

the

responsibility

of

the

Adviser,

not

the

Funds.

The

Independent

Board

Members

noted

that

(a)

the

All-American

Fund,

the

Intermediate

Duration

Fund

and

the

Limited

Term

Fund

each

had

a

net

management

fee

that

was

in

line

with

the

respective

peer

average

and

a

net

expense

ratio

that

was

below

the

respective

peer

average;

and

(b)

the

Short

Term

Fund

had

a

net

management

fee

that

was

slightly

higher

than

the

peer

average,

but

a

net

expense

ratio

that

was

in

line

with

the

peer

average.

Based

on

its

review

of

the

information

provided,

the

Board

determined

that

each

Fund’s

management

fees

(as

applicable)

to

a

Fund

Adviser

were

reasonable

in

light

of

the

nature,

extent

and

quality

of

services

provided

to

the

Fund.

2.

Comparisons

with

the

Fees

of

Other

Clients

In

determining

the

appropriateness

of

fees,

the

Board

also

considered

information

regarding

the

fee

rates

the

respective

Fund

Advisers

charged

to

certain

other

types

of

clients

and

the

type

of

services

provided

to

these

other

clients.

With

respect

to

the

Adviser

and/or

the

Sub-Adviser,

such

other

clients

may

include

retail

and

institutional

managed

accounts,

passively

managed

exchange-traded

funds

(“ETFs”)

sub-advised

by

the

Sub-Adviser

that

are

offered

by

another

fund

complex

and

municipal

managed

accounts

offered

by

an

unaffiliated

adviser.

With

respect

to

the

Sub-Adviser,

the

Board

reviewed,

among

other

things,

the

fee

range

and

average

fee

of

municipal

retail

advisory

accounts

and

municipal

institutional

accounts

as

well

as

the

sub-advisory

fee

the

Sub-Adviser

received

for

serving

as

sub-adviser

to

passive

ETFs

offered

outside

the

Nuveen

family.

307

In

considering

the

fee

data

of

other

clients,

the

Board

recognized,

among

other

things,

the

differences

in

the

amount,

type

and

level

of

services

provided

to

the

Nuveen

funds

relative

to

other

clients

as

well

as

the

differences

in

portfolio

investment

policies,

investor

profiles,

account

sizes

and

regulatory

requirements,

all

of

which

contribute

to

the

variations

in

the

fee

schedules.

The

Board

recognized

the

breadth

of

services

the

Adviser

had

provided

to

the

Nuveen

funds

compared

to

the

other

types

of

clients

as

the

funds

operate

in

a

highly

regulated

industry

with

increasing

regulatory

requirements

as

well

as

the

increased

entrepreneurial,

legal

and

regulatory

risks

that

the

Adviser

incurs

in

sponsoring

and

managing

the

funds.

Further,

with

respect

to

ETFs,

the

Board

considered

that

Nuveen

ETFs

were

passively

managed

compared

to

the

active

management

of

the

other

Nuveen

funds

which

contributed

to

the

differences

in

fee

levels

between

the

Nuveen

ETFs

and

other

Nuveen

funds.

In

general,

higher

fee

levels

reflect

higher

levels

of

service

provided

by

the

Adviser,

increased

investment

management

complexity,

greater

product

management

requirements,

and

higher

levels

of

business

risk

or

some

combination

of

these

factors.

The

Board

further

considered

that

the

Sub-Adviser’s

fee

is

essentially

for

portfolio

management

services

and

therefore

more

comparable

to

the

fees

it

receives

for

retail

wrap

accounts

and

other

external

sub-advisory

mandates.

The

Board

concluded

the

varying

levels

of

fees

were

justified

given,

among

other

things,

the

inherent

differences

in

the

products

and

the

level

of

services

provided

to

the

Nuveen

funds

versus

other

clients,

the

differing

regulatory

requirements

and

legal

liabilities

and

the

entrepreneurial,

legal

and

regulatory

risks

incurred

in

sponsoring

and

advising

a

registered

investment

company.

3.

Profitability

of

Fund

Advisers

In

their

review,

the

Independent

Board

Members

considered

information

regarding

Nuveen’s

level

of

profitability

for

its

advisory

services

to

the

Nuveen

funds

for

the

calendar

years

2020

and

2019.

The

Board

reviewed,

among

other

things,

Nuveen’s

net

margins

(pre-tax)

(both

including

and

excluding

distribution

expenses);

gross

and

net

revenue

margins

(pre-

and

post-tax

and

excluding

distribution)

from

Nuveen

funds

only;

revenues,

expenses

and

net

income

(pre-

and

post-tax

and

before

distribution

expenses)

of

Nuveen

for

fund

advisory

services;

and

comparative

profitability

data

comparing

the

operating

margins

of

Nuveen

compared

to

the

adjusted

operating

margins

of

certain

peers

that

had

publicly

available

data

and

with

the

most

comparable

assets

under

management

(based

on

asset

size

and

asset

composition)

for

each

of

the

last

two

calendar

years.

In

reviewing

the

peer

comparison

data,

the

Independent

Board

Members

noted

that

Nuveen

Investments,

Inc.’s

operating

margins

were

on

the

low

range

compared

to

the

total

company

adjusted

operating

margins

of

the

peers.

The

Board

also

reviewed

the

revenues

and

expenses

the

Adviser

derived

from

its

ETF

product

line

for

the

2019

and

2020

calendar

years.

In

reviewing

the

profitability

data,

the

Independent

Board

Members

recognized

the

subjective

nature

of

calculating

profitability

as

the

information

is

not

audited

and

is

dependent

on

cost

allocation

methodologies

to

allocate

corporate-wide

expenses

to

the

Nuveen

complex

and

its

affiliates

and

to

further

allocate

such

Nuveen

complex

expenses

between

the

Nuveen

fund

and

non-fund

businesses.

Generally,

fund-specific

expenses

are

allocated

to

the

Nuveen

funds

and

partial

fund-related

expenses

and/or

corporate

overhead

and

shared

costs

(such

as

legal

and

compliance,

accounting

and

finance,

information

technology

and

human

resources

and

office

services)

are

partially

attributed

to

the

funds

pursuant

to

cost

allocation

methodologies.

The

Independent

Board

Members

reviewed

a

description

of

the

cost

allocation

methodologies

employed

to

develop

the

financial

information,

a

summary

of

the

history

of

changes

to

the

methodology

over

the

years

from

2010

to

2020,

and

the

net

revenue

margins

derived

from

the

Nuveen

funds

(pre-tax

and

including

and

excluding

distribution)

and

total

company

margins

from

Nuveen

Investments,

Inc.

compared

to

the

firm-wide

adjusted

margins

of

the

peers

for

each

calendar

year

from

2010

to

2020.

The

Board

had

also

appointed

three

Independent

Board

Members

to

serve

as

the

Board’s

liaisons,

with

the

assistance

of

independent

counsel,

to

review

the

development

of

the

profitability

data

and

any

proposed

changes

to

the

cost

allocation

methodology

prior

to

incorporating

any

such

changes

and

to

report

to

the

full

Board.

The

Board

recognized

that

other

reasonable

and

valid

allocation

methodologies

could

be

employed

and

could

lead

to

significantly

different

results.

The

Independent

Board

Members

also

considered

the

key

drivers

behind

the

revenue

and

expense

changes

that

impacted

Nuveen’s

net

margins

between

2019

and

2020.

The

Board

also

noted

the

reinvestments

Nuveen

and/or

its

parent

made

into

its

business

through,

among

other

things,

the

investment

of

seed

capital

in

certain

Nuveen

funds

and

continued

investments

in

enhancements

to

information

technology,

portfolio

accounting

systems

and

the

global

trading

platform.

In

reviewing

the

comparative

peer

data

noted

above,

the

Board

considered

that

the

operating

margins

of

Nuveen

Investments,

Inc.

were

in

the

lower

half

of

the

peer

group

range;

however,

the

Independent

Board

Members

also

recognized

the

limitations

of

the

comparative

data

given

that

peer

data

is

not

generally

public

and

the

calculation

of

profitability

is

subjective

and

affected

by

numerous

factors

(such

as

types

of

funds

a

peer

manages,

its

business

mix,

its

cost

of

capital,

the

numerous

assumptions

underlying

the

methodology

used

to

allocate

expenses

and

other

factors)

that

can

have

a

significant

impact

on

the

results.

Aside

from

Nuveen’s

profitability,

the

Board

recognized

that

the

Adviser

is

a

subsidiary

of

Nuveen,

LLC,

the

investment

management

arm

of

Teachers

Insurance

and

Annuity

Association

of

America

(“TIAA”).

Accordingly,

the

Board

also

reviewed

a

balance

sheet

for

TIAA

reflecting

its

assets,

liabilities

and

capital

and

contingency

reserves

for

the

2020

and

2019

calendar

years

to

consider

the

financial

strength

of

TIAA.

The

Board

recognized

the

benefit

of

an

investment

adviser

and

its

parent

with

significant

resources,

particularly

during

periods

of

market

volatility

as

experienced

with

the

COVID-19

pandemic.

In

addition

to

Nuveen,

the

Independent

Board

Members

considered

the

profitability

of

the

Sub-Adviser

from

its

relationships

with

the

Nuveen

funds.

In

this

regard,

the

Independent

Board

Members

reviewed,

among

other

things,

the

Sub-Adviser’s

revenues,

expenses

and

net

revenue

margins

(pre-

and

post-tax)

for

its

advisory

activities

for

the

calendar

year

ended

December

31,

2020

as

well

as

its

pre-

and

post-tax

net

revenue

margins

for

2020

compared

to

such

margins

for

2019.

The

Independent

Board

Members

also

reviewed

a

profitability

analysis

reflecting

the

revenues,

expenses

and

revenue

margin

(pre-

and

post-tax)

by

asset

type

for

the

Sub-Adviser

for

the

calendar

year

ending

December

31,

2020

and

the

pre-

and

post-tax

revenue

margins

from

2020

and

2019.

In

evaluating

the

reasonableness

of

the

compensation,

the

Independent

Board

Members

also

considered

any

other

ancillary

benefits

derived

by

the

respective

Fund

Adviser

from

its

relationship

with

the

Nuveen

funds

as

discussed

in

further

detail

below.

308

Annual

Investment

Management

Agreement

Approval

Process

(Unaudited)

(continued)

Based

on

a

consideration

of

all

the

information

provided,

the

Board

noted

that

Nuveen’s

and

the

Sub-Adviser’s

level

of

profitability

was

acceptable

and

not

unreasonable

in

light

of

the

services

provided.

D.

Economies

of

Scale

and

Whether

Fee

Levels

Reflect

These

Economies

of

Scale

The

Board

considered

whether

there

have

been

economies

of

scale

with

respect

to

the

management

of

the

Nuveen

funds

and

whether

these

economies

of

scale

have

been

appropriately

shared

with

the

funds.

The

Board

recognized

that

although

economies

of

scale

are

difficult

to

measure

and

certain

expenses

may

not

decline

with

a

rise

in

assets,

there

are

several

methods

to

help

share

the

benefits

of

economies

of

scale,

including

breakpoints

in

the

management

fee

schedule,

fee

waivers

and/or

expense

limitations,

the

pricing

of

Nuveen

funds

at

scale

at

inception

and

investments

in

Nuveen’s

business

which

can

enhance

the

services

provided

to

the

funds

for

the

fees

paid.

The

Board

noted

that

Nuveen

generally

has

employed

these

various

methods,

and

the

Board

considered

the

extent

to

which

the

Nuveen

funds

will

benefit

from

economies

of

scale

as

their

assets

grow.

In

this

regard,

the

Board

noted

that

the

management

fee

of

the

Adviser

is

generally

comprised

of

a

fund-level

component

and

a

complex-level

component

each

with

its

own

breakpoint

schedule,

subject

to

certain

exceptions.

The

Board

reviewed

the

fund-level

and

complex-

level

fee

schedules.

The

Board

considered

that

the

fund-level

breakpoint

schedules

are

designed

to

share

economies

of

scale

with

shareholders

if

the

particular

fund

grows,

and

the

complex-level

breakpoint

schedule

is

designed

to

deliver

the

benefits

of

economies

of

scale

to

shareholders

when

the

eligible

assets

in

the

complex

pass

certain

thresholds

even

if

the

assets

of

a

particular

fund

are

unchanged

or

have

declined.

In

the

calculation

of

the

complex-level

component,

the

Board

noted

that

it

had

approved

the

acquisition

of

several

Nuveen

funds

by

similar

TIAA-CREF

funds

in

2019.

However,

to

mitigate

the

loss

of

the

assets

of

these

Nuveen

funds

deemed

eligible

to

be

included

in

the

calculation

of

the

complex-wide

fee

when

these

Nuveen

funds

left

the

complex

upon

acquisition,

Nuveen

agreed

to

credit

approximately

$604.5

million

to

assets

under

management

to

the

Nuveen

complex

in

calculating

the

complex-wide

component.

In

addition

to

the

fund-level

and

complex-level

fee

schedules,

the

Independent

Board

Members

considered

the

temporary

and/or

permanent

expense

caps

applicable

to

certain

Nuveen

funds

(including

the

amounts

of

fees

waived

or

amounts

reimbursed

to

the

respective

funds

in

2019

and

2020),

including

the

permanent

expense

cap

applicable

to

the

Intermediate

Duration

Fund.

The

Independent

Board

Members

also

recognized

the

Adviser’s

continued

reinvestment

in

its

business

through

various

initiatives

including

maintaining

a

seed

account

available

for

investments

into

Nuveen

funds

and

investing

in

its

internal

infrastructure,

information

technology

and

other

systems

that

will,

among

other

things,

consolidate

and

enhance

accounting

systems,

integrate

technology

platforms

to

support

growth

and

efficient

data

processing,

and

further

develop

its

global

trading

platform

to

enhance

the

investment

process

for

the

investment

teams.

Based

on

its

review,

the

Board

concluded

that

the

current

fee

arrangements

together

with

the

Adviser’s

reinvestment

in

its

business

appropriately

shared

any

economies

of

scale

with

shareholders.

E.

Indirect

Benefits

The

Independent

Board

Members

received

and

considered

information

regarding

other

benefits

the

respective

Fund

Adviser

or

its

affiliates

may

receive

as

a

result

of

their

relationship

with

the

Nuveen

funds.

The

Independent

Board

Members

recognized

that

an

affiliate

of

the

Adviser

serves

as

principal

underwriter

providing

distribution

and/or

shareholder

services

to

the

open-end

funds.

The

Independent

Board

Members

further

noted

that,

subject

to

certain

exceptions,

the

Nuveen

open-end

funds

pay

12b-1

fees

and

while

a

majority

of

such

fees

were

paid

to

third

party

broker-dealers,

the

Board

reviewed

the

amount

retained

by

the

Adviser’s

affiliate.

In

addition,

the

Independent

Board

Members

also

noted

that

various

sub-advisers

(including

the

Sub-Adviser)

may

engage

in

soft

dollar

transactions

pursuant

to

which

they

may

receive

the

benefit

of

research

products

and

other

services

provided

by

broker-dealers

executing

portfolio

transactions

on

behalf

of

the

applicable

Nuveen

funds.

However,

the

Board

noted

that

any

benefits

for

the

Sub-Adviser

when

transacting

in

fixed-income

securities

may

be

more

limited

as

such

securities

generally

trade

on

a

principal

basis

and

therefore

do

not

generate

brokerage

commissions.

Based

on

its

review,

the

Board

concluded

that

any

indirect

benefits

received

by

a

Fund

Adviser

as

a

result

of

its

relationship

with

the

Funds

were

reasonable

and

within

acceptable

parameters.

F.

Other

Considerations

The

Board

Members

did

not

identify

any

single

factor

discussed

previously

as

all-important

or

controlling.

The

Board

Members,

including

the

Independent

Board

Members,

concluded

that

the

terms

of

each

Advisory

Agreement

were

fair

and

reasonable,

that

the

respective

Fund

Adviser’s

fees

were

reasonable

in

light

of

the

services

provided

to

each

Fund

and

that

the

Advisory

Agreements

be

renewed.

Liquidity

Risk

Management

Program

(Unaudited)

309

Discussion

of

the

operation

and

effectiveness

of

the

Funds’

liquidity

risk

management

program

In

compliance

with

Rule

22e-4

under

the

Investment

Company

Act

of

1940,

as

amended

(the

“Liquidity

Rule”),

each

Fund

covered

in

this

Report

has

adopted

and

implemented

a

liquidity

risk

management

program

(the

“Program”),

which

is

designed

to

manage

each

Fund’s

liquidity

risk.

The

Program

consists

of

various

protocols

for

assessing

and

managing

each

Fund’s

liquidity

risk.

The

Funds’

Board

of

Directors

(the

“Board”)

previously

designated

Nuveen

Fund

Advisors,

LLC,

the

Funds’

investment

adviser

(the

“Adviser”),

as

the

administrator

of

the

Program.

The

Adviser’s

Liquidity

Monitoring

and

Analysis

Team

(“LMAT”)

carries

out

day-to-day

Program

management

with

oversight

by

the

Adviser’s

Liquidity

Oversight

Sub-

Committee

(“LOSC”).

LMAT

and

LOSC

are

composed

of

personnel

from

the

Adviser

and

Teachers

Advisors,

LLC,

an

affiliate

of

the

Adviser.

At

a

May

26,

2021

meeting

of

the

Board,

the

Adviser

provided

the

Board

with

a

written

report

addressing

the

Program’s

operation,

adequacy

and

effectiveness

of

implementation

for

the

calendar

year

2020

(the

“Review

Period”),

as

required

under

the

Liquidity

Rule.

The

report

noted

that

the

Program

has

been

and

continues

to

be

adequately

and

effectively

implemented

to

monitor

and

(as

applicable)

respond

to

each

Fund’s

liquidity

developments.

In

accordance

with

the

Program,

LMAT

assesses

each

Fund’s

liquidity

risk

no

less

frequently

than

annually

based

on

various

factors,

such

as

(i)

the

Fund’s

investment

strategy

and

the

liquidity

of

its

portfolio

investments,

(ii)

cash

flow

projections,

and

(iii)

holdings

of

cash

and

cash

equivalents,

borrowing

arrangements,

and

other

funding

sources.

Certain

factors

are

considered

under

both

normal

and

reasonably

foreseeable

stressed

conditions.

Each

of

the

Funds’

portfolio

investments

are

classified

into

one

of

four

liquidity

categories

(including

the

most

liquid,

“Highly

Liquid,”

and

the

least

liquid,

“Illiquid,”

as

discussed

below).

The

classification

is

based

on

a

determination

of

how

long

it

is

reasonably

expected

to

take

to

convert

the

investment

into

cash,

or

sell

or

dispose

of

the

investment,

in

current

market

conditions

without

significantly

changing

the

market

value

of

the

investment.

Liquidity

classification

determinations

take

into

account

various

market,

trading,

and

investment-specific

considerations,

as

well

as

market

depth,

using

third-party

vendor

data.

A

fund

that

does

not

primarily

hold

Highly

Liquid

investments

must,

among

other

things,

determine

a

minimum

percentage

of

the

fund’s

net

assets

that

must

be

invested

in

Highly

Liquid

investments

(a

“Highly

Liquid

Investment

Minimum”).

During

the

Review

Period,

each

Fund

primarily

held

Highly

Liquid

investments

and

therefore

was

exempt

from

the

requirement

to

adopt

a

Highly

Liquid

Investment

Minimum

and

to

comply

with

the

related

requirements

under

the

Liquidity

Rule.

The

Liquidity

Rule

also

limits

a

fund’s

investments

in

Illiquid

investments.

Specifically,

the

Liquidity

Rule

prohibits

a

fund

from

acquiring

Illiquid

investments

if

doing

so

would

result

in

the

fund

holding

more

than

15%

of

its

net

assets

in

Illiquid

investments,

and

requires

certain

reporting

to

the

fund’s

board

and

the

Securities

and

Exchange

Commission

any

time

a

fund’s

holdings

of

Illiquid

investments

exceeds

15%

of

net

assets.

During

the

Review

Period,

the

Funds

did

not

exceed

the

15%

limit

on

Illiquid

investments.

310

Trustees

and

Officers

(Unaudited)

The

management

of

the

Funds,

including

general

supervision

of

the

duties

performed

for

the

Funds

by

the

Adviser,

is

the

responsibility

of

the

Board

of Trustees

of

the

Funds.

The

number

of

Trustees of

the

Funds

is

currently

set

at

ten.

None

of

the Trustees

who

are

not

“interested”

persons

of

the

Funds

(referred

to

herein

as

“Independent

Trustees”)

has

ever

been

a Trustee

or

employee

of,

or

consultant

to,

Nuveen

or

its

affiliates.

The

names

and

business

addresses

of

the Trustees

and

officers

of

the

Funds,

their

principal

occupations

and

other

affiliations

during

the

past

five

years,

the

number

of

portfolios

each

oversees

and

other

directorships

they

hold

are

set

forth

below.

The

Funds’

Statement

of

Additional

Information

(“SAI”)

includes

more

information

about

the

Trustees.

To

request

a

free

copy,

call

Nuveen

Investments

at

(800)

257-8787

or

visit

the

Funds’

website

at

www.nuveen.com.

Name,

Year

of

Birth

&

Address

Position(s)

Held

with

the

Funds

Year

First

Elected

or

Appointed

(1)

Principal

Occupation(s)

Including

other

Directorships

During

Past

5

Years

Number

of

Portfolios

in

Fund

Complex

Overseen

By

Trustee

Independent

Trustees:

Terence

J.

Toth

1959

333

W.

Wacker

Drive

Chicago,

IL

60606

Chair

and

Trustee

2008

Formerly,

a

Co-Founding

Partner,

Promus

Capital

(investment

advisory

firm)

(2008-2017);

formerly,

Director,

Quality

Control

Corporation

(manufacturing)

(2012-2021);

Chair

of

the

Board

of

the

Kehrein

Center

for

the

Arts

(philanthropy)

(since

2021);

member:

Catalyst

Schools

of

Chicago

Board

(since

2008)

and

Mather

Foundation

Board

(philanthropy)

(since

2012),

and

chair

of

its

investment

committee;

formerly,

Member,

Chicago

Fellowship

Board

(philanthropy)

2005-2016);

formerly,

Director,

Fulcrum

IT

Services

LLC

(information

technology

services

firm

to

government

entities)

(2010-2019);

formerly,

Director,

LogicMark

LLC

(health

services)

(2012-2016);

formerly,

Director,

Legal

&

General

Investment

Management

America,

Inc.

(asset

management)

(2008-

2013);

formerly,

CEO

and

President,

Northern

Trust

Global

Investments

(financial

services)

(2004-2007);

Executive

Vice

President,

Quantitative

Management

&

Securities

Lending

(2000-2004);

prior

thereto,

various

positions

with

Northern

Trust

Company

(financial

services)

(since

1994);

formerly,

Member,

Northern

Trust

Mutual

Funds

Board

(2005-2007),

Northern

Trust

Global

Investments

Board

(2004-2007),

Northern

Trust

Japan

Board

(2004-2007),

Northern

Trust

Securities

Inc.

Board

(2003-2007)

and

Northern

Trust

Hong

Kong

Board

(1997-2004).

142

Jack

B.

Evans

1948

333

W.

Wacker

Drive

Chicago,

IL

60606

Trustee

1999

Chairman

(since

2019),

formerly,

President

(1996-2019),

The

Hall-Perrine

Foundation,

(private

philanthropic

corporation);

Life

Trustee

of

Coe

College;

formerly,

Member

and

President

Pro-Tem

of

the

Board

of

Regents

for

the

State

of

Iowa

University

System

(2007-

2013);

Director

and

Chairman

(2009-2021),

United

Fire

Group,

a

publicly

held

company;

Director,

Public

Member,

American

Board

of

Orthopaedic

Surgery

(2015-2020);

Director

(2000-2004),

Alliant

Energy;

Director

(1996-2015),

The

Gazette

Company

(media

and

publishing);

Director

(1997-

2003),

Federal

Reserve

Bank

of

Chicago;

President

and

Chief

Operating

Officer

(1972-1995),

SCI

Financial

Group,

Inc.,

(regional

financial

services

firm).

142

William

C.

Hunter

1948

333

W.

Wacker

Drive

Chicago,

IL

60606

Trustee

2003

Dean

Emeritus,

formerly,

Dean,

Tippie

College

of

Business,

University

of

Iowa

(2006-2012);

Director

of

Wellmark,

Inc.

(since

2009);

past

Director

(2005-2015),

and

past

President

(2010-

2014)

Beta

Gamma

Sigma,

Inc.,

The

International

Business

Honor

Society;

formerly,

Director

(2004-2018)

of

Xerox

Corporation;

formerly,

Dean

and

Distinguished

Professor

of

Finance,

School

of

Business

at

the

University

of

Connecticut

(2003-2006);

previously,

Senior

Vice

President

and

Director

of

Research

at

the

Federal

Reserve

Bank

of

Chicago

(1995-2003);

formerly,

Director

(1997-2007),

Credit

Research

Center

at

Georgetown

University.

142

311

Name,

Year

of

Birth

&

Address

Position(s)

Held

with

the

Funds

Year

First

Elected

or

Appointed

(1)

Principal

Occupation(s)

Including

other

Directorships

During

Past

5

Years

Number

of

Portfolios

in

Fund

Complex

Overseen

By

Trustee

Amy

B.

R.

Lancellotta

1959

333

W.

Wacker

Drive

Chicago,

IL

60606

Trustee

2021

Formerly,

Managing

Director,

Independent

Directors

Council

(IDC)

(supports

the

fund

independent

director

community

and

is

part

of

the

Investment

Company

Institute

(ICI),

which

represents

regulated

investment

companies)

(2006-2019);

formerly,

various

positions

with

ICI

(1989-2006);

Member

of

the

Board

of

Directors,

Jewish

Coalition

Against

Domestic

Abuse

(JCADA)

(since

2020).

142

Joanne

T.

Medero

1954

333

W.

Wacker

Drive

Chicago,

IL

60606

Trustee

2021

Formerly,

Managing

Director,

Government

Relations

and

Public

Policy

(2009-2020)

and

Senior

Advisor

to

the

Vice

Chairman

(2018-2020),

BlackRock,

Inc.

(global

investment

management

firm);

formerly,

Managing

Director,

Global

Head

of

Government

Relations

and

Public

Policy,

Barclays

Group

(IBIM)

(investment

banking,

investment

management

and

wealth

management

businesses)(2006-2009);

formerly,

Managing

Director,

Global

General

Counsel

and

Corporate

Secretary,

Barclays

Global

Investors

(global

investment

management

firm)

(1996-2006);

formerly,

Partner,

Orrick,

Herrington

&

Sutcliffe

LLP

(law

firm)

(1993-1995);

formerly,

General

Counsel,

Commodity

Futures

Trading

Commission

(government

agency

overseeing

U.S.

derivatives

markets)

(1989-1993);

formerly,

Deputy

Associate

Director/Associate

Director

for

Legal

and

Financial

Affairs,

Office

of

Presidential

Personnel,

The

White

House

(1986-1989);

Member

of

the

Board

of

Directors,

Baltic-American

Freedom

Foundation

(seeks

to

provide

opportunities

for

citizens

of

the

Baltic

states

to

gain

education

and

professional

development

through

exchanges

in

the

U.S.)

(since

2019).

142

Albin

F.

Moschner

1952

333

W.

Wacker

Drive

Chicago,

IL

60606

Trustee

2016

Founder

and

Chief

Executive

Officer,

Northcroft

Partners,

LLC,

(management

consulting)

(since

2012);

formerly,

Chairman

(2019),

and

Director

(2012-2019),

USA

Technologies,

Inc.,

(provider

of

solutions

and

services

to

facilitate

electronic

payment

transactions);

formerly,

Director,

Wintrust

Financial

Corporation

(1996-2016);

previously,

held

positions

at

Leap

Wireless

International,

Inc.

(consumer

wireless

services),

including

Consultant

(2011-2012),

Chief

Operating

Officer

(2008-2011),

and

Chief

Marketing

Officer

(2004-2008);

formerly,

President,

Verizon

Card

Services

division

of

Verizon

Communications,

Inc.

(2000-2003);

formerly,

President,

One

Point

Services

at

One

Point

Communications

(telecommunication

services)

(1999-2000);

formerly,

Vice

Chairman

of

the

Board,

Diba,

Incorporated

(internet

technology

provider)

(1996-1997);

formerly,

various

executive

positions

(1991-1996)

including

Chief

Executive

Officer

(1995-1996)

of

Zenith

Electronics

Corporation

(consumer

electronics).

142

John

K.

Nelson

1962

333

W.

Wacker

Drive

Chicago,

IL

60606

Trustee

2013

Member

of

Board

of

Directors

of

Core12

LLC.

(private

firm

which

develops

branding,

marketing

and

communications

strategies

for

clients)

(since

2008);

served

The

President’s

Council

of

Fordham

University

(2010-2019)

and

previously

a

Director

of

the

Curran

Center

for

Catholic

American

Studies

(2009-2018);

formerly,

senior

external

advisor

to

the

Financial

Services

practice

of

Deloitte

Consulting

LLP.

(2012-2014);

former

Chair

of

the

Board

of

Trustees

of

Marian

University

(2010-2014

as

trustee,

2011-2014

as

Chair);

formerly

Chief

Executive

Officer

of

ABN

AMRO

Bank

N.V.,

North

America,

and

Global

Head

of

the

Financial

Markets

Division

(2007-2008),

with

various

executive

leadership

roles

in

ABN

AMRO

Bank

N.V.

between

1996

and

2007.

142

312

Trustees

and

Officers

(Unaudited)

(continued)

Name,

Year

of

Birth

&

Address

Position(s)

Held

with

the

Funds

Year

First

Elected

or

Appointed

(1)

Principal

Occupation(s)

Including

other

Directorships

During

Past

5

Years

Number

of

Portfolios

in

Fund

Complex

Overseen

By

Trustee

Judith

M.

Stockdale

1947

333

W.

Wacker

Drive

Chicago,

IL

60606

Trustee

1997

Board

Member,

Land

Trust

Alliance

(national

public

charity

addressing

natural

land

and

water

conservation

in

the

U.S.)

(since

2013);

formerly,

Board

Member,

U.S.

Endowment

for

Forestry

and

Communities

(national

endowment

addressing

forest

health,

sustainable

forest

production

and

markets,

and

economic

health

of

forest-reliant

communities

in

the

U.S.)

(2013-2019);

formerly,

Executive

Director

(1994-2012),

Gaylord

and

Dorothy

Donnelley

Foundation

(private

foundation

endowed

to

support

both

natural

land

conservation

and

artistic

vitality);

prior

thereto,

Executive

Director,

Great

Lakes

Protection

Fund

(endowment

created

jointly

by

seven

of

the

eight

Great

Lakes

states’

Governors

to

take

a

regional

approach

to

improving

the

health

of

the

Great

Lakes)

(1990-1994).

142

Carole

E.

Stone

1947

333

W.

Wacker

Drive

Chicago,

IL

60606

Trustee

2007

Former

Director,

Chicago

Board

Options

Exchange

(2006-2017),

and

C2

Options

Exchange,

Incorporated

(2009-2017);

formerly,

Director,

Cboe

Global

Markets,

Inc.,

(2010-2020)

(formerly

named

CBOE

Holdings,

Inc.);

formerly,

Commissioner,

New

York

State

Commission

on

Public

Authority

Reform

(2005-2010).

142

Matthew

Thornton

III

1958

333

W.

Wacker

Drive

Chicago,

IL

60606

Trustee

2020

Formerly,

Executive

Vice

President

and

Chief

Operating

Officer

(2018-2019),

FedEx

Freight

Corporation,

a

subsidiary

of

FedEx

Corporation

(FedEx)

(provider

of

transportation,

e-commerce

and

business

services

through

its

portfolio

of

companies);

formerly,

Senior

Vice

President,

U.S.

Operations

(2006-2018),

Federal

Express

Corporation,

a

subsidiary

of

FedEx;

formerly

Member

of

the

Board

of

Directors

(2012-2018),

Safe

Kids

Worldwide®

(a

non-profit

organization

dedicated

to

preventing

childhood

injuries).

Member

of

the

Board

of

Directors

(since

2014),

The

Sherwin-Williams

Company

(develops,

manufactures,

distributes

and

sells

paints,

coatings

and

related

products);

Director

(since

2020),

Crown

Castle

International

(provider

of

communications

infrastructure).

142

Margaret

L.

Wolff

1955

333

W.

Wacker

Drive

Chicago,

IL

60606

Trustee

2016

Formerly,

member

of

the

Board

of

Directors

(2013-2017)

of

Travelers

Insurance

Company

of

Canada

and

The

Dominion

of

Canada

General

Insurance

Company

(each,

a

part

of

Travelers

Canada,

the

Canadian

operation

of

The

Travelers

Companies,

Inc.);

formerly,

Of

Counsel,

Skadden,

Arps,

Slate,

Meagher

&

Flom

LLP

(Mergers

&

Acquisitions

Group)

(legal

services)

(2005-2014);

Member

of

the

Board

of

Trustees

of

New

York-Presbyterian

Hospital

(since

2005);

Member

(since

2004)

and

Chair

(since

2015)

of

the

Board

of

Trustees

of

The

John

A.

Hartford

Foundation

(a

philanthropy

dedicated

to

improving

the

care

of

older

adults);

formerly,

Member

(2005-2015)

and

Vice

Chair

(2011-2015)

of

the

Board

of

Trustees

of

Mt.

Holyoke

College.

142

Robert

L.

Young

1963

333

W.

Wacker

Drive

Chicago,

IL

60606

Trustee

2017

Formerly,

Chief

Operating

Officer

and

Director,

J.P.

Morgan

Investment

Management

Inc.

(financial

services)

(2010-2016);

formerly,

President

and

Principal

Executive

Officer

(2013-2016),

and

Senior

Vice

President

and

Chief

Operating

Officer

(2005-2010),

of

J.P.

Morgan

Funds;

formerly,

Director

and

various

officer

positions

for

J.P.

Morgan

Investment

Management

Inc.

(formerly,

JPMorgan

Funds

Management,

Inc.

and

formerly,

One

Group

Administrative

Services)

and

JPMorgan

Distribution

Services,

Inc.

(financial

services)

(formerly,

One

Group

Dealer

Services,

Inc.)

(1999-2017).

142

313

Name,

Year

of

Birth

&

Address

Position(s)

Held

with

the

Funds

Year

First

Elected

or

Appointed

(2)

Principal

Occupation(s)

Including

other

Directorships

During

Past

5

Years

Officers

of

the

Funds:

Christopher

E.

Stickrod

1976

333

W.

Wacker

Drive

Chicago,

IL

60606

Chief

Administrative

Officer

2020

Senior

Managing

Director

(since

2017)

and

Head

of

Advisory

Product

(since

2020),

formerly,

Managing

Director

(2016-2017)

and

Senior

Vice

President

(2013-

2016)

of

Nuveen;

Senior

Managing

Director

of

Nuveen

Securities,

LLC

(since

2018)

and

of

Nuveen

Fund

Advisors,

LLC

(since

2019).

Mark

J.

Czarniecki

1979

901

Marquette

Avenue

Minneapolis,

MN

55402

Vice

President

and

Secretary

2013

Vice

President

and

Assistant

Secretary

of

Nuveen

Securities,

LLC

(since

2016)

and

Nuveen

Fund

Advisors,

LLC

(since

2017);

Managing

Director

and

Associate

General

Counsel

(since

January

2022),

formerly,

Vice

President

and

Associate

General

Counsel

of

Nuveen

(-2021)

and

Vice

President,

Assistant

Secretary

and

Associate

General

Counsel

of

Nuveen

Asset

Management,

LLC

(since

2018).

Diana

R.

Gonzalez

1978

333

W.

Wacker

Drive

Chicago,

IL

60606

Vice

President

and

Assistant

Secretary

2017

Vice

President

and

Assistant

Secretary

of

Nuveen

Fund

Advisors,

LLC

(since

2017);

Vice

President

and

Associate

General

Counsel

of

Nuveen

(since

2017);

Associate

General

Counsel

of

Jackson

National

Asset

Management,

LLC

(2012-2017).

Nathaniel

T.

Jones

1979

333

W.

Wacker

Drive

Chicago,

IL

60606

Vice

President

and

Treasurer

2016

Senior

Managing

Director

(since

2021),

formerly,

Managing

Director

(2017-2021),

Senior

Vice

President

(2016-2017),

formerly,

Vice

President

(2011-

2016)

of

Nuveen;

Managing

Director

(since

2015)

of

Nuveen

Fund

Advisors,

LLC;

Chartered

Financial

Analyst.

Tina

M.

Lazar

1961

333

W.

Wacker

Drive

Chicago,

IL

60606

Vice

President

2002

Managing

Director

(since

2017),

formerly,

Senior

Vice

President

(2014-2017)

of

Nuveen

Securities,

LLC.

Brian

J.

Lockhart

1974

333

W.

Wacker

Drive

Chicago,

IL

60606

Vice

President

2019

Managing

Director

(since

2019)

of

Nuveen

Fund

Advisors,

LLC;

Senior

Managing

Director

(since

2021),

formerly,

Managing

Director

(2017-2021),

Vice

President

(2010-2017)

of

Nuveen;

Head

of

Investment

Oversight

(since

2017),

formerly,

Team

Leader

of

Manager

Oversight

(2015-2017);

Chartered

Financial

Analyst

and

Certified

Financial

Risk

Manager.

Jacques

M.

Longerstaey

1963

8500

Andrew

Carnegie

Blvd.

Charlotte,

NC

28262

Vice

President

2019

Senior

Managing

Director,

Chief

Risk

Officer,

Nuveen,

LLC

(since

May

2019);

Senior

Managing

Director

(since

May

2019)

of

Nuveen

Fund

Advisors,

LLC;

formerly,

Chief

Investment

and

Model

Risk

Officer,

Wealth

&

Investment

Management

Division,

Wells

Fargo

Bank

(NA)

(2013-2019).

John

M.

McCann

1975

8500

Andrew

Carnegie

Blvd.

Charlotte,

NC

28262

Vice

President

2022

Managing

Director

and

Assistant

Secretary

of

Nuveen

Fund

Advisors,

LLC

(since

2021);

Managing

Director,

Associate

General

Counsel

and

Assistant

Secretary

of

Nuveen

Asset

Management,

LLC

(since

2021);

Managing

Director

of

TIAA

SMA

Strategies

LLC

(since

2021);

Managing

Director

(since

2019,

formerly,

Vice

President

and

Director),

Associate

General

Counsel

and

Assistant

Secretary

of

College

Retirement

Equities

Fund,

TIAA

Separate

Account

VA-1,

TIAA-CREF

Funds

and

TIAA-CREF

Life

Funds;

Managing

Director

(since

2018),

formerly,

Vice

President

and

Director,

Associate

General

Counsel

and

Assistant

Secretary

of

Teachers

Insurance

and

Annuity

Association

of

America,

Teacher

Advisors

LLC

and

TIAA-CREF

Investment

Management,

LLC;

Vice

President

(since

2017),

Associate

General

Counsel

and

Assistant

Secretary

(since

2011)

of

Nuveen

Alternative

Advisors

LLC;

General

Counsel

and

Assistant

Secretary

of

Covariance

Capital

Management,

Inc.

(2014-2017).

314

Trustees

and

Officers

(Unaudited)

(continued)

Name,

Year

of

Birth

&

Address

Position(s)

Held

with

the

Funds

Year

First

Elected

or

Appointed

(2)

Principal

Occupation(s)

Including

other

Directorships

During

Past

5

Years

Kevin

J.

McCarthy

1966

333

W.

Wacker

Drive

Chicago,

IL

60606

Vice

President

and

Assistant

Secretary

2007

Senior

Managing

Director

(since

2017)

and

Secretary

and

General

Counsel

(since

2016)

of

Nuveen

Investments,

Inc.,

formerly,

Executive

Vice

President

(2016-2017)

and

Managing

Director

and

Assistant

Secretary

(2008-2016);

Senior

Managing

Director

(since

2017)

and

Assistant

Secretary

(since

2008)

of

Nuveen

Securities,

LLC,

formerly

Executive

Vice

President

(2016-2017)

and

Managing

Director

(2008-2016);

Senior

Managing

Director

(since

2017)

and

Secretary

(since

2016)

of

Nuveen

Fund

Advisors,

LLC,

formerly,

Co-General

Counsel

(2011-2020),

Executive

Vice

President

(2016-2017),

Managing

Director

(2008-2016)

and

Assistant

Secretary

(2007-2016);

Senior

Managing

Director

(since

2017),

Secretary

(since

2016)

of

Nuveen

Asset

Management,

LLC,

formerly,

Associate

General

Counsel

(2011-2020),

Executive

Vice

President

(2016-2017)

and

Managing

Director

and

Assistant

Secretary

(2011-2016);

formerly

Vice

President

(2007-2021)

and

Secretary

(2016-2021),

of

NWQ

Investment

Management

Company,

LLC

and

Santa

Barbara

Asset

Management,

LLC;

Vice

President

and

Secretary

of

Winslow

Capital

Management,

LLC

(since

2010).

Senior

Managing

Director

(since

2017)

and

Secretary

(since

2016)

of

Nuveen

Alternative

Investments,

LLC.

Jon

Scott

Meissner

1973

8500

Andrew

Carnegie

Blvd.

Charlotte,

NC

28262

Vice

President

and

Assistant

Secretary

2019

Managing

Director

of

Mutual

Fund

Tax

and

Financial

Reporting

groups

at

Nuveen

(since

2017);

Managing

Director

of

Nuveen

Fund

Advisors,

LLC

(since

2019);

Senior

Director

of

Teachers

Advisors,

LLC

and

TIAA-CREF

Investment

Management,

LLC

(since

2016);

Senior

Director

(since

2015)

Mutual

Fund

Taxation

to

the

TIAA-CREF

Funds,

the

TIAA-CREF

Life

Funds,

the

TIAA

Separate

Account

VA-1

and

the

CREF

Accounts;

has

held

various

positions

with

TIAA

since

2004.

Deann

D.

Morgan

1969

730

Third

Avenue

New

York,

NY

10017

Vice

President

2020

President,

Nuveen

Fund

Advisors,

LLC

(since

2020);

Executive

Vice

President,

Global

Head

of

Product

at

Nuveen

(since

2019);

Co-Chief

Executive

Officer

of

Nuveen

Securities,

LLC

(since

2020);

Managing

Member

of

MDR

Collaboratory

LLC

(since

2018);

Managing

Director,

Head

of

Wealth

Management

Product

Structuring

&

COO

Multi

Asset

Investing.

The

Blackstone

Group

(2013-2017).

William

A.

Siffermann

1975

333

W.

Wacker

Drive

Chicago,

IL

60606

Vice

President

2017

Managing

Director

(since

2017),

formerly

Senior

Vice

President

(2016-2017)

and

Vice

President

(2011-2016)

of

Nuveen.

E.

Scott

Wickerham

1973

TIAA

730

Third

Avenue

New

York,

NY

10017

Vice

President

and

Controller

2019

Senior

Managing

Director,

Head

of

Public

Investment

Finance

at

Nuveen

(since

2019),

formerly,

Managing

Director;

Senior

Managing

Director

(since

2019)

of

Nuveen

Fund

Advisors,

LLC;

Principal

Financial

Officer,

Principal

Accounting

Officer

and

Treasurer

(since

2017)

of

the

TIAA-CREF

Funds,

the

TIAA-CREF

Life

Funds,

the

TIAA

Separate

Account

VA-1

and

Principal

Financial

Officer,

Principal

Accounting

Officer

(since

2020)

and

Treasurer

(since

2017)

of

the

CREF

Accounts;

formerly,

Senior

Director,

TIAA-CREF

Fund

Administration

(2014-2015);

has

held

various

positions

with

TIAA

since

2006.

Mark

L.

Winget

1968

333

W.

Wacker

Drive

Chicago,

IL

60606

Vice

President

and

Assistant

Secretary

2008

Vice

President

and

Assistant

Secretary

of

Nuveen

Securities,

LLC

(since

2008),

and

Nuveen

Fund

Advisors,

LLC

(since

2019);

Vice

President,

Associate

General

Counsel

and

Assistant

Secretary

of

Nuveen

Asset

Management,

LLC

(since

2020);

Vice

President

(since

2010)

and

Associate

General

Counsel

(since

2019),

formerly,

Assistant

General

Counsel

(2008-2016)

of

Nuveen.

Gifford

R.

Zimmerman

1956

333

W.

Wacker

Drive

Chicago,

IL

60606

Vice

President

and

Chief

Compliance

Officer

1988

Formerly:

Managing

Director

(2002-2020)

and

Assistant

Secretary

(2002-2020)

of

Nuveen

Securities,

LLC;

formerly,

Managing

Director

(2002-2020),

Assistant

Secretary

(1997-2020)

and

Co-General

Counsel

(2011-2020)

of

Nuveen

Fund

Advisors,

LLC;

formerly,

Managing

Director

(2004-2020)

and

Assistant

Secretary

(1994-2020)

of

Nuveen

Investments,

Inc.;

formerly,

Managing

Director,

Assistant

Secretary

and

Associate

General

Counsel

of

Nuveen

Asset

Management,

LLC

(2011-2020);

formerly,

Vice

President

and

Assistant

Secretary

of

NWQ

Investment

Management

Company,

LLC

(2002-2020),

Santa

Barbara

Asset

Management,

LLC

(2006-2020)

and

Winslow

Capital

Management,

LLC

(2010-2020);

Chartered

Financial

Analyst.

(1)

Trustees

serve

an

indefinite

term

until

his/her

successor

is

elected

or

appointed.

The

year

first

elected

or

appointed

represents

the

year

in

which

the

director

was

first

elected

or

appointed

to

any

fund

in

the

Nuveen

Fund

Complex.

(2)

Officers

serve

one

year

terms

through

August

of

each

year.

The

year

first

elected

or

appointed

represents

the

year

in

which

the

officer

was

first

elected

or

appointed

to

any

fund

in

the

Nuveen

Fund

Complex.

Nuveen

Securities,

LLC,

member

FINRA

and

SIPC

333

West

Wacker

Drive

Chicago,

IL

60606

www.nuveen.com

MAN-NAT-0322D

2171568-INV-Y-05/23

Nuveen:

Serving

Investors

for

Generations

Since

1898,

financial

advisors

and

their

clients

have

relied

on

Nuveen

to

provide

dependable

investment

solutions

through

continued

adherence

to

proven,

long-term

investing

principles.

Today,

we

offer

a

range

of

high

quality

solutions

designed

to

be

integral

components

of

a

well-diversified

core

portfolio.

Focused

on

meeting

investor

needs.

Nuveen

is

the

investment

manager

of

TIAA.

We

have

grown

into

one

of

the

world’s

premier

global

asset

managers,

with

specialist

knowledge

across

all

major

asset

classes

and

particular

strength

in

solutions

that

provide

income

for

investors

and

that

draw

on

our

expertise

in

alternatives

and

responsible

investing.

Nuveen

is

driven

not

only

by

the

independent

investment

processes

across

the

firm,

but

also

the

insights,

risk

management,

analytics

and

other

tools

and

resources

that

a

truly

world-class

platform

provides.

As

a

global

asset

manager,

our

mission

is

to

work

in

partnership

with

our

clients

to

create

solutions

which

help

them

secure

their

financial

future.

Find

out

how

we

can

help

you.

To

learn

more

about

how

the

products

and

services

of

Nuveen

may

be

able

to

help

you

meet

your

financial

goals,

talk

to

your

financial

advisor,

or

call

us

at

(800)

257-8787.

Please

read

the

information

provided

carefully

before

you

invest.

Investors

should

consider

the

investment

objective

and

policies,

risk

considerations,

charges

and

expenses

of

any

investment

carefully.

Where

applicable,

be

sure

to

obtain

a

prospectus,

which

contains

this

and

other

relevant

information.

To

obtain

a

prospectus,

please

contact

your

securities

representative

or

Nuveen,

333

W.

Wacker

Dr.,

Chicago,

IL

60606.

Please

read

the

prospectus

carefully

before

you

invest

or

send

money.

Learn

more

a

bout

Nuveen

Funds

at:

www.nuveen.com/mutual-funds

ITEM 2. CODE OF ETHICS.

As of the end of the period covered by this report, the registrant has adopted a code of ethics that applies to the registrant’s principal executive officer, principal financial officer, principal accounting officer or controller, or persons performing similar functions. There were no amendments to or waivers from the code during the period covered by this report. The registrant has posted the code of ethics on its website at www.nuveen.com/fund-governance. (To view the code, click on Code of Conduct.)

ITEM 3. AUDIT COMMITTEE FINANCIAL EXPERT.

As of the end of the period covered by this report, the registrant’s Board of Directors or Trustees (“Board”) determined that the registrant has at least one “audit committee financial expert” (as defined in Item 3 of Form N-CSR) serving on its Audit Committee. The registrant’s audit committee financial experts are Carole E. Stone, Jack B. Evans and Albin F. Moschner, who are “independent” for purposes of Item 3 of Form N-CSR.

Ms. Stone served for five years as Director of the New York State Division of the Budget. As part of her role as Director, Ms. Stone was actively involved in overseeing the development of the State’s operating, local assistance and capital budgets, its financial plan and related documents; overseeing the development of the State’s bond-related disclosure documents and certifying that they fairly presented the State’s financial position; reviewing audits of various State and local agencies and programs; and coordinating the State’s system of internal audit and control. Prior to serving as Director, Ms. Stone worked as a budget analyst/examiner with increasing levels of responsibility over a 30 year period, including approximately five years as Deputy Budget Director. Ms. Stone has also served as Chair of the New York State Racing Association Oversight Board, as Chair of the Public Authorities Control Board, as a Commissioner on the New York State Commission on Public Authority Reform and as a member of the Boards of Directors of several New York State public authorities. These positions have involved overseeing operations and finances of certain entities and assessing the adequacy of project/entity financing and financial reporting. Currently, Ms. Stone is on the Board of Directors of CBOE Holdings, Inc., of the Chicago Board Options Exchange, and of C2 Options Exchange. Ms. Stone’s position on the boards of these entities and as a member of both CBOE Holdings’ Audit Committee and its Finance Committee has involved, among other things, the oversight of audits, audit plans and preparation of financial statements.

Mr. Evans was formerly President and Chief Operating Officer of SCI Financial Group, Inc., a full service registered broker-dealer and registered investment adviser (“SCI”). As part of his role as President and Chief Operating Officer, Mr. Evans actively supervised the Chief Financial Officer (the “CFO”) and actively supervised the CFO’s preparation of financial statements and other filings with various regulatory authorities. In such capacity, Mr. Evans was actively involved in the preparation of SCI’s financial statements and the resolution of issues raised in connection therewith. Mr. Evans has also served on the audit committee of various reporting companies. At such companies, Mr. Evans was involved in the oversight of audits, audit plans, and the preparation of financial statements. Mr. Evans also formerly chaired the audit committee of the Federal Reserve Bank of Chicago.

Mr. Moschner, Founder and Chief Executive Officer, Northcroft Partners, LLC, (management consulting) (since 2012); formerly, Chairman (2019), and Director (2012-2019), USA Technologies, Inc., (provider of solutions and services to facilitate electronic payment transactions); formerly, Director, Wintrust Financial Corporation (1996-2016); previously, held positions at Leap Wireless International, Inc., (consumer wireless services) including Consultant (2011-2012), Chief Operating Officer (2008-2011), and Chief Marketing Officer (2004-2008); formerly, President, Verizon Card Services division of Verizon Communications, Inc. (2000-2003); formerly, President, One Point Services at One Point Communications (telecommunication services) (1999-2000); formerly, Vice Chairman of the Board, Diba, Incorporated (internet technology provider) (1996-1997); formerly, various executive positions (1991-1996), including Chief Executive Officer (1995-1996) of Zenith Electronics Corporation (consumer electronics).

ITEM 4. PRINCIPAL ACCOUNTANT FEES AND SERVICES.

The following tables show the amount of fees that PricewaterhouseCoopers the Funds’ auditor, billed to the Funds’ during the Funds’ last two full fiscal years. The Audit Committee approved in advance all audit services and non-audit services that PricewaterhouseCoopers provided to the Funds, except for those non-audit services that were subject to the pre-approval exception under Rule 2-01 of Regulation S-X (the “pre-approval exception”). The preapproval exception for services provided directly to the Funds waives the pre-approval requirement for services other than audit, review or attest services if: (A) the aggregate amount of all such services provided constitutes no more than 5% of the total amount of revenues paid by the Funds during the fiscal year in which the services are provided; (B) the Funds did not recognize the services as non-audit services at the time of the engagement; and (C) the services are promptly brought to the Audit Committee’s attention, and the Committee (or its delegate) approves the services before the audit is completed.

Fiscal Year Ended March 31, 2022	Audit Fees Billed to Funds 1		Audit-Related Fees Billed to Funds 2		Tax Fees Billed to Funds 3		All Other Fees Billed to Funds  4
Fund Name
Nuveen Short Term Municipal Bond Fund		37,025		0		37		0
Total	$	37,025	$	0	$	37	$	0

¹ “Audit Fees” are the aggregate fees billed for professional services for the audit of the Fund’s annual financial statements and services provided in connection with statutory and regulatory filings or engagements.

² “Audit-Related Fees” are the aggregate fees billed for assurance and related services reasonably related to the performance of the audit or review of financial statements that are not reported under “Audit Fees”. These fees include offerings related to the Fund’s common shares and leverage.

³ “Tax Fees” are the aggregate fees billed for professional services for tax advice, tax compliance, and tax planning. These fees include: all global withholding tax services; excise and state tax reviews; capital gain, tax equalization and taxable basis calculations performed by the principal accountant.

⁴ “All Other Fees” are the aggregate fees billed for products and services other than “Audit Fees”, “Audit-Related Fees” and “Tax Fees”. These fees represent all “Agreed-Upon Procedures” engagements pertaining to the Fund’s use of leverage.

	Percentage Approved Pursuant to Pre-approval Exception
	Audit Fees Billed to Funds			Audit-Related Fees Billed to Funds			Tax Fees Billed to Funds			All Other Fees Billed to Funds
Fund Name
Nuveen Short Term Municipal Bond Fund		0	%		0	%		0	%		0	%
March 31, 2021	Audit Fees Billed to Funds 1			Audit-Related Fees Billed to Funds 2			Tax Fees Billed to Funds 3			All Other Fees Billed to Funds 4
Fund Name
Nuveen Short Term Municipal Bond Fund		21,880			6,500			0			0
Total	$	21,880		$	6,500		$	0		$	0

¹ “Audit Fees” are the aggregate fees billed for professional services for the audit of the Fund’s annual financial statements and services provided in connection with statutory and regulatory filings or engagements.

² “Audit-Related Fees” are the aggregate fees billed for assurance and related services reasonably related to the performance of the audit or review of financial statements that are not reported under “Audit Fees”. These fees include offerings related to the Fund’s common shares and leverage.

³ “Tax Fees” are the aggregate fees billed for professional services for tax advice, tax compliance, and tax planning. These fees include: all global withholding tax services; excise and state tax reviews; capital gain, tax equalization and taxable basis calculations performed by the principal accountant.

⁴ “All Other Fees” are the aggregate fees billed for products and services other than “Audit Fees”, “Audit-Related Fees” and “Tax Fees”. These fees represent all “Agreed-Upon Procedures” engagements pertaining to the Fund’s use of leverage.

	Percentage Approved Pursuant to Pre-approval Exception
	Audit Fees Billed to Funds			Audit-Related Fees Billed to Funds			Tax Fees Billed to Funds			All Other Fees Billed to Funds
Fund Name
Nuveen Short Term Municipal Bond Fund		0	%		0	%		0	%		0	%

Fiscal Year Ended March 31, 2022	Audit-Related Fees Billed to Adviser and Affiliated Fund Service Providers			Tax Fees Billed to Adviser and Affiliated Fund Service Providers			All Other Fees Billed to Adviser and Affiliated Fund Service Providers
Nuveen Investment Funds, Inc.	$	0		$	0		$	0
	Percentage Approved Pursuant to Pre-approval Exception
	Audit-Related Fees Billed to Adviser and Affiliated Fund Service Providers			Tax Fees Billed to Adviser and Affiliated Fund Service Providers			All Other Fees Billed to Adviser and Affiliated Fund Service Providers
		0	%		0	%		0	%
Fiscal Year Ended March 31, 2021	Audit-Related Fees Billed to Adviser and Affiliated Fund Service Providers			Tax Fees Billed to Adviser and Affiliated Fund Service Providers			All Other Fees Billed to Adviser and Affiliated Fund Service Providers
Nuveen Investment Funds, Inc.	$	0		$	0		$	0
	Percentage Approved Pursuant to Pre-approval Exception
	Audit-Related Fees Billed to Adviser and Affiliated Fund Service Providers			Tax Fees Billed to Adviser and Affiliated Fund Service Providers			All Other Fees Billed to Adviser and Affiliated Fund Service Providers
		0	%		0	%		0	%

Fiscal Year Ended March 31, 2022	Total Non-Audit Fees Billed to Trust		Total Non-Audit Fees billed to Adviser and Affiliated Fund Service Providers (engagements related directly to the operations and financial reporting of the Trust)		Total Non-Audit Fees billed to Adviser and Affiliated Fund Service Providers (all other engagements)		Total
Fund Name
Nuveen Short Term Municipal Bond Fund		37		0		0		37
Total	$	37	$	0	$	0	$	37

“Non-Audit Fees billed to Fund” for both fiscal year ends represent “Tax Fees” and “All Other Fees” billed to Fund in their respective amounts from the previous table.

Less than 50 percent of the hours expended on the principal accountant’s engagement to audit the registrant’s financial statements for the most recent fiscal year were attributed to work performed by persons other than the principal accountant’s full-time, permanent employees.

Fiscal Year Ended March 31, 2021	Total Non-Audit Fees Billed to Trust		Total Non-Audit Fees billed to Adviser and Affiliated Fund Service Providers (engagements related directly to the operations and financial reporting of the Trust)		Total Non-Audit Fees billed to Adviser and Affiliated Fund Service Providers (all other engagements)		Total
Fund Name
Nuveen Short Term Municipal Bond Fund		0		0		0		0
Total	$	0	$	0	$	0	$	0

“Non-Audit Fees billed to Fund” for both fiscal year ends represent “Tax Fees” and “All Other Fees” billed to Fund in their respective amounts from the previous table.

Audit Committee Pre-Approval Policies and Procedures. Generally, the Audit Committee must approve (i) all non-audit services to be performed for the Funds by the Funds’ independent accountant and (ii) all audit and non-audit services to be performed by the Funds’ independent accountant for the Affiliated Fund Service Providers with respect to the operations and financial reporting of the Funds. Regarding tax and research projects conducted by the independent accountant for the Funds and Affiliated Fund Service Providers (with respect to operations and financial reports of the Trust), such engagements will be (i) pre-approved by the Audit Committee if they are expected to be for amounts greater than $10,000; (ii) reported to the Audit Committee Chair for her verbal approval prior to engagement if they are expected to be for amounts under $10,000 but greater than $5,000; and (iii) reported to the Audit Committee at the next Audit Committee meeting if they are expected to be for an amount under $5,000.

ITEM 5. AUDIT COMMITTEE OF LISTED REGISTRANTS.

Not applicable to this registrant.

ITEM 6. SCHEDULE OF INVESTMENTS.

a) See Portfolio of Investments in Item 1.

b) Not applicable.

ITEM 7. DISCLOSURE OF PROXY VOTING POLICIES AND PROCEDURES FOR CLOSED-END MANAGEMENT INVESTMENT COMPANIES.

Not applicable to this registrant.

ITEM 8. PORTFOLIO MANAGERS OF CLOSED-END MANAGEMENT INVESTMENT COMPANIES.

Not applicable to this registrant.

ITEM 9. PURCHASES OF EQUITY SECURITIES BY CLOSED-END MANAGEMENT INVESTMENT COMPANY AND AFFILIATED PURCHASERS.

Not applicable to this registrant.

ITEM 10. SUBMISSION OF MATTERS TO A VOTE OF SECURITY HOLDERS.

There have been no material changes to the procedures by which shareholders may recommend nominees to the registrant’s Board of Trustees implemented after the registrant last provided disclosure in response to this Item.

ITEM 11. CONTROLS AND PROCEDURES.

(a) The registrant’s principal executive and principal financial officers, or persons performing similar functions, have concluded that the registrant’s disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended (the “1940 Act”) (17 CFR 270.30a-3(c))) are effective, as of a date within 90 days of the filing date of this report that includes the disclosure required by this paragraph, based on their evaluation of the controls and procedures required by Rule 30a-3(b) under the 1940 Act (17 CFR 270.30a-3(b)) and Rules 13a-15(b) or 15d-15(b) under the Securities Exchange Act of 1934, as amended (the “Exchange Act”) (17 CFR 240.13a-15(b) or 240.15d-15(b)).

(b) There were no changes in the registrant’s internal control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act (17 CFR 270.30a-3(d)) that occurred during the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting.

ITEM 12. DISCLOSURE OF SECURITIES LENDING ACTIVITIES FOR CLOSED-END MANAGEMENT INVESTMENT COMPANIES.

Not applicable.

ITEM 13. EXHIBITS.

File the exhibits listed below as part of this Form.

(a	)(1)	Any code of ethics, or amendment thereto, that is the subject of the disclosure required by Item 2, to the extent that the registrant intends to satisfy the Item 2 requirements through filing of an exhibit: Not applicable because the code is posted on registrant’s website at www.nuveen.com/fund-governance and there were no amendments during the period covered by this report. (To view the code, click on Code of Conduct.)
(a	)(2)	A separate certification for each principal executive officer and principal financial officer of the registrant as required by Rule  30a-2(a) under the 1940 Act (17 CFR 270.30a-2(a)) in the exact form set forth below: See EX-99.CERT attached hereto.
(a	)(3)	Any written solicitation to purchase securities under Rule 23c-1 under the 1940 Act (17 CFR 270.23c-1) sent or given during the period covered by the report by or on behalf of the registrant to 10 or more persons: Not applicable to this registrant.
(a	)(4)	Change in the registrant’s independent public accountant. Not applicable.
(b	)	If the report is filed under Section 13(a) or 15(d) of the Exchange Act, provide the certifications required by Rule 30a-2(b) under the 1940 Act (17 CFR 270.30a-2(b)), Rule 13a-14(b) or Rule 15d-14(b) under the Exchange Act (17 CFR 240.13a-14(b) or 240.15d-14(b)), and Section 1350 of Chapter 63 of Title 18 of the United States Code (18 U.S.C. 1350) as an Exhibit. A certification furnished pursuant to this paragraph will not be deemed “filed” for purposes of Section 18 of the Exchange Act (15 U.S.C. 78r), or otherwise subject to the liability of that section. Such certification will not be deemed to be incorporated by reference into any filing under the Securities Act of 1933 or the Exchange Act, except to the extent that the registration specifically incorporates it by reference: See EX-99.906 CERT attached hereto.

SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

(Registrant) Nuveen Investment Funds, Inc.

By (Signature and Title)	/s/ Mark J. Czarniecki
	Mark J. Czarniecki
	Vice President and Secretary

Date: June 3, 2022

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.

By (Signature and Title)	/s/ Christopher E. Stickrod
	Christopher E. Stickrod
	Chief Administrative Officer
	(principal executive officer)

Date: June 3, 2022

By (Signature and Title)	/s/ E. Scott Wickerham
	E. Scott Wickerham
	Vice President and Controller
	(principal financial officer)

Date: June 3, 2022

EX-99.CERT

EX-99.CERT

CERTIFICATIONS

I, Christopher E. Stickrod, certify that:

1. I have reviewed this report on Form N-CSR of Nuveen Investment Funds, Inc.

2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

3. Based on my knowledge, the financial statements, and other financial information included in this report, fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the registrant as of, and for, the periods presented in this report;

4. The registrant’s other certifying officer and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:

a) designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;

b) designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;

c) evaluated the effectiveness of the registrant’s disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based on such evaluation; and

d) disclosed in this report any change in the registrant’s internal control over financial reporting that occurred during the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting; and

5. The registrant’s other certifying officer and I have disclosed to the registrant’s auditors and the audit committee of the registrant’s board of directors (or persons performing the equivalent functions):

a) all significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant’s ability to record, process, summarize, and report financial information; and

b) any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant’s internal control over financial reporting.

Date: June 3, 2022

/s/ Christopher E. Stickrod

Christopher E. Stickrod

Chief Administrative Officer

(principal executive officer)

I, E. Scott Wickerham, certify that:

1. I have reviewed this report on Form N-CSR of Nuveen Investment Funds, Inc.;

2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

3. Based on my knowledge, the financial statements, and other financial information included in this report, fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the registrant as of, and for, the periods presented in this report;

4. The registrant’s other certifying officer and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:

a) designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;

b) designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;

c) evaluated the effectiveness of the registrant’s disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based on such evaluation; and

d) disclosed in this report any change in the registrant’s internal control over financial reporting that occurred during the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting; and

5. The registrant’s other certifying officer and I have disclosed to the registrant’s auditors and the audit committee of the registrant’s board of directors (or persons performing the equivalent functions):

a) all significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant’s ability to record, process, summarize, and report financial information; and

b) any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant’s internal control over financial reporting.

Date: June 3, 2022

/s/ E. Scott Wickerham

E. Scott Wickerham

Vice President and Controller

(principal financial officer)

EX-99.906 CERT

EX-99.906CERT

Certification Pursuant to 18 U.S.C. 1350, as adopted pursuant to Section 906 of the Sarbanes-Oxley Act of 2002; provided by the Chief Executive Officer and Chief Financial Officer, based on each such officer’s knowledge and belief.

The undersigned officers of Nuveen Investment Funds, Inc. (the “Registrant”) certify that, to the best of each such officer’s knowledge and belief:

1. The Form N-CSR of the Registrant for the period ended March 31, 2022 (the “Report”) fully complies with the requirements of Section 13(a) or 15(d) of the Securities Exchange Act of 1934; and

2. The information contained in the Report fairly presents, in all material respects, the financial condition and results of operations of the Registrant.

Date: June 3, 2022

/s/ Christopher E. Stickrod

Christopher E. Stickrod

Chief Administrative Officer

(principal executive officer)

/s/ E. Scott Wickerham

E. Scott Wickerham

Vice President and Controller

(principal financial officer)