N-CSRS 1 d395226dncsrs.htm NUVEEN INVESTMENT FUNDS, INC. Nuveen Investment Funds, Inc.

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: September 30, 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
September
30,
2022
Semiannual
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
Life
is
Complex.
Nuveen
makes
things
e-simple.
It
only
takes
a
minute
to
sign
up
for
e-Reports.
Once
enrolled,
you’ll
receive
an
e-mail
as
soon
as
your
Nuveen
Fund
information
is
ready.
No
more
waiting
for
delivery
by
regular
mail.
Just
click
on
the
link
within
the
e-mail
to
see
the
report
and
save
it
on
your
computer
if
you
wish.
Free
e-Reports
right
to
your
email!
www.investordelivery.com
If
you
receive
your
Nuveen
Fund
distributions
and
statements
from
your
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
Important
Notices
5
Risk
Considerations
and
Dividend
Information
6
Fund
Performance,
Expense
Ratios,
Effective
Leverage
and
Holding
Summaries
7
Yields
16
Expense
Examples
17
Portfolios
of
Investments
19
Statement
of
Assets
and
Liabilities
245
Statement
of
Operations
247
Statement
of
Changes
in
Net
Assets
248
Financial
Highlights
250
Notes
to
Financial
Statements
258
Additional
Fund
Information
272
Glossary
of
Terms
Used
in
this
Report
273
Liquidity
Risk
Management
Program
275
Annual
Investment
Management
Agreement
Approval
Process
276
4
Chair’s
Letter
to
Shareholders
Dear
Shareholders,
The
question
of
whether
economies
are
moving
toward
normalization
or
recession
has
dominated
financial
markets
in
2022.
Higher
than
expected
inflation
has
made
the
outcome
more
unpredictable,
as
it
has
dampened
consumer
sentiment,
pushed
central
banks
into
raising
interest
rates
more
aggressively
and
contributed
to
considerable
turbulence
in
the
markets
this
year.
Inflation
has
surged
partially
due
to
COVID
supply
chain
bottlenecks,
exacerbated
by
Russia’s
war
in
Ukraine
and
recent
lockdowns
across
China
to
contain
a
large-scale
COVID-19
outbreak.
This
has
necessitated
increasingly
forceful
responses
from
the
U.S.
Federal
Reserve
(Fed)
and
other
central
banks,
who
have
signaled
their
intentions
to
slow
inflation
while
tolerating
materially
slower
economic
growth
and
some
softening
in
the
labor
market.
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
more
than
two
years
ago.
Larger
increases
of
0.50%
in
May
and
0.75%
in
June,
July
and
September
2022
followed,
bringing
the
target
fed
funds
rate
to
a
range
of
3.00%
to
3.25%.
Additional
rate
hikes
are
expected
in
the
remainder
of
this
year,
although
Fed
officials
will
closely
monitor
inflation
data
along
with
other
economic
measures
and
modify
their
rate
setting
policy
based
upon
these
factors.
U.S.
gross
domestic
product
growth
has
now
contracted
for
two
consecutive
quarters,
according
to
government
estimates,
as
consumer
and
business
activity
has
slowed
in
part
due
to
higher
prices
and
borrowing
costs.
The
sharp
increase
in
the
U.S.
dollar’s
value
relative
to
other
currencies
in
2022
has
added
further
uncertainty
to
the
economic
outlook.
However,
the
still
strong
labor
market
suggests
not
all
areas
of
the
economy
are
weakening
in
unison.
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,
we
look
forward
to
continuing
to
earn
your
trust
in
the
months
and
years
ahead.
Terence
J.
Toth
Chair
of
the
Board
November
18,
2022
Important
Notices
5
For
Shareholders
of
Nuveen
All-American
Municipal
Bond
Fund
Nuveen
Intermediate
Duration
Municipal
Bond
Fund
Nuveen
Limited
Term
Municipal
Bond
Fund
Nuveen
Short
Term
Municipal
Bond
Fund
Portfolio
Manager
Commentaries
in
Semiannual
Shareholder
Reports
The
Funds
include
portfolio
manager
commentary
in
their
annual
shareholder
reports.
For
the
Funds’
most
recent
annual
portfolio
manager
discussion,
please
refer
to
the
Portfolio
Managers’
Comments
section
of
each
Fund’s
March
31,
2022
annual
shareholder
report.
For
current
information
on
your
Fund’s
investment
objectives,
portfolio
management
team
and
average
annual
total
returns
please
refer
to
the
Fund’s
website
at
www.nuveen.com.
For
changes
that
occurred
to
your
Fund
both
during
and
subsequent
to
this
reporting
period,
please
refer
to
the
Notes
to
Financial
Statements
section
of
this
report.
For
average
annual
total
returns
as
of
the
end
of
this
reporting
period,
please
refer
to
the
Performance
Overview
and
Holding
Summaries
section
within
this
report.
6
Risk
Considerations
and
Dividend
Information
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.
Fund
Performance,
Expense
Ratios,
Effective
Leverage
and
Holding
Summaries
7
The
Fund
Performance,
Expense
Ratios,
Effective
Leverage
Ratios
and
Holdings
Summaries
for
each
Fund
are
shown
within
this
section
of
the
report.
Fund
Performance
Performance
data
shown
represents
past
performance
and
does
not
predict
or
guarantee
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 the
Fund
has
investment
exposure
(both
reward
and/or
risk)
equivalent
to
more
than
100%
of
its
investment
capital.
The
effective
leverage
ratio
shown
for the
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.
The 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 the
Fund’s
effective
leverage
ratio.
Holdings
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.
8
Nuveen
All-American
Municipal
Bond
Fund
(continued)
Fund
Performance,
Expense
Ratios,
Effective
Leverage
and
Holding
Summaries
September
30,
2022
Refer
to
the
first
page
of
this
Fund
Performance,
Expense
Ratios,
Effective
Leverage
Ratios
and
Holdings
Summa-
ries section
for
further
explanation
of the
information
included
within
this
section. 
Refer
to
the
Glossary
of
Terms
Used
in
this
Report
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
Shares
have
a
1%
CDSC
for
redemptions
less
than
twelve
months
after
purchase,
which
is
reflected
in
the
maximum
Offering
Price
total
returns
presented
for
less
than
1-Year,
when
and
where
applicable.
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
September
30,
2022
Total
Returns
as
of
September
30,
2022**
Cumulative
Average
Annual
Expense
Ratios
Inception
Date
6-Month
1-Year
5-Year
10-Year
Class
A
Shares
at
NAV
10/03/88
(10.86)%
(17.91)%
(0.33)%
1.75%
0.70%
Class
A
Shares
at
maximum
Offering
Price
10/03/88
(14.63)%
(21.33)%
(1.18)%
1.32%
—
S&P
Municipal
Bond
Index
—
(6.32)%
(10.81)%
0.68%
1.87%
—
Lipper
General
&
Insured
Municipal
Debt
Funds
Classification
Average
—
(7.96)%
(13.21)%
0.15%
1.47%
—
Class
I
Shares
2/06/97
(10.79)%
(17.74)%
(0.14)%
1.95%
0.50%
Total
Returns
as
of
September
30,
2022**
Cumulative
Average
Annual
Expense
Ratios
Inception
Date
6-Month
1-Year
5-Year
Since
Inception
Class
C
Shares
at
NAV
2/10/14
(11.24)%
(18.62)%
(1.13)%
1.35%
1.50%
Class
C
Shares
at
maximum
Offering
Price
2/10/14
(12.12)%
(18.62)%
(1.13)%
1.35%
–
Class
I
Shares
2/6/97
(10.79)%
(17.74)%
(0.14)%
4.28%
0.50%
Class
R6
Shares
6/30/16
(10.77)%
(17.76)%
(0.10)%
0.13%
0.47%
Effective
Leverage
Ratio
5.00%
9
Holdings
Summaries
as
of
September
30,
2022
Fund
Allocation
(%
of
net
assets)
Municipal
Bonds
102.0‌%
Common
Stocks
1.0‌%
Variable
Rate
Senior
Loan
Interests
0.0‌%
Corporate
Bonds
0.0‌%
Other
Assets
Less
Liabilities
2.3%
Net
Assets
Plus
Floating
Rate
Obligations
105.3‌%
Floating
Rate
Obligations
(5.3)%
Net
Assets
100‌%
Bond
Credit
Quality
(%
of
total
investment
exposure)
U.S.
Guaranteed
2.2%
AAA
4.4%
AA
27.8%
A
26.4%
BBB
16.4%
BB
or
Lower
6.0%
N/R
(not
rated)
15.8%
N/A
(not
applicable)
1.0%
Total
100‌%
Portfolio
Composition
(%
of
total
investments)
Transportation
21.6%
Tax
Obligation/Limited
18.2%
Health
Care
16.9%
Utilities
12.2%
Tax
Obligation/General
9.6%
Education
and
Civic
Organizations
8.1%
U.S.
Guaranteed
2.2%
Other
10.2%
Variable
Rate
Senior
Loan
Interests
0.0%
Common
Stocks
1.0%
Corporate
Bonds
0.0%
Total
100%
States
and
Territories
1
(%
of
total
municipal
bonds)
New
York
13.8%
California
13.5%
Illinois
7.6%
Florida
7.3%
Texas
6.3%
Colorado
5.0%
Pennsylvania
4.3%
Tennessee
4.0%
Missouri
3.1%
New
Jersey
2.9%
Washington
2.7%
Puerto
Rico
2.4%
Wisconsin
2.4%
Massachusetts
2.3%
Arizona
2.0%
Indiana
1.8%
Ohio
1.5%
Kentucky
1.3%
Utah
1.3%
Louisiana
1.1%
Other
13.4%
Total
100%
1
See
the
Portfolio
of
Investments
for
the
remaining
states
comprising
"Other"
and
not
listed
in
the
table
above.
10
Nuveen
Intermediate
Duration
Bond
Fund
(continued)
Fund
Performance,
Expense
Ratios,
Effective
Leverage
and
Holding
Summaries
September
30,
2022
Refer
to
the
first
page
of
this
Fund
Performance,
Expense
Ratios,
Effective
Leverage
Ratios
and
Holdings
Summa-
ries section
for
further
explanation
of the
information
included
within
this
section. 
Refer
to
the
Glossary
of
Terms
Used
in
this
Report
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
less
than
twelve
months
after
purchase,
which
is
reflected
in
the
maximum
Offering
Price
total
returns
presented
for
less
than
1-Year,
when
and
where
applicable.
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
September
30,
2022
Total
Returns
as
of
September
30,
2022**
Cumulative
Average
Annual
Expense
Ratios
Inception
Date
6-Month
1-Year
5-Year
10-Year
Class
A
Shares
at
NAV
6/13/95
(6.02)%
(10.60)%
0.53%
1.60%
0.63%
Class
A
Shares
at
maximum
Offering
Price
6/13/95
(8.84)%
(13.31)%
(0.09)%
1.29%
—
S&P
Municipal
Bond
Intermediate
Index
—
(4.85)%
(9.64)%
0.74%
1.79%
—
Lipper
Intermediate
Municipal
Debt
Funds
Classification
Average
—
(5.35)%
(10.00)%
0.38%
1.19%
—
Class
I
Shares
11/29/76
(5.88)%
(10.36)%
0.75%
1.81%
0.43%
Total
Returns
as
of
September
30,
2022**
Cumulative
Average
Annual
Expense
Ratios
Inception
Date
6-Month
1-Year
5-Year
Since
Inception
Class
C
Shares
at
NAV
2/10/14
(6.40)%
(11.23)%
(0.25)%
1.01%
1.43%
Class
C
Shares
at
maximum
Offering
Price
2/10/14
(7.33)%
(11.23)%
(0.25)%
1.01%
–
Class
I
Shares
11/29/76
(5.88)%
(10.36)%
0.75%
5.27%
0.43%
Effective
Leverage
Ratio
0.00%
11
Holdings
Summaries
as
of
September
30,
2022
Fund
Allocation
(%
of
net
assets)
Municipal
Bonds
96.5‌%
Common
Stocks
2.5‌%
Asset-Backed
and
Mortgage-
Backed
Securities
0.1‌%
Other
Assets
Less
Liabilities
1.4%
Net
Assets
Plus
Borrowings
100.5‌%
Borrowings
(0.5)%
Net
Assets
100‌%
Bond
Credit
Quality
(%
of
total
investment
exposure)
U.S.
Guaranteed
5.3%
AAA
6.1%
AA
27.9%
A
29.9%
BBB
15.7%
BB
or
Lower
4.2%
N/R
(not
rated)
8.4%
N/A
(not
applicable)
2.5%
Total
100‌%
Portfolio
Composition
1
(%
of
total
investments)
Utilities
17.0%
Transportation
14.0%
Health
Care
13.6%
Tax
Obligation/Limited
12.7%
Tax
Obligation/General
11.3%
Housing/Single
Family
8.2%
U.S.
Guaranteed
5.3%
Other
15.3%
Asset-Backed
and
Mortgage-
Backed
Securities
0.1%
Common
Stocks
2.5%
Total
100%
States
and
Territories
2
(%
of
total
municipal
bonds)
Illinois
10.7%
New
York
6.3%
Pennsylvania
5.3%
New
Jersey
4.7%
Florida
4.4%
Texas
4.4%
California
4.4%
Ohio
4.2%
Indiana
3.5%
Puerto
Rico
3.3%
Washington
3.2%
Michigan
2.9%
Colorado
2.8%
Louisiana
2.8%
Oklahoma
2.5%
Alabama
2.3%
Georgia
2.2%
Virginia
1.9%
Wisconsin
1.8%
Kentucky
1.7%
Tennessee
1.6%
Connecticut
1.6%
Arizona
1.5%
Maryland
1.5%
Massachusetts
1.3%
Other
17.2%
Total
100%
1
"Other"
sectors
include
9
sectors
that
individually
constitute
less
than
5.3%
as
a
percentage
of
total
investments
2
See
the
Portfolio
of
Investments
for
the
remaining
states
comprising
"Other"
and
not
listed
in
the
table
above.
12
Nuveen
Limited
Term
Municipal
Bond
Fund
(continued)
Fund
Performance,
Expense
Ratios,
Effective
Leverage
and
Holding
Summaries
September
30,
2022
Refer
to
the
first
page
of
this
Fund
Performance,
Expense
Ratios,
Effective
Leverage
Ratios
and
Holdings
Summa-
ries section
for
further
explanation
of the
information
included
within
this
section. 
Refer
to
the
Glossary
of
Terms
Used
in
this
Report
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
less
than
twelve
months
after
purchase,
which
is
reflected
in
the
maximum
Offering
Price
total
returns
presented
for
less
than
1-Year,
when
and
where
applicable.  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
September
30,
2022
Total
Returns
as
of
September
30,
2022**
Cumulative
Average
Annual
Expense
Ratios
Inception
Date
6-Month
1-Year
5-Year
10-Year
Class
A
Shares
at
NAV
10/19/87
(3.01)%
(6.25)%
0.74%
1.07%
0.59%
Class
A
Shares
at
maximum
Offering
Price
10/19/87
(5.43)%
(8.59)%
0.23%
0.82%
—
S&P
Municipal
Bond
Short-Intermediate
Index
—
(2.60)%
(6.27)%
0.63%
1.19%
—
Lipper
Short-Intermediate
Municipal
Debt
Funds
Classification
Average
—
(2.87)%
(6.56)%
0.30%
0.75%
—
Class
I
Shares
2/06/97
(2.91)%
(6.07)%
0.93%
1.27%
0.39%
Total
Returns
as
of
September
30,
2022**
Cumulative
Average
Annual
Expense
Ratios
Inception
Date
6-Month
1-Year
5-Year
Since
Inception
Class
C
Shares
at
NAV
2/10/14
(3.40)%
(7.02)%
(0.07)%
0.41%
1.39%
Class
C
Shares
at
maximum
Offering
Price
2/10/14
(4.37)%
(7.02)%
(0.07)%
0.41%
–
Class
I
Shares
2/6/97
(2.91)%
(6.07)%
0.93%
3.11%
0.39%
Effective
Leverage
Ratio
0.00%
13
Holdings
Summaries
as
of
September
30,
2022
Fund
Allocation
(%
of
net
assets)
Municipal
Bonds
97.1‌%
Common
Stocks
2.9‌%
Short-Term
Municipal
Bonds
0.0‌%
Other
Assets
Less
Liabilities
0.0
%
Net
Assets
Plus
Borrowings
100.0‌%
Borrowings
0.0%
Net
Assets
100‌%
Bond
Credit
Quality
(%
of
total
investment
exposure)
U.S.
Guaranteed
1.5%
AAA
11.3%
AA
35.2%
A
28.5%
BBB
11.2%
BB
or
Lower
1.5%
N/R
(not
rated)
8.0%
N/A
(not
applicable)
2.8%
Total
100‌%
Portfolio
Composition
(%
of
total
investments)
Tax
Obligation/General
20.9%
Utilities
19.7%
Tax
Obligation/Limited
15.2%
Health
Care
11.0%
Transportation
10.0%
Housing/Single
Family
6.4%
Other
13.9%
Common
Stocks
2.9%
Total
100%
States
and
Territories
1
(%
of
total
municipal
bonds)
New
York
7.7%
Illinois
6.6%
California
4.7%
Oklahoma
4.7%
Louisiana
4.3%
Texas
4.2%
Ohio
3.9%
Pennsylvania
3.8%
New
Jersey
3.6%
Indiana
3.5%
Florida
3.4%
Puerto
Rico
3.0%
Kentucky
2.7%
Wisconsin
2.6%
Washington
2.4%
Virginia
2.4%
Massachusetts
2.3%
Georgia
2.3%
Colorado
2.3%
Connecticut
2.2%
Arizona
2.0%
Alabama
1.9%
Michigan
1.8%
Missouri
1.7%
North
Carolina
1.6%
Other
18.4%
Total
100%
1
See
the
Portfolio
of
Investments
for
the
remaining
states
comprising
"Other"
and
not
listed
in
the
table
above.
14
Nuveen
Short
Term
Municipal
Bond
Fund
(continued)
Fund
Performance,
Expense
Ratios,
Effective
Leverage
and
Holding
Summaries
September
30,
2022
Refer
to
the
first
page
of
this
Fund
Performance,
Expense
Ratios,
Effective
Leverage
Ratios
and
Holdings
Summa-
ries section
for
further
explanation
of the
information
included
within
this
section. 
Refer
to
the
Glossary
of
Terms
Used
in
this
Report
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
less
than
twelve
months
after
purchase,
which
is
reflected
in
the
maximum
Offering
Price
total
returns
presented
for
less
than
1-Year,
when
and
where
applicable.  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
September
30,
2022
Total
Returns
as
of
September
30,
2022**
Cumulative
Average
Annual
Expense
Ratios
Inception
Date
6-Month
1-Year
5-Year
10-Year
Class
A
Shares
at
NAV
10/25/02
(1.71)%
(4.60)%
0.25%
0.54%
0.67%
Class
A
Shares
at
maximum
Offering
Price
10/25/02
(4.15)%
(6.99)%
(0.25)%
0.29%
—
S&P
Municipal
Bond
Short
Index
—
(1.29)%
(3.60)%
0.65%
0.84%
—
Lipper
Short
Municipal
Debt
Funds
Classification
Average
—
(1.31)%
(3.44)%
0.34%
0.46%
—
Class
I
Shares
10/25/02
(1.71)%
(4.49)%
0.45%
0.74%
0.47%
Total
Returns
as
of
September
30,
2022**
Cumulative
Average
Annual
Expense
Ratios
Inception
Date
6-Month
1-Year
5-Year
Since
Inception
Class
C
Shares
at
NAV
2/10/14
(2.19)%
(5.38)%
(0.56)%
(0.22)%
1.47%
Class
C
Shares
at
maximum
Offering
Price
2/10/14
(3.17)%
(5.38)%
(0.56)%
(0.22)%
–
Class
I
Shares
10/25/02
(1.71)%
(4.49)%
0.45%
1.82%
0.47%
Effective
Leverage
Ratio
0.00%
15
Holdings
Summaries
as
of
September
30,
2022
Fund
Allocation
(%
of
net
assets)
Municipal
Bonds
95.7‌%
Common
Stocks
0.2‌%
Short-Term
Municipal
Bonds
3.1‌%
Other
Assets
Less
Liabilities
1.0%
Net
Assets
100‌%
Bond
Credit
Quality
(%
of
total
investment
exposure)
U.S.
Guaranteed
2.0%
AAA
6.7%
AA
47.1%
A
29.8%
BBB
8.5%
BB
or
Lower
0.4%
N/R
(not
rated)
5.3%
N/A
(not
applicable)
0.2%
Total
100‌%
Portfolio
Composition
(%
of
total
investments)
Health
Care
23.1%
Tax
Obligation/General
20.2%
Transportation
15.6%
Utilities
14.0%
Tax
Obligation/Limited
10.9%
Education
and
Civic
Organizations
5.6%
Industrials
3.6%
Other
6.8%
Common
Stocks
0.2%
Total
100%
States
and
Territories
1
(%
of
total
municipal
bonds)
Texas
10.9%
Minnesota
8.6%
Illinois
6.2%
Wisconsin
5.1%
Colorado
4.9%
New
Jersey
4.8%
Missouri
4.0%
Arizona
3.6%
Alabama
3.5%
Virginia
3.2%
Ohio
3.1%
Iowa
3.0%
California
2.8%
North
Carolina
2.7%
Washington
2.5%
Florida
2.5%
New
York
2.5%
Massachusetts
2.4%
Indiana
2.2%
Kentucky
1.9%
Other
19.6%
Total
100%
1
See
the
Portfolio
of
Investments
for
the
remaining
states
comprising
"Other"
and
not
listed
in
the
table
above.
16
Yields
as
of
September
30,
2022
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
or
discounts.
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
3.25%
2.53%
3.62%
3.63%
SEC
30-Day
Yield
3.84%
3.19%
4.26%
4.22%
Taxable-Equivalent
Yield
(40.8%)
2
6.48%
5.39%
7.19%
7.13%
Nuveen
Intermediate
Duration
Municipal
Bond
Fund
Share
Class
Class
A
1
Class
C
Class
I
Dividend
Yield
2.28%
1.49%
2.56%
SEC
30-Day
Yield
2.79%
2.06%
3.08%
Taxable-Equivalent
Yield
(40.8%)
2
4.70%
3.47%
5.18%
Nuveen
Limited
Term
Municipal
Bond
Fund
Share
Class
Class
A
1
Class
C
Class
I
Dividend
Yield
1.05%
0.29%
1.31%
SEC
30-Day
Yield
2.14%
1.38%
2.39%
Taxable-Equivalent
Yield
(40.8%)
2
3.61%
2.33%
4.04%
Nuveen
Short
Term
Municipal
Bond
Fund
Share
Class
Class
A
1
Class
C
Class
I
Dividend
Yield
0.97%
0.19%
1.19%
SEC
30-Day
Yield
2.27%
1.53%
2.53%
Taxable-Equivalent
Yield
(40.8%)
2
3.82%
2.58%
4.26%
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.
Expense
Examples
17
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
September
30,
2022.
The
beginning
of
the
period
is
April
1,
2022.
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
$891.44
$887.55
$892.32
$892.05
Expenses
Incurred
During
the
Period
$3.13
$6.91
$2.04
$2.18
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
$1,021.76
$1,017.75
$1,022.91
$1,022.76
Expenses
Incurred
During
the
Period
$3.35
$7.38
$2.18
$2.33
For
each
class
of
the
Fund,
expenses
are
equal
to
the
Fund’s
annualized
net
expense
ratio
of
0.65%,
1.45%,
0.42%
and
0.45%
for
Classes
A,
C,
R6
and
I,
respectively,
multiplied
by
the
average
account
value
over
the
period,
multiplied
by
183
/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
$939.84
$936.01
$941.16
Expenses
Incurred
During
the
Period
$3.16
$7.04
$2.19
Hypothetical
Performance
(5%
annualized
return
before
expenses)
Beginning
Account
Value
$1,000.00
$1,000.00
$1,000.00
Ending
Account
Value
$1,021.81
$1,017.80
$1,022.81
Expenses
Incurred
During
the
Period
$3.29
$7.33
$2.28
For
each
class
of
the
Fund,
expenses
are
equal
to
the
Fund’s
annualized
net
expense
ratio
of
0.65%,
1.45%
and
0.45%
for
Classes
A,
C
and
I,
respectively,
multiplied
by
the
average
account
value
over
the
period,
multiplied
by
183
/365
(to
reflect
the
one-half
year
period).
Expense
Examples
(continued)
18
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
$969.91
$965.97
$970.89
Expenses
Incurred
During
the
Period
$2.96
$6.90
$1.98
Hypothetical
Performance
(5%
annualized
return
before
expenses)
Beginning
Account
Value
$1,000.00
$1,000.00
$1,000.00
Ending
Account
Value
$1,022.06
$1,018.05
$1,023.06
Expenses
Incurred
During
the
Period
$3.04
$7.08
$2.03
For
each
class
of
the
Fund,
expenses
are
equal
to
the
Fund’s
annualized
net
expense
ratio
of
0.60%,
1.40%
and
0.40%
for
Classes
A,
C
and
I,
respectively,
multiplied
by
the
average
account
value
over
the
period,
multiplied
by
183
/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
$982.94
$978.08
$982.91
Expenses
Incurred
During
the
Period
$3.43
$7.39
$2.44
Hypothetical
Performance
(5%
annualized
return
before
expenses)
Beginning
Account
Value
$1,000.00
$1,000.00
$1,000.00
Ending
Account
Value
$1,021.61
$1,017.60
$1,022.61
Expenses
Incurred
During
the
Period
$3.50
$7.54
$2.48
For
each
class
of
the
Fund,
expenses
are
equal
to
the
Fund’s
annualized
net
expense
ratio
of
0.69%,
1.49%
and
0.49%
for
Classes
A,
C
and
I,
respectively,
multiplied
by
the
average
account
value
over
the
period,
multiplied
by
183
/365
(to
reflect
the
one-half
year
period).
19
Nuveen
All-American
Municipal
Bond
Fund
Portfolio
of
Investments
September
30,
2022
(Unaudited)
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
LONG-TERM
INVESTMENTS
-
103.0%  
X
5,589,205,805
MUNICIPAL
BONDS
-
102.0%
X
5,589,205,805
Alabama
-
1.0%
Birmingham-Jefferson
Civic
Center
Authority,
Alabama,
Special
Tax
Bonds,
Seri
es
2018A:
$
3,500
4.000%,
7/01/38
7/28
at
100.00
Aa3
$
3,219,685
3,500
4.000%,
7/01/43
7/28
at
100.00
Aa3
3,141,250
2,000
Hoover
Industrial
Development
Board,
Alabama,
Environmental
Improvement
Revenue
Bonds,
United
States
Steel
Corporation
Project,
Series
2019,
5.750%,
10/01/49,
(AMT)
10/29
at
100.00
B  
2,039,120
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-  
4,167,503
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
A-  
6,580,900
4,500
Jefferson
County,
Alabama,
Sewer
Revenue
Warrants,
Capital
Appreciation
Subordinate
Lien
Series
2013F,
7.900%,
10/01/50
10/23
at
105.00
BBB  
4,545,810
2,800
Jefferson
County,
Alabama,
Sewer
Revenue
Warrants,
Subordinate
Lien
Series
2013D,
6.500%,
10/01/53
10/23
at
105.00
BBB  
3,003,896
14,175
Lower
Alabama
Gas
District,
Alabama,
Gas
Project
Revenue
Bonds,
Series
2016A,
5.000%,
9/01/46
No
Opt.
Call
A2  
13,593,967
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  
491,710
17,025
Tuscaloosa
County
Industrial
Development
Authority,
Alabama,
Gulf
Opportunity
Zone
Bonds,
Hunt
Refining
Project,
Refunding
Series
2019A,
5.250%,
5/01/44,
144A
5/29
at
100.00
N/R  
14,382,209
62,220
Total
Alabama
55,166,050
Alaska
-
0.1%
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+
1,990,780
3,970
4.000%,
4/01/31
4/29
at
100.00
A+
3,924,027
615
4.000%,
4/01/34
4/29
at
100.00
A+
575,222
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+  
164,757
6,790
Total
Alaska
6,654,786
Arizona
-
2.1%
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  
1,468,425
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
1,067,297
1,000
5.375%,
7/01/50,
144A
7/26
at
100.00
BB
982,220
Nuveen
All-American
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
20
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Arizona
(continued)
$
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  
$
1,119,513
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+  
474,599
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
BB  
13,586,000
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
AA-
3,210,675
10,100
4.000%,
2/01/50
2/30
at
100.00
AA-
8,501,978
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+
1,081,506
1,175
5.000%,
7/01/49,
144A
7/29
at
100.00
BB+
1,065,678
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+
1,269,075
935
5.000%,
9/01/42
9/28
at
100.00
A+
930,362
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  
2,621,000
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  (5)
117,096
Phoenix
Civic
Improvement
Corporation,
Arizona,
Rental
Car
Facility
Charge
Revenue
Bonds,
Series
2019A:
1,930
5.000%,
7/01/28
No
Opt.
Call
A3
2,057,303
3,340
5.000%,
7/01/29
No
Opt.
Call
A3
3,591,970
3,560
5.000%,
7/01/30
7/29
at
100.00
A3
3,819,488
5,775
5.000%,
7/01/31
7/29
at
100.00
A3
6,172,435
1,500
5.000%,
7/01/33
7/29
at
100.00
A3
1,583,805
6,380
5.000%,
7/01/36
7/29
at
100.00
A3
6,649,300
1,000
5.000%,
7/01/38
7/29
at
100.00
A3
1,038,350
1,000
5.000%,
7/01/39
7/29
at
100.00
A3
1,036,080
7,295
4.000%,
7/01/45
7/29
at
100.00
A3
5,983,505
7,200
5.000%,
7/01/45
7/29
at
100.00
A3
7,364,088
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
1,859,368
6,000
5.500%,
7/01/39
-
FGIC
Insured
No
Opt.
Call
AA
6,872,040
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
1,335,066
2,000
4.000%,
6/15/51,
144A
6/26
at
100.00
N/R
1,425,680
2,285
4.000%,
6/15/57,
144A
6/26
at
100.00
N/R
1,561,843
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  
402,012
21
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Arizona
(continued)
$
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  
$
1,773,168
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
1,034,610
13,155
5.000%,
12/01/32
No
Opt.
Call
A3
13,263,003
7,675
5.000%,
12/01/37
No
Opt.
Call
A3
7,562,024
124,860
Total
Arizona
113,880,562
Arkansas
-
0.5%
8,045
Arkansas
Development
Finance
Authority,
Arkansas,
Environmental
Improvement
Revenue
Bonds,
United
States
Steel
Corporation,
Green
Series
2022,
5.450%,
9/01/52,
(AMT),
144A
9/25
at
105.00
BB  
7,278,392
6,640
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  
5,393,606
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  
8,229,634
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+
1,290,445
1,000
5.000%,
9/01/38
9/30
at
100.00
BBB+
985,220
1,700
5.000%,
9/01/40
9/30
at
100.00
BBB+
1,649,595
4,000
5.000%,
9/01/44
9/30
at
100.00
BBB+
3,749,200
32,415
Total
Arkansas
28,576,092
California
-
13.7%
9,715
Bakersfield
City
School
District,
Kern
County,
California,
General
Obligation
Bonds,
Series
2012C,
0.000%,
5/01/47
(6)
5/40
at
100.00
Aa3  
6,127,348
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-  
9,486,800
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  
2,026,600
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  
5,501,077
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  
12,088,386
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  
21,733,957
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  
6,311,337
695
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-  
657,776
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  
2,080,728
Nuveen
All-American
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
22
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
California
(continued)
$
5,450
California
Educational
Facilities
Authority,
Revenue
Bonds,
Chapman
University,
Series
2017B,
4.000%,
4/01/47
4/27
at
100.00
A2  
$
4,798,889
10,000
California
Health
Facilities
Financing
Authority,
California,
Revenue
Bonds,
Sutter
Health,
Refunding
Series
2016B,
5.000%,
11/15/46
11/26
at
100.00
A1  
10,008,900
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+  
1,645,217
1,860
California
Health
Facilities
Financing
Authority,
Revenue
Bonds,
CommonSpirit
Health,  Series
2020A,
4.000%,
4/01/45
4/30
at
100.00
BBB+  
1,567,850
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  
3,037,974
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
1,472,883
1,105
5.000%,
2/01/31
2/27
at
100.00
AA
1,161,808
13,305
California
Health
Facilities
Financing
Authority,
Revenue
Bonds,
PIH
Health,
Series
2020A,
3.000%,
6/01/47
-
BAM
Insured
6/30
at
100.00
AA  
9,159,827
485
California
Health
Facilities
Financing
Authority,
Revenue
Bonds,
Providence
Health
&
Services,
Series
2014B,
5.000%,
10/01/44
10/24
at
100.00
AA-  
485,635
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-  (5)
2,214,476
9,405
California
Housing
Finance
Agency,
Municipal
Certificate
Revenue
Bonds,
Class
A
Series
2021-1,
3.500%,
11/20/35
No
Opt.
Call
BBB+  
8,131,359
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  
1,986,230
California
Infrastructure
and
Economic
Development
Bank,
Revenue
Bonds,
California
Science
Center
Phase
III
Project,
Green
Series
2021B:
4,000
4.000%,
5/01/46
11/31
at
100.00
A-
3,519,760
1,315
4.000%,
5/01/51
11/31
at
100.00
A-
1,136,923
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
A-  
6,358,421
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  
4,418,600
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
1,810,336
2,425
5.000%,
6/15/46,
144A
6/26
at
100.00
BB
2,244,071
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  
553,410
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  
1,350,613
California
Municipal
Finance
Authority,
Revenue
Bonds,
Biola
University,
Refunding
Series
2017:
470
5.000%,
10/01/29
10/27
at
100.00
Baa1
489,430
1,165
5.000%,
10/01/30
10/27
at
100.00
Baa1
1,209,351
23
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
California
(continued)
California
Municipal
Finance
Authority,
Revenue
Bonds,
Eisenhower
Medical
Center,
Refunding
Series
2017A:
$
2,745
5.000%,
7/01/42
7/27
at
100.00
Baa2
$
2,707,723
12,385
5.000%,
7/01/47
7/27
at
100.00
Baa2
12,012,583
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  
4,932,100
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-  
33,435,983
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-  
6,467,647
California
Municipal
Finance
Authority,
Revenue
Bonds,
NorthBay
Healthcare
Group,
Series
2017A:
1,000
5.000%,
11/01/30
11/26
at
100.00
BBB-
1,014,540
1,040
5.250%,
11/01/31
11/26
at
100.00
BBB-
1,064,690
California
Municipal
Finance
Authority,
Reveue
Bonds,
Community
Medical
Centers,
Series
2017A:
1,750
5.000%,
2/01/42
2/27
at
100.00
A-
1,737,155
8,875
5.000%,
2/01/47
2/27
at
100.00
A-
8,803,734
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  
3,867,778
California
Pollution
Control
Financing
Authority,
Water
Furnishing
Revenue
Bonds,
San
Diego
County
Water
Authority
Desalination
Project
Pipeline,
Refunding
Series
2019:
1,625
5.000%,
7/01/39,
144A
1/29
at
100.00
BBB
1,540,094
640
5.000%,
11/21/45,
144A
1/29
at
100.00
BBB
583,526
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-  
1,464,166
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
1,045,712
440
5.000%,
11/15/56,
144A
11/29
at
102.00
N/R
352,902
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  
1,279,149
California
State
University,
Systemwide
Revenue
Bonds,
Series
2018A:
16,245
5.000%,
11/01/48
11/28
at
100.00
Aa2
16,882,292
17,385
5.000%,
11/01/50
11/28
at
100.00
N/R
18,051,193
12,000
California
State,
General
Obligation
Bonds,
Various
Purpose
Series
2017,
5.000%,
8/01/46
8/26
at
100.00
Aa2  
12,397,680
3,960
California
State,
General
Obligation
Bonds,
Various
Purpose
Series
2019,
5.000%,
4/01/49
4/29
at
100.00
Aa2  
4,164,019
1,600
California
State,
General
Obligation
Bonds,
Various
Purpose
Series
2020,
4.000%,
3/01/46
3/30
at
100.00
Aa2  
1,465,888
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  
7,794,097
Nuveen
All-American
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
24
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
2016A:
$
1,100
5.000%,
12/01/41,
144A
6/26
at
100.00
BB
$
1,022,692
3,365
5.000%,
12/01/46,
144A
6/26
at
100.00
BB
3,070,293
9,915
5.250%,
12/01/56,
144A
6/26
at
100.00
BB
9,184,959
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+  
2,349,953
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  
605,340
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+  
2,874,277
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
964,500
700
5.000%,
9/02/40
9/30
at
100.00
N/R
698,565
California
Statewide
Communities
Development
Authority,
Student
Housing
Revenue
Bonds,
University
of
California,
Irvine
East
Campus
Apartments,
Phase
IV-A
CHF-Irvine,
LLC,
Series
2017:
6,750
5.000%,
5/15/50
5/27
at
100.00
Baa1
6,562,485
California
Statewide
Community
Development
Authority,
Revenue
Bonds,
Daughters
of
Charity
Health
System,
Series
2005A:
29
5.750%,
7/01/30
(7),(8)
1/22
at
100.00
N/R
28,784
185
5.750%,
7/01/35
(7),(8)
1/22
at
100.00
N/R
184,914
70
5.500%,
7/01/39
2039
2039
(7),(8)
1/22
at
100.00
N/R
69,779
1,140
Chaffey
Community
College
District,
San
Bernardino
County,
California,
General
Obligation
Bonds,
Election
2018
Series
2019A,
3.000%,
6/01/37
6/28
at
100.00
AA  
922,967
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  
7,506,915
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  
1,134,100
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  
10,690,176
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
1,065,621
3,100
0.000%,
6/01/44
6/30
at
71.61
AAA
1,009,112
3,170
0.000%,
6/01/45
6/30
at
69.61
AAA
975,028
2,465
0.000%,
6/01/46
6/30
at
67.73
AAA
717,685
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  
6,115,210
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-
1,020,814
10,000
0.010%,
1/15/35
-
AGM
Insured
No
Opt.
Call
AA
5,588,200
25
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
California
(continued)
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
$
979,391
4,865
0.000%,
8/01/44
2/30
at
64.38
Aa2
1,546,827
4,725
0.000%,
2/01/45
2/30
at
63.32
Aa2
1,459,600
80,525
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  
7,070,900
9,000
Irvine
Ranch
Water
District,
California,
General
Obligation
Bonds,
Series
2016,
5.250%,
2/01/41
8/26
at
100.00
AAA  
9,497,790
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  
1,912,225
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  
2,777,335
Long
Beach,
California,
Harbor
Revenue
Bonds,
Series
2017:
1,600
5.000%,
5/15/36,
(AMT)
5/27
at
100.00
AA
1,658,624
1,400
5.000%,
5/15/37,
(AMT)
5/27
at
100.00
AA
1,445,850
1,410
5.000%,
5/15/40,
(AMT)
5/27
at
100.00
AA
1,444,489
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  
6,327,300
15,265
Los
Angeles
Department
of
Airports,
California,
Revenue
Bonds,
Los
Angeles
International
Airport,
Subordinate
Lien
Series
2016B,
5.000%,
5/15/46,
(AMT)
5/26
at
100.00
Aa3  
15,277,059
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  
10,005,300
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
7,805,775
6,000
5.000%,
7/01/48
7/28
at
100.00
Aa2
6,214,500
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  
13,258,457
1,000
Los
Angeles
Department
of
Water
and
Power,
California,
Power
System
Revenue
Bonds,
Series
2022C,
5.000%,
7/01/52
1/32
at
100.00
Aa2  
1,047,890
Los
Angeles
Department
of
Water
and
Power,
California,
Water
System
Revenue
Bonds,
Series
2022C:
10,460
5.000%,
7/01/39
7/32
at
100.00
AA
11,318,348
5,000
5.000%,
7/01/40
7/32
at
100.00
AA
5,384,300
8,080
5.000%,
7/01/41
7/32
at
100.00
AA
8,675,658
18,750
5.000%,
7/01/43
7/32
at
100.00
Aa2
20,011,687
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+  
7,761,450
7,475
Los
Angeles
Unified
School
District,
Los
Angeles
County,
California,
General
Obligation
Bonds,
Election
2008
Series
2018B-1,
5.000%,
7/01/38
1/28
at
100.00
AA+  
7,920,361
Los
Angeles,
California,
Wastewater
System
Revenue
Bonds,
Green
Subordinate
Series
2018A:
9,320
5.000%,
6/01/43
6/28
at
100.00
AA
9,762,141
16,990
5.000%,
6/01/48
6/28
at
100.00
AA
17,641,566
Nuveen
All-American
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
26
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
California
(continued)
$
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  
$
2,671,425
500
Lynwood
Redevelopment
Agency,
California,
Tax
Allocation
Revenue
Bonds,
Project
Area
A,
Subordinate
Lien
Series
2011A,
7.000%,
9/01/31
10/22
at
100.00
A  
501,315
1,000
Manteca
Financing
Authority,
California,
Sewer
Revenue
Bonds,
Series
2009,
5.750%,
12/01/36
12/22
at
100.00
AA-  
1,004,900
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
Aa3  
399,040
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-  
2,648,003
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
3,314,556
2,500
6.500%,
11/01/39
No
Opt.
Call
A
2,891,025
6,195
Oceanside
Unified
School
District,
San
Diego
County,
California,
General
Obligation
Bonds,
Refunding
Capital
Appreciation,
Series
2020,
0.010%,
8/01/43
-
AGM
Insured
8/28
at
66.68
AA  
2,287,256
3,075
Ontario
Redevelopment
Financing
Authority,
San
Bernardino
County,
California,
Revenue
Bonds,
Redevelopment
Project
1,
Series
1993,
5.800%,
8/01/23
-
NPFG
Insured,
(ETM)
10/22
at
100.00
N/R  (5)
3,139,267
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
1,264,150
2,000
5.000%,
8/15/46
8/26
at
100.00
N/R
2,012,140
2,250
Oxnard
Union
High
School
District,
Ventura
County,
California,
General
Obligation
Bonds,
Election
2018
Series
2022C,
4.000%,
8/01/47
8/30
at
100.00
Aa2  
2,067,008
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
531,875
500
5.000%,
10/01/30
-
BAM
Insured
4/27
at
100.00
AA
533,325
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  
2,123,131
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  
3,675,151
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  
2,270,840
15,000
Rialto
Unified
School
District,
San
Bernardino
County,
California,
General
Obligation
Bonds,
Series
2011A,
0.000%,
8/01/41
-
AGM
Insured
(6)
8/36
at
100.00
AA  
15,907,500
River
Islands
Public
Financing
Authority,
California,
Special
Tax
Bonds,
Community
Facilities
District
2003-1
Improvement
Area
1,
Refunding
Series
2022A-1:
2,665
5.000%,
9/01/42
-
AGM
Insured
9/29
at
103.00
AA
2,785,778
1,320
5.250%,
9/01/52
-
AGM
Insured
9/29
at
103.00
AA
1,388,270
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
A-  
1,567,771
27
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
California
(continued)
$
5,775
Riverside,
California,
Sewer
Revenue
Bonds,
Refunding
Series
2018A,
5.000%,
8/01/39
8/28
at
100.00
AA-  
$
6,135,302
1,680
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  
1,702,361
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  
621,976
Sacramento
County,
California,
Airport
System
Revenue
Bonds,
Refunding
Senior
Series
2018C:
7,305
5.000%,
7/01/37,
(AMT)
7/28
at
100.00
A
7,409,827
3,000
5.000%,
7/01/38,
(AMT)
7/28
at
100.00
A
3,036,090
5,000
5.000%,
7/01/39,
(AMT)
7/28
at
100.00
A
5,038,050
740
Sacramento,
California,
Special
Tax
Bonds,
Community
Facilities
District
05-1
College
Square,
Series
2007,
5.900%,
9/01/37
3/23
at
100.00
N/R  
744,529
6,500
San
Diego
County
Regional
Airport
Authority,
California,
Airport
Revenue
Bonds,
Refunding
Subordinate
Series
2019A,
4.000%,
7/01/37
7/29
at
100.00
A+  
6,071,975
San
Diego
County
Regional
Airport
Authority,
California,
Airport
Revenue
Bonds,
Subordinate
Series
2017A:
11,020
5.000%,
7/01/47,
(AMT)
7/27
at
100.00
A+
11,020,441
2,500
5.000%,
7/01/47
7/27
at
100.00
A+
2,516,875
8,500
San
Diego
County
Regional
Airport
Authority,
California,
Airport
Revenue
Bonds,
Subordinate
Series
2021B,
5.000%,
7/01/56,
(AMT)
7/31
at
100.00
A2  
8,371,480
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  
7,288,153
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
1,901,702
6,160
5.000%,
9/01/40
9/26
at
100.00
AA
6,412,930
San
Diego
Unified
School
District,
San
Diego
County,
California,
General
Obligation
Bonds,
Series
2010C:
2,800
0.000%,
7/01/42
No
Opt.
Call
Aa2
1,062,432
1,350
0.000%,
7/01/43
No
Opt.
Call
Aa2
483,489
10,000
San
Francisco
Airports
Commission,
California,
Revenue
Bonds,
San
Francisco
International
Airport,
Second
Series
2016B,
5.000%,
5/01/41,
(AMT)
5/26
at
100.00
A1  
10,032,000
San
Francisco
Airports
Commission,
California,
Revenue
Bonds,
San
Francisco
International
Airport,
Second
Series
2017A:
5,050
5.000%,
5/01/42,
(AMT)
5/27
at
100.00
A1
5,025,255
17,715
5.000%,
5/01/47,
(AMT)
5/27
at
100.00
A+
17,547,948
3,000
San
Francisco
Airports
Commission,
California,
Revenue
Bonds,
San
Francisco
International
Airport,
Second
Series
2018D,
5.000%,
5/01/48,
(AMT)
5/28
at
100.00
A1  
2,999,940
21,635
San
Francisco
Airports
Commission,
California,
Revenue
Bonds,
San
Francisco
International
Airport,
Second
Series
2019A,
5.000%,
5/01/49,
(AMT)
5/29
at
100.00
A1  
21,636,082
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+  
13,338,570
10,000
San
Mateo
Union
High
School
District,
San
Mateo
County,
California,
General
Obligation
Bonds,
Election
2010
Series
2011A,
0.000%,
9/01/41
(6)
9/36
at
100.00
Aaa  
8,703,000
Nuveen
All-American
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
28
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
California
(continued)
$
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  
$
278,946
3,500
Upland,
California,
Certificates
of
Participation,
San
Antonio
Regional
Hospital,
Series
2017,
5.000%,
1/01/47
1/28
at
100.00
BBB  
3,395,805
5,000
Victor
Valley
Union
High
School
District,
San
Bernardino
County,
California,
General
Obligation
Bonds,
Series
2009A,
5.750%,
8/01/31
-
AGC
Insured
8/26
at
100.00
AA  
5,439,000
Westminster
School
District,
Orange
County,
California,
General
Obligation
Bonds,
Series
2009-A1:
2,485
0.000%,
8/01/26
-
AGC
Insured
No
Opt.
Call
AA
2,156,756
1,405
0.000%,
8/01/28
-
AGC
Insured
No
Opt.
Call
AA
1,124,267
2,920
0.000%,
8/01/29
-
AGC
Insured
No
Opt.
Call
AA
2,239,699
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
1,440,062
1,205
5.000%,
9/01/47
9/26
at
100.00
N/R
1,212,700
11,250
Yosemite
Community
College
District,
California,
General
Obligation
Bonds,
Capital
Appreciation,
Election
2004,
Series
2010D,
0.000%,
8/01/42
(6)
No
Opt.
Call
Aa2  
8,256,938
898,549
Total
California
750,036,121
Colorado
-
5.1%
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  
2,240,600
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  
803,686
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
460,260
1,310
5.000%,
12/01/39
9/24
at
103.00
N/R
1,185,825
1,350
5.000%,
12/01/48
9/24
at
103.00
N/R
1,145,340
575
Bella
Mesa
Metropolitan
District,
Castle
Rock,
Colorado,
Limited
Tax
General
Obligation
Bonds,
Convertible
Capital
Appreciation
Series
2020A-3,
6.750%,
12/01/49,
144A
6/25
at
99.64
N/R  
464,830
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  
441,505
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  
623,970
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
6,898,290
9,000
5.000%,
12/01/47,
144A
12/22
at
103.00
N/R
8,010,900
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+  
1,463,065
2,065
Colorado
Educational
and
Cultural
Facilities
Authority,
Charter
School
Revenue
Bonds,
Community
Leadership
Academy
Project,
Series
2008,
6.500%,
7/01/38
10/22
at
100.00
BB+  
2,067,416
29
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+  
$
3,100,678
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  
1,270,808
9,985
Colorado
Health
Facilities
Authority,
Colorado,
Revenue
Bonds,
CommonSpirit
Health,
Series
2019A-1,
4.000%,
8/01/44
8/29
at
100.00
BBB+  
8,295,039
Colorado
Health
Facilities
Authority,
Colorado,
Revenue
Bonds,
CommonSpirit
Health,
Series
2019A-2:
4,775
5.000%,
8/01/44
8/29
at
100.00
BBB+
4,632,944
15,000
4.000%,
8/01/49
8/29
at
100.00
BBB+
12,026,550
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  (5)
734,838
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  (5)
6,417,695
14,000
Colorado
Health
Facilities
Authority,
Colorado,
Revenue
Bonds,
Intermountain
Healthcare,
Series
2022A,
5.000%,
5/15/52
5/32
at
100.00
Aa1  
14,448,280
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  
2,685,870
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  
1,606,482
8,000
Colorado
State,
Building
Excellent
Schools
Today,
Certificates
of
Participation,
Series
2018N,
5.000%,
3/15/38
3/28
at
100.00
Aa2  
8,409,200
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  (5)
1,005,450
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  
710,882
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  
462,995
Denver
City
and
County,
Colorado,
Airport
System
Revenue
Bonds,
Series
2022A:
3,350
5.500%,
11/15/42,
(AMT)
11/32
at
100.00
AA-
3,536,126
2,680
5.500%,
11/15/53,
(AMT)
11/32
at
100.00
AA-
2,767,180
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+  
5,011,900
18,390
Denver
City
and
County,
Colorado,
Airport
System
Revenue
Bonds,
Subordinate
Lien
Series
2018A,
5.000%,
12/01/35,
(AMT)
12/28
at
100.00
A+  
18,623,737
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-  
20,101,575
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
2,315,880
3,130
5.000%,
12/01/30
12/26
at
100.00
Baa2
3,192,162
3,310
5.000%,
12/01/31
12/26
at
100.00
Baa2
3,358,392
5,005
5.000%,
12/01/33
12/26
at
100.00
Baa2
5,027,122
565
5.000%,
12/01/34
12/26
at
100.00
Baa2
566,204
Nuveen
All-American
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
30
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
$
450,218
500
5.000%,
12/01/49,
144A
9/24
at
103.00
N/R
419,320
E-470
Public
Highway
Authority,
Colorado,
Senior
Revenue
Bonds,
Series
2000B:
20
0.010%,
9/01/29
-
NPFG
Insured
No
Opt.
Call
A
14,993
395
0.010%,
9/01/30
-
NPFG
Insured
No
Opt.
Call
A
281,856
20
0.000%,
9/01/32
-
NPFG
Insured
No
Opt.
Call
A
12,819
25
0.000%,
9/01/33
-
NPFG
Insured
No
Opt.
Call
A
15,134
9,890
E-470
Public
Highway
Authority,
Colorado,
Toll
Revenue
Bonds,
Series
2004A,
0.000%,
9/01/27
-
NPFG
Insured
No
Opt.
Call
A  
8,106,141
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  
1,211,875
Foothills
Metropolitan
District,
Fort
Collins,
Colorado,
Special
Revenue
Bonds,
Series
2014:
1,555
5.250%,
12/01/24
No
Opt.
Call
N/R
1,533,945
1,365
6.000%,
12/01/38
12/24
at
100.00
N/R
1,230,329
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
694,640
750
2.375%,
12/01/39
-
BAM
Insured
12/30
at
100.00
AA
522,990
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  
751,298
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  
1,681,280
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  
3,737,939
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  
1,592,296
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
1,588,300
1,945
5.250%,
12/01/47
12/23
at
103.00
N/R
1,736,087
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,
(Pre-refunded
12/01/25)
12/25
at
100.00
Aa2  (5)
2,252,336
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  
1,254,189
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
4,648,347
15,845
5.000%,
12/01/49
12/24
at
103.00
N/R
14,027,737
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  
623,615
31
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Colorado
(continued)
$
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  
$
3,021,655
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  
743,107
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  
5,953,311
2,425
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  
2,214,025
4,250
Prairie
Center
Metropolitan
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  
3,848,035
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  
2,483,975
13,580
Public
Authority
for
Colorado
Energy,
Natural
Gas
Purchase
Revenue
Bonds,  Colorado
Springs
Utilities,
Series
2008,
6.500%,
11/15/38
No
Opt.
Call
AA-  
15,494,916
2,170
Public
Authority
for
Colorado
Energy,
Natural
Gas
Purchase
Revenue
Bonds,
Colorado
Springs
Utilities,
Series
2008,
6.250%,
11/15/28
No
Opt.
Call
AA-  
2,302,913
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  
2,056,742
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  
1,046,009
775
Rampart
Range
Metropolitan
District
5,
Lone
Tree,
Douglas
County,
Colorado,
Limited
Tax
Supported
and
Special
Revenue
Bonds,
Series
2021,
4.000%,
12/01/51
10/26
at
102.00
N/R  
513,918
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-
1,035,612
2,000
4.000%,
7/15/39
No
Opt.
Call
A-
1,761,000
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  
438,480
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  
2,087,760
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
510,295
500
5.000%,
12/01/38
12/24
at
103.00
N/R
458,200
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  
591,134
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  
1,135,862
Nuveen
All-American
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
32
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Colorado
(continued)
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
$
1,708,447
2,070
5.000%,
12/01/39
9/24
at
103.00
N/R
1,904,027
3,640
5.000%,
12/01/49
9/24
at
103.00
N/R
3,146,125
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  
3,804,474
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
486,795
2,000
5.375%,
12/01/39
12/23
at
103.00
N/R
1,942,040
5,000
5.500%,
12/01/48
12/23
at
103.00
N/R
4,760,350
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  
2,871,470
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  
2,331,639
3,000
Windler
Public
Improvement
Authority,
Aurora,
Colorado,
Limited
Tax
Supported
Revenue
Bonds,
Series
2021A-1,
4.125%,
12/01/51,
144A
9/26
at
103.00
N/R  
1,901,910
294,180
Total
Colorado
277,055,586
Connecticut
-
0.6%
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  
3,352,129
4,000
Connecticut
Health
and
Educational
Facilities
Authority,
Revenue
Bonds,
Hartford
HealthCare
Issue,
Series
2021A,
4.000%,
7/01/51
7/31
at
100.00
A  
3,374,640
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  
748,320
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  
3,638,160
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-  
11,002,200
1,675
Connecticut
State,
Special
Tax
Obligation
Bonds,
Transportation
Infrastructure
Purposes
Series
2015A,
5.000%,
8/01/35
8/25
at
100.00
AA-  
1,734,195
Connecticut
State,
Special
Tax
Obligation
Bonds,
Transportation
Infrastructure
Purposes,
Series
2020A:
2,500
4.000%,
5/01/36
5/30
at
100.00
AA-
2,389,425
2,550
4.000%,
5/01/39
5/30
at
100.00
AA-
2,395,853
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  
6,525,350
36,650
Total
Connecticut
35,160,272
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  
1,828,900
33
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Delaware
(continued)
Delaware
Health
Facilities
Authority,
Revenue
Bonds,
Beebe
Medical
Center
Project,
Series
2018:
$
1,905
4.375%,
6/01/48
12/28
at
100.00
BBB
$
1,639,424
8,300
5.000%,
6/01/48
12/28
at
100.00
BBB
8,158,568
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-  
495,438
12,805
Total
Delaware
12,122,330
District
of
Columbia
-
0.9%
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+  
465,872
District
of
Columbia,
Income
Tax
Secured
Revenue
Bonds,
Series
2022A:
13,960
5.000%,
7/01/47
7/32
at
100.00
Aa1
14,687,874
8,290
5.500%,
7/01/47
7/32
at
100.00
Aa1
9,117,840
Metropolitan
Washington
Airports
Authority,
District
of
Columbia,
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-
441,696
1,635
4.000%,
10/01/38
10/29
at
100.00
A-
1,468,671
5,210
4.000%,
10/01/49,
(UB)
(4)
10/29
at
100.00
A-
4,382,756
2,890
4.000%,
10/01/53,
(UB)
10/29
at
100.00
A-
2,399,972
3,745
Metropolitan
Washington
Airports
Authority,
District
of
Columbia,
Dulles
Toll
Road
Revenue
Bonds,
Dulles
Metrorail
&
Capital
improvement
Projects,
Second
Senior
Lien
Series
2009B,
0.000%,
10/01/31
-
AGC
Insured
No
Opt.
Call
AA  
2,525,778
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
8,703,602
3,000
5.000%,
10/01/34,
(AMT)
10/28
at
100.00
Aa3
3,070,710
3,000
5.000%,
10/01/35,
(AMT)
10/28
at
100.00
Aa3
3,055,230
1,260
Washington
Convention
and
Sports
Authority,
Washington
D.C.,
Dedicated
Tax
Revenue
Bonds,
Refunding
Senior
Lien
Series
2021B,
4.000%,
10/01/36
10/30
at
100.00
AA  
1,175,580
52,380
Total
District
of
Columbia
51,495,581
Florida
-
7.4%
Atlantic
Beach,
Florida,
Healthcare
Facilities
Revenue
Refunding
Bonds,
Fleet
Landing
Project,
Series
2013A:
300
5.000%,
11/15/23
No
Opt.
Call
BBB
303,255
2,300
5.000%,
11/15/28
11/23
at
100.00
BBB
2,314,467
400
Boynton
Village
Community
Development
District,
Florida,
Special
Assessment
Bonds,
Series
2007-A1,
5.750%,
5/01/37
10/22
at
100.00
N/R  
400,012
Broward
County,
Florida,
Port
Facilities
Revenue
Bonds,
Series
2019A:
12,950
5.000%,
9/01/44
9/29
at
100.00
A1
13,002,188
1,130
5.000%,
9/01/49
9/29
at
100.00
A1
1,130,712
Broward
County,
Florida,
Port
Facilities
Revenue
Bonds,
Series
2019B:
2,250
4.000%,
9/01/37,
(AMT),
(UB)
(4)
9/29
at
100.00
0
2,084,625
9,870
4.000%,
9/01/39,
(AMT),
(UB)
(4)
9/29
at
100.00
0
8,960,776
Nuveen
All-American
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
34
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Florida
(continued)
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
$
1,034,472
245
5.000%,
12/15/40,
144A
7/26
at
100.00
N/R
226,233
8,450
5.000%,
12/15/50,
144A
7/26
at
100.00
N/R
7,410,396
2,845
5.000%,
12/15/55,
144A
7/26
at
100.00
N/R
2,438,706
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+
1,154,880
1,380
5.000%,
7/01/50
7/25
at
100.00
CCC+
1,016,467
11,353
Capital
Trust
Agency,
Florida,
Revenue
Bonds,
Provision
CARES
Proton
Therapy
Center,
Orlando
Project,
Series
2018,
7.500%,
6/01/48,
144A
(7)
6/28
at
100.00
N/R  
2,384,175
Capital
Trust
Agency,
Florida,
Revenue
Bonds,
Renaissance
Charter
School
Project,
Series
2019A:
470
4.000%,
6/15/29,
144A
6/26
at
100.00
N/R
434,393
565
5.000%,
6/15/39,
144A
6/26
at
100.00
N/R
520,992
610
5.000%,
6/15/49,
144A
6/26
at
100.00
N/R
533,640
7,060
Central
Florida
Expressway
Authority,
Revenue
Bonds,
Refunding
Senior
Lien
Series
2016B,
4.000%,
7/01/39
7/26
at
100.00
A+  
6,483,480
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  
5,294,788
1,125
Cityplace
Community
Development
District,
Florida,
Special
Assessement
and  Revenue
Bonds,
Refunding
Series
2012,
5.000%,
5/01/26
No
Opt.
Call
A  
1,151,640
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  
943,150
Escambia
County
Health
Facilities
Authority,
Florida,
Health
Care
Facilities
Revenue
Bonds,
Baptist
Health
Care
Corporation
Obligated,
Series
2020A:
2,235
4.000%,
8/15/45
-
AGM
Insured,
(UB)
(4)
2/30
at
100.00
0
1,857,889
16,405
4.000%,
8/15/50
2/30
at
100.00
BBB+
12,734,709
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  
1,915,880
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
1,040,768
1,700
5.000%,
6/15/55
6/27
at
100.00
BBB
1,620,083
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  
1,598,448
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  (5)
2,071,440
1,500
Florida
Development
Finance
Corporation,
Educational
Facilities
Revenue
Bonds,
Renaissance
Charter
School,
Inc.
Projects,
Series
2014A,
6.125%,
6/15/44,
144A
6/24
at
100.00
N/R  
1,520,175
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  
274,850
35
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Florida
(continued)
$
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  
$
71,736,070
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
10/22
at
102.00
N/R
17,317,300
37,800
6.375%,
1/01/49,
(AMT),
(Mandatory
Put
1/01/26),
144A
10/22
at
103.00
N/R
34,596,072
2,000
6.500%,
1/01/49,
(AMT),
(Mandatory
Put
1/01/29),
144A
10/22
at
103.00
N/R
1,703,940
25,000
Florida
Development
Finance
Corporation,
Revenue
Bonds,
Brightline
Passenger
Rail
Expansion
Project,
Series
2022A,
7.250%,
7/01/57,
(AMT),
(Mandatory
Put
10/03/23),
144A
10/22
at
100.00
N/R  
24,407,750
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
418,950
1,450
4.750%,
6/01/38,
144A
6/28
at
100.00
N/R
1,321,080
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
0  
7,201,239
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  
790,658
23,765
Hillsborough
County
Industrial
Development
Authority,
Florida,
Hospital
Revenue
Bonds,
Florida
Health
Sciences
Center
Inc
D/B/A
Tampa
General
Hospital,
Series
2020A,
4.000%,
8/01/50
2/31
at
100.00
A  
18,420,251
6,500
Jacksonville,
Florida,
Health
Care
Facilities
Revenue
Bonds,
Brooks
Rehabilitation,
Series
2020,
4.000%,
11/01/45
11/29
at
100.00
A  
5,502,705
Jacksonville,
Florida,
Special
Revenue
Bonds,
Refunding
Series
2017A:
6,285
5.250%,
10/01/42
10/27
at
100.00
AA
6,693,022
3,930
5.250%,
10/01/47
10/27
at
100.00
AA
4,161,713
475
Lee
County
Industrial
Development
Authority,
Florida,
Charter
School
Revenue
Bonds,
Lee
County
Community
Charter
Schools,
Series
2007A,
5.250%,
6/15/27
10/22
at
100.00
BB-  
475,019
Lee
County
Industrial
Development
Authority,
Florida,
Charter
School
Revenue
Bonds,
Lee
County
Community
Charter
Schools,
Series
2012A:
875
5.500%,
6/15/32,
144A
10/22
at
100.00
BB-
875,052
1,375
5.750%,
6/15/42,
144A
10/22
at
100.00
BB-
1,373,254
Miami
Beach
Health
Facilities
Authority,
Florida,
Hospital
Revenue
Bonds,
Mount
Sinai
Medical
Center
of
Florida
Project,
Series
2021B:
4,950
3.000%,
11/15/51
11/31
at
100.00
A-
3,082,167
9,060
4.000%,
11/15/51
11/31
at
100.00
A-
7,245,191
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  
6,435,861
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
A  
3,648,323
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+  
875,661
Nuveen
All-American
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
36
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Florida
(continued)
$
12,195
Miami-Dade
County,
Florida,
Aviation
Revenue
Bonds,
Refunding
Series
2015A,
5.000%,
10/01/38,
(AMT)
10/25
at
100.00
A  
$
12,199,390
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
7,230,177
7,575
5.000%,
7/01/47
7/29
at
100.00
AA
7,829,444
6,000
Miami-Dade
County,
Florida,
Special
Obligation
Bonds,
Subordinate
Series
2009,
0.000%,
10/01/42
-
BAM
Insured
No
Opt.
Call
A2  
2,141,880
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+  
310,710
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  
737,900
Pinellas
County
Industrial
Development
Authority,
Florida,
Industrial
Development
Revenue
Bonds,
Drs.
Kiran
&
Pallavi
Patel
2017
Foundation
for
Global
Understanding,
Inc.,
Project,
Series
2019:
495
5.000%,
7/01/29
No
Opt.
Call
N/R
499,024
180
5.000%,
7/01/39
7/29
at
100.00
N/R
170,595
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-  
5,318,874
1,001
Riverbend
West
Community
Development
District,
Hillsborough
County,
Florida,
Special
Assessment
Bonds,
Series
2016,
5.000%,
5/01/46
5/27
at
100.00
N/R  
946,646
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
4,227,250
1,015
5.500%,
11/15/49
11/26
at
103.00
N/R
837,426
5,610
South
Broward
Hospital
District,
Florida,
Hospital
Revenue
Bonds,
South
Broward
Hospital
District
Obligated
Group,
Refunding
Series
2016A,
4.000%,
5/01/44
5/26
at
100.00
AA  
4,987,458
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-
5,277,650
4,000
4.000%,
8/15/47
8/27
at
100.00
AA-
3,404,280
3,655
5.000%,
8/15/47
8/27
at
100.00
AA-
3,686,579
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-  
504,315
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+
5,008,296
19,935
0.000%,
9/01/49
9/30
at
46.08
A+
4,535,810
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
399,274
445
4.000%,
7/01/45
7/30
at
100.00
A2
383,198
12,685
Tampa-Hillsborough
County
Expressway
Authority,
Florida,
Revenue
Bonds,
Refunding
Series
2017B,
4.000%,
7/01/42
-
BAM
Insured
7/28
at
100.00
AA  
11,545,506
270
Tolomato
Community
Development
District,
Florida,
Special
Assessment
Bonds,
Refunding
Series
2015-2,
0.000%,
5/01/40
(6)
10/22
at
100.00
N/R  
234,876
37
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Florida
(continued)
$
290
Tolomato
Community
Development
District,
Florida,
Special
Assessment
Bonds,
Refunding
Series
2015-3,
6.610%,
5/01/40
(7)
10/22
at
100.00
N/R  
$
3
2,650
Tolomato
Community
Development
District,
Florida,
Special
Assessment
Bonds,
Refunding
Series
2022A,
4.000%,
5/01/40
-
AGM
Insured,
144A
5/32
at
100.00
AA  
2,343,872
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+
2,423,411
3,000
5.000%,
10/15/47
10/27
at
100.00
A+
3,033,510
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-  
13,080,340
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
461,150
930
5.500%,
5/01/46
5/28
at
100.00
N/R
918,124
490,171
Total
Florida
406,815,935
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
(7)
1/28
at
100.00
N/R
1,325,000
1,000
7.000%,
1/01/40
(7)
1/28
at
100.00
N/R
530,000
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  
1,788,780
11,665
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-  
12,377,032
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-  
20,880,900
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
1,277,850
700
5.000%,
1/01/36
7/28
at
100.00
A
711,816
590
Georgia
Municipal
Electric
Authority,
Senior
Lien
General
Power
Revenue
Bonds,
Series
1993BB,
5.250%,
1/01/25
-
NPFG
Insured
No
Opt.
Call
A1  
601,570
1,000
Main
Street
Natural
Gas
Inc.,
Georgia,
Gas
Project
Revenue
Bonds,
Series
2007A,
5.500%,
9/15/28
No
Opt.
Call
A+  
1,051,910
47,970
Total
Georgia
40,544,858
Guam
-
0.1%
2,020
Government
of
Guam,
Business
Privilege
Tax
Bonds,
Refunding
Series
2021F.
Forward
Delivery,
4.000%,
1/01/42
1/31
at
100.00
Ba1  
1,636,099
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
(5)
856,685
775
6.375%,
10/01/43,
(AMT)
10/23
at
100.00
Baa2
795,126
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-  
1,478,968
5,105
Total
Guam
4,766,878
Nuveen
All-American
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
38
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
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-  
$
1,511,700
1,000
Hawaii
Department
of
Budget
and
Finance,
Special
Purpose
Revenue
Bonds,
Hawaii
Pacific
University,
Series
2013A,
6.875%,
7/01/43,
144A
7/23
at
100.00
BB  
1,005,710
4,545
Hawaii
State,
Airport
System
Revenue
Bonds,
Series
2015A,
5.000%,
7/01/45,
(AMT)
7/25
at
100.00
A+  
4,543,591
7,045
Total
Hawaii
7,061,001
Idaho
-
0.2%
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+
1,876,616
205
5.000%,
9/01/37
9/26
at
100.00
BB+
205,275
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-
2,489,349
2,250
5.000%,
3/01/37
9/28
at
100.00
A-
2,260,125
1,290
Idaho
Housing
and
Finance
Association,
Grant
and
Revenue
Anticipation
Bonds,
Federal
Highway
Trust
Funds,
Series
2021A,
4.000%,
7/15/39
7/31
at
100.00
A+  
1,177,538
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,
144A
12/26
at
100.00
BBB-  
1,972,260
10,480
Total
Idaho
9,981,163
Illinois
-
7.8%
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  
1,389,677
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-  
70,665,228
625
Chicago
Board
of
Education,
Illinois,
General
Obligation
Bonds,
Dedicated
Revenues
Series
2012A,
5.000%,
12/01/42
12/22
at
100.00
BB  
582,837
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  
1,223,153
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
4,340,285
3,000
4.000%,
12/01/35
12/22
at
100.00
BB
2,643,870
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  
1,994,840
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  
37,473,664
2,000
Chicago
Board
of
Education,
Illinois,
General
Obligation
Bonds,
Dedicated
Revenues,
Series
2021A,
5.000%,
12/01/40
12/30
at
100.00
BB  
1,941,840
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+
1,253,512
2,220
4.000%,
12/01/50,
(UB)
(4)
12/29
at
100.00
A+
1,831,789
1,815
5.000%,
12/01/55,
(UB)
(4)
12/29
at
100.00
A+
1,776,377
17,500
Chicago
Transit
Authority,
Illinois,
Sales
Tax
Receipts
Revenue
Bonds,
Series
2014,
5.250%,
12/01/49
12/24
at
100.00
AA  
17,849,475
39
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Illinois
(continued)
$
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  
$
1,122,990
6,245
Chicago,
Illinois,
General
Airport
Revenue
Bonds,
O'Hare
International
Airport,
Refunding
Senior
Lien
Series
2018A,
5.000%,
1/01/53
1/29
at
100.00
A  
6,154,635
3,715
Chicago,
Illinois,
General
Airport
Revenue
Bonds,
O'Hare
International
Airport,
Refunding
Senior
Lien
Series
2020A,
4.000%,
1/01/36
1/30
at
100.00
A  
3,460,523
6,820
Chicago,
Illinois,
General
Airport
Revenue
Bonds,
O'Hare
International
Airport,
Refunding
Senior
Lien
Series
2020C,
4.000%,
1/01/38
1/30
at
100.00
A+  
6,243,846
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  
3,156,373
900
Chicago,
Illinois,
General
Obligation
Bonds,
Project
&
Refunding
Series
2014A,
5.000%,
1/01/35
1/24
at
100.00
BBB+  
881,379
8,805
Chicago,
Illinois,
General
Obligation
Bonds,
Project
&
Refunding
Series
2017A,
6.000%,
1/01/38
1/27
at
100.00
BBB+  
9,109,653
920
Chicago,
Illinois,
General
Obligation
Bonds,
Project
and
Refunding
Series
2003B,
5.500%,
1/01/33
1/25
at
100.00
BBB+  
923,754
13,760
Chicago,
Illinois,
General
Obligation
Bonds,
Project
and
Refunding
Series
2005D,
5.500%,
1/01/40
1/25
at
100.00
BBB+  
13,801,693
7,545
Chicago,
Illinois,
General
Obligation
Bonds,
Refunding
Series
2007E,
5.500%,
1/01/42
1/25
at
100.00
BBB+  
7,564,768
Chicago,
Illinois,
General
Obligation
Bonds,
Refunding
Series
2016C:
2,260
5.000%,
1/01/24
No
Opt.
Call
BBB+
2,284,521
935
5.000%,
1/01/25
No
Opt.
Call
BBB+
951,793
2,500
5.000%,
1/01/29
1/26
at
100.00
BBB+
2,490,675
705
5.000%,
1/01/35
1/26
at
100.00
BBB+
686,071
2,175
5.000%,
1/01/38
1/26
at
100.00
BBB+
2,162,515
Chicago,
Illinois,
General
Obligation
Bonds,
Refunding
Series
2020A:
50
5.000%,
1/01/27
No
Opt.
Call
BBB+
50,975
6,000
5.000%,
1/01/30
No
Opt.
Call
BBB+
6,039,360
2,200
Chicago,
Illinois,
General
Obligation
Bonds,
Series
2015A,
5.500%,
1/01/39
1/25
at
100.00
BBB+  
2,206,666
715
Chicago,
Illinois,
General
Obligation
Bonds,
Variable
Rate
Demand
Series
2007F,
5.500%,
1/01/42
1/25
at
100.00
BBB+  
717,166
3,000
Chicago,
Illinois,
Midway
Airport
Revenue
Bonds,
Refunding
Second
Lien
Series
2014A,
5.000%,
1/01/31
1/24
at
100.00
A  
3,019,650
7,595
DuPage
County,
Illinois,
Revenue
Bonds,
Morton
Arboretum
Project,
Green
Series
2020,
3.000%,
5/15/47
5/30
at
100.00
A1  
5,286,424
5,000
Illinois
Finance
Authority
Revenue
Bonds,
OSF
Healthcare
System,
Refunding
Series
2018A,
4.125%,
5/15/47
11/28
at
100.00
A  
4,341,550
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+
2,043,422
4,590
4.000%,
10/01/55
10/30
at
100.00
BBB+
3,474,355
700
Illinois
Finance
Authority,
Revenue
Bonds,
Dominican
University,
Refunding
Series
2022,
5.000%,
3/01/42
9/32
at
100.00
BBB-  
636,804
10,810
Illinois
Finance
Authority,
Revenue
Bonds,
Mercy
Health
Corporation,
Series
2016,
5.000%,
12/01/40
6/26
at
100.00
A3  
10,673,253
Nuveen
All-American
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
40
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Illinois
(continued)
$
12,295
Illinois
Finance
Authority,
Revenue
Bonds,
Northshore
-
Edward-
Elmhurst
Health
Credit
Group,
Series
2022A,
5.000%,
8/15/51
8/32
at
100.00
AA-  
$
12,308,893
Illinois
Finance
Authority,
Revenue
Bonds,
Northshore
University
HealthSystem,
Series
2020A:
1,645
5.000%,
8/15/32
8/30
at
100.00
AA-
1,743,848
1,250
5.000%,
8/15/33
8/30
at
100.00
AA-
1,315,313
10,715
Illinois
Finance
Authority,
Revenue
Bonds,
OSF
Healthcare
System,
Series
2015A,
5.000%,
11/15/45
11/25
at
100.00
A  
10,567,454
7,500
Illinois
Finance
Authority,
Revenue
Bonds,
OSF
Healthcare
System,
Series
2020A,
3.000%,
5/15/50
11/30
at
100.00
A  
4,837,350
895
Illinois
Finance
Authority,
Revenue
Bonds,
Rehabilitation
Institute
of
Chicago,
Series
2013A,
5.500%,
7/01/28
7/23
at
100.00
A-  
908,273
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-  
18,123
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  
1,108,702
8,760
Illinois
Finance
Authority,
Revenue
Bonds,
The
Carle
Foundation,
Fixed
Period
Series
2021A,
4.000%,
8/15/48
8/31
at
100.00
AA-  
7,446,000
13,319
Illinois
Housing
Development
Authority,
Housing
Revenue
Bonds,
MBS
Pass
Through
Program,
Series
2017A,
3.125%,
2/01/47
2022
01
3/26
at
100.00
Aaa  
12,975,469
2,230
Illinois
Housing
Development
Authority,
Multifamily
Housing
Revenue
Bonds,
GNMA
Collateralized
-
Lifelink
Developments,
Series
2006,
4.850%,
4/20/41,
(AMT),
(UB)
(4)
9/22
at
100.00
0  
2,230,401
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  
7,500,918
Illinois
State,
General
Obligation
Bonds,
December
Series
2017A:
5,000
5.000%,
12/01/24
No
Opt.
Call
BBB
5,084,450
1,560
5.000%,
12/01/32
12/27
at
100.00
BBB
1,573,993
3,725
Illinois
State,
General
Obligation
Bonds,
June
Series
2016,
4.000%,
6/01/36
6/26
at
100.00
BBB  
3,272,599
3,495
Illinois
State,
General
Obligation
Bonds,
March
Series
2021A,
4.000%,
3/01/39
3/31
at
100.00
BBB  
2,973,511
3,500
Illinois
State,
General
Obligation
Bonds,
May
Series
2014,
5.000%,
5/01/32
5/24
at
100.00
BBB  
3,512,845
11,065
Illinois
State,
General
Obligation
Bonds,
May
Series
2020,
5.750%,
5/01/45
5/30
at
100.00
BBB  
11,312,967
Illinois
State,
General
Obligation
Bonds,
November
Series
2017D:
11,625
5.000%,
11/01/27
No
Opt.
Call
BBB
11,887,957
3,000
5.000%,
11/01/28
11/27
at
100.00
BBB
3,059,070
2,000
Illinois
State,
General
Obligation
Bonds,
Refunding
September
Series
2018A,
5.000%,
10/01/28
No
Opt.
Call
BBB  
2,046,720
1,440
Illinois
State,
General
Obligation
Bonds,
Series
2013,
5.250%,
7/01/28
7/23
at
100.00
BBB  
1,450,008
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+  
5,033,502
Metropolitan
Pier
and
Exposition
Authority,
Illinois,
McCormick
Place
Expansion
Project
Bonds,
Refunding
Series
2020A:
7,385
4.000%,
6/15/50
12/29
at
100.00
BBB+
5,678,179
7,000
5.000%,
6/15/50
12/29
at
100.00
BBB+
6,555,220
41
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Illinois
(continued)
$
2,500
Metropolitan
Pier
and
Exposition
Authority,
Illinois,
McCormick
Place
Expansion
Project
Bonds,
Refunding
Series
2022A,
4.000%,
6/15/52
-
BAM
Insured
12/31
at
100.00
AA  
$
1,960,450
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
502,600
1,225
5.000%,
6/15/53
12/25
at
100.00
BBB+
1,140,757
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
5,313,600
22,500
0.000%,
12/15/37
-
NPFG
Insured
No
Opt.
Call
BBB+
10,070,550
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  
1,858,898
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+  
4,796,076
1,000
Sales
Tax
Securitization
Corporation,
Illinois,
Sales
Tax
Securitzation
Bonds,
Series
2018A,
5.000%,
1/01/36
1/28
at
100.00
AA-  
1,027,270
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
14,182,617
3,485
5.000%,
3/01/40
-
AGM
Insured
3/25
at
100.00
AA
3,563,866
5,000
University
of
Illinois,
Auxiliary
Facilities
System
Revenue
Bonds,
Series
2013A,
4.000%,
4/01/32
4/23
at
100.00
A+  
4,703,100
7,405
University
of
Illinois,
Health
Services
Facilities
System
Revenue
Bonds,
Series
2013,
6.000%,
10/01/42
10/23
at
100.00
A-  
7,578,055
455,777
Total
Illinois
427,550,965
Indiana
-
1.8%
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  
1,667,160
6,495
IIndiana
Finance
Authority,
Hospital
Revenue
Bonds,
Parkview
Health,
Series
2018A,
5.000%,
11/01/43
11/28
at
100.00
AA-  
6,595,932
825
Indiana
Finance
Authority,
Educational
Facilities
Revenue
Bonds,
Circle
City
Preparatory
Inc.
Project,
Series
2021A,
5.000%,
12/01/40,
144A
12/27
at
103.00
N/R  
676,599
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
3,724,914
6,075
7.250%,
12/01/44,
144A
12/24
at
100.00
N/R
6,084,903
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  
4,288,900
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  
4,143,100
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  
1,650,627
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  
1,993,650
Nuveen
All-American
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
42
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Indiana
(continued)
$
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-  
$
619,872
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  
15,529,323
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  
8,143,040
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+  
2,200,352
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
6,775,495
23,520
5.000%,
2/01/49
2/29
at
100.00
AAA
24,318,739
Valparaiso,
Indiana,
Exempt
Facilities
Revenue
Bonds,
Pratt
Paper
LLC
Project,
Series
2013:
105
5.875%,
1/01/24,
(AMT)
No
Opt.
Call
N/R
106,618
9,185
7.000%,
1/01/44,
(AMT)
1/24
at
100.00
N/R
9,444,936
98,920
Total
Indiana
97,964,160
Iowa
-
0.1%
1,000
Iowa
Finance
Authority,
Health
Facilities
Revenue
Bonds,
UnityPoint
Health,  Series
2016E,
4.000%,
8/15/46
2/26
at
100.00
AA-  
855,180
2,000
Iowa
Finance
Authority,
Iowa,
Midwestern
Disaster
Area
Revenue
Bonds,
Alcoa
Inc.
Project,
Series
2012,
4.750%,
8/01/42
10/22
at
100.00
BBB-  
1,791,220
3,000
Total
Iowa
2,646,400
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
1,460,865
1,320
5.000%,
12/01/41
12/26
at
100.00
Ba1
1,242,371
1,500
Overland
Park
Development
Corporation,
Kansas,
Revenue
Bonds,
Convention
Center
Hotel,
Refunding
&
improvement
Series
2019,
5.000%,
3/01/44
3/29
at
100.00
BB-  
1,309,065
4,320
Total
Kansas
4,012,301
Kentucky
-
1.3%
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+  
202,770
3,325
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  
2,453,351
6,675
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  
5,219,917
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
2,629,952
2,600
5.000%,
9/01/48
9/28
at
100.00
A2
2,673,528
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  
6,563,031
43
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Kentucky
(continued)
$
6,000
Kentucky
Economic
Development
Finance
Authority,
Revenue
Bonds,
CommonSpirit
Health,
Series
2019A-2,
5.000%,
8/01/44
8/29
at
100.00
BBB+  
$
5,821,500
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+
2,768,772
2,100
5.000%,
7/01/33
7/25
at
100.00
BBB+
2,101,932
5,655
5.000%,
7/01/37
7/25
at
100.00
BBB+
5,567,517
2,175
5.000%,
1/01/45
7/25
at
100.00
BBB+
2,046,153
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
1,050,470
725
5.000%,
9/01/35
9/29
at
100.00
Baa1
758,908
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
2,079,480
2,500
5.000%,
5/01/36
5/28
at
100.00
A1
2,594,900
4,000
5.000%,
5/01/37
5/28
at
100.00
A1
4,141,280
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
972,140
1,250
4.000%,
11/01/36
11/28
at
100.00
A1
1,207,450
760
Kentucky
State
University,
Certificates
of
Participation,
Series
2021,
4.000%,
11/01/46
-
BAM
Insured
11/31
at
100.00
AA  
672,813
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+
5,857,844
2,785
4.000%,
10/01/35
10/26
at
100.00
A+
2,598,488
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+  
3,850,877
8,000
Public
Energy
Authority
of
Kentucky,
Gas
Supply
Revenue
Bonds,
Series
2018C-2,
3.018%,
12/01/49,
(Mandatory
Put
6/01/25)
(1-Month
LIBOR*0.67%
reference
rate
+
1.300%
spread)
(9)
3/25
at
100.00
A1  
7,847,760
75,785
Total
Kentucky
71,680,833
Louisiana
-
1.2%
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
2,809,639
1,455
5.000%,
12/01/26
No
Opt.
Call
BB
1,479,822
1,525
5.000%,
12/01/27
No
Opt.
Call
BB
1,554,280
1,605
5.000%,
12/01/28
No
Opt.
Call
BB
1,640,101
2,930
5.000%,
12/01/29
No
Opt.
Call
BB
2,999,763
1,700
5.000%,
12/01/34
12/29
at
100.00
BB
1,699,762
2,625
5.000%,
12/01/39
12/29
at
100.00
BB
2,546,854
22,955
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  
23,160,218
285
Louisiana
Public
Facilities
Authority,
Louisiana,
Revenue
Bonds,
Tulane
University,
Refunding
Series
2020A,
4.000%,
4/01/50,
(Pre-refunded
4/01/30)
4/30
at
100.00
N/R  (5)
294,661
Nuveen
All-American
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
44
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Louisiana
(continued)
$
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  
$
1,994,008
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  (5)
1,079,642
6,750
Port
New
Orleans
Board
of
Commissioners,
Louisiana,
Revenue
Bonds,
Port
Facilities,
Series
2020E,
5.000%,
4/01/44,
(AMT)
4/30
at
100.00
A  
6,619,590
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-  
2,131,840
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-  
534,270
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-  
6,848,536
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-  
3,007,909
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-  
1,531,051
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
A-  
1,040,858
62,410
Total
Louisiana
62,972,804
Maine
-
0.1%
4,755
Maine
Health
and
Higher
Educational
Facilities
Authority,
Revenue
Bonds,
MaineHealth
Issue,
Series
2020A,
4.000%,
7/01/50
7/30
at
100.00
A+  
3,998,765
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+  
868,372
Portland,
Maine,
General
Airport
Revenue
Bonds,
Refunding
Series
2013:
460
5.000%,
7/01/26
7/23
at
100.00
BBB+
464,384
1,000
5.000%,
7/01/27
7/23
at
100.00
BBB+
1,009,430
7,635
Total
Maine
6,340,951
Maryland
-
0.6%
10,000
Baltimore,
Maryland,
Convention
Center
Hotel
Revenue
Bonds,
Refunding
Series
2017,
5.000%,
9/01/39
9/27
at
100.00
CCC  
8,710,600
1,015
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  
937,231
725
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  
669,059
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
454,036
900
5.000%,
6/01/49,
(AMT)
6/29
at
100.00
Baa3
904,581
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
0  
14,365,068
45
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Maryland
(continued)
Maryland
Stadium
Authority,
Lease
Revenue
Bonds,
Built
To
Learn,
Series
2022A:
$
6,595
4.000%,
6/01/47,
(UB)
6/32
at
100.00
AA
$
5,643,539
3,405
4.000%,
6/01/52,
(UB)
6/32
at
100.00
AA
2,843,073
37,440
Total
Maryland
34,527,187
Massachusetts
-
2.3%
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  
5,760,401
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+  
1,015,870
4,350
Massachusetts
Development
Finance
Agency,
Health
Care
Facility
Revenue
Bonds,
Adventcare
Project,
Series
2007A,
0.000%,
10/15/37,
144A
(7)
10/22
at
100.00
N/R  
1,609,500
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
1,377,620
1,250
5.000%,
7/01/32
7/29
at
100.00
A
1,305,063
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
1,209,780
5,590
5.000%,
7/01/37
7/26
at
100.00
BBB
5,597,043
4,425
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Boston
Medical
Center,
Green
Series
2017F,
4.000%,
7/01/47
7/27
at
100.00
BBB  
3,386,674
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
CareGroup
Issue,
Series
2018J-2:
10,000
5.000%,
7/01/43
7/28
at
100.00
A
9,932,500
6,750
5.000%,
7/01/53
7/28
at
100.00
A
6,682,703
10,410
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Emerson
College,
Series
2016A,
5.000%,
1/01/47
1/27
at
100.00
BBB+  
10,142,047
1,500
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Emmanuel
College,
Series
2016A,
5.000%,
10/01/43
10/26
at
100.00
Baa2  
1,467,135
1,035
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Loomis
Communities,
Series
2013A,
4.875%,
1/01/24
1/23
at
100.00
BBB  
1,039,419
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Northeastern
University,
Series
2022:
1,235
5.000%,
10/01/39
10/32
at
100.00
A1
1,293,872
9,350
5.000%,
10/01/41
10/32
at
100.00
A1
9,696,417
2,950
5.000%,
10/01/44
10/32
at
100.00
A1
3,046,141
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-
1,136,338
355
5.000%,
7/01/50
7/31
at
100.00
A-
343,771
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Wellforce
Issue,
Series
2019A:
2,500
5.000%,
7/01/39
1/29
at
100.00
BBB+
2,467,725
10,165
5.000%,
7/01/44
1/29
at
100.00
BBB+
9,623,206
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-
3,646,596
6,210
5.000%,
6/01/48
6/28
at
100.00
AA-
6,441,820
Nuveen
All-American
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
46
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Massachusetts
(continued)
$
19,500
Massachusetts
Port
Authority,
Revenue
Bonds,
Series
2021E,
5.000%,
7/01/46,
(AMT)
7/31
at
100.00
Aa2  
$
19,575,075
3,010
Massachusetts
State,
General
Obligation
Bonds,
Consolidated
Loan,
Series
2016A,
5.000%,
3/01/46
3/24
at
100.00
Aa1  
3,049,702
5,000
Massachusetts
State,
General
Obligation
Bonds,
Consolidated
Loan,
Series
2017F,
5.000%,
11/01/43
11/27
at
100.00
Aa1  
5,182,750
17,275
Massachusetts
State,
General
Obligation
Bonds,
Consolidated
Loan,
Series
2020C,
3.000%,
3/01/47,
(UB)
(4)
3/30
at
100.00
Aa1  
12,504,854
139,885
Total
Massachusetts
128,534,022
Michigan
-
1.1%
2,000
Detroit,
Wayne
County,
Michigan,
General
Obligation
Bonds,
Social
Bond
Series
2021A,
5.000%,
4/01/46
4/31
at
100.00
BB-  
1,890,620
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
AAA  
5,084,756
12,480
Great
Lakes
Water
Authority,
Michigan,
Water
Supply
System
Revenue
Bonds,
Series
2022B,
5.500%,
7/01/52
7/32
at
100.00
A2  
13,238,410
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  
2,614,907
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  
2,603,808
9,730
Michigan
Finance
Authority,
Distributable
State
Aid
Revenue
Bonds,
Charter
County
of
Wayne,
Second
Lien
Refunding
Series
2020,
4.000%,
11/01/50,
(UB)
(4)
11/30
at
100.00
AA  
8,362,254
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-
9,971,994
145
5.000%,
12/01/45,
(Pre-refunded
6/01/26)
6/26
at
100.00
N/R
(5)
153,498
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+  
2,222,412
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  
5,847,210
1,250
Michigan
Public
Educational
Facilities
Authority,
Limited
Obligation
Revenue
Bonds,
Chandler
Park
Academy
Project,
Series
2008,
6.500%,
11/01/35
10/22
at
100.00
BBB-  
1,250,112
5,000
Royal
Oak
Hospital
Finance
Authority,
Michigan,
Hospital
Revenue
Bonds,
William
Beaumont
Hospital
Obligated
Group,
Refunding
Series
2014D,
5.000%,
9/01/39,
(Pre-refunded
3/01/24)
3/24
at
100.00
A+  (5)
5,127,900
130,735
Total
Michigan
58,367,881
Minnesota
-
1.1%
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+  
242,767
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
142,128
270
5.000%,
7/01/47
7/24
at
102.00
N/R
238,240
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  
3,297,550
47
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Minnesota
(continued)
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
$
199,948
675
5.250%,
1/01/46
1/23
at
100.00
N/R
509,591
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
10/22
at
100.00
N/R
1,425,313
1,250
5.000%,
8/01/51,
144A
10/22
at
100.00
N/R
1,128,387
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
2,926,849
11,160
5.000%,
7/01/56
7/31
at
100.00
N/R
9,166,601
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  
2,298,162
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  
2,275,313
4,954
Minnesota
Housing
Finance
Agency,
Homeownership
Finance
Bonds,
Mortgage-Backed
Securities
Program,
Series
2017E,
2.850%,
6/01/47
7/26
at
100.00
Aaa  
4,636,576
13,062
Minnesota
Housing
Finance
Agency,
Homeownership
Finance
Bonds,
Mortgage-Backed
Securities
Program,
Series
2017G,
2.650%,
10/01/47
2047
2047
1/27
at
100.00
Aaa  
12,158,021
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+  
386,515
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+  
989,050
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-  
15,635,641
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
(5)
2,612,250
235
5.000%,
11/15/44,
(Pre-refunded
11/15/25)
11/25
at
100.00
N/R
(5)
245,551
66,866
Total
Minnesota
60,514,453
Mississippi
-
0.4%
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  
784,539
3,420
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  (5)
3,505,740
1,000
Mississippi
State,
Gaming
Tax
Revenue
Bonds,
Series
2015E,
5.000%,
10/15/35
10/25
at
100.00
A+  
1,028,110
Mississippi
State,
Gaming
Tax
Revenue
Bonds,
Series
2019A:
3,255
5.000%,
10/15/31
10/28
at
100.00
A+
3,447,338
2,415
5.000%,
10/15/32
10/28
at
100.00
A+
2,544,903
1,030
5.000%,
10/15/33
10/28
at
100.00
A+
1,081,747
2,450
5.000%,
10/15/36
10/28
at
100.00
A+
2,552,263
7,000
4.000%,
10/15/38
10/28
at
100.00
A+
6,209,070
Nuveen
All-American
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
48
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Mississippi
(continued)
$
1,000
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  
$
878,270
22,860
Total
Mississippi
22,031,980
Missouri
-
3.2%
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  
3,442,093
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-
518,496
2,005
3.000%,
3/01/46
3/31
at
100.00
BBB-
1,228,424
530
4.000%,
3/01/46
3/31
at
100.00
BBB-
408,794
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+  
2,832,950
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  
4,987,000
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
17,793,180
34,115
5.000%,
3/01/54,
(AMT)
3/29
at
100.00
A2
33,353,212
2,475
5.000%,
3/01/55
-
AGM
Insured,
(AMT)
3/29
at
100.00
AA
2,430,524
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  
12,982,200
5,490
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  
4,824,502
3,630
Missouri
Health
and
Educational
Facilities
Authority,
Health
Facilities
Revenue
Bonds,
Mercy
Health,
Series
2014F,
4.000%,
11/15/45
11/24
at
100.00
A1  
3,166,631
Missouri
Health
and
Educational
Facilities
Authority,
Health
Facilities
Revenue
Bonds,
Mercy
Health,
Series
2020:
1,500
4.000%,
6/01/50
6/30
at
100.00
A+
1,261,695
35,000
4.000%,
6/01/53,
(UB)
(4)
6/30
at
100.00
A+
29,164,800
2,000
Missouri
Health
and
Educational
Facilities
Authority,
Revenue
Bonds,
Children's
Mercy
Hospital,
Series
2016,
4.000%,
5/15/39
5/26
at
100.00
AA-  
1,792,440
5,484
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+  
5,353,326
2,154
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+  
2,077,290
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  
2,319,075
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  
14,870,933
49
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Missouri
(continued)
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
0
$
2,609,175
1,190
5.000%,
10/01/45
-
AGM
Insured,
(UB)
(4)
10/30
at
100.00
AA
1,204,708
5,770
5.000%,
10/01/49
-
AGM
Insured,
(UB)
(4)
10/30
at
100.00
AA
5,827,412
Saint
Louis
Municipal
Finance
Corporation,
Missouri,
Leasehold
Revenue
Bonds,
Convention
Center,
Series
2010A:
5,000
0.000%,
7/15/31
-
AGC
Insured
No
Opt.
Call
AA
3,416,700
7,000
0.000%,
7/15/32
-
AGC
Insured
No
Opt.
Call
AA
4,532,780
6,250
0.000%,
7/15/33
-
AGC
Insured
No
Opt.
Call
AA
3,825,250
7,000
0.000%,
7/15/34
-
AGC
Insured
No
Opt.
Call
AA
4,042,920
6,000
0.000%,
7/15/35
-
AGC
Insured
No
Opt.
Call
AA
3,289,500
2,000
0.000%,
7/15/36
-
AGC
Insured
No
Opt.
Call
AA
1,037,120
1,288
Saint
Louis,
Missouri,
Tax
Increment
Financing
Revenue
Bonds,
Fashion
Square
Redevelopment
Project,
Series
2008A,
6.300%,
8/22/26
3/23
at
100.00
N/R  
399,280
1,324
Saint
Louis,
Missouri,
Tax
Increment
Financing
Revenue
Notes,
Marquette
Building
Redevelopment
Project,
Series
2008-A,
6.500%,
1/23/28
10/22
at
100.00
N/R  
675,240
201,385
Total
Missouri
175,667,650
Montana
-
0.3%
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  
1,882,630
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  
2,465,847
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-  
9,222,030
13,545
Total
Montana
13,570,507
Nebraska
-
0.6%
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  
3,157,011
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  
1,713,778
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
0  
1,037,761
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
0
18,792,015
10,000
5.000%,
2/01/49,
(UB)
(4)
2/26
at
100.00
0
10,167,800
34,870
Total
Nebraska
34,868,365
Nevada
-
1.0%
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-
273,414
750
5.000%,
9/01/30
9/27
at
100.00
A-
770,527
730
5.000%,
9/01/32
9/27
at
100.00
A-
745,885
1,965
5.000%,
9/01/42
9/27
at
100.00
A-
1,938,256
1,150
5.000%,
9/01/47
9/27
at
100.00
A-
1,120,031
Nuveen
All-American
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
50
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Nevada
(continued)
$
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+  
$
14,038,600
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  
3,678,961
2,515
Henderson
Public
Improvement
Trust,
Nevada,
Revenue
Bonds,
Touro
College
and
Unversity
System,
Series
2014A,
5.500%,
1/01/34,
(Pre-
refunded
7/01/24)
7/24
at
100.00
BBB-  (5)
2,606,118
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
1,109,745
1,800
4.000%,
9/01/35
9/26
at
100.00
N/R
1,601,604
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  
2,097,250
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
0  
20,464,400
Las
Vegas,
Nevada,
Local
Improvement
Bonds,
Special
Improvement
District
607
Providence,
Refunding
Series
2013:
225
5.000%,
6/01/23
No
Opt.
Call
N/R
226,618
200
4.250%,
6/01/24
6/23
at
103.00
N/R
200,480
1,625
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  
1,629,339
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  
1,241,095
Sparks,
Nevada,
Sales
Tax
Revenue
Bonds,
Tourism
Improvement
District
1
Legends
at
Sparks
Marina,
Refunding
Senior
Series
2019A:
220
2.500%,
6/15/24,
144A
No
Opt.
Call
Ba2
211,702
790
2.750%,
6/15/28,
144A
No
Opt.
Call
Ba2
693,438
55,990
Total
Nevada
54,647,463
New
Hampshire
-
0.5%
8,489
National
Finance
Authority,
New
Hampshire,
Municipal
Certificates
Series
2020-1
Class
A,
4.125%,
1/20/34
No
Opt.
Call
BBB  
7,871,135
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  
7,262,395
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  
3,432,130
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
1,022,580
725
5.000%,
8/01/36
2/28
at
100.00
A
739,413
7,040
New
Hampshire
Health
and
Education
Facilities
Authority,
Revenue
Bonds,
Dartmouth-Hitchcock
Obligated
Group,
Series
2020A,
5.000%,
8/01/59
No
Opt.
Call
A  
6,771,917
29,844
Total
New
Hampshire
27,099,570
51
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
New
Jersey
-
3.0%
$
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+  
$
4,527,815
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+  
5,643,275
5,500
New
Jersey
Economic
Development
Authority,
New
Jersey,
Transit
Transportation
Project
Revenue
Bonds,
Series
2020A,
5.000%,
11/01/35
11/29
at
100.00
Baa1  
5,566,330
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  
2,961,529
9,090
New
Jersey
Economic
Development
Authority,
School
Facilities
Construction
Bonds,
Series
2016AAA,
5.500%,
6/15/29
12/26
at
100.00
Baa1  
9,549,409
5,000
New
Jersey
Economic
Development
Authority,
School
Facilities
Construction
Bonds,
Series
2019LLL,
5.000%,
6/15/49
12/29
at
100.00
Baa1  
4,950,000
New
Jersey
Economic
Development
Authority,
School
Facilities
Construction
Bonds,
Series
2019MMM:
1,155
5.000%,
6/15/34
12/29
at
100.00
Baa1
1,170,950
2,580
4.000%,
6/15/35
12/29
at
100.00
Baa1
2,357,140
1,665
4.000%,
6/15/36
12/29
at
100.00
Baa1
1,500,631
New
Jersey
Economic
Development
Authority,
School
Facilities
Construction
Bonds,
Social
Series
2021QQQ:
7,295
4.000%,
6/15/46
12/30
at
100.00
Baa1
6,141,733
2,190
4.000%,
6/15/50
12/30
at
100.00
Baa1
1,810,999
New
Jersey
Economic
Development
Authority,
Special
Facilities
Revenue
Bonds,
Continental
Airlines
Inc.,
Series
1999:
275
5.125%,
9/15/23,
(AMT)
10/22
at
101.00
Ba3
275,154
1,650
5.250%,
9/15/29,
(AMT)
10/22
at
101.00
Ba3
1,634,820
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  
2,254,977
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-
957,088
4,110
3.000%,
7/01/41
7/31
at
100.00
AA-
3,040,167
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  
1,042,100
10,930
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-  
8,527,367
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  
1,447,035
New
Jersey
Health
Care
Facilities
Financing
Authority,
Revenue
Bonds,
Valley
Health
System
Obligated
Group,
Series
2019:
1,750
4.000%,
7/01/36
7/29
at
100.00
A+
1,616,948
2,000
4.000%,
7/01/38
7/29
at
100.00
A+
1,802,600
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+
1,521,934
1,035
5.000%,
6/15/31
6/26
at
100.00
A+
1,063,090
Nuveen
All-American
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
52
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
New
Jersey
(continued)
New
Jersey
Transportation
Trust
Fund
Authority,
Transportation
System
Bonds,
Forward
Delivery
Series
2022A:
$
2,315
4.000%,
6/15/39
6/32
at
100.00
Baa1
$
2,025,741
2,500
4.000%,
6/15/40
6/32
at
100.00
Baa1
2,171,775
785
4.000%,
6/15/41
6/32
at
100.00
Baa1
677,502
19,550
New
Jersey
Transportation
Trust
Fund
Authority,
Transportation
System
Bonds,
Series
2014AA,
5.000%,
6/15/38
6/24
at
100.00
Baa1  
19,552,737
4,500
New
Jersey
Transportation
Trust
Fund
Authority,
Transportation
System
Bonds,
Series
2015AA,
5.250%,
6/15/41
6/25
at
100.00
Baa1  
4,523,760
New
Jersey
Transportation
Trust
Fund
Authority,
Transportation
System
Bonds,
Series
2019BB:
5,500
5.000%,
6/15/44
12/28
at
100.00
Baa1
5,449,510
4,000
5.000%,
6/15/50
12/28
at
100.00
Baa1
3,960,360
New
Jersey
Transportation
Trust
Fund
Authority,
Transportation
System
Bonds,
Series
2020AA:
2,975
4.000%,
6/15/35
12/30
at
100.00
Baa1
2,718,019
1,535
4.000%,
6/15/37
12/30
at
100.00
Baa1
1,370,371
2,670
4.000%,
6/15/40
12/30
at
100.00
Baa1
2,319,456
8,845
4.000%,
6/15/45
12/30
at
100.00
Baa1
7,484,639
1,450
New
Jersey
Transportation
Trust
Fund
Authority,
Transportation
System
Bonds,
Series
2021A,
4.000%,
6/15/35
6/31
at
100.00
Baa1  
1,324,749
3,175
New
Jersey
Turnpike
Authority,
Revenue
Bonds,
Series
2005A,
5.250%,
1/01/26
-
AGM
Insured
No
Opt.
Call
AA  
3,357,880
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
1,192,167
600
5.000%,
11/01/45
11/30
at
100.00
BBB+
601,488
6,250
4.000%,
11/01/50
-
BAM
Insured
11/30
at
100.00
AA
5,216,187
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
1,273,088
1,100
4.000%,
11/01/50
-
BAM
Insured
11/30
at
100.00
AA
918,049
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+  
24,118,112
173,215
Total
New
Jersey
161,618,681
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-  
3,534,305
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  
633,887
4,905
Total
New
Mexico
4,168,192
New
York
-
13.9%
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  
10,639,283
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  
2,676,436
53
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
New
York
(continued)
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
$
500,990
250
5.000%,
6/01/35
6/24
at
103.00
BBB
252,725
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+  
1,509,480
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-  
2,493,750
2,260
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  
2,282,193
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
1,405,007
4,800
5.500%,
6/01/55,
144A
12/30
at
100.00
N/R
3,539,856
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
1,071,876
3,035
5.000%,
6/01/55,
144A
12/30
at
100.00
N/R
2,271,515
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  
2,502,675
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-  
8,202,015
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  
3,749,259
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-
95,138
300
5.000%,
12/01/36,
144A
6/27
at
100.00
BBB-
281,085
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  
4,606,151
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+
527,930
175
5.000%,
7/01/32
7/27
at
100.00
A+
183,475
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+  
6,599,925
Dormitory
Authority
of
the
State
of
New
York,
State
Personal
Income
Tax
Revenue
Bonds,
General
Purpose,
Bidding
Group
5
Series
2021E:
6,000
3.000%,
3/15/50
3/32
at
100.00
AA+
4,199,880
26,960
3.000%,
3/15/51
3/32
at
100.00
AA+
18,743,131
20,000
Dormitory
Authority
of
the
State
of
New
York,
State
Personal
Income
Tax
Revenue
Bonds,
General
Purpose,
Series
2021A,
4.000%,
3/15/43
3/31
at
100.00
AA+  
18,191,800
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+  
14,562,940
4,000
Dormitory
Authority
of
the
State
of
New
York,
State
Sales
Tax
Revenue
Bonds,
Series
2018C,
5.000%,
3/15/36
3/28
at
100.00
AA+  
4,196,960
Nuveen
All-American
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
54
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,
Refunding
Series
2020B:
$
950
4.760%,
2/01/27
No
Opt.
Call
N/R
$
914,707
1,255
5.570%,
2/01/41
2/30
at
100.00
N/R
1,194,045
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  
1,390,143
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  
951,760
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
408,210
885
4.450%,
2/01/41
2/30
at
100.00
A2
684,344
1,560
4.600%,
2/01/51
2/30
at
100.00
A2
1,132,623
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  
6,658,860
19,995
Long
Island
Power
Authority,
New
York,
Electric
System
General
Revenue
Bonds,
Series
2022C,
0.000%,
9/01/28,
(Mandatory
Put
9/01/25)
3/25
at
100.00
A  
19,960,009
Metropolitan
Transportation
Authority,
New
York,
Transportation
Revenue
Bonds,
Green
Climate
Bond
Certified
Series
2020C-1:
9,015
5.000%,
11/15/50,
(UB)
(4)
5/30
at
100.00
A3
8,537,926
11,000
5.250%,
11/15/55,
(UB)
5/30
at
100.00
A3
10,847,430
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  
3,254,160
4,000
Metropolitan
Transportation
Authority,
New
York,
Transportation
Revenue
Bonds,
Series
2014B,
5.250%,
11/15/32
5/24
at
100.00
A3  
4,043,360
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
0  
18,342,495
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
0  
15,259,879
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-
1,484,518
1,000
5.000%,
7/01/36
7/27
at
100.00
AA-
1,057,710
1,000
5.000%,
7/01/37
7/27
at
100.00
AA-
1,055,990
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+  
6,891,970
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+
1,197,024
1,880
4.000%,
12/01/46
12/30
at
100.00
BBB+
1,472,228
55
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
New
York
(continued)
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
$
862,121
1,215
5.000%,
1/01/40
1/26
at
103.00
N/R
1,015,376
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
0  
5,969,254
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-
237,134
300
5.000%,
7/01/24
No
Opt.
Call
A-
305,901
210
5.000%,
7/01/26
7/24
at
100.00
A-
213,887
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
(7)
10/22
at
100.00
N/R
2,400,000
1,000
0.000%,
10/01/46
(7)
10/22
at
100.00
N/R
800,000
1,645
New
York
City
Industrial
Development
Agency,
New
York,
PILOT
Payment
in
Lieu
of
Taxes
Revenue
Bonds,
Queens
Baseball
Stadium
Project,
Refunding
Series
2021A,
3.000%,
1/01/40
-
AGM
Insured
1/31
at
100.00
AA  
1,239,508
2,635
New
York
City
Industrial
Development
Agency,
New
York,
PILOT
Payment
in
Lieu
of
Taxes
Revenue
Bonds,
Yankee
Stadium
Project,
Series
2020A,
3.000%,
3/01/49
-
AGM
Insured,
(UB)
(4)
9/30
at
100.00
AA  
1,824,975
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+  
1,009,950
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+  
22,483,175
13,000
New
York
City
Municipal
Water
Finance
Authority,
New
York,
Water
and
Sewer
System
Second
General
Resolution
Revenue
Bonds,
Fiscal
2020
Series
GG-1,
5.000%,
6/15/48
6/30
at
100.00
AA+  
13,444,080
5,000
New
York
City
Transitional
Finance
Authority,
New
York,
Building
Aid
Revenue
Bonds,
Fiscal
2021
Subseries
S-1,
3.000%,
7/15/47
7/30
at
100.00
Aa2  
3,567,000
10,085
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  
10,280,044
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
12,386,160
7,220
5.000%,
8/01/42
8/28
at
100.00
AAA
7,429,019
5,000
New
York
City
Transitional
Finance
Authority,
New
York,
Future
Tax
Secured
Bonds,
Subordinate
Fiscal
2021
Subseries
C-1,
4.000%,
5/01/43
11/30
at
100.00
AAA  
4,583,400
New
York
City
Transitional
Finance
Authority,
New
York,
Future
Tax
Secured
Bonds,
Subordinate
Fiscal
2023
Series
A-1:
14,455
5.250%,
8/01/42
8/32
at
100.00
AAA
15,402,670
5,000
5.000%,
8/01/43
8/32
at
100.00
AAA
5,187,450
2,350
5.000%,
8/01/44
8/32
at
100.00
Aa1
2,431,075
Nuveen
All-American
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
56
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
New
York
(continued)
New
York
City
Trust
for
Cultural
Resources,
New
York,
Revenue
Bonds,
Lincoln
Center
for
the
Performing
Arts,
Series
2020A:
$
1,000
4.000%,
12/01/34
12/30
at
100.00
A
$
942,830
1,875
4.000%,
12/01/35
12/30
at
100.00
A
1,735,519
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  
15,313,086
9,775
New
York
City,
New
York,
General
Obligation
Bonds,
Fiscal
2018
Series
F-1,
5.000%,
4/01/43
4/28
at
100.00
AA  
10,018,886
13,695
New
York
City,
New
York,
General
Obligation
Bonds,
Fiscal
2019
Series
D-1,
5.000%,
12/01/44
12/28
at
100.00
AA  
14,051,755
19,405
New
York
City,
New
York,
General
Obligation
Bonds,
Fiscal
2020
Series
A-1,
3.000%,
8/01/36
-
BAM
Insured
8/29
at
100.00
AA  
15,830,987
3,350
New
York
City,
New
York,
General
Obligation
Bonds,
Fiscal
2021
Series
F-1,
3.000%,
3/01/35
-
BAM
Insured
3/31
at
100.00
AA  
2,799,294
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  
23,092,675
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  
975,310
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  
2,013,419
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
Aa3
2,217,415
1,010
3.500%,
9/15/52
3/30
at
100.00
A2
708,848
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  
5,529,821
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  
824,310
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  
2,023,839
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
AA
10,590,990
20,510
4.000%,
2/15/43
-
BAM
Insured
2/30
at
100.00
AA
18,496,738
28,355
2.750%,
2/15/44
-
BAM
Insured
2/30
at
100.00
AA
19,649,164
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
25,608,983
15,000
5.000%,
6/15/46
6/27
at
100.00
AAA
15,619,950
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  
8,234,929
57
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
New
York
(continued)
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
$
1,749,492
5,275
4.000%,
1/01/53
1/30
at
100.00
A2
4,494,089
New
York
State
Thruway
Authority,
State
Personal
Income
Tax
Revenue
Bonds,
Bidding
Group
1
Series
2022A:
24,385
5.000%,
3/15/41
9/32
at
100.00
AA+
25,663,749
17,205
5.000%,
3/15/42
9/32
at
100.00
AA+
18,058,196
9,950
5.000%,
3/15/48
9/32
at
100.00
AA+
10,337,453
9,500
New
York
State
Thruway
Authority,
State
Personal
Income
Tax
Revenue
Bonds,
Series
2021A-1,
3.000%,
3/15/50,
(UB)
3/31
at
100.00
AA+  
6,625,775
15,200
New
York
State
Urban
Development
Corporation,
State
Personal
Income
Tax
Revenue
Bonds,
General
Purpose
Group
1,
Series
2019A,
4.000%,
3/15/47
9/28
at
100.00
AA+  
13,526,632
3,485
New
York
State
Urban
Development
Corporation,
State
Personal
Income
Tax
Revenue
Bonds,
General
Purpose,
Series
2020C,
5.000%,
3/15/47
9/30
at
100.00
Aa1  
3,579,792
3,475
New
York
State
Urban
Development
Corporation,
State
Personal
Income
Tax
Revenue
Bonds,
General
Purpose,
Series
2020E,
3.000%,
3/15/50
3/30
at
100.00
AA+  
2,428,017
8,895
New
York
State
Urban
Development
Corporation,
State
Personal
Income
Tax
Revenue
Bonds,
General
Purpose,
Series
2022A,
5.000%,
3/15/45
(WI/DD,
Settling
10/13/22)
9/32
at
100.00
Aa1  
9,224,640
6,855
New
York
State
Urban
Development
Corporation,
State
Sales
Tax
Revenue
Bonds,
Series
2021A,
3.000%,
3/15/50,
(UB)
9/31
at
100.00
AA+  
4,815,843
1,375
New
York
Transportation
Development
Corporation,
New
York,
Facility
Revenue
Bonds,
Thruway
Service
Areas
Project,
Series
2021,
4.000%,
10/31/46,
(AMT)
10/31
at
100.00
BBB-  
1,083,858
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
7,390,256
14,340
5.000%,
7/01/46,
(AMT)
7/24
at
100.00
BBB
13,623,860
New
York
Transportation
Development
Corporation,
New
York,
Special
Facility
Revenue
Bonds,
American
Airlines,
Inc.
John
F
Kennedy
International
Airport
Project,
Series
2020:
3,515
5.250%,
8/01/31,
(AMT)
8/30
at
100.00
B
3,517,144
6,425
5.375%,
8/01/36,
(AMT)
8/30
at
100.00
B
6,304,724
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
316,631
360
4.000%,
12/01/40,
(AMT)
12/30
at
100.00
Baa1
296,748
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
3,412,661
1,200
4.000%,
12/01/40
12/30
at
100.00
Baa1
1,014,816
New
York
Transportation
Development
Corporation,
Special
Facility
Revenue
Bonds,
Delta
Air
Lines,
Inc.
-
LaGuardia
Airport
Terminals
C&D
Redevelopment
Project,
Series
2018:
200
5.000%,
1/01/24,
(AMT)
No
Opt.
Call
Baa3
201,118
10,000
5.000%,
1/01/32,
(AMT)
1/28
at
100.00
Baa3
9,820,200
Nuveen
All-American
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
58
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
New
York
(continued)
New
York
Transportation
Development
Corporation,
Special
Facility
Revenue
Bonds,
Delta
Air
Lines,
Inc.
-
LaGuardia
Airport
Terminals
C&D
Redevelopment
Project,
Series
2020:
$
5,710
4.000%,
10/01/30,
(AMT)
No
Opt.
Call
Baa3
$
5,362,661
8,440
5.000%,
10/01/35,
(AMT)
10/30
at
100.00
Baa3
8,126,791
11,860
5.000%,
10/01/40,
(AMT)
10/30
at
100.00
Baa3
11,142,233
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
1,329,840
875
4.000%,
7/15/55,
(AMT),
(UB)
(4)
7/30
at
100.00
Aa3
724,850
Port
Authority
of
New
York
and
New
Jersey,
Consolidated
Revenue
Bonds,
Two
Hundred
Twenty-Third
Series
2021:
1,530
4.000%,
7/15/46,
(AMT)
7/31
at
100.00
Aa3
1,310,384
3,305
5.000%,
7/15/56,
(AMT)
7/31
at
100.00
Aa3
3,239,362
2,250
Suffolk
Tobacco
Asset
Securitization
Corporation,
New
York,
Tobacco
Settlement
Asset-Backed
Bonds,
Subordinate
Series
2021B-1,
4.000%,
6/01/50
6/31
at
100.00
BBB-  
1,908,720
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-  
1,404,594
6,680
Triborough
Bridge
and
Tunnel
Authority,
New
York,
General
Revenue
Bonds,
MTA
Bridges
&
Tunnels,
Series
2020A,
5.000%,
11/15/54
11/30
at
100.00
AA-  
6,852,611
4,000
Triborough
Bridge
and
Tunnel
Authority,
New
York,
General
Revenue
Bonds,
MTA
Bridges
&
Tunnels,
Series
2021A,
5.000%,
11/15/51
5/31
at
100.00
AA-  
4,114,080
4,000
Triborough
Bridge
and
Tunnel
Authority,
New
York,
Payroll
Mobility
Tax
Bonds,
Senior
Lien
Series
2021C-3,
4.000%,
5/15/51
11/31
at
100.00
AA+  
3,530,480
13,000
Triborough
Bridge
and
Tunnel
Authority,
New
York,
Payroll
Mobility
Tax
Senior
Lien
Bonds,
Series
2022C,
5.250%,
5/15/52
5/32
at
100.00
AA+  
13,697,580
9,905
TSASC
Inc.,
New
York,
Tobacco
Asset-Backed
Bonds,
Series
2006,
5.000%,
6/01/48
6/27
at
100.00
N/R  
8,511,664
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+  
8,055,040
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  
4,808,856
821,180
Total
New
York
762,981,233
North
Carolina
-
0.3%
7,000
North
Carolina
Medial
Care
Commission,
Health
Care
Facilities
Revenue
Bonds,
Rex
Healthcare,
Series
2020A,
3.000%,
7/01/45
1/30
at
100.00
AA-  
5,078,430
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
324,163
890
5.000%,
10/01/37
10/24
at
102.00
N/R
830,308
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  
879,967
North
Carolina
Turnpike
Authority,
Monroe
Expressway
Toll  Revenue
Bonds,
Series
2017A:
1,930
5.000%,
7/01/47
7/26
at
100.00
BBB
1,838,479
1,005
5.000%,
7/01/51
7/26
at
100.00
BBB
948,720
4,310
5.000%,
7/01/54
7/26
at
100.00
BBB
4,053,081
16,570
Total
North
Carolina
13,953,148
59
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
North
Dakota
-
0.4%
Grand
Forks,
North
Dakota,
Health
Care
System
Revenue
Bonds,
Altru
Health
System
Obligated
Group,
Series
2021:
$
14,600
4.000%,
12/01/46
12/31
at
100.00
Baa2
$
11,576,194
11,700
3.000%,
12/01/51
-
AGM
Insured
12/31
at
100.00
AA
7,952,724
6,395
4.000%,
12/01/51
12/31
at
100.00
Baa2
4,897,930
32,695
Total
North
Dakota
24,426,848
Ohio
-
1.5%
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  
1,600,950
34,850
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  
29,316,865
750
Butler
County
Port
Authority,
Ohio,
Public
Infrastructure
Revenue
Bonds,
Liberty
Center
Project,
Liberty
Community
Authority,
Series
2014C,
6.000%,
12/01/43,
(Pre-refunded
12/01/22)
12/22
at
100.00
N/R  (5)
753,195
3,770
Butler
County,
Ohio,
Hospital
Facilities
Revenue
Bonds,
UC
Health,
Series
2016,
5.000%,
11/15/45
11/26
at
100.00
A  
3,698,031
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
1,457,400
3,400
3.000%,
10/01/44
10/30
at
100.00
AA
2,445,824
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+  
221,762
3,700
Ohio
Air
Quality
Development
Authority,
Ohio,
Air
Quality
Development
Revenue
Bonds,
FirstEnergy
Generation
Corporation
Project,
Series
2009A,
5.700%,
8/01/23
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-  
8,857,300
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  
5,433,594
2,500
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  
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+  
870,940
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  
977,831
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  
715,590
Ohio
State,
Hospital
Revenue
Bonds,
University
Hospitals
Health
System,
Inc.,
Fixed
Interest
Rate
Series
2020A:
1,945
3.000%,
1/15/45
1/30
at
100.00
A2
1,327,307
7,235
5.000%,
1/15/50
1/30
at
100.00
A
7,174,371
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  
3,478,469
Nuveen
All-American
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
60
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Ohio
(continued)
$
1,500
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  
$
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
(7)
No
Opt.
Call
N/R  
9,531
8,585
Ohio
Water
Development
Authority,
Pollution
Control
Revenue
Refunding
Bonds,
FirstEnergy
Nuclear
Generating
Corporation
Project,
Series
2009A,
4.750%,
6/01/33,
(Mandatory
Put
6/01/22)
No
Opt.
Call
N/R  
8,090,075
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,
(ETM)
No
Opt.
Call
BB-
(5)
265,790
3,000
5.750%,
12/01/32
12/22
at
100.00
BB-
3,012,450
2,000
6.000%,
12/01/42
12/22
at
100.00
BB-
2,009,000
Wood
County,
Ohio,
Hospital
Facilities
Revenue
Bonds,
Wood
County
Hospital
Project,
Refunding
and
Improvement
Series
2012:
670
5.000%,
12/01/27,
(Pre-refunded
12/01/22)
12/22
at
100.00
N/R
(5)
672,104
910
5.000%,
12/01/32,
(Pre-refunded
12/01/22)
12/22
at
100.00
N/R
(5)
912,857
123,180
Total
Ohio
83,311,736
Oklahoma
-
0.4%
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  
1,466,325
14,195
Oklahoma
Development
Finance
Authority,
Health
System
Revenue
Bonds,
OU
Medicine
Project,
Series
2018B,
5.500%,
8/15/57
8/28
at
100.00
Baa3  
12,056,382
811
Oklahoma
Development
Finance
Authority,
Revenue
Bonds,
Provident
Oklahoma
Education
Resources
Inc.-
Cross
Village
Student
Housing
Project,
Series
2017,
0.000%,
8/01/52
2017
A
(7)
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-  
9,176,173
25,566
Total
Oklahoma
22,699,691
Oregon
-
0.2%
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+  
8,463,620
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
1,799,276
1,600
5.500%,
10/01/49
10/24
at
100.00
N/R
1,554,016
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+  
987,480
175
Oregon
Housing
and
Community
Services
Department,
Multifamily
Housing
Revenue
Bonds,
Refunding
Series
2010A,
5.150%,
7/01/42,
(AMT)
10/22
at
100.00
Aaa  
177,312
13,130
Total
Oregon
12,981,704
61
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Pennsylvania
-
4.4%
$
315
Allegheny
Country
Industrial
Development
Authority,
Pennsylvania,
Environmental
Improvement
Revenue
Bonds,
United
States
Steel
Corporation
Project,
Series
2012,
5.750%,
8/01/42,
(AMT)
10/22
at
100.00
B  
$
309,128
6,915
Allegheny
County
Hospital
Development
Authority,
Pennsylvania,
Revenue
Bonds,
University
of
Pittsburgh
Medical
Center,
Series
2019A,
4.000%,
7/15/37
7/29
at
100.00
A  
6,388,838
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  
1,070,899
Allentown
Neighborhood
Improvement
Zone
Development
Authority,
Pennsylvania,
Tax
Revenue
Bonds,
City
Center
Project,
Series
2018:
125
5.000%,
5/01/23,
144A
No
Opt.
Call
Ba3
125,527
300
5.000%,
5/01/42,
144A
5/28
at
100.00
Ba3
276,621
Allentown
Neighborhood
Improvement
Zone
Development
Authority,
Pennsylvania,
Tax
Revenue
Bonds,
City
Center
Project,
Subordinate
Lien,
Series
2018:
4,885
5.000%,
5/01/28,
144A
No
Opt.
Call
N/R
4,838,983
1,580
5.375%,
5/01/42,
144A
5/28
at
100.00
N/R
1,478,643
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  
1,844,000
Beaver
County
Industrial
Development
Authority,
Pennsylvania,
Pollution
Control
Revenue
Bonds,
FirstEnergy
Generation
Project,
Refunding
Series
2006A:
10,665
4.375%,
1/01/35,
(Mandatory
Put
7/01/22)
No
Opt.
Call
BBB-
10,653,162
455
3.500%,
4/01/41
(7)
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
(7)
No
Opt.
Call
N/R  
4,687
2,000
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  
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
4/31
at
100.00
N/R  
1,690,446
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
-
AGM
Insured
8/30
at
100.00
A1  
5,776,232
Central
Bradford
Progress
Authority,
Pennsylvania,
Revenue
Bonds,
Guthrie
Health,
Series
2021B:
4,860
3.000%,
12/01/44
12/31
at
100.00
A+
3,371,188
6,300
4.000%,
12/01/51,
(UB)
(4)
12/31
at
100.00
A
5,229,000
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
(5)
155,787
770
5.000%,
1/01/38
1/25
at
100.00
BBB+
774,966
625
5.000%,
1/01/38,
(Pre-refunded
1/01/25)
1/25
at
100.00
N/R
(5)
649,113
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  
1,055,520
Nuveen
All-American
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
62
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
0
$
3,668,080
2,185
5.000%,
9/01/43
9/28
at
100.00
A
2,175,845
5,445
5.000%,
9/01/48
9/28
at
100.00
A
5,421,586
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
0
907,480
2,240
4.000%,
9/01/44
9/29
at
100.00
A
1,940,042
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
(5)
1,941,021
1,310
5.250%,
1/15/46,
(Pre-refunded
1/15/25)
1/25
at
100.00
Ba1
(5)
1,367,064
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  
2,141,140
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  
2,141,140
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  
1,570,982
2,500
Pennsylvania
Economic
Development
Financing
Authority,
Exempt
Facilities
Revenue
Refunding
Bonds,
PPL
Energy
Supply,
LLC
Project,
Series
2009A,
6.400%,
12/01/38
(7)
9/25
at
100.00
Caa1  
1,925,000
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
10,227,744
3,750
5.000%,
6/30/42,
(AMT)
6/26
at
100.00
BBB
3,617,738
3,865
Pennsylvania
Higher
Educational
Facilities
Authority,
Revenue
Bonds,
LaSalle
University,
Series
2012,
5.000%,
5/01/37
11/22
at
100.00
BB+  
3,461,571
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
953,710
1,000
4.000%,
8/15/35
8/29
at
100.00
AA
944,140
1,500
4.000%,
8/15/36
8/29
at
100.00
AA
1,404,480
2,000
4.000%,
8/15/37
8/29
at
100.00
AA
1,858,600
4,225
4.000%,
8/15/38
8/29
at
100.00
AA
3,895,999
2,495
4.000%,
8/15/39
8/29
at
100.00
AA
2,285,121
3,345
Pennsylvania
Turnpike
Commission,
Turnpike
Revenue
Bonds,
Series
2014C,
5.000%,
12/01/39
12/24
at
100.00
A+  
3,421,333
7,405
Pennsylvania
Turnpike
Commission,
Turnpike
Revenue
Bonds,
Series
2015A-1,
5.000%,
12/01/45
6/25
at
100.00
A+  
7,470,164
15,000
Pennsylvania
Turnpike
Commission,
Turnpike
Revenue
Bonds,
Subordinate
Series
2009C,
6.250%,
6/01/33
-
AGM
Insured
6/26
at
100.00
AA  
16,448,100
Pennsylvania
Turnpike
Commission,
Turnpike
Revenue
Bonds,
Subordinate
Series
2017B-1:
3,180
5.000%,
6/01/42
6/27
at
100.00
A3
3,172,145
4,540
5.250%,
6/01/47
6/27
at
100.00
A3
4,560,612
63
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  
$
28,692,890
Pennsylvania
Turnpike
Commission,
Turnpike
Revenue
Bonds,
Subordinate
Series
2021A:
1,500
3.000%,
12/01/42
12/30
at
100.00
A
1,084,260
1,700
4.000%,
12/01/44
12/30
at
100.00
A
1,516,417
1,000
4.000%,
12/01/46
12/30
at
100.00
A
881,560
1,590
4.000%,
12/01/50
12/30
at
100.00
A
1,380,454
Pennsylvania
Turnpike
Commission,
Turnpike
Revenue
Bonds,
Subordinate
Series
2021B:
2,000
4.000%,
12/01/40
12/31
at
100.00
A
1,835,600
2,375
4.000%,
12/01/41
12/31
at
100.00
A
2,165,525
2,500
4.000%,
12/01/42
12/31
at
100.00
A
2,261,975
3,350
4.000%,
12/01/51
12/31
at
100.00
A
2,938,888
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
2,577,375
2,250
5.000%,
5/01/37
5/28
at
100.00
A
2,314,868
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  
1,870,814
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  
1,202,484
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
8,456,352
3,365
5.000%,
8/01/50
-
AGM
Insured
8/30
at
100.00
AA
3,484,491
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-
9,089,462
1,930
5.000%,
7/01/32
7/27
at
100.00
BBB-
1,971,418
5,400
5.000%,
7/01/34
7/27
at
100.00
BBB-
5,474,142
Philadelphia
School
District,
Pennsylvania,
General
Obligation
Bonds,
Series
2021A:
6,665
4.000%,
9/01/39
-
BAM
Insured
9/31
at
100.00
A1
6,250,370
4,665
4.000%,
9/01/40
-
BAM
Insured
9/31
at
100.00
AA
4,341,249
6,665
4.000%,
9/01/41
-
BAM
Insured
9/31
at
100.00
AA
6,057,552
4,475
4.000%,
9/01/46
-
BAM
Insured
9/31
at
100.00
AA
4,037,569
4,000
Philadelphia,
Pennsylvania,
Airport
Revenue
Bonds,
Refunding
Series
2017B,
5.000%,
7/01/34,
(AMT)
7/27
at
100.00
A2  
4,032,920
258,200
Total
Pennsylvania
238,535,281
Puerto
Rico
-
2.5%
Puerto
Rico
Aqueduct
and
Sewerage
Authority,
Revenue
Bonds,
Refunding
Senior
Lien
Forward
Delivery
Series
2022A:
4,750
5.000%,
7/01/28,
144A
No
Opt.
Call
N/R
4,739,455
6,800
5.000%,
7/01/29,
144A
No
Opt.
Call
N/R
6,739,004
3,600
4.000%,
7/01/42,
144A
7/32
at
100.00
N/R
2,843,856
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  
20,524,520
Nuveen
All-American
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
64
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:
$
11,340
5.000%,
7/01/33,
144A
7/31
at
100.00
N/R
$
10,987,326
22,420
5.000%,
7/01/37,
144A
7/31
at
100.00
N/R
21,153,046
5,020
4.000%,
7/01/42,
144A
7/31
at
100.00
N/R
3,965,599
2,570
Puerto
Rico
Aqueduct
and
Sewerage
Authority,
Revenue
Bonds,
Senior
Lien
Series
2008A,
6.125%,
7/01/24
No
Opt.
Call
CCC  
2,619,421
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
6,531,176
6,033
0.000%,
7/01/46
7/28
at
41.38
N/R
1,367,621
128,500
0.000%,
7/01/51
7/28
at
30.01
N/R
21,079,140
1,129
4.750%,
7/01/53
7/28
at
100.00
N/R
967,056
31,279
5.000%,
7/01/58
7/28
at
100.00
N/R
27,691,299
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  
891,070
Puerto
Rico
Sales
Tax
Financing
Corporation,
Sales
Tax
Revenue
Bonds,
Taxable
Restructured
Cofina
Project
Series
2019A-2:
3,000
4.329%,
7/01/40
7/28
at
100.00
N/R
2,598,810
2,000
4.329%,
7/01/40
7/28
at
100.00
N/R
1,732,540
259,484
Total
Puerto
Rico
136,430,939
South
Carolina
-
0.5%
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+  
3,480,050
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  
2,524,150
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  
2,957,460
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  
2,218,757
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  
4,738,550
South
Carolina
State
Ports
Authority,
Revenue
Bonds,
Series
2018:
4,860
5.000%,
7/01/31,
(AMT)
7/28
at
100.00
A+
5,010,951
3,760
5.000%,
7/01/32,
(AMT)
7/28
at
100.00
A+
3,857,610
4,000
South
Carolina
Transportation
Infrastructure
Bank,
Revenue
Bonds,
Refunding
Series
2016A,
3.000%,
10/01/36
10/25
at
100.00
Aa3  
3,197,160
28,615
Total
South
Carolina
27,984,688
South
Dakota
-
0.1%
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-  
4,035,216
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-  
893,866
5,710
Total
South
Dakota
4,929,082
65
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Tennessee
-
4.1%
$
1,000
Blount
County
Health
and
Educational
Facilites
Board,
Tennessee,
Revenue
Refunding
Bonds,
Asbury,
Inc.,
Series
2016A,
5.000%,
1/01/37
(7)
1/25
at
102.00
N/R  
$
698,490
2,920
Blount
County,
Tennessee,
General
Obligation
Bonds,
Refunding
Series
2016B,
5.000%,
6/01/33
6/26
at
100.00
AA+  
3,064,102
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  
2,264,525
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+
102,686
100
5.000%,
8/01/32
8/29
at
100.00
BBB+
101,755
105
5.000%,
8/01/33
8/29
at
100.00
BBB+
106,146
100
5.000%,
8/01/35
8/29
at
100.00
BBB+
100,282
100
5.000%,
8/01/37
8/29
at
100.00
BBB+
99,885
835
5.000%,
8/01/44
8/29
at
100.00
BBB+
810,159
2,310
5.000%,
8/01/49
8/29
at
100.00
BBB+
2,208,591
Chattanooga,
Tennessee,
Electric
System
Enterprise
Revenue
Bonds,
Series
2015A:
500
5.000%,
9/01/31
9/25
at
100.00
AA+
521,355
1,750
5.000%,
9/01/32
9/25
at
100.00
AA+
1,821,925
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
502,100
1,575
5.000%,
10/01/44
10/24
at
100.00
BBB
1,532,066
665
Clarksville,
Tennessee,
Electric
System
Revenue
Bonds,
Refunding
Series
2015,
5.000%,
9/01/27
9/24
at
100.00
Aa2  
687,544
510
DeKalb
Utility
District,
DeKalb
County,
Tennessee,
Waterworks
Revenue
Bonds,
Refunding
Series
2017,
3.500%,
4/01/42
4/26
at
100.00
A  
419,791
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
1,069,330
1,000
5.000%,
6/01/38
6/29
at
100.00
Aa1
1,067,130
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
5,012,650
4,860
5.000%,
7/01/32
7/23
at
100.00
A
4,865,589
1,660
5.000%,
7/01/33
7/23
at
100.00
A
1,661,560
6,500
5.000%,
7/01/34
7/23
at
100.00
A
6,504,225
2,000
5.000%,
7/01/36
7/28
at
100.00
A
2,032,580
2,395
5.000%,
7/01/37
7/28
at
100.00
A
2,375,002
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  
1,264,271
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
954,440
1,415
4.000%,
4/01/38
4/26
at
100.00
AA
1,315,200
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+  
1,575,555
Nuveen
All-American
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
66
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Tennessee
(continued)
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+
$
2,974,152
4,785
5.000%,
9/01/42
9/25
at
100.00
AA+
4,925,631
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+  
6,111,180
5,080
Hendersonville
Industrial
Development
Board,
Tennessee,
Multifamily
Housing
Revenue
Bonds,
Hickory
Pointe
Poject,
Series
2010,
4.875%,
12/01/25
No
Opt.
Call
AA+  
5,270,398
670
Jackson
Energy
Authority,
Tennessee,
Gas
System
Revenue
Bonds,
Refunding
&
Improvement
Series
2015,
5.000%,
6/01/28
6/25
at
100.00
Aa2  
701,135
Jackson
Energy
Authority,
Tennessee,
Water
System
Revenue
Bonds,
Series
2012:
270
5.000%,
12/01/24
No
Opt.
Call
Aa3
280,052
140
5.000%,
12/01/25
No
Opt.
Call
Aa3
147,392
175
5.000%,
12/01/26
No
Opt.
Call
Aa3
186,862
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
A2
3,749,921
110
5.000%,
4/01/36,
(Pre-refunded
4/01/25)
4/25
at
100.00
N/R
(5)
114,291
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
A2
2,742,110
145
5.000%,
4/01/41,
(Pre-refunded
10/01/28)
10/28
at
100.00
N/R
(5)
157,273
Johnson
City
Energy
Authority,
Tennessee,
Electric
System
Revenue
Bonds,
Series
2017:
1,000
5.000%,
5/01/28
5/27
at
100.00
Aa2
1,073,330
1,000
5.000%,
5/01/29
5/27
at
100.00
Aa2
1,070,670
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)
10/22
at
100.00
Baa2
(5)
2,962,962
9,570
5.250%,
7/01/28
-
NPFG
Insured,
(ETM)
10/22
at
100.00
Baa2
(5)
10,014,048
1,130
Kingsport
Industrial
Development
Board,
Tennessee,
Multifamily
Housing
Revenue
Bonds,
Model
City
Apartments
Project,
Series
2009,
5.000%,
7/20/29
10/22
at
100.00
N/R  
1,130,023
15,315
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  
14,811,902
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
1,734,100
310
5.000%,
4/01/36
4/27
at
100.00
BBB
312,279
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+
2,990,755
5,000
5.000%,
1/01/42
1/27
at
100.00
A+
4,951,250
3,030
Knox
County
Health,
Educational
and
Housing
Facility
Board,
Tennessee,
Hospital
Revenue
Bonds,
East
Tennessee
Children's
Hospital,
Series
2019,
5.000%,
11/15/37
2/29
at
100.00
A  
3,044,514
67
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Tennessee
(continued)
$
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-  
$
1,360,104
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-
1,477,021
1,000
4.000%,
1/01/35
1/26
at
100.00
AA-
951,180
1,295
McMinnville-Warren
County
Industrial
Development
Board,
Tennessee,
Multifamily
Housing
Revenue
Bonds,
Beersheba
Heights
Towers,
Series
2009,
5.500%,
11/20/39
10/22
at
100.00
N/R  
1,310,760
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  
6,373,140
1,400
Memphis,
Tennessee,
Gas
System
Revenue
Bonds,
Series
2017,
5.000%,
12/01/31
12/27
at
100.00
Aa1  
1,501,122
195
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  
159,972
4,590
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)
10/22
at
100.00
AA+  
4,593,305
1,035
Metropolitan
Government
Nashville
&
Davidson
County
Convention
Center
Authority,
Tennessee,
Tourism
Tax
Revenue
Bonds,
Series
2010A-1,
5.000%,
7/01/26
10/22
at
100.00
A+  
1,036,304
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-  
1,489,280
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
617,741
640
5.000%,
10/01/31
10/26
at
100.00
BBB
646,016
670
5.000%,
10/01/32
10/26
at
100.00
BBB
674,455
705
5.000%,
10/01/33
10/26
at
100.00
BBB
707,524
745
5.000%,
10/01/34
10/26
at
100.00
BBB
745,633
780
5.000%,
10/01/35
10/26
at
100.00
BBB
779,680
2,750
5.000%,
10/01/45
10/26
at
100.00
BBB
2,622,923
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  
2,427,700
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  
463,397
Metropolitan
Government
of
Nashville-Davidson
County
Health
and
Educational
Facilities
Board,
Tennessee,
Revenue
Bonds,
Vanderbilt
University
Medical
Center,
Series
2016A:
3,965
5.000%,
7/01/40
7/26
at
100.00
A3
3,892,837
5,000
5.000%,
7/01/46
7/26
at
100.00
A3
4,868,000
5,240
5.000%,
7/01/46,
(UB)
(4)
7/26
at
100.00
A3
5,101,664
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  
374,667
Nuveen
All-American
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
68
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Tennessee
(continued)
$
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+  
$
5,193,700
5,750
Metropolitan
Nashville
Airport
Authority,
Tennessee,
Airport
Revenue
Bonds,
Improvement
Series
2015A,
5.000%,
7/01/45
7/25
at
100.00
A1  
5,777,025
1,000
Metropolitan
Nashville
Airport
Authority,
Tennessee,
Airport
Revenue
Bonds,
Subordinate
Series
2019A,
4.000%,
7/01/49
7/30
at
100.00
A2  
850,940
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  
1,999,880
950
Metropolitan
Nashville
Airport
Authority,
Tennessee,
Special
Facility
Revenue
Bonds,
Aero
Nashville
LLC
Project,
Refunding
Series
2010,
5.200%,
7/01/26
10/22
at
100.00
Baa3  
895,138
Nashville
Metropolitan
Development
and
Housing
Agency,
Tennessee,
Tax
increment
Bonds,
Fifth
&
Broadway
Development
Project,
Series
2018:
655
4.500%,
6/01/28,
144A
No
Opt.
Call
N/R
650,762
570
5.125%,
6/01/36,
144A
6/28
at
100.00
N/R
570,371
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+
714,714
1,000
5.000%,
8/01/45
8/25
at
100.00
A+
1,014,630
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-  
1,060,840
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
0
(5)
4,375,654
6,225
5.000%,
11/01/34,
(Pre-refunded
11/01/25),
(UB)
(4)
11/25
at
100.00
0
(5)
6,547,704
1,500
5.000%,
11/01/35,
(Pre-refunded
11/01/25)
11/25
at
100.00
AA+
(5)
1,577,760
5,000
5.000%,
11/01/40,
(Pre-refunded
11/01/25),
(UB)
(4)
11/25
at
100.00
AA+
(5)
5,259,200
1,295
5.000%,
11/01/40,
(Pre-refunded
11/01/25)
11/25
at
100.00
AA+
(5)
1,362,133
10,000
5.000%,
11/01/45,
(Pre-refunded
11/01/25),
(UB)
(4)
11/25
at
100.00
0
(5)
10,518,400
2,100
The
Tennessee
Energy
Acquisition
Corporation,
Gas
Revenue
Bonds,
Series
2006B,
5.625%,
9/01/26
No
Opt.
Call
BBB  
2,195,214
The
Tennessee
Energy
Acquisition
Corporation,
Gas
Revenue
Bonds,
Series
2006C:
600
5.000%,
2/01/23
No
Opt.
Call
A
601,530
100
5.000%,
2/01/24
No
Opt.
Call
A
100,752
5,090
5.000%,
2/01/27
No
Opt.
Call
A
5,155,610
1,700
Watauga
River
Regional
Water
Authority,
Tennessee,
Waterworks
Revenue
Bonds,
Series
2017,
4.000%,
7/01/37
7/27
at
100.00
A  
1,623,092
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+  
508,845
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  
5,106,638
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  
284,115
223,130
Total
Tennessee
224,314,236
69
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Texas
-
6.4%
$
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
0  
$
5,558,363
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
0  
2,666,288
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-
122,855
740
5.000%,
12/01/51
12/26
at
100.00
BBB-
723,883
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  
10,030,900
16,960
Austin,
Texas,
Airport
System
Revenue
Bonds,
Series
2019B,
5.000%,
11/15/44,
(AMT)
11/29
at
100.00
A1  
16,959,322
12,375
Bexar
County
Hospital
District,
Texas,
Certificates
of
Obligation,
Series
2022,
4.250%,
2/15/52
(WI/DD,
Settling
10/06/22)
2/32
at
100.00
AA+  
11,338,223
4,740
Central
Texas
Regional
Mobility
Authority,
Revenue
Bonds,
Refunding
Senior
Lien
Series
2021D,
3.000%,
1/01/46
-
BAM
Insured
7/31
at
100.00
AA  
3,261,120
5,410
Central
Texas
Regional
Mobility
Authority,
Revenue
Bonds,
Senior
Lien,
Series
2018,
5.000%,
1/01/48
1/28
at
100.00
A-  
5,424,499
2,745
Clifton
Higher
Education
Finance
Corporation,
Texas,
Education
Revenue
Bonds,
Idea
Public
Schools,
Series
2012,
5.000%,
8/15/32
10/22
at
100.00
A-  
2,746,949
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-  
1,271,988
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-  
2,315,325
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-  
9,503,478
Collin
County
Community
College
District,
Texas,
General
Obligation
Bonds,
Series
2020A:
2,070
4.000%,
8/15/36
8/29
at
100.00
AAA
2,042,904
4,105
4.000%,
8/15/37
8/29
at
100.00
AAA
3,996,833
3,300
4.000%,
8/15/38
8/29
at
100.00
AAA
3,137,343
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
0  
12,897,506
2,970
Elgin,
Bastrop
and
Travis
Counties,
Texas,
Certificates
of
Participation,
Combination
Tax
Tax
Increment
Reinvestment
Zone
1,
Subordinate
Lien
Series
2021A,
4.000%,
7/15/40
-
BAM
Insured
7/31
at
100.00
AA  
2,667,476
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  
1,607,202
Fort
Bend
Grand
Parkway
Toll
Road
Authority,
Fort
Bend
County,
Texas,
Limited
Contract
Tax
and
Toll
Road
Revenue
Bonds,
Tender
Option
Bond
Trust
2021-XG0324:
1,555
3.000%,
3/01/46,
(UB)
(4)
3/31
at
100.00
0
1,135,321
1,485
3.000%,
3/01/51,
(UB)
(4)
3/31
at
100.00
0
1,044,044
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  
7,915,456
Nuveen
All-American
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
70
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Texas
(continued)
$
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  
$
697,811
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  
1,690,150
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-  
7,153,492
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  
9,909,009
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  
245,635
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-  
432,266
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-  
1,292,871
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-  
1,005,230
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  
9,230,309
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
2,589,414
335
5.000%,
9/01/34
9/24
at
100.00
A
337,935
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
1,382,712
1,280
5.000%,
8/15/35
8/25
at
100.00
A
1,291,098
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  
6,724,166
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+  
1,817,478
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-  
6,023,990
4,520
Mission
Economic
Development
Corporation,
Texas,
Revenue
Bonds,
Natgasoline
Project,
Senior
Lien
Series
2018,
4.625%,
10/01/31,
(AMT),
144A
10/22
at
104.00
BB-  
4,459,477
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
(7)
1/26
at
102.00
N/R  
90,204
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-
530,277
805
5.000%,
11/01/51
11/23
at
103.00
BBB-
624,785
71
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Texas
(continued)
$
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  
$
443,243
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+
(5)
1,157,266
1,550
5.000%,
11/15/46,
(Pre-refunded
11/15/24)
11/24
at
102.00
BB+
(5)
1,630,693
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  
637,628
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  
8,486,262
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
16,005,000
19,015
5.500%,
1/01/57
1/28
at
103.00
N/R
14,498,177
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
(5)
31,586
360
5.000%,
4/01/36,
(Pre-refunded
4/01/26)
4/26
at
100.00
N/R
(5)
379,026
65
5.000%,
4/01/48,
(Pre-refunded
4/01/26)
4/26
at
100.00
N/R
(5)
68,435
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  
6,542,386
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
(5)
1,342,384
1,290
5.000%,
4/01/36,
(Pre-refunded
4/01/26)
4/26
at
100.00
N/R
(5)
1,358,177
2,445
5.000%,
4/01/48,
(Pre-refunded
4/01/26)
4/26
at
100.00
N/R
(5)
2,574,218
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  (5)
1,280,125
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  (5)
3,072,300
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)
7/25
at
100.00
Caa1  
8,500,000
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  (5)
13,553,651
7,000
North
Texas
Tollway
Authority,
System
Revenue
Bonds,
Refunding
First
Tier
Series
2022A,
4.125%,
1/01/40
(WI/DD,
Settling
10/11/22)
1/32
at
100.00
A1  
6,545,910
Nuveen
All-American
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
72
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Texas
(continued)
$
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+  
$
8,260,490
30,670
North
Texas
Tollway
Authority,
System
Revenue
Bonds,
Refunding
Second
Tier
Series
2021B,
3.000%,
1/01/51
-
BAM
Insured
1/31
at
100.00
A2  
21,620,510
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  
4,523,954
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  
4,735,041
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
663,594
1,805
5.000%,
2/01/34
2/24
at
100.00
Ba1
1,822,400
385
5.125%,
2/01/39
2/24
at
100.00
Ba1
388,357
645
SA
Energy
Acquisition
Public
Facilities
Corporation,
Texas,
Gas
Supply
Revenue
Bonds,
Series
2007,
5.500%,
8/01/27
No
Opt.
Call
A2  
672,864
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-  
6,166,104
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  
3,026,550
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+  
3,537,260
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  
9,822,980
Texas
Private
Activity
Bond
Surface
Transportation
Corporation,
Senior
Lien
Revenue
Bonds,
LBJ
Infrastructure
Group
LLC
IH-635
Managed
Lanes
Project,
Refunding  Series
2020A:
1,000
4.000%,
12/31/34
12/30
at
100.00
Baa2
903,810
1,680
4.000%,
12/31/37
12/30
at
100.00
Baa2
1,477,510
1,750
4.000%,
6/30/38
12/30
at
100.00
Baa2
1,528,345
2,845
4.000%,
12/31/38
12/30
at
100.00
Baa2
2,477,284
1,300
4.000%,
6/30/39
12/30
at
100.00
Baa2
1,123,668
4,050
4.000%,
12/31/39
12/30
at
100.00
Baa2
3,490,411
1,250
4.000%,
6/30/40
12/30
at
100.00
Baa2
1,070,062
7,300
Texas
Private
Activity
Bond
Surface
Transportation
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  
7,451,329
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-  
10,027,500
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  
1,077,215
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  
1,189,616
384,475
Total
Texas
351,058,908
Utah
-
1.3%
5,780
Military
Installation
Development
Authority,
Utah,
Tax
Allocation
Revenue
Bonds,
Series
2021A-2,
4.000%,
6/01/52
9/26
at
103.00
N/R  
4,016,406
73
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Utah
(continued)
$
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  
$
1,915,238
Salt
Lake
City,
Utah,
Airport
Revenue
Bonds,
International
Airport
Series
2017A:
3,000
5.000%,
7/01/42,
(AMT)
7/27
at
100.00
A
2,999,850
17,000
5.000%,
7/01/47,
(AMT)
7/27
at
100.00
A
17,000,680
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
8,186,544
12,610
5.250%,
7/01/48,
(AMT)
7/28
at
100.00
A
12,727,273
3,000
Salt
Lake
City,
Utah,
Airport
Revenue
Bonds,
International
Airport
Series
2021A,
5.000%,
7/01/46,
(AMT)
7/31
at
100.00
A  
3,000,990
9,350
University
of
Utah,
General
Revenue
Bonds,
Green
Series
2022B,
5.000%,
8/01/38
8/32
at
100.00
AA+  
10,034,794
2,000
Utah
Charter
School
Finance
Authority,
Charter
School
Revenue
Bonds,
Providence
Hall
Projects,
Refunding
Serier
2021A,
4.000%,
10/15/46
10/31
at
100.00
Aa2  
1,679,220
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  
1,547,731
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+  
7,058,310
72,225
Total
Utah
70,167,036
Virgin
Islands
-
0.1%
Matching
Fund
Special
Purpose
Securitization
Corporation,
Virgin
Islands,
Revenue
Bonds,
Series
2022A:
4,800
5.000%,
10/01/30
No
Opt.
Call
N/R
4,909,728
1,590
5.000%,
10/01/32
No
Opt.
Call
N/R
1,620,814
6,390
Total
Virgin
Islands
6,530,542
Virginia
-
1.1%
5,850
Lynchburg
Economic
Development
Authority,
Virginia,
Hospital
Revenue
Bonds,
Centra
Health
Obligated
Group,
Refunding
Series
2021,
4.000%,
1/01/55
1/32
at
100.00
A-  
4,731,246
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
4,132,998
2,425
4.500%,
9/01/45,
144A
9/27
at
100.00
N/R
1,973,004
5,600
5.000%,
9/01/45,
144A
9/27
at
100.00
N/R
4,927,496
4,010
Tobacco
Settlement
Financing
Corporation
of
Virginia,
Tobacco
Settlement
Asset
Backed
Bonds,
Series
2007B1,
5.000%,
6/01/47
10/22
at
100.00
B-  
3,719,997
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+  
932,400
2,000
Virginia
Port
Authority,
Port
Facilities
Revenue
Bonds,
Refunding
Series
2016B,
5.000%,
7/01/41,
(AMT)
7/26
at
100.00
A1  
2,049,520
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  
1,842,500
Nuveen
All-American
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
74
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:
$
3,400
5.000%,
12/31/47,
(AMT)
6/27
at
100.00
BBB
$
3,249,550
1,740
5.000%,
12/31/49,
(AMT)
6/27
at
100.00
BBB
1,653,035
3,365
5.000%,
12/31/52,
(AMT)
6/27
at
100.00
BBB
3,174,743
13,250
5.000%,
12/31/56,
(AMT)
6/27
at
100.00
BBB
12,367,152
6,240
Virginia
Small
Business
Financing
Authority,
Revenue
Bonds,
95
Express
Lanes
LLC
Project,
Refunding
Senior
Lien
Series
2022,
5.000%,
12/31/57,
(AMT)
12/32
at
100.00
Baa1  
5,986,531
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
2,873,654
6,340
4.000%,
1/01/51
7/27
at
103.00
A
5,191,826
65,155
Total
Virginia
58,805,652
Washington
-
2.8%
Energy
Northwest,
Washington,
Electric
Revenue
Bonds,
Columbia
Generating
Station,
Bonneville
Power
Administration,
Refunding
Series
2022A:
12,475
5.000%,
7/01/35
7/32
at
100.00
AA-
13,538,369
2,525
5.000%,
7/01/36
7/32
at
100.00
Aa2
2,737,150
130
Ocean
Shores,
Washington,
Local
Improvement
District
2007-01
Bonds,
2011,
7.250%,
2/01/31
No
Opt.
Call
BBB+  
141,904
5,385
Port
of
Seattle,
Washington,
Revenue
Bonds,
Intermediate
Lien
Series
2018A,
5.000%,
5/01/30,
(AMT)
5/27
at
100.00
AA-  
5,594,423
Port
of
Seattle,
Washington,
Revenue
Bonds,
Intermediate
Lien
Series
2019:
10,000
5.000%,
4/01/38,
(AMT)
4/29
at
100.00
AA-
10,168,000
7,225
5.000%,
4/01/39,
(AMT)
4/29
at
100.00
AA-
7,314,734
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
3,912,631
1,950
5.000%,
12/01/31
12/26
at
100.00
Baa2
1,985,880
4,000
5.000%,
12/01/32
12/26
at
100.00
Baa2
4,049,760
1,120
5.000%,
12/01/37
12/26
at
100.00
Baa2
1,121,568
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-  (5)
1,641,520
5,710
Washington
Health
Care
Facilities
Authority,
Revenue
Bonds,
Providence
Health
&
Services,
Series
2014D,
5.000%,
10/01/41
10/24
at
100.00
A+  
5,685,904
6,000
Washington
Health
Care
Facilities
Authority,
Revenue
Bonds,
Providence
Saint
Joseph
Health,
Refunding
Series
2021B,
4.000%,
10/01/42,
(Mandatory
Put
10/01/30)
No
Opt.
Call
A+  
5,952,300
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-
5,231,075
1,775
5.000%,
8/15/35
8/27
at
100.00
BBB-
1,790,070
2,500
5.000%,
8/15/36
8/27
at
100.00
BBB-
2,515,425
2,400
5.000%,
8/15/37
8/27
at
100.00
BBB-
2,403,912
5,010
4.000%,
8/15/42
8/27
at
100.00
BBB-
4,161,907
75
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Washington
(continued)
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
$
5,495,940
5,930
5.000%,
12/01/46
12/26
at
100.00
Ba1
5,277,759
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  
3,695,667
12,000
Washington
State
Convention
Center
Public
Facilities
District,
Lodging
Tax
Revenue
Bonds,
Series
2018,
5.000%,
7/01/48
7/28
at
100.00
BBB-  
11,225,640
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
837,330
1,025
4.000%,
5/01/50
5/30
at
100.00
A
836,636
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
996,777
2,000
5.000%,
7/01/46,
144A
7/26
at
100.00
N/R
1,660,340
3,805
5.000%,
7/01/51,
144A
7/26
at
100.00
N/R
3,082,963
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-  
1,108,272
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-  
2,073,474
8,520
Washington
State,
General
Obligation
Bonds,
Various
Purpose
Series
2015B,
5.000%,
2/01/36
2/25
at
100.00
Aaa  
8,769,551
25,000
Washington
State,
General
Obligation
Bonds,
Various
Purpose
Series
2023A,
5.000%,
8/01/43
8/32
at
100.00
Aaa  
26,673,250
153,325
Total
Washington
151,680,131
West
Virginia
-
0.3%
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+  
14,977,495
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  
2,448,530
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  
1,406,735
19,460
Total
West
Virginia
18,832,760
Wisconsin
-
2.4%
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  
1,164,550
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
746,760
1,380
5.000%,
6/15/54,
144A
6/30
at
100.00
Ba1
1,186,910
Nuveen
All-American
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
76
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Wisconsin
(continued)
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-
$
501,742
200
5.000%,
7/01/55,
144A
7/28
at
100.00
BB-
166,032
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  
1,600,094
105
Public
Finance
Authority
of
Wisconsin,
Charter
School
Revenue
Bonds,
Voyager
Foundation
Inc.
of
North
Carolina,
Series
2012A,
5.500%,
10/01/22,
(ETM)
No
Opt.
Call
Baa3  (5)
105,000
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
(7)
No
Opt.
Call
N/R
221
10
0.000%,
1/01/48,
144A
(7)
No
Opt.
Call
N/R
185
9
0.000%,
1/01/49,
144A
(7)
No
Opt.
Call
N/R
173
9
0.000%,
1/01/50,
144A
(7)
No
Opt.
Call
N/R
156
9
0.000%,
1/01/51,
144A
(7)
No
Opt.
Call
N/R
146
12
0.000%,
1/01/52,
144A
(7)
No
Opt.
Call
N/R
178
11
0.000%,
1/01/53,
144A
(7)
No
Opt.
Call
N/R
167
11
0.000%,
1/01/54,
144A
(7)
No
Opt.
Call
N/R
153
11
0.000%,
1/01/55,
144A
(7)
No
Opt.
Call
N/R
143
11
0.000%,
1/01/56,
144A
(7)
No
Opt.
Call
N/R
134
579
5.500%,
7/01/56,
144A
(7)
3/28
at
100.00
N/R
330,631
12
0.000%,
1/01/57,
144A
(7)
No
Opt.
Call
N/R
140
11
0.000%,
1/01/58,
144A
(7)
No
Opt.
Call
N/R
130
11
0.000%,
1/01/59,
144A
(7)
No
Opt.
Call
N/R
121
11
0.000%,
1/01/60,
144A
(7)
No
Opt.
Call
N/R
112
11
0.000%,
1/01/61,
144A
(7)
No
Opt.
Call
N/R
104
11
0.000%,
1/01/62,
144A
(7)
No
Opt.
Call
N/R
96
10
0.000%,
1/01/63,
144A
(7)
No
Opt.
Call
N/R
90
10
0.000%,
1/01/64,
144A
(7)
No
Opt.
Call
N/R
84
10
0.000%,
1/01/65,
144A
(7)
No
Opt.
Call
N/R
78
11
0.000%,
1/01/66,
144A
(7)
No
Opt.
Call
N/R
78
128
0.000%,
1/01/67,
144A
(7)
No
Opt.
Call
N/R
853
77
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Wisconsin
(continued)
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
(7)
No
Opt.
Call
N/R
$
582
27
0.000%,
1/01/47,
144A
(7)
No
Opt.
Call
N/R
536
26
0.000%,
1/01/48,
144A
(7)
No
Opt.
Call
N/R
509
26
0.000%,
1/01/49,
144A
(7)
No
Opt.
Call
N/R
480
26
0.000%,
1/01/50,
144A
(7)
No
Opt.
Call
N/R
442
28
0.000%,
1/01/51,
144A
(7)
No
Opt.
Call
N/R
462
727
1.000%,
7/01/51,
144A
2051
2051
(7)
3/28
at
100.00
N/R
343,499
28
0.000%,
1/01/52,
144A
(7)
No
Opt.
Call
N/R
429
28
0.000%,
1/01/53,
144A
(7)
No
Opt.
Call
N/R
404
27
0.000%,
1/01/54,
144A
(7)
No
Opt.
Call
N/R
379
27
0.000%,
1/01/55,
144A
(7)
No
Opt.
Call
N/R
356
27
0.000%,
1/01/56,
144A
(7)
No
Opt.
Call
N/R
336
27
0.000%,
1/01/57,
144A
(7)
No
Opt.
Call
N/R
316
26
0.000%,
1/01/58,
144A
(7)
No
Opt.
Call
N/R
296
26
0.000%,
1/01/59,
144A
(7)
No
Opt.
Call
N/R
281
26
0.000%,
1/01/60,
144A
(7)
No
Opt.
Call
N/R
263
25
0.000%,
1/01/61,
144A
(7)
No
Opt.
Call
N/R
245
25
0.000%,
1/01/62,
144A
(7)
No
Opt.
Call
N/R
231
25
0.000%,
1/01/63,
144A
(7)
No
Opt.
Call
N/R
217
25
0.000%,
1/01/64,
144A
(7)
No
Opt.
Call
N/R
206
24
0.000%,
1/01/65,
144A
(7)
No
Opt.
Call
N/R
193
24
0.000%,
1/01/66,
144A
(7)
No
Opt.
Call
N/R
176
314
0.000%,
1/01/67,
144A
(7)
No
Opt.
Call
N/R
2,086
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+  
1,674,849
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
(5)
1,617,245
5,000
6.250%,
12/01/42,
(Pre-refunded
12/01/22)
12/22
at
100.00
N/R
(5)
5,024,450
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  
3,178,662
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
467,819
1,675
4.000%,
7/01/51
1/31
at
100.00
BBB
1,299,197
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  
1,646,741
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
A-  
649,939
8,000
Public
Finance
Authority
of
Wisconsin,
Hospital
Revenue
Bonds,
WakeMed,
Series
2019A,
4.000%,
10/01/49
4/29
at
100.00
A+  
6,749,280
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  
11,795,140
5,000
Public
Finance
Authority
of
Wisconsin,
Pollution
Control
Revenue
Bonds,
Duke
Energy
Progress
Project,
Refunding
Series
2022B,
4.000%,
10/01/46,
(Mandatory
Put
10/01/30)
No
Opt.
Call
A  
4,857,350
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  
1,955,005
Nuveen
All-American
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
78
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Wisconsin
(continued)
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
$
2,085,981
3,225
4.250%,
7/01/54,
(AMT)
7/31
at
100.00
N/R
2,174,327
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-  
12,068,061
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  
4,919,450
18,000
Wisconsin
Health
and
Educational
Facilities
Authority,
Revenue
Bonds,
Mercy
Alliance,
Inc.,
Series
2012,
5.000%,
6/01/32
10/22
at
100.00
A3  
18,004,140
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
1,693,993
1,000
5.375%,
10/01/44
10/22
at
102.00
N/R
890,690
3,500
5.500%,
10/01/49
10/22
at
102.00
N/R
3,126,375
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  
1,816,160
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-  
4,922,400
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+  
437,084
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
3,003,870
2,100
4.350%,
7/01/36
10/22
at
100.00
A
2,025,723
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-  
2,326,656
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+
(5)
3,224,657
275
5.000%,
8/15/43,
(Pre-refunded
8/15/23)
8/23
at
100.00
A
(5)
279,301
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
4,496,400
4,435
5.000%,
12/01/44
12/22
at
102.00
N/R
3,663,665
4,225
5.250%,
12/01/49
12/22
at
102.00
N/R
3,527,072
79
Investment
in
Derivatives
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Wisconsin
(continued)
$
6,185
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  
$
5,769,368
150,430
Total
Wisconsin
131,480,610
$
6,359,927
Total
Municipal
Bonds
(cost
$6,158,385,608)
5,589,205,805
Shares
Description
(1)
Value
X
54,076,488
COMMON
STOCKS
-
1.0%
X
54,076,488
Independent
Power
and
Renewable
Electricity
Producers
-
1.0%
719,217
Energy
Harbor
Corp
(10),(11),(12)
$
54,076,488
Total
Common
Stocks
(cost
$14,257,608)
54,076,488
Principal
Amount
(000)
Description
(1)
Coupon
(13)
Reference
Rate
(13)
Spread
(13)
Maturity
(14)
Ratings
(3)
Value
49,227
VARIABLE
RATE
SENIOR
LOAN
INTERESTS
-
0.0%
(13)
X
49,227
Hotels,
Restaurants
&
Leisure
-
0.0%
$
49
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
$
49,227
$
49
Total
Variable
Rate
Senior
Loan
Interests
(cost
$49,227)
49,227
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(3)
Value
X
583,758
CORPORATE
BONDS
-
0.0%
X
583,758
Independent
Power
and
Renewable
Electricity
Producers
-
0.0%
$
3,620
Talen
Energy
Corp
0.000%
8/31/23
N/R
$
583,758
$
3,620
Total
Corporate
Bonds
(cost
$–)
583,758
Total
Long-Term
Investments
(cost
$6,172,692,443)
5,643,915,278
Floating
Rate
Obligations
-
(5.3)%
(288,605,000)
Other
Assets
Less
Liabilities
-   2.3%(16)
124,104,962
Net
Assets
-
100%
$
5,479,415,240
Futures
Contracts
-
Short
Description
Number
of
Contracts
Expiration
Date
Notional
Amount
Value
Unrealized
Appreciation
(Depreciation)
U.S.
Treasury
5-Year
Note
(7,411)
12/22
$
(824,806,911)
$
(796,740,402)
$
28,066,509
U.S.
Treasury
10-Year
Note
(4,604)
12/22
(540,693,212)
(515,935,750)
24,757,462
Total
$(1,365,500,123)
$(1,312,676,152)
$52,823,971
(1)
All
percentages
shown
in
the
Portfolio
of
Investments
are
based
on
net
assets.
(2)
Optional
Call
Provisions:
Dates
(month
and
year)
and
prices
of
the
earliest
optional
call
or
redemption.
There
may
be
other
call
provisions
at
varying
prices
at
later
dates.
Certain
mortgage-backed
securities
may
be
subject
to
periodic
principal
paydowns.
(3)
For
financial
reporting
purposes,
the
ratings
disclosed
are
the
highest
of
Standard
&
Poor’s
Group
(“Standard
&
Poor’s”),
Moody’s
Investors
Service,
Inc.
(“Moody’s”)
or
Fitch,
Inc.
(“Fitch”)
rating.
This
treatment
of
split-rated
securities
may
differ
from
that
used
for
other
purposes,
such
as
for
Fund
investment
policies.
Ratings
below
BBB
by
Standard
&
Poor’s,
Baa
by
Moody’s
or
BBB
by
Fitch
are
considered
to
be
below
investment
grade.
Holdings
designated
N/R
are
not
rated
by
any
of
these
national
rating
agencies.
(4)
Investment,
or
portion
of
investment,
has
been
pledged
to
collateralize
the
net
payment
obligations
for
investments
in
inverse
floating
rate
transactions.
(5)
Backed
by
an
escrow
or
trust
containing
sufficient
U.S.
Government
or
U.S.
Government
agency
securities,
which
ensure
the
timely
payment
of
principal
and
interest.
Nuveen
All-American
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
80
(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
3.
(9)
Variable
rate
security.
The
rate
shown
is
the
coupon
as
of
the
end
of
the
reporting
period.
(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
prepay,
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
2022
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.
(16)
Other
assets
less
liabilities
includes
the
unrealized
appreciation
(depreciation)
of
certain
over-the-counter
(“OTC”)
derivatives
as
presented
on
the
Statement
of
Assets
and
Liabilities,
when
applicable.
The
unrealized
appreciation
(depreciation)
of
OTC
cleared
and
exchange-traded
derivatives
is
recognized
as
part
of
the
cash
collateral
at
brokers
and/or
the
receivable
or
payable
for
variation
margin
as
presented
on
the
Statement
of
Assets
and
Liabilities,
when
applicable.
144A
Investment
is
exempt
from
registration
under
Rule
144A
of
the
Securities
Act
of
1933,
as
amended.
These
investments
may
only
be
resold
in
transactions
exempt
from
registration,
which
are
normally
those
transactions
with
qualified
institutional
buyers.
AMT
Alternative
Minimum
Tax
ETM
Escrowed
to
maturity
LIBOR
London
Inter-Bank
Offered
Rate
N/A
Not
Applicable.
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.
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
81
Nuveen
Intermediate
Duration
Municipal
Bond
Fund
Portfolio
of
Investments
September
30,
2022
(Unaudited)
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
LONG-TERM
INVESTMENTS
-
99.1%  
X
7,786,850,283
MUNICIPAL
BONDS
-
96.5%
X
7,786,850,283
Alabama
-
2.2%
$
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  
$
7,937,565
5,820
Birmingham-Jefferson
Civic
Center
Authority,
Alabama,
Special
Tax
Bonds,
Series
2018A,
4.000%,
7/01/37
7/28
at
100.00
Aa3  
5,367,670
2,880
Birmingham-Jefferson
Civic
Center
Authority,
Alabama,
Special
Tax
Bonds,
Series
2018B,
5.000%,
7/01/37
7/28
at
100.00
A1  
2,957,760
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  
6,653,536
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  
6,624,434
4,860
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
A2  
4,735,487
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
Baa1  
6,541,991
7,865
Black
Belt
Energy
Gas
District,
Alabama,
Gas
PrePay
Revenue
Bonds,
Series
2022B-1,
4.000%,
4/01/53,
(Mandatory
Put
10/01/27)
7/27
at
100.42
A2  
7,577,141
5,345
Black
Belt
Energy
Gas
District,
Alabama,
Gas
Supply
Revenue
Bonds,
Series
2021A,
4.000%,
6/01/51,
(Mandatory
Put
12/01/31)
9/31
at
100.53
Aa2  
5,144,135
3,665
Black
Belt
Energy
Gas
District,
Alabama,
Gas
Supply
Revenue
Bonds,
Series
2022
Sub
D-1,
4.000%,
7/01/52,
(Mandatory
Put
6/01/27)
3/27
at
100.17
Aa1  
3,631,978
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
1,099,152
1,000
5.000%,
8/01/28
-
AGM
Insured
No
Opt.
Call
AA
1,072,190
1,000
5.000%,
8/01/30
-
AGM
Insured
No
Opt.
Call
AA
1,086,220
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  
6,868,567
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  
28,695,457
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  
903,803
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-
2,089,297
3,555
5.000%,
3/01/24
No
Opt.
Call
BBB-
3,603,206
2,235
5.000%,
3/01/25
No
Opt.
Call
BBB-
2,217,746
1,725
5.000%,
3/01/26
No
Opt.
Call
BBB-
1,700,488
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  
7,715,323
Nuveen
Intermediate
Duration
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
82
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  
$
12,525,672
18,505
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  
18,460,588
10,000
Southeast
Energy
Authority,
Alabama,
Commodity
Supply
Revenue
Bonds,
Project
2,
Series
2021B-1,
4.000%,
12/01/51,
(Mandatory
Put
12/01/31)
9/31
at
100.62
A1  
9,282,500
11,950
Southeast
Energy
Authority,
Alabama,
Commodity
Supply
Revenue
Bonds,
Project
4,
Series
2022B-1,
5.000%,
5/01/53,
(Mandatory
Put
8/01/28)
5/28
at
100.34
A2  
11,964,579
630
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  
616,027
10,190
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  
8,845,659
180,230
Total
Alabama
175,918,171
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
AA+
1,373,472
Arizona
-
1.5%
980
Arizona
Board
of
Regents,
Univeristy
of
Arizona,
SPEED
Revenue
Bonds,
Stimulus
Plan
for
Economic
and
Educational
Development,
Series
2020C.
Forward
Delivery,
5.000%,
8/01/26
No
Opt.
Call
Aa3  
1,043,053
Arizona
State,
Certificates
of
Participation,
Refunding
Series
2019A:
5,630
5.000%,
10/01/26,
(ETM)
No
Opt.
Call
Aa2
(4)
6,008,843
16,880
5.000%,
10/01/27,
(ETM)
No
Opt.
Call
Aa2
(4)
18,267,536
12,550
5.000%,
10/01/28,
(ETM)
No
Opt.
Call
Aa2
(4)
13,754,549
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+  
21,193,545
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+  
2,439,520
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+  
18,330,594
5,000
Chandler
Industrial
Development
Authority,
Arizona,
Industrial
Development
Revenue
Bonds,
Intel
Corporation
Project,
Series
2022-
1,
5.000%,
9/01/42,
(AMT),
(Mandatory
Put
9/01/27)
3/27
at
100.00
A+  
5,176,150
775
Glendale
Industrial
Development
Authority,
Arizona,
Revenue
Bonds,
Midwestern
University,
Refunding
Series
2020,
4.000%,
5/15/26
No
Opt.
Call
AA  
789,004
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
BB+  
716,192
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+  
1,856,322
83
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
2021A:
$
450
5.000%,
9/01/27
No
Opt.
Call
A+
$
471,825
720
5.000%,
9/01/28
No
Opt.
Call
A+
756,965
3,145
Maricopa
County
Industrial
Development
Authority,
Arizona,
Revenue
Bonds,
Banner
Health,
Variable
Rate
Series
2019C,
3.030%,
1/01/35,
(Mandatory
Put
10/18/24)
(SIFMA
reference
rate
+
0.570%
spread)
(5)
10/23
at
100.00
AA-  
3,128,017
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+  
2,066,324
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
3,815,560
4,220
5.000%,
8/01/27
-
AGM
Insured
No
Opt.
Call
AA
4,503,879
3,975
5.000%,
8/01/28
-
AGM
Insured
No
Opt.
Call
AA
4,279,247
430
Northern
Arizona
University,
System
Revenue
Bonds,
Refunding
Series
2014,
5.000%,
6/01/23
No
Opt.
Call
A+  
434,777
640
Phoenix
Civic
Improvement
Corporation,
Arizona,
Water
System
Revenue
Bonds,
Junior
Lien
Series
2021A,
5.000%,
7/01/26
No
Opt.
Call
AAA  
680,365
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-  
2,657,394
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+  
843,006
Salt
Verde
Financial
Corporation,
Arizona,
Senior
Gas
Revenue
Bonds,
Citigroup
Energy
Inc
Prepay
Contract
Obligations,
Series
2007:
2,735
5.000%,
12/01/32
No
Opt.
Call
A3
2,757,454
1,280
5.000%,
12/01/37
No
Opt.
Call
A3
1,261,159
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  
1,633,915
115,805
Total
Arizona
118,865,195
Arkansas
-
0.7%
3,925
Arkansas
Development
Finance
Authority,
Arkansas,
Environmental
Improvement
Revenue
Bonds,
United
States
Steel
Corporation,
Green
Series
2022,
5.450%,
9/01/52,
(AMT),
144A
9/25
at
105.00
BB  
3,550,987
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  
11,660,423
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+  
11,913,721
1,000
Arkansas
State
University,
Student
Fee
Revenue
Bonds,
Jonesboro
Campus,
Series
2013,
5.000%,
12/01/33
12/23
at
100.00
A1  
1,021,880
Hot
Springs
School
District
6,
Garland
County,
Arkansas,
General
Obligation
Bonds,
Refunding
Series
2021:
2,305
2.000%,
6/01/29
12/26
at
100.00
Aa2
2,002,077
2,500
2.000%,
6/01/30
12/26
at
100.00
Aa2
2,115,750
2,905
2.000%,
6/01/31
12/26
at
100.00
Aa2
2,386,719
Nuveen
Intermediate
Duration
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
84
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Arkansas
(continued)
Little
Rock,
Arkansas,
Hotel
and
Restaurant
Gross
Receipts
Tax
Bonds,
Series
2014:
$
820
5.000%,
7/01/23
No
Opt.
Call
A+
$
830,455
1,610
5.000%,
7/01/26
7/24
at
100.00
A+
1,657,865
1,485
5.000%,
7/01/28
7/24
at
100.00
A+
1,527,872
1,935
5.000%,
7/01/29
7/24
at
100.00
A+
1,990,864
1,005
5.000%,
7/01/30
7/24
at
100.00
A+
1,034,014
4,595
5.000%,
7/01/34
7/24
at
100.00
A+
4,724,487
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
2,230,898
1,820
5.000%,
12/01/27
12/24
at
100.00
A
1,860,713
University
of
Arkansas,
Fayetteville,
Various
Facilities
Revenue
Bonds,
Refunding
&
Improvement
Series
2019A:
1,245
5.000%,
11/01/34
5/29
at
100.00
Aa2
1,314,222
1,260
5.000%,
11/01/35
5/29
at
100.00
Aa2
1,324,273
56,355
Total
Arkansas
53,147,220
California
-
4.2%
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-
1,273,375
1,310
5.000%,
6/01/32
6/30
at
100.00
A-
1,355,117
635
5.000%,
6/01/33
6/30
at
100.00
A-
653,440
10
4.000%,
6/01/34
6/30
at
100.00
A-
9,314
1,105
4.000%,
6/01/35
6/30
at
100.00
A-
1,018,235
1,575
4.000%,
6/01/36
6/30
at
100.00
A-
1,438,385
415
4.000%,
6/01/37
6/30
at
100.00
A-
374,832
2,460
4.000%,
6/01/38
6/30
at
100.00
A-
2,198,773
700
4.000%,
6/01/39
6/30
at
100.00
A-
618,926
965
4.000%,
6/01/40
6/30
at
100.00
A-
845,350
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+  
6,867,838
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+
1,216,797
1,845
5.000%,
8/15/36
8/27
at
100.00
BBB+
1,855,590
California
Health
Facilities
Financing
Authority,
Revenue
Bonds,
Providence
Saint
Joseph
Health,
Term
Rate
Series
2019C:
695
5.000%,
10/01/39,
(Mandatory
Put
10/01/25)
10/25
at
100.00
A+
718,894
520
5.000%,
10/01/39,
(Pre-refunded
10/01/25)
10/25
at
100.00
N/R
(4)
546,900
20,247
California
Housing
Finance
Agency,
Municipal
Certificate
Revenue
Bonds,
Class
A
Series
2019-2,
4.000%,
3/20/33
No
Opt.
Call
BBB+  
19,269,666
5,683
California
Housing
Finance
Agency,
Municipal
Certificate
Revenue
Bonds,
Class
A
Series
2021-1,
3.500%,
11/20/35
No
Opt.
Call
BBB+  
4,913,489
14,819
California
Housing
Finance
Agency,
Municipal
Certificate
Revenue
Bonds,
Class
A
Series
2021-2,
3.750%,
3/25/35
2021
1
No
Opt.
Call
AA+  
13,608,092
1,452
California
Housing
Finance
Agency,
Municipal
Certificate
Revenue
Bonds,
Class
A
Series
2021-3,
3.250%,
8/20/36
No
Opt.
Call
BBB  
1,243,640
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
10/22
at
100.00
Aaa  
9,889,900
85
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
California
(continued)
$
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
AAA  
$
5,953,182
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
5,118,487
4,000
5.000%,
12/31/33,
(AMT)
6/28
at
100.00
BBB-
4,032,600
5,000
5.000%,
12/31/34,
(AMT)
6/28
at
100.00
BBB-
5,028,550
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-  
5,394,073
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-  
24,045,262
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-  
11,948,510
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
5,510,281
5,990
5.250%,
12/01/34
12/24
at
100.00
BB
6,050,259
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
1,506,525
2,695
5.000%,
12/01/31,
144A
6/26
at
100.00
BB
2,662,121
4,200
5.000%,
12/01/36,
144A
6/26
at
100.00
BB
4,053,840
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
2,468,698
3,790
5.250%,
12/01/38,
144A
6/28
at
100.00
BB
3,726,290
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)
944,399
5,405
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-  
5,884,207
20
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  
20,062
2,250
California
Statewide
Community
Development
Authority,
Revenue
Bonds,
Kaiser
Permanente
System,
Variable
Rate
Demand
Obligation
Series
2004M,
5.000%,
4/01/38,
(Mandatory
Put
11/01/29)
No
Opt.
Call
AA-  
2,449,485
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  
3,271,450
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  
4,700,250
4,285
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  
3,073,802
Nuveen
Intermediate
Duration
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
86
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
California
(continued)
$
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  
$
3,289,096
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)
2,871,097
1,635
5.000%,
1/01/24,
(Pre-refunded
1/01/23)
1/23
at
100.00
N/R
(4)
1,641,344
1,325
5.000%,
1/01/25,
(Pre-refunded
1/01/23)
1/23
at
100.00
N/R
(4)
1,330,141
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
1,517,273
2,200
5.000%,
8/01/34
-
AGM
Insured
8/27
at
100.00
AA
2,328,502
2,280
5.000%,
8/01/35
-
AGM
Insured
8/27
at
100.00
AA
2,409,800
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  
2,082,414
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  
1,118,585
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
1,015,890
1,015
5.000%,
9/01/32
9/24
at
100.00
N/R
1,028,774
465
5.000%,
9/01/34
9/24
at
100.00
N/R
470,273
1,825
Lake
Elsinore
Redevelopment
Agency,
California,
Special
Tax
Bonds,
Community
Facilities
District
90-2,
Series
2007A,
4.500%,
10/01/24
-
AGM
Insured
10/22
at
100.00
AA  
1,826,186
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  
1,671,402
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  
13,836,208
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  
5,093,000
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+
1,091,970
1,240
5.000%,
9/01/25
9/24
at
100.00
A+
1,279,283
1,010
5.000%,
9/01/26
9/24
at
100.00
A+
1,043,178
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  
419,432
5,395
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  
5,684,604
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  
13,207,623
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  
10,551,371
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  
9,003,514
87
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
California
(continued)
$
4,085
Palomar
Pomerado
Health,
California,
General
Obligation
Bonds,
Series
2009A,
0.000%,
8/01/23
-
AGC
Insured
No
Opt.
Call
AA  
$
3,960,857
5,355
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  
3,250,431
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  
2,310,563
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
1,220,736
2,000
0.000%,
10/01/36
No
Opt.
Call
A
1,037,320
14,515
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-  
12,880,030
805
San
Diego
Unified
School
District,
San
Diego
County,
California,
General
Obligation
Bonds,
2012
Election
Green
Series
2022O-2,
4.250%,
7/01/47
(WI/DD,
Settling
10/4/22)
7/32
at
100.00
AAA  
781,108
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)
5,274,042
21,260
5.000%,
1/15/34,
(Pre-refunded
1/15/25)
1/25
at
100.00
A-
(4)
22,093,817
Santa
Ana
Financing
Authority,
California,
Lease
Revenue
Bonds,
Police
Administration
and
Housing
Facility,
Series
1994A:
980
6.250%,
7/01/24,
(ETM)
No
Opt.
Call
Baa2
(4)
1,016,240
1,635
6.250%,
7/01/24
No
Opt.
Call
Baa2
1,694,727
University
of
California,
General
Revenue
Bonds,
Limited
Project
Series
2018O:
4,605
5.000%,
5/15/32
5/28
at
100.00
AA-
5,007,062
3,645
5.000%,
5/15/33
5/28
at
100.00
AA-
3,943,453
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  
1,971,820
3,000
Victor
Valley
Union
High
School
District,
San
Bernardino
County,
California,
General
Obligation
Bonds,
Series
2009A,
5.750%,
8/01/31
-
AGC
Insured
8/26
at
100.00
AA  
3,263,400
Washington
Township
Health
Care
District,
California,
Revenue
Bonds,
Refunding
Series
2015A:
1,540
5.000%,
7/01/24
No
Opt.
Call
Baa2
1,568,475
1,415
5.000%,
7/01/25
No
Opt.
Call
Baa2
1,441,022
1,450
3.250%,
7/01/27
7/25
at
100.00
Baa2
1,340,655
1,435
3.500%,
7/01/28
7/25
at
100.00
Baa2
1,333,732
1,355
3.750%,
7/01/29
7/25
at
100.00
Baa2
1,264,581
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-  
2,681,150
376,621
Total
California
342,905,067
Colorado
-
2.7%
2,955
Aerotropolis
Regional
Transportation
Authority,
Colorado,
Special
Revenue
Bonds,
Series
2021,
4.250%,
12/01/41
12/26
at
103.00
N/R  
2,358,297
Nuveen
Intermediate
Duration
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
88
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Colorado
(continued)
Arapahoe
County
School
District
6,
Littleton,
Colorado,
General
Obligation
Bonds,
Series
2019A:
$
1,905
5.500%,
12/01/29
12/28
at
100.00
Aa1
$
2,144,116
1,295
5.500%,
12/01/30
12/28
at
100.00
Aa1
1,453,340
1,650
5.500%,
12/01/32
12/28
at
100.00
Aa1
1,834,635
1,250
5.500%,
12/01/33
12/28
at
100.00
Aa1
1,381,562
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  
9,219,072
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  
1,021,095
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-  
8,447,500
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
1,961,513
1,235
5.000%,
10/01/30
10/25
at
100.00
Baa2
1,255,279
1,715
3.125%,
10/01/31
10/25
at
100.00
Baa2
1,520,073
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  
5,228,423
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)
4,052,200
Colorado
Health
Facilities
Authority,
Colorado,
Revenue
Bonds,
CommonSpirit
Health,
Series
2019A-1:
7,500
5.000%,
8/01/27
No
Opt.
Call
BBB+
7,755,000
6,970
5.000%,
8/01/28
No
Opt.
Call
BBB+
7,231,863
4,000
5.000%,
8/01/29
No
Opt.
Call
BBB+
4,167,640
5,940
5.000%,
8/01/30
8/29
at
100.00
BBB+
6,158,770
1,875
5.000%,
8/01/31
8/29
at
100.00
BBB+
1,925,363
Colorado
Health
Facilities
Authority,
Colorado,
Revenue
Bonds,
CommonSpirit
Health,
Series
2019A-2:
6,475
5.000%,
8/01/27
No
Opt.
Call
BBB+
6,695,150
1,950
5.000%,
8/01/29
No
Opt.
Call
BBB+
2,031,725
2,045
5.000%,
8/01/30
8/29
at
100.00
BBB+
2,120,317
5,000
5.000%,
8/01/31
8/29
at
100.00
BBB+
5,134,300
27,755
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+  
28,470,801
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-  
1,652,620
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)
374,721
14,655
Colorado
Health
Facilities
Authority,
Colorado,
Revenue
Bonds,
Parkview
Medical
Center,
Series
2016,
3.125%,
9/01/42
9/26
at
100.00
Baa1  
9,962,469
Colorado
Health
Facilities
Authority,
Colorado,
Revenue
Bonds,
SCL
Health
System,
Refunding
Series
2019A:
115
5.000%,
1/01/26
No
Opt.
Call
AA-
120,315
5,000
4.000%,
1/01/37
1/30
at
100.00
AA-
4,703,650
8,815
4.000%,
1/01/38
1/30
at
100.00
AA-
8,231,535
89
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Colorado
(continued)
$
5,250
Colorado
Health
Facilities
Authority,
Colorado,
Revenue
Bonds,
Sisters
of
Charity
of
Leavenworth
Health
Services
Corporation,
Series
2013A,
5.500%,
1/01/35,
(Pre-refunded
1/01/24)
1/24
at
100.00
AA-  (4)
$
5,394,165
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  
1,834,196
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  
4,347,899
1,500
Delta
County
Memorial
Hospital
District,
Colorado,
Enterprise
Revenue
Bonds,
Refunding
Series
2010,
5.500%,
9/01/25
10/22
at
100.00
BB  
1,434,405
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)
11,059,277
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+  
15,375,450
10,270
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  
9,796,656
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
1,521,930
500
5.000%,
12/01/32
12/26
at
100.00
Baa2
504,905
645
5.000%,
12/01/33
12/26
at
100.00
Baa2
647,851
Denver
Urban
Renewal
Authority,
Colorado,
Tax
Increment
Revenue
Bonds,
9th
and
Colorado
Urban
Redevelopment
Area,
Series
2018A:
380
5.250%,
12/01/39,
144A
12/23
at
103.00
N/R
377,929
1,910
5.250%,
12/01/39,
144A
12/23
at
103.00
N/R
1,907,708
5,900
Falcon
Area
Water
and
Wastewater
Authority
(El
Paso
County,
Colorado),
Tap
Fee
Revenue
Bonds,
Series
2022A,
6.750%,
12/01/34,
144A
9/27
at
103.00
N/R  
5,323,688
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  
865,051
645
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  
555,584
1,145
Pueblo
County
School
District
60,
Pueblo,
Colorado,
General
Obligation
Bonds,
Refunding
Series
2009,
5.000%,
12/15/22
No
Opt.
Call
Aa2  
1,149,546
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  
604,485
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-
614,826
550
5.000%,
7/15/28
No
Opt.
Call
A-
564,580
750
5.000%,
1/15/29
No
Opt.
Call
A-
770,745
500
5.000%,
7/15/29
No
Opt.
Call
A-
514,620
555
5.000%,
1/15/30
No
Opt.
Call
A-
570,951
445
5.000%,
7/15/30
No
Opt.
Call
A-
457,767
1,035
5.000%,
1/15/31
No
Opt.
Call
A-
1,064,011
3,320
4.000%,
7/15/40
No
Opt.
Call
A-
2,897,198
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
1,835,148
9,095
5.000%,
12/01/42
3/27
at
103.00
N/R
7,848,439
Nuveen
Intermediate
Duration
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
90
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Colorado
(continued)
$
1,000
Spring
Mesa
Metropolitan
District,
Jefferson
County,
Colorado,
General
Obligation
Bonds,
Refunding
Series
2015,
3.750%,
12/01/44
-
AGC
Insured
12/25
at
100.00
AA  
$
840,500
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  
622,230
1,025
West
Globeville
Metropolitan
District
1,
Denver,
Colorado,
General
Obligation
Limited
Tax
Bonds,
Series
2022,
6.250%,
12/01/32
12/29
at
103.00
N/R  
961,163
30
Windy
Gap
Firming
Project
Water
Activity
Enterprise,
Colorado,
Senior
Revenue
Bonds,
Series
2021,
5.000%,
7/15/27
No
Opt.
Call
AA  
32,344
232,370
Total
Colorado
220,908,591
Connecticut
-
1.6%
3,640
Connecticut
Health
and
Educational
Facilities
Authority,
Revenue
Bonds,
Hartford
HealthCare
Issue,
Series
2020A,
4.000%,
7/01/36
1/30
at
100.00
A+  
3,341,775
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+  
2,013,298
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+  
5,843,821
Connecticut
Health
and
Educational
Facilities
Authority,
Revenue
Bonds,
Nuvance
Health
Series
2019A:
2,815
4.000%,
7/01/34
7/29
at
100.00
A-
2,475,258
10,495
4.000%,
7/01/35
7/29
at
100.00
A-
9,054,561
5,000
4.000%,
7/01/36
7/29
at
100.00
A-
4,277,000
Connecticut
Health
and
Educational
Facilities
Authority,
Revenue
Bonds,
Stamford
Hospital,
Series
2021L-1:
700
4.000%,
7/01/26
No
Opt.
Call
BBB+
685,783
925
4.000%,
7/01/27
No
Opt.
Call
BBB+
899,720
775
4.000%,
7/01/28
No
Opt.
Call
BBB+
749,208
600
4.000%,
7/01/29
No
Opt.
Call
BBB+
576,030
11,580
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  
11,471,032
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  
5,191,841
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  
8,396,989
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-  
7,495,679
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  
1,082,636
935
Connecticut
Housing
Finance
Authority,
Housing
Mortgage
Finance
Program
Bonds,
Series
2019B-1,
3.300%,
11/15/39
11/28
at
100.00
AAA  
873,159
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  
1,188,341
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  
4,423,870
91
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Connecticut
(continued)
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
$
4,096,882
5,125
3.500%,
11/15/45
5/29
at
100.00
AAA
4,942,857
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  
3,383,300
2,850
Connecticut
Housing
Finance
Authority,
Housing
Mortgage
Finance
Program
Bonds,
Series
2020E-1,
2.350%,
11/15/40
5/30
at
100.00
AAA  
2,051,288
10,700
Connecticut
Housing
Finance
Authority,
Housing
Mortgage
Finance
Program
Bonds,
Series
2020E-3,
1.850%,
5/15/38
5/30
at
100.00
AAA  
7,355,929
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  
7,709,757
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
AAA  
15,578,815
1,790
Connecticut
State,
Special
Tax
Obligation
Bonds,
Transportation
Infrastructure
Purposes,
Refunding
Series
20168C,
5.000%,
10/01/23
No
Opt.
Call
AA-  
1,822,703
Connecticut
State,
Special
Tax
Obligation
Bonds,
Transportation
Infrastructure
Purposes,
Refunding
Series
2021C:
3,440
5.000%,
1/01/25
No
Opt.
Call
AA-
3,566,661
3,500
5.000%,
1/01/26
No
Opt.
Call
AA-
3,679,340
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  
486,936
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)
511,948
580
5.000%,
12/15/26,
(Pre-refunded
12/15/22)
12/22
at
100.00
AA-
(4)
582,216
148,670
Total
Connecticut
125,808,633
Delaware
-
0.3%
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-  
15,596,941
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  
942,540
3,995
Delaware
Health
Facilities
Authority,
Revenue
Bonds,
Nanticoke
Memorial
Hospital,
Series
2013,
5.000%,
7/01/28,
(Pre-refunded
7/01/23)
7/23
at
100.00
AA-  (4)
4,049,172
22,435
Total
Delaware
20,588,653
District
of
Columbia
-
1.0%
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-  
3,881,125
1,150
District
of
Columbia
Tobacco
Settlement
Corporation,
Tobacco
Settlement
Asset-Backed
Bonds,
Series
2001,
6.500%,
5/15/33
No
Opt.
Call
A-  
1,174,852
159,565
District
of
Columbia
Tobacco
Settlement
Corporation,
Tobacco
Settlement
Asset-Backed
Bonds,
Series
2006A,
0.000%,
6/15/46
10/22
at
23.37
N/R  
32,267,234
Nuveen
Intermediate
Duration
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
92
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
District
of
Columbia
(continued)
Metropolitan
Washington
Airports
Authority,
District
of
Columbia,
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
$
1,335,212
1,750
5.000%,
10/01/34
10/28
at
100.00
A
1,859,060
2,025
5.000%,
10/01/35
10/28
at
100.00
A
2,142,511
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
5,785,903
4,150
5.000%,
10/01/28,
(AMT)
No
Opt.
Call
Aa3
4,354,429
4,155
5.000%,
10/01/29,
(AMT)
10/28
at
100.00
Aa3
4,343,761
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
10,000,000
5,225
5.000%,
10/01/23,
(AMT)
No
Opt.
Call
Aa3
5,299,509
Washington
Metropolitan
Area
Transit
Authority,
District
of
Columbia,
Dedicated
Revenue
Bonds,
Green
Series
2021A:
2,820
5.000%,
7/15/27
No
Opt.
Call
AA
3,027,439
6,910
4.000%,
7/15/34
7/31
at
100.00
AA
6,904,887
1,260
Washington
Metropolitan
Area
Transit
Authority,
District
of
Columbia,
Gross
Revenue
Bonds,
Series
2018,
5.000%,
7/01/25
No
Opt.
Call
AA-  
1,313,311
209,700
Total
District
of
Columbia
83,689,233
Florida
-
4.3%
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  
4,347,100
12,915
Broward
County
School
Board,
Florida,
Certificates
of
Participation,
Series
2015A,
5.000%,
7/01/25
No
Opt.
Call
Aa3  
13,444,257
Broward
County,
Florida,
Airport
System
Revenue
Bonds,
Series
2015A:
10,000
5.000%,
10/01/34,
(AMT)
10/25
at
100.00
A1
10,075,500
15,135
5.000%,
10/01/35,
(AMT)
10/25
at
100.00
A1
15,237,464
3,110
Broward
County,
Florida,
Port
Facilities
Revenue
Bonds,
Series
2019B,
2.250%,
9/01/29,
(AMT)
No
Opt.
Call
A1  
2,785,098
Cape
Coral,
Florida,
Utility
Improvement
Assessment
Bonds,
Refunding
Various
Areas
Series
2017:
885
2.250%,
9/01/23
-
AGM
Insured
No
Opt.
Call
AA
875,291
1,410
2.500%,
9/01/24
-
AGM
Insured
No
Opt.
Call
AA
1,377,415
1,230
2.750%,
9/01/25
-
AGM
Insured
No
Opt.
Call
AA
1,198,340
855
2.750%,
9/01/26
-
AGM
Insured
No
Opt.
Call
AA
827,059
545
3.000%,
9/01/27
-
AGM
Insured
No
Opt.
Call
AA
522,557
Cape
Coral,
Florida,
Water
and
Sewer
Revenue
Bonds,
Refunding
Series
2015:
9,685
5.000%,
10/01/32
10/25
at
100.00
A+
10,048,575
7,325
5.000%,
10/01/33
10/25
at
100.00
A+
7,593,681
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  
1,935,463
7,620
Central
Florida
Expressway
Authority,
Revenue
Bonds,
Refunding
Senior
Lien
Series
2021,
5.000%,
7/01/26
-
AGM
Insured
No
Opt.
Call
AA  
8,092,288
93
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Florida
(continued)
$
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  
$
15,104,674
Collier
County
Educational
Facilities
Authority,
Florida,
Revenue
Bonds,
Hodges
University,
Refunding
Series
2013:
485
4.750%,
11/01/23,
(ETM)
No
Opt.
Call
N/R
(4)
489,059
1,860
6.000%,
11/01/33,
(Pre-refunded
11/01/23)
11/23
at
100.00
N/R
(4)
1,913,810
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)
1,014,040
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  
14,322,770
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  
361,653
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  
1,163,755
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  
25,928,700
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
10/22
at
102.00
N/R
23,064,360
44,460
6.375%,
1/01/49,
(AMT),
(Mandatory
Put
1/01/26),
144A
10/22
at
103.00
N/R
40,691,570
30,650
6.500%,
1/01/49,
(AMT),
(Mandatory
Put
1/01/29),
144A
10/22
at
103.00
N/R
26,112,881
25,965
Florida
Development
Finance
Corporation,
Revenue
Bonds,
Brightline
Passenger
Rail
Expansion
Project,
Series
2022A,
7.250%,
7/01/57,
(AMT),
(Mandatory
Put
10/03/23),
144A
10/22
at
100.00
N/R  
25,349,889
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-
1,339,570
1,760
5.000%,
4/01/33
4/26
at
100.00
A-
1,803,120
6,015
5.000%,
4/01/34
4/26
at
100.00
A-
6,150,518
4,290
5.000%,
4/01/35
4/26
at
100.00
A-
4,375,199
1,050
Florida
Housing
Finance
Corporation,
Homeowner
Mortgage
Revenue
Bonds,
Series
2017-1,
3.600%,
7/01/37
1/27
at
100.00
Aaa  
1,016,158
2,070
Florida
Housing
Finance
Corporation,
Homeowner
Mortgage
Revenue
Bonds,
Series
2018-2,
4.050%,
7/01/38
1/28
at
100.00
Aaa  
2,053,129
4,615
Florida
Housing
Finance
Corporation,
Homeowner
Mortgage
Revenue
Bonds,
Series
2019-1,
3.000%,
7/01/39
7/28
at
100.00
Aaa  
4,439,399
7,890
Florida
Housing
Finance
Corporation,
Homeowner
Mortgage
Revenue
Bonds,
Social
Series
2021-2,
2.050%,
7/01/41
7/30
at
100.00
Aaa  
5,353,996
1,465
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-  
1,538,338
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  
10,500,036
5,105
JEA,
Florida,
Electric
System
Revenue
Bonds,
Subordinated
Series
Three
2020A,
5.000%,
10/01/27
No
Opt.
Call
AA  
5,473,479
Nuveen
Intermediate
Duration
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
94
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Florida
(continued)
$
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-  
$
6,084,474
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-  
5,530,866
Miami-Dade
County
Expressway
Authority,
Florida,
Toll
System
Revenue
Bonds,
Refunding
Series
2014B:
2,830
5.000%,
7/01/24
No
Opt.
Call
A
2,893,845
2,135
5.000%,
7/01/27
7/24
at
100.00
A
2,182,077
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  
5,200,000
7,645
Orange
County
Health
Facilities
Authority
Revenue
Bonds,
Florida,
Presbyterian
Retirement
Communities
Obligated
Group
Project,
Series
2023A,
4.000%,
8/01/36
(WI/DD,
Settling
5/03/23)
8/30
at
103.00
A-  
6,619,041
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
4,255,560
2,015
5.000%,
11/01/34
-
AGM
Insured
11/27
at
100.00
AA
2,122,883
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+  
971,530
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)
2,616,329
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  
3,521,322
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
264,537
425
4.000%,
6/15/41,
144A
6/31
at
100.00
Ba1
337,943
4,840
South
Florida
Water
Management
District,
Certificates
of
Participation,
Series
2015,
5.000%,
10/01/33
4/26
at
100.00
AA  
5,019,806
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+  
935,255
361,120
Total
Florida
346,475,659
Georgia
-
2.2%
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
11,283,651
4,350
5.000%,
1/01/29
1/24
at
100.00
Aa3
4,432,737
7,075
5.000%,
1/01/30
1/24
at
100.00
Aa3
7,202,562
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  
2,979,343
Georgia
Housing
and
Finance
Authority,
Single
Family
Mortgage
Bonds,
Series
2018A:
1,315
3.600%,
12/01/33
6/27
at
100.00
AAA
1,263,044
1,235
3.850%,
12/01/38
6/27
at
100.00
AAA
1,202,137
Georgia
Housing
and
Finance
Authority,
Single
Family
Mortgage
Bonds,
Series
2019A:
2,940
3.050%,
12/01/34
6/28
at
100.00
AAA
2,574,117
4,000
3.350%,
12/01/39
6/28
at
100.00
AAA
3,421,640
95
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Georgia
(continued)
$
8,285
Georgia
Housing
and
Finance
Authority,
Single
Family
Mortgage
Bonds,
Series
2019B,
2.950%,
12/01/39
12/28
at
100.00
AAA  
$
6,527,254
4,250
Georgia
Housing
and
Finance
Authority,
Single
Family
Mortgage
Bonds,
Series
2021A,
2.400%,
12/01/41
12/30
at
100.00
AAA  
2,945,590
5,765
Georgia
Housing
and
Finance
Authority,
Single
Family
Mortgage
Bonds,
Sub
Series
2015A-1,
3.700%,
12/01/35
12/24
at
100.00
AAA  
5,443,428
Georgia
Ports
Authority,
Revenue
Bonds,
Series
2022:
3,000
5.000%,
7/01/34
7/32
at
100.00
AA
3,287,550
3,375
5.000%,
7/01/35
7/32
at
100.00
AA
3,679,796
1,475
5.000%,
7/01/36
7/32
at
100.00
Aa2
1,598,929
1,180
5.000%,
7/01/37
7/32
at
100.00
AA
1,275,309
32,615
Georgia
State,
General
Obligation
Bonds,
Series
2021A,
5.000%,
7/01/25
No
Opt.
Call
AAA  
34,221,941
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  
26,879,032
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  
10,324,749
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
Aa1  
3,286,397
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
A3  
9,390,200
3,250
Main
Street
Natural
Gas
Inc.,
Georgia,
Gas
Supply
Revenue
Bonds,
Series
2022B,
5.000%,
12/01/52,
(Mandatory
Put
6/01/29)
3/29
at
100.24
A3  
3,249,090
17,900
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
BBB-  
16,849,986
10,000
Private
Colleges
and
Universities
Authority,
Georgia,
Revenue
Bonds,
Emory
University,
Series
2022A,
5.000%,
9/01/32
No
Opt.
Call
AA  
11,345,000
177,330
Total
Georgia
174,663,482
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)
4,139,963
Hawaii
-
0.7%
8,780
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-  
6,770,258
10,185
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-  
9,808,664
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-
5,731,133
4,510
5.000%,
7/01/27
7/25
at
100.00
AA-
4,684,943
7,825
5.000%,
7/01/28
7/25
at
100.00
AA-
8,126,184
9,180
5.000%,
7/01/29
7/25
at
100.00
AA-
9,530,768
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-  
15,147,953
61,445
Total
Hawaii
59,799,903
Nuveen
Intermediate
Duration
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
96
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Idaho
-
0.4%
$
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  
$
517,748
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  
1,887,193
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  
3,851,775
1,340
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-  
1,243,788
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+  
3,647,547
1,000
Idaho
Housing
and
Finance
Association,
Nonprofit
Facilities
Revenue
Bonds,
Victory
Charter
School,
Inc.
Project,
Refunding
Series
2016A,
5.000%,
7/01/39,
144A
7/26
at
100.00
BBB-  
997,110
1,050
Idaho
Housing
and
Finance
Association,
Single
Family
Mortgage
Revenue
Bonds,
Series
2019C,
2.900%,
7/01/39
1/29
at
100.00
Aa1  
997,763
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-  
11,758,537
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  
9,658,843
38,940
Total
Idaho
34,560,304
Illinois
-
10.2%
1,650
Bartlett,
Illinois,
Tax
Increment
Revenue
Bonds,
Barlett
Quarry
Redev
Project,
Senior
Lien
Series
2016,
4.000%,
1/01/24
10/22
at
100.00
N/R  
1,620,762
4,700
Berwyn,
Cook
County,
Illinois,
General
Obligation
Bonds,
Series
2014A,
5.000%,
12/01/34
12/24
at
100.00
BBB  
4,707,285
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)
1,988,084
2,550
0.000%,
1/01/31,
(Pre-refunded
7/01/23)
7/23
at
68.95
A2
(4)
1,716,456
2,760
0.000%,
1/01/32,
(Pre-refunded
7/01/23)
7/23
at
65.29
A2
(4)
1,759,169
4,000
0.000%,
1/01/33,
(Pre-refunded
7/01/23)
7/23
at
61.69
A2
(4)
2,409,120
Cary,
Illinois,
Special
Tax
Bonds,
Special
Service
Area
1,
Refunding
Series
2016:
425
2.150%,
3/01/23
-
BAM
Insured
No
Opt.
Call
AA
421,927
440
2.350%,
3/01/24
-
BAM
Insured
No
Opt.
Call
AA
430,126
944
2.700%,
3/01/26
-
BAM
Insured
3/25
at
100.00
AA
905,230
1,030
2.900%,
3/01/28
-
BAM
Insured
3/25
at
100.00
AA
979,283
951
3.050%,
3/01/30
-
BAM
Insured
3/25
at
100.00
AA
895,709
Cary,
Illinois,
Special
Tax
Bonds,
Special
Service
Area
2,
Refunding
Series
2016:
580
2.150%,
3/01/23
-
BAM
Insured
No
Opt.
Call
AA
575,807
605
2.350%,
3/01/24
-
BAM
Insured
No
Opt.
Call
AA
591,424
936
2.700%,
3/01/26
-
BAM
Insured
3/25
at
100.00
AA
897,558
1,399
2.900%,
3/01/28
-
BAM
Insured
3/25
at
100.00
AA
1,330,113
1,427
3.050%,
3/01/30
-
BAM
Insured
3/25
at
100.00
AA
1,344,034
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-  
30,835,262
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-
1,892,122
1,000
5.000%,
4/01/42
4/27
at
100.00
A-
1,003,270
97
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Illinois
(continued)
$
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-  
$
1,161,155
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  
11,989,019
Chicago
Board
of
Education,
Illinois,
General
Obligation
Bonds,
Dedicated
Revenues,
Refunding
Series
2017C:
3,125
5.000%,
12/01/27
No
Opt.
Call
BB
3,193,125
12,385
5.000%,
12/01/30
12/27
at
100.00
BB
12,530,028
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  
2,613,780
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  
8,801,389
5,795
Chicago
Board
of
Education,
Illinois,
General
Obligation
Bonds,
Dedicated
Revenues,
Refunding
Series
2018A,
4.000%,
12/01/22
No
Opt.
Call
BB  
5,796,681
Chicago
Board
of
Education,
Illinois,
General
Obligation
Bonds,
Dedicated
Revenues,
Refunding
Series
2018C:
1,200
5.000%,
12/01/22
No
Opt.
Call
BB
1,202,220
2,885
5.000%,
12/01/23
No
Opt.
Call
BB
2,916,677
2,300
5.000%,
12/01/24
No
Opt.
Call
BB
2,341,124
Chicago
Board
of
Education,
Illinois,
General
Obligation
Bonds,
Dedicated
Revenues,
Refunding
Series
2019A:
1,860
0.000%,
12/01/25
No
Opt.
Call
BB
1,609,309
2,545
0.000%,
12/01/26
No
Opt.
Call
BB
2,095,070
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  
3,993,880
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  
21,425,794
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
994,860
5,300
5.000%,
12/01/36
12/30
at
100.00
BB
5,226,065
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+  
5,966,720
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
5,765,245
4,225
5.000%,
1/01/34
1/25
at
100.00
A
4,252,758
1,000
Chicago,
Illinois,
General
Airport
Revenue
Bonds,
O'Hare
International
Airport,
Refunding
Senior
Lien
Series
2022A,
4.500%,
1/01/48
(WI/DD,
Settling
10/04/22)
1/31
at
100.00
A+  
918,000
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
2,600,275
3,000
5.000%,
1/01/37
1/29
at
100.00
A
3,111,960
4,000
5.000%,
1/01/38
1/29
at
100.00
A
4,121,400
17,865
Chicago,
Illinois,
General
Obligation
Bonds,
Project
&
Refunding
Series
2017A,
6.000%,
1/01/38
1/27
at
100.00
BBB+  
18,483,129
Nuveen
Intermediate
Duration
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
98
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Illinois
(continued)
Chicago,
Illinois,
General
Obligation
Bonds,
Refunding
Series
2016C:
$
4,745
5.000%,
1/01/23,
(ETM)
No
Opt.
Call
BBB+
(4)
$
4,765,878
2,080
5.000%,
1/01/23,
(ETM)
No
Opt.
Call
N/R
(4)
2,089,152
7,600
5.000%,
1/01/24
No
Opt.
Call
BBB+
7,682,460
4,440
5.000%,
1/01/25
No
Opt.
Call
BBB+
4,519,742
2,045
5.000%,
1/01/26
No
Opt.
Call
BBB+
2,086,841
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+  
1,540,174
2,680
Cook
County,
Illinois,
General
Obligation
Bonds,
Refunding
Series
2012C,
5.000%,
11/15/22
No
Opt.
Call
A+  
2,685,360
6,075
Cook
County,
Illinois,
General
Obligation
Bonds,
Refunding
Series
2021A,
5.000%,
11/15/26
No
Opt.
Call
A+  
6,394,241
3,695
Cook
County,
Illinois,
Sales
Tax
Revenue
Bonds,
Series
2021A,
4.000%,
11/15/39
11/30
at
100.00
AA-  
3,319,403
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
1,021,670
1,000
4.000%,
12/01/34
-
BAM
Insured
12/27
at
100.00
AA
1,000,090
1,395
4.000%,
12/01/35
-
BAM
Insured
12/27
at
100.00
AA
1,375,079
1,455
4.000%,
12/01/36
-
BAM
Insured
12/27
at
100.00
AA
1,414,086
500
Huntley,
Illinois,
Special
Tax
Bonds,
Special
Service
Area
10,
Refunding
Series
2017,
2.800%,
3/01/25
-
BAM
Insured
No
Opt.
Call
AA  
487,955
Huntley,
Illinois,
Special
Tax
Bonds,
Special
Service
Area
9,
Refunding
Series
2017:
872
2.400%,
3/01/23
-
BAM
Insured
No
Opt.
Call
AA
867,300
922
2.600%,
3/01/24
-
BAM
Insured
No
Opt.
Call
AA
905,275
1,020
3.000%,
3/01/26
-
BAM
Insured
No
Opt.
Call
AA
994,449
1,050
3.150%,
3/01/27
-
BAM
Insured
3/26
at
100.00
AA
1,031,362
6,815
Illinois
Finance
Authority,
Revenue
Bonds,
Advocate
Health
Care
Network,
Refunding
Series
2008A-2,
4.000%,
11/01/30
No
Opt.
Call
AA  
6,865,158
7,480
Illinois
Finance
Authority,
Revenue
Bonds,
Advocate
Health
Care
Network,
Refunding
Series
2008A-3,
5.000%,
11/01/30
No
Opt.
Call
AA  
7,790,495
1,240
Illinois
Finance
Authority,
Revenue
Bonds,
Advocate
Health
Care
Network,
Refunding
Series
2014,
5.000%,
8/01/23
No
Opt.
Call
AA  
1,257,410
8,500
Illinois
Finance
Authority,
Revenue
Bonds,
Advocate
Health
Care
Network,
Series
2008A-1,
4.000%,
11/01/30
No
Opt.
Call
AA  
8,562,645
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  
5,861,632
2,000
Illinois
Finance
Authority,
Revenue
Bonds,
Art
Institute
of
Chicago,
Series
2016,
5.000%,
3/01/30
3/26
at
100.00
AA-  
2,090,240
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+
2,268,960
10,000
3.750%,
2/15/34
2/27
at
100.00
AA+
9,280,100
30,010
4.000%,
2/15/41
2/27
at
100.00
AA+
27,417,736
1,505
4.000%,
2/15/41,
(Pre-refunded
2/15/27)
2/27
at
100.00
N/R
(4)
1,536,635
70
4.000%,
2/15/41,
(Pre-refunded
2/15/27)
2/27
at
100.00
N/R
(4)
71,472
99
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Illinois
(continued)
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)
$
490,751
1,205
5.000%,
9/01/27,
(Pre-refunded
9/01/24)
9/24
at
100.00
AA+
(4)
1,244,958
775
5.000%,
9/01/29,
(Pre-refunded
9/01/24)
9/24
at
100.00
AA+
(4)
800,699
2,450
5.000%,
9/01/34,
(Pre-refunded
9/01/24)
9/24
at
100.00
AA+
(4)
2,531,242
3,015
4.625%,
9/01/39,
(Pre-refunded
9/01/24)
9/24
at
100.00
AA+
(4)
3,092,515
7,055
5.000%,
9/01/42,
(Pre-refunded
9/01/24)
9/24
at
100.00
AA+
(4)
7,288,944
Illinois
Finance
Authority,
Revenue
Bonds,
Memorial
Health
System,
Series
2019:
2,505
5.000%,
4/01/31
4/29
at
100.00
AA-
2,649,438
1,300
5.000%,
4/01/32
4/29
at
100.00
AA-
1,362,569
4,500
5.000%,
4/01/34
4/29
at
100.00
AA-
4,654,080
7,610
5.000%,
4/01/36
4/29
at
100.00
AA-
7,836,854
5,395
Illinois
Finance
Authority,
Revenue
Bonds,
Mercy
Health
Corporation,
Series
2016,
5.000%,
12/01/24
No
Opt.
Call
A3  
5,533,382
Illinois
Finance
Authority,
Revenue
Bonds,
Northwest
Community
Hospital,
Refunding
Series
2016A:
2,370
5.000%,
7/01/33,
(Pre-refunded
7/01/26)
7/26
at
100.00
AA-
(4)
2,498,905
3,170
5.000%,
7/01/34,
(Pre-refunded
7/01/26)
7/26
at
100.00
AA-
(4)
3,342,416
5,000
5.000%,
7/01/35,
(Pre-refunded
7/01/26)
7/26
at
100.00
AA-
(4)
5,271,950
Illinois
Finance
Authority,
Revenue
Bonds,
OSF
Healthcare
System,
Series
2015A:
1,000
5.000%,
11/15/27
11/25
at
100.00
A
1,031,730
1,890
5.000%,
11/15/28
11/25
at
100.00
A
1,943,808
2,000
5.000%,
11/15/29
11/25
at
100.00
A
2,050,100
2,950
Illinois
Finance
Authority,
Revenue
Bonds,
Roosevelt
University,
Series
2007,
5.400%,
4/01/27
10/22
at
100.00
B  
2,905,042
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
2,222,420
5,000
5.000%,
8/15/44
8/25
at
100.00
A3
4,928,000
Illinois
FInance
Authority,
Revenue
Bonds,
Southern
Illinois
Healthcare
Enterprises,
Inc.,
Refunding
Series
2017C:
1,160
5.000%,
3/01/32
3/27
at
100.00
AA-
1,187,933
2,750
5.000%,
3/01/33
3/27
at
100.00
AA-
2,809,592
1,650
5.000%,
3/01/34
3/27
at
100.00
AA-
1,678,397
1,815
4.000%,
3/01/35
3/27
at
100.00
AA-
1,683,848
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-  
10,432,520
610
Illinois
Health
Facilities
Authority,
Revenue
Bonds,
Advocate
Healthcare
Network,
Series
2003A.
Remarketing
07/21/16,
1.375%,
11/15/22
10/22
at
100.50
AA  
608,231
21,355
Illinois
Housing
Development
Authority,
Revenue
Bonds,
Green
Series
2021B,
2.150%,
10/01/41
4/30
at
100.00
Aaa  
14,282,865
560
Illinois
Housing
Development
Authority,
Revenue
Bonds,
Series
2019D,
2.950%,
10/01/39
4/29
at
100.00
Aaa  
550,788
Illinois
State,
General
Obligation
Bonds,
February
Series
2014:
4,110
5.000%,
2/01/23
No
Opt.
Call
BBB
4,129,070
5,815
5.000%,
2/01/24
No
Opt.
Call
BBB
5,894,666
4,985
5.000%,
2/01/25
2/24
at
100.00
BBB
5,049,955
4,675
5.000%,
2/01/26
2/24
at
100.00
BBB
4,734,185
6,275
5.000%,
2/01/27
2/24
at
100.00
BBB
6,352,371
Nuveen
Intermediate
Duration
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
100
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Illinois
(continued)
$
3,020
Illinois
State,
General
Obligation
Bonds,
June
Series
2016,
3.500%,
6/01/29
6/26
at
100.00
BBB  
$
2,834,995
2,750
Illinois
State,
General
Obligation
Bonds,
March
Series
2021A,
5.000%,
3/01/26
No
Opt.
Call
BBB  
2,798,538
Illinois
State,
General
Obligation
Bonds,
May
Series
2014:
1,000
5.000%,
5/01/28
5/24
at
100.00
BBB
1,009,050
1,800
5.000%,
5/01/32
5/24
at
100.00
BBB
1,806,606
12,200
Illinois
State,
General
Obligation
Bonds,
November
Series
2016,
5.000%,
11/01/26
No
Opt.
Call
BBB  
12,432,532
8,055
Illinois
State,
General
Obligation
Bonds,
November
Series
2017C,
5.000%,
11/01/29
11/27
at
100.00
BBB  
8,204,501
Illinois
State,
General
Obligation
Bonds,
November
Series
2017D:
26,135
5.000%,
11/01/23
No
Opt.
Call
BBB
26,447,313
4,190
5.000%,
11/01/24
No
Opt.
Call
BBB
4,260,057
5,430
5.000%,
11/01/25
No
Opt.
Call
BBB
5,523,342
3,590
3.250%,
11/01/26
No
Opt.
Call
BBB
3,426,835
3,440
5.000%,
11/01/26
No
Opt.
Call
BBB
3,505,566
11,610
5.000%,
11/01/27
No
Opt.
Call
BBB
11,872,618
6,290
5.000%,
11/01/28
11/27
at
100.00
BBB
6,413,850
10,075
Illinois
State,
General
Obligation
Bonds,
November
Series
2019A,
5.000%,
11/01/22
No
Opt.
Call
BBB  
10,085,982
2,000
Illinois
State,
General
Obligation
Bonds,
November
Series
2019B,
5.000%,
11/01/30
11/29
at
100.00
BBB  
2,042,680
3,250
Illinois
State,
General
Obligation
Bonds,
Refunding
March
Series
2021C,
4.000%,
3/01/24
No
Opt.
Call
BBB  
3,252,178
1,600
Illinois
State,
General
Obligation
Bonds,
Refunding
September
Series
2018B,
5.000%,
10/01/32
10/28
at
100.00
BBB  
1,618,464
Illinois
State,
General
Obligation
Bonds,
Series
2013:
5,735
5.500%,
7/01/25
7/23
at
100.00
BBB
5,795,275
2,905
5.500%,
7/01/26
7/23
at
100.00
BBB
2,934,108
2,130
5.500%,
7/01/27
7/23
at
100.00
BBB
2,150,363
7,670
5.250%,
7/01/29
7/23
at
100.00
BBB
7,717,170
4,000
Illinois
State,
General
Obligation
Bonds,
Series
2022B,
5.000%,
3/01/26
No
Opt.
Call
BBB+  
4,070,600
Illinois
Toll
Highway
Authority,
Toll
Highway
Revenue
Bonds,
Refunding
Senior
Lien
Series
2014A:
3,880
5.000%,
12/01/22
No
Opt.
Call
AA-
3,891,368
4,110
5.000%,
1/01/33
1/23
at
100.00
AA-
4,125,618
Illinois
Toll
Highway
Authority,
Toll
Highway
Revenue
Bonds,
Refunding
Senior
Lien
Series
2016A:
6,880
5.000%,
12/01/31
1/26
at
100.00
AA-
7,161,530
6,990
5.000%,
12/01/32
1/26
at
100.00
AA-
7,263,588
14,785
Illinois
Toll
Highway
Authority,
Toll
Highway
Revenue
Bonds,
Refunding
Senior
Lien
Series
2018A,
5.000%,
1/01/26
No
Opt.
Call
AA-  
15,542,583
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-
11,151,250
6,260
5.000%,
1/01/37
1/24
at
100.00
AA-
6,342,256
11,670
Illinois
Toll
Highway
Authority,
Toll
Highway
Revenue
Bonds,
Senior
Lien
Series
2014D,
5.000%,
1/01/24
No
Opt.
Call
AA-  
11,915,654
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-  
11,295,801
101
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Illinois
(continued)
$
10,265
Illinois,
General
Obligation
Bonds,
Illinois
FIRST
Program,
Series
2001,
6.000%,
11/01/26
-
FGIC
Insured
No
Opt.
Call
BBB  
$
10,734,726
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)
288,945
965
9.000%,
1/01/23
-
AGM
Insured
No
Opt.
Call
AA+
978,857
3,940
9.000%,
1/01/25
-
AGM
Insured
No
Opt.
Call
AA+
4,421,034
1,220
9.000%,
1/01/25,
(ETM)
No
Opt.
Call
AA
(4)
1,368,108
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-
5,173,060
3,465
5.000%,
2/01/35
2/26
at
100.00
AA-
3,565,208
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
1,177,141
1,485
5.000%,
12/01/30
-
BAM
Insured
12/26
at
100.00
AA
1,574,367
1,165
5.000%,
12/01/31
-
BAM
Insured
12/26
at
100.00
AA
1,234,644
1,645
5.000%,
12/01/32
-
BAM
Insured
12/26
at
100.00
AA
1,742,039
1,725
5.000%,
12/01/33
-
BAM
Insured
12/26
at
100.00
AA
1,825,378
1,815
5.000%,
12/01/34
-
BAM
Insured
12/26
at
100.00
AA
1,919,181
LaSalle
County,
Illinois,
General
Obligation
Bonds,
Self-
Insurance
Series
2019:
1,845
4.000%,
12/01/27
No
Opt.
Call
Aa2
1,892,250
1,925
4.000%,
12/01/28
12/27
at
100.00
Aa2
1,978,939
1,560
4.000%,
12/01/29
12/27
at
100.00
Aa2
1,606,145
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
2,547,126
2,500
5.000%,
12/01/29
12/25
at
100.00
AA
2,620,500
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  
1,578,765
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+  
3,562,382
1,905
Metropolitan
Pier
and
Exposition
Authority,
Illinois,
McCormick
Place
Expansion
Project
Bonds,
Series
2012B,
0.000%,
12/15/51
No
Opt.
Call
BBB+  
345,396
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+
1,016,007
9,045
0.000%,
12/15/42
(8)
6/38
at
100.00
BBB+
4,808,141
6,000
0.000%,
12/15/47
(8)
6/38
at
100.00
BBB+
3,058,620
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+  
1,417,154
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+  
20,498,329
Nuveen
Intermediate
Duration
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
102
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Illinois
(continued)
Montgomery,
Illinois,
Lakewood
Creek
Project
Special
Assessment
Bonds,
Series
2018:
$
408
3.100%,
3/01/26
-
BAM
Insured
No
Opt.
Call
AA
$
398,363
461
3.200%,
3/01/27
-
BAM
Insured
No
Opt.
Call
AA
449,691
325
3.300%,
3/01/28
-
BAM
Insured
3/27
at
100.00
AA
316,495
564
3.450%,
3/01/30
-
BAM
Insured
3/27
at
100.00
AA
554,790
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  
458,990
Northern
Illinois
University,
Auxiliary
Facilities
System
Revenue
Bonds,
Series
2021:
325
5.000%,
10/01/27
-
BAM
Insured
No
Opt.
Call
AA
340,697
650
5.000%,
10/01/28
-
BAM
Insured
No
Opt.
Call
AA
686,264
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  
2,078,775
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  
1,514,498
Railsplitter
Tobacco
Settlement
Authority,
Illinois,
Tobacco
Settlement
Revenue
Bonds,
Series
2017:
3,940
5.000%,
6/01/25
No
Opt.
Call
A
4,068,562
5,135
5.000%,
6/01/26
No
Opt.
Call
A
5,349,541
3,030
5.000%,
6/01/27
6/26
at
100.00
A
3,150,806
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
1,283,539
1,073
3.800%,
3/01/30
-
BAM
Insured
3/27
at
100.00
AA
1,073,676
1,897
4.000%,
3/01/33
-
BAM
Insured
3/27
at
100.00
AA
1,903,981
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-
2,488,487
2,435
5.000%,
1/01/37
-
BAM
Insured
1/30
at
100.00
AA
2,538,341
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)
2,665,856
2,415
7.625%,
11/01/48,
(Pre-refunded
11/01/23)
11/23
at
100.00
N/R
(4)
2,522,588
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-  
2,665,699
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-
930,411
1,225
4.000%,
10/15/35
4/30
at
100.00
AA-
1,156,130
Springfield,
Illinois,
Electric
Revenue
Bonds,
Refunding
Senior
Lien
Series
2015:
7,805
5.000%,
3/01/33
3/25
at
100.00
A
8,006,837
13,960
5.000%,
3/01/34
-
AGM
Insured
3/25
at
100.00
AA
14,324,216
11,060
5.000%,
3/01/40
-
AGM
Insured
3/25
at
100.00
AA
11,310,288
2,830
Sterling,
Whiteside
County,
Illinois,
General
Obligation
Bonds,
Alternate
Revenue
Source,
Series
2012,
4.000%,
11/01/22
No
Opt.
Call
A  
2,831,472
103
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Illinois
(continued)
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
$
3,369,661
3,295
5.000%,
1/01/24
No
Opt.
Call
Aa2
3,363,174
4,215
5.000%,
1/01/25
No
Opt.
Call
Aa2
4,367,414
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  
4,144,055
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)
5,269,850
Winnebago-Boone
Counties
School
District
205
Rockford,
Illinois,
General
Obligation
Bonds,
Series
2013:
4,070
0.000%,
2/01/25
No
Opt.
Call
A+
3,707,566
3,855
0.000%,
2/01/26
No
Opt.
Call
A+
3,366,225
845,223
Total
Illinois
824,151,279
Indiana
-
3.4%
6,000
Indiana
Finance
Authority,
Educational
Facilities
Revenue
Bonds,
Earlham
College,
Refunding
Series
2013,
5.000%,
10/01/32
10/23
at
100.00
N/R  
6,056,820
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+  
3,489,955
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  
2,180,105
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  
5,447,723
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-  
2,300,306
5,840
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-  
5,484,753
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)
1,132,034
500
5.000%,
10/01/29,
(Pre-refunded
10/01/23)
10/23
at
100.00
N/R
(4)
508,645
4,000
Indiana
Finance
Authority,
Lease
Appropriation
Bonds,
Stadium
Project,
Refunding
Series
2015A,
5.250%,
2/01/37
8/25
at
100.00
AA+  
4,175,480
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  
4,242,887
Indiana
Finance
Authority,
Wastewater
Utility
Revenue
Bonds,
CWA
Authority
Project,
Series
2014A:
800
5.000%,
10/01/22
No
Opt.
Call
AA
800,000
650
5.000%,
10/01/23
No
Opt.
Call
AA
660,855
735
5.000%,
10/01/24
No
Opt.
Call
AA
760,673
1,580
5.000%,
10/01/25
10/24
at
100.00
AA
1,636,122
1,710
5.000%,
10/01/26
10/24
at
100.00
AA
1,770,055
10,000
5.000%,
10/01/40
10/24
at
100.00
AA
10,178,800
8,010
Indiana
Finance
Authority,
Water
Utility
Revenue
Bonds,
Citizens
Energy
Group
Project,
First
Lien
Series
2014A,
2.950%,
10/01/22,
(ETM)
9/22
at
100.00
AA-  (4)
8,010,000
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  
997,513
Nuveen
Intermediate
Duration
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
104
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Indiana
(continued)
$
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  
$
7,522,699
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)
2,943,529
2,505
5.250%,
1/01/34,
(Pre-refunded
7/01/23)
7/23
at
100.00
A+
(4)
2,542,600
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
9,341,719
4,305
5.000%,
1/01/26,
(AMT)
No
Opt.
Call
A1
4,426,745
11,165
5.000%,
1/01/28,
(AMT)
No
Opt.
Call
A1
11,603,226
5,035
5.000%,
1/01/29,
(AMT)
No
Opt.
Call
A1
5,262,834
5,000
Indianapolis
Local
Public
Improvement
Bond
Bank,
Indiana,
Waterworks
Project,
Series
2007B,
5.250%,
7/01/23
-
NPFG
Insured
No
Opt.
Call
AA  
5,071,000
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
8,054,832
10,000
5.250%,
8/15/29
8/23
at
100.00
AA
10,183,100
Indianapolis,
Indiana,
Gas
Utility
Distribution
System
Revenue
Bonds,
Refunding
2nd
Lien
Series
2017A:
12,530
5.000%,
8/15/26
No
Opt.
Call
AA
13,320,142
6,830
5.000%,
8/15/27
No
Opt.
Call
AA
7,356,115
Indianapolis,
Indiana,
Thermal
Energy
System
Revenue
Bonds,
Refunding
First
Lien
Series
2014A:
515
5.000%,
10/01/27
10/24
at
100.00
A+
531,882
730
5.000%,
10/01/28
10/24
at
100.00
A+
754,068
1,035
5.000%,
10/01/29
10/24
at
100.00
A+
1,069,124
1,360
5.000%,
10/01/31
10/24
at
100.00
A+
1,404,581
1,215
5.000%,
10/01/33
10/24
at
100.00
A+
1,255,058
Lake
County
Building
Corporation,
Indiana,
First
Mortgage
Bonds,
Series
2012:
500
5.000%,
8/01/23
10/22
at
100.00
N/R
499,860
500
5.000%,
2/01/24
10/22
at
100.00
N/R
499,965
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-  
33,275,575
Southwest
Allen
Multi
School
Building
Corporation,
Allen
County,
Indiana,
First
Mortgage
Bonds,
Series
2020:
675
4.000%,
7/15/24
No
Opt.
Call
AA+
683,667
575
4.000%,
1/15/25
No
Opt.
Call
AA+
584,493
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
1,071,939
1,000
5.000%,
2/01/26
8/24
at
100.00
A
1,030,170
1,805
5.000%,
2/01/27
8/24
at
100.00
A
1,857,832
1,800
5.000%,
2/01/29
8/24
at
100.00
A
1,852,686
2,700
5.000%,
2/01/31
8/24
at
100.00
A
2,779,029
29,520
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  
30,323,534
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  
25,024,004
105
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Indiana
(continued)
$
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  
$
20,706,263
273,845
Total
Indiana
272,664,997
Iowa
-
1.1%
1,865
Des
Moines,
Iowa,
General
Obligation
Bonds,
Refunding
Capital
Loan
Notes
Series
2021A,
5.000%,
6/01/27
No
Opt.
Call
AA+  
2,005,770
Des
Moines,
Iowa,
General
Obligation
Bonds,
Series
2021F:
4,835
5.000%,
6/01/26
No
Opt.
Call
AA+
5,130,370
3,900
5.000%,
6/01/27
No
Opt.
Call
AA+
4,194,372
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)
10,105,426
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)
8,784,357
6,840
5.000%,
7/01/28,
(Pre-refunded
7/01/23)
7/23
at
100.00
A1
(4)
6,930,220
Iowa
Finance
Authority,
Iowa,
Midwestern
Disaster
Area
Revenue
Bonds,
Iowa
Fertilizer
Company
Project,
Refunding
Series
2022:
2,955
4.000%,
12/01/50,
(Mandatory
Put
12/01/32)
12/29
at
103.00
BBB-
2,686,450
1,940
5.000%,
12/01/50,
(Mandatory
Put
12/01/42)
12/29
at
103.00
BBB-
1,756,767
2,000
Iowa
Finance
Authority,
Single
Family
Mortgage
Revenue
Bonds,
Series
2019D,
2.600%,
7/01/37
1/29
at
100.00
AAA  
1,591,740
11,460
Iowa
Finance
Authority,
Single
Family
Mortgage
Revenue
Bonds,
Series
2020A,
3.750%,
1/01/50
7/29
at
100.00
AAA  
11,218,538
7,400
Iowa
Finance
Authority,
Single
Family
Mortgage
Revenue
Bonds,
Social
Series
2021B,
2.200%,
7/01/41
7/30
at
100.00
AAA  
5,086,242
2,250
Iowa
Finance
Authority,
Single
Family
Mortgage
Revenue
Bonds,
Social
Series
2021D,
2.100%,
7/01/38
1/31
at
100.00
AAA  
1,625,445
12,000
Iowa
Finance
Authority,
State
Revolving
Fund
Revenue
Bonds,
Series
2013,
5.000%,
8/01/32
8/23
at
100.00
AAA  
12,179,280
Iowa
Tobacco
Settlement
Authority,
Tobacco
Settlement
Asset-Backed
Bonds,
Senior
Class
1
Series
2021A-2:
400
5.000%,
6/01/27
No
Opt.
Call
A
411,848
1,400
5.000%,
6/01/28
No
Opt.
Call
A
1,443,092
1,625
5.000%,
6/01/29
No
Opt.
Call
A
1,682,769
1,600
5.000%,
6/01/30
No
Opt.
Call
A
1,655,024
1,605
5.000%,
6/01/31
No
Opt.
Call
A-
1,658,093
1,610
5.000%,
6/01/32
6/31
at
100.00
A-
1,655,933
1,000
5.000%,
6/01/33
6/31
at
100.00
A-
1,023,290
8,395
Iowa
Tobacco
Settlement
Authority,
Tobacco
Settlement
Asset-Backed
Bonds,
Senior
Lien
Series
Class
2
Series
2021B-1,
4.000%,
6/01/49
6/31
at
100.00
BBB  
7,436,627
2,785
University
of
Iowa
Facilities
Corporation,
Revenue
Bonds,
Refunding
Series
2021,
5.000%,
6/01/25
No
Opt.
Call
Aa1  
2,906,760
96,565
Total
Iowa
93,168,413
Kansas
-
0.5%
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+  
14,477,235
Nuveen
Intermediate
Duration
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
106
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Kansas
(continued)
$
16,000
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+  
$
15,805,920
7,950
Kansas
Department
of
Transportation,
Highway
Revenue
Bonds,
Series
2015B,
5.000%,
9/01/30
9/25
at
100.00
AA  
8,269,590
1,505
Wyandotte
County/Kansas
City
Unified
Government,
Kansas,
Utility
System
Revenue
Bonds,
Refunding
&
Improvement
Series
2014A,
5.000%,
9/01/23
No
Opt.
Call
A  
1,527,861
2,400
Wyandotte
County-Kansas
City
Unified
Government,
Kansas,
Sales
Tax
Special
Obligation
Bonds,
Village
East
Project
Areas
2B
3
and
5,
Series
2022,
5.750%,
9/01/39,
144A
3/29
at
103.00
N/R  
2,223,768
42,510
Total
Kansas
42,304,374
Kentucky
-
1.6%
Ashland,
Kentucky,
Medical
Center
Revenue
Bonds,
Ashland
Hospital
Corporation
d/b/a
King's
Daughters
Medical
Center
Project,
Refunding
Series
2019:
110
4.000%,
2/01/33
2/30
at
100.00
BBB+
100,149
500
4.000%,
2/01/34
2/30
at
100.00
BBB+
443,535
180
4.000%,
2/01/35
2/30
at
100.00
BBB+
158,690
1,110
4.000%,
2/01/36
2/30
at
100.00
BBB+
959,018
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  
13,763,376
1,000
Christian
County,
Kentucky,
Hospital
Revenue
Bonds,
Jennie
Stuart
Medical
Center,
Series
2016,
5.375%,
2/01/36
2/26
at
100.00
BBB-  
1,012,440
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  
3,204,992
1,190
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  
1,050,008
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+
1,338,876
3,280
5.000%,
7/01/28,
(AMT)
7/24
at
100.00
A+
3,325,461
6,000
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  
4,437,780
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
1,017,311
1,060
5.000%,
8/01/26
No
Opt.
Call
Ba2
1,073,971
1,110
5.000%,
8/01/27
8/26
at
100.00
Ba2
1,125,240
1,165
5.000%,
8/01/28
8/26
at
100.00
Ba2
1,180,133
1,230
5.000%,
8/01/29
8/26
at
100.00
Ba2
1,243,370
2,935
5.000%,
8/01/37
8/26
at
100.00
Ba2
2,871,575
Northern
Kentucky
Water
District,
Revenue
Bonds,
Refunding
Series
2021B:
5,070
4.000%,
2/01/26
No
Opt.
Call
Aa2
5,187,117
3,820
4.000%,
2/01/27
No
Opt.
Call
Aa2
3,924,362
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  
12,783,900
107
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Kentucky
(continued)
$
5,540
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  
$
5,528,865
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  
24,401,506
7,910
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  
7,860,721
18,485
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  
17,994,038
2,850
Public
Energy
Authority
of
Kentucky,
Gas
Supply
Revenue
Bonds,
Series
2020A,
4.000%,
12/01/50,
(Mandatory
Put
6/01/26)
3/26
at
100.63
A2  
2,824,379
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  
3,845,648
University
of
Kentucky,
General
Receipts
Bonds,
Series
2018A:
1,350
3.000%,
10/01/34
4/26
at
100.00
AA
1,179,873
5,000
3.125%,
10/01/37
4/26
at
100.00
AA
4,232,700
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-  
1,600,701
139,780
Total
Kentucky
129,669,735
Louisiana
-
2.7%
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
14,507,969
10,900
5.000%,
12/01/39
12/29
at
100.00
BB
10,575,507
East
Baton
Rouge
Sewerage
Commission,
Louisiana,
Revenue
Bonds,
Refunding
Series
2014B:
980
5.000%,
2/01/23
No
Opt.
Call
AA-
986,389
580
5.000%,
2/01/24
No
Opt.
Call
AA-
594,291
805
5.000%,
2/01/25
No
Opt.
Call
AA-
837,144
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
A3  
11,676,625
Louisiana
Citizens
Property
Insurance
Corporation,
Assessment
Revenue
Bonds,
Refunding
Series
2016A:
17,490
5.000%,
6/01/25
No
Opt.
Call
A1
18,159,692
16,740
5.000%,
6/01/26
No
Opt.
Call
A1
17,579,511
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
Aaa  
1,721,071
11,230
Louisiana
Local
Government
Environmental
Facilities
and
Community
Development
Authority,
Louisiana,
Revenue
Bonds,
Entergy
Louisiana,
LLC
Project,
Refunding
Series
2021B,
2.500%,
4/01/36
4/26
at
100.00
A  
8,401,500
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)
2,334,971
2,850
5.000%,
2/01/29,
(Pre-refunded
2/01/24)
2/24
at
100.00
A+
(4)
2,918,713
2,000
5.000%,
2/01/30,
(Pre-refunded
2/01/24)
2/24
at
100.00
A+
(4)
2,048,220
20,695
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  
18,969,658
Nuveen
Intermediate
Duration
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
108
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Louisiana
(continued)
$
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  
$
5,301,852
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  
5,126,100
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
1,431,677
1,000
5.000%,
5/15/29
5/27
at
100.00
A
1,036,500
1,175
5.000%,
5/15/30
5/27
at
100.00
A
1,211,108
1,755
5.000%,
5/15/31
5/27
at
100.00
A
1,800,507
3,235
5.000%,
5/15/42
5/27
at
100.00
A
3,207,147
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  
900,000
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)
26,319
1,095
5.000%,
5/15/30
5/26
at
100.00
A
1,121,882
3,420
5.000%,
5/15/32
5/26
at
100.00
A
3,483,851
35
5.000%,
5/15/32,
(Pre-refunded
5/15/26)
5/26
at
100.00
N/R
(4)
36,847
3,675
5.000%,
5/15/33
5/26
at
100.00
A
3,729,905
40
5.000%,
5/15/33,
(Pre-refunded
5/15/26)
5/26
at
100.00
N/R
(4)
42,110
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+  
2,986,824
Louisiana
Stadium
and
Exposition
District,
Revenue
Refunding
Bonds,
Senior
Lien
Series
2013A:
3,165
5.000%,
7/01/29
7/23
at
100.00
A2
3,181,205
1,080
5.000%,
7/01/30
7/23
at
100.00
A2
1,084,752
4,010
5.000%,
7/01/31
7/23
at
100.00
A2
4,027,323
3,935
5.000%,
7/01/32
7/23
at
100.00
A2
3,951,724
5,000
Louisiana
State,
General
Obligation
Bonds,
Series
2016A,
5.000%,
9/01/34
9/26
at
100.00
AA-  
5,266,050
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)
1,183,535
5,075
5.000%,
9/01/31,
(Pre-refunded
9/01/23)
9/23
at
100.00
A+
(4)
5,155,743
4,000
5.000%,
9/01/32,
(Pre-refunded
9/01/23)
9/23
at
100.00
A+
(4)
4,063,640
New
Orleans,
Louisiana,
General
Obligation
Bonds,
Public
Improvement
Series
2021A:
5,195
5.000%,
12/01/26
No
Opt.
Call
A+
5,487,011
6,015
5.000%,
12/01/29
No
Opt.
Call
A+
6,520,320
New
Orleans,
Louisiana,
General
Obligation
Bonds,
Refunding
Series
2015:
1,000
5.000%,
12/01/22
No
Opt.
Call
A+
1,002,860
970
5.000%,
12/01/23
No
Opt.
Call
A+
988,779
1,020
5.000%,
12/01/24
No
Opt.
Call
A+
1,053,018
480
5.000%,
12/01/25
No
Opt.
Call
A+
501,672
795
5.000%,
12/01/27
12/25
at
100.00
A+
832,349
109
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Louisiana
(continued)
New
Orleans,
Louisiana,
Sewerage
Service
Revenue
Bonds,
Refunding
Series
2014:
$
250
5.000%,
6/01/24
No
Opt.
Call
A
$
256,200
605
5.000%,
6/01/25
6/24
at
100.00
A
621,880
500
5.000%,
6/01/26,
(Pre-refunded
6/01/24)
6/24
at
100.00
A
(4)
514,115
640
5.000%,
6/01/27,
(Pre-refunded
6/01/24)
6/24
at
100.00
A
(4)
658,067
380
5.000%,
6/01/28,
(Pre-refunded
6/01/24)
6/24
at
100.00
A
(4)
390,727
600
5.000%,
6/01/29,
(Pre-refunded
6/01/24)
6/24
at
100.00
A
(4)
616,938
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)
428,565
775
5.000%,
6/01/32,
(Pre-refunded
6/01/25)
6/25
at
100.00
A
(4)
810,092
1,000
5.000%,
6/01/33,
(Pre-refunded
6/01/25)
6/25
at
100.00
A
(4)
1,045,280
1,075
5.000%,
6/01/35,
(Pre-refunded
6/01/25)
6/25
at
100.00
A
(4)
1,123,676
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)
503,550
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-  
3,480,229
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-  
3,495,539
1,000
Saint
John
the
Baptist
Parish,
Louisiana,
Revenue
Bonds,
Marathon
Oil
Corporation
Project,
Refunding
Series
2017B-2,
2.375%,
6/01/37,
(Mandatory
Put
7/01/26)
No
Opt.
Call
BBB-  
934,090
Shreveport,
Louisiana,
Water
and
Sewer
Revenue
Bonds,
Junior
Lien
Series
2019B:
630
3.000%,
12/01/22
-
AGM
Insured
No
Opt.
Call
AA
629,389
760
5.000%,
12/01/26
-
AGM
Insured
No
Opt.
Call
AA
796,123
1,465
5.000%,
12/01/29
-
AGM
Insured
12/28
at
100.00
AA
1,587,855
1,000
5.000%,
12/01/30
-
AGM
Insured
12/28
at
100.00
AA
1,079,560
1,000
5.000%,
12/01/31
-
AGM
Insured
12/28
at
100.00
AA
1,075,060
1,150
5.000%,
12/01/32
-
AGM
Insured
12/28
at
100.00
AA
1,232,547
1,630
4.000%,
12/01/33
-
AGM
Insured
12/28
at
100.00
AA
1,636,895
5,980
3.000%,
12/01/35
-
AGM
Insured
12/28
at
100.00
AA
4,954,848
2,075
4.000%,
12/01/36
-
AGM
Insured
12/28
at
100.00
AA
1,984,385
220,520
Total
Louisiana
216,909,481
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)
1,114,509
Maine
Health
and
Higher
Educational
Facilities
Authority
Revenue
Bonds,
Eastern
Maine
Medical
Center
Obligated
Group
Issue,
Series
2016A:
4,525
4.000%,
7/01/41
7/26
at
100.00
BBB
3,739,731
5,675
4.000%,
7/01/46
7/26
at
100.00
BBB
4,485,974
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+
1,089,413
1,250
4.000%,
7/01/38
7/30
at
100.00
A+
1,149,888
2,825
4.000%,
7/01/39
7/30
at
100.00
A+
2,562,783
1,590
4.000%,
7/01/40
7/30
at
100.00
A+
1,431,366
Nuveen
Intermediate
Duration
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
110
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Maine
(continued)
Maine
Health
and
Higher
Educational
Facilities
Authority,
Revenue
Bonds,
Series
2021A:
$
200
5.000%,
7/01/26
-
AGM
Insured
No
Opt.
Call
AA
$
208,948
150
5.000%,
7/01/27
-
AGM
Insured
No
Opt.
Call
AA
157,924
235
5.000%,
7/01/28
-
AGM
Insured
No
Opt.
Call
AA
249,626
595
2.500%,
7/01/29
-
AGM
Insured
No
Opt.
Call
AA
553,285
200
5.000%,
7/01/30
-
AGM
Insured
No
Opt.
Call
AA
215,470
10,000
Maine
State
Housing
Authority,
Multifamily
Mortgage
Purchase
Bonds,
Series
2020B,
2.350%,
11/15/40
11/28
at
100.00
AA+  
7,002,000
3,125
Maine
State
Housing
Authority,
Multifamily
Mortgage
Purchase
Bonds,
Series
2021A,
2.050%,
11/15/41
5/30
at
100.00
AA+  
2,003,000
7,400
Maine
State
Housing
Authority,
Multifamily
Mortgage
Purchase
Bonds,
Series
2022A,
2.400%,
11/15/41
11/30
at
100.00
AA+  
5,059,898
6,280
Maine
State
Housing
Authority,
Single
Family
Mortgage
Purchase
Bonds,
Series
2020D,
2.550%,
11/15/40
5/29
at
100.00
AA+  
4,516,764
3,250
Maine
State
Housing
Authority,
Single
Family
Mortgage
Purchase
Bonds,
Series
2021B,
2.200%,
11/15/41
5/30
at
100.00
AA+  
2,142,758
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+  
7,023,296
3,000
Maine
State
Housing
Authority,
Single
Family
Mortgage
Purchase
Bonds,
Social
Series
2021D,
2.400%,
11/15/41
11/30
at
100.00
AA+  
2,065,890
63,250
Total
Maine
46,772,523
Maryland
-
1.4%
Baltimore
County,
Maryland,
Revenue
Bonds,
Oak
Crest
Village,
Series
2016:
1,270
3.250%,
1/01/31
1/26
at
100.00
A
1,166,952
3,365
5.000%,
1/01/37
1/26
at
100.00
A
3,426,109
Baltimore,
Maryland,
Convention
Center
Hotel
Revenue
Bonds,
Refunding
Series
2017:
1,760
5.000%,
9/01/27
No
Opt.
Call
CCC
1,701,691
2,780
5.000%,
9/01/29
9/27
at
100.00
CCC
2,675,361
1,000
5.000%,
9/01/30
9/27
at
100.00
CCC
955,060
1,365
5.000%,
9/01/31
9/27
at
100.00
CCC
1,291,345
145
5.000%,
9/01/34
9/27
at
100.00
CCC
132,992
1,500
5.000%,
9/01/39
9/27
at
100.00
CCC
1,306,590
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)
1,022,650
1,715
5.000%,
7/01/27,
(Pre-refunded
1/01/24)
1/24
at
100.00
Aa2
(4)
1,753,845
22,335
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  
18,339,492
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  
7,421,549
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  
9,007,367
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  
8,814,150
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
AA+  
13,935,400
111
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Maryland
(continued)
$
5,835
Maryland
Department
of
Transportation,
Consolidated
Transportation
Revenue
Bonds,
Second
Series
2017,
5.000%,
9/01/28
9/27
at
100.00
AAA  
$
6,304,426
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  
1,047,120
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  
6,607,763
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+
814,773
2,250
5.000%,
7/01/33
7/26
at
100.00
BBB+
2,272,455
1,650
5.000%,
7/01/34
7/26
at
100.00
BBB+
1,663,183
2,000
5.000%,
7/01/35
7/26
at
100.00
BBB+
2,013,580
1,570
5.000%,
7/01/36
7/26
at
100.00
BBB+
1,579,357
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
Baa3  
901,500
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)
8,082,364
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  
10,004,133
136,040
Total
Maryland
114,241,207
Massachusetts
-
1.3%
2,015
Massachusetts
Bay
Transportation
Authority,
Sales
Tax
Revenue
Bonds,
Subordinated
Series
2021A-1,
5.000%,
7/01/25
No
Opt.
Call
AA  
2,111,035
Massachusetts
Development
Finance
Agency
Revenue
Bonds,
Lawrence
General
Hospital
Issue,
Series
2014A:
835
5.000%,
7/01/26
7/24
at
100.00
B-
804,598
680
5.000%,
7/01/27
7/24
at
100.00
B-
646,850
925
5.000%,
7/01/28
7/24
at
100.00
B-
869,833
960
5.000%,
7/01/29
7/24
at
100.00
B-
889,718
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+  
4,733,856
2,370
Massachusetts
Development
Finance
Agency,
Health
Care
Facility
Revenue
Bonds,
Adventcare
Project,
Series
2007A,
0.000%,
10/15/28,
144A
(6)
10/22
at
100.00
N/R  
876,900
14,455
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Atrius
Health
Issue,
Series
2019A,
5.000%,
6/01/39,
(Pre-refunded
6/01/29)
6/29
at
100.00
BBB  (4)
15,792,810
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  
1,272,247
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
CareGroup
Issue,
Series
2018J-2:
2,275
5.000%,
7/01/33
7/28
at
100.00
A
2,354,671
1,085
5.000%,
7/01/38
7/28
at
100.00
A
1,085,629
Nuveen
Intermediate
Duration
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
112
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Massachusetts
(continued)
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+
$
348,404
415
5.000%,
7/15/32,
144A
7/30
at
100.00
BB+
407,949
320
5.000%,
7/15/33,
144A
7/30
at
100.00
BB+
309,069
300
5.000%,
7/15/34,
144A
7/30
at
100.00
BB+
287,403
270
5.000%,
7/15/35,
144A
7/30
at
100.00
BB+
257,148
135
5.000%,
7/15/36,
144A
7/30
at
100.00
BB+
127,945
145
5.000%,
7/15/37,
144A
7/30
at
100.00
BB+
136,519
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Simmons
University
Issue,
Series
2018L:
1,080
5.000%,
10/01/30
10/28
at
100.00
BBB+
1,120,846
1,240
5.000%,
10/01/31
10/28
at
100.00
BBB+
1,278,899
1,775
5.000%,
10/01/32
10/28
at
100.00
BBB+
1,816,020
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-
1,007,371
545
5.000%,
7/01/36
7/31
at
100.00
A-
556,113
615
5.000%,
7/01/37
7/31
at
100.00
A-
623,198
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-  
3,467,065
4,245
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Wellforce
Issue,
Series
2019A,
4.000%,
7/01/37
1/29
at
100.00
BBB+  
3,725,752
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+  
1,082,304
1,790
Massachusetts
Housing
Finance
Agency,
Housing
Bonds,
Series
2019B-
1,
3.000%,
12/01/39
12/28
at
100.00
AA  
1,448,003
2,875
Massachusetts
Housing
Finance
Agency,
Housing
Bonds,
Sustainability
Green
Series
2021A-1,
2.125%,
12/01/41
6/30
at
100.00
AA  
1,881,285
3,000
Massachusetts
Housing
Finance
Agency,
Housing
Bonds,
Sustainability
Series
2019C-1,
2.900%,
12/01/39
12/28
at
100.00
AA  
2,331,150
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+  
5,945,705
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+  
1,616,437
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+  
3,316,855
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+  
3,279,505
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
Aa1  
2,063,951
25,700
Massachusetts
State,
General
Obligation
Bonds,
Refunding
Series
2020A,
5.000%,
6/01/44,
(Mandatory
Put
6/01/23)
No
Opt.
Call
Aa1  
26,008,914
6,915
Massachusetts
State,
Transportation
Fund
Revenue
Bonds,
Rail
Enhancement
Program,
Series
2014A,
5.000%,
6/01/44
6/24
at
100.00
AA+  
6,993,485
25
Quincy,
Massachusetts,
General
Obligation
Bonds,
Bonds
Anticipation
Note
Series
2022,
2.000%,
1/13/23
No
Opt.
Call
N/R  
25,150
112,900
Total
Massachusetts
102,900,592
113
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Michigan
-
2.8%
Detroit
Downtown
Development
Authority,
Michigan,
Tax
Increment
Bonds,
Development  Area
1
Projects,
Refunding
Series
1996B:
$
2,650
0.000%,
7/01/23
No
Opt.
Call
BB+
$
2,549,326
2,880
0.000%,
7/01/24
No
Opt.
Call
BB+
2,620,282
660
Marquettte,
Michigan,
Electric
Utility
System
Revenue
Bonds,
Refunding
Series
2016A,
5.000%,
7/01/30
7/26
at
100.00
AA-  
697,085
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  
21,136,710
10,970
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-  
9,259,667
16,855
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-  
14,414,396
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+  
5,121,673
17,750
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
Aa3  
18,785,535
9,115
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+  
9,189,287
1,250
Michigan
Finance
Authority,
Revenue
Bonds,
Trinity
Health
Credit
Group,
Refunding
Series
2013MI-1,
2.030%,
12/01/34,
(Mandatory
Put
12/01/22)
No
Opt.
Call
Aa3  
1,248,563
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-
1,873,152
1,500
5.000%,
6/01/32
12/30
at
100.00
A-
1,554,405
2,435
4.000%,
6/01/34
12/30
at
100.00
A-
2,275,483
1,000
4.000%,
6/01/35
12/30
at
100.00
A-
927,120
2,450
Michigan
Housing
Development
Authority,
Rental
Housing
Revenue
Bonds,
Series
2018A,
3.800%,
10/01/38
10/27
at
100.00
AA  
2,230,676
8,730
Michigan
Housing
Development
Authority,
Rental
Housing
Revenue
Bonds,
Series
2021A,
2.250%,
10/01/41
10/30
at
100.00
AA  
5,820,640
2,555
Michigan
Housing
Development
Authority,
Single
Family
Mortgage
Revenue
Bonds,
Fixed
Rate
Series
2018C,
3.650%,
12/01/39
6/28
at
100.00
AA+  
2,193,800
13,000
Michigan
Housing
Development
Authority,
Single
Family
Mortgage
Revenue
Bonds,
Series
2019B,
2.950%,
12/01/39
12/28
at
100.00
AA+  
10,307,310
25,205
Michigan
Housing
Development
Authority,
Single
Family
Mortgage
Revenue
Bonds,
Series
2020C,
2.600%,
12/01/40
6/30
at
100.00
AA+  
18,516,097
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+  
6,324,477
1,795
Michigan
State
Building
Authority,
Revenue
Bonds,
Facilities
Program,
Refunding
Series
2020-I,
4.000%,
10/15/24
No
Opt.
Call
Aa2  
1,819,394
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  
18,106,797
Nuveen
Intermediate
Duration
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
114
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Michigan
(continued)
$
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  
$
17,334,389
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  
2,172,715
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-  
2,144,356
Royal
Oak
Hospital
Finance
Authority,
Michigan,
Hospital
Revenue
Bonds,
William
Beaumont
Hospital
Obligated
Group,
Refunding
Series
2014D:
1,040
5.000%,
9/01/26,
(Pre-refunded
3/01/24)
3/24
at
100.00
A+
(4)
1,066,603
2,000
5.000%,
9/01/27,
(Pre-refunded
3/01/24)
3/24
at
100.00
A+
(4)
2,051,160
2,555
5.000%,
9/01/28,
(Pre-refunded
3/01/24)
3/24
at
100.00
A+
(4)
2,620,357
3,820
5.000%,
9/01/29,
(Pre-refunded
3/01/24)
3/24
at
100.00
A+
(4)
3,917,715
5,145
5.000%,
9/01/30,
(Pre-refunded
3/01/24)
3/24
at
100.00
A+
(4)
5,276,609
2,320
5.000%,
9/01/31,
(Pre-refunded
3/01/24)
3/24
at
100.00
A+
(4)
2,379,346
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
3,812,364
5,295
5.000%,
12/01/33,
(AMT)
12/25
at
100.00
A1
5,343,979
5,000
5.000%,
12/01/34,
(AMT)
12/25
at
100.00
A1
5,038,750
13,065
Wayne
County
Airport
Authority,
Michigan,
Revenue
Bonds,
Refunding
Series
2017E,
4.000%,
12/01/26,
(AMT),
144A
No
Opt.
Call
A1  
13,067,744
251,185
Total
Michigan
223,197,962
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-
930,138
1,135
5.000%,
2/15/37
2/28
at
100.00
A-
1,125,704
8,220
4.250%,
2/15/43
2/28
at
100.00
A-
7,409,262
55
4.250%,
2/15/48
2/28
at
100.00
A-
48,297
4,930
Hennepin
County,
Minnesota,
General
Obligation
Bonds,
Refunding
Series
2020B,
5.000%,
12/01/25
No
Opt.
Call
AAA  
5,208,545
1,370
Minneapolis-Saint
Paul
Housing
and
Redevelopment
Authority,
Minnesota,
Health
Care
System
Revenue
Bonds,
Allina
Health
System,
Refunding
Series
2017A,
5.000%,
11/15/28
5/27
at
100.00
AA-  
1,455,803
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+
2,661,469
2,005
5.000%,
1/01/32
1/24
at
100.00
A+
2,030,564
4,343
Minnesota
Housing
Finance
Agency,
Homeownership
Finance
Bonds,
Mortgage-Backed
Securities
Program,
Series
2017E,
2.850%,
6/01/47
7/26
at
100.00
Aaa  
4,065,096
Minnesota
Housing
Finance
Agency,
Residential
Housing
Finance
Bonds,
Series
2020B:
6,205
2.625%,
1/01/40
7/29
at
100.00
AA+
5,379,487
8,620
3.500%,
7/01/50
7/29
at
100.00
AA+
8,363,210
5,550
Minnesota
Housing
Finance
Agency,
Residential
Housing
Finance
Bonds,
Series
2020E,
2.500%,
7/01/40
7/29
at
100.00
AA+  
4,227,601
4,605
Minnesota
Housing
Finance
Agency,
Residential
Housing
Finance
Bonds,
Series
2020I,
2.000%,
7/01/40
1/30
at
100.00
AA+  
3,204,988
115
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Minnesota
(continued)
$
4,155
Minnesota
Housing
Finance
Agency,
Residential
Housing
Finance
Bonds,
Series
2021D,
2.200%,
7/01/41
7/30
at
100.00
AA+  
$
2,938,790
9,285
Minnesota
Housing
Finance
Agency,
Residential
Housing
Finance
Bonds,
Series
2021H,
2.350%,
7/01/41
1/31
at
100.00
AA+  
6,838,310
425
Northern
Municipal
Power
Agency,
Minnesota,
Electric
System
Revenue
Bonds,
Series
2013A,
4.000%,
1/01/28
1/23
at
100.00
A-  
425,595
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)
1,164,743
2,385
Saint
Cloud,
Minnesota,
Health
Care
Revenue
Bonds,
CentraCare
Health
System,
Refunding
Series
2014B,
5.000%,
5/01/23
No
Opt.
Call
AA-  
2,406,417
6,445
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  
5,454,919
White
Bear
Lake
Independent
School
District
624,
Ramsey
County,
Minnesota,
General
Obligation
Bonds,
Facilities
Maintenance
Series
2021A:
2,650
2.000%,
2/01/28
2/27
at
100.00
AAA
2,400,290
3,095
2.000%,
2/01/29
2/27
at
100.00
AAA
2,756,345
4,135
2.000%,
2/01/30
2/27
at
100.00
AAA
3,552,172
84,283
Total
Minnesota
74,047,745
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-  
6,267,517
Mississippi
Home
Corporation,
Single
Family
Mortgage
Revenue
Bonds,
Series
2020A:
2,490
2.450%,
12/01/39
6/29
at
100.00
Aaa
1,865,582
3,540
3.750%,
6/01/49
6/29
at
100.00
Aaa
3,468,209
1,470
Mississippi
Home
Corporation,
Single
Family
Mortgage
Revenue
Bonds,
Series
2021A,
2.000%,
12/01/40
6/30
at
100.00
Aaa  
987,767
2,000
Mississippi
State,
Gaming
Tax
Revenue
Bonds,
Series
2019A,
4.000%,
10/15/38
10/28
at
100.00
A+  
1,774,020
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)
9,068,167
24,950
Total
Mississippi
23,431,262
Missouri
-
0.7%
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-  
1,219,544
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)
1,096,403
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  
8,979,355
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  
10,385,760
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  
12,800,980
Nuveen
Intermediate
Duration
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
116
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Missouri
(continued)
$
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  
$
1,481,979
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  
221,617
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)
1,404,887
3,745
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+  
3,501,425
1,520
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+  
1,214,404
1,030
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+  
820,076
4,280
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+  
2,862,165
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
1,393,570
2,590
5.000%,
1/01/26
1/24
at
100.00
A2
2,643,250
1,010
5.000%,
1/01/32
1/24
at
100.00
A2
1,030,028
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  
4,167,513
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-  
1,104,586
63,565
Total
Missouri
56,327,542
Montana
-
0.7%
1,505
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+  
1,585,638
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  
19,749,980
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  
34,533,129
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+  
1,005,350
1,065
Montana
Board
of
Housing,
Single
Family
Mortgage
Bonds,
Series
2021A-1,
2.000%,
12/01/41
6/30
at
100.00
AA+  
721,814
1,725
Montana
Board
of
Housing,
Single
Family
Mortgage
Bonds,
Series
2021B,
2.000%,
12/01/41
12/30
at
100.00
AA+  
1,169,136
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  
489,127
66,625
Total
Montana
59,254,174
117
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
National
-
0.1%
$
263
BB&T
Municipal
Trust
Pool
Tax
Exempt
Lease
Certificates
Class
D
Series
2018,
3.460%,
7/31/23,
144A
(SIFMA
reference
rate
+
1.000%
spread)
(5)
No
Opt.
Call
A+  
$
262,880
Freddie
Mac
Multi-Family
ML
Certificates,
Series
ML
05,
Series
2019A:
5,300
3.400%,
1/25/36
2019
1
No
Opt.
Call
AA+
4,860,120
4,845
1.877%,
7/25/37
No
Opt.
Call
AA+
3,693,079
10,408
Total
National
8,816,079
Nebraska
-
1.1%
5,455
Central
Plains
Energy
Project,
Nebraska,
Gas
Project
2
Revenue
Bonds,
Variable
Rate
Demand
Obligation
Series
2022-1,
5.000%,
5/01/53,
(Mandatory
Put
10/01/29)
7/29
at
100.22
A2  
5,463,292
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  
5,046,550
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  
3,364,824
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-
2,050,515
9,355
5.000%,
5/15/44
5/24
at
100.00
A-
9,221,223
370
Douglas
County
School
District
10
Elkhorn,
Nebraska,
General
Obligation
Bonds,
Public
Schools
Series
2015,
5.000%,
12/15/22
No
Opt.
Call
AA-  
371,469
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
545,103
1,250
5.000%,
7/01/24
No
Opt.
Call
BBB
1,275,650
530
5.000%,
7/01/25
No
Opt.
Call
BBB
544,718
750
5.000%,
7/01/26
7/25
at
100.00
BBB
768,525
200
5.000%,
7/01/27
7/25
at
100.00
BBB
204,342
835
5.000%,
7/01/28
7/25
at
100.00
BBB
850,715
485
5.000%,
7/01/29
7/25
at
100.00
BBB
493,366
1,000
5.000%,
7/01/30
7/25
at
100.00
BBB
1,016,180
180
5.000%,
7/01/33
7/25
at
100.00
BBB
181,665
Nebraska
Investment
Finance
Authority,
Single
Family
Housing
Revenue
Bonds,
Series
2019D:
155
2.600%,
9/01/34
3/29
at
100.00
AA+
130,361
7,205
2.850%,
9/01/39
3/29
at
100.00
AA+
5,826,468
10,000
Nebraska
Investment
Finance
Authority,
Single
Family
Housing
Revenue
Bonds,
Series
2020A,
2.550%,
9/01/40
3/29
at
100.00
AA+  
7,560,700
585
Nebraska
Investment
Finance
Authority,
Single
Family
Housing
Revenue
Bonds,
Series
2021A,
1.950%,
9/01/37
3/30
at
100.00
AA+  
504,598
17,770
Nebraska
Investment
Finance
Authority,
Single
Family
Housing
Revenue
Bonds,
Series
2021C,
2.300%,
9/01/41
9/30
at
100.00
AA+  
12,228,603
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  
1,415,935
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)
647,025
8,160
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  
8,510,554
Nuveen
Intermediate
Duration
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
118
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Nebraska
(continued)
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-
$
1,267,835
1,455
5.000%,
6/15/28
No
Opt.
Call
AA-
1,582,255
1,760
4.000%,
6/15/33
6/29
at
100.00
AA-
1,797,875
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  
2,035,981
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+  
3,293,794
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+
3,710,764
1,355
5.250%,
2/01/29
2/27
at
100.00
BB+
1,373,238
5,865
Southeast
Community
College
Area,
Nebraska,
Certificates
of
Participation,
Series
2018,
3.375%,
12/15/37
6/28
at
100.00
Aa1  
5,125,951
101,105
Total
Nebraska
88,410,074
Nevada
-
0.4%
Clark
County,
Nevada,
Airport
Revenue
Bonds,
Jet
Aviation
Fuel
Tax,
Refunding
Series
2013A:
1,050
5.000%,
7/01/23,
(AMT)
1/23
at
100.00
A1
1,053,328
1,905
5.000%,
7/01/24,
(AMT)
1/23
at
100.00
A1
1,910,753
5,285
Clark
County,
Nevada,
General
Obligation
Bonds,
Flood
Control
Series
2014,
4.000%,
11/01/33,
(Pre-refunded
11/01/24)
11/24
at
100.00
AA+  (4)
5,366,178
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  
10,133,400
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
1,610,473
2,275
4.000%,
9/01/35
9/26
at
100.00
N/R
2,024,249
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  
3,566,215
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  
1,851,986
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+  
1,986,899
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  
2,778,142
33,645
Total
Nevada
32,281,623
New
Hampshire
-
0.6%
16,723
National
Finance
Authority,
New
Hampshire,
Municipal
Certificates
Series
2020-1
Class
A,
4.125%,
1/20/34
No
Opt.
Call
BBB  
15,505,914
10,850
National
Finance
Authority,
New
Hampshire,
Municipal
Certificates
Series
2022-2
Class
A,
4.000%,
10/20/36
No
Opt.
Call
BBB  
9,494,184
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  
16,740,464
119
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
New
Hampshire
(continued)
$
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)
$
1,170,763
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-
953,070
1,000
4.000%,
10/01/34
4/31
at
100.00
AA-
933,810
1,000
4.000%,
10/01/38
4/31
at
100.00
AA-
906,730
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-  
1,818,730
840
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-  
741,703
51,283
Total
New
Hampshire
48,265,368
New
Jersey
-
4.6%
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+
2,483,800
1,045
5.000%,
2/15/34
2/24
at
100.00
BBB+
1,027,057
Clifton,
New
Jersey,
General
Obligation
Bonds,
Refunding
Series
2021:
1,110
2.000%,
8/15/29
-
BAM
Insured
8/28
at
100.00
AA
960,383
2,075
2.000%,
8/15/30
-
BAM
Insured
8/28
at
100.00
AA
1,747,772
2,045
2.000%,
8/15/31
-
BAM
Insured
8/28
at
100.00
AA
1,662,483
East
Brunswick
Township,
Middlesex
County,
New
Jersey,
General
Obligation
Bonds,
Series
2021:
1,095
2.000%,
2/15/26
No
Opt.
Call
Aa1
1,028,073
1,385
2.000%,
2/15/27
No
Opt.
Call
Aa1
1,272,760
1,355
2.000%,
2/15/30
2/29
at
100.00
Aa1
1,151,330
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  
1,059,133
4,295
Gloucester
County
Pollution
Control
Financing
Authority,
New
Jersey,
Pollution
Control
Revenue
Bonds,
Logan
Project,
Refunding
Series
2014A,
5.000%,
12/01/24,
(AMT),
(ETM)
No
Opt.
Call
BBB-  (4)
4,343,362
1,585
Gloucester
Township,
New
Jersey,
General
Obligation
Bonds,
Series
2019,
2.250%,
2/01/29
-
BAM
Insured
No
Opt.
Call
AA  
1,375,051
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
4,228,245
6,265
4.000%,
11/01/37
11/29
at
100.00
Baa1
5,584,057
2,750
4.000%,
11/01/38
11/29
at
100.00
Baa1
2,422,282
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
1,358,883
2,345
5.000%,
1/01/31
-
AGM
Insured,
(AMT)
1/24
at
100.00
AA
2,357,429
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  
6,326,183
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  
25,599,000
Nuveen
Intermediate
Duration
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
120
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
New
Jersey
(continued)
New
Jersey
Economic
Development
Authority,
School
Facilities
Construction
Bonds,
Social
Series
2021QQQ:
$
625
5.000%,
6/15/26
No
Opt.
Call
Baa1
$
646,112
455
5.000%,
6/15/27
No
Opt.
Call
Baa1
471,699
430
5.000%,
6/15/28
No
Opt.
Call
Baa1
448,520
5,000
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  
4,847,350
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+  
13,213,970
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+  
15,919,445
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-  
1,988,034
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-  
2,174,145
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-  
10,683,634
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-  
978,060
New
Jersey
Health
Care
Facilities
Financing
Authority,
Revenue
Bonds,
Virtua
Health
Inc
Series
2013:
1,125
5.000%,
7/01/24
1/24
at
100.00
AA-
1,146,116
75
5.000%,
7/01/24,
(Pre-refunded
1/01/24)
1/24
at
100.00
N/R
(4)
76,561
New
Jersey
Higher
Education
Student
Assistance
Authority,
Student
Loan
Revenue
Bonds,
Senior
Lien
Series
2017-1A:
1,580
3.500%,
12/01/29,
(AMT)
12/26
at
100.00
Aaa
1,544,324
4,090
3.750%,
12/01/31,
(AMT)
12/26
at
100.00
Aaa
4,007,709
4,175
4.000%,
12/01/32,
(AMT)
12/26
at
100.00
Aaa
4,110,496
1,745
3.750%,
12/01/33,
(AMT)
12/26
at
100.00
Aaa
1,709,193
515
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  
485,599
New
Jersey
State,
General
Obligation
Bonds,
Covid-19
Emergency
Series
2020A:
4,790
5.000%,
6/01/26
No
Opt.
Call
A3
5,028,542
1,120
5.000%,
6/01/27
No
Opt.
Call
A3
1,189,093
3,025
5.000%,
6/01/28
No
Opt.
Call
A3
3,246,006
20,735
5.000%,
6/01/29
No
Opt.
Call
A3
22,461,396
13,870
4.000%,
6/01/30
No
Opt.
Call
A3
14,035,608
1,120
4.000%,
6/01/31
No
Opt.
Call
A3
1,129,520
4,010
4.000%,
6/01/32
No
Opt.
Call
A3
4,022,752
New
Jersey
Transportation
Trust
Fund
Authority,
Federal
Highway
Reimbursement
Revenue
Notes,
Series
2018A:
6,270
5.000%,
6/15/24
No
Opt.
Call
A+
6,403,927
8,725
5.000%,
6/15/29
6/26
at
100.00
A+
9,035,872
9,615
5.000%,
6/15/30
6/26
at
100.00
A+
9,920,949
10,590
5.000%,
6/15/31
6/26
at
100.00
A+
10,877,413
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  
1,165,224
121
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
New
Jersey
(continued)
$
11,585
New
Jersey
Transportation
Trust
Fund
Authority,
Transportation
System
Bonds,
Series
2010D,
5.000%,
12/15/23
No
Opt.
Call
Baa1  
$
11,789,128
920
New
Jersey
Transportation
Trust
Fund
Authority,
Transportation
System
Bonds,
Series
2013AA,
5.000%,
6/15/36
6/23
at
100.00
Baa1  
920,984
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  
2,540,400
New
Jersey
Transportation
Trust
Fund
Authority,
Transportation
System
Bonds,
Series
2015AA:
1,910
5.250%,
6/15/33
6/25
at
100.00
Baa1
1,939,032
2,210
5.250%,
6/15/34
6/25
at
100.00
Baa1
2,236,387
80
5.000%,
6/15/45
6/25
at
100.00
Baa1
79,226
2,000
New
Jersey
Transportation
Trust
Fund
Authority,
Transportation
System
Bonds,
Series
2018A,
5.000%,
12/15/23
No
Opt.
Call
Baa1  
2,035,240
New
Jersey
Transportation
Trust
Fund
Authority,
Transportation
System
Bonds,
Series
2019A:
2,500
5.000%,
12/15/25
No
Opt.
Call
Baa1
2,574,400
5,020
5.000%,
12/15/26
No
Opt.
Call
Baa1
5,209,154
10,230
5.000%,
12/15/33
12/29
at
100.00
Baa1
10,432,554
3,015
4.000%,
12/15/39
12/29
at
100.00
Baa1
2,632,758
9,490
New
Jersey
Transportation
Trust
Fund
Authority,
Transportation
System
Bonds,
Series
2019AA,
3.750%,
6/15/33
12/28
at
100.00
Baa1  
8,511,486
6,190
New
Jersey
Transportation
Trust
Fund
Authority,
Transportation
System
Bonds,
Series
2019BB,
5.000%,
6/15/33
12/28
at
100.00
Baa1  
6,308,043
New
Jersey
Transportation
Trust
Fund
Authority,
Transportation
System
Bonds,
Series
2020AA:
2,500
4.000%,
6/15/35
12/30
at
100.00
Baa1
2,284,050
4,250
4.000%,
6/15/36
12/30
at
100.00
Baa1
3,830,440
New
Jersey
Transportation
Trust
Fund
Authority,
Transportation
System
Bonds,
Series
2021A:
3,070
5.000%,
6/15/32
6/31
at
100.00
Baa1
3,175,178
2,565
5.000%,
6/15/33
6/31
at
100.00
Baa1
2,630,100
26,650
New
Jersey
Turnpike
Authority,
Turnpike
Revenue
Bonds,
Series
2020D,
5.000%,
1/01/28
No
Opt.
Call
A+  
27,849,516
2,775
Ocean
City,
New
Jersey,
General
Obligation
Bonds,
General
Improvement
Series
2019,
2.250%,
9/15/33
9/26
at
100.00
AA  
2,192,278
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  
1,971,926
2,170
Salem
County
Pollution
Control
Financing
Authority,
New
Jersey,
Pollution
Control
Revenue
Bonds,
Chambers
Project,
Refunding
Series
2014A,
5.000%,
12/01/23,
(AMT),
(ETM)
No
Opt.
Call
BBB  (4)
2,194,261
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
Aa2  
921,550
Tobacco
Settlement
Financing
Corporation,
New
Jersey,
Tobacco
Settlement
Asset-Backed
Bonds,
Series
2018A:
6,360
5.000%,
6/01/26
No
Opt.
Call
A
6,584,508
6,755
5.000%,
6/01/28
No
Opt.
Call
A
7,016,013
270
5.000%,
6/01/29
6/28
at
100.00
A
280,095
3,310
5.000%,
6/01/30
6/28
at
100.00
A
3,416,880
6,560
5.000%,
6/01/31
6/28
at
100.00
A-
6,743,877
6,205
5.000%,
6/01/35
6/28
at
100.00
A-
6,291,870
11,265
4.000%,
6/01/37
6/28
at
100.00
A-
10,190,995
Nuveen
Intermediate
Duration
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
122
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
New
Jersey
(continued)
Tobacco
Settlement
Financing
Corporation,
New
Jersey,
Tobacco
Settlement
Asset-Backed
Bonds,
Series
2018B:
$
70
3.200%,
6/01/27
No
Opt.
Call
BBB
$
69,556
2,770
5.000%,
6/01/46
6/28
at
100.00
BB+
2,553,303
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-  
2,377,761
377,180
Total
New
Jersey
368,737,501
New
Mexico
-
0.7%
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+
3,308,965
3,350
4.000%,
8/15/25
No
Opt.
Call
AA+
3,419,781
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
Baa2  
4,077,244
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  
8,137,222
12,680
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  
13,134,578
1,185
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  
1,129,044
3,110
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  
2,979,504
3,335
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  
3,179,122
1,585
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  
1,283,723
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  
1,729,560
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  
3,341,887
3,490
New
Mexico
Mortgage
Finance
Authority,
Single
Family
Mortgage
Program
Bonds,
Class
1
Series
2021D,
2.350%,
7/01/41
1/31
at
100.00
Aaa  
2,498,421
9,070
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  
9,326,409
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  
644,363
63,060
Total
New
Mexico
58,189,823
New
York
-
6.0%
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-
1,002,910
1,225
5.000%,
12/15/23,
(AMT)
No
Opt.
Call
A-
1,244,698
1,145
5.000%,
12/15/24,
(AMT)
No
Opt.
Call
A-
1,171,701
123
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
New
York
(continued)
Albany
County,
New
York,
General
Obligation
Bonds,
Refunding
Forward
Delivery
Series
2019C:
$
1,915
5.000%,
11/01/22
No
Opt.
Call
AA
$
1,917,796
1,515
5.000%,
11/01/23
No
Opt.
Call
AA
1,544,573
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+
306,279
500
5.000%,
1/01/25
No
Opt.
Call
A+
517,750
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  
2,660,879
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  
3,594,907
5,000
Dormitory
Authority
of
the
State
of
New
York,
Revenue
Bonds,
Northwell
Healthcare
Inc,
Series
2019B-1,
1.800%,
5/01/48,
(Mandatory
Put
11/01/28)
5/28
at
100.00
A3  
4,392,900
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-  
4,137,360
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-
1,931,103
1,400
5.000%,
12/01/27,
144A
6/27
at
100.00
BBB-
1,416,324
1,300
5.000%,
12/01/29,
144A
6/27
at
100.00
BBB-
1,305,018
10,000
Dormitory
Authority
of
the
State
of
New
York,
State
Personal
Income
Tax
Revenue
Bonds,
General
Purpose,
Bidding
Group
5
Series
2021E,
5.000%,
3/15/26
No
Opt.
Call
AA+  
10,525,600
6,965
Dormitory
Authority
of
the
State
of
New
York,
State
Personal
Income
Tax
Revenue
Bonds,
General
Purpose,
Series
2018A,
5.000%,
3/15/28
No
Opt.
Call
AA+  
7,507,713
10,000
Dormitory
Authority
of
the
State
of
New
York,
State
Personal
Income
Tax
Revenue
Bonds,
General
Purpose,
Series
2021A,
5.000%,
3/15/29
No
Opt.
Call
AA+  
10,876,800
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  
5,190,126
1,055
Long
Island
Power
Authority,
New
York,
Electric
System
General
Revenue
Bonds,
Series
2000A,
0.000%,
6/01/23
-
AGM
Insured
No
Opt.
Call
AA  
1,032,750
1,265
Long
Island
Power
Authority,
New
York,
Electric
System
Revenue
Bonds,
Series
2012B,
5.000%,
9/01/26
10/22
at
100.00
A  
1,266,784
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  
5,778,300
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  
5,618,738
865
Metropolitan
Transportation
Authority,
New
York,
Transportation
Revenue
Bonds,
Refunding
Green
Climate
Certified
Series
2017C-1,
5.000%,
11/15/24
No
Opt.
Call
A3  
887,222
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  
2,380,071
15,440
Metropolitan
Transportation
Authority,
New
York,
Transportation
Revenue
Bonds,
Refunding
Series
2012F,
5.000%,
11/15/30
11/22
at
100.00
A3  
15,471,430
Nuveen
Intermediate
Duration
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
124
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
New
York
(continued)
$
1,305
Metropolitan
Transportation
Authority,
New
York,
Transportation
Revenue
Bonds,
Refunding
Series
2016D,
5.000%,
11/15/29
11/26
at
100.00
A-  
$
1,333,527
5,000
Metropolitan
Transportation
Authority,
New
York,
Transportation
Revenue
Bonds,
Series
2014B,
5.250%,
11/15/37
5/24
at
100.00
A3  
5,015,750
7,000
Metropolitan
Transportation
Authority,
New
York,
Transportation
Revenue
Bonds,
Series
2015A-1,
5.000%,
11/15/36
5/25
at
100.00
A3  
6,963,250
12,300
Metropolitan
Transportation
Authority,
New
York,
Transportation
Revenue
Bonds,
Series
2021A-2,
4.000%,
11/15/42
5/31
at
100.00
A3  
10,433,721
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
1,448,539
1,910
5.000%,
1/01/40
1/26
at
103.00
N/R
1,596,187
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-
1,551,779
1,000
5.000%,
7/01/29
7/24
at
100.00
A-
1,017,380
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-
665,932
2,455
5.000%,
7/01/32
7/24
at
100.00
A-
2,487,872
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)
10/22
at
100.00
AA+  
7,177,295
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
2,133,245
1,045
3.000%,
1/01/33
-
AGM
Insured
1/31
at
100.00
AA
897,362
New
York
City
Transitional
Finance
Authority,
New
York,
Future
Tax
Secured
Bonds,
Subordinate
Fiscal
Series
2023B-1:
5,000
5.000%,
11/01/24
No
Opt.
Call
AAA
5,175,350
1,400
5.000%,
11/01/25
No
Opt.
Call
AAA
1,472,576
New
York
State
Housing
Finance
Agency,
Affordable
Housing
Revenue
Bonds,
Climate
Bond
Certified/Green
Bond
Series
2018I:
600
3.625%,
11/01/33
11/27
at
100.00
Aa2
560,832
2,000
3.875%,
11/01/38
11/27
at
100.00
Aa2
1,837,180
4,500
New
York
State
Housing
Finance
Agency,
Affordable
Housing
Revenue
Bonds,
Climate
Bond
Certified/Green
Bond
Series
2019D,
2.050%,
5/01/23
10/22
at
100.00
Aa2  
4,466,790
2,335
New
York
State
Housing
Finance
Agency,
Affordable
Housing
Revenue
Bonds,
Climate
Bond
Certified/Sustainability
Green
Series
2020J,
0.750%,
5/01/25
10/22
at
100.00
Aa2  
2,163,681
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
1,635,774
10,105
2.850%,
11/01/39
5/28
at
100.00
Aa2
7,702,334
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  
7,755,296
125
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
New
York
(continued)
$
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  
$
12,987,397
2,600
New
York
State
Housing
Finance
Agency,
Affordable
Housing
Revenue
Bonds,
Series
2019E,
2.125%,
11/01/23
10/22
at
100.00
Aa2  
2,561,858
10,640
New
York
State
Mortgage
Agency,
Homeowner
Mortgage
Revenue
Bonds,
Series
223,
3.000%,
10/01/39
10/28
at
100.00
Aa1  
8,620,528
10,175
New
York
State
Mortgage
Agency,
Homeowner
Mortgage
Revenue
Bonds,
Series
225,
2.300%,
10/01/40
10/29
at
100.00
Aa1  
6,980,966
6,000
New
York
State
Mortgage
Agency,
Homeowner
Mortgage
Revenue
Bonds,
Series
227,
2.300%,
10/01/40
10/29
at
100.00
Aa1  
4,116,540
21,935
New
York
State
Mortgage
Agency,
Homeowner
Mortgage
Revenue
Bonds,
Series
231,
2.400%,
10/01/41
4/30
at
100.00
Aa1  
14,983,579
5,335
New
York
State
Mortgage
Agency,
Homeowner
Mortgage
Revenue
Bonds,
Series
233,
2.200%,
4/01/36
4/30
at
100.00
Aa1  
3,962,038
12,255
New
York
State
Mortgage
Agency,
Homeowner
Mortgage
Revenue
Bonds,
Social
Series
239,
2.450%,
10/01/41
10/30
at
100.00
Aa1  
8,445,901
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+  
7,051,141
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
1,457,496
1,345
4.000%,
7/01/32,
(AMT)
7/24
at
100.00
BBB
1,228,483
8,075
4.000%,
7/01/33,
(AMT)
7/24
at
100.00
BBB
7,332,019
9,785
5.000%,
7/01/34,
(AMT)
7/24
at
100.00
BBB
9,838,915
18,180
5.000%,
7/01/41,
(AMT)
7/24
at
100.00
BBB
17,359,355
2,690
4.000%,
7/01/46
-
AGM
Insured,
(AMT)
7/24
at
100.00
AA
2,254,435
41,575
5.000%,
7/01/46,
(AMT)
7/24
at
100.00
BBB
39,498,745
7,800
New
York
Transportation
Development
Corporation,
New
York,
Special
Facility
Revenue
Bonds,
Terminal
4
John
F
Kennedy
International
Airport
Project,
Series
2022,
5.000%,
12/01/29,
(AMT)
No
Opt.
Call
Baa1  
7,990,476
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  
2,094,702
17,520
New
York
Transportation
Development
Corporation,
Special
Facility
Revenue
Bonds,
Delta
Air
Lines,
Inc.
-
LaGuardia
Airport
Terminals
C&D
Redevelopment
Project,
Series
2018,
4.000%,
1/01/36,
(AMT)
1/28
at
100.00
Baa3  
15,493,637
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  
10,512,386
Revenue
Bond
Certificate
Series
Trust,
New
York,
Series
2012:
13,016
2.500%,
2/01/42,
(Mandatory
Put
11/22/22),
144A
2022
2022
No
Opt.
Call
AA+
13,001,726
19,932
2.500%,
3/01/46,
(Mandatory
Put
11/22/22),
144A
2012
A
No
Opt.
Call
AA+
19,901,006
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-
2,477,759
2,695
5.000%,
7/01/29
7/24
at
100.00
A-
2,741,839
4,200
5.000%,
7/01/30
7/24
at
100.00
A-
4,270,098
2,100
5.000%,
7/01/31
7/24
at
100.00
A-
2,132,697
1,335
5.000%,
7/01/32
7/24
at
100.00
A-
1,352,876
3,080
5.000%,
7/01/33
7/24
at
100.00
A-
3,115,389
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  
20,706,109
Nuveen
Intermediate
Duration
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
126
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
New
York
(continued)
$
10,115
Triborough
Bridge
and
Tunnel
Authority,
New
York,
Payroll
Mobility
Tax
Bond
Anticipation
Notes,
Series
2022A,
5.000%,
8/15/24
No
Opt.
Call
N/R  
$
10,455,977
3,750
Triborough
Bridge
and
Tunnel
Authority,
New
York,
Payroll
Mobility
Tax
Bonds,
Senior
Lien
Green
Bonds,
Series
2022D-2,
5.000%,
11/15/39
11/32
at
100.00
AA+  
3,949,125
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
1,218,984
1,835
5.000%,
9/01/24
No
Opt.
Call
A3
1,876,673
2,000
5.000%,
9/01/25
No
Opt.
Call
A3
2,059,180
20,135
Utility
Debt
Securitization
Authority,
New
York,
Restructuring
Bonds,
Refunding
Series
2015,
5.000%,
12/15/34
12/25
at
100.00
AAA  
20,887,244
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  
10,089,429
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  
8,087,579
521,513
Total
New
York
482,265,671
North
Carolina
-
0.7%
7,410
Alamance
County,
North
Carolina,
General
Obligation
Bonds,
Public
Improvement
Series
2021,
5.000%,
5/01/28
No
Opt.
Call
AA  
8,069,712
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  
2,230,320
3,270
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+  
2,465,711
4,950
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+  
3,769,821
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+  
8,986,325
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  
12,140,569
13,610
North
Carolina
State,
Limited
Obligation
Bonds,
Series
2020B,
5.000%,
5/01/26
No
Opt.
Call
AA+  
14,438,713
2,500
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  
2,548,525
58,495
Total
North
Carolina
54,649,696
North
Dakota
-
0.9%
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  
5,037,689
Fargo,
North
Dakota,
General
Obligation
Bonds,
Refunding
Improvement
Series
2021A:
1,250
4.000%,
5/01/26
5/25
at
100.00
Aa2
1,271,037
1,320
4.000%,
5/01/27
5/25
at
100.00
Aa2
1,342,942
1,385
4.000%,
5/01/28
5/25
at
100.00
Aa2
1,408,767
127
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
North
Dakota
(continued)
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
$
1,828,558
1,775
5.000%,
12/01/30
No
Opt.
Call
Baa2
1,857,200
2,985
5.000%,
12/01/32
12/31
at
100.00
Baa2
3,062,998
3,915
5.000%,
12/01/33
12/31
at
100.00
Baa2
3,998,585
4,675
5.000%,
12/01/34
12/31
at
100.00
Baa2
4,756,906
Horace,
Cass
County,
North
Dakota,
General
Obligation
Bonds,
Refunding
Improvement
Series
2021:
500
3.000%,
5/01/33
5/27
at
100.00
Baa2
424,060
500
3.000%,
5/01/36
5/27
at
100.00
Baa2
402,930
3,440
3.000%,
5/01/46
5/27
at
100.00
Baa2
2,428,468
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  
2,305,014
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  
2,002,164
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  
3,510,888
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  
4,839,936
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
Aa1  
7,232,200
Ward
County
Health
Care,
North
Dakota,
Revenue
Bonds,
Trinity
Obligated
Group,
Series
2017C:
3,785
5.000%,
6/01/28
No
Opt.
Call
BBB-
3,749,534
3,000
5.000%,
6/01/29
6/28
at
100.00
BBB-
2,911,230
1,260
5.000%,
6/01/31
6/28
at
100.00
BBB-
1,193,825
3,480
5.000%,
6/01/34
6/28
at
100.00
BBB-
3,166,000
13,280
5.000%,
6/01/38
6/28
at
100.00
BBB-
11,802,866
1,000
5.000%,
6/01/43
6/28
at
100.00
BBB-
869,770
81,625
Total
North
Dakota
71,403,567
Ohio
-
4.0%
American
Municipal
Power
Inc.,
Ohio,
Fremont
Energy
Center
Revenue
Bonds,
Refunding
Series
2021A:
2,760
5.000%,
2/15/33
2/31
at
100.00
A
2,978,979
4,155
5.000%,
2/15/34
2/31
at
100.00
A
4,465,669
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
2,164,751
14,890
5.000%,
6/01/28
No
Opt.
Call
A
15,513,593
13,705
5.000%,
6/01/29
No
Opt.
Call
A
14,395,595
15,745
5.000%,
6/01/30
No
Opt.
Call
A
16,560,591
11,595
5.000%,
6/01/31
6/30
at
100.00
A-
12,111,209
6,905
5.000%,
6/01/32
6/30
at
100.00
A-
7,176,919
7,265
5.000%,
6/01/33
6/30
at
100.00
A-
7,513,681
3,200
5.000%,
6/01/34
6/30
at
100.00
A-
3,294,304
5,290
5.000%,
6/01/35
6/30
at
100.00
A-
5,429,127
1,220
5.000%,
6/01/36
6/30
at
100.00
A-
1,249,182
6,075
4.000%,
6/01/37
6/30
at
100.00
A-
5,572,233
7,920
4.000%,
6/01/38
6/30
at
100.00
A-
7,194,370
155
4.000%,
6/01/39
6/30
at
100.00
A-
140,218
7,090
3.000%,
6/01/48
6/30
at
100.00
BBB+
4,748,953
5,640
4.000%,
6/01/48
6/30
at
100.00
BBB+
4,604,045
Nuveen
Intermediate
Duration
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
128
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Ohio
(continued)
$
16,300
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  
$
13,712,049
Cleveland,
Ohio,
Airport
System
Revenue
Bonds,
Refunding
Series
2016A:
1,590
5.000%,
1/01/28
-
AGM
Insured
1/25
at
100.00
AA
1,642,374
2,230
5.000%,
1/01/29
-
AGM
Insured
1/25
at
100.00
AA
2,298,082
2,060
5.000%,
1/01/30
-
AGM
Insured
1/25
at
100.00
AA
2,117,474
1,810
5.000%,
1/01/31
-
AGM
Insured
1/25
at
100.00
AA
1,856,318
10
Columbus,
Ohio,
General
Obligation
Bonds,
Various
Purpose
Series
2018A,
5.000%,
4/01/30
10/28
at
100.00
AAA  
10,933
10,170
Columbus,
Ohio,
General
Obligation
Bonds,
Various
Purpose
Series
2019A,
5.000%,
4/01/27
No
Opt.
Call
AAA  
10,935,496
11,700
Count
of
Washington,
Ohio,
Hospital
Facilities
Revenue
Bonds,
Series
2022,
(Memorial
Health
System
Obligated
Group),
6.375%,
12/01/37
12/32
at
100.00
N/R  
10,756,629
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  
4,271,336
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+  
790,344
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+  
7,424,088
965
New
Albany
Community
Authority,
Ohio,
Community
Facilities
Revenue
Refunding
Bonds,
Series
2012C,
5.000%,
10/01/22
No
Opt.
Call
Aa3  
965,000
2,940
Ohio
Air
Quality
Development
Authority,
Ohio,
Air
Quality
Development
Revenue
Bonds,
FirstEnergy
Generation
Corporation
Project,
Series
2009A,
5.700%,
8/01/23
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  
6,129,760
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  
4,512
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
2,200
Ohio
Air
Quality
Development
Authority,
Ohio,
Pollution
Control
Revenue
Bonds,
FirstEnergy
Nuclear
Generation
Project,
Refunding
Series
2009A,
4.750%,
6/01/33,
(Mandatory
Put
6/01/22)
No
Opt.
Call
BBB-  
2,073,170
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+  
14,045,255
129
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Ohio
(continued)
$
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+  
$
19,078,098
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+  
22,492,025
18,600
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+  
16,199,484
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+  
10,557,154
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+  
5,716,235
15,000
Ohio
Air
Quality
Development
Authority,
Ohio,
Revenue
Bonds,
Dayton
Power
&
Light
Company
Project,
Refunding
Collateralized
Series
2015A,
4.250%,
11/01/40,
(AMT),
(Mandatory
Put
6/01/27)
No
Opt.
Call
BBB+  
14,591,100
2,610
Ohio
Air
Quality
Development
Authority,
Ohio,
Revenue
Bonds,
Dueke
Energy
Corporation
Project,
Refunding
Series
2022A,
4.250%,
11/01/39,
(AMT),
(Mandatory
Put
6/01/27)
No
Opt.
Call
BBB  
2,567,614
525
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  
523,546
5,035
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-  
4,671,876
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  
1,338,513
2,015
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  
1,811,848
3,045
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  
2,644,187
1,450
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  
1,199,440
3,670
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  
2,564,559
4,915
Ohio
Housing
Finance
Agency,
Residential
Mortgage
Revenue
Bonds,
Mortgage-Backed
Securities
Program,
Series
2021C,
2.450%,
9/01/41
9/30
at
100.00
Aaa  
3,522,187
1,570
Ohio
State,
General
Obligation
Bonds,
Common
Schools
Series
2021A,
5.000%,
6/15/26
No
Opt.
Call
AA+  
1,670,213
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  
8,823,352
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  
5,372,424
1,205
Ohio
State,
Major
New
State
Infrastructure
Project
Revenue
Bonds,
Series
2021-1A,
5.000%,
12/15/27
No
Opt.
Call
AA  
1,304,617
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
Nuveen
Intermediate
Duration
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
130
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Ohio
(continued)
$
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
A-  
2,737,059
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  
1,636,408
406,830
Total
Ohio
325,242,609
Oklahoma
-
2.4%
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  
1,087,443
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
1,553,391
1,850
2.000%,
9/01/29
No
Opt.
Call
A
1,586,856
1,800
2.750%,
9/01/30
No
Opt.
Call
A
1,632,600
1,790
2.750%,
9/01/31
9/30
at
100.00
A
1,594,998
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-  
268,265
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+
734,598
1,670
4.000%,
12/01/34
12/31
at
100.00
A+
1,647,889
1,570
4.000%,
12/01/35
12/31
at
100.00
A+
1,540,924
3,090
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+  
3,123,310
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
2,246,838
2,050
4.000%,
6/01/29
No
Opt.
Call
Aa3
2,099,897
6,000
4.000%,
6/01/30
No
Opt.
Call
Aa3
6,133,200
10,000
4.000%,
6/01/31
No
Opt.
Call
Aa3
10,139,700
131
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Oklahoma
(continued)
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
Aa3
$
932,941
945
4.000%,
5/01/28
No
Opt.
Call
Aa3
969,514
960
4.000%,
5/01/29
No
Opt.
Call
Aa3
988,435
875
4.000%,
5/01/30
No
Opt.
Call
Aa3
895,379
690
4.000%,
5/01/31
No
Opt.
Call
Aa3
704,745
930
4.000%,
5/01/32
5/31
at
100.00
Aa3
939,877
800
4.000%,
5/01/33
5/31
at
100.00
Aa3
805,168
900
4.000%,
5/01/34
5/31
at
100.00
Aa3
901,638
1,070
4.000%,
5/01/35
5/31
at
100.00
Aa3
1,057,224
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
1,580,559
1,410
5.000%,
12/01/31
12/27
at
100.00
A
1,507,727
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
3,311,033
5,290
5.000%,
9/01/31
9/26
at
100.00
A
5,514,508
3,125
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-  
2,777,906
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
1,367,826
1,485
4.000%,
9/01/34
9/29
at
100.00
A
1,460,111
1,000
4.000%,
9/01/36
9/29
at
100.00
A
950,770
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+
1,877,669
1,605
4.000%,
9/01/33
9/29
at
100.00
A+
1,579,882
1,460
4.000%,
9/01/34
9/29
at
100.00
A+
1,407,002
Lincoln
County
Educational
Facilities
Authority,
Oklahoma,
Lease
Revenue
Bonds,
Stroud
Public
Schools
Project,
Series
2016:
1,000
5.000%,
9/01/23
No
Opt.
Call
A
1,014,560
1,870
5.000%,
9/01/24
No
Opt.
Call
A
1,916,638
2,490
5.000%,
9/01/26
No
Opt.
Call
A
2,610,416
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-
879,578
920
4.000%,
12/01/34
12/31
at
100.00
A-
904,369
960
4.000%,
12/01/35
12/31
at
100.00
A-
924,807
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
1,365,901
1,565
5.000%,
9/01/34
9/28
at
100.00
A
1,648,962
6,140
Oklahoma
City,
Oklahoma,
General
Obligation
Bonds,
Series
2021,
2.000%,
3/01/25
No
Opt.
Call
AAA  
5,866,524
Nuveen
Intermediate
Duration
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
132
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Oklahoma
(continued)
Oklahoma
Development
Finance
Authority,
Health
System
Revenue
Bonds,
OU
Medicine
Project,
Series
2018B:
$
590
5.000%,
8/15/28
No
Opt.
Call
Baa3
$
566,659
3,475
5.000%,
8/15/33
8/28
at
100.00
Baa3
3,109,847
15,680
5.000%,
8/15/38
8/28
at
100.00
Baa3
13,384,605
3,795
5.250%,
8/15/43
8/28
at
100.00
Baa3
3,230,570
4,975
Oklahoma
Development
Finance
Authority,
Health
System
Revenue
Bonds,
OU
Medicine
Project,
Taxable
Series
2022,
5.500%,
8/15/37
8/32
at
100.00
N/R  
4,422,228
10,205
Oklahoma
Development
Finance
Authority,
Limited
Obligation
Revenue
Bonds,
Gilcrease
Expressway
West
Project,
Series
2020,
1.625%,
7/06/23,
(AMT)
10/22
at
100.00
Baa2  
9,937,629
1,040
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  
974,480
1,260
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  
1,228,046
Pontotoc
County
Educational
Facilities
Authority,
Oklahoma,
Facilities
Lease
Revenue
Bonds,
Ada
Public
Schools
Project,
Series
2014:
500
3.000%,
9/01/23
No
Opt.
Call
A-
498,145
630
5.000%,
9/01/24
No
Opt.
Call
A-
645,246
1,505
5.000%,
9/01/25
No
Opt.
Call
A-
1,557,494
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
Baa1
433,917
400
4.000%,
9/01/30
No
Opt.
Call
Baa1
401,444
985
4.000%,
9/01/31
No
Opt.
Call
Baa1
981,169
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)
3,257,765
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
AA  
7,153,614
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-
1,370,615
1,605
2.000%,
9/01/28
No
Opt.
Call
A-
1,396,093
1,670
2.000%,
9/01/29
No
Opt.
Call
A-
1,418,882
3,150
2.000%,
9/01/30
No
Opt.
Call
A-
2,604,956
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-
3,900,403
10,755
5.000%,
9/01/26
9/23
at
100.00
AA-
10,924,176
Tulsa
County
Industrial
Authority,
Oklahoma,
Educational
Facilities
Lease
Revenue
Bonds,
Broken
Arrow
Public
Schools
Project,
Series
2021A:
4,020
4.000%,
9/01/30
No
Opt.
Call
A1
4,072,702
9,035
4.000%,
9/01/31
No
Opt.
Call
A1
9,080,446
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-
6,505,198
9,830
5.000%,
9/01/26
9/25
at
100.00
AA-
10,277,756
133
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Oklahoma
(continued)
$
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+  
$
2,134,950
Weatherford
Industrial
Trust
Educational,
Oklahoma,
Facilities
Lease
Revenue
Bonds,
Weatherford
Public
Schools
Project,
Series
2019:
2,075
5.000%,
3/01/29
No
Opt.
Call
A-
2,214,191
1,720
5.000%,
3/01/31
3/29
at
100.00
A-
1,861,023
2,500
5.000%,
3/01/33
3/29
at
100.00
A-
2,686,500
201,315
Total
Oklahoma
196,282,327
Oregon
-
1.0%
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+  
5,248,850
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+  
1,862,872
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  
1,248,204
690
Clackamas
County
Hospital
Facility
Authority,
Oregon,
Revenue
Bonds,
Rose
Villa
Inc.,
Series
2020B-1,
3.250%,
11/15/25
10/22
at
100.00
N/R  
657,653
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+
963,952
1,510
0.000%,
6/15/35
6/28
at
75.58
AA+
828,084
1,000
0.000%,
6/15/37
6/28
at
69.16
AA+
487,570
2,050
0.000%,
6/15/39
6/28
at
63.17
AA+
882,730
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+  
1,769,788
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+  
1,883,677
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  
1,323,743
8,750
Oregon
Health
and
Science
University,
Revenue
Bonds,
Green
Series
2021B-1,
5.000%,
7/01/46,
(Mandatory
Put
2/01/30)
11/29
at
100.00
AA-  
9,217,862
1,800
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  
1,768,842
2,990
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  
2,906,280
7,955
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  
6,067,438
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  
5,109,338
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+  
15,833,291
Nuveen
Intermediate
Duration
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
134
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Oregon
(continued)
$
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)
$
11,689,026
3,325
Oregon
State,
General
Obligation
Bonds,
Veterans
Welfare
Series
108
of
2021O,
2.600%,
12/01/42
12/30
at
100.00
Aa1  
2,339,004
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-
3,494,664
1,925
5.000%,
5/15/33
5/26
at
100.00
AA-
1,960,170
86,725
Total
Oregon
77,543,038
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
1,016,500
10,060
4.000%,
4/01/37
4/28
at
100.00
A
9,173,010
5,205
4.000%,
4/01/38
4/28
at
100.00
A
4,708,026
13,655
4.000%,
4/01/44
4/28
at
100.00
A
11,795,872
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)
1,008,155
4,105
5.000%,
12/01/37,
(Pre-refunded
12/01/22)
12/22
at
100.00
AA-
(4)
4,117,890
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  
1,527,455
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  
9,712
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-
1,177,400
2,410
4.000%,
11/01/38
11/27
at
100.00
BB-
1,549,654
8,815
4.000%,
11/01/39
11/27
at
100.00
BB-
5,682,766
850
3.750%,
11/01/42
11/27
at
100.00
BB-
497,199
3,855
4.000%,
11/01/47
11/27
at
100.00
BB-
2,286,748
8,430
5.000%,
11/01/47
11/27
at
100.00
BB-
5,793,096
15,925
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-  
13,428,597
1,000
Capital
Region
Water,
Pennsylvania,
Water
Revenue
Bonds,
Series
2018,
5.000%,
7/15/27
No
Opt.
Call
A+  
1,067,180
5,190
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+  
4,482,136
42,870
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  
39,968,558
135
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Pennsylvania
(continued)
$
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-  
$
7,258,745
Indiana
County
Hospital
Authority,
Pennsylvania,
Hospital
Revenue
Bonds,
Indiana
Regional
Medical
Center,
Series
2014A:
790
5.000%,
6/01/24,
(Pre-refunded
6/01/23)
6/23
at
100.00
Ba3
(4)
798,571
525
5.000%,
6/01/25,
(Pre-refunded
6/01/23)
6/23
at
100.00
Ba3
(4)
530,696
370
5.125%,
6/01/26,
(Pre-refunded
6/01/23)
6/23
at
100.00
Ba3
(4)
374,311
460
5.375%,
6/01/28,
(Pre-refunded
6/01/23)
6/23
at
100.00
Ba3
(4)
466,100
5,000
Lehigh
County
Authority,
Pennsylvania,
Water
and
Sewer
Revenue
Bonds,
Allentown
Concession,
Series
2013A,
5.000%,
12/01/43
12/23
at
100.00
A  
5,025,950
10,430
Lehigh
County
Industrial
Development
Authority,
Pennsylvania,
Pollution
Control
Revenue
Bonds,
Pennsylvania
Power
and
Light
Company,
Series
2016A,
3.000%,
9/01/29
No
Opt.
Call
A+  
9,735,362
16,805
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+  
14,538,173
1,030
Montgomery
County
Higher
Education
and
Health
Authority,
Pennsylvania,
Revenue
Bonds,
AICUP
Financing
Program,
Gwynedd
Mercy
University,
Variable
Rate
Series
2017V-1B,
4.000%,
5/01/36,
(Mandatory
Put
5/01/23)
No
Opt.
Call
BBB  
1,032,802
7,835
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  
7,160,406
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
2,028,009
2,290
5.500%,
1/01/26
1/24
at
100.00
AA
2,350,616
2,265
5.500%,
1/01/27
1/24
at
100.00
AA
2,323,007
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
528,823
1,110
5.500%,
1/01/26
-
AGM
Insured
1/24
at
100.00
AA
1,139,382
2,505
5.500%,
1/01/28
-
AGM
Insured
1/24
at
100.00
AA
2,566,372
2,050
5.500%,
1/01/29
-
AGM
Insured
1/24
at
100.00
AA
2,099,979
1,255
5.500%,
1/01/31
-
AGM
Insured
1/24
at
100.00
AA
1,284,367
3,035
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  
3,031,146
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-  
1,075,637
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-  
2,508,757
Nuveen
Intermediate
Duration
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
136
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Pennsylvania
(continued)
Pennsylvania
Higher
Educational
Facilities
Authority,
Revenue
Bonds,
LaSalle
University,
Series
2012:
$
1,320
5.000%,
5/01/27
11/22
at
100.00
BB+
$
1,288,360
10,850
5.000%,
5/01/42
11/22
at
100.00
BB+
9,373,966
1,135
Pennsylvania
Higher
Educational
Facilities
Authority,
Revenue
Bonds,
Widener
University,
Series
2021A,
3.000%,
7/15/39
7/31
at
100.00
A-  
832,193
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+  
16,612,122
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+  
7,459,706
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+  
5,870,062
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+  
3,831,044
Pennsylvania
Housing
Finance
Agency,
Single
Family
Mortgage
Revenue
Bonds,
Series
2020-133:
3,240
2.125%,
10/01/35
10/29
at
100.00
AA+
2,416,068
8,840
2.350%,
10/01/40
10/29
at
100.00
AA+
6,117,192
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
AA+  
10,381,200
4,800
Pennsylvania
Housing
Finance
Agency,
Single
Family
Mortgage
Revenue
Bonds,
Social
Series
2022-1394A,
4.000%,
10/01/37
4/32
at
100.00
Aa1  
4,387,872
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-
2,117,773
5,000
0.000%,
12/01/37
(8)
12/26
at
100.00
AA-
5,243,550
16,150
Pennsylvania
Turnpike
Commission,
Turnpike
Revenue
Bonds,
Capital
Appreciation
Series
2009E,
6.375%,
12/01/38
12/27
at
100.00
A  
18,010,964
Pennsylvania
Turnpike
Commission,
Turnpike
Revenue
Bonds,
Refunding
Series
2019.
Forward
Delivery:
4,665
5.000%,
12/01/24
No
Opt.
Call
A1
4,825,849
5,190
5.000%,
12/01/25
No
Opt.
Call
A1
5,444,933
Pennsylvania
Turnpike
Commission,
Turnpike
Revenue
Bonds,
Refunding
Subordinate
Second
Series
2016B-2:
5,955
5.000%,
6/01/25
No
Opt.
Call
A3
6,183,017
2,890
5.000%,
6/01/29
6/26
at
100.00
A3
3,013,027
22,155
5.000%,
6/01/35
6/26
at
100.00
A3
22,768,029
Pennsylvania
Turnpike
Commission,
Turnpike
Revenue
Bonds,
Refunding
Subordinate
Second
Series
2017:
2,960
5.000%,
12/01/29
12/27
at
100.00
A3
3,128,394
3,240
5.000%,
12/01/31
12/27
at
100.00
A3
3,394,419
5,425
Pennsylvania
Turnpike
Commission,
Turnpike
Revenue
Bonds,
Refunding
Subordinate
Series
2016A,
5.000%,
12/01/36
12/26
at
100.00
A3  
5,575,544
Pennsylvania
Turnpike
Commission,
Turnpike
Revenue
Bonds,
Refunding
Subordinate
Third
Series
2017:
3,635
5.000%,
12/01/31
12/27
at
100.00
A3
3,808,244
2,250
5.000%,
12/01/32
12/27
at
100.00
A3
2,350,013
2,000
4.000%,
12/01/36
12/27
at
100.00
A3
1,891,060
12,140
Pennsylvania
Turnpike
Commission,
Turnpike
Revenue
Bonds,
Series
2015A-1,
5.000%,
12/01/24
No
Opt.
Call
A+  
12,558,587
1,105
Pennsylvania
Turnpike
Commission,
Turnpike
Revenue
Bonds,
Series
2016A-1,
5.000%,
12/01/28
6/26
at
100.00
A1  
1,163,454
137
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Pennsylvania
(continued)
$
3,035
Pennsylvania
Turnpike
Commission,
Turnpike
Revenue
Bonds,
Series
2017A-1,
5.000%,
12/01/36
12/27
at
100.00
A1  
$
3,154,518
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  
7,733,643
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+
1,740,388
2,060
5.000%,
5/01/33
11/27
at
100.00
BB+
1,910,959
1,165
5.000%,
5/01/34
11/27
at
100.00
BB+
1,068,724
5,450
Sayre
Healthcare
Facility
Authority,
Pennsylvania,
Revenue
Bonds,
Guthrie
Healthcare
System,
Series
2007,
2.845%,
12/01/24
(3-Month
LIBOR*0.67%
reference
rate
+
0.780%
spread)
(5)
10/22
at
100.00
A+  
5,447,602
4,090
Scranton,
Lackawanna
County,
Pennsylvania,
General
Obligation
Notes,
Series
2016,
5.000%,
11/15/26
5/24
at
100.00
BB+  
4,117,280
1,670
Scranton-Lackawanna
Health
and
Welfare
Authority,
Pennsylvania,
University
Revenue
Bonds,
Marywood
University,
Series
2016,
3.375%,
6/01/26
No
Opt.
Call
BB+  
1,572,739
Southcentral
Pennsylvania
General
Authority,
Revenue
Bonds,
Hanover
Hospital
Inc.,
Series
2013:
1,625
5.000%,
12/01/22
No
Opt.
Call
A
1,628,867
1,705
5.000%,
12/01/23
6/23
at
100.00
A
1,720,533
1,795
5.000%,
12/01/24
6/23
at
100.00
A
1,808,032
20,030
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+  
20,399,954
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+  
2,559,211
2,115
Wilson
School
District,
Berks
County,
Pennsylvania,
General
Obligation
Bonds,
Series
2021B,
4.000%,
5/15/29
No
Opt.
Call
AA  
2,199,283
Wilson
School
District,
Berks
County,
Pennsylvania,
General
Obligation
Bonds,
Series
2021C:
2,400
4.000%,
5/15/29
No
Opt.
Call
AA
2,495,640
2,415
4.000%,
5/15/30
5/29
at
100.00
AA
2,504,717
2,305
4.000%,
5/15/31
5/29
at
100.00
AA
2,369,056
464,695
Total
Pennsylvania
411,639,441
Puerto
Rico
-
3.2%
Puerto
Rico
Aqueduct
and
Sewerage
Authority,
Revenue
Bonds,
Refunding
Senior
Lien
Forward
Delivery
Series
2022A:
4,750
5.000%,
7/01/28,
144A
No
Opt.
Call
N/R
4,739,455
6,800
5.000%,
7/01/29,
144A
No
Opt.
Call
N/R
6,739,004
3,030
5.000%,
7/01/33,
144A
7/32
at
100.00
N/R
2,935,767
3,750
Puerto
Rico
Aqueduct
and
Sewerage
Authority,
Revenue
Bonds,
Refunding
Senior
Lien
Series
2020A,
5.000%,
7/01/30,
144A
No
Opt.
Call
N/R  
3,682,800
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  
339,115
Nuveen
Intermediate
Duration
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
138
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:
$
11,705
5.000%,
7/01/24,
144A
No
Opt.
Call
N/R
$
11,756,736
5,625
5.000%,
7/01/25,
144A
No
Opt.
Call
N/R
5,650,988
14,515
5.000%,
7/01/33,
144A
7/31
at
100.00
N/R
14,063,583
5,350
5.000%,
7/01/37,
144A
7/31
at
100.00
N/R
5,047,672
5,575
4.000%,
7/01/42,
144A
7/31
at
100.00
N/R
4,404,027
5,210
Puerto
Rico
Aqueduct
and
Sewerage
Authority,
Revenue
Bonds,
Senior
Lien
Series
2008A,
6.125%,
7/01/24
No
Opt.
Call
CCC  
5,310,188
Puerto
Rico
Sales
Tax
Financing
Corporation,
Sales
Tax
Revenue
Bonds,
Restructured
2018A-1:
916
0.000%,
7/01/24
No
Opt.
Call
N/R
847,447
24,502
0.000%,
7/01/27
No
Opt.
Call
N/R
19,561,417
23,481
0.000%,
7/01/29
7/28
at
98.64
N/R
16,912,425
31,515
0.000%,
7/01/31
7/28
at
91.88
N/R
20,078,837
61,280
0.000%,
7/01/33
7/28
at
86.06
N/R
34,515,960
6,097
4.500%,
7/01/34
7/25
at
100.00
N/R
5,714,779
12
0.000%,
7/01/51
7/28
at
30.01
N/R
1,968
1,417
4.750%,
7/01/53
7/28
at
100.00
N/R
1,213,745
23
5.000%,
7/01/58
7/28
at
100.00
N/R
20,362
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  
4,445,661
Puerto
Rico
Sales
Tax
Financing
Corporation,
Sales
Tax
Revenue
Bonds,
Taxable
Restructured
Cofina
Project
Series
2019A-2:
21,359
4.329%,
7/01/40
7/28
at
100.00
N/R
18,502,661
24,141
4.329%,
7/01/40
7/28
at
100.00
N/R
20,912,624
3,712
4.784%,
7/01/58
7/28
at
100.00
N/R
3,131,369
Puerto
Rico,
General
Obligation
Bonds,
Restructured
Series
2022A-1:
2,508
5.250%,
7/01/23
No
Opt.
Call
N/R
2,520,190
2,241
0.000%,
7/01/24
No
Opt.
Call
N/R
2,060,663
9,050
5.375%,
7/01/25
No
Opt.
Call
N/R
9,143,860
21,026
5.625%,
7/01/27
No
Opt.
Call
N/R
21,489,587
2,605
5.625%,
7/01/29
No
Opt.
Call
N/R
2,668,823
1,983
5.750%,
7/01/31
No
Opt.
Call
N/R
2,025,309
3,184
0.000%,
7/01/33
7/31
at
89.94
N/R
1,760,497
4,507
4.000%,
7/01/33
7/31
at
103.00
N/R
3,973,507
3,635
4.000%,
7/01/35
7/31
at
103.00
N/R
3,116,249
320,597
Total
Puerto
Rico
259,287,275
Rhode
Island
-
0.8%
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-
1,384,357
2,010
4.000%,
10/01/46
10/31
at
100.00
AA-
1,731,092
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
B+  
1,734,360
1,290
Rhode
Island
Health
and
Educational
Building
Corporation,
Public
Schools
Financing
Program
Revenue
Bonds,
City
of
Providence,
Series
2021D,
5.000%,
5/15/27
-
BAM
Insured
No
Opt.
Call
AA  
1,389,407
4,375
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)
4,466,394
139
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Rhode
Island
(continued)
$
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+  
$
2,170,328
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+  
2,011,117
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+  
9,639,311
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+  
7,051,600
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+  
3,413,592
137,445
Rhode
Island
Tobacco
Settlement
Financing
Corporation,
Tobacco
Settlement
Asset-Backed
Bonds,
Series
2007A,
0.000%,
6/01/52
10/22
at
17.36
CCC-  
20,088,961
1,500
Rhode
Island
Tobacco
Settlement
Financing
Corporation,
Tobacco
Settlement
Asset-Backed
Bonds,
Series
2015B,
4.500%,
6/01/45
6/25
at
100.00
N/R  
1,430,550
Rhode
Island,
General
Obligation
Bonds,
Consolidated
Capital
Development
Loan,
Series
2021A:
3,855
5.000%,
5/01/25
No
Opt.
Call
AA
4,023,541
4,050
5.000%,
5/01/26
No
Opt.
Call
AA
4,289,557
191,315
Total
Rhode
Island
64,824,167
South
Carolina
-
1.1%
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  
5,816,009
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
1,076,448
1,170
5.000%,
11/01/35
5/26
at
100.00
A1
1,190,768
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  
6,665,029
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  
637,640
2,760
South
Carolina
Housing
Finance
and
Development
Authority,
Mortgage
Revenue
Bonds,
Series
2019B,
2.900%,
7/01/39
1/29
at
100.00
Aaa  
2,251,525
5,775
South
Carolina
Housing
Finance
and
Development
Authority,
Mortgage
Revenue
Bonds,
Series
2020B,
2.150%,
7/01/40
1/30
at
100.00
Aaa  
4,152,976
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  
11,909,173
10,000
South
Carolina
Housing
Finance
and
Development
Authority,
Mortgage
Revenue
Bonds,
Series
2022C,
2.750%,
3/01/24
8/23
at
100.00
Aaa  
9,889,900
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
1,933,130
3,925
5.000%,
8/01/32
8/24
at
100.00
Baa3
3,949,963
Nuveen
Intermediate
Duration
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
140
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
South
Carolina
(continued)
South
Carolina
Jobs-Economic
Development
Authority,
Hospital
Revenue
Bonds,
Bon
Secours
Health
System
Obligated
Group,
Series
2013:
$
7,595
5.000%,
11/01/27,
(Pre-refunded
11/01/22)
11/22
at
100.00
N/R
(4)
$
7,606,013
1,370
5.000%,
11/01/29,
(Pre-refunded
11/01/22)
11/22
at
100.00
N/R
(4)
1,371,986
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  
3,299,616
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
2,994,763
2,820
5.000%,
12/01/32
12/30
at
100.00
A
2,931,701
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
8,168,150
4,325
5.000%,
12/01/31
6/26
at
100.00
A
4,432,390
South
Carolina
State,
General
Obligation
Bonds,
Refunding
State
Transportation
Infrastructure
Series
2021A:
3,185
3.000%,
4/01/26
No
Opt.
Call
Aaa
3,142,162
3,325
3.000%,
4/01/27
No
Opt.
Call
Aaa
3,256,472
94,825
Total
South
Carolina
86,675,814
South
Dakota
-
0.3%
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+
184,758
400
2.000%,
8/01/27
No
Opt.
Call
AA+
362,416
400
2.000%,
8/01/29
8/27
at
100.00
AA+
350,852
1,580
South
Dakota
Building
Authority,
Revenue
Bonds,
Series
2013B,
5.000%,
6/01/24,
(Pre-refunded
6/01/23)
6/23
at
100.00
AA+  (4)
1,599,718
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-  
1,624,166
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-  
2,487,843
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-  
6,643,325
3,925
South
Dakota
Housing
Development
Authority,
Homeownership
Mortgage
Revenue
Bonds,
Series
2021A,
2.100%,
11/01/41
5/30
at
100.00
AAA  
2,733,448
7,210
South
Dakota
Housing
Development
Authority,
Homeownership
Mortgage
Revenue
Bonds,
Series
2021B,
2.050%,
11/01/41
5/30
at
100.00
AAA  
4,591,112
24,170
Total
South
Dakota
20,577,638
Tennessee
-
1.6%
Chattanooga,
Tennessee,
General
Obligation
Bonds,
Refunding
Series
2021B:
4,650
5.000%,
10/01/26
No
Opt.
Call
AAA
4,973,687
3,240
5.000%,
10/01/27
No
Opt.
Call
AAA
3,515,659
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  
2,296,438
141
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Tennessee
(continued)
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
$
2,777,839
3,250
5.000%,
4/01/29
4/27
at
100.00
BBB
3,328,585
2,505
5.000%,
4/01/30
4/27
at
100.00
BBB
2,559,309
2,725
5.000%,
4/01/31
4/27
at
100.00
BBB
2,776,148
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+
1,391,751
3,180
5.000%,
1/01/23
No
Opt.
Call
A+
3,191,575
2,110
5.000%,
1/01/24
1/23
at
100.00
A+
2,116,921
Metropolitan
Government
of
Nashville-Davidson
County
Health
and
Educational
Facilities
Board,
Tennessee,
Revenue
Bonds,
Vanderbilt
University
Medical
Center,
Series
2016A:
8,795
5.000%,
7/01/40
7/26
at
100.00
A3
8,634,931
Murfreesboro,
Tennessee,
General
Obligation
Bonds,
Series
2021:
4,440
5.000%,
6/01/27
No
Opt.
Call
Aa1
4,773,133
4,435
3.000%,
6/01/30
6/29
at
100.00
Aa1
4,189,966
410
Tennessee
Housing
Development
Agency,
Residential
Finance
Program
Bonds,
Series
2015-1C,
3.950%,
7/01/35
1/25
at
100.00
AA+  
401,976
3,260
Tennessee
Housing
Development
Agency,
Residential
Finance
Program
Bonds,
Series
2018-3,
3.750%,
7/01/38
7/27
at
100.00
AA+  
3,150,138
6,320
Tennessee
Housing
Development
Agency,
Residential
Finance
Program
Bonds,
Series
2018-4,
3.900%,
7/01/38
1/28
at
100.00
AA+  
6,115,295
5,905
Tennessee
Housing
Development
Agency,
Residential
Finance
Program
Bonds,
Series
2019-1,
3.750%,
7/01/39
7/28
at
100.00
AA+  
5,763,693
6,430
Tennessee
Housing
Development
Agency,
Residential
Finance
Program
Bonds,
Series
2019-2,
3.000%,
7/01/39
7/28
at
100.00
AA+  
6,051,595
2,510
Tennessee
Housing
Development
Agency,
Residential
Finance
Program
Bonds,
Series
2019-3,
2.600%,
7/01/39
1/29
at
100.00
AA+  
2,265,300
3,955
Tennessee
Housing
Development
Agency,
Residential
Finance
Program
Bonds,
Series
2019-4,
2.900%,
7/01/39
1/29
at
100.00
AA+  
3,680,523
4,265
Tennessee
Housing
Development
Agency,
Residential
Finance
Program
Bonds,
Series
2021-1,
2.250%,
7/01/41
7/30
at
100.00
AA+  
2,875,122
7,185
Tennessee
Housing
Development
Agency,
Residential
Finance
Program
Bonds,
Series
2021-2,
2.250%,
7/01/41
7/30
at
100.00
AA+  
4,982,798
5,930
Tennessee
Housing
Development
Agency,
Residential
Finance
Program
Bonds,
Series
2021-3,
2.300%,
7/01/41
1/31
at
100.00
Aa1  
4,178,515
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  
4,951,650
7,800
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  
7,791,888
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  
27,238,920
132,105
Total
Tennessee
125,973,355
Nuveen
Intermediate
Duration
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
142
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Texas
-
4.3%
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
$
1,307,070
1,260
5.000%,
2/15/26
No
Opt.
Call
AAA
1,332,551
1,260
5.000%,
2/15/27
No
Opt.
Call
AAA
1,351,841
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+
2,624,903
2,840
5.000%,
1/01/30
1/27
at
100.00
BB+
2,849,571
1,600
5.000%,
1/01/32
1/27
at
100.00
BB+
1,594,880
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  
1,111,664
4,000
Austin,
Texas,
Electric
Utility
System
Revenue
Bonds,
Refunding
&
Improvement
Series
2020A,
5.000%,
11/15/26
No
Opt.
Call
AA  
4,254,240
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+  
3,164,207
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+  
7,114,605
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)
3,486,517
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)
2,030,405
1,525
5.000%,
1/01/33,
(Pre-refunded
7/01/25)
7/25
at
100.00
A-
(4)
1,591,963
1,165
5.000%,
1/01/34,
(Pre-refunded
7/01/25)
7/25
at
100.00
A-
(4)
1,216,155
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
1,177,770
1,000
5.000%,
9/01/34
9/28
at
100.00
A
1,045,080
1,000
5.000%,
9/01/35
9/28
at
100.00
A
1,043,460
1,000
5.000%,
9/01/36
9/28
at
100.00
A
1,042,200
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  
3,888,326
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+  
11,805,578
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)
9,383,932
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+
5,303,081
4,025
3.950%,
7/01/27
No
Opt.
Call
A+
4,054,745
3,060
3.750%,
7/01/28
No
Opt.
Call
A+
2,966,119
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+  
7,081,198
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+  
5,656,366
143
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Texas
(continued)
$
3,650
Harris
County
Cultural
Education
Facilities
Finance
Corporation,
Texas,
Hospital
Revenue
Bonds,
Memorial
Hermann
Health
System,
Series
2022B,
5.000%,
6/01/50,
(Mandatory
Put
12/01/28)
12/27
at
101.49
A+  
$
3,860,130
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+
1,904,978
18,025
4.000%,
12/01/31,
(Pre-refunded
12/01/22)
12/22
at
100.00
A+
(4)
18,051,136
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)
6,467,129
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  
1,896,260
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  
5,321,545
425
Harris
County-Houston
Sports
Authority,
Texas,
Revenue
Bonds,
Refunding
Second
Lien
Series
2014C,
5.000%,
11/15/23
No
Opt.
Call
Baa1  
429,900
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
4,939,329
4,600
5.000%,
11/15/25
-
AGM
Insured
11/24
at
100.00
AA
4,736,804
3,745
5.000%,
11/15/26
-
AGM
Insured
11/24
at
100.00
AA
3,855,066
12,050
5.000%,
11/15/27
-
AGM
Insured
11/24
at
100.00
AA
12,338,959
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  
5,256,434
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  
11,925,234
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  
2,397,398
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-  
581,596
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
3,224,640
2,615
5.000%,
11/15/33
11/28
at
100.00
Aa2
2,801,293
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  
1,342,172
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  
853,400
3,815
Houston,
Texas,
Hotel
Occupancy
Tax
and
Special
Revenue
Bonds,
Convention
and
Entertainment
Project,
Series
2001B,
0.000%,
9/01/23
-
AMBAC
Insured
No
Opt.
Call
A  
3,686,587
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)
2,339,020
Nuveen
Intermediate
Duration
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
144
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Texas
(continued)
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
$
1,026,530
2,025
5.000%,
11/01/27,
(AMT)
11/25
at
100.00
A1
2,073,802
1,570
5.000%,
11/01/28,
(AMT)
11/25
at
100.00
A1
1,607,366
2,000
5.000%,
11/01/29,
(AMT)
11/25
at
100.00
A1
2,046,760
2,000
5.000%,
11/01/30,
(AMT)
11/25
at
100.00
A1
2,037,900
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+
4,681,080
3,825
5.000%,
5/15/26
No
Opt.
Call
A+
4,028,069
2,050
5.000%,
5/15/27
No
Opt.
Call
A+
2,184,419
2,100
5.000%,
5/15/28
No
Opt.
Call
A+
2,260,167
3,000
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-  
2,581,710
McCamey
County
Hospital
District,
Texas,
General
Obligation
Bonds,
Series
2013:
3,045
5.000%,
12/01/25
No
Opt.
Call
B1
3,015,342
2,720
5.250%,
12/01/28
12/25
at
100.00
B1
2,701,857
2,700
Mission
Economic
Development
Corporation,
Texas,
Revenue
Bonds,
Natgasoline
Project,
Senior
Lien
Series
2018,
4.625%,
10/01/31,
(AMT),
144A
10/22
at
104.00
BB-  
2,663,847
North
Texas
Tollway
Authority,
Special
Projects
System
Revenue
Bonds,
Convertible
Capital
Appreciation
Series
2011C:
3,855
0.000%,
9/01/43,
(Pre-refunded
9/01/31)
(8)
9/31
at
100.00
N/R
(4)
4,603,063
9,130
6.750%,
9/01/45,
(Pre-refunded
9/01/31)
9/31
at
100.00
N/R
(4)
11,373,606
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+
4,207,300
5,325
4.000%,
1/01/36
1/29
at
100.00
A+
5,015,724
5,950
North
Texas
Tollway
Authority,
System
Revenue
Bonds,
Refunding
First
Tier,
Series
2020A,
4.000%,
1/01/37
1/29
at
100.00
A+  
5,550,636
2,835
North
Texas
Tollway
Authority,
System
Revenue
Bonds,
Refunding
Second
Tier,
Series
2015A,
5.000%,
1/01/38
1/25
at
100.00
A  
2,877,582
1,000
Port
Beaumont
Navigation
District,
Jefferson
County,
Texas,
Dock
and
Wharf
Facility
Revenue
Bonds,
Jefferson
Gulf
Coast
Energy
Project,
Series
2020,
3.625%,
1/01/35,
(AMT),
144A
10/22
at
103.00
N/R  
807,360
Port
Beaumont
Navigation
District,
Jefferson
County,
Texas,
Dock
and
Wharf
Facility
Revenue
Bonds,
Jefferson
Gulf
Coast
Energy
Project,
Series
2021A:
7,865
2.750%,
1/01/36,
(AMT),
144A
7/23
at
103.00
N/R
5,621,509
12,675
2.875%,
1/01/41,
(AMT),
144A
7/23
at
103.00
N/R
8,307,448
1,000
3.000%,
1/01/50,
(AMT),
144A
7/23
at
103.00
N/R
594,530
1,250
Port
of
Houston
Authority,
Harris
County,
Texas,
General
Obligation
Bonds,
First
Lien
Series
2021,
5.000%,
10/01/26
No
Opt.
Call
Aa3  
1,330,737
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  
1,339,042
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
682,536
1,520
2.000%,
8/15/46
8/30
at
100.00
AAA
831,303
145
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Texas
(continued)
$
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)
$
1,336,790
5,870
Tarrant
County
Cultural
Education
Facilities
Finance
Corporation,
Texas,
Revenue
Bonds,
Christus
Health,
Series
2022A,
5.000%,
7/01/53,
(Mandatory
Put
7/01/32)
1/32
at
100.00
A+  
6,256,892
2,040
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  
2,004,830
4,855
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  
3,238,334
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
10,461,480
10,845
4.000%,
12/31/39
12/29
at
100.00
Baa2
9,269,113
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
4,680,847
8,000
5.000%,
12/31/45,
(AMT)
12/25
at
100.00
Baa3
7,536,400
Texas
Private
Activity
Bond
Surface
Transportation
Corporation,
Senior
Lien
Revenue
Bonds,
LBJ
Infrastructure
Group
LLC
IH-635
Managed
Lanes
Project,
Refunding  Series
2020A:
4,450
4.000%,
6/30/32
12/30
at
100.00
Baa2
4,135,696
1,500
4.000%,
12/31/32
12/30
at
100.00
Baa2
1,386,375
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  
5,602,985
13,775
Texas
Transportation
Commission,
Central
Texas
Turnpike
System
Revenue
Bonds,
Refunding
Second
Tier
Series
2015C,
5.000%,
8/15/34
8/24
at
100.00
A-  
13,835,059
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
565,931
1,590
0.000%,
8/01/36
2/29
at
73.16
Baa3
753,644
2,070
0.000%,
8/01/37
2/29
at
69.41
Baa3
920,674
1,100
0.000%,
8/01/39
2/29
at
62.63
Baa3
429,033
358,985
Total
Texas
346,152,745
Utah
-
0.0%
Black
Desert
Public
Infrastructure
District,
Utah,
Limited
Tax
General
Obligation
Bonds,
Series
2021A:
1,055
3.250%,
3/01/31,
144A
9/26
at
103.00
N/R
888,774
1,600
3.500%,
3/01/36,
144A
9/26
at
103.00
N/R
1,249,568
1,300
Downtown
East
Streetcar
Sewer
Public
Infrastructure
District,
South
Salt
Lake,
Salt
Lake
County,
Utah,
Limited
Tax
General
Obligation
Bonds,
Series
2022A,
5.750%,
3/01/42,
144A
9/27
at
103.00
N/R  
1,209,702
3,955
Total
Utah
3,348,044
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  
2,387,761
Nuveen
Intermediate
Duration
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
146
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Vermont
(continued)
$
3,547
Vermont
Housing
Finance
Agency,
Multiple
Purpose
Bonds,
Series
2021A,
2.450%,
11/01/41
11/30
at
100.00
Aa1  
$
2,465,697
6,532
Total
Vermont
4,853,458
Virginia
-
1.8%
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  
5,328,285
Federal
Home
Loan
Mortgage
Corporation,
Notes:
18,010
3.150%,
1/15/36,
144A
10/31
at
100.00
AA+
15,870,592
19,675
Federal
Home
Loan
Mortgage
Corporation,
Virginia,
Multifamily
Variable
Rate
Certificates
Relating
to
Municipal
Securities
Class
A
Series
2019M-053,
2.550%,
6/15/35
2020
M053
No
Opt.
Call
AA+  
16,392,816
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  
743,006
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  
6,717,197
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)
807,399
1,000
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  
898,740
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+  
662,004
7,505
Virginia
Housing
Development
Authority,
Rental
Housing
Bonds,
Series
2020B,
2.200%,
3/01/40
3/29
at
100.00
AA+  
5,110,380
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
14,136,297
5,000
5.000%,
12/31/52,
(AMT)
6/27
at
100.00
BBB
4,717,300
17,375
5.000%,
12/31/56,
(AMT)
6/27
at
100.00
BBB
16,217,304
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
BBB-
5,087,000
4,000
5.000%,
1/01/35,
(AMT)
1/32
at
100.00
BBB
4,054,920
3,000
5.000%,
1/01/36,
(AMT)
1/32
at
100.00
BBB-
3,032,940
9,150
5.000%,
7/01/36,
(AMT)
1/32
at
100.00
BBB-
9,242,598
8,000
5.000%,
12/31/47,
(AMT)
12/32
at
100.00
Baa1
7,845,040
Virginia
Small
Business
Financing
Authority,
Revenue
Bonds,
Elizabeth
River
Crossing
OPCO,
LLC
Project,
Refunding
Senior
Lien
Series
2022:
7,000
4.000%,
7/01/33,
(AMT)
1/32
at
100.00
BBB
6,531,770
7,250
4.000%,
7/01/34,
(AMT)
1/32
at
100.00
BBB
6,689,213
2,550
4.000%,
1/01/35,
(AMT)
1/32
at
100.00
BBB
2,337,534
5,750
4.000%,
7/01/35,
(AMT)
1/32
at
100.00
BBB
5,249,520
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  
1,960,766
147
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Virginia
(continued)
$
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  
$
8,007,255
159,860
Total
Virginia
147,639,876
Washington
-
3.1%
3,725
Clark
County
School
District
37,
Vancouver,
Washington,
General
Obligation
Bonds,
Series
2021,
4.000%,
12/01/25
No
Opt.
Call
Aaa  
3,811,830
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
29,692,094
41,100
5.000%,
7/01/37
7/29
at
100.00
Aa2
43,504,350
8,630
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  
7,722,987
Port
of
Seattle,
Washington,
Revenue
Bonds,
Refunding
Intermediate
Lien
Private
Activity
Series
2022B:
5,000
5.000%,
8/01/29,
(AMT)
No
Opt.
Call
AA-
5,273,100
18,020
5.000%,
8/01/30,
(AMT)
No
Opt.
Call
AA-
18,948,571
12,250
5.000%,
8/01/31,
(AMT)
No
Opt.
Call
A1
12,839,715
2,910
Port
of
Seattle,
Washington,
Revenue
Bonds,
Refunding
Intermediate
Lien
Series
2016,
5.000%,
2/01/29
2/26
at
100.00
AA-  
3,048,603
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  
2,343,276
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)
5,169,966
2,200
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+  
2,228,710
20,285
Washington
Health
Care
Facilities
Authority,
Revenue
Bonds,
CommonSpirit
Health,
Series
2019B-2,
5.000%,
8/01/49,
(Mandatory
Put
8/01/25)
2/25
at
100.00
BBB+  
20,683,803
3,150
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+  
3,229,286
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)
2,853,533
1,285
5.000%,
1/01/27,
(Pre-refunded
7/01/25)
7/25
at
100.00
A+
(4)
1,343,146
Washington
Health
Care
Facilities
Authority,
Revenue
Bonds,
PeaceHealth,
Refunding
Series
2014A:
1,315
5.000%,
11/15/22,
(ETM)
No
Opt.
Call
AA-
(4)
1,317,670
2,055
5.000%,
11/15/24,
(Pre-refunded
5/15/24)
5/24
at
100.00
AA-
(4)
2,108,327
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-  
14,085,845
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-
4,275,935
2,780
5.000%,
10/01/31
10/28
at
100.00
AA-
2,934,596
3,025
5.000%,
10/01/32
10/28
at
100.00
AA-
3,167,538
2,625
5.000%,
10/01/33
10/28
at
100.00
AA-
2,725,353
Nuveen
Intermediate
Duration
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
148
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Washington
(continued)
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-
$
5,269,914
5,000
5.000%,
8/15/34
8/27
at
100.00
BBB-
5,049,300
5,765
5.000%,
8/15/36
8/27
at
100.00
BBB-
5,800,570
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  
3,821,912
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  
4,583,325
5,580
Washington
State
Housing
Finance
Commission,
Single
Family
Program
Bonds,
Series
2021-2N,
2.400%,
12/01/41
6/31
at
100.00
Aaa  
3,812,981
12,153
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+  
10,321,882
Washington
State,
General
Obligation
Bonds,
Motor
Vehicle
Fuel
Tax
Refunding
Series
R-2021A:
2,000
5.000%,
6/01/23
No
Opt.
Call
Aaa
2,024,960
1,960
5.000%,
6/01/24
No
Opt.
Call
Aaa
2,018,526
5,885
Washington
State,
General
Obligation
Bonds,
Various
Purpose
Series
2022A-1,
5.000%,
8/01/27
No
Opt.
Call
Aaa  
6,354,152
4,975
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  
4,447,799
246,303
Total
Washington
246,813,555
West
Virginia
-
0.0%
1,335
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
1,357,962
Wisconsin
-
1.7%
500
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  
491,900
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
Aa1
4,177,409
4,555
2.000%,
3/01/27
No
Opt.
Call
Aa1
4,205,039
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  
21,435,568
Public
Finance
Authority
of
Wisconsin,
Pollution
Control
Revenue
Bonds,
Duke
Energy
Progress
Project,
Refunding
Series
2022A-2:
4,375
3.300%,
10/01/46,
(Mandatory
Put
10/01/26)
No
Opt.
Call
A
4,284,963
8,160
3.700%,
10/01/46,
(Mandatory
Put
10/01/30)
No
Opt.
Call
Aa3
7,908,182
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  
368,641
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  
10,750,358
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-  
16,057,850
149
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Wisconsin
(continued)
$
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-  
$
7,347,429
3,440
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-  
3,269,066
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
4,033,016
9,035
4.300%,
11/01/30
5/26
at
100.00
BBB
8,889,446
Wisconsin
Health
&
Educational
Facs
Authority,
Health
Facilities
Revenue
Bonds,
UnityPoint
Health
Project,
Series
2014A:
1,000
5.000%,
12/01/26
11/24
at
100.00
AA-
1,026,840
4,090
5.000%,
12/01/27
11/24
at
100.00
AA-
4,198,712
4,010
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-  
3,950,211
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  
743,389
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  
2,572,340
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  
1,905,411
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-
2,414,365
1,455
4.000%,
10/15/35
10/31
at
100.00
AA-
1,368,995
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-  
5,808,513
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  
1,243,738
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+  
4,385,908
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  
1,714,889
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)
2,894,603
Wisconsin
Health
and
Educational
Facilities
Authority,
Wisconsin,
Revenue
Bonds,
ThedaCare
Inc,
Series
2015:
825
5.000%,
12/15/23
No
Opt.
Call
AA-
839,536
1,330
5.000%,
12/15/25
12/24
at
100.00
AA-
1,365,325
2,750
Wisconsin
Housing
and
Economic
Development
Authority,
Housing
Revenue
Bonds,
Series
2019A,
3.000%,
11/01/39
11/28
at
100.00
AA  
2,343,082
1,650
Wisconsin
Housing
and
Economic
Development
Authority,
Housing
Revenue
Bonds,
Series
2021C,
2.500%,
11/01/41
5/31
at
100.00
Aa3  
1,173,497
Nuveen
Intermediate
Duration
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
150
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Wisconsin
(continued)
$
8,145
WPPI
Energy,
Wisconsin,
Power
Supply
System
Revenue
Bonds,
Series
2013A,
5.000%,
7/01/37
7/23
at
100.00
A1  
$
8,202,911
151,455
Total
Wisconsin
141,371,132
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  
8,815,378
Casper
Community
College
District,
Natrona
County,
Wyoming,
Revenue
Bonds,
Refunding
Series
2021:
960
4.000%,
4/15/37
4/31
at
100.00
A+
931,575
1,000
4.000%,
4/15/38
4/31
at
100.00
A+
964,920
1,035
4.000%,
4/15/39
4/31
at
100.00
A+
979,772
1,070
4.000%,
4/15/40
4/31
at
100.00
A+
998,192
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)
5,585,030
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  
25,421,770
University
of
Wyoming,
Facilities
Revenue
Bonds,
Supplemental
Coverage
Program,
Refunding
Series
2021A:
4,215
5.000%,
6/01/26
No
Opt.
Call
AA-
4,468,026
4,420
5.000%,
6/01/27
No
Opt.
Call
AA-
4,747,655
3,045
Wyoming
Community
Development
Authority,
Housing
Revenue
Bonds,
2015
Series
6,
3.900%,
12/01/34
12/24
at
100.00
AA+  
2,975,361
6,500
Wyoming
Community
Development
Authority,
Housing
Revenue
Bonds,
2019
Series
3,
2.650%,
12/01/39
12/28
at
100.00
AA+  
5,023,395
3,250
Wyoming
Community
Development
Authority,
Housing
Revenue
Bonds,
2020
Series
1,
3.000%,
12/01/40
6/29
at
100.00
AA+  
2,629,347
6,675
Wyoming
Community
Development
Authority,
Housing
Revenue
Bonds,
2020
Series
2,
2.250%,
12/01/40
6/30
at
100.00
AA+  
4,687,452
6,000
Wyoming
Community
Development
Authority,
Housing
Revenue
Bonds,
2021
Series
3,
2.250%,
12/01/41
12/30
at
100.00
Aa1  
4,135,740
82,665
Total
Wyoming
72,363,613
$
8,640,213
Total
Municipal
Bonds
(cost
$8,568,398,043)
7,786,850,283
Shares
Description
(1)
Value
X
200,412,787
COMMON
STOCKS
-
2.5%
X
200,412,787
Independent
Power
and
Renewable
Electricity
Producers
-
2.5%
2,665,489
Energy
Harbor
Corp
(9),(10),(11)
$
200,412,787
Total
Common
Stocks
(cost
$55,930,174)
200,412,787
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(3)
Value
10441374
ASSET-BACKED
AND
MORTGAGE-BACKED
SECURITIES
-
0.1%
X
10,441,374
$
4,776
Federal
Home
Loan
Mortgage
Corporation,
Notes
3.150%
10/15/36
N/R
$
4,118,739
8,185
Freddie
Mac
Multi-Family
ML
Certificates,
Series
ML
10,
Series
2021
2.032%
1/25/38
AA+
6,322,635
$
12,961
Total
Asset-Backed
and
Mortgage-Backed
Securities
(cost
$13,352,299)
10,441,374
Total
Long-Term
Investments
(cost
$8,637,680,516)
7,997,704,444
Borrowings
-
(0.5)%
(12)
(37,100,000)
Other
Assets
Less
Liabilities
-   1.4%
106,020,646
Net
Assets
-
100%
$
8,066,625,090
151
(1)
All
percentages
shown
in
the
Portfolio
of
Investments
are
based
on
net
assets.
(2)
Optional
Call
Provisions:
Dates
(month
and
year)
and
prices
of
the
earliest
optional
call
or
redemption.
There
may
be
other
call
provisions
at
varying
prices
at
later
dates.
Certain
mortgage-backed
securities
may
be
subject
to
periodic
principal
paydowns.
(3)
For
financial
reporting
purposes,
the
ratings
disclosed
are
the
highest
of
Standard
&
Poor’s
Group
(“Standard
&
Poor’s”),
Moody’s
Investors
Service,
Inc.
(“Moody’s”)
or
Fitch,
Inc.
(“Fitch”)rating.
This
treatment
of
split-rated
securities
may
differ
from
that
used
for
other
purposes,
such
as
for
Fund
investment
policies.
Ratings
below
BBB
by
Standard
&
Poor’s,
Baa
by
Moody’sor
BBB
by
Fitch
are
considered
to
be
below
investment
grade.
Holdings
designated
N/R
are
not
rated
by
any
of
these
national
rating
agencies.
(4)
Backed
by
an
escrow
or
trust
containing
sufficient
U.S.
Government
or
U.S.
Government
agency
securities,
which
ensure
the
timely
payment
of
principal
and
interest.
(5)
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)
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)
Borrowings
as
a
percentage
of
Total
Investments
is
0.5%.
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
152
Nuveen
Limited
Term
Municipal
Bond
Fund
Portfolio
of
Investments
September
30,
2022
(Unaudited)
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
LONG-TERM
INVESTMENTS
-
100.0%  
X
7,232,799,069
MUNICIPAL
BONDS
-
97.1%
X
7,232,799,069
Alabama
-
1.8%
$
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  
$
10,362,927
9,810
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  
9,793,127
10,910
Black
Belt
Energy
Gas
District,
Alabama,
Gas
PrePay
Revenue
Bonds,
Project
4
Series
2019A-1,
4.000%,
12/01/49,
(Mandatory
Put
12/01/25)
9/25
at
100.38
A1  
10,811,155
2,175
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
A2  
2,119,277
3,410
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
Baa1  
3,273,395
11,100
Black
Belt
Energy
Gas
District,
Alabama,
Gas
PrePay
Revenue
Bonds,
Series
2022B-1,
4.000%,
4/01/53,
(Mandatory
Put
10/01/27)
7/27
at
100.42
A2  
10,693,740
5,270
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  
5,071,953
4,890
Black
Belt
Energy
Gas
District,
Alabama,
Gas
Supply
Revenue
Bonds,
Series
2022
Sub
D-1,
4.000%,
7/01/52,
(Mandatory
Put
6/01/27)
3/27
at
100.17
Aa1  
4,845,941
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  
1,028,020
11,755
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  
10,932,973
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
12/12/23)
No
Opt.
Call
A1  
23,246,890
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
6/16/25)
No
Opt.
Call
BBB  
6,984,300
13,750
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  
13,717,000
23,835
Southeast
Energy
Authority,
Alabama,
Commodity
Supply
Revenue
Bonds,
Project
4,
Series
2022B-1,
5.000%,
5/01/53,
(Mandatory
Put
8/01/28)
5/28
at
100.34
A2  
23,864,079
138,705
Total
Alabama
136,744,777
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+  
1,240,728
1,380
Alaska
Housing
Finance
Corporation,
Mortgage
Revenue
Bonds,
General
Series
2016A-II,
1.900%,
12/01/24
No
Opt.
Call
AA+  
1,333,646
12,345
Alaska
Housing
Finance
Corporation,
Mortgage
Revenue
Bonds,
General
Series
2020A-II,
2.000%,
12/01/35
6/29
at
100.00
AA+  
8,943,706
23,000
Alaska
Housing
Finance
Corporation,
Mortgage
Revenue
Bonds,
General
Series
2020B-II,
2.000%,
12/01/35
6/29
at
100.00
AA+  
17,320,610
153
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
Aa1  
$
2,649,494
8,110
Alaska
Housing
Finance
Corporation,
Mortgage
Revenue
Bonds,
Series
2022B-1,
2.150%,
6/01/36
12/30
at
100.00
AA+  
6,029,136
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
1,670,706
3,565
5.000%,
1/01/26,
(AMT)
7/25
at
100.00
Baa2
3,606,746
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+
5,361,450
5,355
5.000%,
4/01/28
No
Opt.
Call
A+
5,608,559
5,575
5.000%,
4/01/29
No
Opt.
Call
A+
5,851,743
North
Slope
Borough,
Alaska,
General
Obligation
Bonds,
Refunding
General
Purpose
Series
2021A:
4,170
5.000%,
6/30/23
No
Opt.
Call
AA
4,226,045
2,000
5.000%,
6/30/24
No
Opt.
Call
AA
2,060,380
Northern
Tobacco
Securitization
Corporation,
Alaska,
Tobacco
Settlement
Asset-Backed
Bonds,
Senior
Series
2021A
Class
1:
520
4.000%,
6/01/23
No
Opt.
Call
A
521,919
550
5.000%,
6/01/24
No
Opt.
Call
A
560,395
1,000
5.000%,
6/01/25
No
Opt.
Call
A
1,026,680
170
Northern
Tobacco
Securitization
Corporation,
Alaska,
Tobacco
Settlement
Asset-Backed
Bonds,
Series
2021B-1
Class
2,
0.500%,
6/01/31
No
Opt.
Call
BBB+  
167,118
79,320
Total
Alaska
68,179,061
Arizona
-
2.0%
1,000
Arizona
Board
of
Regents,
Univeristy
of
Arizona,
SPEED
Revenue
Bonds,
Stimulus
Plan
for
Economic
and
Educational
Development,
Series
2020C.
Forward
Delivery,
5.000%,
8/01/24
No
Opt.
Call
Aa3  
1,032,320
Arizona
Industrial
Development
Authority,
Hospital
Revenue
Bonds,
Phoenix
Children's
Hospital,
Series
2021A:
1,200
5.000%,
2/01/23
No
Opt.
Call
AA-
1,206,252
1,450
5.000%,
2/01/24
No
Opt.
Call
AA-
1,478,144
1,300
5.000%,
2/01/25
No
Opt.
Call
AA-
1,341,587
915
5.000%,
2/01/26
No
Opt.
Call
AA-
953,897
Arizona
State,
Certificates
of
Participation,
Refunding
Series
2019A:
5,485
5.000%,
10/01/26,
(ETM)
No
Opt.
Call
Aa2
(4)
5,854,086
5,055
5.000%,
10/01/27,
(ETM)
No
Opt.
Call
Aa2
(4)
5,470,521
17,125
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+  
16,951,866
9,195
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+  
9,081,534
19,605
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+  
19,854,768
Nuveen
Limited
Term
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
154
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Arizona
(continued)
$
5,000
Chandler
Industrial
Development
Authority,
Arizona,
Industrial
Development
Revenue
Bonds,
Intel
Corporation
Project,
Series
2022-
1,
5.000%,
9/01/42,
(AMT),
(Mandatory
Put
9/01/27)
3/27
at
100.00
A+  
$
5,176,150
2,430
Coconino
County,
Arizona,
Pollution
Control
Revenue
Bonds,
Nevada
Power
Company
Project,
Refunding
Series
2017A,
1.875%,
9/01/32,
(AMT),
(Mandatory
Put
3/31/23)
No
Opt.
Call
A+  
2,407,887
2,500
Coconino
County,
Arizona,
Pollution
Control
Revenue
Bonds,
Nevada
Power
Company
Project,
Refunding
Series
2017B,
1.650%,
3/01/39,
(Mandatory
Put
3/31/23)
No
Opt.
Call
A+  
2,475,625
Glendale
Industrial
Development
Authority,
Arizona,
Revenue
Bonds,
Midwestern
University,
Refunding
Series
2020:
550
5.000%,
5/15/23
No
Opt.
Call
AA
556,171
435
4.000%,
5/15/24
No
Opt.
Call
AA
440,459
14,500
Maricopa
County
Industrial
Development
Authority,
Arizona,
Hospital
Revenue
Bonds,
HonorHealth,
Series
2019B,
5.000%,
9/01/45,
(Mandatory
Put
9/01/24)
No
Opt.
Call
A+  
14,907,595
8,730
Maricopa
County
Industrial
Development
Authority,
Arizona,
Revenue
Bonds,
Banner
Health,
Series
2017C,
5.000%,
1/01/48,
(Mandatory
Put
10/18/24)
No
Opt.
Call
AA-  
8,966,845
3,145
Maricopa
County
Industrial
Development
Authority,
Arizona,
Revenue
Bonds,
Banner
Health,
Variable
Rate
Series
2019C,
3.030%,
1/01/35,
(Mandatory
Put
10/18/24)
(SIFMA
reference
rate
+
0.570%
spread)
(5)
10/23
at
100.00
AA-  
3,128,017
10,040
Maricopa
County
Pollution
Control
Corporation,
Arizona,
Pollution
Control
Revenue
Bonds,
Public
Service
Company
of
New
Mexico
Palo
Verde
Project,
Refunding
Series
2003A,
3.000%,
1/01/38,
(Mandatory
Put
6/01/24)
No
Opt.
Call
BBB  
9,904,560
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
10/01/26)
No
Opt.
Call
BBB  
3,871,035
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
10/01/26)
No
Opt.
Call
BBB  
1,849,495
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  
1,287,069
3,615
Mesa,
Arizona,
Street
and
Highway
User
Revenue
Bonds,
Refunding
Series
2015,
5.000%,
7/01/26
7/25
at
100.00
AA  
3,781,471
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
3,969,735
3,250
5.000%,
7/01/25
No
Opt.
Call
AAA
3,404,895
390
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-  
391,088
5,505
Pima
County,
Arizona,
Sewer
System
Revenue
Obligations,
Refunding
Series
2016,
5.000%,
7/01/23
No
Opt.
Call
AA  
5,582,519
Pinal
County,
Arizona,
Pledged
Revenue
Obligations,
Refunding
Series
2014:
2,000
5.000%,
8/01/23
No
Opt.
Call
AA
2,030,540
2,005
5.000%,
8/01/24
No
Opt.
Call
AA
2,068,358
155
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Arizona
(continued)
$
1,000
Pinal
County,
Arizona,
Pledged
Revenue
Obligations,
Series
2014,
5.000%,
8/01/24
No
Opt.
Call
AA  
$
1,031,600
75
Salt
Verde
Financial
Corporation,
Arizona,
Senior
Gas
Revenue
Bonds,
Citigroup
Energy
Inc
Prepay
Contract
Obligations,
Series
2007,
5.000%,
12/01/32
No
Opt.
Call
A3  
75,616
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  
2,865,690
3,715
Yavapai
County
Industrial
Development
Authority,
Arizona,
Solid
Waste
Disposal
Revenue
Bonds,
Waste
Management
Inc.,
Series
2002,
1.300%,
6/01/27,
(AMT)
No
Opt.
Call
A-  
3,223,171
146,335
Total
Arizona
146,620,566
Arkansas
-
0.6%
8,605
Arkansas
State,
Federal
Highway
Grant
Anticipation
and
Tax
Revenue
Bonds,
Series
2013,
5.000%,
10/01/22
No
Opt.
Call
Aa1  
8,605,000
11,295
Fayetteville,
Arkansas,
Sales
and
Use
Tax
Revenue
Bonds,
Capital
Improvement
Series
2022,
2.875%,
11/01/32
11/26
at
100.00
AA-  
10,311,318
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-  
5,102,553
Pulaksi
County
Public
Facilities
Board,
Arkansas,
Health
Facilities
Revenue
Bonds,
CARTI
Project,
Series
2013:
1,180
5.250%,
7/01/27,
(Pre-refunded
7/01/23)
7/23
at
100.00
N/R
(4)
1,196,839
545
5.250%,
7/01/28,
(Pre-refunded
7/01/23)
7/23
at
100.00
N/R
(4)
552,777
Pulaski
County
Public
Facilities
Board,
Arkansas,
Healthcare
Revenue
Bonds,
Baptist
Health,
Series
2014:
500
5.000%,
12/01/22
No
Opt.
Call
A
501,190
1,760
5.000%,
12/01/23
No
Opt.
Call
A
1,788,037
2,195
5.000%,
12/01/24
No
Opt.
Call
A
2,252,224
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  
1,692,720
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
2,475,264
3,790
3.000%,
2/01/28
8/24
at
100.00
Aa2
3,631,199
3,915
3.000%,
2/01/29
8/24
at
100.00
Aa2
3,713,103
43,600
Total
Arkansas
41,822,224
California
-
4.6%
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
4/01/26)
10/25
at
100.00
AA  
16,653,540
10,000
California
Community
Choice
Financing
Authority,
Clean
Energy
Project
Revenue
Bonds,
Green
SIFMA
Index
Rate
Series
2022A-1,
4.000%,
5/01/53,
(Mandatory
Put
8/01/28)
5/28
at
100.03
A1  
9,778,900
California
County
Tobacco
Securitization
Agency,
Tobacco
Settlement
Asset-Backed
Bonds,
Los
Angeles
County
Securitization
Corporation,
Series
2020A:
880
4.000%,
6/01/23
No
Opt.
Call
A
884,479
605
5.000%,
6/01/24
No
Opt.
Call
A
619,272
805
5.000%,
6/01/25
No
Opt.
Call
A
830,543
1,980
5.000%,
6/01/26
No
Opt.
Call
A
2,047,934
840
5.000%,
6/01/27
No
Opt.
Call
A
872,878
1,185
5.000%,
6/01/28
No
Opt.
Call
A
1,233,727
1,475
5.000%,
6/01/29
No
Opt.
Call
A
1,544,885
1,000
5.000%,
6/01/30
No
Opt.
Call
A
1,045,750
Nuveen
Limited
Term
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
156
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
California
(continued)
$
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  
$
2,844,167
6,475
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+  
6,384,674
23,710
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-  
25,812,129
8,680
California
Health
Facilities
Financing
Authority,
Revenue
Bonds,
Providence
Saint
Joseph
Health,
Series
2016B-3,
2.000%,
10/01/36,
(Mandatory
Put
10/01/25)
10/25
at
100.00
AA-  
8,248,257
California
Health
Facilities
Financing
Authority,
Revenue
Bonds,
Providence
Saint
Joseph
Health,
Term
Rate
Series
2019C:
3,025
5.000%,
10/01/39,
(Mandatory
Put
10/01/25)
10/25
at
100.00
A+
3,129,000
2,665
5.000%,
10/01/39,
(Pre-refunded
10/01/25)
10/25
at
100.00
N/R
(4)
2,802,860
3,841
California
Housing
Finance
Agency,
Municipal
Certificate
Revenue
Bonds,
Class
A
Series
2019-2,
4.000%,
3/20/33
No
Opt.
Call
BBB+  
3,655,455
60,000
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
10/22
at
100.00
Aaa  
59,339,400
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
1,181,553
1,085
4.000%,
4/01/26
No
Opt.
Call
AAA
1,119,167
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  
17,259,057
California
Municipal
Finance
Authority,
Reveue
Bonds,
Community
Medical
Centers,
Series
2017A:
2,600
5.000%,
2/01/23
No
Opt.
Call
A-
2,612,714
1,920
5.000%,
2/01/24
No
Opt.
Call
A-
1,954,771
1,700
5.000%,
2/01/25
No
Opt.
Call
A-
1,747,498
2,000
5.000%,
2/01/26
No
Opt.
Call
A-
2,076,120
1,500
5.000%,
2/01/27
No
Opt.
Call
A-
1,565,265
9,210
California
Municipal
Finance
Authority,
Solid
Waste
Disposal
Revenue
Bonds,
Waste
Management
Inc.
Project,
Series
2019A,
2.400%,
10/01/44,
(AMT),
(Mandatory
Put
10/01/29)
7/29
at
100.00
A-  
8,183,453
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
11/03/25)
No
Opt.
Call
A-  
6,296,336
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-  
8,856,197
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-  
6,492,702
4,215
California
Pollution
Control
Financing
Authority,
Water
Facilities
Revenue
Bonds,
American
Water
Capital
Corporation,
Project,
Refunding
Series
2020,
0.600%,
8/01/40,
(Mandatory
Put
9/01/23)
No
Opt.
Call
A  
4,093,650
7,875
California
State,
General
Obligation
Bonds,
Various
Purpose
Series
2022,
5.000%,
4/01/26
No
Opt.
Call
AA  
8,360,494
157
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
California
(continued)
$
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  
$
5,586,460
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  
1,004,350
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  
326,934
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)
789,579
255
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-  
277,608
205
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-  
223,175
4,655
California
Statewide
Community
Development
Authority,
Revenue
Bonds,
Kaiser
Permanente
System,
Series
2004L,
5.000%,
4/01/38,
(Mandatory
Put
11/01/29)
No
Opt.
Call
AA-  
5,067,712
11,500
Los
Angeles
County,
California,
Tax
and
Revenue
Anticipation
Notes,
Series
2022-23,
4.000%,
6/30/23
No
Opt.
Call
N/R  
11,578,430
9,565
Los
Angeles
Department
of
Airports,
California,
Revenue
Bonds,
Los
Angeles
International
Airport,
Refunding
Subordinate
Series
2022G,
5.000%,
5/15/28,
(AMT)
No
Opt.
Call
AA  
10,075,006
12,000
Los
Angeles,
California,
General
Obligation
Bonds,
Tax
&
Revenue
Anticipation
Notes,
Series
2022,
4.000%,
6/29/23
No
Opt.
Call
N/R  
12,082,560
6,665
Metropolitan
Water
District
of
Southern
California,
Water
Revenue
Bonds,
Refunding
Series
2022B,
3.000%,
7/01/28
No
Opt.
Call
Aa1  
6,601,349
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  
2,810,620
2,605
Newport-Mesa
Unified
School
District,
Orange
County,
California,
General
Obligation
Bonds,
Election
2000
Refunding
Series
2020,
5.000%,
8/01/23
No
Opt.
Call
Aaa  
2,645,846
19,360
Orange
County
Transportation
Authority,
California,
Bond
Anticipation
Notes,
I-405
Improvement
Project,
Series
2021,
5.000%,
10/15/24
No
Opt.
Call
AA  
20,098,778
8,000
Riverside
County,
California,
Tax
and
Revenue
Anticipation
Notes,
Series
2022,
5.000%,
6/30/23
No
Opt.
Call
N/R  
8,113,360
10
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)
10,142
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-  
12,400,856
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  
6,583,525
3,000
University
of
California,
General
Revenue
Bonds,
Series
2023BM,
5.000%,
5/15/28
(WI/DD,
Settling
2/22/23)
No
Opt.
Call
Aa2  
3,218,940
Nuveen
Limited
Term
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
158
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
California
(continued)
Vernon,
California,
Electric
System
Revenue
Bonds,
Series
2021A:
$
2,850
5.000%,
4/01/23
No
Opt.
Call
Baa1
$
2,862,626
2,525
5.000%,
4/01/24
No
Opt.
Call
Baa1
2,553,179
2,000
5.000%,
4/01/25
No
Opt.
Call
Baa1
2,035,340
2,250
5.000%,
10/01/25
No
Opt.
Call
Baa1
2,296,687
Vernon,
California,
Electric
System
Revenue
Bonds,
Series
2022A:
255
5.000%,
8/01/23
No
Opt.
Call
Baa1
256,734
700
5.000%,
8/01/24
No
Opt.
Call
BBB+
709,317
500
5.000%,
8/01/25
No
Opt.
Call
Baa1
509,845
980
Washington
Township
Health
Care
District,
California,
Revenue
Bonds,
Refunding
Series
2015A,
5.000%,
7/01/23
No
Opt.
Call
Baa2  
988,536
343,041
Total
California
341,234,321
Colorado
-
2.2%
1,600
Adams
and
Arapahoe
Counties
Joint
School
District
28J,
Aurora,
Colorado,
General
Obligation
Bonds,
Refunding
Series
2022,
5.000%,
12/01/24
No
Opt.
Call
Aa1  
1,661,936
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
AA+  
2,611,840
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  
7,804,359
Colorado
Health
Facilities
Authority,
Colorado,
Revenue
Bonds,
CommonSpirit
Health,
Series
2019A-1:
2,545
5.000%,
8/01/25
No
Opt.
Call
BBB+
2,605,316
2,990
5.000%,
8/01/26
No
Opt.
Call
BBB+
3,077,996
Colorado
Health
Facilities
Authority,
Colorado,
Revenue
Bonds,
CommonSpirit
Health,
Series
2019A-2:
3,000
5.000%,
8/01/25
No
Opt.
Call
BBB+
3,071,100
2,575
5.000%,
8/01/26
No
Opt.
Call
BBB+
2,650,782
3,170
5.000%,
8/01/29
No
Opt.
Call
BBB+
3,302,855
16,425
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+  
16,848,601
500
Colorado
Health
Facilities
Authority,
Colorado,
Revenue
Bonds,
Evangelical
Lutheran
Good
Samaritan
Society
Project,
Series
2013A,
5.000%,
6/01/23,
(ETM)
No
Opt.
Call
N/R  (4)
506,240
13,395
Colorado
Health
Facilities
Authority,
Colorado,
Revenue
Bonds,
Intermountain
Healthcare,
Series
2022A,
5.000%,
5/15/62,
(Mandatory
Put
8/17/26)
2/26
at
101.30
AA+  
14,022,288
Colorado
Health
Facilities
Authority,
Colorado,
Revenue
Bonds,
SCL
Health
System,
Refunding
Series
2019A:
6,495
5.000%,
1/01/26
No
Opt.
Call
AA-
6,795,199
4,635
5.000%,
1/01/27
No
Opt.
Call
AA-
4,907,631
5,150
5.000%,
1/01/28
No
Opt.
Call
AA-
5,514,826
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  
464,896
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  
1,823,250
2,200
Colorado
State,
Certificates
of
Participation,
Rural
Series
2020A,
5.000%,
12/15/22
No
Opt.
Call
Aa2  
2,208,470
159
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Colorado
(continued)
Colorado
State,
Certificates
of
Participation,
Rural
Series
2021A:
$
8,845
5.000%,
12/15/22
No
Opt.
Call
Aa2
$
8,879,053
4,750
5.000%,
12/15/23
No
Opt.
Call
Aa2
4,852,742
4,675
5.000%,
12/15/24
No
Opt.
Call
Aa2
4,840,916
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  
516,130
Denver
City
and
County,
Colorado,
Airport
System
Revenue
Bonds,
Series
2022A:
2,885
5.000%,
11/15/26,
(AMT)
No
Opt.
Call
AA-
3,005,218
25,000
5.000%,
11/15/27,
(AMT)
No
Opt.
Call
Aa3
26,172,750
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+  
13,443,268
3,000
E-470
Public
Highway
Authority,
Colorado,
Senior
Revenue
Bonds,
Series
2021B,
2.347%,
9/01/39,
(Mandatory
Put
9/01/24)
(SOFR*0.67%
reference
rate
+
0.350%
spread)
(5)
6/24
at
100.00
A  
2,970,060
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  
3,615,969
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-
584,355
475
5.000%,
7/15/24
No
Opt.
Call
A-
478,667
325
5.000%,
1/15/25
No
Opt.
Call
A-
329,440
400
5.000%,
7/15/25
No
Opt.
Call
A-
406,504
500
3.000%,
1/15/26
No
Opt.
Call
A-
478,535
425
5.000%,
7/15/26
No
Opt.
Call
A-
433,653
1,425
5.000%,
1/15/27
No
Opt.
Call
A-
1,455,980
625
5.000%,
7/15/27
No
Opt.
Call
A-
639,831
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  
519,169
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  
430,880
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  
704,431
6,350
University
of
Colorado,
Enterprise
System
Revenue
Bonds,
Refunding
Series
2021C-4,
2.000%,
6/01/51,
(Mandatory
Put
10/15/25)
No
Opt.
Call
AA+  
6,044,121
Windy
Gap
Firming
Project
Water
Activity
Enterprise,
Colorado,
Senior
Revenue
Bonds,
Series
2021:
1,670
5.000%,
7/15/26
No
Opt.
Call
AA
1,777,531
1,090
5.000%,
7/15/27
No
Opt.
Call
AA
1,175,173
160,395
Total
Colorado
163,631,961
Connecticut
-
2.2%
7,085
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+  
7,296,275
1,465
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+  
1,537,019
Nuveen
Limited
Term
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
160
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Connecticut
(continued)
$
1,250
Connecticut
Health
and
Educational
Facilities
Authority,
Revenue
Bonds,
Stamford
Hospital,
Series
2021L-1,
4.000%,
7/01/25
No
Opt.
Call
BBB+  
$
1,234,613
2,695
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  
2,669,640
27,535
Connecticut
Health
and
Educational
Facilities
Authority,
Revenue
Bonds,
Yale
University,
Series
2015A,
0.375%,
7/01/35,
(Mandatory
Put
7/12/24)
No
Opt.
Call
AAA  
25,781,296
6,885
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  
6,714,665
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
2/11/25)
No
Opt.
Call
Aaa  
16,112,140
28,080
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-  
27,211,205
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  
1,847,944
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  
4,066,950
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  
2,753,018
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  
3,257,541
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  
949,120
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  
3,009,120
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  
2,899,065
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
AAA  
8,786,646
5,000
Connecticut
State,
General
Obligation
Bonds,
Refunding
Series
2020D,
5.000%,
7/15/23
No
Opt.
Call
Aa3  
5,073,350
1,135
Connecticut
State,
General
Obligation
Bonds,
Refunding
Series
2022D,
5.000%,
9/15/25
No
Opt.
Call
Aa3  
1,188,322
Connecticut
State,
General
Obligation
Bonds,
Series
2022A:
9,500
3.000%,
1/15/24
No
Opt.
Call
Aa3
9,480,430
12,335
4.000%,
1/15/25
No
Opt.
Call
Aa3
12,519,778
1,750
Connecticut
State,
Special
Tax
Obligation
Bonds,
Transportation
Infrastructure
Purposes,
Refunding
Series
20168C,
5.000%,
10/01/23
No
Opt.
Call
AA-  
1,781,973
3,440
Connecticut
State,
Special
Tax
Obligation
Bonds,
Transportation
Infrastructure
Purposes,
Refunding
Series
2021C,
5.000%,
1/01/24
No
Opt.
Call
AA-  
3,517,916
8,415
Stamford,
Connecticut,
General
Obligation
Bonds,
Refunding
Series
2021A,
4.000%,
8/15/23
No
Opt.
Call
AAA  
8,481,647
West
Haven,
Connecticut,
General
Obligation
Bonds,
Series
2012:
2,000
5.000%,
8/01/23
-
AGM
Insured
10/22
at
100.00
AA
2,002,500
1,000
5.000%,
8/01/25
-
AGM
Insured
10/22
at
100.00
AA
1,001,120
172,780
Total
Connecticut
161,173,293
161
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Delaware
-
1.1%
$
26,285
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-  
$
23,507,201
9,000
Delaware
Economic
Development
Authority,
Exempt
Facility
Revenue
Bonds,
NRG
Energy
Project,
Refunding
Series
2020B,
1.250%,
10/01/40,
(Mandatory
Put
10/01/25)
10/25
at
100.00
BBB-  
8,048,880
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
7/01/25)
No
Opt.
Call
A  
12,912,653
1,550
Delaware
State,
General
Obligation
Bonds,
Refunding
Series
2020B,
5.000%,
7/01/24
No
Opt.
Call
Aaa  
1,600,065
14,880
Delaware
State,
General
Obligation
Bonds,
Series
2021,
5.000%,
2/01/25
No
Opt.
Call
AAA  
15,504,811
Delaware
Transportation
Authority,
Transportation
System
Revenue
Bonds,
Senior
Lien
Series
2020:
3,255
5.000%,
7/01/26
No
Opt.
Call
AA+
3,461,464
4,975
5.000%,
7/01/27
No
Opt.
Call
AA+
5,365,488
9,815
5.000%,
7/01/28
No
Opt.
Call
AA+
10,727,599
83,670
Total
Delaware
81,128,161
District
of
Columbia
-
0.7%
2,405
District
of
Columbia,
Income
Tax
Secured
Revenue
Bonds,
Series
2022C,
5.000%,
12/01/26
No
Opt.
Call
AAA  
2,572,845
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
8,210,000
10,830
5.000%,
10/01/23,
(AMT)
No
Opt.
Call
Aa3
10,984,436
8,875
5.000%,
10/01/24,
(AMT)
No
Opt.
Call
Aa3
9,096,875
7,320
5.000%,
10/01/25,
(AMT)
No
Opt.
Call
Aa3
7,573,784
Metropolitan
Washington
D.C.
Airports
Authority,
Airport
System
Revenue
Bonds,
Refunding
Series
2022A:
2,500
5.000%,
10/01/26,
(AMT)
No
Opt.
Call
AA-
2,601,575
2,700
5.000%,
10/01/27,
(AMT)
No
Opt.
Call
Aa3
2,824,200
8,000
5.000%,
10/01/28,
(AMT)
No
Opt.
Call
Aa3
8,394,080
1,250
Washington
Metropolitan
Area
Transit
Authority,
District
of
Columbia,
Gross
Revenue
Bonds,
Series
2018,
5.000%,
7/01/24
No
Opt.
Call
AA-  
1,286,300
52,090
Total
District
of
Columbia
53,544,095
Florida
-
3.3%
4,400
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  
4,586,868
Broward
County,
Florida,
Airport
System
Revenue
Bonds,
Series
2015A:
5,000
5.000%,
10/01/24,
(AMT)
No
Opt.
Call
A1
5,116,300
5,725
5.000%,
10/01/25,
(AMT)
No
Opt.
Call
A1
5,918,562
2,395
5.000%,
10/01/26,
(AMT)
10/25
at
100.00
A1
2,457,055
4,185
5.000%,
10/01/27,
(AMT)
10/25
at
100.00
A1
4,283,515
1,040
Broward
County,
Florida,
Airport
System
Revenue
Bonds,
Series
2017,
5.000%,
10/01/23,
(AMT)
No
Opt.
Call
A1  
1,054,217
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  
11,400,727
Nuveen
Limited
Term
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
162
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Florida
(continued)
Clay
County,
Florida,
Sales
Surtax
Revenue
Bonds,
Series
2020.:
$
1,905
5.000%,
10/01/27
No
Opt.
Call
AA
$
2,043,398
1,885
5.000%,
10/01/28
No
Opt.
Call
AA
2,044,546
1,740
5.000%,
10/01/29
No
Opt.
Call
AA
1,905,579
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  
5,369,924
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  
11,184,812
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
1/01/24),
144A
10/22
at
102.00
N/R
17,774,020
26,750
6.375%,
1/01/49,
(AMT),
(Mandatory
Put
1/01/26),
144A
10/22
at
103.00
N/R
24,482,670
24,930
6.500%,
1/01/49,
(AMT),
(Mandatory
Put
1/01/29),
144A
10/22
at
103.00
N/R
21,239,612
8,800
Florida
Development
Finance
Corporation,
Revenue
Bonds,
Brightline
Florida
Passenger
Rail
Expansion
Project,
Series
2021A-1,
2.900%,
12/01/56,
(AMT),
(Mandatory
Put
4/04/23)
10/22
at
100.00
Aaa  
8,729,424
23,660
Florida
Development
Finance
Corporation,
Revenue
Bonds,
Brightline
Passenger
Rail
Expansion
Project,
Series
2022A,
7.250%,
7/01/57,
(AMT),
(Mandatory
Put
10/03/23),
144A
10/22
at
100.00
N/R  
23,099,495
1,720
Florida
Housing
Finance
Corporation,
Homeowner
Mortgage
Revenue
Bonds,
Series
2018-2,
3.750%,
7/01/33
1/28
at
100.00
Aaa  
1,669,948
7,150
Florida
Housing
Finance
Corporation,
Homeowner
Mortgage
Revenue
Bonds,
Series
2019-1,
2.800%,
7/01/34
7/28
at
100.00
Aaa  
6,883,090
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  
1,633,286
2,825
Florida
Housing
Finance
Corporation,
Homeowner
Mortgage
Revenue
Bonds,
Social
Series
2021-2,
1.800%,
7/01/36
7/30
at
100.00
Aaa  
2,044,339
4,410
Florida
State
Board
of
Education,
Public
Education
Capital
Outlay
Bonds,
Refunding
Series
2017C,
5.000%,
6/01/28
6/27
at
100.00
AAA  
4,752,437
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
Aa3
2,379,741
3,080
5.000%,
10/01/26,
(AMT)
No
Opt.
Call
AA-
3,205,140
10,000
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  (4)
10,248,100
2,000
Jacksonville,
Florida,
Special
Revenue
Bonds,
Refunding
Series
2022A,
5.000%,
10/01/25
No
Opt.
Call
AA  
2,099,960
Manatee
County
School
District,
Florida,
Sales
Tax
Revenue
Bonds,
Series
2017:
3,160
5.000%,
10/01/23
-
AGM
Insured
No
Opt.
Call
AA
3,212,487
2,800
5.000%,
10/01/25
-
AGM
Insured
No
Opt.
Call
AA
2,934,232
2,340
5.000%,
10/01/26
-
AGM
Insured
No
Opt.
Call
AA
2,477,639
2,040
5.000%,
10/01/27
-
AGM
Insured
4/27
at
100.00
AA
2,170,091
2,975
5.000%,
10/01/28
-
AGM
Insured
4/27
at
100.00
AA
3,155,761
2,570
5.000%,
10/01/29
-
AGM
Insured
4/27
at
100.00
AA
2,694,491
4,060
Miami-Dade
County
Expressway
Authority,
Florida,
Toll
System
Revenue
Bonds,
Refunding
Series
2014B,
5.000%,
7/01/23
No
Opt.
Call
A  
4,101,331
163
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-  
$
2,919,420
2,500
Okeechobee
County,
Florida,
Solid
Waste
Disposal
Revenue
Bonds,
Waste
Management
Inc.,
Series
2004A,
0.550%,
7/01/39,
(Mandatory
Put
7/01/24)
No
Opt.
Call
A-  
2,341,875
Orlando,
Florida,
Tourist
Development
Tax
Revenue
Bonds,
6th
Cent
Contract
Payments,
Refunding
Senior
Series
2017A:
2,160
5.000%,
11/01/29
-
AGM
Insured
11/27
at
100.00
AA
2,324,959
9,215
5.000%,
11/01/30
-
AGM
Insured
11/27
at
100.00
AA
9,881,798
2,250
Palm
Beach
County
School
Board,
Florida,
Certificates
of
Participation,
Series
2022B,
5.000%,
8/01/24
No
Opt.
Call
Aa3  
2,311,020
2,485
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  
2,162,770
575
Port
Saint
Lucie,
Florida,
Utility
System
Revenue
Bonds,
Refunding
Series
2014,
5.000%,
9/01/23
No
Opt.
Call
AA  
584,562
South
Miami
Health
Facilities
Authority,
Florida,
Hospital
Revenue
Bonds,
Baptist
Health
Systems
of
South
Florida
Obligated
Group,
Refunding
Series
2017:
1,795
5.000%,
8/15/23
No
Opt.
Call
AA-
1,818,245
2,210
5.000%,
8/15/24
No
Opt.
Call
AA-
2,265,515
5,500
5.000%,
8/15/25
No
Opt.
Call
AA-
5,701,245
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+  
6,068,884
280
Tolomato
Community
Development
District,
Florida,
Special
Assessment
Bonds,
Refunding
Series
2015-2,
0.000%,
5/01/40
(6)
10/22
at
100.00
N/R  
243,575
305
Tolomato
Community
Development
District,
Florida,
Special
Assessment
Bonds,
Refunding
Series
2015-3,
6.610%,
5/01/40
(7)
10/22
at
100.00
N/R  
3
1,945
Two
Rivers
West
Community
Development
District,
Pasco
County,
Florida,
Special
Assessment
Bonds,
Bond
Anticipation
Note
Series
2022,
3.000%,
1/15/23
10/22
at
100.00
N/R  
1,930,568
253,845
Total
Florida
248,907,236
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  
117,187
5,000
Atlanta,
Georgia,
Airport
Passenger
Facilities
Charge
and
General
Revenue
Bonds,
Subordinate
Lien
Series
2022D,
5.000%,
7/01/26,
(AMT)
No
Opt.
Call
Aa3  
5,191,800
14,775
Columbus
Medical
Center
Hospital
Authority,
Georgia,
Revenue
Anticipation
Certificates,
Piedmont
Health,
Series
2019A,
5.000%,
7/01/54,
(Mandatory
Put
7/01/26)
1/26
at
100.00
AA-  
15,352,111
8,370
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-  
8,880,905
1,680
DeKalb
County,
Georgia,
Water
and
Sewerage
Revenue
Bonds,
Refunding
Second
Resolution
Series
2013,
5.000%,
10/01/22
No
Opt.
Call
Aa3  
1,680,000
4,040
Fayette
County
Hospital
Authority,
Georgia,
Revenue
Anticipation
Certificates,
Piedmont
Healthcare,
Inc.
Project,
Series
2019A,
5.000%,
7/01/54,
(Mandatory
Put
7/01/24)
1/24
at
100.00
AA-  
4,104,802
2,885
Georgia
Housing
and
Finance
Authority,
Single
Family
Mortgage
Bonds,
Series
2020A,
2.750%,
12/01/35
6/29
at
100.00
AAA  
2,347,871
Nuveen
Limited
Term
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
164
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Georgia
(continued)
$
2,750
Georgia
Housing
and
Finance
Authority,
Single
Family
Mortgage
Bonds,
Series
2021A,
2.250%,
12/01/36
12/30
at
100.00
AAA  
$
2,063,050
Georgia
Ports
Authority,
Revenue
Bonds,
Series
2021:
2,365
5.000%,
7/01/24
No
Opt.
Call
Aa2
2,439,355
5,870
5.000%,
7/01/25
No
Opt.
Call
AA
6,154,519
5,045
Georgia
State
Road
and
Tollway
Authority,
Federal
Highway
Grant
Anticipation
Revenue
Bonds,
Series
2020,
5.000%,
6/01/24
No
Opt.
Call
AA  
5,190,700
10,750
Georgia
State,
General
Obligation
Bonds,
Series
2015A,
5.000%,
2/01/24
No
Opt.
Call
AAA  
11,014,880
5,035
Georgia
State,
General
Obligation
Bonds,
Series
2017A,
5.000%,
2/01/32
2/27
at
100.00
AAA  
5,388,155
35,780
Georgia
State,
General
Obligation
Bonds,
Series
2021A,
5.000%,
7/01/24
No
Opt.
Call
AAA  
36,923,529
4,590
Georgia
State,
General
Obligation
Bonds,
Tranche
1
Series
2016A,
5.000%,
2/01/25
No
Opt.
Call
AAA  
4,783,790
6,050
Georgia
State,
General
Obligation
Bonds,
Tranche
2
Series
2016A,
5.000%,
2/01/28
2/26
at
100.00
AAA  
6,406,647
1,980
Henry
County
School
District,
Georgia,
General
Obligation
Bonds,
Series
2021,
4.000%,
8/01/25
No
Opt.
Call
AA+  
2,023,956
12,390
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  
12,517,617
10,060
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  
9,752,768
7,500
Main
Street
Natural
Gas
Inc.,
Georgia,
Gas
Supply
Revenue
Bonds,
Series
2022B,
5.000%,
12/01/52,
(Mandatory
Put
6/01/29)
3/29
at
100.24
A3  
7,497,900
17,900
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
BBB-  
16,849,986
1,640
Private
Colleges
and
Universities
Authority,
Georgia,
Revenue
Bonds,
Emory
University,
Series
2020B,
5.000%,
9/01/25
No
Opt.
Call
AA  
1,721,672
166,570
Total
Georgia
168,403,200
Guam
-
0.1%
Guam
Power
Authority,
Revenue
Bonds,
Refunding
Series
2022A:
3,125
5.000%,
10/01/23
No
Opt.
Call
BBB
3,160,406
2,365
5.000%,
10/01/24
No
Opt.
Call
BBB
2,414,098
5,490
Total
Guam
5,574,504
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-  
16,497,046
4,500
Hawaii
State,
Airport
System
Revenue
Bonds,
Refunding
Series
2022B,
5.000%,
7/01/24,
(AMT)
No
Opt.
Call
A+  
4,597,695
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-  
10,284,921
5,865
Honolulu
City
and
County,
Hawaii,
General
Obligation
Bonds,
Refunding
Series
2017D,
5.000%,
9/01/30
9/27
at
100.00
Aa1  
6,282,002
165
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Hawaii
(continued)
$
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  
$
2,268,778
40,155
Total
Hawaii
39,930,442
Idaho
-
0.5%
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-
4,629,960
6,020
5.000%,
3/01/26
No
Opt.
Call
A-
6,238,767
4,320
5.000%,
3/01/27
No
Opt.
Call
A-
4,498,718
4,815
5.000%,
3/01/29
9/28
at
100.00
A-
5,035,094
4,880
5.000%,
3/01/31
9/28
at
100.00
A-
5,054,509
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-  
12,669,444
37,470
Total
Idaho
38,126,492
Illinois
-
6.3%
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
1,336,814
1,455
5.000%,
2/01/27
-
AGM
Insured
2/26
at
100.00
AA
1,530,835
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
441,177
550
0.000%,
1/01/26
No
Opt.
Call
AA
483,918
780
0.000%,
1/01/27
No
Opt.
Call
AA
657,883
585
0.000%,
1/01/28
No
Opt.
Call
AA
472,955
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  
21,400,225
12,000
Chicago
Board
of
Education,
Illinois,
General
Obligation
Bonds,
Dedicated
Revenues,
Refunding
Series
2017C,
5.000%,
12/01/22
No
Opt.
Call
BB  
12,022,200
3,205
Chicago
Board
of
Education,
Illinois,
General
Obligation
Bonds,
Dedicated
Revenues,
Refunding
Series
2018A,
4.000%,
12/01/22
No
Opt.
Call
BB  
3,205,929
4,800
Chicago
Board
of
Education,
Illinois,
General
Obligation
Bonds,
Dedicated
Revenues,
Refunding
Series
2018C,
5.000%,
12/01/22
No
Opt.
Call
BB  
4,808,880
Chicago
Board
of
Education,
Illinois,
General
Obligation
Bonds,
Dedicated
Revenues,
Refunding
Series
2019A:
1,065
0.000%,
12/01/25
No
Opt.
Call
BB
921,459
1,455
0.000%,
12/01/26
No
Opt.
Call
BB
1,197,771
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  
3,245,027
Chicago,
Illinois,
General
Airport
Revenue
Bonds,
O'Hare
International
Airport,
Refunding
Senior
Lien
Series
2022C:
2,000
5.000%,
1/01/24
(WI/DD,
Settling
10/04/22)
No
Opt.
Call
A+
2,035,260
1,250
5.000%,
1/01/25
(WI/DD,
Settling
10/04/22)
No
Opt.
Call
A+
1,279,687
2,475
5.000%,
1/01/26
(WI/DD,
Settling
10/04/22)
No
Opt.
Call
A+
2,539,697
Nuveen
Limited
Term
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
166
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Illinois
(continued)
Chicago,
Illinois,
General
Obligation
Bonds,
Refunding
Series
2016C:
$
4,365
5.000%,
1/01/23,
(ETM)
No
Opt.
Call
BBB+
(4)
$
4,384,206
1,910
5.000%,
1/01/23,
(ETM)
No
Opt.
Call
N/R
(4)
1,918,404
7,725
5.000%,
1/01/24
No
Opt.
Call
BBB+
7,808,816
4,260
5.000%,
1/01/25
No
Opt.
Call
BBB+
4,336,510
1,970
5.000%,
1/01/26
No
Opt.
Call
BBB+
2,010,306
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
1,042,035
1,825
5.000%,
12/01/25
12/24
at
100.00
AA
1,896,029
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  
2,838,971
Cook
County,
Illinois,
General
Obligation
Bonds,
Refunding
Series
2012C:
3,445
5.000%,
11/15/27
11/22
at
100.00
A+
3,452,407
3,200
5.000%,
11/15/33
11/22
at
100.00
A+
3,206,880
2,100
Cook
County,
Illinois,
General
Obligation
Bonds,
Refunding
Series
2021B,
4.000%,
11/15/24
No
Opt.
Call
A2  
2,105,544
Cook
County,
Illinois,
General
Obligation
Bonds,
Refunding
Series
2022A:
10,000
5.000%,
11/15/24
No
Opt.
Call
AA-
10,288,600
5,000
5.000%,
11/15/25
No
Opt.
Call
A+
5,222,900
DuPage
County
School
District
58
Downers
Grove,
Illinois,
General
Obligation
Bonds,
Limited
Tax
Capital
Appreciation
School
Series
2018:
20
0.000%,
12/15/26,
(ETM)
No
Opt.
Call
N/R
(4)
17,236
980
0.000%,
12/15/26
No
Opt.
Call
N/R
815,752
1,050
0.000%,
12/15/27
No
Opt.
Call
Aa1
835,538
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-  
7,814,249
20,800
Illinois
Development
Finance
Authority,
Revenue
Bonds,
St
Vincent
de
Paul
Center
Project,
Series
2000A,
2.450%,
11/15/39,
(Mandatory
Put
3/03/26)
No
Opt.
Call
AA+  
19,503,120
11,300
Illinois
Finance
Authority,
Midwestern
Disaster
Area
Industrial
Development
Revenue
Bonds,
Cargill,
Incorporated
Project,
Series
2012,
1.250%,
11/01/38,
(Mandatory
Put
11/01/26)
No
Opt.
Call
A  
10,182,995
3,170
Illinois
Finance
Authority,
Revenue
Bonds,
Advocate
Health
Care
Network,
Series
2008A-1,
4.000%,
11/01/30
No
Opt.
Call
AA  
3,193,363
4,040
Illinois
Finance
Authority,
Revenue
Bonds,
Ascension
Health/fkaPresence
Health
Network,
Series
2016C,
5.000%,
2/15/23
No
Opt.
Call
AA+  
4,063,472
Illinois
Finance
Authority,
Revenue
Bonds,
Centegra
Health
System,
Series
2014A:
620
5.000%,
9/01/23,
(ETM)
No
Opt.
Call
AA+
(4)
630,143
2,240
5.000%,
9/01/24,
(ETM)
No
Opt.
Call
AA+
(4)
2,314,279
865
5.000%,
9/01/25,
(Pre-refunded
9/01/24)
9/24
at
100.00
AA+
(4)
893,683
2,770
Illinois
Finance
Authority,
Revenue
Bonds,
Mercy
Health
Corporation,
Series
2016,
5.000%,
12/01/22
No
Opt.
Call
A3  
2,776,593
Illinois
Finance
Authority,
Revenue
Bonds,
Northwest
Community
Hospital,
Refunding
Series
2016A:
1,060
5.000%,
7/01/23,
(ETM)
No
Opt.
Call
AA-
(4)
1,074,374
995
5.000%,
7/01/24,
(ETM)
No
Opt.
Call
AA-
(4)
1,024,402
167
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Illinois
(continued)
$
1,010
Illinois
FInance
Authority,
Revenue
Bonds,
Southern
Illinois
Healthcare
Enterprises,
Inc.,
Refunding
Series
2017C,
5.000%,
3/01/25
No
Opt.
Call
AA-  
$
1,039,169
Illinois
Finance
Authority,
Revenue
Bonds,
Swedish
Covenant
Hospital,
Series
2016A:
1,075
5.000%,
8/15/24,
(ETM)
No
Opt.
Call
N/R
(4)
1,107,916
2,000
5.000%,
8/15/25,
(ETM)
No
Opt.
Call
N/R
(4)
2,091,500
3,000
5.000%,
8/15/26,
(ETM)
No
Opt.
Call
N/R
(4)
3,179,190
3,265
Illinois
Finance
Authority,
Revenue
Bonds,
University
of
Chicago,
Series
2021A,
5.000%,
10/01/25
No
Opt.
Call
AA+  
3,428,185
4,900
Illinois
Finance
Authority,
Water
Facilities
Revenue
Bonds,
American
Water
Capital
Corporation
Project,
Refunding
Series
2020,
0.700%,
5/01/40,
(Mandatory
Put
9/01/23)
No
Opt.
Call
A  
4,761,526
17,530
Illinois
Housing
Development
Authority,
Multifamily
Housing
Revenue
Bonds,
835
Wilson,
Series
2022,
3.375%,
6/01/25,
(Mandatory
Put
6/01/24)
6/24
at
100.00
Aaa  
17,226,906
10,135
Illinois
Housing
Development
Authority,
Revenue
Bonds,
Green
Series
2021B,
1.950%,
10/01/36
4/30
at
100.00
Aaa  
7,362,672
2,650
Illinois
Municipal
Electric
Agency,
Power
Supply
System
Revenue
Bonds,
Refunding
Series
2015A,
5.000%,
2/01/25
No
Opt.
Call
A1  
2,746,169
5,000
Illinois
State,
General
Obligation
Bonds,
December
Series
2017A,
5.000%,
12/01/24
No
Opt.
Call
BBB  
5,084,450
Illinois
State,
General
Obligation
Bonds,
November
Series
2017D:
18,075
5.000%,
11/01/22
No
Opt.
Call
BBB
18,094,702
29,610
5.000%,
11/01/23
No
Opt.
Call
BBB
29,963,840
12,395
5.000%,
11/01/24
No
Opt.
Call
BBB
12,602,244
3,190
5.000%,
11/01/25
No
Opt.
Call
BBB
3,244,836
8,000
3.250%,
11/01/26
No
Opt.
Call
BBB
7,636,400
9,280
5.000%,
11/01/26
No
Opt.
Call
BBB
9,456,877
15,415
5.000%,
11/01/27
No
Opt.
Call
BBB
15,763,687
9,015
5.000%,
11/01/28
11/27
at
100.00
BBB
9,192,505
5,000
Illinois
State,
General
Obligation
Bonds,
November
Series
2019B,
5.000%,
11/01/30
11/29
at
100.00
BBB  
5,106,700
10,610
Illinois
State,
General
Obligation
Bonds,
October
Series
2016,
5.000%,
2/01/28
2/27
at
100.00
BBB  
10,816,364
Illinois
State,
General
Obligation
Bonds,
Refunding
March
Series
2021C:
7,500
4.000%,
3/01/23
No
Opt.
Call
BBB
7,512,900
3,300
4.000%,
3/01/24
No
Opt.
Call
BBB
3,302,211
3,860
Illinois
State,
General
Obligation
Bonds,
Series
2013,
5.500%,
7/01/25
7/23
at
100.00
BBB  
3,900,569
3,750
Illinois
State,
General
Obligation
Bonds,
Series
2022B,
5.000%,
3/01/25
No
Opt.
Call
BBB+  
3,814,913
3,095
Illinois
Toll
Highway
Authority,
Toll
Highway
Revenue
Bonds,
Refunding
Senior
Lien
Series
2014A,
5.000%,
12/01/22
No
Opt.
Call
AA-  
3,104,068
230
Illinois
Toll
Highway
Authority,
Toll
Highway
Revenue
Bonds,
Refunding
Senior
Lien
Series
2016A,
5.000%,
12/01/32
1/26
at
100.00
AA-  
239,002
Illinois
Toll
Highway
Authority,
Toll
Highway
Revenue
Bonds,
Refunding
Senior
Lien
Series
2019C:
5,365
5.000%,
1/01/27
No
Opt.
Call
AA-
5,715,388
10,390
5.000%,
1/01/28
No
Opt.
Call
AA-
11,187,952
11,970
Illinois
Toll
Highway
Authority,
Toll
Highway
Revenue
Bonds,
Senior
Lien
Series
2014D,
5.000%,
1/01/24
No
Opt.
Call
AA-  
12,221,969
6,000
Illinois,
General
Obligation
Bonds,
Illinois
FIRST
Program,
Series
2001,
6.000%,
11/01/26
-
FGIC
Insured
No
Opt.
Call
BBB  
6,274,560
Nuveen
Limited
Term
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
168
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Illinois
(continued)
Joliet,
Illinois,
Waterworks
and
Sewer
Revenue
Bonds,
Senior
Lien
Anticipation
Notes
Series
2022:
$
5,000
5.000%,
1/01/24
No
Opt.
Call
N/R
$
5,080,200
5,000
5.000%,
1/01/25
No
Opt.
Call
N/R
5,119,850
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+
2,759,817
5,180
5.000%,
1/01/27
1/26
at
100.00
AA+
5,451,950
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
1,002,780
1,085
5.000%,
12/01/23
-
BAM
Insured
No
Opt.
Call
AA
1,103,771
1,235
5.000%,
12/01/26
-
BAM
Insured
No
Opt.
Call
AA
1,308,828
LaSalle
County,
Illinois,
General
Obligation
Bonds,
Self-
Insurance
Series
2019:
1,495
4.000%,
12/01/25
No
Opt.
Call
Aa2
1,520,879
1,770
4.000%,
12/01/26
No
Opt.
Call
Aa2
1,807,577
350
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%,
5/01/23
-
AGM
Insured
No
Opt.
Call
AA  
351,011
Metropolitan
Pier
and
Exposition
Authority,
Illinois,
McCormick
Place
Expansion
Project
Bonds,
Series
2017B:
775
5.000%,
12/15/25
No
Opt.
Call
BBB+
790,833
1,925
5.000%,
12/15/26
No
Opt.
Call
BBB+
1,974,280
360
5.000%,
12/15/27
No
Opt.
Call
BBB+
369,256
1,945
5.000%,
12/15/28
12/27
at
100.00
BBB+
1,984,503
650
5.000%,
12/15/30
12/27
at
100.00
BBB+
660,465
326
Montgomery,
Illinois,
Lakewood
Creek
Project
Special
Assessment
Bonds,
Series
2018,
2.850%,
3/01/24
-
BAM
Insured
No
Opt.
Call
AA  
321,615
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
1,011,110
1,000
4.000%,
2/01/36
-
BAM
Insured
2/28
at
100.00
AA
970,240
1,895
4.000%,
2/01/40
-
BAM
Insured
2/28
at
100.00
AA
1,779,367
2,010
4.000%,
2/01/44
-
BAM
Insured
2/28
at
100.00
AA
1,828,457
Northern
Illinois
University,
Auxiliary
Facilities
System
Revenue
Bonds,
Series
2021:
325
5.000%,
10/01/25
-
BAM
Insured
No
Opt.
Call
AA
336,268
250
5.000%,
10/01/26
-
BAM
Insured
No
Opt.
Call
AA
260,625
Railsplitter
Tobacco
Settlement
Authority,
Illinois,
Tobacco
Settlement
Revenue
Bonds,
Series
2017:
2,310
5.000%,
6/01/23
No
Opt.
Call
A
2,333,839
2,605
5.000%,
6/01/24
No
Opt.
Call
A
2,661,998
6,045
5.000%,
6/01/25
No
Opt.
Call
A
6,242,248
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
1,120,118
1,000
3.300%,
3/01/25
-
BAM
Insured
No
Opt.
Call
AA
992,300
1,258
3.450%,
3/01/26
-
BAM
Insured
No
Opt.
Call
AA
1,250,678
1,218
3.600%,
3/01/28
-
BAM
Insured
3/27
at
100.00
AA
1,213,043
169
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:
$
4,500
5.000%,
1/01/25
No
Opt.
Call
AA-
$
4,618,575
5,870
5.000%,
1/01/26
No
Opt.
Call
AA-
6,077,504
2,365
5.000%,
1/01/28
No
Opt.
Call
AA-
2,486,254
Southwestern
Illinois
Development
Authority,
Health
Facility
Revenue
Bonds,
Hospital
Sisters
Services,
Inc.
Obligated
Group,
Series
2017A:
2,725
5.000%,
2/15/26
No
Opt.
Call
A+
2,822,827
3,655
5.000%,
2/15/27
No
Opt.
Call
A+
3,815,272
6,820
Winnebago-Boone
Counties
School
District
205
Rockford,
Illinois,
General
Obligation
Bonds,
Series
2013,
0.000%,
2/01/23
No
Opt.
Call
A+  
6,737,819
468,825
Total
Illinois
470,576,051
Indiana
-
3.4%
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
AA+
3,131,850
3,015
5.000%,
1/15/26
No
Opt.
Call
AA+
3,169,247
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
4/01/26)
No
Opt.
Call
A2  
10,544,245
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  
3,994,380
30,000
Indiana
Finance
Authority,
Environmental
Improvement
Revenue
Bonds,
Fulcrum
CenterPoint,
LLC
Project,
Series
2021,
0.280%,
12/15/45,
(AMT),
(Mandatory
Put
11/15/22),
144A
10/22
at
100.00
Aaa  
29,863,800
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-  
1,065,405
Indiana
Finance
Authority,
Environmental
Revenue
Bonds,
Duke
Energy
Indiana,
Inc.
Project,
Refunding
Series
2009A-1:
5,750
3.750%,
3/01/31,
(AMT),
(Mandatory
Put
6/01/27)
No
Opt.
Call
A2
5,673,582
7,000
4.500%,
5/01/35,
(AMT),
(Mandatory
Put
6/01/32)
6/27
at
100.00
A2
6,805,820
13,560
Indiana
Finance
Authority,
Hospital
Revenue
Bonds,
Indiana
Unversity
Health
Obligation
Group,
Long
Term
Rate
Series
2019B,
2.250%,
12/01/58,
(Mandatory
Put
7/01/25)
1/25
at
100.00
AA  
13,240,120
8,000
Indiana
Finance
Authority,
Hospital
Revenue
Bonds,
Indiana
Unversity
Health
Obligation
Group,
Refunding
Series
2011M,
0.700%,
12/01/46,
(Mandatory
Put
1/01/26)
6/25
at
100.00
AA  
7,262,080
145
Indiana
Finance
Authority,
Hospital
Revenue
Bonds,
Major
Hospital
Project,
Series
2014A,
5.000%,
10/01/23,
(ETM)
No
Opt.
Call
N/R  (4)
147,507
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)
5,742,366
Indiana
Finance
Authority,
Wastewater
Utility
Revenue
Bonds,
CWA
Authority
Project,
First
Lien
Green
Series
2022A:
1,500
5.000%,
10/01/26
No
Opt.
Call
Aa3
1,592,835
1,600
5.000%,
10/01/27
No
Opt.
Call
Aa3
1,720,816
Nuveen
Limited
Term
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
170
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Indiana
(continued)
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
$
10,455,000
1,500
5.000%,
10/01/22
No
Opt.
Call
AA-
1,500,000
4,500
5.000%,
10/01/23
No
Opt.
Call
AA
4,575,150
5,000
5.000%,
10/01/24
No
Opt.
Call
AA
5,171,700
2,095
5.000%,
10/01/25
No
Opt.
Call
AA
2,196,650
5,015
5.000%,
10/01/26
No
Opt.
Call
AA
5,325,378
Indiana
Finance
Authority,
Wastewater
Utility
Revenue
Bonds,
CWA
Authority
Project,
Series
2015A:
830
5.000%,
10/01/23
No
Opt.
Call
AA
843,861
1,000
5.000%,
10/01/24
No
Opt.
Call
AA
1,034,930
1,800
5.000%,
10/01/25
10/24
at
100.00
AA
1,863,936
1,250
5.000%,
10/01/26
10/24
at
100.00
AA
1,293,900
850
5.000%,
10/01/27
10/24
at
100.00
AA
879,019
Indiana
Health
Facility
Financing
Authority,
Revenue
Bonds,
Ascension
Health,
Series
2011A-2:
9,930
2.000%,
11/15/36,
(Mandatory
Put
2/01/23)
No
Opt.
Call
AA+
9,884,024
70
2.000%,
11/15/36,
(Pre-refunded
2/01/23)
2/23
at
100.00
N/R
(4)
69,710
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  
2,685,655
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  
922,588
2,590
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  
1,857,211
8,000
Indianapolis
Local
Public
Improvement
Bond
Bank,
Indiana,
Waterworks
Project,
Series
2007B,
5.250%,
7/01/24
-
NPFG
Insured
No
Opt.
Call
AA  
8,252,160
10,785
Indianapolis,
Indiana,
Gas
Utility
Distribution
System
Revenue
Bonds,
Refunding
2nd
Lien
Series
2017A,
5.000%,
8/15/25
No
Opt.
Call
AA  
11,302,356
Indianapolis,
Indiana,
Thermal
Energy
System
Revenue
Bonds,
Refunding
First
Lien
Series
2014A:
505
5.000%,
10/01/22
No
Opt.
Call
A+
505,000
710
5.000%,
10/01/23
No
Opt.
Call
A+
722,205
465
5.000%,
10/01/24
No
Opt.
Call
A+
480,787
545
5.000%,
10/01/25
10/24
at
100.00
A+
563,715
830
5.000%,
10/01/26
10/24
at
100.00
A+
858,178
Indianapolis,
Indiana,
Thermal
Energy
System
Revenue
Bonds,
Refunding
First
Lien
Series
2016A:
4,690
5.000%,
10/01/22
No
Opt.
Call
A+
4,690,000
10,000
5.000%,
10/01/23
No
Opt.
Call
A+
10,171,900
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
9/01/23)
No
Opt.
Call
A1  
5,463,081
3,000
Rockport,
Indiana,
Pollution
Control
Revenue
Bonds,
AEP
Generating
Company
Project,
Refunding
Series
1995A,
3.125%,
7/01/25
No
Opt.
Call
A-  
2,919,510
12,000
Rockport,
Indiana,
Pollution
Control
Revenue
Refunding
Bonds,
Indiana
Michigan
Power
Company
Project,
Series
2008D,
0.750%,
4/01/25
No
Opt.
Call
A3  
10,764,480
13,020
Rockport,
Indiana,
Pollution
Control
Revenue
Refunding
Bonds,
Indiana
Michigan
Power
Company,
Series
2002A,
2.750%,
6/01/25
No
Opt.
Call
A-  
12,713,119
1,595
Vanderburgh
County,Indiana,
Redevelopment
District
Tax
Increment
Revenue
bonds,
Refunding
Series
2014,
4.000%,
2/01/24
No
Opt.
Call
A  
1,605,080
171
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Indiana
(continued)
$
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
9/01/23)
No
Opt.
Call
A1  
$
3,494,228
10,480
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  
10,765,266
10,000
Whiting,
Indiana,
Environmental
Facilities
Revenue
Bonds,
BP
Products
North
America
Inc.
Project,
Series
2015,
5.000%,
11/01/45,
(AMT),
(Mandatory
Put
11/01/22)
No
Opt.
Call
A2  
10,007,600
10,970
Whiting,
Indiana,
Environmental
Facilities
Revenue
Bonds,
BP
Products
North
America
Inc.
Project,
Series
2016A,
5.000%,
3/01/46,
(AMT),
(Mandatory
Put
3/01/23)
No
Opt.
Call
A2  
11,013,222
255,700
Total
Indiana
250,804,652
Iowa
-
0.4%
Des
Moines
Metropolitan
Wastewater
Reclamation
Authority,
Iowa,
Sewer
Revenue
Bonds,
Refunding
Series
2021A:
2,450
5.000%,
6/01/24
No
Opt.
Call
AA
2,521,956
2,575
5.000%,
6/01/25
No
Opt.
Call
AA
2,692,266
Des
Moines,
Iowa,
General
Obligation
Bonds,
Series
2021F:
4,385
5.000%,
6/01/24
No
Opt.
Call
AA+
4,515,235
4,610
5.000%,
6/01/25
No
Opt.
Call
AA+
4,825,932
5,900
Iowa
Finance
Authority,
Iowa,
Midwestern
Disaster
Area
Revenue
Bonds,
Iowa
Fertilizer
Company
Project,
Refunding
Series
2022,
4.000%,
12/01/50,
(Mandatory
Put
12/01/32)
12/29
at
103.00
BBB-  
5,363,808
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  
2,187,870
2,220
Iowa
Finance
Authority,
Single
Family
Mortgage
Revenue
Bonds,
Series
2019D,
2.450%,
7/01/34
1/29
at
100.00
AAA  
1,833,098
2,545
Iowa
Finance
Authority,
Single
Family
Mortgage
Revenue
Bonds,
Series
2020A,
2.500%,
1/01/35
7/29
at
100.00
AAA  
2,073,361
3,000
Iowa
Finance
Authority,
Single
Family
Mortgage
Revenue
Bonds,
Social
Series
2021B,
2.000%,
7/01/36
7/30
at
100.00
AAA  
2,231,880
1,955
Iowa
Finance
Authority,
Single
Family
Mortgage
Revenue
Bonds,
Social
Series
2021D,
2.000%,
7/01/36
1/31
at
100.00
AAA  
1,457,785
3,150
West
Des
Moines,
Iowa,
General
Obligation
Bonds,
Urban
Renewal
Series
2021B,
5.000%,
6/01/24
No
Opt.
Call
AAA  
3,245,602
35,790
Total
Iowa
32,948,793
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  
8,699,933
5,000
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+  
4,939,350
5,000
City
of
Leawood.
Kansas,
General
Obligation
Temporary
Notes,
Series
2022-1,
3.000%,
9/01/23
No
Opt.
Call
N/R  
4,977,350
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  
5,345,474
Nuveen
Limited
Term
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
172
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Kansas
(continued)
Kansas
Development
Finance
Authority,
Kansas,
Revenue
Bonds,
State
of
Kansas
Projects,
Series
2021P:
$
4,245
5.000%,
5/01/23
No
Opt.
Call
Aa3
$
4,289,445
4,445
5.000%,
5/01/24
No
Opt.
Call
Aa3
4,563,904
20,000
Olathe,
Kansas,
General
Obligation
Bonds,
Temporary
Notes
Series
2022A,
5.000%,
8/01/23
No
Opt.
Call
N/R  
20,292,600
53,600
Total
Kansas
53,108,056
Kentucky
-
2.7%
7,750
Boone
County,
Kentucky,
Collateralized
Pollution
Control
Revenue
Bonds,
Duke
Energy
Kentucky,
Refunding
Series
2008A,
3.700%,
8/01/27
6/27
at
100.00
BBB+  
7,479,293
6,050
Carroll
County,
Kentucky,
Environmental
Facilities
Revenue
Bonds,
Kentucky
Utilities
Company
Project,
Series
2004A,
1.750%,
10/01/34,
(AMT),
(Mandatory
Put
9/01/26)
No
Opt.
Call
A1  
5,331,925
30,000
Carroll
County,
Kentucky,
Pollution
Control
Revenue
Bonds,
Kentucky
Utilities
Company
Project,
Refunding
Series
2016A,
1.550%,
9/01/42,
(Mandatory
Put
9/01/26)
No
Opt.
Call
A1  
26,606,100
Kentucky
Asset/Liability
Commission,
General
Fund
Revenue
Project
Notes,
Refunding
Series
2021A:
3,845
5.000%,
11/01/23
No
Opt.
Call
A1
3,912,288
2,280
5.000%,
11/01/24
No
Opt.
Call
A1
2,355,787
Kentucky
Economic
Development
Finance
Authority,
Hospital
Revenue
Bonds,
Owensboro
Health,
Refunding
Series
2017A:
6,000
5.000%,
6/01/24
No
Opt.
Call
Baa2
6,114,780
4,200
5.000%,
6/01/25
No
Opt.
Call
Baa2
4,313,484
3,350
Louisville
and
Jefferson
County
Metropolitan
Government
Board
of
Water
Works,
Kentucky,
Water
System
Revenue
Bonds,
Refunding
Series
2022,
5.000%,
11/15/25
(WI/DD,
Settling
10/06/22)
No
Opt.
Call
AAA  
3,526,344
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  
3,444,680
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  
6,699,920
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
7/01/26)
No
Opt.
Call
A1  
16,530,436
24,685
Northern
Kentucky
Water
District,
Revenue
Bonds,
Bond
Anticipation
Note
Series
2021A,
0.375%,
2/01/23
10/22
at
100.00
N/R  
24,366,317
Northern
Kentucky
Water
District,
Revenue
Bonds,
Refunding
Series
2021B:
4,675
4.000%,
2/01/24
No
Opt.
Call
Aa2
4,726,939
4,865
4.000%,
2/01/25
No
Opt.
Call
Aa2
4,946,781
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  
3,643,145
2,545
Owen
County,
Kentucky,
Water
Facilities
Revenue
Bonds,
Kentucky-
American
Water
Company
Project,
Refunding
Series
2020,
0.700%,
6/01/40,
(Mandatory
Put
9/01/23)
No
Opt.
Call
A  
2,473,078
13,175
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  
13,148,518
173
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Kentucky
(continued)
$
9,570
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  
$
9,537,366
3,850
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  
3,826,014
13,800
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  
13,433,472
2,000
Public
Energy
Authority
of
Kentucky,
Gas
Supply
Revenue
Bonds,
Series
2020A,
4.000%,
12/01/50,
(Mandatory
Put
6/01/26)
3/26
at
100.63
A2  
1,982,020
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  
2,568,978
10,200
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  
8,612,064
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
9/01/27)
No
Opt.
Call
A1  
16,325,786
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)
1,751,552
211,450
Total
Kentucky
197,657,067
Louisiana
-
4.2%
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
12/01/24)
No
Opt.
Call
A3  
16,347,275
Louisiana
Citizens
Property
Insurance
Corporation,
Assessment
Revenue
Bonds,
Refunding
Series
2016A:
33,435
5.000%,
6/01/23
No
Opt.
Call
A1
33,826,190
9,040
5.000%,
6/01/24
No
Opt.
Call
A1
9,240,778
845
Louisiana
Housing
Corporation,
Single
Family
Mortgage
Revenue
Bonds,
Home
Ownership
Program,
Series
2021D,
2.100%,
12/01/36
6/30
at
100.00
Aaa  
628,190
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
1,000,000
1,825
5.000%,
10/01/23
No
Opt.
Call
A
1,850,130
1,105
5.000%,
10/01/24
No
Opt.
Call
A
1,131,774
3,000
4.000%,
10/01/25
No
Opt.
Call
A
3,021,570
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  
2,313,540
24,410
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  
22,374,938
6,070
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  
5,926,748
7,025
Louisiana
Offshore
Terminal
Authority,
Deepwater
Port
Revenue
Bonds,
Loop
LLC
Project,
Series
2013A,
1.650%,
9/01/33,
(Mandatory
Put
12/01/23)
No
Opt.
Call
A3  
6,859,210
22,100
Louisiana
Publc
Facilities
Authority,
Lousiana,
Revenue
Bonds,
Ochsner
Clinic
Foundation
Project,
Series
2020B,
5.000%,
5/15/50,
(Mandatory
Put
5/15/25)
11/24
at
102.04
A  
22,743,552
Nuveen
Limited
Term
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
174
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Louisiana
(continued)
$
29,815
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
6/01/25)
No
Opt.
Call
A+  
$
30,826,027
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
6/01/23)
No
Opt.
Call
A+  
7,217,519
Louisiana
Public
Facilities
Authority,
Revenue
Bonds,
University
of
New
Orleans
Research
and
Technology
Foundation,
Inc.-
Student
Housing
Project,
Refunding
Series
2014:
1,445
5.000%,
9/01/23
-
AGM
Insured,
(ETM)
No
Opt.
Call
AA
(4)
1,466,689
1,565
5.000%,
9/01/24
-
AGM
Insured,
(ETM)
No
Opt.
Call
AA
(4)
1,612,498
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+  
2,024,626
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
7,318,107
1,345
5.000%,
7/01/29
7/23
at
100.00
A2
1,351,887
Louisiana
State,
Gasoline
and
Fuels
Tax
Revenue
Bonds,
Refunding
Second
Lien
Series
2017C:
2,645
5.000%,
5/01/29
11/27
at
100.00
AA-
2,837,926
3,010
5.000%,
5/01/30
11/27
at
100.00
AA-
3,231,777
3,070
5.000%,
5/01/31
11/27
at
100.00
AA-
3,286,896
15,000
Louisiana
State,
Gasoline
and
Fuels
Tax
Revenue
Bonds,
Refunding
Second
Lien
Series
2017D-1,
0.600%,
5/01/43,
(Mandatory
Put
5/01/23)
10/22
at
100.00
Aa3  
14,678,550
4,590
Louisiana
State,
General
Obligation
Bonds,
Grant
Anticipation
Series
2021,
5.000%,
9/01/23
No
Opt.
Call
AA  
4,662,614
6,245
Louisiana
State,
General
Obligation
Bonds,
Series
2015A,
5.000%,
5/01/23
No
Opt.
Call
AA-  
6,311,759
New
Orleans,
Louisiana,
General
Obligation
Bonds,
Public
Improvement
Series
2021A:
11,000
5.000%,
12/01/23
No
Opt.
Call
A+
11,212,960
9,000
5.000%,
12/01/24
No
Opt.
Call
A+
9,291,330
4,950
5.000%,
12/01/25
No
Opt.
Call
A+
5,173,492
New
Orleans,
Louisiana,
Sewerage
Service
Revenue
Bonds,
Series
2015:
1,040
5.000%,
6/01/24
No
Opt.
Call
A
1,065,792
675
5.000%,
6/01/26
6/25
at
100.00
A
703,985
2,780
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-  
2,963,258
3,665
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-  
3,762,452
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
4/01/23)
No
Opt.
Call
BBB-  
19,821,052
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
7/01/24)
No
Opt.
Call
BBB-  
17,765,047
20,450
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-  
18,975,759
175
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Louisiana
(continued)
$
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
7/01/26)
No
Opt.
Call
BBB-  
$
9,350,241
316,535
Total
Louisiana
314,176,138
Maine
-
0.2%
Auburn,
Maine,
General
Obligation
Bonds,
Edward
Little
High
School
Project,
Series
2021:
1,250
4.000%,
11/01/22
No
Opt.
Call
AA-
1,250,962
600
4.000%,
11/01/23
No
Opt.
Call
AA-
605,802
1,110
4.000%,
11/01/24
No
Opt.
Call
AA-
1,128,038
610
Maine
Health
and
Higher
Educational
Facilities
Authority,
Revenue
Bonds,
Series
2021A,
5.000%,
7/01/24
-
AGM
Insured
No
Opt.
Call
AA  
626,982
2,825
Maine
State
Housing
Authority,
Multifamily
Mortgage
Purchase
Bonds,
Series
2021A,
1.850%,
11/15/36
5/30
at
100.00
AA+  
2,005,467
1,165
Maine
State
Housing
Authority,
Single
Family
Mortgage
Purchase
Bonds,
Series
2020D,
2.300%,
11/15/35
5/29
at
100.00
AA+  
892,868
3,000
Maine
State
Housing
Authority,
Single
Family
Mortgage
Purchase
Bonds,
Series
2021B,
2.050%,
11/15/36
5/30
at
100.00
AA+  
2,165,790
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+  
1,451,491
2,000
Maine
State
Housing
Authority,
Single
Family
Mortgage
Purchase
Bonds,
Social
Series
2021D,
2.200%,
11/15/36
11/30
at
100.00
Aa1  
1,482,920
Maine
State,
General
Obligation
Bonds,
Series
2021B:
4,135
4.000%,
6/01/25
No
Opt.
Call
Aa2
4,221,339
1,015
4.000%,
6/01/26
No
Opt.
Call
AA
1,040,832
19,740
Total
Maine
16,872,491
Maryland
-
1.4%
10
Baltimore
County,
Maryland,
Revenue
Bonds,
Oak
Crest
Village,
Series
2016,
3.250%,
1/01/31
1/26
at
100.00
A  
9,189
Baltimore,
Maryland,
Convention
Center
Hotel
Revenue
Bonds,
Refunding
Series
2017:
540
5.000%,
9/01/23
No
Opt.
Call
CCC
536,317
2,000
5.000%,
9/01/26
No
Opt.
Call
CCC
1,946,700
5,055
Howard
County,
Maryland,
General
Obligation
Bonds,
Consolidated
Public
Improvement
Project,
Series
2021A,
5.000%,
8/15/25
No
Opt.
Call
AAA  
5,313,058
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  
5,629,978
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  
3,270,460
4,880
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  
3,571,819
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  
8,450,520
Nuveen
Limited
Term
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
176
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Maryland
(continued)
Maryland
Community
Development
Administration
Department
of
Housing
and
Community
Development,
Residential
Revenue
Bonds,
Series
2021B:
$
540
0.200%,
3/01/23
No
Opt.
Call
Aa1
$
533,212
580
0.250%,
9/01/23
No
Opt.
Call
Aa1
563,714
8,310
1.875%,
9/01/36
3/30
at
100.00
Aa1
5,984,363
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
Aa1  
8,884,920
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
7/01/25)
1/25
at
100.00
A  
5,393,411
Maryland
Health
and
Higher
Educational
Facilities
Authority,
Maryland,
Hospital
Revenue
Bonds,
Meritus
Medical
Center,
Series
2015:
250
5.000%,
7/01/23
No
Opt.
Call
A-
251,995
500
5.000%,
7/01/24
No
Opt.
Call
A-
508,315
Maryland
Health
and
HIgher
Educational
Facilities
Authority,
Revenue
Bonds,
Adventist
Healthcare
Inc.,
Series
2021:
795
5.000%,
1/01/23
No
Opt.
Call
Baa3
796,789
545
5.000%,
1/01/24
No
Opt.
Call
Baa3
550,504
1,000
Maryland
Stadium
Authority,
Lease
Revenue
Bonds,
Built
To
Learn,
Series
2022A,
5.000%,
6/01/26
No
Opt.
Call
A+  
1,050,850
29,895
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  
32,320,082
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
AAA  
10,116,100
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  
4,533,452
4,560
Montgomery
County,
Maryland,
General
Obligation
Bonds,
Consolidated
Public
Improvement
Series
2018A,
5.000%,
11/01/29
11/28
at
100.00
AAA  
5,009,662
114,165
Total
Maryland
105,225,410
Massachusetts
-
2.3%
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  
36,955,235
20
Massachusetts
Bay
Transportation
Authority,
Sales
Tax
Revenue
Bonds,
Subordinated
Series
2021A-1,
5.000%,
7/01/25
No
Opt.
Call
AA  
20,953
Massachusetts
Development
Finance
Agency
Revenue
Bonds,
Lawrence
General
Hospital
Issue,
Series
2014A:
625
5.000%,
7/01/23
No
Opt.
Call
B-
620,250
735
5.000%,
7/01/24
No
Opt.
Call
B-
721,167
795
5.000%,
7/01/25
7/24
at
100.00
B-
772,176
1,500
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
CareGroup
Issue,
Series
2018J-1,
5.000%,
7/01/25
No
Opt.
Call
A  
1,555,500
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
CareGroup
Issue,
Series
2018J-2:
2,780
5.000%,
7/01/29
7/28
at
100.00
A
2,910,521
2,750
5.000%,
7/01/30
7/28
at
100.00
A
2,873,200
2,515
5.000%,
7/01/31
7/28
at
100.00
A
2,619,020
2,100
5.000%,
7/01/32
7/28
at
100.00
A
2,180,367
177
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Massachusetts
(continued)
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Milford
Regional
Medical
Center
Issue,
Series
2020G:
$
125
5.000%,
7/15/23,
144A
No
Opt.
Call
BB+
$
125,850
130
5.000%,
7/15/24,
144A
No
Opt.
Call
BB+
131,625
125
5.000%,
7/15/25,
144A
No
Opt.
Call
BB+
127,065
160
5.000%,
7/15/26,
144A
No
Opt.
Call
BB+
163,370
170
5.000%,
7/15/27,
144A
No
Opt.
Call
BB+
174,328
175
5.000%,
7/15/28,
144A
No
Opt.
Call
BB+
180,178
325
5.000%,
7/15/29,
144A
No
Opt.
Call
BB+
335,845
220
5.000%,
7/15/30,
144A
No
Opt.
Call
BB+
227,623
815
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Wellforce
Issue,
Series
2019A,
5.000%,
7/01/23
No
Opt.
Call
BBB+  
822,995
2,230
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+  
2,011,282
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
4/01/26)
No
Opt.
Call
Aa2  
1,924,360
2,180
Massachusetts
Housing
Finance
Agency,
Housing
Bonds,
Series
2019B-
1,
2.750%,
12/01/34
12/28
at
100.00
AA  
1,820,060
1,065
Massachusetts
Housing
Finance
Agency,
Housing
Bonds,
Series
2020A-
3,
0.875%,
12/01/23
10/22
at
100.00
AA  
1,036,000
Massachusetts
Housing
Finance
Agency,
Housing
Bonds,
Sustainability
Green
Series
2022A-2:
1,000
2.150%,
6/01/24
6/23
at
100.00
Aa2
978,480
1,000
2.650%,
6/01/26
6/25
at
100.00
Aa2
963,840
4,570
Massachusetts
Housing
Finance
Agency,
Housing
Bonds,
Sustainability
Series
2021B-2,
0.800%,
12/01/25
6/24
at
100.00
Aa2  
4,061,542
5,380
Massachusetts
Housing
Finance
Agency,
Single
Family
Housing
Revenue
Bonds,
Notes,
Series
2021,
0.250%,
12/01/22
10/22
at
100.00
Aa1  
5,354,284
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+  
3,753,250
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+  
706,110
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+  
1,926,802
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
AA+  
5,326,727
6,360
Massachusetts
State,
General
Obligation
Bonds,
Consolidated
Loan,
Series
2020E,
5.000%,
11/01/25
No
Opt.
Call
Aa1  
6,699,242
14,050
Massachusetts
State,
General
Obligation
Bonds,
Refunding
Series
2015A,
5.000%,
7/01/23
No
Opt.
Call
Aa1  
14,254,989
31,585
Massachusetts
State,
General
Obligation
Bonds,
Refunding
Series
2020A,
5.000%,
6/01/44,
(Mandatory
Put
6/01/23)
No
Opt.
Call
Aa1  
31,964,652
22,000
Massachusetts
State,
General
Obligation
Bonds,
Refunding
Series
2021B,
5.000%,
11/01/24
No
Opt.
Call
Aa1  
22,811,800
5,000
Quincy,
Massachusetts,
General
Obligation
Bonds,
Bonds
Anticipation
Note
Series
2022,
3.750%,
9/15/23
No
Opt.
Call
N/R  
5,022,450
5,300
University
of
Massachusetts
Building
Authority,
Revenue
Bonds,
Refunding
Senior
Series
2021-1,
5.000%,
11/01/25
No
Opt.
Call
Aa2  
5,577,932
172,060
Total
Massachusetts
169,711,070
Nuveen
Limited
Term
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
178
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Michigan
-
1.8%
$
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  
$
1,004,530
Michigan
Finance
Authority,
Hospital
Revenue
Bonds,
Beaumont-Spectrum
Consolidation,
Fixed
Refunding
Series
2022A:
2,000
5.000%,
4/15/25
No
Opt.
Call
Aa3
2,076,180
4,000
5.000%,
4/15/26
No
Opt.
Call
AA
4,199,880
2,500
5.000%,
4/15/27
No
Opt.
Call
AA
2,655,975
5,000
Michigan
Finance
Authority,
Hospital
Revenue
Bonds,
Bronson
Healthcare
Group,
Inc.,
Series
2019B,
5.000%,
11/15/44,
(Mandatory
Put
11/16/26)
(WI/DD,
Settling
11/15/22)
5/26
at
100.00
A2  
5,205,200
3,750
Michigan
Finance
Authority,
Revenue
Bonds,
Trinity
Health
Credit
Group,
Refunding
Series
2013MI-1,
2.030%,
12/01/34,
(Mandatory
Put
12/01/22)
No
Opt.
Call
Aa3  
3,745,688
Michigan
Finance
Authority,
Tobacco
Settlement
Asset-
Backed
Bonds,
2007
Sold
Tobacco
Receipts,
Series
2020A-CL-1:
2,000
4.000%,
6/01/23
No
Opt.
Call
A
2,008,540
2,200
5.000%,
6/01/25
No
Opt.
Call
A
2,253,306
2,500
5.000%,
6/01/27
No
Opt.
Call
A
2,588,225
2,450
5.000%,
6/01/29
No
Opt.
Call
A
2,556,110
15,240
Michigan
Hospital
Finance
Authority,
Revenue
Bonds,
Ascension
Health
Senior
Credit
Group,
Refunding
Series
2010F-1,
4.000%,
11/15/47,
(Mandatory
Put
6/01/23)
No
Opt.
Call
AA+  
15,288,158
6,750
Michigan
Housing
Development
Authority,
Rental
Housing
Revenue
Bonds,
Series
2018A,
3.550%,
10/01/33
10/27
at
100.00
AA  
6,270,885
4,385
Michigan
Housing
Development
Authority,
Rental
Housing
Revenue
Bonds,
Series
2021A,
0.550%,
4/01/25
10/22
at
100.00
AA  
4,052,661
2,500
Michigan
Housing
Development
Authority,
Rental
Housing
Revenue
Bonds,
Series
2022A,
3.300%,
4/01/26
4/23
at
100.00
AA  
2,448,875
1,805
Michigan
Housing
Development
Authority,
Single
Family
Mortgage
Revenue
Bonds,
Fixed
Rate
Series
2018C,
3.350%,
12/01/34
6/28
at
100.00
AA+  
1,584,122
5,215
Michigan
Housing
Development
Authority,
Single
Family
Mortgage
Revenue
Bonds,
Series
2016A,
3.100%,
12/01/31
6/26
at
100.00
AA+  
4,779,391
9,910
Michigan
Housing
Development
Authority,
Single
Family
Mortgage
Revenue
Bonds,
Series
2019B,
2.700%,
12/01/34
12/28
at
100.00
AA+  
8,310,625
14,835
Michigan
Housing
Development
Authority,
Single
Family
Mortgage
Revenue
Bonds,
Series
2020C,
2.350%,
12/01/35
6/30
at
100.00
AA+  
11,494,158
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+  
4,245,960
2,000
Michigan
Housing
Development
Authority,
Single
Family
Mortgage
Revenue
Bonds,
Social
Series
2022A,
4.000%,
12/01/37
12/31
at
100.00
AA+  
1,796,920
12,860
Michigan
State,
Grant
Anticipation
Bonds,
Refunding
Federal
Highway
Series
2016,
5.000%,
3/15/25
No
Opt.
Call
A2  
13,396,133
10,255
Michigan
State,
Trunk
Line
Fund
Bonds,
Rebuilding
Michigan
Program
Series
2020B,
5.000%,
11/15/28
No
Opt.
Call
AA+  
11,220,611
Michigan
State,
Trunk
Line
Fund
Bonds,
Rebuilding
Michigan
Program,
Series
2021A:
1,305
5.000%,
11/15/22
No
Opt.
Call
AA+
1,307,949
5,045
5.000%,
11/15/24
No
Opt.
Call
AA+
5,235,449
620
5.000%,
11/15/25
No
Opt.
Call
AA+
653,071
179
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Michigan
(continued)
$
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
10/08/26)
10/21
at
100.00
A-  
$
6,853,495
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
10/01/26)
No
Opt.
Call
Ba2  
2,201,620
1,205
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-  
1,125,904
137,345
Total
Michigan
130,559,621
Minnesota
-
0.8%
17,000
Edina,
Minnesota,
General
Obligation
Bonds,
Series
2022B,
2.000%,
2/01/25
2/24
at
100.00
Aaa  
16,146,260
13,040
Minneapolis,
Minnesota,
General
Obligation
Bonds,
Series
2021,
4.000%,
12/01/25
No
Opt.
Call
AA+  
13,379,562
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+
1,867,863
10
5.000%,
1/01/25
1/24
at
100.00
A+
10,197
1,275
Minnesota
Housing
Finance
Agency,
Residential
Housing
Finance
Bonds,
Series
2020B,
2.400%,
1/01/35
7/29
at
100.00
AA+  
1,125,353
2,280
Minnesota
Housing
Finance
Agency,
Residential
Housing
Finance
Bonds,
Series
2020E,
2.250%,
7/01/35
7/29
at
100.00
AA+  
1,825,596
4,280
Minnesota
Housing
Finance
Agency,
Residential
Housing
Finance
Bonds,
Series
2020I,
1.875%,
7/01/35
1/30
at
100.00
AA+  
3,253,014
5,655
Minnesota
Housing
Finance
Agency,
Residential
Housing
Finance
Bonds,
Series
2021D,
2.000%,
7/01/36
7/30
at
100.00
AA+  
4,231,354
5,050
Minnesota
Housing
Finance
Agency,
Residential
Housing
Finance
Bonds,
Series
2021F,
2.000%,
7/01/36
1/31
at
100.00
AA+  
3,692,913
8,430
Minnesota
Housing
Finance
Agency,
Residential
Housing
Finance
Bonds,
Series
2021H,
2.150%,
7/01/36
1/31
at
100.00
Aa1  
6,585,095
3,300
Minnesota
Housing
Finance
Agency,
Residential
Housing
Finance
Bonds,
Series
2022A,
2.600%,
7/01/37
7/31
at
100.00
Aa1  
2,550,768
4,315
Minnesota
Rural
Water
Finance
Authority,
Public
Projects
Construction
Notes,
Series
2022,
2.625%,
12/01/23
12/22
at
100.00
N/R  
4,221,537
900
Northern
Municipal
Power
Agency,
Minnesota,
Electric
System
Revenue
Bonds,
Series
2013A,
5.000%,
1/01/23
No
Opt.
Call
A-  
903,888
67,365
Total
Minnesota
59,793,400
Mississippi
-
0.7%
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
4/01/27)
4/27
at
100.00
Baa2  
7,002,225
6,865
Mississippi
Business
Finance
Corporation,
Pollution
Control
Revenue,
Mississippi
Power,
Series
2002,
3.200%,
9/01/28
3/24
at
100.00
A-  
6,548,935
1,000
Mississippi
Home
Corporation,
Single
Family
Mortgage
Revenue
Bonds,
Series
2020A,
2.250%,
12/01/35
6/29
at
100.00
Aaa  
773,440
615
Mississippi
Home
Corporation,
Single
Family
Mortgage
Revenue
Bonds,
Series
2021A,
1.800%,
12/01/35
6/30
at
100.00
Aaa  
451,029
Nuveen
Limited
Term
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
180
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Mississippi
(continued)
$
9,750
Mississippi
Hospital
Equipment
and
Facilities
Authority,
Revenue
Bonds,
Baptist
Memorial
Healthcare,
Refunding
Series
2020A-1,
5.000%,
9/01/44,
(Mandatory
Put
9/01/25)
3/25
at
100.00
BBB+  
$
10,044,645
15,000
Mississippi
Hospital
Equipment
and
Facilities
Authority,
Revenue
Bonds,
Baptist
Memorial
Healthcare,
Refunding
Series
2020A-2,
3.150%,
9/01/36,
(Mandatory
Put
8/30/23)
No
Opt.
Call
BBB+  
14,899,800
3,680
Mississippi
Hospital
Equipment
and
Facilities
Authority,
Revenue
Bonds,
Baptist
Memorial
Healthcare,
Series
2015A,
5.000%,
9/01/24
No
Opt.
Call
BBB+  
3,748,632
3,395
Mississippi
Hospital
Equipment
and
Facilities
Authority,
Revenue
Bonds,
North
Mississippi
Health
Services,
Series
2020-II,
5.000%,
10/01/40,
(Mandatory
Put
3/01/27)
12/26
at
100.00
AA  
3,481,369
Mississippi
State,
Gaming
Tax
Revenue
Bonds,
Series
2019A:
350
5.000%,
10/15/22
No
Opt.
Call
A+
350,182
250
5.000%,
10/15/23
No
Opt.
Call
A+
253,822
205
5.000%,
10/15/24
No
Opt.
Call
A+
210,865
1,245
5.000%,
10/15/25
No
Opt.
Call
A+
1,293,717
49,855
Total
Mississippi
49,058,661
Missouri
-
1.6%
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
764,403
755
4.000%,
11/01/23
No
Opt.
Call
N/R
746,340
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+
7,970,444
7,600
4.000%,
3/01/30
3/29
at
100.00
AA+
7,817,284
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
10/22
at
100.00
A  
24,644,565
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  
4,357,692
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  
9,520,280
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  
4,408,425
1,320
Missouri
Health
and
Educational
Facilities
Authority,
Educational
Facilities
Revenue
Bonds,
Saint
Louis
College
of
Pharmacy,
Series
2013,
5.000%,
5/01/23
No
Opt.
Call
BBB  
1,330,349
10,000
Missouri
Health
and
Educational
Facilities
Authority,
Health
Facilities
Revenue
Bonds,
BJC
Health
System,
Series
2021B,
4.000%,
5/01/51,
(Mandatory
Put
5/01/26)
No
Opt.
Call
AA  
10,101,400
Missouri
Health
and
Educational
Facilities
Authority,
Health
Facilities
Revenue
Bonds,
SSM
Health
Care,
Series
2022A:
1,150
5.000%,
6/01/25
No
Opt.
Call
AA-
1,193,136
1,600
5.000%,
6/01/26
No
Opt.
Call
A+
1,678,000
1,300
5.000%,
6/01/27
No
Opt.
Call
AA-
1,375,621
181
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Missouri
(continued)
$
775
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+  
$
719,138
1,080
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+  
878,785
1,925
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+  
1,398,898
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
2,502,207
5,100
5.000%,
1/01/26
1/25
at
100.00
A
5,264,322
20,000
Missouri
Public
Utilities
Commission,
Interim
Construction
Notes,
Series
2022,
0.750%,
8/01/23
11/22
at
100.00
N/R  
19,396,400
Saint
Charles
County
Francis
Howell
School
District,
Missouri,
General
Obligation
Bonds,
Series
2020:
2,055
4.000%,
3/01/30
3/28
at
100.00
AA
2,114,862
1,480
4.000%,
3/01/31
3/28
at
100.00
AA
1,517,814
1,085
Saint
Louis,
Missouri,
Airport
Revenue
Bonds,
Lambert-St.
Louis
International
Airport,
Refunding
Series
2015,
5.000%,
7/01/23
No
Opt.
Call
A2  
1,098,834
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
AA  
9,474,345
123,490
Total
Missouri
120,273,544
Montana
-
0.5%
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  
30,887,446
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+
1,069,400
1,055
5.000%,
7/01/28
No
Opt.
Call
A+
1,138,735
1,335
5.000%,
7/01/29
7/28
at
100.00
A+
1,443,803
760
Montana
Board
of
Housing,
Single
Family
Mortgage
Bonds,
Series
2021A-1,
1.850%,
12/01/36
6/30
at
100.00
AA+  
565,189
500
Montana
Board
of
Housing,
Single
Family
Mortgage
Bonds,
Series
2021B,
1.850%,
12/01/36
12/30
at
100.00
AA+  
369,625
36,040
Total
Montana
35,474,198
National
-
0.0%
2,745
Freddie
Mac
Multi-Family
ML
Certificates,
Series
ML
05,
Series
2019A,
3.400%,
1/25/36
2019
1
No
Opt.
Call
AA+
2,516,848
Nebraska
-
0.6%
4,545
Central
Plains
Energy
Project,
Nebraska,
Gas
Project
2
Revenue
Bonds,
Variable
Rate
Demand
Obligation
Series
2022-1,
5.000%,
5/01/53,
(Mandatory
Put
10/01/29)
7/29
at
100.22
A2  
4,551,908
8,000
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  
8,074,480
Nuveen
Limited
Term
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
182
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Nebraska
(continued)
$
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
11/15/25)
8/25
at
100.00
AA-  
$
845,717
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  
1,001,130
Douglas
County
School
District
17
Millard,
Nebraska,
General
Obligation
Bonds,
Series
2020:
1,295
5.000%,
12/15/28
No
Opt.
Call
AA
1,419,877
1,520
5.000%,
12/15/29
No
Opt.
Call
AA
1,685,619
1,590
5.000%,
12/15/30
No
Opt.
Call
AA
1,776,332
1,915
Nebraska
Investment
Finance
Authority,
Single
Family
Housing
Revenue
Bonds,
Series
2019D,
2.600%,
9/01/34
3/29
at
100.00
AA+  
1,610,592
8,620
Nebraska
Investment
Finance
Authority,
Single
Family
Housing
Revenue
Bonds,
Series
2020A,
2.350%,
9/01/35
3/29
at
100.00
AA+  
6,929,187
2,430
Nebraska
Investment
Finance
Authority,
Single
Family
Housing
Revenue
Bonds,
Series
2021A,
1.850%,
9/01/35
3/30
at
100.00
AA+  
1,755,359
3,405
Nebraska
Investment
Finance
Authority,
Single
Family
Housing
Revenue
Bonds,
Series
2021C,
2.100%,
9/01/36
9/30
at
100.00
AA+  
2,515,512
1,500
Nebraska
Public
Power
District,
General
Revenue
Bonds,
Forward
Delivery
Series
2021A,
5.000%,
1/01/23
No
Opt.
Call
A+  
1,506,855
Omaha,
Nebraska,
General
Obligation
Bonds,
Various
Purpose
and
Refunding
Bonds,
Series
2021:
1,170
5.000%,
4/15/24
No
Opt.
Call
AA+
1,200,994
825
5.000%,
4/15/25
No
Opt.
Call
AA+
862,133
800
5.000%,
4/15/26
No
Opt.
Call
AA+
845,424
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
9/01/25)
No
Opt.
Call
A  
5,979,279
45,880
Total
Nebraska
42,560,398
Nevada
-
1.2%
1,000
Clark
County
School
District,
Nevada,
General
Obligation
Bonds,
Limited
Tax
Building
Series
2020A,
3.000%,
6/15/24
-
AGM
Insured
No
Opt.
Call
AA  
993,920
Clark
County
School
District,
Nevada,
General
Obligation
Bonds,
Limited
Tax
Building
Series
2021B:
7,110
5.000%,
6/15/24
No
Opt.
Call
A1
7,284,266
7,465
5.000%,
6/15/25
No
Opt.
Call
A1
7,785,920
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
A+  
8,187,472
Clark
County,
Nevada,
Airport
Revenue
Bonds,
Junior
Subordinate
Lien
Notes
Series
2021B:
1,925
5.000%,
7/01/23,
(AMT)
No
Opt.
Call
A1
1,944,019
2,050
5.000%,
7/01/24,
(AMT)
No
Opt.
Call
A1
2,094,854
3,100
5.000%,
7/01/25,
(AMT)
No
Opt.
Call
A1
3,188,536
Clark
County,
Nevada,
Highway
Revenue
Bonds,
Indexed
Fuel
Tax
&
Motor
Vehicle
Fuel
Tax
Series
2021:
3,355
5.000%,
7/01/23
No
Opt.
Call
AA-
3,400,259
3,520
5.000%,
7/01/24
No
Opt.
Call
AA-
3,626,445
3,700
5.000%,
7/01/25
No
Opt.
Call
AA-
3,871,384
1,860
Clark
County,
Nevada,
Pollution
Control
Revenue
Bonds,
Nevada
Power
Company
Project,
Refunding
Series
2017,
1.650%,
1/01/36,
(Mandatory
Put
3/31/23)
No
Opt.
Call
A+  
1,841,865
183
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Nevada
(continued)
Las
Vegas
Convention
and
Visitors
Authority,
Nevada,
Revenue
Bonds,
Refunding
Series
2017B:
$
840
5.000%,
7/01/23
No
Opt.
Call
Aa3
$
850,399
910
5.000%,
7/01/25
No
Opt.
Call
Aa3
948,502
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
6,694,090
13,660
5.000%,
6/01/25
No
Opt.
Call
Aa1
14,292,731
13,020
Las
Vegas
Valley
Water
District,
Nevada,
General
Obligation
Bonds,
Limited
Tax
Refunding
Water
Series
2021A,
5.000%,
6/01/24
No
Opt.
Call
Aa1  
13,408,777
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+
1,555,217
1,970
2.000%,
10/01/36
10/30
at
100.00
AA+
1,483,804
3,000
Nevada
Housing
Division,
Single
Family
Housing
Mortgage
Revenue
Bonds,
Refunding
Series
2021B,
2.200%,
10/01/36
10/30
at
100.00
AA+  
2,292,630
100
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  
96,228
84,905
Total
Nevada
85,841,318
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
A-  
8,294,458
13,115
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  
13,002,735
2,710
New
Hampshire
State,
General
Obligation
Bonds,
Capital
Improvement
Series
2020C,
5.000%,
12/01/26
No
Opt.
Call
Aa1  
2,903,494
24,245
Total
New
Hampshire
24,200,687
New
Jersey
-
3.5%
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  
5,894,985
Delaware
River
Port
Authority,
New
Jersey
and
Pennsylvania,
Revenue
Bonds,
Refunding
Series
2018B:
8,940
5.000%,
1/01/23
No
Opt.
Call
A+
8,976,922
6,730
5.000%,
1/01/24
No
Opt.
Call
A+
6,860,966
Delran
Township,
New
Jersey,
General
Obligation
Bonds,
Series
2019:
1,000
2.000%,
10/15/27
No
Opt.
Call
AA
892,960
1,000
2.000%,
10/15/28
No
Opt.
Call
AA
872,310
1,000
2.000%,
10/15/29
No
Opt.
Call
AA
851,080
980
Gloucester
County
Pollution
Control
Financing
Authority,
New
Jersey,
Pollution
Control
Revenue
Bonds,
Logan
Project,
Refunding
Series
2014A,
5.000%,
12/01/24,
(AMT),
(ETM)
No
Opt.
Call
BBB-  (4)
991,035
Gloucester
Township,
New
Jersey,
General
Obligation
Bonds,
Series
2019:
3,640
2.000%,
2/01/26
-
BAM
Insured
No
Opt.
Call
AA
3,328,380
3,975
2.000%,
2/01/27
-
BAM
Insured
No
Opt.
Call
AA
3,544,547
Nuveen
Limited
Term
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
184
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:
$
570
4.000%,
10/01/25
No
Opt.
Call
AA
$
581,685
770
5.000%,
10/01/26
No
Opt.
Call
AA
818,248
850
Monmouth
County
Improvement
Authority,
New
Jersey,
Governmental
Pooled
Loan
Revenue
Bonds,
Series
2020,
4.000%,
12/01/22
No
Opt.
Call
AAA  
851,479
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  
10,565,432
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  
5,193,271
10,545
New
Jersey
Economic
Development
Authority,
Revenue
Bonds,
Municipal
Rehabilitation,
Refunding
Series
2019A,
5.250%,
4/01/25
No
Opt.
Call
BBB  
10,858,397
3,145
New
Jersey
Economic
Development
Authority,
School
Facilities
Construction
Bonds,
Series
2016AAA,
5.000%,
6/15/26
No
Opt.
Call
Baa1  
3,251,238
New
Jersey
Economic
Development
Authority,
School
Facilities
Construction
Bonds,
Social
Series
2021QQQ:
245
5.000%,
6/15/23
No
Opt.
Call
Baa1
247,612
300
5.000%,
6/15/24
No
Opt.
Call
Baa1
306,111
575
5.000%,
6/15/25
No
Opt.
Call
Baa1
589,697
2,000
New
Jersey
Economic
Development
Authority,
School
Facilities
Construction
Financing
Program
Bonds,
Refunding
Series
2012II,
5.000%,
3/01/25
10/22
at
100.00
Baa1  
2,001,220
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)
7,553,858
2,300
New
Jersey
Economic
Development
Authority,
Special
Facilities
Revenue
Bonds,
Continental
Airlines
Inc.,
Series
1999,
5.250%,
9/15/29,
(AMT)
10/22
at
101.00
Ba3  
2,278,840
4,940
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
6/01/23)
No
Opt.
Call
A+  
4,857,403
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+  
2,448,350
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+  
8,156,522
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
7/01/24)
4/24
at
100.87
AA-  
5,466,825
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
7/01/25)
4/25
at
100.85
AA-  
4,984,463
New
Jersey
Housing
and
Mortgage
Finance
Agency,
Multifamily
Revenue
Bonds,
Series
2021B:
3,500
0.650%,
5/01/24
No
Opt.
Call
AA-
3,343,620
6,335
0.750%,
11/01/24
No
Opt.
Call
AA-
5,976,122
185
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
New
Jersey
(continued)
New
Jersey
Housing
and
Mortgage
Finance
Agency,
Single
Family
Housing
Revenue
Bonds,
Social
Series
2022I:
$
2,540
2.650%,
10/01/24
No
Opt.
Call
Aa2
$
2,501,875
2,955
2.750%,
4/01/25
No
Opt.
Call
Aa2
2,899,446
New
Jersey
Infrastructure
Bank,
Environmental
Infrastructure
Bonds,
Green
Series
2021A-1:
3,955
5.000%,
9/01/23
No
Opt.
Call
AAA
4,021,127
4,125
5.000%,
9/01/24
No
Opt.
Call
AAA
4,264,879
4,295
5.000%,
9/01/25
No
Opt.
Call
AAA
4,517,438
New
Jersey
State,
General
Obligation
Bonds,
Covid-19
Emergency
Series
2020A:
1,170
4.000%,
6/01/23
No
Opt.
Call
A3
1,175,745
4,060
5.000%,
6/01/24
No
Opt.
Call
A3
4,169,945
13,155
5.000%,
6/01/25
No
Opt.
Call
A3
13,678,964
10,190
5.000%,
6/01/26
No
Opt.
Call
A3
10,697,462
265
5.000%,
6/01/27
No
Opt.
Call
A3
281,348
240
5.000%,
6/01/28
No
Opt.
Call
A3
257,534
940
4.000%,
6/01/30
No
Opt.
Call
A3
951,224
1,035
4.000%,
6/01/31
No
Opt.
Call
A3
1,043,797
1,250
4.000%,
6/01/32
No
Opt.
Call
A3
1,253,975
New
Jersey
Transportation
Trust
Fund
Authority,
Federal
Highway
Reimbursement
Revenue
Notes,
Series
2018A:
4,370
5.000%,
6/15/24
No
Opt.
Call
A+
4,463,343
5,220
5.000%,
6/15/28
6/26
at
100.00
A+
5,438,927
3,070
5.000%,
6/15/29
6/26
at
100.00
A+
3,179,384
315
New
Jersey
Transportation
Trust
Fund
Authority,
Transportation
System
Bonds,
Refunding
Series
2006A,
5.500%,
12/15/22
No
Opt.
Call
Baa1  
316,367
New
Jersey
Transportation
Trust
Fund
Authority,
Transportation
System
Bonds,
Series
2019A:
5,700
5.000%,
12/15/24
No
Opt.
Call
Baa1
5,835,318
5,185
5.000%,
12/15/25
No
Opt.
Call
Baa1
5,339,306
9,780
New
Jersey
Transportation
Trust
Fund
Authority,
Transportation
System
Bonds,
Series
2019BB,
5.000%,
6/15/32
12/28
at
100.00
Baa1  
10,031,444
New
Jersey
Transportation
Trust
Fund
Authority,
Transportation
System
Bonds,
Series
2021A:
3,095
5.000%,
6/15/26
No
Opt.
Call
Baa1
3,199,549
2,500
5.000%,
6/15/27
No
Opt.
Call
Baa1
2,591,750
Newark
Board
of
Education,
Essex
County,
New
Jersey,
General
Obligation
Bonds,
School
Energy
Savings
Series
2021:
350
5.000%,
7/15/23
No
Opt.
Call
BBB+
354,862
500
5.000%,
7/15/24
No
Opt.
Call
BBB+
513,075
1,700
Passaic
Valley
Sewer
Commissioners,
New
Jersey,
Sewer
Revenue
Bonds,
Series
2010G,
5.750%,
12/01/22
No
Opt.
Call
A2  
1,706,579
1,635
Salem
County
Pollution
Control
Financing
Authority,
New
Jersey,
Pollution
Control
Revenue
Bonds,
Chambers
Project,
Refunding
Series
2014A,
5.000%,
12/01/23,
(AMT),
(ETM)
No
Opt.
Call
BBB  (4)
1,653,279
Nuveen
Limited
Term
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
186
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
New
Jersey
(continued)
Tobacco
Settlement
Financing
Corporation,
New
Jersey,
Tobacco
Settlement
Asset-Backed
Bonds,
Series
2018A:
$
1,455
5.000%,
6/01/23
No
Opt.
Call
A
$
1,471,092
9,420
5.000%,
6/01/24
No
Opt.
Call
A
9,599,169
6,210
5.000%,
6/01/25
No
Opt.
Call
A
6,384,501
10,190
5.000%,
6/01/26
No
Opt.
Call
A
10,549,707
6,145
5.000%,
6/01/29
6/28
at
100.00
A
6,374,762
3,900
5.000%,
6/01/31
6/28
at
100.00
A-
4,009,317
2,005
4.000%,
6/01/37
6/28
at
100.00
A-
1,813,843
50
Tobacco
Settlement
Financing
Corporation,
New
Jersey,
Tobacco
Settlement
Asset-Backed
Bonds,
Series
2018B,
3.200%,
6/01/27
No
Opt.
Call
BBB  
49,683
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-  
6,079,758
6,695
Union
County,
New
Jersey,
General
Obligation
Bonds,
Series
2018,
3.000%,
3/01/28
9/25
at
100.00
Aaa  
6,482,768
260,675
Total
New
Jersey
261,696,120
New
Mexico
-
0.5%
13,540
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
10/01/26)
No
Opt.
Call
Baa2  
11,651,982
10,000
Farmington,
New
Mexico,
Pollution
Control
Revenue
Bonds,
Public
Service
Company
of
New
Mexico
San
Juan
Project,
Refunding
Series
2010B,
3.000%,
6/01/40,
(Mandatory
Put
6/01/24)
No
Opt.
Call
BBB  
9,868,300
1,710
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  
1,473,644
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  
1,513,455
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  
737,204
6,640
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  
6,827,713
San
Juan
County,
New
Mexico,
Gross
Receipts
Tax
Revenue
Bonds,
Refunding
Series
2015A:
1,565
5.000%,
6/15/23
No
Opt.
Call
A+
1,583,311
1,625
5.000%,
6/15/24
No
Opt.
Call
A+
1,668,891
1,690
5.000%,
6/15/25
No
Opt.
Call
A+
1,760,439
1,760
5.000%,
6/15/26
6/25
at
100.00
A+
1,828,288
601
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  
547,817
42,106
Total
New
Mexico
39,461,044
New
York
-
7.4%
32,590
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+  
34,728,230
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-  
1,738,817
5,000
Dormitory
Authority
of
the
State
of
New
York,
Revenue
Bonds,
Northwell
Healthcare
Inc,
Series
2019B-1,
1.800%,
5/01/48,
(Mandatory
Put
11/01/28)
5/28
at
100.00
A3  
4,392,900
500
Dormitory
Authority
of
the
State
of
New
York,
Revenue
Bonds,
Northwell
Healthcare
Inc,
Series
2019B-3,
5.000%,
5/01/48,
(Mandatory
Put
5/01/26)
11/25
at
100.00
A-  
517,170
187
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
New
York
(continued)
$
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  
$
536,561
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-
1,001,230
2,000
5.000%,
12/01/23,
144A
No
Opt.
Call
BBB-
2,015,560
Dormitory
Authority
of
the
State
of
New
York,
Revenue
Bonds,
Rochester
Institute
of
Technology,
Series
2020A.  Forward
Delivery:
1,010
5.000%,
7/01/24
No
Opt.
Call
A1
1,037,947
1,000
5.000%,
7/01/25
No
Opt.
Call
A1
1,043,110
18,000
Dormitory
Authority
of
the
State
of
New
York,
State
Personal
Income
Tax
Revenue
Bonds,
General
Purpose,
Bidding
Group
1
Through
5,
Series
2020A,
5.000%,
3/15/25,
(ETM)
No
Opt.
Call
AA+  (4)
18,776,520
Dormitory
Authority
of
the
State
of
New
York,
State
Personal
Income
Tax
Revenue
Bonds,
General
Purpose,
Series
2019D:
7,500
5.000%,
2/15/27
No
Opt.
Call
AA+
7,983,738
8,335
5.000%,
2/15/27,
(ETM)
No
Opt.
Call
N/R
(4)
8,911,199
405
5.000%,
2/15/27
No
Opt.
Call
Aa1
431,122
3,715
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+  
3,910,260
10,000
Grand
Island,
New
York,
General
Obligation
Bonds,
Refunding
Public
Improvement
Series
2022,
4.000%,
10/06/23
(WI/DD,
Settling
10/06/22)
No
Opt.
Call
N/R  
10,064,800
4,285
Long
Island
Power
Authority,
New
York,
Electric
System
General
Revenue
Bonds,
Mandatory
Tender
Series
2020B,
0.850%,
9/01/50,
(Mandatory
Put
9/01/25)
3/25
at
100.00
A  
3,820,677
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  
10,522,326
1,350
Long
Island
Power
Authority,
New
York,
Electric
System
General
Revenue
Bonds,
Series
2000A,
0.000%,
6/01/23
-
AGM
Insured
No
Opt.
Call
AA  
1,321,529
1,065
Long
Island
Power
Authority,
New
York,
Electric
System
General
Revenue
Bonds,
Series
2020A,
5.000%,
9/01/25
No
Opt.
Call
A  
1,117,430
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  
5,296,200
1,210
Metropolitan
Transportation
Authority,
New
York,
Transportation
Revenue
Bonds,
Refunding
Green
Climate
Certified
Series
2017B,
5.000%,
11/15/23
No
Opt.
Call
A3  
1,228,005
Metropolitan
Transportation
Authority,
New
York,
Transportation
Revenue
Bonds,
Refunding
Green
Climate
Certified
Series
2017C-1:
1,195
5.000%,
11/15/24
No
Opt.
Call
A3
1,225,700
5,000
5.000%,
11/15/26
No
Opt.
Call
A3
5,189,250
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
1,552,650
2,250
5.000%,
11/15/32
11/30
at
100.00
A3
2,262,780
8,720
Metropolitan
Transportation
Authority,
New
York,
Transportation
Revenue
Bonds,
Refunding
Series
2012F,
5.000%,
11/15/30
11/22
at
100.00
A3  
8,737,750
Nuveen
Limited
Term
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
188
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
New
York
(continued)
$
10,850
Metropolitan
Transportation
Authority,
New
York,
Transportation
Revenue
Bonds,
Series
2015C-1,
5.250%,
11/15/29
11/25
at
100.00
A3  
$
11,144,361
6,450
Metropolitan
Transportation
Authority,
New
York,
Transportation
Revenue
Bonds,
Variable
Rate
Demand
Obligations,
Series
2005D-1,
2.367%,
11/01/35,
(Mandatory
Put
4/01/24)
(SOFR*0.67%
reference
rate
+
0.330%
spread)
(5)
1/24
at
100.00
A3  
6,248,760
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-
2,028,251
1,075
5.000%,
7/01/24
No
Opt.
Call
A-
1,096,145
685
5.000%,
7/01/25
7/24
at
100.00
A-
698,344
1,065
5.000%,
7/01/26
7/24
at
100.00
A-
1,084,713
1,500
5.000%,
7/01/27
7/24
at
100.00
A-
1,526,625
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
1/01/26)
10/24
at
100.00
Aa2  
9,007,200
5,760
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+  
4,199,558
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
11/01/24)
11/22
at
100.00
AA+  
2,319,559
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
12/29/23)
12/22
at
100.00
AA+  
12,846,730
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+
3,241,968
10,140
1.125%,
5/01/60,
(Mandatory
Put
11/01/24)
10/22
at
100.00
AA+
9,563,439
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+  
2,748,459
1,080
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  
955,595
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
1,017,380
1,000
5.000%,
1/01/25
-
AGM
Insured
No
Opt.
Call
AA
1,026,130
1,000
5.000%,
1/01/26
-
AGM
Insured
No
Opt.
Call
AA
1,036,590
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
6,153,491
8,140
5.000%,
11/01/26
No
Opt.
Call
AAA
8,656,239
8,845
5.000%,
11/01/28
No
Opt.
Call
AAA
9,607,439
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  
7,210,363
189
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
New
York
(continued)
New
York
City
Transitional
Finance
Authority,
New
York,
Future
Tax
Secured
Bonds,
Subordinate
Fiscal
Series
2023B-1:
$
7,500
5.000%,
11/01/24
No
Opt.
Call
AAA
$
7,763,025
2,100
5.000%,
11/01/25
No
Opt.
Call
AAA
2,208,864
14,120
New
York
City,
New
York,
General
Obligation
Bonds,
Fiscal
2008
Series
J-4,
5.000%,
8/01/24
No
Opt.
Call
Aa2  
14,571,275
New
York
City,
New
York,
General
Obligation
Bonds,
Fiscal
2021
Series
A-1:
5,135
5.000%,
8/01/24
No
Opt.
Call
AA
5,299,115
750
5.000%,
8/01/25
No
Opt.
Call
AA
785,107
10,260
5.000%,
8/01/26
No
Opt.
Call
AA
10,885,963
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
7/01/25)
No
Opt.
Call
A  
4,916,350
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
7/01/25)
No
Opt.
Call
A  
44,392,950
New
York
State
Housing
Finance
Agency,
Affordable
Housing
Revenue
Bonds,
Climate
Bond
Certified/Green
Bond
Series
2018I:
2,315
2.650%,
5/01/23
No
Opt.
Call
Aa2
2,305,763
3,000
2.700%,
11/01/23
8/22
at
100.00
Aa2
2,977,140
6,890
New
York
State
Housing
Finance
Agency,
Affordable
Housing
Revenue
Bonds,
Climate
Bond
Certified/Sustainability
Green
Series
2020J,
0.750%,
5/01/25
10/22
at
100.00
Aa2  
6,384,481
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
10/22
at
100.00
Aa2  
14,196,312
New
York
State
Housing
Finance
Agency,
Affordable
Housing
Revenue
Bonds,
Climate
Bond
Certified/
Sustainability
Green
Series
2021J-2:
5,710
1.000%,
11/01/61,
(Mandatory
Put
11/01/26)
9/23
at
100.00
Aa2
5,053,407
5,000
1.100%,
11/01/61,
(Mandatory
Put
5/01/27)
6/24
at
100.00
Aa2
4,351,500
10,055
New
York
State
Housing
Finance
Agency,
Affordable
Housing
Revenue
Bonds,
Green
Series
2022A-2,
2.500%,
11/01/60,
(Mandatory
Put
5/01/27)
3/24
at
100.00
Aa2  
9,350,346
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  
7,299,793
4,505
New
York
State
Housing
Finance
Agency,
Affordable
Housing
Revenue
Bonds,
Refunding
Series
2020H,
2.100%,
11/01/35
5/29
at
100.00
Aa2  
3,331,538
9,485
New
York
State
Mortgage
Agency,
Homeowner
Mortgage
Revenue
Bonds,
Series
223,
2.650%,
10/01/34
10/28
at
100.00
Aa1  
7,774,570
2,415
New
York
State
Mortgage
Agency,
Homeowner
Mortgage
Revenue
Bonds,
Series
225,
2.000%,
10/01/35
10/29
at
100.00
Aa1  
1,775,774
3,460
New
York
State
Mortgage
Agency,
Homeowner
Mortgage
Revenue
Bonds,
Series
227,
2.100%,
10/01/35
10/29
at
100.00
Aa1  
2,577,423
New
York
State
Mortgage
Agency,
Homeowner
Mortgage
Revenue
Bonds,
Series
231:
3,425
2.000%,
10/01/33
4/30
at
100.00
Aa1
2,658,348
9,990
2.200%,
10/01/36
4/30
at
100.00
Aa1
7,342,150
4,640
New
York
State
Mortgage
Agency,
Homeowner
Mortgage
Revenue
Bonds,
Social
Series
239,
2.200%,
10/01/36
10/30
at
100.00
Aa1  
3,402,373
Nuveen
Limited
Term
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
190
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
New
York
(continued)
$
16,400
New
York
State
Mortgage
Agency,
Homeowner
Mortgage
Revenue
Bonds,
Social
Series
242,
2.950%,
10/01/37
4/31
at
100.00
Aa1  
$
13,091,792
New
York
Transportation
Development
Corporation,
New
York,
Special
Facility
Revenue
Bonds,
Terminal
4
John
F
Kennedy
International
Airport
Project,
Series
2022:
5,000
5.000%,
12/01/27,
(AMT)
No
Opt.
Call
Baa1
5,109,800
2,000
5.000%,
12/01/28,
(AMT)
No
Opt.
Call
Baa1
2,044,820
2,000
5.000%,
12/01/29,
(AMT)
No
Opt.
Call
Baa1
2,048,840
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  
2,831,598
Oyster
Bay,
Nassau
County,
New
York,
General
Obligation
Bonds,
Refunding
Public
Improvement
Series
2022:
1,000
5.000%,
8/01/25
-
AGM
Insured
No
Opt.
Call
A1
1,047,080
1,000
5.000%,
8/01/26
-
AGM
Insured
No
Opt.
Call
AA
1,061,750
1,000
5.000%,
8/01/27
-
AGM
Insured
No
Opt.
Call
AA
1,075,550
Port
Authority
of
New
York
and
New
Jersey,
Consolidated
Revenue
Bonds,
Two
Hundred
Twenty-Six
Series
2021:
3,200
5.000%,
10/15/23,
(AMT)
No
Opt.
Call
Aa3
3,245,056
4,305
5.000%,
10/15/24,
(AMT)
No
Opt.
Call
Aa3
4,419,642
10,475
Saratoga
County,
New
York,
General
Obligation
Bonds,
Anticipation
Notes
Series
2022,
4.000%,
9/22/23
No
Opt.
Call
N/R  
10,505,655
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-
530,130
500
5.000%,
7/01/27
7/24
at
100.00
A-
508,875
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
A
1,191,575
2,370
5.000%,
6/01/25
No
Opt.
Call
A
2,436,004
2,220
5.000%,
6/01/26
No
Opt.
Call
A
2,291,817
2,230
5.000%,
6/01/27
No
Opt.
Call
A
2,312,488
425
Suffolk
Tobacco
Asset
Securitization
Corporation,
New
York,
Tobacco
Settlement
Asset-Backed
Bonds,
Subordinate
Series
2021B-1,
0.450%,
6/01/31
No
Opt.
Call
A  
421,218
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
Aa3  
7,637,955
6,560
Triborough
Bridge
and
Tunnel
Authority,
New
York,
General
Purpose
Revenue
Bonds,
Series
2008B-2,
4.000%,
11/15/25
No
Opt.
Call
Aa3  
6,704,254
2,475
Triborough
Bridge
and
Tunnel
Authority,
New
York,
General
Purpose
Revenue
Bonds,
Variable
Rate
Demand
Obligation
Series
2005B-3
&
2005B-4,
2.377%,
1/01/32,
(Mandatory
Put
2/01/24)
(SOFR*0.67%
reference
rate
+
0.380%
spread)
2005
1
(5)
11/23
at
100.00
AA-  
2,455,299
30,205
Triborough
Bridge
and
Tunnel
Authority,
New
York,
Payroll
Mobility
Tax
Bond
Anticipation
Notes,
Series
2022A,
5.000%,
8/15/24
No
Opt.
Call
N/R  
31,223,211
14,925
Triborough
Bridge
and
Tunnel
Authority,
New
York,
Payroll
Mobility
Tax
Bonds,
Senior
Lien
Refunding
Series
2022B,
5.000%,
5/15/26
No
Opt.
Call
AA+  
15,769,307
TSASC
Inc.,
New
York,
Tobacco
Settlement
Asset-Backed
Bonds,
Fiscal
2017
Series
A:
3,335
5.000%,
6/01/23
No
Opt.
Call
A
3,372,952
1,925
5.000%,
6/01/26
No
Opt.
Call
A
1,999,767
191
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
New
York
(continued)
$
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  
$
4,889,308
2,510
Yonkers,
New
York,
General
Obligation
Bonds,
Series
2012C,
3.000%,
8/15/23
No
Opt.
Call
A  
2,499,935
560,820
Total
New
York
547,110,045
North
Carolina
-
1.6%
7,540
Alamance
County,
North
Carolina,
General
Obligation
Bonds,
Public
Improvement
Series
2021,
5.000%,
5/01/24
No
Opt.
Call
AA  
7,759,263
6,000
Charlotte,
North
Carolina,
Water
and
Sewer
System
Revenue
Bonds,
Refunding
Series
2022A,
5.000%,
7/01/24
No
Opt.
Call
AAA  
6,191,760
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
10/31/25)
No
Opt.
Call
Aa3  
4,574,650
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
6/16/25)
No
Opt.
Call
BBB  
1,503,952
3,935
Durham,
North
Carolina,
Utility
System
Revenue
Bonds,
Refunding
Series
2021,
4.000%,
8/01/23
No
Opt.
Call
AAA  
3,963,922
10,800
Mecklenburg
County,
North
Carolina,
General
Obligation
Bonds,
School
Series
2021,
5.000%,
3/01/27
No
Opt.
Call
AAA  
11,617,560
830
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+  
671,968
2,940
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+  
2,392,984
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+  
3,745,550
North
Carolina
Municipal
Power
Agency
1,
Catawba
Electric
Revenue
Bonds,
Refunding
Series
2015A:
3,125
5.000%,
1/01/26
No
Opt.
Call
A
3,269,438
4,470
5.000%,
1/01/27
1/26
at
100.00
A
4,679,911
36,670
North
Carolina
State,
Limited
Obligation
Bonds,
Series
2020B,
5.000%,
5/01/24
No
Opt.
Call
AA+  
37,719,129
18,950
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  
19,317,819
10,850
Wake
County,
North
Carolina,
General
Obligation
Bonds,
Public
Improvement
Series
2022A,
5.000%,
2/01/25
No
Opt.
Call
AAA  
11,303,096
117,725
Total
North
Carolina
118,711,002
North
Dakota
-
0.6%
2,445
Bismarck,
Burleigh
County,
North
Dakota,
General
Obligation
Bonds,
Refunding
&
Improvement
Series
2020P,
4.000%,
5/01/24
No
Opt.
Call
Aa1  
2,476,907
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  
7,890,357
6,905
City
of
Horace,
North
Dakota,
Temporary
Refunding
Improvement
Bonds,
Series
2022A,
3.250%,
8/01/24
8/23
at
100.00
N/R  
6,802,461
Nuveen
Limited
Term
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
192
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
North
Dakota
(continued)
Fargo,
North
Dakota,
General
Obligation
Bonds,
Refunding
Improvement
Series
2021A:
$
1,085
5.000%,
5/01/23
No
Opt.
Call
Aa2
$
1,096,360
1,140
5.000%,
5/01/24
No
Opt.
Call
Aa2
1,171,019
1,200
5.000%,
5/01/25
No
Opt.
Call
Aa2
1,250,652
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
821,558
920
5.000%,
12/01/23
No
Opt.
Call
Baa2
931,518
1,655
5.000%,
12/01/25
No
Opt.
Call
Baa2
1,703,723
2,380
5.000%,
12/01/26
No
Opt.
Call
Baa2
2,466,204
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
1,481,544
2,000
5.000%,
12/01/28
No
Opt.
Call
Baa2
2,086,240
Horace,
Cass
County,
North
Dakota,
General
Obligation
Bonds,
Refunding
Improvement
Series
2021:
200
3.000%,
5/01/23
No
Opt.
Call
Baa2
198,278
200
3.000%,
5/01/25
No
Opt.
Call
Baa2
192,114
225
4.000%,
5/01/27
No
Opt.
Call
Baa2
224,537
500
3.000%,
5/01/28
5/27
at
100.00
Baa2
460,350
400
3.000%,
5/01/29
5/27
at
100.00
Baa2
363,576
430
3.000%,
5/01/30
5/27
at
100.00
Baa2
385,220
305
3.000%,
5/01/32
5/27
at
100.00
Baa2
263,349
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  
1,533,168
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
2,907,145
1,390
3.000%,
7/01/34
7/28
at
100.00
Aa1
1,211,566
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  
2,111,250
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  
2,500,485
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  
2,712,024
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  
1,947,000
700
University
of
North
Dakota,
Certificates
of
Participation,
Housing
Infrastructure
Project,
Series
2021A,
5.000%,
6/01/24
-
AGM
Insured
No
Opt.
Call
AA  
718,501
51,520
Total
North
Dakota
47,907,106
193
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Ohio
-
3.8%
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
$
5,627,315
11,535
5.000%,
6/01/28
No
Opt.
Call
A
12,018,086
15,910
5.000%,
6/01/29
No
Opt.
Call
A
16,711,705
7,680
5.000%,
6/01/30
No
Opt.
Call
A
8,077,824
6,205
5.000%,
6/01/31
6/30
at
100.00
A-
6,481,247
6,740
5.000%,
6/01/32
6/30
at
100.00
A-
7,005,421
3,240
5.000%,
6/01/33
6/30
at
100.00
A-
3,350,905
6,265
5.000%,
6/01/34
6/30
at
100.00
A-
6,449,630
13,740
5.000%,
6/01/35
6/30
at
100.00
A-
14,101,362
2,745
5.000%,
6/01/36
6/30
at
100.00
A-
2,810,660
3,000
4.000%,
6/01/37
6/30
at
100.00
A-
2,751,720
1,500
4.000%,
6/01/38
6/30
at
100.00
A-
1,362,570
1,015
4.000%,
6/01/39
6/30
at
100.00
A-
918,199
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-
1,002,540
1,225
5.000%,
12/01/24
No
Opt.
Call
A-
1,256,936
1,000
5.000%,
12/01/25
No
Opt.
Call
A-
1,036,960
1,015
Cleveland,
Ohio,
Water
Revenue
Bonds,
Series
2020FF,
5.000%,
1/01/28
No
Opt.
Call
AA+  
1,103,620
5,290
Columbus,
Ohio,
General
Obligation
Bonds,
Various
Purpose
Series
2018A,
5.000%,
4/01/30
10/28
at
100.00
AAA  
5,783,716
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
999,740
875
3.000%,
12/01/23
-
BAM
Insured
No
Opt.
Call
AA
871,561
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)
1,021,190
1,065
Hamilton
County,
Ohio,
Hospital
Facilities
Revenue
Bonds,
Cincinnati
Children's
Hospital
Medical
Center,
Refunding
Series
2014S,
5.000%,
5/15/23
No
Opt.
Call
AA  
1,077,088
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
1,662,673
1,725
4.000%,
12/01/23
No
Opt.
Call
Aaa
1,742,888
1,445
4.000%,
12/01/24
No
Opt.
Call
Aaa
1,471,631
1,065
4.000%,
12/01/25
No
Opt.
Call
Aaa
1,091,764
920
4.000%,
12/01/26
No
Opt.
Call
Aaa
945,033
1,700
JobsOhio
Beverage
System,
Ohio,
Statewide
Liquor
Profits
Revenue
Bonds,
Senior
Lien
Series
2013A,
5.000%,
1/01/23
No
Opt.
Call
AA+  
1,708,007
1,000
Mahoning
County,
Ohio,
General
Obligation
Bonds,
Various
Purpose
Notes,
Series
2022,
4.000%,
8/31/23
No
Opt.
Call
N/R  
1,002,170
5,120
Ohio
Air
Quality
Development
Authority,
Ohio,
Air
Quality
Development
Revenue
Bonds,
FirstEnergy
Generation
Corporation
Project,
Series
2009A,
5.700%,
8/01/23
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
Nuveen
Limited
Term
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
194
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Ohio
(continued)
$
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
10/01/24)
No
Opt.
Call
BBB+  
10,161,005
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
10/01/24)
No
Opt.
Call
BBB+  
13,297,000
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
10/01/24)
No
Opt.
Call
BBB+  
953,190
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
10/01/29)
No
Opt.
Call
BBB+  
13,717,305
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
10/01/29)
No
Opt.
Call
BBB+  
8,709,400
2,285
Ohio
Air
Quality
Development
Authority,
Ohio,
Revenue
Bonds,
American
Electric
Power
Company
Project,
Refunding
Series
2014A,
2.400%,
12/01/38,
(Mandatory
Put
10/01/29)
10/24
at
100.00
BBB+  
1,992,817
11,860
Ohio
Air
Quality
Development
Authority,
Ohio,
Revenue
Bonds,
American
Electric
Power
Company
Project,
Refunding
Series
2014B,
2.600%,
6/01/41,
(AMT),
(Mandatory
Put
10/01/29)
10/24
at
100.00
BBB+  
10,399,322
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
10/01/24)
No
Opt.
Call
BBB+  
953,190
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
10/01/24)
No
Opt.
Call
BBB+  
6,272,178
20,250
Ohio
Air
Quality
Development
Authority,
Ohio,
Revenue
Bonds,
Dayton
Power
&
Light
Company
Project,
Refunding
Collateralized
Series
2015A,
4.250%,
11/01/40,
(AMT),
(Mandatory
Put
6/01/27)
No
Opt.
Call
BBB+  
19,697,985
10,600
Ohio
Air
Quality
Development
Authority,
Ohio,
Revenue
Bonds,
Dueke
Energy
Corporation
Project,
Refunding
Series
2022A,
4.250%,
11/01/39,
(AMT),
(Mandatory
Put
6/01/27)
No
Opt.
Call
BBB  
10,427,856
735
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  
732,964
1,405
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  
1,343,040
2,595
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  
2,342,065
1,565
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  
1,339,437
195
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Ohio
(continued)
$
3,745
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  
$
2,802,196
2,950
Ohio
Housing
Finance
Agency,
Residential
Mortgage
Revenue
Bonds,
Mortgage-Backed
Securities
Program,
Series
2021C,
2.250%,
9/01/36
9/30
at
100.00
Aaa  
2,262,650
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
2,711,824
2,975
5.000%,
2/01/25
No
Opt.
Call
AA
3,093,108
26,000
Ohio
State,
Hospital
Revenue
Bonds,
University
Hospitals
Health
System,
Inc.,
Series
2018D,
5.000%,
1/15/39,
(Mandatory
Put
9/15/23)
No
Opt.
Call
A  
26,415,740
Ohio
State,
Major
New
State
Infrastructure
Project
Revenue
Bonds,
Series
2021-1A:
2,500
5.000%,
12/15/22
No
Opt.
Call
AA
2,509,425
1,215
5.000%,
12/15/23
No
Opt.
Call
AA
1,240,710
1,885
5.000%,
12/15/24
No
Opt.
Call
AA
1,955,951
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
10/17/22)
No
Opt.
Call
Aa3
2,811,958
3,265
5.000%,
2/15/25
(WI/DD,
Settling
10/17/22)
No
Opt.
Call
A+
3,380,189
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
1,752,586
7,410
5.000%,
12/01/26
No
Opt.
Call
AAA
7,927,144
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
AAA
5,253,156
4,940
4.000%,
12/01/26
No
Opt.
Call
AAA
5,084,100
355,010
Total
Ohio
283,068,252
Nuveen
Limited
Term
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
196
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Oklahoma
-
4.5%
Blaine
County
Educational
Facilities
Authority,
Oklahoma,
Educational
Facilities
Lease
Revenue
Bonds,
Watonga
Public
Schools
Project,
Series
2022:
$
1,000
5.000%,
12/01/31
No
Opt.
Call
A
$
1,054,180
1,015
5.000%,
12/01/32
No
Opt.
Call
A
1,065,618
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
761,018
665
4.000%,
12/01/24
No
Opt.
Call
A
672,934
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
658,904
1,220
4.000%,
9/01/25
No
Opt.
Call
A
1,239,825
1,600
2.000%,
9/01/27
No
Opt.
Call
A
1,429,568
3,000
Canadian
County
Educational
Facilities
Authority,
Oklahoma,
Educational
Facilities
Lease
Revenue
Bonds,
Mustang
Public
Schools
Project,
Refunding
Series
2021,
3.000%,
9/01/23
No
Opt.
Call
AA-  
2,993,250
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-  
4,064,465
2,385
Cherokee
County,
Oklahoma,
Economic
Development
Authority,
Educational
Facilities
Lease
Revenue
Bonds,
Tahlequah
Public
Schools
Project,
Series
2022,
5.000%,
9/01/24
No
Opt.
Call
A  
2,452,472
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+  
6,681,256
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
7,130,467
9,230
4.000%,
6/01/27
No
Opt.
Call
Aa3
9,402,139
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  
1,417,660
Cleveland
County
Educational
Facilities
Authority,
Oklahoma,
Educational
Facilities
Lease
Revenue
Bonds,
Norman
Public
Schools
Project,
Series
2019.:
6,645
5.000%,
6/01/24
No
Opt.
Call
A+
6,815,245
6,800
5.000%,
6/01/25
No
Opt.
Call
A+
7,070,844
4,830
Cleveland
County
Independent
School
District
2
Moore,
Oklahoma,
General
Obligation
Bonds,
Combined
Purpose
Series
2020,
1.500%,
3/01/24
No
Opt.
Call
Aa2  
4,638,780
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
Aa2
7,635,329
8,005
2.000%,
3/01/26
No
Opt.
Call
Aa2
7,474,349
8,010
2.000%,
3/01/27
No
Opt.
Call
Aa2
7,315,693
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
Aa3
7,177,495
7,525
2.000%,
3/01/26
No
Opt.
Call
Aa3
7,026,168
197
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Oklahoma
(continued)
Clinton
Public
Works
Authority,  Oklahoma,
Educational
Facilities,
Lease
Revenue
Bonds,
Series
2022:
$
1,000
5.000%,
10/01/27
No
Opt.
Call
A-
$
1,047,380
1,000
3.250%,
10/01/28
No
Opt.
Call
A-
943,990
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  
1,024,820
4,400
Cushing
Educational
Facilities
Authority,
Oklahoma,
Educational
Facilities
Lease
Revenue
Bonds,
Cushing
Public
Schools
Project,
Series
2022,
5.000%,
9/01/28
No
Opt.
Call
A-  
4,685,428
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  
2,283,424
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-
392,465
310
5.000%,
9/01/25
No
Opt.
Call
A-
318,829
200
5.000%,
9/01/26
No
Opt.
Call
A-
207,384
450
5.000%,
9/01/27
No
Opt.
Call
A-
470,191
510
5.000%,
9/01/29
9/28
at
100.00
A-
552,901
350
5.000%,
9/01/30
9/28
at
100.00
A-
378,893
1,100
5.000%,
9/01/31
9/28
at
100.00
A-
1,186,570
300
5.000%,
9/01/32
9/28
at
100.00
A-
322,824
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-
1,407,704
1,000
5.000%,
9/01/32
9/28
at
100.00
A-
1,076,080
1,300
5.000%,
9/01/33
9/28
at
100.00
A-
1,393,574
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+
638,146
790
4.000%,
9/01/27
No
Opt.
Call
A+
802,324
765
4.000%,
9/01/29
No
Opt.
Call
A+
776,613
Kay
County
Public
Buildings
Authority,
Oklahoma,
Educational
Facilities
Lease
Revenue
Bonds,
Ponca
City
Public
Schools
Project,
Series
2022:
6,005
5.000%,
9/01/25
No
Opt.
Call
A-
6,197,700
5,045
5.000%,
9/01/27
No
Opt.
Call
A-
5,285,092
McClain
County
Economic
Development
Authority,
Oklahoma,
Educational
Facilities
Lease
Revenue
Bonds,
Blanchard
Public
Schools
Project,
Series
2019:
460
4.000%,
9/01/23
No
Opt.
Call
A
462,617
485
4.000%,
9/01/24
No
Opt.
Call
A
489,351
920
4.000%,
9/01/25
No
Opt.
Call
A
930,626
1,430
4.000%,
9/01/26
No
Opt.
Call
A
1,448,504
600
4.000%,
9/01/27
No
Opt.
Call
A
608,550
700
4.000%,
9/01/28
No
Opt.
Call
A
710,143
615
4.000%,
9/01/29
No
Opt.
Call
A
623,592
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-
1,160,588
1,125
5.000%,
9/01/28
9/26
at
100.00
A-
1,185,278
Nuveen
Limited
Term
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
198
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Oklahoma
(continued)
Oklahoma
City,
Oklahoma,
General
Obligation
Bonds,
Series
2021:
$
6,140
2.000%,
3/01/23
No
Opt.
Call
AAA
$
6,099,353
4,640
2.000%,
3/01/24
No
Opt.
Call
AAA
4,526,923
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+
595,705
1,000
4.000%,
9/01/27
No
Opt.
Call
BBB+
1,013,360
1,000
4.000%,
9/01/28
No
Opt.
Call
BBB+
1,009,200
1,000
4.000%,
9/01/29
No
Opt.
Call
BBB+
1,009,110
1,000
4.000%,
9/01/30
No
Opt.
Call
BBB+
1,006,310
1,000
4.000%,
9/01/31
9/30
at
100.00
BBB+
1,014,060
1,000
4.000%,
9/01/32
9/30
at
100.00
BBB+
999,570
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+  
505,000
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+
1,293,564
3,305
5.000%,
9/01/24
No
Opt.
Call
A+
3,401,605
13,000
Oklahoma
County
Independent
School
District
12
Edmond,
General
Obligation
Bonds,
Combined
Purpose
Series
2022,
2.000%,
3/01/25
No
Opt.
Call
AA+  
12,399,660
Oklahoma
Development
Finance
Authority,
Health
System
Revenue
Bonds,
OU
Medicine
Project,
Series
2018B:
2,295
5.000%,
8/15/24
No
Opt.
Call
Baa3
2,236,569
1,895
5.000%,
8/15/25
No
Opt.
Call
Baa3
1,858,237
1,000
5.000%,
8/15/26
No
Opt.
Call
Baa3
973,300
3,675
5.000%,
8/15/27
No
Opt.
Call
Baa3
3,552,696
1,000
5.000%,
8/15/28
No
Opt.
Call
Baa3
960,440
31,385
Oklahoma
Development
Finance
Authority,
Limited
Obligation
Revenue
Bonds,
Gilcrease
Expressway
West
Project,
Series
2020,
1.625%,
7/06/23,
(AMT)
10/22
at
100.00
Baa2  
30,562,713
360
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  
351,475
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-
187,435
250
4.000%,
12/01/29
No
Opt.
Call
A-
252,905
325
4.000%,
12/01/30
No
Opt.
Call
A-
327,359
255
4.000%,
12/01/31
No
Opt.
Call
A-
256,181
255
4.000%,
12/01/32
12/31
at
100.00
A-
255,143
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
Baa1
202,078
600
4.000%,
9/01/28
No
Opt.
Call
Baa1
606,786
5,255
Rogers
County
Educational
Facilities
Authority,
Oklahoma,
Lease
Revenue
Bonds,
Verdigris
Public
Schools
Project,
Series
2018,
4.000%,
9/01/24
No
Opt.
Call
A+  
5,281,853
199
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Oklahoma
(continued)
Rogers
County
Industrial
Development
Authority,
Oklahoma,
Capital
Improvement
Revenue
Bonds,
Refunding
Series
2017:
$
825
3.000%,
4/01/23
No
Opt.
Call
N/R
$
821,848
850
3.000%,
4/01/24
No
Opt.
Call
N/R
836,664
725
4.000%,
4/01/25
No
Opt.
Call
N/R
732,446
770
4.000%,
4/01/26
4/25
at
100.00
N/R
778,277
715
4.000%,
4/01/27
4/25
at
100.00
N/R
719,633
Sand
Springs
Municipal
Authority,
Oklahoma,
Utility
System
Revenue
Bonds,
Refunding
Series
2020:
400
3.000%,
11/01/31
11/28
at
100.00
Aa3
361,224
500
3.000%,
11/01/32
11/28
at
100.00
Aa3
438,695
530
3.000%,
11/01/33
11/28
at
100.00
Aa3
454,581
Stephens
County
Educational
Facilities
Authority,
Oklahoma,
Educational
Facilities
Lease
Revenue
Bonds,
Marlow
Public
Schools
Project,
Series
2022:
1,990
5.000%,
9/01/34
9/32
at
100.00
A
2,060,466
1,075
5.000%,
9/01/35
9/32
at
100.00
A
1,107,830
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
888,354
1,100
5.000%,
12/01/25
No
Opt.
Call
A
1,138,665
6,870
Tulsa
County
Industrial
Authority,
Oklahoma,
Educational
Facilities
Lease
Revenue
Bonds,
Broken
Arrow
Public
Schools
Project,
Series
2016,
5.000%,
9/01/23
No
Opt.
Call
AA-  
6,979,302
Tulsa
County
Industrial
Authority,
Oklahoma,
Educational
Facilities
Lease
Revenue
Bonds,
Broken
Arrow
Public
Schools
Project,
Series
2019A:
8,335
5.000%,
9/01/27
No
Opt.
Call
AA-
8,947,039
10,730
5.000%,
9/01/28
No
Opt.
Call
AA-
11,638,938
Tulsa
County
Industrial
Authority,
Oklahoma,
Educational
Facilities
Lease
Revenue
Bonds,
Glenpool
Public
Schools
Project,
Series
2017A:
765
5.000%,
9/01/23
No
Opt.
Call
A+
776,414
600
5.000%,
9/01/24
No
Opt.
Call
A+
618,096
1,330
5.000%,
9/01/25
No
Opt.
Call
A+
1,389,451
1,120
Tulsa
County
Industrial
Authority,
Oklahoma,
Educational
Facilities
Lease
Revenue
Bonds,
Owasso
Public
Schools
Project,
Series
2018,
5.000%,
9/01/23
No
Opt.
Call
A+  
1,136,710
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
753,739
500
4.000%,
9/01/26
No
Opt.
Call
A
508,840
630
5.000%,
9/01/26
No
Opt.
Call
A
659,768
1,010
5.000%,
9/01/27
No
Opt.
Call
A
1,071,953
1,500
Tulsa
Public
Facilities
Authority,
Oklahoma,
Capital
Improvement
Revenue
Bonds,
Series
2020,
3.000%,
5/01/24
No
Opt.
Call
AA-  
1,488,255
30,465
Tulsa,
Oklahoma,
General
Obligation
Bonds,
Refunding
Series
2021A,
0.750%,
2/01/23
No
Opt.
Call
Aa1  
30,130,494
Tulsa,
Oklahoma,
General
Obligation
Bonds,
Series
2021:
6,300
0.050%,
11/01/23
No
Opt.
Call
Aa1
6,008,751
12,800
0.375%,
11/01/24
No
Opt.
Call
AA
11,722,752
12,800
0.500%,
11/01/25
No
Opt.
Call
Aa1
11,269,888
Nuveen
Limited
Term
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
200
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Oklahoma
(continued)
$
4,000
Tulsa,
Oklahoma,
General
Obligation
Bonds,
Series
2022,
3.000%,
10/01/26
(WI/DD,
Settling
10/03/22)
No
Opt.
Call
N/R  
$
3,931,280
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-
1,463,528
300
4.000%,
9/01/28
No
Opt.
Call
A-
303,711
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-
323,528
710
3.000%,
9/01/25
No
Opt.
Call
A-
695,409
530
3.000%,
9/01/27
No
Opt.
Call
A-
508,159
445
3.000%,
9/01/29
No
Opt.
Call
A-
418,950
1,250
3.000%,
9/01/31
No
Opt.
Call
A-
1,140,300
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-
1,208,340
1,300
5.000%,
3/01/25
No
Opt.
Call
A-
1,339,351
1,750
5.000%,
3/01/27
No
Opt.
Call
A-
1,838,288
339,795
Total
Oklahoma
336,537,747
Oregon
-
1.0%
Benton
and
Linn
Counties
District
School
District
509J
Corvallis,
Oregon,
General
Obligation
Bonds,
Series
2018A:
1,785
5.000%,
6/15/23
No
Opt.
Call
AA+
1,808,972
2,315
5.000%,
6/15/24
No
Opt.
Call
AA+
2,387,205
1,305
5.000%,
6/15/25
No
Opt.
Call
AA+
1,366,257
1,085
5.000%,
6/15/26
No
Opt.
Call
AA+
1,153,084
1,000
5.000%,
6/15/27
No
Opt.
Call
AA+
1,077,840
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+
11,562,314
5,085
5.000%,
6/15/26
6/25
at
100.00
AA+
5,314,333
Clackamas
County
School
District
12,
North
Clackamas,
Oregon,
General
Obligation
Bonds,
Series
2017B:
2,375
5.000%,
6/15/27
No
Opt.
Call
AA+
2,554,503
2,045
5.000%,
6/15/28
6/27
at
100.00
AA+
2,194,939
Clackamas
County
School
District
12,
North
Clackamas,
Oregon,
General
Obligation
Bonds,
Series
2018:
1,440
4.000%,
6/15/23
No
Opt.
Call
Aa1
1,449,000
1,010
5.000%,
6/15/25
No
Opt.
Call
Aa1
1,056,349
Deschutes
Public
Library
District,
Deschutes
County,
Oregon,
General
Obligation
Bonds,
Series
2021:
590
4.000%,
6/01/23
No
Opt.
Call
Aa2
593,552
605
4.000%,
6/01/24
No
Opt.
Call
Aa2
613,464
985
4.000%,
6/01/25
No
Opt.
Call
Aa2
1,006,069
775
4.000%,
6/01/26
No
Opt.
Call
Aa2
795,530
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
3/01/25)
9/24
at
100.00
A+  
1,719,794
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+  
4,989,798
201
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Oregon
(continued)
$
11,585
Oregon
Health
and
Science
University,
Revenue
Bonds,
Exchange
Series
2021C,
4.000%,
7/01/42,
(Mandatory
Put
2/01/29)
11/28
at
100.00
Aa3  
$
11,533,910
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  
5,319,767
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
8/14/23)
No
Opt.
Call
A+  
14,254,416
74,185
Total
Oregon
72,751,096
Pennsylvania
-
3.7%
3,150
Allegheny
County
Airport
Authority,
Pennsylvania,
Airport
Revenue
Bonds,
Pittsburgh
International
Airport,
Series
2021A,
5.000%,
1/01/26,
(AMT)
No
Opt.
Call
A  
3,239,082
Allegheny
County
Hospital
Development
Authority,
Pennsylvania,
Revenue
Bonds,
Allegheny
Health
Network
Obligated
Group
Issue,
Series
2018A:
1,405
5.000%,
4/01/23
No
Opt.
Call
A
1,416,001
2,415
5.000%,
4/01/24
No
Opt.
Call
A
2,467,913
2,730
5.000%,
4/01/25
No
Opt.
Call
A
2,823,257
2,035
5.000%,
4/01/26
No
Opt.
Call
A
2,122,098
4,435
5.000%,
4/01/27
No
Opt.
Call
A
4,634,575
250
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  
251,055
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
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-
2,250,310
5,110
5.000%,
11/01/26
No
Opt.
Call
BB-
4,686,585
3,965
5.000%,
11/01/27
No
Opt.
Call
BB-
3,517,352
1,925
5.000%,
11/01/28
11/27
at
100.00
BB-
1,673,229
1,475
5.000%,
11/01/29
11/27
at
100.00
BB-
1,251,361
2,240
4.000%,
11/01/31
11/27
at
100.00
BB-
1,676,842
2,970
4.000%,
11/01/32
11/27
at
100.00
BB-
2,157,408
600
Berks
County
Municipal
Authority,
Pennsylvania,
Revenue
Bonds,
Tower
Health
Project,
Series
2020A,
5.000%,
2/01/25
No
Opt.
Call
BB-  
570,162
7,890
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-  
6,653,164
2,695
Bethlehem
Area
School
District
Authority,
Northampton
and
Lehigh
Counties,
Pennsylvania,
School
Revenue
Bonds,
Bethlehem
Area
School
District
Refunding
Project,
Series
2021A,
2.347%,
1/01/30,
(Mandatory
Put
11/01/25)
(SOFR*0.67%
reference
rate
+
0.350%
spread)
(5)
11/24
at
100.00
A1  
2,586,041
1,000
Capital
Region
Water,
Pennsylvania,
Water
Revenue
Bonds,
Series
2018,
5.000%,
7/15/25
No
Opt.
Call
A+  
1,042,060
Nuveen
Limited
Term
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
202
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Pennsylvania
(continued)
$
3,775
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+  
$
3,260,128
Commonwealth
Financing
Authority,
Pennsylvania,
Revenue
Bonds,
Refunding
Forward
Delivery
Series
2020A:
1,500
5.000%,
6/01/24
No
Opt.
Call
A1
1,538,910
2,820
5.000%,
6/01/25
No
Opt.
Call
A1
2,928,683
3,000
5.000%,
6/01/26
No
Opt.
Call
A1
3,154,680
Commonwealth
Financing
Authority,
Pennsylvania,
State
Appropriation
Lease
Bonds,
Master
Settlement,
Series
2018:
2,530
5.000%,
6/01/23
No
Opt.
Call
A1
2,551,176
3,295
5.000%,
6/01/24
No
Opt.
Call
A1
3,360,702
5,925
Geisinger
Authority,
Montour
County,
Pennsylvania,
Health
System
Revenue
Bonds,
Geisinger
Health
System,
Series
2020B,
5.000%,
4/01/43,
(Mandatory
Put
2/15/27)
8/26
at
100.00
AA-  
6,219,532
10,345
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-  
10,921,320
5,565
Lehigh
County
Industrial
Development
Authority,
Pennsylvania,
Pollution
Control
Revenue
Bonds,
Pennsylvania
Power
and
Light
Company,
Series
2016A,
3.000%,
9/01/29
No
Opt.
Call
A+  
5,194,371
10,000
Lehigh
County
Industrial
Development
Authority,
Pennsylvania,
Pollution
Control
Revenue
Bonds,
Pennsylvania
Power
and
Light
Company,
Series
2016B,
2.625%,
2/15/27
No
Opt.
Call
A+  
9,346,600
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
2,835,826
4,530
4.000%,
11/15/30
11/27
at
100.00
Aaa
4,711,154
Lower
Merion
School
District,
Montgomery
County,
Pennsylvania,
General
Obligation
Bonds,
Series
2021:
3,295
5.000%,
11/15/25
No
Opt.
Call
Aaa
3,476,752
3,525
5.000%,
11/15/26
No
Opt.
Call
Aaa
3,775,663
Lower
Moreland
Township
School
District,
Montgomery
County,
Pennsylvania,
General
Obligation
Bonds,
Series
2021B:
755
5.000%,
11/01/23
No
Opt.
Call
AA
768,612
1,010
5.000%,
11/01/24
No
Opt.
Call
AA
1,045,623
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
12/03/29)
12/29
at
100.00
A+  
6,977,112
1,125
Manheim
Township
School
District,
Lancaster
County,
Pennsylvania,
General
Obligation
Bonds,
Series
2020,
4.000%,
2/01/26
No
Opt.
Call
Aa2  
1,144,935
504
Northampton
County
Industrial
Development
Authority,
Pennsylvania,
Recovery
Revenue
Bonds,
Northampton
Generating
Project,
Senior
Lien
Series
2013A0
&
AE2,
0.900%,
12/31/23
10/22
at
100.00
N/R  
90,750
204
Northampton
County
Industrial
Development
Authority,
Pennsylvania,
Recovery
Revenue
Bonds,
Northampton
Generating
Project,
Senior
Lien
Taxable
Series
2013B,
0.900%,
12/31/23
(cash
5.000%,
PIK
5.000%)
No
Opt.
Call
N/R  
36,750
203
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Pennsylvania
(continued)
$
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
11/02/26)
11/26
at
100.00
A-  
13,232,250
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
12/01/26)
No
Opt.
Call
A-  
3,226,913
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
8/01/24)
No
Opt.
Call
A-  
3,648,676
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+  
1,225,258
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+  
4,498,450
Pennsylvania
Housing
Finance
Agency,
Single
Family
Mortgage
Revenue
Bonds,
Series
2017-125A:
3,390
3.000%,
4/01/27,
(AMT)
No
Opt.
Call
AA+
3,265,655
3,345
3.050%,
10/01/27,
(AMT)
4/27
at
100.00
AA+
3,209,093
8,840
3.400%,
10/01/32,
(AMT)
4/27
at
100.00
AA+
8,230,128
1,035
Pennsylvania
Housing
Finance
Agency,
Single
Family
Mortgage
Revenue
Bonds,
Series
2019-128A,
3.650%,
10/01/32,
(AMT)
10/27
at
100.00
AA+  
973,200
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+  
2,174,816
7,010
Pennsylvania
Housing
Finance
Agency,
Single
Family
Mortgage
Revenue
Bonds,
Series
2019-130A,
2.500%,
10/01/34
10/28
at
100.00
AA+  
5,593,910
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+  
3,706,079
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
AA+  
7,442,300
10,000
Pennsylvania
State,
General
Obligation
Bonds,
First
Series
2022,
5.000%,
10/01/27
No
Opt.
Call
AA-  
10,783,700
4,580
Pennsylvania
Turnpike
Commission,
Turnpike
Revenue
Bonds,
Refunding
Series
2019.
Forward
Delivery,
5.000%,
12/01/23
No
Opt.
Call
A1  
4,671,279
Pennsylvania
Turnpike
Commission,
Turnpike
Revenue
Bonds,
Refunding
Subordinate
Second
Series
2016B-2:
23,700
5.000%,
6/01/23
No
Opt.
Call
A3
23,955,486
8,095
5.000%,
6/01/24
-
AGM
Insured
No
Opt.
Call
AA
8,342,059
12,605
5.000%,
6/01/24
No
Opt.
Call
A3
12,927,940
5,690
5.000%,
6/01/25
No
Opt.
Call
A3
5,907,870
4,410
5.000%,
6/01/29
6/26
at
100.00
A3
4,597,734
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-
542,576
1,000
5.000%,
11/01/25
No
Opt.
Call
A-
1,032,580
850
5.000%,
11/01/26
No
Opt.
Call
A-
882,215
1,000
5.000%,
11/01/27
No
Opt.
Call
A-
1,043,350
1,000
5.000%,
11/01/28
No
Opt.
Call
A-
1,050,330
1,000
5.000%,
11/01/29
No
Opt.
Call
A-
1,056,620
Nuveen
Limited
Term
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
204
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Pennsylvania
(continued)
Philadelphia
School
District,
Pennsylvania,
General
Obligation
Bonds,
Green
Series
2021B:
$
1,425
5.000%,
9/01/23
No
Opt.
Call
A1
$
1,445,235
1,300
5.000%,
9/01/24
No
Opt.
Call
A1
1,337,271
Pittsburgh
Public
Parking
Authority,
Pennsylvania,
Parking
System
Revenue
Bonds,
Refunding
Series
2015A:
810
5.000%,
12/01/22
No
Opt.
Call
A+
811,888
440
5.000%,
12/01/22,
(ETM)
No
Opt.
Call
N/R
(4)
441,311
1,440
Scranton-Lackawanna
Health
and
Welfare
Authority,
Pennsylvania,
University
Revenue
Bonds,
Marywood
University,
Series
2016,
3.375%,
6/01/26
No
Opt.
Call
BB+  
1,356,134
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-  
2,709,078
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-  
1,558,942
265
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+  
269,895
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+
2,412,169
2,530
5.000%,
11/01/23
No
Opt.
Call
BBB+
2,558,235
2,665
5.000%,
11/01/24
No
Opt.
Call
BBB+
2,713,876
2,550
5.000%,
11/01/25
No
Opt.
Call
BBB+
2,612,985
Westmoreland
County
Industrial
Development
Authority,
Pennsylvania,
Revenue
Bonds,
Excela
Health
Project,
Series
2020A:
1,150
4.000%,
7/01/25
No
Opt.
Call
Baa1
1,144,353
1,200
5.000%,
7/01/27
No
Opt.
Call
Baa1
1,237,608
309,423
Total
Pennsylvania
278,211,508
Puerto
Rico
-
2.9%
Puerto
Rico
Aqueduct
and
Sewerage
Authority,
Revenue
Bonds,
Refunding
Senior
Lien
Forward
Delivery
Series
2022A:
3,430
5.000%,
7/01/24,
144A
No
Opt.
Call
N/R
3,445,160
4,600
5.000%,
7/01/25,
144A
No
Opt.
Call
N/R
4,621,252
Puerto
Rico
Aqueduct
and
Sewerage
Authority,
Revenue
Bonds,
Refunding
Senior
Lien
Series
2020A:
2,500
5.000%,
7/01/25,
144A
No
Opt.
Call
N/R
2,511,550
5,095
5.000%,
7/01/30,
144A
No
Opt.
Call
N/R
5,003,698
325
Puerto
Rico
Aqueduct
and
Sewerage
Authority,
Revenue
Bonds,
Refunding
Senior
Lien
Series
2021A,
5.000%,
7/01/25,
144A
No
Opt.
Call
N/R  
326,501
Puerto
Rico
Aqueduct
and
Sewerage
Authority,
Revenue
Bonds,
Refunding
Senior
Lien
Series
2021B:
8,620
5.000%,
7/01/24,
144A
No
Opt.
Call
N/R
8,658,100
4,230
5.000%,
7/01/25,
144A
No
Opt.
Call
N/R
4,249,543
935
5.000%,
7/01/29,
144A
No
Opt.
Call
N/R
926,613
3,155
Puerto
Rico
Aqueduct
and
Sewerage
Authority,
Revenue
Bonds,
Senior
Lien
Series
2008A,
6.125%,
7/01/24
No
Opt.
Call
CCC  
3,215,671
205
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:
$
6,132
0.000%,
7/01/24
No
Opt.
Call
N/R
$
5,673,081
42,957
0.000%,
7/01/27
No
Opt.
Call
N/R
34,295,151
6,100
0.000%,
7/01/29
7/28
at
98.64
N/R
4,393,586
38,896
0.000%,
7/01/31
7/28
at
91.88
N/R
24,781,420
38,993
0.000%,
7/01/33
7/28
at
86.06
N/R
21,962,807
12,861
4.500%,
7/01/34
7/25
at
100.00
N/R
12,054,744
105
0.000%,
7/01/46
7/28
at
41.38
N/R
23,802
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  
86,627
Puerto
Rico,
General
Obligation
Bonds,
Restructured
Series
2022A-1:
14,165
5.250%,
7/01/23
No
Opt.
Call
N/R
14,231,526
562
0.000%,
7/01/24
No
Opt.
Call
N/R
516,810
58,365
5.375%,
7/01/25
No
Opt.
Call
N/R
58,974,109
2,046
5.625%,
7/01/27
No
Opt.
Call
N/R
2,091,073
5,405
5.625%,
7/01/29
No
Opt.
Call
N/R
5,537,422
29
5.750%,
7/01/31
No
Opt.
Call
N/R
29,626
878
0.000%,
7/01/33
7/31
at
89.94
N/R
485,464
260,484
Total
Puerto
Rico
218,095,336
Rhode
Island
-
0.5%
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  
1,679,713
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+  
2,878,486
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+  
9,636,185
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
AA+  
7,430,879
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+  
1,975,599
5,000
Rhode
Island
Housing
&
Mortgage
Finance
Corporation,
Homeownership
Opportunity
Bonds,
Series
74,
2.125%,
10/01/36
4/30
at
100.00
AA+  
3,743,200
1,205
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+  
940,816
2,490
Rhode
Island,
General
Obligation
Bonds,
Consolidated
Capital
Development
Loan,
Refunding
Series
2021C,
5.000%,
8/01/23
No
Opt.
Call
AA  
2,527,001
3,670
Rhode
Island,
General
Obligation
Bonds,
Consolidated
Capital
Development
Loan,
Series
2021A,
5.000%,
5/01/24
No
Opt.
Call
AA  
3,770,998
42,740
Total
Rhode
Island
34,582,877
South
Carolina
-
1.4%
Anderson,
South
Carolina,
Water
and
Sewer
Revenue
Bonds,
Refunding
Series
2022:
1,245
5.000%,
7/01/25
No
Opt.
Call
A+
1,302,009
1,325
5.000%,
7/01/26
No
Opt.
Call
A+
1,405,679
Nuveen
Limited
Term
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
206
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
South
Carolina
(continued)
Charleston
County,
South
Carolina,
General
Obligation
Bonds,
Transportation
Sales
Tax
Series
2021A:
$
7,285
5.000%,
11/01/24
No
Opt.
Call
N/R
$
7,559,790
7,660
5.000%,
11/01/25
No
Opt.
Call
N/R
8,077,777
18,965
Florence
County,
South
Carolina,
General
Obligation
Bonds,
Series
2021,
5.000%,
6/01/27
No
Opt.
Call
Aa2  
20,387,944
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  
4,975,822
455
Lexington
County
Health
Services
District,
Inc.,
South
Carolina,
Hospital
Revenue
Bonds,
Refunding
Series
2017,
5.000%,
11/01/26
No
Opt.
Call
A1  
476,080
1,000
North
Charleston,
South
Carolina,
Limited
Obligation
Tax
Increment
Pledge
Bonds,
Series
2022,
5.000%,
10/01/22
No
Opt.
Call
N/R  
1,000,000
5,290
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  
5,301,955
1,165
South
Carolina
Housing
Finance
and
Development
Authority,
Mortgage
Revenue
Bonds,
Series
2019B,
2.650%,
7/01/34
1/29
at
100.00
Aaa  
992,860
2,855
South
Carolina
Housing
Finance
and
Development
Authority,
Mortgage
Revenue
Bonds,
Series
2020B,
2.000%,
7/01/35
1/30
at
100.00
Aaa  
2,228,584
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  
4,436,134
South
Carolina
Housing
Finance
and
Development
Authority,
Mortgage
Revenue
Bonds,
Series
2022C:
15,000
2.600%,
9/01/23
4/23
at
100.00
Aaa
14,892,600
15,000
2.750%,
3/01/24
8/23
at
100.00
Aaa
14,834,850
1,035
South
Carolina
Jobs-Economic
Development
Authority,
Economic
Development
Revenue
Bonds,
FMU
Student
Housing
LLC
-
Francis
Marion
University
Project,
Series
2014A,
5.000%,
8/01/24
No
Opt.
Call
Baa3  
1,047,399
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
10/01/25)
No
Opt.
Call
AA-  
4,768,783
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)
1,474,592
2,850
5.250%,
8/01/25,
(Pre-refunded
8/01/23)
8/23
at
100.00
N/R
(4)
2,898,336
3,610
5.250%,
8/01/26,
(Pre-refunded
8/01/23)
8/23
at
100.00
N/R
(4)
3,671,226
2,000
5.000%,
8/01/27,
(Pre-refunded
8/01/23)
8/23
at
100.00
N/R
(4)
2,029,880
1,255
South
Carolina
Public
Service
Authority,
Santee
Cooper
Revenue
Obligations,
Refunding
Series
2016A,
5.000%,
12/01/22
No
Opt.
Call
A  
1,258,790
105,230
Total
South
Carolina
105,021,090
South
Dakota
-
0.3%
Harrisburg
Independent
School
District
41-2,
South
Dakota,
General
Obligation
Bonds,
Series
2021:
1,355
5.000%,
2/01/23
No
Opt.
Call
AA+
1,363,618
570
5.000%,
8/01/23
No
Opt.
Call
AA+
578,704
1,485
5.000%,
2/01/24
No
Opt.
Call
AA+
1,520,610
425
5.000%,
8/01/24
No
Opt.
Call
AA+
438,430
800
5.000%,
2/01/25
No
Opt.
Call
AA+
830,856
475
5.000%,
8/01/25
No
Opt.
Call
AA+
496,974
1,410
5.000%,
8/01/26
No
Opt.
Call
AA+
1,496,024
650
South
Dakota
Health
and
Educational
Facilities
Authority,
Revenue
Bonds,
Sanford
Health,
Series
2014B,
5.000%,
11/01/24
No
Opt.
Call
AA-  
667,920
207
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
South
Dakota
(continued)
$
1,130
South
Dakota
Health
and
Educational
Facilities
Authority,
Revenue
Bonds,
Sanford
Health,
Series
2015,
5.000%,
11/01/22
No
Opt.
Call
AA-  
$
1,131,684
3,060
South
Dakota
Housing
Development
Authority,
Homeownership
Mortgage
Revenue
Bonds,
Series
2021A,
1.900%,
11/01/36
5/30
at
100.00
AAA  
2,287,717
5,000
South
Dakota
Housing
Development
Authority,
Homeownership
Mortgage
Revenue
Bonds,
Series
2021B,
1.850%,
11/01/36
5/30
at
100.00
AAA  
3,511,350
7,310
South
Dakota
Housing
Development
Authority,
Homeownership
Mortgage
Revenue
Bonds,
Series
2022B,
2.300%,
11/01/37
11/30
at
100.00
AAA  
5,489,298
1,165
South
Dakota
Housing
Development
Authority,
Homeownership
Mortgage
Revenue
Bonds,
Series
2022C,
4.125%,
11/01/37
11/31
at
100.00
Aaa  
1,069,540
24,835
Total
South
Dakota
20,882,725
Tennessee
-
0.9%
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+
1,392,232
1,750
5.000%,
8/01/26
No
Opt.
Call
BBB+
1,801,502
4,430
Chattanooga,
Tennessee,
General
Obligation
Bonds,
Refunding
Series
2021B,
5.000%,
10/01/25
No
Opt.
Call
AAA  
4,666,916
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
2,410,211
2,810
5.000%,
11/15/33
2/29
at
100.00
A
2,890,450
6,150
Knoxville,
Tennessee,
Wastewater
System
Revenue
Bonds,
Refunding
Series
2021A,
4.000%,
4/01/25
No
Opt.
Call
AA+  
6,272,078
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
8/01/24)
8/23
at
102.00
A-  
1,121,232
840
Tennessee
Housing
Development
Agency,
Residential
Finance
Program
Bonds,
Series
2015-1C,
3.850%,
7/01/32
1/25
at
100.00
AA+  
819,000
2,960
Tennessee
Housing
Development
Agency,
Residential
Finance
Program
Bonds,
Series
2019-1,
3.400%,
7/01/34
7/28
at
100.00
AA+  
2,893,341
3,165
Tennessee
Housing
Development
Agency,
Residential
Finance
Program
Bonds,
Series
2019-2,
2.800%,
7/01/34
7/28
at
100.00
AA+  
2,962,820
650
Tennessee
Housing
Development
Agency,
Residential
Finance
Program
Bonds,
Series
2020-3A,
2.100%,
7/01/35
7/29
at
100.00
AA+  
505,498
2,000
Tennessee
Housing
Development
Agency,
Residential
Finance
Program
Bonds,
Series
2021-1,
2.050%,
7/01/36
7/30
at
100.00
AA+  
1,464,220
2,300
Tennessee
Housing
Development
Agency,
Residential
Finance
Program
Bonds,
Series
2021-2,
2.000%,
7/01/37
7/30
at
100.00
AA+  
1,672,882
3,720
Tennessee
Housing
Development
Agency,
Residential
Finance
Program
Bonds,
Series
2021-3,
2.050%,
7/01/36
1/31
at
100.00
AA+  
2,802,425
900
Tennessee
Housing
Development
Agency,
Residential
Finance
Program
Bonds,
Series
2022-2,
4.050%,
7/01/37
7/31
at
100.00
AA+  
828,279
8,370
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  
8,289,062
2,260
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  
2,257,650
Nuveen
Limited
Term
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
208
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Tennessee
(continued)
$
21,915
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  
$
21,902,070
69,115
Total
Tennessee
66,951,868
Texas
-
4.1%
Alamo
Community
College
District,
Bexar
County,
Texas,
General
Obligation
Bonds,
Maintenance
Tax
Notes  Series
2022:
4,165
5.000%,
2/15/24
No
Opt.
Call
AAA
4,266,584
5,000
5.000%,
2/15/25
No
Opt.
Call
Aaa
5,199,350
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+
1,669,827
1,290
5.000%,
1/01/27
No
Opt.
Call
BB+
1,298,488
1,920
5.000%,
1/01/29
1/27
at
100.00
BB+
1,928,736
1,865
Austin,
Texas,
Electric
Utility
System
Revenue
Bonds,
Refunding
&
Improvement
Series
2020A,
5.000%,
11/15/25
No
Opt.
Call
AA  
1,958,269
8,325
Austin,
Texas,
Water
and
Wastewater
System
Revenue
Bonds,
Refunding
Series
2021,
5.000%,
11/15/25
No
Opt.
Call
AA  
8,758,982
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+  
5,204,154
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+  
9,482,708
Central
Texas
Regional
Mobility
Authority,
Revenue
Bonds,
Senior
Lien,
Series
2016:
2,500
5.000%,
1/01/23
No
Opt.
Call
A-
2,507,875
3,580
5.000%,
1/01/24
No
Opt.
Call
A-
3,630,013
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+  
5,501,824
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+  
4,096,375
Dallas,
Texas,
Waterworks
and
Sewer
System
Revenue
Bonds,
Refunding
Series
2020C:
2,000
5.000%,
10/01/22
No
Opt.
Call
AAA
2,000,000
2,000
5.000%,
10/01/23
No
Opt.
Call
AAA
2,035,760
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+  
1,021,605
Del
Valle
Independent
School
District,
Travis
County,
Texas,
General
Obligation
Bonds,
School
Building
Series
2021:
5,000
5.000%,
6/15/23
No
Opt.
Call
AAA
5,065,450
2,910
5.000%,
6/15/24
No
Opt.
Call
AAA
2,998,319
Eagle
Mountain
and
Saginaw
Independent
School
District,
Tarrant
County,
Texas,
General
Obligation
Bonds,
School
Building
Series
2021:
1,485
5.000%,
8/15/23
No
Opt.
Call
Aaa
1,509,309
1,485
5.000%,
8/15/24
No
Opt.
Call
Aaa
1,535,609
1,400
5.000%,
8/15/25
No
Opt.
Call
Aaa
1,471,470
209
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Texas
(continued)
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+
$
2,544,518
2,660
5.000%,
3/01/24
No
Opt.
Call
AA+
2,725,808
3,000
5.000%,
3/01/25
No
Opt.
Call
AA+
3,123,180
3,945
5.000%,
3/01/26
No
Opt.
Call
AA+
4,161,896
4,160
5.000%,
3/01/27
No
Opt.
Call
AA+
4,437,805
1,020
5.000%,
3/01/28
No
Opt.
Call
AA+
1,101,580
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+  
18,085,140
3,305
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+  
3,396,714
3,240
Harris
County
Cultural
Education
Facilities
Finance
Corporation,
Texas,
Hospital
Revenue
Bonds,
Memorial
Hermann
Health
System,
Series
2022B,
5.000%,
6/01/50,
(Mandatory
Put
12/01/28)
12/27
at
101.49
A+  
3,426,527
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+  
3,207,374
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
10/01/24)
No
Opt.
Call
AA  
17,971,450
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  
5,361,671
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
4,167,000
6,000
5.000%,
7/01/30,
(AMT)
7/28
at
100.00
AA
6,225,240
3,000
5.000%,
7/01/31,
(AMT)
7/28
at
100.00
AA
3,097,800
6,690
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  
7,332,374
Love
Field
Airport
Modernization
Corporation,
Texas,
General
Airport
Revenue
Bonds
Series
2015:
1,720
5.000%,
11/01/22,
(AMT)
No
Opt.
Call
A1
1,721,875
1,455
5.000%,
11/01/23,
(AMT)
No
Opt.
Call
A1
1,475,835
1,500
5.000%,
11/01/24,
(AMT)
No
Opt.
Call
A1
1,536,225
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+  
98,823
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
9/01/23)
No
Opt.
Call
A-  
3,842,955
2,175
Mission
Economic
Development
Corporation,
Texas,
Revenue
Bonds,
Natgasoline
Project,
Senior
Lien
Series
2018,
4.625%,
10/01/31,
(AMT),
144A
10/22
at
104.00
BB-  
2,145,877
6,000
Mission
Economic
Development
Corporation,
Texas,
Solid
Waste
Disposal
Revenue
Bonds,
Republic
Services
Inc.
Project,
Adjustable
Rate
Series
2020A,
2.950%,
5/01/46,
(AMT),
(Mandatory
Put
12/01/22)
No
Opt.
Call
A-  
5,991,360
North
Texas
Municipal
Water
District,
Water
System
Revenue
Bonds,
Refunding
Series
2021A:
10,000
4.000%,
9/01/25
No
Opt.
Call
Aa1
10,228,000
15,530
5.000%,
9/01/26
No
Opt.
Call
AAA
16,496,277
8,000
North
Texas
Tollway
Authority,
System
Revenue
Bonds,
Refunding
First
Tier
Series
2022A,
5.000%,
1/01/25
(WI/DD,
Settling
10/11/22)
No
Opt.
Call
AA-  
8,266,000
Nuveen
Limited
Term
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
210
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Texas
(continued)
North
Texas
Tollway
Authority,
System
Revenue
Bonds,
Refunding
First
Tier,
Series
2014A:
$
3,030
5.000%,
1/01/23
No
Opt.
Call
A+
$
3,043,695
2,015
5.000%,
1/01/23,
(ETM)
No
Opt.
Call
N/R
(4)
2,024,491
4,890
5.000%,
1/01/24
No
Opt.
Call
A+
4,989,952
2,435
5.000%,
1/01/24,
(ETM)
No
Opt.
Call
N/R
(4)
2,490,153
North
Texas
Tollway
Authority,
System
Revenue
Bonds,
Refunding
First
Tier,
Series
2017A:
5,070
5.000%,
1/01/23
No
Opt.
Call
A+
5,092,916
3,500
5.000%,
1/01/24
1/23
at
100.00
A+
3,513,860
3,200
5.000%,
1/01/27
1/26
at
100.00
A+
3,346,272
Port
of
Houston
Authority,
Harris
County,
Texas,
General
Obligation
Bonds,
First
Lien
Series
2021:
1,660
5.000%,
10/01/24
No
Opt.
Call
Aa3
1,717,984
1,665
5.000%,
10/01/25
No
Opt.
Call
AA+
1,748,699
1,375
San
Antonio
Independent
School
District,
Bexar
County,
Texas,
General
Obligation
Bonds,
School
Building
Series
2022,
5.000%,
8/15/24
No
Opt.
Call
AAA  
1,420,334
San
Antonio,
Texas,
General
Obligation
Bonds,
General
Improvement
Series
2020:
5,570
5.000%,
8/01/28
No
Opt.
Call
AAA
6,075,979
4,075
5.000%,
8/01/29
No
Opt.
Call
AAA
4,493,951
San
Antonio,
Texas,
General
Obligation
Bonds,
Tax
Notes
Series
2021:
7,325
5.000%,
8/01/23
No
Opt.
Call
AAA
7,435,607
3,735
5.000%,
8/01/24
No
Opt.
Call
AAA
3,855,043
620
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
10/22
at
100.00
N/R  
586,966
2,555
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  
2,523,625
3,415
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  
2,436,329
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
2,860,591
4,005
4.000%,
6/30/31
12/30
at
100.00
Baa2
3,764,340
Texas
Water
Development
Board,
State
Revolving
Fund
Revenue
Bonds,
New
Series
2020:
1,370
5.000%,
8/01/23
No
Opt.
Call
AAA
1,391,139
1,825
5.000%,
8/01/25
No
Opt.
Call
AAA
1,911,432
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
7,235,326
13,065
5.000%,
10/15/24
No
Opt.
Call
AAA
13,527,109
1,000
Trinity
River
Authority,
Texas,
Regional
Wastewater
System
Revenue
Bonds,
Series
2022,
5.000%,
8/01/27
No
Opt.
Call
AAA  
1,076,480
1,300
University
of
Houston,
Texas,
Consolidated
Revenue
Bonds,
Refunding
Series
2022A,
5.000%,
2/15/26
No
Opt.
Call
AA  
1,368,484
297,840
Total
Texas
305,240,768
211
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Utah
-
0.4%
$
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+  
$
10,149,302
Intermountain
Power
Agency,
Utah,
Power
Supply
Revenue
Bonds,
Series
2022A:
2,470
5.000%,
7/01/26
No
Opt.
Call
Aa3
2,617,730
2,750
5.000%,
7/01/27
No
Opt.
Call
AA-
2,953,335
3,070
5.000%,
7/01/28
No
Opt.
Call
AA-
3,338,656
5,000
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+  
5,231,750
4,075
Utah
State,
General
Obligation
Bonds,
Series
2020B,
5.000%,
7/01/23
No
Opt.
Call
AAA  
4,132,947
27,090
Total
Utah
28,423,720
Vermont
-
0.0%
1,178
Vermont
Housing
Finance
Agency,
Multiple
Purpose
Bonds,
Series
2021A,
2.200%,
11/01/36
11/30
at
100.00
Aa1
884,313
Virginia
-
2.3%
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-  
2,831,357
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  
15,651,309
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+
2,224,390
2,240
5.000%,
8/01/25
No
Opt.
Call
AA+
2,340,531
2,045
5.000%,
8/01/26
No
Opt.
Call
AA+
2,165,982
2,850
5.000%,
8/01/27
No
Opt.
Call
AA+
3,057,423
1,600
5.000%,
8/01/29
No
Opt.
Call
AA+
1,757,312
8,830
Federal
Home
Loan
Mortgage
Corporation,
Virginia,
Multifamily
Variable
Rate
Certificates
Relating
to
Municipal
Securities
Class
A
Series
2019M-057,
2.400%,
10/15/29
No
Opt.
Call
AA+  
8,083,953
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
5/31/24)
No
Opt.
Call
A2  
4,829,850
40,750
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  
43,054,820
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+
10,733,919
11,105
5.000%,
12/01/23
No
Opt.
Call
AA+
11,344,202
5,320
Norfolk
Economic
Development
Authority,
Virginia,
Hospital
Facility
Revenue
Bonds,
Sentara
Healthcare
Systems,
Refunding
Series
2018A,
5.000%,
11/01/48,
(Mandatory
Put
11/01/28)
No
Opt.
Call
AA  
5,661,384
4,980
Virginia
Beach
Development
Authority,
Virginia,
Public
Facilities
Revenue
Bonds,
Refunding
Series
2020B,
5.000%,
8/01/23
No
Opt.
Call
AA+  
5,056,841
8,815
Virginia
Beach
Development
Authority,
Virginia,
Public
Facilities
Revenue
Bonds,
Series
2020A,
5.000%,
4/15/24
No
Opt.
Call
AA+  
9,060,498
Nuveen
Limited
Term
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
212
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Virginia
(continued)
$
3,695
Virginia
Transportation
Board,
Transportation
Contract
Revenue
Bonds,
Route
28
Project,
Refunding
Series
2002,
0.000%,
4/01/24
-
NPFG
Insured
No
Opt.
Call
Aa1  
$
3,508,107
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
9/02/25)
No
Opt.
Call
A2  
22,963,682
18,520
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  
17,757,161
172,415
Total
Virginia
172,082,721
Washington
-
2.3%
2,000
Auburn
School
District
No.
408
King
and
Pierce
Counties,
Washington
Unlimited
Tax
General
Obligation
and
Refunding
Bonds,
Series
2022,
5.000%,
12/01/24
No
Opt.
Call
Aaa  
2,077,840
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
Aa1
10,542,400
10,785
5.000%,
11/01/26
No
Opt.
Call
AAA
11,528,410
10,285
Energy
Northwest,
Washington,
Electric
Revenue
Bonds,
Columbia
Generating
Station,
Refunding
Series
2015A,
5.000%,
7/01/23
No
Opt.
Call
Aa2  
10,427,550
5,270
Energy
Northwest,
Washington,
Electric
Revenue
Bonds,
Nuclear
Project
1,
Refunding
Series
2015C,
5.000%,
7/01/25
No
Opt.
Call
Aa2  
5,521,168
10,605
Energy
Northwest,
Washington,
Electric
Revenue
Bonds,
Nuclear
Project
1,
Refunding
Series
2017A,
5.000%,
7/01/27
No
Opt.
Call
Aa2  
11,413,207
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
1,314,179
3,105
5.000%,
12/01/23
No
Opt.
Call
Aaa
3,172,223
3,050
5.000%,
12/01/24
No
Opt.
Call
Aaa
3,168,706
2,015
5.000%,
12/01/25
No
Opt.
Call
Aaa
2,123,871
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
6,606,853
7,295
5.000%,
12/01/24
No
Opt.
Call
A2
7,541,863
13,045
King
County,
Washington,
Sewer
Revenue
Bonds,
Refunding
Junior
Lien
Series
2020A,
0.625%,
1/01/32,
(Mandatory
Put
1/01/24)
7/23
at
100.00
AA  
12,389,619
12,770
Port
of
Seattle,
Washington,
Revenue
Bonds,
Refunding
Intermediate
Lien
Private
Activity
Series
2022B,
5.000%,
8/01/27,
(AMT)
No
Opt.
Call
AA-  
13,408,883
12,105
Spokane,
Washington,
Water
and
Wastewater
System
Revenue
Bonds,
Green
Series
2014,
4.000%,
12/01/32
12/24
at
100.00
AA  
12,226,534
2,375
Washington
Health
Care
Facilities
Authority,
Revenue
Bonds,
CommonSpirit
Health,
Series
2019A-2,
5.000%,
8/01/27
No
Opt.
Call
BBB+  
2,455,750
1,000
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+  
1,013,050
15,400
Washington
Health
Care
Facilities
Authority,
Revenue
Bonds,
CommonSpirit
Health,
Series
2019B-2,
5.000%,
8/01/49,
(Mandatory
Put
8/01/25)
2/25
at
100.00
BBB+  
15,702,764
213
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Washington
(continued)
$
1,860
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+  
$
1,906,816
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)
1,996,876
1,310
5.000%,
1/01/25,
(ETM)
No
Opt.
Call
A+
(4)
1,359,099
5,355
Washington
Health
Care
Facilities
Authority,
Revenue
Bonds,
MultiCare
Health
System,
Series
2015B,
5.000%,
8/15/27
8/25
at
100.00
AA-  
5,571,396
Washington
Health
Care
Facilities
Authority,
Revenue
Bonds,
Providence
Saint
Joseph
Health,
Series
2018B:
1,490
5.000%,
10/01/25
No
Opt.
Call
AA-
1,549,362
2,020
5.000%,
10/01/26
No
Opt.
Call
AA-
2,121,121
3,045
5.000%,
10/01/27
No
Opt.
Call
AA-
3,230,349
2,360
5.000%,
10/01/28
No
Opt.
Call
AA-
2,528,056
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  
2,451,103
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  
2,688,918
1,500
Washington
State
Housing
Finance
Commission,
Single
Family
Program
Bonds,
Series
2021-2N,
2.250%,
12/01/36
6/31
at
100.00
Aaa  
1,112,385
6,295
Washington
State,
Federal
Highway
Grant
Anticipation
Revenue
Bonds,
Garvee
-
SR
520
Corridor
Program,
Refunding
Bonds,
Series
R-2022E,
5.000%,
9/01/24
No
Opt.
Call
AA  
6,490,774
Washington
State,
General
Obligation
Bonds,
Motor
Vehicle
Fuel
Tax
Refunding
Series
R-2021A:
2,000
5.000%,
6/01/24
No
Opt.
Call
Aaa
2,059,720
4,750
5.000%,
6/01/25
No
Opt.
Call
Aaa
4,970,020
169,345
Total
Washington
172,670,865
West
Virginia
-
0.6%
6,110
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
4/01/24)
No
Opt.
Call
A-  
5,913,502
7,095
West
Virginia
Economic
Development
Authority,
Solid
Waste
Disposal
Facilities
Revenue
Bonds,
Appalachian
Power
Company
-
Amos
Project,
Series
2010,
0.625%,
12/01/38,
(Mandatory
Put
12/15/25)
No
Opt.
Call
A-  
6,190,600
7,755
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
9/01/25)
No
Opt.
Call
A-  
6,928,317
10,000
West
Virginia
Economic
Development
Authority,
Solid
Waste
Disposal
Facilities
Revenue
Bonds,
Appalachian
Power
Company
-
Amos
Project,
Seriess
2009A,
3.750%,
12/01/42,
(Mandatory
Put
6/01/25)
No
Opt.
Call
A-  
9,716,600
14,315
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
6/18/27)
No
Opt.
Call
A-  
13,126,426
Nuveen
Limited
Term
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
214
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
West
Virginia
(continued)
West
Virginia
Hospital
Finance
Authority,
Hospital
Revenue
Bonds,
Charleston
Area
Medical
Center,
Series
2014A:
$
1,140
5.000%,
9/01/24
No
Opt.
Call
Baa1
$
1,165,468
2,100
5.000%,
9/01/27
9/24
at
100.00
Baa1
2,127,195
1,000
5.000%,
9/01/28
9/24
at
100.00
Baa1
1,012,390
49,515
Total
West
Virginia
46,180,498
Wisconsin
-
2.5%
Dane
County,
Wisconsin,
General
Obligation
Bonds,
Airport
Project
Promissory
Note
Series
2022A:
8,815
4.000%,
6/01/24
(WI/DD,
Settling
10/05/22)
No
Opt.
Call
AAA
8,942,465
7,585
4.000%,
6/01/25
(WI/DD,
Settling
10/05/22)
No
Opt.
Call
AAA
7,705,526
Dodge
County,
Wisconsin,
General
Obligation
Bonds,
Refunding
Series
2022A:
1,395
3.000%,
3/01/24
No
Opt.
Call
Aa2
1,391,973
1,385
3.000%,
3/01/25
No
Opt.
Call
Aa2
1,370,513
1,385
3.000%,
3/01/26
No
Opt.
Call
Aa2
1,355,333
10,000
Madison
Metropolitan
School
District,
Wisconsin,
5.000%,
9/05/23
(WI/
DD,
Settling
10/12/22)
No
Opt.
Call
N/R  
10,158,268
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
Aa1
4,289,110
4,275
2.000%,
3/01/24
No
Opt.
Call
Aa1
4,172,528
4,365
2.000%,
3/01/25
No
Opt.
Call
Aa1
4,171,980
12,515
Milwaukee,
Wisconsin,
General
Obligation
Bonds,
Promissory
Note
Series
2021-N3,
5.000%,
4/01/24
No
Opt.
Call
N/R  
12,752,660
10,000
Public
Finance
Authority
of
Wisconsin,
Pollution
Control
Revenue
Bonds,
Duke
Energy
Progress
Project,
Refunding
Series
2022A-2,
3.300%,
10/01/46,
(Mandatory
Put
10/01/26)
No
Opt.
Call
A  
9,794,200
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
10/22
at
100.00
N/R  
3,922,086
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  
4,425,100
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
6/01/26)
No
Opt.
Call
A-  
10,992,672
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
6/01/26)
No
Opt.
Call
A-  
3,573,400
1,000
Public
Finance
Authority,
Wisconsin,
Exempt
Facilities
Revenue
Bonds,
Celanese
Project,
Refunding
Series
2016A,
5.000%,
1/01/24
No
Opt.
Call
BBB  
1,009,270
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
2,176,087
5,000
4.300%,
11/01/30
5/26
at
100.00
BBB
4,919,450
1,520
Racine,
Racine
County,
Wisconsin,
General
Obligation
Bonds,
Refunding
Series
2022,
3.500%,
4/01/23
12/22
at
100.00
N/R  
1,520,593
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  
24,038,750
3,375
Waushara
County,
Wisconsin
Note
Anticipation
Notes,
Series
2022A,
4.500%,
6/01/27
6/25
at
100.00
A+  
3,446,212
215
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Wisconsin
(continued)
$
4,000
Wisconsin
Health
and
Educational
Facilities
Authority,
Wisconsin,
Revenue
Bonds,
Advocate
Aurora
Health
Credit
Group,
Series
2018C-
1,
5.000%,
8/15/54,
(Mandatory
Put
7/29/26)
No
Opt.
Call
AA  
$
4,166,320
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+  
6,718,410
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
2/15/25)
8/24
at
100.00
A-  
6,213,318
5,000
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-  
5,195,450
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+  
3,160,080
305
Wisconsin
Health
and
Educational
Facilities
Authority,
Wisconsin,
Revenue
Bonds,
Saint
Camillus
Health
System
Inc,
TEMPS
50
Series
2019B-3,
2.250%,
11/01/26
10/22
at
100.00
N/R  
290,296
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
10/22
at
100.00
N/R  
3,823,123
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
10/22
at
100.00
N/R  
5,506,000
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
1,531,970
1,785
2.200%,
9/01/31
9/28
at
100.00
AA
1,528,817
4,930
2.500%,
9/01/34
9/28
at
100.00
AA
4,080,413
5,440
Wisconsin
State,
General
Obligation
Bonds,
Refunding
Series
2021-1,
5.000%,
5/01/27
No
Opt.
Call
AA+  
5,829,776
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
AA+  
9,186,570
WPPI
Energy,
Wisconsin,
Power
Supply
System
Revenue
Bonds,
Refunding
Series
2014A:
755
5.000%,
7/01/25
7/24
at
100.00
A1
771,006
1,520
5.000%,
7/01/26
7/24
at
100.00
A1
1,550,932
1,170
5.000%,
7/01/27
7/24
at
100.00
A1
1,192,815
191,755
Total
Wisconsin
186,873,472
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  
18,480,795
University
of
Wyoming,
Facilities
Revenue
Bonds,
Supplemental
Coverage
Program,
Refunding
Series
2021A:
2,690
5.000%,
6/01/24
No
Opt.
Call
AA-
2,762,415
2,825
5.000%,
6/01/25
No
Opt.
Call
AA-
2,951,447
2,510
Wyoming
Community
Development
Authority,
Housing
Revenue
Bonds,
2019
Series
3,
2.450%,
12/01/34
12/28
at
100.00
AA+  
2,067,336
1,240
Wyoming
Community
Development
Authority,
Housing
Revenue
Bonds,
2020
Series
1,
2.625%,
12/01/35
6/29
at
100.00
AA+  
1,031,990
Nuveen
Limited
Term
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
216
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+  
$
1,896,800
5,300
Wyoming
Community
Development
Authority,
Housing
Revenue
Bonds,
2021
Series
3,
2.000%,
12/01/36
12/30
at
100.00
Aa1  
3,885,377
37,620
Total
Wyoming
33,076,160
$
7,503,622
Total
Municipal
Bonds
(cost
$7,724,641,578)
7,232,799,069
Shares
Description
(1)
Value
X
211,534,972
COMMON
STOCKS
-
2.9%
X
211,534,972
Independent
Power
and
Renewable
Electricity
Producers
-
2.9%
2,813,414
Energy
Harbor
Corp
(8),(9),(10)
$
211,534,972
Total
Common
Stocks
(cost
$57,727,851)
211,534,972
Total
Long-Term
Investments
(cost
$7,782,369,429)
7,444,334,041
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
SHORT-TERM
INVESTMENTS
-
 0.0% 
1,470,000
MUNICIPAL
BONDS
-
0.0%
X
1,470,000
New
Jersey
-
0.0%
$
1,470
New
Jersey
Turnpike
Authority,
Revenue
Bonds,
Tender
Option
Bond
Floater
Series
2017-ZM0566,
2.600%,
7/01/25,
(Mandatory
Put
10/7/2022),
144A
(11)
No
Opt.
Call
A+
$
1,470,000
Total
Short-Term
Investments
(cost
$1,470,000)
1,470,000
Total
Investments
(cost
$7,783,839,429
)
-
100.0%
7,445,804,041
Borrowings
-
0.0%
(12)
(1,900,000)
Other
Assets
Less
Liabilities
-   0.0%
3,053,630
Net
Assets
-
100%
$
7,446,957,671
(1)
All
percentages
shown
in
the
Portfolio
of
Investments
are
based
on
net
assets.
(2)
Optional
Call
Provisions:
Dates
(month
and
year)
and
prices
of
the
earliest
optional
call
or
redemption.
There
may
be
other
call
provisions
at
varying
prices
at
later
dates.
Certain
mortgage-backed
securities
may
be
subject
to
periodic
principal
paydowns.
(3)
For
financial
reporting
purposes,
the
ratings
disclosed
are
the
highest
of
Standard
&
Poor’s
Group
(“Standard
&
Poor’s”),
Moody’s
Investors
Service,
Inc.
(“Moody’s”)
or
Fitch,
Inc.
(“Fitch”)
rating.
This
treatment
of
split-rated
securities
may
differ
from
that
used
for
other
purposes,
such
as
for
Fund
investment
policies.
Ratings
below
BBB
by
Standard
&
Poor’s,
Baa
by
Moody’s
or
BBB
by
Fitch
are
considered
to
be
below
investment
grade.
Holdings
designated
N/R
are
not
rated
by
any
of
these
national
rating
agencies.
(4)
Backed
by
an
escrow
or
trust
containing
sufficient
U.S.
Government
or
U.S.
Government
agency
securities,
which
ensure
the
timely
payment
of
principal
and
interest.
(5)
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.
217
(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.
(12)
Borrowings
as
a
percentage
of
Total
Investments
is
0.0%.
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
218
Nuveen
Short
Term
Municipal
Bond
Fund
Portfolio
of
Investments
September
30,
2022
(Unaudited)
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
LONG-TERM
INVESTMENTS
-
95.8%  
X
747,916,638
MUNICIPAL
BONDS
-
95.7%
X
747,916,638
Alabama
-
3.5%
$
1,000
Birmingham
Airport
Authority,
Alabama,
Airport
Revenue
Bonds,
Series
2020,
5.000%,
7/01/27
-
BAM
Insured
No
Opt.
Call
AA  
$
1,067,600
6,335
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  
6,324,104
3,000
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
A2  
2,923,140
1,590
Black
Belt
Energy
Gas
District,
Alabama,
Gas
Supply
Revenue
Bonds,
Series
2022
Sub
D-1,
4.000%,
7/01/52,
(Mandatory
Put
6/01/27)
3/27
at
100.17
Aa1  
1,575,674
450
Chatom
Industrial
Development
Board,
Alabama,
Gulf
Opportunity
Zone
Revenue
Bonds,
PowerSouth
Energy
Cooperative,
Refunding
Series
2020,
5.000%,
8/01/23
-
AGM
Insured
No
Opt.
Call
AA  
455,395
350
Gardendale,
Alabama,
General
Obligation
Warrants,
Series
2021B,
4.000%,
5/01/25
No
Opt.
Call
AA-  
355,593
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
6/26/25)
No
Opt.
Call
A1  
1,669,476
10,450
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  
10,424,920
1,000
Southeast
Energy
Authority,
Alabama,
Commodity
Supply
Revenue
Bonds,
Project
1,
Series
2021A,
4.000%,
10/01/25
No
Opt.
Call
A2  
984,950
1,000
Southeast
Energy
Authority,
Alabama,
Commodity
Supply
Revenue
Bonds,
Project
4,
Series
2022B-1,
5.000%,
8/01/25
No
Opt.
Call
A2  
1,008,290
598
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  
519,242
27,568
Total
Alabama
27,308,384
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
1,030,190
Arizona
-
3.5%
385
Arizona
Industrial
Development
Authority,
Hospital
Revenue
Bonds,
Phoenix
Children's
Hospital,
Series
2021A,
5.000%,
2/01/26
No
Opt.
Call
AA-  
401,367
1,320
Chandler
Industrial
Development
Authority,
Arizona,
Industrial
Development
Revenue
Bonds,
Intel
Corporation
Project,
Series
2007,
2.700%,
12/01/37,
(AMT),
(Mandatory
Put
8/14/23)
No
Opt.
Call
A+  
1,303,711
6,930
Chandler
Industrial
Development
Authority,
Arizona,
Industrial
Development
Revenue
Bonds,
Intel
Corporation
Project,
Series
2019,
5.000%,
6/01/49,
(AMT),
(Mandatory
Put
6/03/24)
6/24
at
100.00
A+  
7,018,288
1,820
Coconino
County,
Arizona,
Pollution
Control
Revenue
Bonds,
Nevada
Power
Company
Project,
Refunding
Series
2017A,
1.875%,
9/01/32,
(AMT),
(Mandatory
Put
3/31/23)
No
Opt.
Call
A+  
1,803,438
500
Maricopa
County
Industrial
Development
Authority,
Arizona,
Hospital
Revenue
Bonds,
HonorHealth,
Series
2019A,
5.000%,
9/01/23
No
Opt.
Call
A+  
507,235
219
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Arizona
(continued)
$
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
Aa1  
$
392,370
1,635
Maricopa
County
Special
Health
Care
District,
Arizona,
General
Obligation
Bonds,
Series
2021D,
5.000%,
7/01/24
No
Opt.
Call
Aa3  
1,683,036
1,500
Maricopa
County
Unified
School
District
4
Mesa,
Arizona,
General
Obligation
Bonds,
2018
Project,
School
Improvement
Series
2022E,
5.000%,
7/01/24
No
Opt.
Call
AA-  
1,545,360
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  
2,564,146
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  
1,288,875
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
AA  
2,101,124
Phoenix
Civic
Improvement
Corporation,
Arizona,
Airport
Revenue
Bonds,
Junior
Lien
Series
2019B:
1,500
5.000%,
7/01/24,
(AMT)
No
Opt.
Call
A1
1,535,115
3,500
5.000%,
7/01/26,
(AMT)
No
Opt.
Call
A1
3,612,105
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
6/03/24)
No
Opt.
Call
A-  
1,943,800
27,240
Total
Arizona
27,699,970
California
-
2.8%
5,605
California
Health
Facilities
Financing
Authority,
Revenue
Bonds,
Kaiser
Permanente
System,
Series
2017C,
5.000%,
8/01/31,
(Mandatory
Put
11/01/22)
No
Opt.
Call
AA-  
5,613,912
8,000
California
Municipal
Finance
Authority,
Solid
Waste
Disposal
Revenue
Bonds,
Republic
Services
Inc.
Project,
Refunding
Series
2021A,
1.875%,
7/01/41,
(AMT),
(Mandatory
Put
10/03/22)
No
Opt.
Call
BBB+  
7,997,760
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)
7,538,456
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-  
536,230
21,570
Total
California
21,686,358
Colorado
-
4.8%
660
Broadway
Park
North
Metropolitan
District
2,
Denver,
Colorado,
Limited
Tax
General
Obligation
Bonds,
Refunding
&
Improvement
Series
2020,
3.375%,
12/01/26,
144A
12/25
at
103.00
N/R  
605,972
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  
551,458
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  
254,247
Colorado
Educational
and
Cultural
Facilities
Authority,
Revenue
Bonds,
Aspen
View
Academy
Project,
Series
2021:
50
4.000%,
5/01/24
No
Opt.
Call
Baa3
49,367
100
4.000%,
5/01/26
No
Opt.
Call
Baa3
96,811
Nuveen
Short
Term
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
220
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Colorado
(continued)
$
5,750
Colorado
Health
Facilities
Authority,
Colorado,
Revenue
Bonds,
AdventHealth
Obligated
Group,
Series
2019B,
5.000%,
11/15/49,
(Mandatory
Put
11/19/26)
No
Opt.
Call
AA  
$
6,037,097
5,825
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  
6,055,903
Colorado
Health
Facilities
Authority,
Colorado,
Revenue
Bonds,
Boulder
Community
Health
Project,
Series
2020:
300
5.000%,
10/01/23
No
Opt.
Call
A-
304,131
350
5.000%,
10/01/24
No
Opt.
Call
A-
358,481
200
5.000%,
10/01/25
No
Opt.
Call
A-
206,876
250
Colorado
Health
Facilities
Authority,
Colorado,
Revenue
Bonds,
CommonSpirit
Health,
Series
2019A-2,
5.000%,
8/01/25
No
Opt.
Call
BBB+  
255,925
2,325
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+  
2,370,710
1,605
Colorado
Health
Facilities
Authority,
Colorado,
Revenue
Bonds,
Intermountain
Healthcare,
Series
2022A,
5.000%,
5/15/62,
(Mandatory
Put
8/17/26)
2/26
at
101.30
AA+  
1,680,162
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
142,710
175
5.000%,
12/01/24
-
AGM
Insured
No
Opt.
Call
AA
180,922
Denver
City
and
County,
Colorado,
Airport
System
Revenue
Bonds,
Series
2022A:
3,000
5.000%,
11/15/25,
(AMT)
No
Opt.
Call
AA-
3,107,700
2,115
5.000%,
11/15/26,
(AMT)
No
Opt.
Call
AA-
2,203,132
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+  
1,001,710
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+
5,011,900
2,000
5.000%,
12/01/25,
(AMT)
No
Opt.
Call
A+
2,070,900
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-
223,375
200
4.000%,
12/01/25
No
Opt.
Call
AA-
204,144
Gold
Hill
Mesa
Metropolitan
District
2,
Colorado
Springs,
El
Paso
County,
Colorado,
Limited
Tax
General
Obligation
and
Special
Revenue
Bonds,
Refunding
&
Improvement
Series
2022A:
200
5.000%,
12/01/22
-
BAM
Insured
No
Opt.
Call
AA
200,236
215
5.000%,
12/01/24
-
BAM
Insured
No
Opt.
Call
AA
218,683
290
5.000%,
12/01/26
-
BAM
Insured
No
Opt.
Call
AA
297,711
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  
543,879
225
Johnstown,
Colorado,
Wastewater
Revenue
Bonds,
Series
2021,
5.000%,
12/01/25
-
AGM
Insured
No
Opt.
Call
AA  
236,603
221
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Colorado
(continued)
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
AA
$
101,741
220
5.000%,
12/01/24
-
AGM
Insured
No
Opt.
Call
A1
226,842
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
AA
101,707
190
5.000%,
12/01/24
-
BAM
Insured
No
Opt.
Call
AA
196,230
100
5.000%,
12/01/25
-
BAM
Insured
No
Opt.
Call
AA
104,515
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
AA
560,622
275
4.000%,
12/01/24
-
AGM
Insured
No
Opt.
Call
AA
277,843
1,000
Sand
Creek
Metropolitan
District,
Colorado,
General
Obligation
Limited
Tax
Bonds,
Refunding
Series
2020A,
4.000%,
12/01/23
-
AGM
Insured
No
Opt.
Call
AA  
1,007,750
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
105,323
260
5.000%,
12/15/24
-
AGM
Insured
No
Opt.
Call
AA
268,299
Westminster
Public
Schools,
Adams
County,
Colorado,
Certificates
of
Participation,
Improvement
Series
2020A:
175
4.000%,
12/01/23
-
AGM
Insured
No
Opt.
Call
AA
176,218
200
4.000%,
12/01/24
-
AGM
Insured
No
Opt.
Call
AA
202,276
36,805
Total
Colorado
37,800,111
Connecticut
-
1.0%
365
Connecticut
State,
General
Obligation
Bonds,
Refunding
Series
2022D,
5.000%,
9/15/25
No
Opt.
Call
Aa3  
382,148
1,000
Connecticut
State,
General
Obligation
Bonds,
Series
2022C,
4.000%,
6/15/25
No
Opt.
Call
Aa3  
1,017,240
1,200
Connecticut
State,
Special
Tax
Obligation
Bonds,
Transportation
Infrastructure
Purposes,
Series
2020A,
5.000%,
5/01/26
No
Opt.
Call
AA-  
1,266,408
5,000
Danbury,
Connecticut,
General
Obligation
Bonds,
Anticipation
Notes
Series
2022,
3.000%,
7/13/23
No
Opt.
Call
N/R  
4,997,750
7,565
Total
Connecticut
7,663,546
District
of
Columbia
-
1.7%
1,800
Metropolitan
Washington
D.C.
Airports
Authority,
Airport
System
Revenue
Bonds,
Refunding
Series
2017,
5.000%,
10/01/26,
(AMT)
No
Opt.
Call
Aa3  
1,873,134
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  
5,203,150
Metropolitan
Washington
D.C.
Airports
Authority,
Airport
System
Revenue
Bonds,
Refunding
Series
2022A:
2,250
5.000%,
10/01/24,
(AMT)
No
Opt.
Call
AA-
2,306,250
1,700
5.000%,
10/01/25,
(AMT)
No
Opt.
Call
Aa3
1,758,939
Nuveen
Short
Term
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
222
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
District
of
Columbia
(continued)
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
$
850,000
1,325
5.000%,
10/01/22,
(ETM)
No
Opt.
Call
N/R
(4)
1,325,000
12,925
Total
District
of
Columbia
13,316,473
Florida
-
2.5%
1,450
Broward
County,
Florida,
Airport
System
Revenue
Bonds,
Refunding
Series
2012P-1,
5.000%,
10/01/22,
(AMT)
No
Opt.
Call
A1  
1,450,000
1,000
Broward
County,
Florida,
Airport
System
Revenue
Bonds,
Series
2015A,
5.000%,
10/01/23,
(AMT)
No
Opt.
Call
A1  
1,013,670
1,300
Broward
County,
Florida,
Airport
System
Revenue
Bonds,
Series
2019A,
5.000%,
10/01/24,
(AMT)
No
Opt.
Call
A1  
1,330,238
750
Broward
County,
Florida,
Port
Facilities
Revenue
Bonds,
Series
2019B,
5.000%,
9/01/23,
(AMT)
No
Opt.
Call
A1  
762,607
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
1/01/24),
144A
10/22
at
102.00
N/R  
3,806,000
5,280
Florida
Development
Finance
Corporation,
Revenue
Bonds,
Brightline
Florida
Passenger
Rail
Expansion
Project,
Series
2021A-1,
2.900%,
12/01/56,
(AMT),
(Mandatory
Put
4/04/23)
10/22
at
100.00
Aaa  
5,237,654
2,500
Florida
Development
Finance
Corporation,
Revenue
Bonds,
Brightline
Passenger
Rail
Expansion
Project,
Series
2022A,
7.250%,
7/01/57,
(AMT),
(Mandatory
Put
10/03/23),
144A
10/22
at
100.00
N/R  
2,440,775
1,750
Hillsborough
County
Aviation
Authority,
Florida,
Revenue
Bonds,
Tampa
International
Airport,
Series
2018E,
5.000%,
10/01/22,
(AMT)
No
Opt.
Call
Aa3  
1,750,000
1,065
Lake
Worth
Beach,
Florida,
Consolidated
Utility
Revenue
Bonds,
Series
2020,
5.000%,
10/01/25
-
BAM
Insured
No
Opt.
Call
AA  
1,114,512
Tampa,
Florida,
Revenue
Bonds,
H.
Lee
Moffitt
Cancer
Center
and
Research
Institute,
Series
2020B:
340
5.000%,
7/01/25
No
Opt.
Call
A2
351,050
225
5.000%,
7/01/26
No
Opt.
Call
A2
233,870
19,660
Total
Florida
19,490,376
Georgia
-
1.3%
1,000
Atlanta,
Georgia,
Airport
General
Revenue
Bonds,
Refunding
Series
2020B,
5.000%,
7/01/24,
(AMT)
No
Opt.
Call
Aa3  
1,023,750
580
Atlanta,
Georgia,
Airport
General
Revenue
Bonds,
Refunding
Series
2021C,
5.000%,
7/01/26,
(AMT)
No
Opt.
Call
AA-  
602,249
3,555
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  
3,591,617
Main
Street
Natural
Gas
Inc.,
Georgia,
Gas
Supply
Revenue
Bonds,
Series
2021C:
750
4.000%,
12/01/24
No
Opt.
Call
A3
740,985
1,100
4.000%,
12/01/25
No
Opt.
Call
A3
1,078,957
700
Main
Street
Natural
Gas
Inc.,
Georgia,
Gas
Supply
Revenue
Bonds,
Series
2022B,
5.000%,
6/01/25
No
Opt.
Call
A3  
706,055
1,295
Main
Street
Natural
Gas
Inc.,
Georgia,
Gas
Supply
Revenue
Bonds,
Series
2022C,
4.000%,
11/01/24,
144A
No
Opt.
Call
BBB-  
1,269,048
223
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Georgia
(continued)
Private
Colleges
and
Universities
Authority,
Georgia,
Revenue
Bonds,
Mercer
University,
Series
2021:
$
300
5.000%,
10/01/23
No
Opt.
Call
Baa1
$
304,425
400
5.000%,
10/01/24
No
Opt.
Call
Baa1
411,164
425
5.000%,
10/01/25
No
Opt.
Call
Baa1
441,320
10,105
Total
Georgia
10,169,570
Hawaii
-
0.2%
Hawaii
State,
Harbor
System
Revenue
Bonds,
Series
2020A:
600
5.000%,
7/01/24,
(AMT)
No
Opt.
Call
Aa3
616,092
800
5.000%,
7/01/25,
(AMT)
No
Opt.
Call
Aa3
832,784
1,400
Total
Hawaii
1,448,876
Illinois
-
5.3%
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
651,222
1,200
4.000%,
4/01/25
-
BAM
Insured
No
Opt.
Call
AA
1,204,296
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  
395,436
425
Chicago
Board
of
Education,
Illinois,
General
Obligation
Bonds,
Dedicated
Revenues,
Refunding
Series
2019A,
0.000%,
12/01/25
No
Opt.
Call
BB  
367,718
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  
1,023,180
1,000
Chicago,
Illinois,
General
Airport
Revenue
Bonds,
O'Hare
International
Airport,
Refunding
Senior
Lien
Series
2022C,
5.000%,
1/01/25
(WI/DD,
Settling
10/04/22)
No
Opt.
Call
A+  
1,023,750
Cook
County,
Illinois,
General
Obligation
Bonds,
Refunding
Series
2021A:
2,500
5.000%,
11/15/24
No
Opt.
Call
A+
2,572,150
800
5.000%,
11/15/25
No
Opt.
Call
AA-
835,664
650
Geneva,
Kane
County,
Illinois,
General
Obligation
Bonds,
Waterworks
&
Sewage
Alternate
Revenue
Source,
Refunding
Series
2021,
4.000%,
2/01/25
No
Opt.
Call
Aa2  
657,865
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+
405,116
400
5.000%,
10/01/24
No
Opt.
Call
BBB+
408,304
400
5.000%,
10/01/25
No
Opt.
Call
BBB+
410,564
Illinois
Finance
Authority,
Revenue
Bonds,
Northshore
University
HealthSystem,
Series
2020A:
1,000
5.000%,
8/15/23
No
Opt.
Call
AA-
1,015,090
1,000
5.000%,
8/15/24
No
Opt.
Call
AA-
1,030,040
5,350
Illinois
Finance
Authority,
Revenue
Bonds,
OSF
Healthcare
System,
Series
2020B-1,
5.000%,
5/15/50,
(Mandatory
Put
11/15/24)
5/24
at
100.00
A  
5,447,316
1,670
Illinois
Finance
Authority,
Revenue
Bonds,
OSF
Healthcare
System,
Series
2020B-2,
5.000%,
5/15/50,
(Mandatory
Put
11/15/26)
5/26
at
100.00
A  
1,735,030
250
Illinois
Finance
Authority,
Revenue
Bonds,
Rush
University
Medical
Center
Obligated
Group,
Series
2015A,
5.000%,
11/15/22
No
Opt.
Call
AA-  
250,485
Nuveen
Short
Term
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
224
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Illinois
(continued)
$
1,485
Illinois
Finance
Authority,
Revenue
Bonds,
The
Carle
Foundation,
Fixed
Period
Series
2021A,
5.000%,
8/15/25
No
Opt.
Call
AA-  
$
1,548,365
575
Illinois
Finance
Authority,
Water
Facilities
Revenue
Bonds,
American
Water
Capital
Corporation
Project,
Refunding
Series
2020,
0.700%,
5/01/40,
(Mandatory
Put
9/01/23)
No
Opt.
Call
A  
558,751
2,000
Illinois
State,
General
Obligation
Bonds,
May
Series
2020,
5.500%,
5/01/24
No
Opt.
Call
BBB  
2,045,380
3,100
Illinois
State,
General
Obligation
Bonds,
November
Series
2017D,
5.000%,
11/01/23
No
Opt.
Call
BBB  
3,137,045
2,250
Illinois
State,
General
Obligation
Bonds,
Series
2022B,
5.000%,
3/01/25
No
Opt.
Call
BBB+  
2,288,947
1,935
Illinois
State,
Sales
Tax
Revenue
Bonds,
Build
Illinois,
Refunding
Junior
Obligation
September
Series
2021C,
5.000%,
6/15/26
No
Opt.
Call
A-  
2,017,373
5,225
Illinois
Toll
Highway
Authority,
Toll
Highway
Revenue
Bonds,
Refunding
Senior
Lien
Series
2019C,
5.000%,
1/01/25
No
Opt.
Call
AA-  
5,415,086
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
360,832
400
4.000%,
2/01/24
-
BAM
Insured
No
Opt.
Call
AA
402,632
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
400,796
355
4.000%,
1/01/26
-
AGM
Insured
No
Opt.
Call
AA
361,621
Peoria,
Illinois,
General
Obligation
Bonds,
Refunding
Series
2021C:
415
5.000%,
1/01/25
-
AGM
Insured
No
Opt.
Call
AA
429,550
2,245
5.000%,
1/01/26
-
AGM
Insured
No
Opt.
Call
AA
2,355,813
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-
501,910
450
5.000%,
4/15/24
No
Opt.
Call
AA-
460,908
40,790
Total
Illinois
41,718,235
Indiana
-
2.2%
1,235
Clark-Pleasant
Community
School
Building
Corporation,
Indiana,
First
Mortgage
Bonds,
Refunding
Series
2021B,
4.000%,
7/15/25
No
Opt.
Call
AA+  
1,258,070
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
AA+
1,313,767
550
4.000%,
1/15/25
No
Opt.
Call
AA+
556,902
950
Elkhart
Community
School
Building
Corporation,
Indiana,
First
Mortgage
Bonds,
Series
2021,
5.000%,
1/15/25
No
Opt.
Call
AA+  
981,113
1,500
Franklin,
Indiana,
Economic
Development
Revenue
Bonds,
Otterbein
Homes
Obligated
Group,
Series
2019B,
5.000%,
7/01/24
No
Opt.
Call
A  
1,531,290
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
7/01/25)
1/25
at
100.00
AA  
1,586,666
700
Indiana
Finance
Authority,
Hospital
Revenue
Bonds,
Marion
General
Hospital
Project,
Series
2021A,
5.000%,
7/01/26
No
Opt.
Call
A  
727,594
1,005
Indiana
Finance
Authority,
State
Revolving
Fund
Program
Bonds,
Series
2019D,
5.000%,
2/01/24,
(AMT)
No
Opt.
Call
AAA  
1,025,422
225
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Indiana
(continued)
$
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-  
$
929,322
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
AA+  
1,113,244
Tippecanoe
School
Corporation,
Indiana,
General
Obligation
Bonds,
Series
2020:
1,080
4.000%,
1/15/24
No
Opt.
Call
Aa2
1,087,960
1,090
4.000%,
7/15/24
No
Opt.
Call
Aa2
1,099,101
Vigo
Multi-School
Building
Corp,
Indiana,
Ad
Valorem
Property
Tax
First
Mortgage
Bonds,
Series
2021:
515
4.000%,
7/15/24
No
Opt.
Call
AA+
521,170
525
4.000%,
1/15/25
No
Opt.
Call
AA+
532,744
535
4.000%,
7/15/25
No
Opt.
Call
AA+
544,282
730
Warrick
County,
Indiana,
Environmental
Improvement
Revenue
Bonds,
Southern
Indiana
Gas
and
Electric
Company,
Series
2015,
0.875%,
9/01/55,
(AMT),
(Mandatory
Put
9/01/23)
No
Opt.
Call
A1  
711,516
Zionsville
Community
Schools
Building
Corporation,
Boone
County,
Indiana,
First
Mortgage
Bonds,
Series
2020:
300
4.000%,
1/15/25
No
Opt.
Call
AA+
304,029
500
4.000%,
7/15/25
No
Opt.
Call
AA+
508,010
700
4.000%,
1/15/26
No
Opt.
Call
AA+
712,712
16,805
Total
Indiana
17,044,914
Iowa
-
3.0%
1,740
Indianola
Community
School
District,
Warren
County,
Iowa,
General
Obligation
Bonds,
Refunding
Series
2020,
4.000%,
6/01/24
No
Opt.
Call
Aa3  
1,762,376
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
325,057
115
4.000%,
9/01/25
No
Opt.
Call
N/R
109,793
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)
1,013,190
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
4/01/24)
10/22
at
100.00
Aa3  
6,774,530
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
5,378,346
2,500
3.000%,
10/01/24
-
BAM
Insured
No
Opt.
Call
AA
2,452,025
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-
1,438,528
3,750
5.000%,
5/01/25
No
Opt.
Call
AA-
3,910,163
23,240
Total
Iowa
23,164,008
Kansas
-
0.3%
500
Kansas
Municipal
Energy
Agency,
Power
Project
Revenue
Bonds,
Dogwood
Project,
Series
2018A,
5.000%,
4/01/23
-
BAM
Insured
No
Opt.
Call
AA  
504,505
Nuveen
Short
Term
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
226
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Kansas
(continued)
$
1,760
Wichita,
Kansas,
Water
and
Sewer
Utility
Revenue
Bonds,
Series
2021A,
4.000%,
10/01/25
-
BAM
Insured
No
Opt.
Call
AA  
$
1,798,104
2,260
Total
Kansas
2,302,609
Kentucky
-
1.9%
445
Bullitt
County
School
District
Finance
Corporation,
Kentucky,
School
Building
Revenue
Bonds,
Series
2020,
4.000%,
12/01/25
No
Opt.
Call
A1  
452,592
3,000
Kentucky
Economic
Development
Finance
Authority,
Solid
Waste
Disposal
Revenue
Bonds,
Republic
Services
Inc.,
Refunding
2010B,
2.750%,
4/01/31,
(Mandatory
Put
12/01/22)
No
Opt.
Call
BBB+  
2,997,930
3,785
Public
Energy
Authority
of
Kentucky,
Gas
Supply
Revenue
Bonds,
Series
2018B,
4.000%,
1/01/49,
(Mandatory
Put
1/01/25)
10/24
at
100.24
A2  
3,772,093
4,170
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  
4,144,021
3,500
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  
3,407,040
14,900
Total
Kentucky
14,773,676
Louisiana
-
1.7%
6,000
Louisiana
Publc
Facilities
Authority,
Lousiana,
Revenue
Bonds,
Ochsner
Clinic
Foundation
Project,
Series
2020B,
5.000%,
5/15/50,
(Mandatory
Put
5/15/25)
11/24
at
102.04
A  
6,174,720
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+  
1,000,020
900
Louisiana
State,
General
Obligation
Bonds,
Grant
Anticipation
Series
2021,
5.000%,
9/01/24
No
Opt.
Call
AA  
927,648
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
4/01/23)
No
Opt.
Call
BBB-  
2,447,227
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
7/01/24)
No
Opt.
Call
BBB-  
2,438,625
12,865
Total
Louisiana
12,988,240
Maryland
-
0.1%
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
7/01/25)
1/25
at
100.00
A
1,071,470
Massachusetts
-
2.3%
515
Attleboro,
Massachusetts,
General
Obligation
Bonds,
Municipal
Purpose
Loan
Series
2021,
5.000%,
5/01/25
No
Opt.
Call
AA  
538,165
9,000
Massachusetts
Bay
Transportation
Authority,
Sales
Tax
Revenue
Bonds,
Anticipation
Note
Subordinated
Sustainability
Series
2021,
4.000%,
5/01/25
No
Opt.
Call
AA  
9,183,960
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Wellforce
Issue,
Series
2020C:
725
5.000%,
10/01/25
-
AGM
Insured
No
Opt.
Call
AA
750,759
350
5.000%,
10/01/26
-
AGM
Insured
No
Opt.
Call
AA
365,799
210
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+  
189,403
227
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Massachusetts
(continued)
Massachusetts
Educational
Financing
Authority,
Education
Loan
Revenue
Bonds,
Issue
L,
Senior
Series
2020B:
$
880
5.000%,
7/01/25,
(AMT)
No
Opt.
Call
AA
$
906,752
1,250
5.000%,
7/01/26,
(AMT)
No
Opt.
Call
AA
1,298,388
1,850
Massachusetts
Educational
Financing
Authority,
Education
Loan
Revenue
Bonds,
Issue
M
Senior
Series
2022B,
5.000%,
7/01/25,
(AMT)
No
Opt.
Call
AA  
1,906,240
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
1,103,444
1,000
5.000%,
7/01/26,
(AMT)
No
Opt.
Call
AA
1,031,330
1,000
Massachusetts
Educational
Financing
Authority,
Education
Loan
Revenue
Bonds,
Refunding
Series
2019B,
5.000%,
7/01/23,
(AMT)
No
Opt.
Call
AA  
1,010,910
17,855
Total
Massachusetts
18,285,150
Michigan
-
1.7%
Allegan
County
Public
School
District,
Michigan,
General
Obligation
Bonds,
School
Building
&
Site
Series
2021I:
785
4.000%,
5/01/23
No
Opt.
Call
AA
788,917
905
4.000%,
5/01/24
No
Opt.
Call
AA
915,562
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-
1,709,825
940
5.000%,
12/01/23
No
Opt.
Call
AA-
957,982
1,715
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+  
1,728,977
2,780
Michigan
Finance
Authority,
State
Aid
Revenue
Notes,
Series
2022A,
5.000%,
7/20/23
No
Opt.
Call
N/R  
2,815,556
Novi
Community
School
District,
Oakland
County,
Michigan,
General
Obligation
Bonds,
School
Building
&
Site
Series
2022-II:
1,000
4.000%,
5/01/24
No
Opt.
Call
Aa2
1,010,900
1,000
4.000%,
5/01/25
No
Opt.
Call
Aa2
1,012,230
1,000
Royal
Oak
Hospital
Finance
Authority,
Michigan,
Hospital
Revenue
Bonds,
William
Beaumont
Hospital
Obligated
Group,
Refunding
Series
2014D,
5.000%,
9/01/23,
(ETM)
No
Opt.
Call
A+  (4)
1,016,810
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  
1,595,756
13,420
Total
Michigan
13,552,515
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  
498,685
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  
143,000
Becker
Independent
School
District
726,
Minnesota,
General
Obligation
Bonds,
Refunding
Series
2020A:
735
5.000%,
2/01/23
No
Opt.
Call
Aa2
739,432
560
5.000%,
2/01/24
No
Opt.
Call
Aa2
572,695
690
Becker
Independent
School
District
726,
Minnesota,
General
Obligation
Bonds,
School
Building
Series
2022A,
0.000%,
2/01/26
No
Opt.
Call
Aa1  
608,635
Nuveen
Short
Term
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
228
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Minnesota
(continued)
Becker,
Minnesota,
General
Obligation
Bonds,
Street
Reconstruction,
Series
2021A:
$
550
4.000%,
2/01/24
No
Opt.
Call
A1
$
555,467
500
4.000%,
2/01/25
No
Opt.
Call
A1
506,710
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  
752,002
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  
1,201,943
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
AA
274,815
270
5.000%,
1/01/26
-
AGM
Insured
No
Opt.
Call
A1
283,835
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  
208,039
1,415
City
of
Red
Wing,
Minnesota,
General
Obligation
Bonds,
Series
2018A,
5.000%,
2/01/23
No
Opt.
Call
Aa2  
1,423,532
1,000
Columbia
Heights
Minnesota,
Multi-family
Revenue
Housing
Bonds,
42nd
&
Central
Apartments
Project,
Series
2022A,
2.700%,
7/01/25,
(Mandatory
Put
7/01/24)
1/24
at
100.00
Aaa  
1,000,000
755
Duluth
Independent
School
District
709,
Minnesota,
Certificates
of
Participation,
Refunding
Full
Term
Series
2019B,
5.000%,
2/01/23
No
Opt.
Call
Aa2  
759,304
280
Duluth
Independent
School
District
709,
Minnesota,
Certificates
of
Participation,
Refunding
Full
Term
Series
2019C,
5.000%,
2/01/23
No
Opt.
Call
Aa2  
281,596
500
Duluth
Independent
School
District
709,
Minnesota,
Certificates
of
Participation,
Refunding
Series
2016A,
5.000%,
2/01/24
No
Opt.
Call
Aa2  
510,680
150
Duluth
Independent
School
District
709,
Minnesota,
Certificates
of
Participation,
Refunding
Series
2021B,
3.000%,
3/01/24
No
Opt.
Call
Ba2  
147,179
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  
2,128,726
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+  
1,088,247
125
Luverne,
Minnesota,
Electric
Revenue
Bonds,
Series
2022A,
3.000%,
12/01/24
-
AGM
Insured
No
Opt.
Call
AA  
123,309
815
Metropolitan
Council
Minneapolis-
Saint
Paul
Metropolitan
Area,
Minnesota,
General
Obligation
Bonds,
Park
Series
2021D,
5.000%,
3/01/25
No
Opt.
Call
AAA  
849,613
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  
1,559,858
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  
104,878
500
Minneapolis,
Minnesota,
Charter
School
Lease
Revenue
Bonds,
Yinghua
Academy
Project,
Series
2013A,
6.000%,
7/01/33
7/23
at
100.00
BB+  
502,785
Minneapolis-Saint
Paul
Housing
and
Redevelopment
Authority,
Minnesota,
Health
Care
System
Revenue
Bonds,
Allina
Health
System,
Refunding
Series
2017A:
1,000
5.000%,
11/15/24
No
Opt.
Call
AA-
1,033,190
1,315
5.000%,
11/15/25
No
Opt.
Call
AA-
1,375,595
229
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Minnesota
(continued)
$
2,500
Minneapolis-Saint
Paul
Metropolitan
Council,
Minnesota,
General
Obligation
Wastewater
Revenue
Bonds,
Series
2020B,
5.000%,
3/01/25
No
Opt.
Call
AAA  
$
2,606,175
780
Minneapolis-St.
Paul
Metropolitan
Airports
Commission,
Minnesota,
Airport
Revenue
Bonds,
Refunding
Senior
Lien
Series
2016A,
5.000%,
1/01/26
No
Opt.
Call
AA-  
818,501
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+  
1,013,620
1,035
Minneapolis-St.
Paul
Metropolitan
Airports
Commission,
Minnesota,
Airport
Revenue
Bonds,
Subordinate
Lien
Series
2022B,
5.000%,
1/01/25,
(AMT)
No
Opt.
Call
A+  
1,059,581
435
Minnesota
Higher
Education
Facilities
Authority,
Revenue
Bonds,
Saint
John's
University,
Refunding
Series
2021,
4.000%,
10/01/24
No
Opt.
Call
A2  
437,845
640
Minnesota
Housing
Finance
Agency,
Housing
Infrastructure
State
Appropriation
Bonds,
Series
2020A,
4.000%,
8/01/25
No
Opt.
Call
AA+  
650,739
190
Minnesota
Housing
Finance
Agency,
Residential
Housing
Finance
Bonds,
Series
2020A,
1.450%,
7/01/24,
(AMT)
No
Opt.
Call
AA+  
182,237
Minnesota
Housing
Finance
Agency,
Residential
Housing
Finance
Bonds,
Series
2021C:
380
0.400%,
1/01/23,
(AMT)
No
Opt.
Call
AA+
377,097
280
0.450%,
7/01/23,
(AMT)
No
Opt.
Call
AA+
273,322
7,000
Minnesota
Municipal
Gas
Agency,
Commodity
Supply
Revenue
Bonds,
Series
2022A,
4.000%,
12/01/52,
(Mandatory
Put
12/01/27)
9/27
at
100.37
Aa1  
6,969,410
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  
333,632
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
500,580
400
5.000%,
11/01/23,
(AMT)
No
Opt.
Call
AA
405,308
685
Minnesota
Rural
Water
Finance
Authority,
Public
Projects
Construction
Notes,
Series
2022,
2.625%,
12/01/23
12/22
at
100.00
N/R  
670,163
310
Montrose,
Minnesota,
General
Obligation
Bonds,
Series
2021A,
2.000%,
2/01/25
No
Opt.
Call
AA  
296,447
Mountain
Lake,
Minnesota,
General
Obligation
Bonds,
Series
2021A:
190
2.000%,
12/15/23
No
Opt.
Call
A+
185,729
250
2.000%,
12/15/25
No
Opt.
Call
A+
234,905
720
North
Oaks,
Minnesota,
Senior
Housing
Revenue
Bonds,
Waverly
Gardens
Project,
Refunding
Series
2016,
4.000%,
10/01/23
No
Opt.
Call
N/R  
719,510
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  
1,220,842
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  
2,515,725
860
Roseville
Independent
School
District
623,
Ramsey
County,
Minnesota,
Certificates
of
Participation,
Series
2021A,
5.000%,
4/01/23
No
Opt.
Call
Baa2  
866,734
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
Aa1  
1,058,060
Nuveen
Short
Term
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
230
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Minnesota
(continued)
$
2,470
Saint
Cloud,
Minnesota,
Health
Care
Revenue
Bonds,
CentraCare
Health
System,
Refunding
Series
2014B,
5.000%,
5/01/23
No
Opt.
Call
AA-  
$
2,492,181
Saint
Joseph,
Minnesota,
General
Obligation
Bonds,
Series
2021A:
200
4.000%,
12/15/23
No
Opt.
Call
AA-
201,480
330
4.000%,
12/15/24
No
Opt.
Call
AA-
334,775
250
4.000%,
12/15/25
No
Opt.
Call
AA-
254,670
360
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+  
322,790
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  
192,706
Sartell,
Minnesota,
Health
Care
and
Housing
Facilities
Revenue
Bonds,
Country
Manor
Campus
LLC
Project,
Series
2022A:
385
3.000%,
9/01/23
No
Opt.
Call
N/R
381,250
320
3.500%,
9/01/24
No
Opt.
Call
N/R
313,914
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  
3,537,355
Shakopee
Independent
School
District
720,
Scott
County,
Minnesota,
Certificates
of
Participation,
Series
2021B:
550
4.000%,
2/01/25
No
Opt.
Call
Baa1
554,570
300
4.000%,
2/01/26
No
Opt.
Call
Baa1
302,877
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)
3,800,525
Wayzata,
Minnesota
Senior
Housing
Revenue
Bonds,
Folkestone
Senior
Living
Community,
Refunding
Series
2019:
300
3.000%,
8/01/23
No
Opt.
Call
N/R
296,955
400
3.000%,
8/01/24
No
Opt.
Call
N/R
390,880
400
3.000%,
8/01/25
8/24
at
102.00
N/R
385,672
270
Zumbro
Education
District
6012,
Minnesota,
Certificates
of
Participation
Series
2021A,
4.000%,
2/01/24
No
Opt.
Call
Baa1  
271,428
56,230
Total
Minnesota
56,663,940
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
6/16/25)
No
Opt.
Call
BBB
939,370
Missouri
-
3.9%
375
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  
337,245
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
AA  
398,647
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-
352,590
300
5.000%,
3/01/24
No
Opt.
Call
AA-
306,882
250
5.000%,
3/01/25
No
Opt.
Call
AA-
259,322
231
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Missouri
(continued)
$
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  
$
2,533,550
800
Greene
County,
Missouri,
Certificates
of
Participation,
Capital
Projects,
Series
2021A,
4.000%,
3/01/26
No
Opt.
Call
Aa3  
814,944
755
Jackson
County,
Missouri,
Special
Obligation
Bonds,
Truman
Medical
Center
Project,
Refunding
Series
2021A,
5.000%,
12/01/23
No
Opt.
Call
Aa2  
769,617
1,015
Jefferson
City
School
District,
Missouri,
General
Obligation
Bonds,
Refunding
Series
2021,
4.000%,
3/01/25
No
Opt.
Call
AA+  
1,033,331
Jennings,
Saint
Louis
County,
Missouri,
Certificates
of
Participation,
Series
2021:
200
4.000%,
3/01/23
No
Opt.
Call
A-
200,466
265
4.000%,
3/01/24
No
Opt.
Call
A-
266,518
230
4.000%,
3/01/25
No
Opt.
Call
A-
231,732
650
Joplin
Industrial
Development
Authority,
Missouri,
Health
Facilities
Revenue
Bonds,
Freeman
Health
System,
Series
2015,
5.000%,
2/15/24
No
Opt.
Call
A  
662,097
Kansas
City,
Missouri,
General
Obligation
Bonds,
Series
2020A.:
410
5.000%,
2/01/23
No
Opt.
Call
AA
412,538
435
5.000%,
2/01/24
No
Opt.
Call
AA
445,148
400
Kansas
City,
Missouri,
Special
Obligation
Bonds,
Kansas
City
Missouri
Projects,
Series
2021A,
5.000%,
4/01/25
No
Opt.
Call
AA-  
414,632
130
Kansas
City,
Missouri,
Special
Obligation
Bonds,
Main
Streetcar
Extension
Project,
Series
2021D,
3.000%,
9/01/25
No
Opt.
Call
AA-  
126,170
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+  
1,003,700
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  
86,548
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  
865,480
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  
602,988
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+  
566,034
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
203,048
505
5.000%,
10/01/24
No
Opt.
Call
A
518,312
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
AA  
1,017,810
1,140
Missouri
Health
and
Educational
Facilities
Authority,
Health
Facilities
Revenue
Bonds,
BJC
Health
System,
Series
2021B,
4.000%,
5/01/51,
(Mandatory
Put
5/01/26)
No
Opt.
Call
AA  
1,151,560
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
638,919
665
4.000%,
11/01/23
No
Opt.
Call
Baa2
658,496
Nuveen
Short
Term
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
232
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Missouri
(continued)
$
475
Missouri
Health
and
Educational
Facilities
Authority,
Health
Facilities
Revenue
Bonds,
CoxHealth,
Series
2015A,
5.000%,
11/15/25
No
Opt.
Call
A2  
$
493,753
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
6/01/23)
12/22
at
100.00
AA-  
401,128
250
Missouri
Health
and
Educational
Facilities
Authority,
Revenue
Bonds,
Lake
Regional
Health
System,
Series
2021,
5.000%,
2/15/26
No
Opt.
Call
BBB+  
256,278
260
Missouri
Health
and
Educational
Facilities
Authority,
Revenue
Bonds,
Lutheran
Senior
Services
Projects,
Series
2016B,
5.000%,
2/01/25
No
Opt.
Call
BBB  
263,739
285
Missouri
Health
and
Educational
Facilities
Authority,
Revenue
Bonds,
Wright
Memorial
Hospital,
Series
2019,
5.000%,
9/01/23
No
Opt.
Call
BBB-  
287,340
Missouri
State
University,
Auxiliary
Enterprise
System
Revenue
Bonds,
Series
2019A:
135
5.000%,
10/01/22
No
Opt.
Call
A+
135,000
230
5.000%,
10/01/23
No
Opt.
Call
A+
233,841
225
5.000%,
10/01/24
No
Opt.
Call
A+
231,410
500
Nixa
Public
Schools,
Missouri,
Certificates
of
Participation,
Series
2021,
4.000%,
4/01/24
No
Opt.
Call
A  
503,965
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+  
1,309,105
150
Plaza
at
Noah's
Ark
Community
Improvement
District,
Saint
Charles,
Missouri,
Tax
Increment
and
Improvement
District
Revenue
Bonds,
Series
2021,
3.000%,
5/01/23
No
Opt.
Call
N/R  
148,574
275
Rock
Creek
Public
Sewer
District,
Missouri,
Certificates
of
Participation,
Series
2021,
3.000%,
4/01/25
No
Opt.
Call
A+  
268,889
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
727,146
630
5.000%,
11/15/26
11/25
at
100.00
N/R
631,354
Saint
Louis,
Missouri,
Airport
Revenue
Bonds,
Lambert-St.
Louis
International
Airport,
Refunding
Series
2022:
500
5.000%,
7/01/24,
(AMT)
No
Opt.
Call
A2
510,005
1,120
5.000%,
7/01/25,
(AMT)
No
Opt.
Call
A2
1,151,102
1,170
5.000%,
7/01/26,
(AMT)
No
Opt.
Call
A2
1,207,475
4,845
Springfield,
Missouri,
Public
Utility
Revenue
Bonds,
Refunding
Series
2015,
3.250%,
8/01/27
8/25
at
100.00
AA+  
4,803,672
325
St.
Charles,
Missouri,
Certificates
of
Participation,
Refunding
Series
2020B,
4.000%,
2/01/24
No
Opt.
Call
Aa3  
327,431
30,650
Total
Missouri
30,769,531
Montana
-
0.1%
500
Montana
State,
General
Obligation
Bonds,
Series
2020C,
2.000%,
8/01/23
No
Opt.
Call
Aa1
493,510
Nebraska
-
0.5%
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-
116,892
125
5.000%,
11/15/24
No
Opt.
Call
AA-
128,658
175
5.000%,
11/15/25
No
Opt.
Call
AA-
181,596
233
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Nebraska
(continued)
$
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
11/15/25)
8/25
at
100.00
AA-  
$
3,772,003
4,050
Total
Nebraska
4,199,149
Nevada
-
1.0%
775
Clark
County,
Nevada,
Airport
Revenue
Bonds,
Junior
Subordinate
Lien
Notes
Series
2021B,
5.000%,
7/01/23,
(AMT)
No
Opt.
Call
A1  
782,657
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  
5,149,500
1,390
Clark
County,
Nevada,
Pollution
Control
Revenue
Bonds,
Nevada
Power
Company
Project,
Refunding
Series
2017,
1.650%,
1/01/36,
(Mandatory
Put
3/31/23)
No
Opt.
Call
A+  
1,376,448
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
295,314
365
2.000%,
6/01/25
No
Opt.
Call
N/R
338,501
7,830
Total
Nevada
7,942,420
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
AA
303,123
400
5.000%,
5/01/24
No
Opt.
Call
AA
410,388
700
Total
New
Hampshire
713,511
New
Jersey
-
4.8%
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  
7,077,420
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
7/01/24)
4/24
at
100.87
AA-  
1,289,925
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  
6,517,030
New
Jersey
Higher
Education
Student
Assistance
Authority,
Student
Loan
Revenue
Bonds,
Refunding
Senior
Series
2022A:
500
5.000%,
12/01/24,
(AMT)
No
Opt.
Call
Aa1
512,720
600
5.000%,
12/01/25,
(AMT)
No
Opt.
Call
Aa1
621,270
New
Jersey
State,
General
Obligation
Bonds,
Covid-19
Emergency
Series
2020A:
6,115
5.000%,
6/01/25
No
Opt.
Call
A3
6,358,560
2,220
5.000%,
6/01/26
No
Opt.
Call
A3
2,330,556
5,000
New
Jersey
State,
General
Obligation
Bonds,
Various
Purpose
Series
2021,
2.000%,
6/01/25
No
Opt.
Call
A3  
4,726,750
3,000
New
Jersey
Transportation
Trust
Fund
Authority,
Federal
Highway
Reimbursement
Revenue
Notes,
Series
2018A,
5.000%,
6/15/23
No
Opt.
Call
A+  
3,028,680
1,000
New
Jersey
Transportation
Trust
Fund
Authority,
Transportation
System
Bonds,
Series
2019A,
5.000%,
12/15/24
No
Opt.
Call
Baa1  
1,023,740
Nuveen
Short
Term
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
234
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
New
Jersey
(continued)
$
2,210
New
Jersey
Transportation
Trust
Fund
Authority,
Transportation
System
Bonds,
Series
2021A,
5.000%,
6/15/25
No
Opt.
Call
Baa1  
$
2,266,488
1,685
Tobacco
Settlement
Financing
Corporation,
New
Jersey,
Tobacco
Settlement
Asset-Backed
Bonds,
Series
2018A,
5.000%,
6/01/23
No
Opt.
Call
A  
1,703,636
37,090
Total
New
Jersey
37,456,775
New
Mexico
-
1.1%
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  
1,201,185
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
6/01/24)
No
Opt.
Call
BBB  
5,171,318
2,500
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  
2,589,625
9,105
Total
New
Mexico
8,962,128
New
York
-
1.8%
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+
400,984
500
5.000%,
12/01/23
No
Opt.
Call
BBB+
508,135
600
5.000%,
12/01/24
No
Opt.
Call
BBB+
610,650
1,375
Nassau
Health
Care
Corporation,
New
York,
County
Guaranteed
Revenue
Bonds,
Series
2009,
5.000%,
8/01/24
No
Opt.
Call
A+  
1,414,023
2,475
New
York
City,
New
York,
General
Obligation
Bonds,
Fiscal
2021
Series
A-1,
5.000%,
8/01/24
No
Opt.
Call
AA  
2,554,101
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
7/03/23)
No
Opt.
Call
A-  
2,971,320
3,000
New
York
State
Environmental
Facilities
Corporation,
State
Clean
Water
and
Drinking
Water
Revolving
Funds
Revenue
Bonds,
New
York
City
Municipal
Water
Finance
Authority
Projects-Second
Resolution
Bonds,
Subordinated
SRF
Series
2022A,
5.000%,
6/15/25
No
Opt.
Call
Aaa  
3,143,220
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  
1,225,125
1,230
Port
Authority
of
New
York
and
New
Jersey,
Consolidated
Revenue
Bonds,
Two
Hundred
Twenty-Six
Series
2021,
5.000%,
10/15/25,
(AMT)
No
Opt.
Call
Aa3  
1,270,639
13,790
Total
New
York
14,098,197
North
Carolina
-
2.7%
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
12/02/24)
No
Opt.
Call
AA-  
4,113,640
1,745
North
Carolina
Central
University,
General
Revenue
Bonds,
Refunding
Series
2016,
5.000%,
10/01/23
No
Opt.
Call
A3  
1,769,028
250
North
Carolina
Medial
Care
Commission,
Health
Care
Facilities
Revenue
Bonds,
Rex
Healthcare,
Series
2020A,
5.000%,
7/01/24
No
Opt.
Call
AA-  
256,875
11,075
North
Carolina
Medical
Care
Commission,
Hospital
Revenue
Bonds,
CaroMont
Health
A/K/A
Gaston
Health,
Series
2021A,
5.000%,
2/01/51,
(Mandatory
Put
2/01/26)
2/26
at
100.00
AA-  
11,521,212
235
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
North
Carolina
(continued)
$
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  
$
3,048,036
500
University
of
North
Carolina,
Charlotte,
General
Revenue
Bonds,
Refunding
Series
2017A,
5.000%,
10/01/24
No
Opt.
Call
Aa3  
515,705
20,560
Total
North
Carolina
21,224,496
North
Dakota
-
0.9%
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  
835,724
2,305
City
of
Horace,
North
Dakota,
Temporary
Refunding
Improvement
Bonds,
Series
2022A,
3.250%,
8/01/24
8/23
at
100.00
N/R  
2,270,771
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
278,443
215
5.000%,
12/01/25
No
Opt.
Call
Baa2
221,330
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  
1,244,016
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  
286,541
West
Fargo,
North
Dakota,
General
Obligation
Bonds,
Refunding
Improvement
Series
2020A:
750
2.000%,
5/01/24
No
Opt.
Call
A1
725,077
500
4.000%,
5/01/25
No
Opt.
Call
A1
506,580
500
4.000%,
5/01/26
No
Opt.
Call
A1
508,460
6,965
Total
North
Dakota
6,876,942
Ohio
-
3.0%
1,440
Akron,
Bath
and
Copley
Joint
Township
Hospital
District,
Ohio,
Hospital
Revenue
Bonds,
Children's
Hospital
Medical
Center,
Refunding
Series
2022A,
5.000%,
11/15/25
No
Opt.
Call
AA-  
1,501,603
845
Butler
County,
Ohio,  Hospital
Facilities
Revenue
Bonds,
UC
Health,
Refunding
Series
2017,
4.000%,
11/15/22
No
Opt.
Call
A  
845,549
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
A1  
1,114,288
Cleveland,
Ohio,
Airport
System
Revenue
Bonds,
Series
2018A:
1,500
5.000%,
1/01/25,
(AMT)
No
Opt.
Call
A2
1,534,650
2,000
5.000%,
1/01/26,
(AMT)
No
Opt.
Call
A
2,056,560
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
155,828
125
5.000%,
7/01/26
No
Opt.
Call
A3
131,171
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  
744,187
1,335
Hamilton
County,
Ohio,
General
Obligation
Bonds,
Parking
Facilities,
Limited
Tax
Series
2021A,
5.000%,
12/01/25
No
Opt.
Call
Aa2  
1,407,544
Nuveen
Short
Term
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
236
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Ohio
(continued)
$
2,425
Kent
State
University,
Ohio,
General
Receipts
Bonds,
Series
2016,
5.000%,
5/01/26
No
Opt.
Call
Aa3  
$
2,550,009
600
Miami
University
of
Ohio,
General
Receipts
Revenue
Bonds,
Refunding
Series
2021A,
5.000%,
9/01/24
No
Opt.
Call
AA  
619,446
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+
383,835
700
5.000%,
8/01/25
No
Opt.
Call
A+
724,150
1,250
5.000%,
8/01/26
No
Opt.
Call
A+
1,303,400
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
10/01/24)
No
Opt.
Call
BBB+  
1,629,955
800
Ohio
State,
Capital
Facilities
Lease-Appropriation
Bonds,
Administrative
Building
Fund
Projects,
Series
2021A,
5.000%,
4/01/25
No
Opt.
Call
AA  
833,928
5,665
Ohio
State,
Hospital
Revenue
Bonds,
University
Hospitals
Health
System,
Inc.,
Series
2018D,
5.000%,
1/15/39,
(Mandatory
Put
9/15/23)
No
Opt.
Call
A  
5,755,583
360
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  
370,512
23,920
Total
Ohio
23,663,054
Oklahoma
-
0.1%
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+
1,092,285
Oregon
-
0.6%
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+
304,029
500
5.000%,
6/15/24
No
Opt.
Call
AA+
515,595
350
5.000%,
6/15/26
No
Opt.
Call
AA+
371,332
450
Oregon
Facilities
Authority,
Revenue
Bonds,
Samaritan
Health
Services
Project,
Refunding
Series
2020A,
5.000%,
10/01/24
No
Opt.
Call
BBB+  
460,467
300
Oregon
Facilities
Authority,
Revenue
Bonds,
Samaritan
Health
Services,
Refunding
Series
2016A,
5.000%,
10/01/25
No
Opt.
Call
BBB+  
309,030
2,375
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+  
2,350,989
4,275
Total
Oregon
4,311,442
Pennsylvania
-
1.6%
1,625
Geisinger
Authority,
Montour
County,
Pennsylvania,
Health
System
Revenue
Bonds,
Geisinger
Health
System,
Series
2020B,
5.000%,
4/01/43,
(Mandatory
Put
2/15/27)
8/26
at
100.00
AA-  
1,705,779
835
Hollidaysburg
Area
School
District,
Blair
County,
Pennsylvania,
General
Obligation
Bonds,
Series
2021,
4.000%,
3/15/25
No
Opt.
Call
Aa3  
849,328
237
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Pennsylvania
(continued)
Northern
York
County
School
District,
Pennsylvania,
General
Obligation
Bonds,
Notes
Series
2021A:
$
1,125
4.000%,
11/15/23
No
Opt.
Call
AA-
$
1,132,549
1,135
4.000%,
11/15/25
No
Opt.
Call
AA-
1,154,908
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
7/01/24)
No
Opt.
Call
A-  
295,786
465
Pennsylvania
State
University,
Revenue
Bonds,
Series
2020E,
5.000%,
3/01/24
No
Opt.
Call
Aa1  
476,960
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
553,817
300
4.000%,
9/01/24
-
AGM
Insured
No
Opt.
Call
AA
303,363
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+  
6,110,820
12,340
Total
Pennsylvania
12,583,310
Puerto
Rico
-
0.9%
Puerto
Rico,
General
Obligation
Bonds,
Restructured
Series
2022A-1:
2,000
5.250%,
7/01/23
No
Opt.
Call
N/R
2,009,380
4,736
5.375%,
7/01/25
No
Opt.
Call
N/R
4,785,397
6,736
Total
Puerto
Rico
6,794,777
South
Carolina
-
0.8%
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  
2,209,396
875
Rock
Hill,
South
Carolina,
Combined
Utility
System
Revenue
Bonds,
Series
2016,
5.000%,
1/01/27
1/26
at
100.00
A  
914,996
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
10/01/25)
No
Opt.
Call
AA-  
3,409,239
6,375
Total
South
Carolina
6,533,631
South
Dakota
-
0.3%
295
Sioux
Falls,
South
Dakota,
Health
Facilities
Revenue
Bonds,
Dow
Rummel
Village
Project,
Series
2017,
3.100%,
11/01/22
No
Opt.
Call
BB  
294,537
1,940
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-  
1,982,777
2,235
Total
South
Dakota
2,277,314
Tennessee
-
1.1%
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+  
103,757
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+  
1,314,297
5,655
Tennergy
Corporation,
Tennessee,
Gas
Revenue
Bonds,
Series
2019A,
5.000%,
2/01/50,
(Mandatory
Put
10/01/24)
7/24
at
100.58
Aa2  
5,775,621
Nuveen
Short
Term
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
238
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Tennessee
(continued)
The
Tennessee
Energy
Acquisition
Corporation,
Gas
Revenue
Bonds,
Commodity
Project,  Series
2021A:
$
250
5.000%,
11/01/22
No
Opt.
Call
A2
$
250,170
250
5.000%,
11/01/23
No
Opt.
Call
A2
252,108
250
5.000%,
11/01/24
No
Opt.
Call
A2
253,492
275
5.000%,
11/01/25
No
Opt.
Call
A2
280,044
8,090
Total
Tennessee
8,229,489
Texas
-
10.8%
5,000
Austin,
Texas,
Airport
System
Revenue
Bonds,
Refunding
Series
2019,
5.000%,
11/15/23,
(AMT)
No
Opt.
Call
A1  
5,074,050
1,000
Austin,
Texas,
Airport
System
Revenue
Bonds,
Series
2019B,
5.000%,
11/15/22,
(AMT)
No
Opt.
Call
A1  
1,001,770
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
1,182,720
775
5.000%,
4/01/24,
(AMT)
No
Opt.
Call
AA
786,787
500
5.000%,
4/01/25,
(AMT)
No
Opt.
Call
AA
510,970
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+  
1,566,842
1,065
Comal
Independent
School
District,
Comal,
Bexar,
Guadalupe,
Hays,
and
Kendall
Counties,
Texas,
General
Obligation
Bonds,
Series
2022,
5.000%,
2/01/26
No
Opt.
Call
Aaa  
1,124,289
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+  
2,010,848
1,000
Dallas-Fort
Worth
International
Airport,
Texas,
Joint
Revenue
Bonds,
Refunding
Series
2013E,
5.000%,
11/01/22,
(AMT)
No
Opt.
Call
A1  
1,001,090
2,000
Dallas-Fort
Worth
International
Airport,
Texas,
Joint
Revenue
Bonds,
Refunding
Series
2014D,
5.000%,
11/01/22,
(AMT)
No
Opt.
Call
A+  
2,002,180
2,500
Dallas-Fort
Worth
International
Airport,
Texas,
Joint
Revenue
Bonds,
Refunding
Series
2020A,
5.000%,
11/01/24
No
Opt.
Call
A1  
2,581,575
2,030
El
Paso,
Texas,
Airport
Revenue
Bonds,
El
Paso
International
Airport
Series
2018,
5.000%,
8/15/23,
(AMT)
No
Opt.
Call
A  
2,053,690
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  
4,581,440
735
Friendswood,
Galveston
and
Harris
Counties,
Texas,
General
Obligation
Bonds,
Refunding
&
Improvement
Series
2021,
4.000%,
3/01/25
No
Opt.
Call
AA+  
746,062
1,900
Frisco
Independent
School
District,
Collin
and
Denton
Counties,
Texas,
General
Obligation
Bonds,
Refunding
&
School
Building
Series
2002,
0.000%,
8/15/24
No
Opt.
Call
Aaa  
1,778,666
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+  
5,023,650
6,920
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
12/01/24)
9/24
at
101.10
A+  
7,112,030
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
12/01/26)
9/26
at
101.02
A+  
8,348,880
1,685
Harris
County
Cultural
Education
Facilities
Finance
Corporation,
Texas,
Hospital
Revenue
Bonds,
Texas
Childrens
Hospital,
Series
2019B,
5.000%,
10/01/41,
(Mandatory
Put
10/01/24)
No
Opt.
Call
AA  
1,730,394
239
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Texas
(continued)
$
4,210
Houston,
Texas,
Airport
System
Revenue
Bonds,
Refunding
&
Subordinate
Lien
Series
2018C,
5.000%,
7/01/23,
(AMT)
No
Opt.
Call
AA  
$
4,252,858
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  
5,040,850
850
Hunt
Memorial
Hospital
District,
Hunt
County,
Texas,
General
Obligation
Bonds,
Refunding
&
Improvment
Series
2020,
5.000%,
2/15/26
No
Opt.
Call
A2  
877,812
1,635
Lake
Dallas
Independent
School
District,
Denton
County,
Texas,
General
Obligation
Bonds,
School
Building
Series
2001,
0.000%,
8/15/24
No
Opt.
Call
Aaa  
1,530,017
400
Lake
Houston
Redevelopment
Authority,
Texas,
Tax
Increment
Contract
Revenue
Bonds,
Series
2021,
5.000%,
9/01/25
No
Opt.
Call
BBB-  
403,944
1,235
Laredo
Independent
School
District,
Webb
County,
Texas,
General
Obligation
Bonds,
Refunding
Series
2021,
4.000%,
8/01/25
No
Opt.
Call
AAA  
1,255,933
Leander,
Texas,
General
Obligation
Bonds,
Refunding
Series
2020:
500
5.000%,
8/15/23
No
Opt.
Call
AA
507,845
525
5.000%,
8/15/25
No
Opt.
Call
AA
549,302
740
Love
Field
Airport
Modernization
Corporation,
Texas,
General
Airport
Revenue
Bonds,
Series
2017,
5.000%,
11/01/24,
(AMT)
No
Opt.
Call
A1  
757,871
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+  
1,040,240
850
Lubbock
Water
and
Wastewater
System,
Texas,
Revenue
Bonds,
Refunding
Series
2020B,
5.000%,
2/15/25
No
Opt.
Call
AA-  
883,694
640
Lumberton
Independent
School
District,
Hardin
County,
Texas,
General
Obligation
Bonds,
School
Building
Series
2021,
4.000%,
2/15/24
No
Opt.
Call
Aaa  
647,565
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
9/01/23)
No
Opt.
Call
A-  
437,805
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-  
1,169,132
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-  
2,843,344
Port
Arthur,
Texas,
Combination
Tax
and
Revenue
Certificates
of
Obligation,
Series
2021:
565
5.000%,
2/15/23
-
BAM
Insured
No
Opt.
Call
AA
568,718
250
5.000%,
2/15/24
-
BAM
Insured
No
Opt.
Call
AA
255,457
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  
283,412
5,400
Texas
Municipal
Gas
Acquisition
and
Supply
Corporation
III,
Gas
Supply
Revenue
Bonds,
Refunding
Series
2021,
5.000%,
12/15/24
No
Opt.
Call
A3  
5,471,334
Texas
Water
Development
Board:
500
5.000%,
4/15/24
(WI/DD,
Settling
10/13/22)
No
Opt.
Call
N/R
513,340
1,885
5.000%,
10/15/24
(WI/DD,
Settling
10/13/22)
No
Opt.
Call
N/R
1,950,881
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  
1,038,710
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+  
1,010,670
Nuveen
Short
Term
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
240
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Texas
(continued)
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
$
354,354
465
5.000%,
8/15/24
No
Opt.
Call
N/R
476,444
82,985
Total
Texas
84,339,465
Utah
-
1.6%
6,000
Salt
Lake
City,
Utah,
Airport
Revenue
Bonds,
International
Airport
Series
2018A,
5.000%,
7/01/23,
(AMT)
No
Opt.
Call
A  
6,061,500
2,190
Salt
Lake
City,
Utah,
Airport
Revenue
Bonds,
International
Airport
Series
2021A,
5.000%,
7/01/25,
(AMT)
No
Opt.
Call
A2  
2,250,816
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
335,077
350
4.000%,
10/15/23
No
Opt.
Call
AA
352,300
1,120
Utah
County,
Utah,
Hospital
Revenue
Bonds,
IHC
Health
Services
Inc.,
Series
2020B-1,
5.000%,
5/15/60,
(Mandatory
Put
8/01/24)
2/24
at
102.15
AA+  
1,151,584
1,555
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+  
1,627,074
500
Utah
Infrastructure
Agency,
Telecommunications
Revenue
Bonds,
Series
2021,
3.000%,
10/15/23
No
Opt.
Call
BBB-  
491,025
12,050
Total
Utah
12,269,376
Virgin
Islands
-
0.4%
Matching
Fund
Special
Purpose
Securitization
Corporation,
Virgin
Islands,
Revenue
Bonds,
Series
2022A:
1,000
5.000%,
10/01/25
No
Opt.
Call
N/R
1,026,390
1,645
5.000%,
10/01/26
No
Opt.
Call
N/R
1,689,596
2,645
Total
Virgin
Islands
2,715,986
Virginia
-
2.7%
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-  
869,898
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  
1,773,849
1,150
Fairfax
County
Industrial
Development
Authority,
Virginia,
Healthcare
Revenue
Bonds,
Inova
Health
System,
Refunding
Series
2022,
5.000%,
5/15/25
No
Opt.
Call
Aa2  
1,196,575
5,650
Gloucester
County
Industrial
Development
Authority,
Virginia,
Solid
Waste
Disposal
Revenue
Bonds,
Waste
Management
Disposal
Services
of
Virginia,
Inc
Project,
Variable
Rate
Series
2003A,
3.000%,
9/01/38,
(AMT),
(Mandatory
Put
5/01/23)
No
Opt.
Call
A-  
5,621,863
10,000
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  
10,565,600
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
5/31/24)
No
Opt.
Call
A2  
661,579
20,095
Total
Virginia
20,689,364
241
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Washington
-
2.5%
$
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+  
$
1,520,790
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  
1,403,592
1,955
King
County,
Washington,
Sewer
Revenue
Bonds,
Refunding
Junior
Lien
Series
2020A,
0.625%,
1/01/32,
(Mandatory
Put
1/01/24)
7/23
at
100.00
AA  
1,856,781
3,360
Port
of
Seattle,
Washington,
Revenue
Bonds,
Intermediate
Lien
Series
2015C,
5.000%,
4/01/24,
(AMT)
No
Opt.
Call
AA-  
3,428,208
2,000
Port
of
Seattle,
Washington,
Revenue
Bonds,
Intermediate
Lien
Series
2019,
5.000%,
4/01/24,
(AMT)
No
Opt.
Call
AA-  
2,040,600
2,150
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+  
2,178,058
5,000
Washington
Health
Care
Facilities
Authority,
Revenue
Bonds,
CommonSpirit
Health,
Series
2019B-2,
5.000%,
8/01/49,
(Mandatory
Put
8/01/25)
2/25
at
100.00
BBB+  
5,098,300
2,000
Washington
State,
General
Obligation
Bonds,
Various
Purpose
Series
2013D,
5.000%,
2/01/23
No
Opt.
Call
Aaa  
2,012,780
19,335
Total
Washington
19,539,109
Wisconsin
-
5.0%
1,850
Howard-Suamico
School
District,
Brown
County,
Wisconsin,
General
Obligation
Bonds,
School
Building
&
Improvement
Series
2021,
5.000%,
3/01/25
No
Opt.
Call
AA  
1,920,300
Kenosha,
Wisconsin,
General
Obligation
Promissory
Notes
Series
2020A:
350
2.000%,
5/01/23
No
Opt.
Call
AA
346,518
625
2.000%,
5/01/25
No
Opt.
Call
AA
590,787
1,250
Kenosha,
Wisconsin,
General
Obligation
Promissory
Notes
Series
2021B,
1.000%,
10/01/25
No
Opt.
Call
AA  
1,119,450
400
Milwaukee,
Wisconsin,
Sewerage
System
Revenue
Bonds,
Green
Series
2021S2,
5.000%,
6/01/26
No
Opt.
Call
A1  
420,624
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
1,515,375
600
5.000%,
4/01/26
No
Opt.
Call
Aa2
632,724
570
Oshkosh,
Wisconsin,
Sewer
System
Revenue
Bonds,
Series
2021E,
4.000%,
5/01/25
No
Opt.
Call
Aa3  
578,345
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
301,092
200
5.000%,
1/01/24
No
Opt.
Call
A
203,404
400
5.000%,
1/01/26
No
Opt.
Call
A
413,892
300
Public
Finance
Authority
of
Wisconsin,
Hospital
Revenue
Bonds,
Carson
Valley
Medical
Center,
Series
2021A,
3.000%,
12/01/26
No
Opt.
Call
BB+  
276,657
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+
714,749
325
5.000%,
6/01/26
No
Opt.
Call
A+
339,482
Nuveen
Short
Term
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
242
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Wisconsin
(continued)
$
1,375
Public
Finance
Authority
of
Wisconsin,
Pollution
Control
Revenue
Bonds,
Duke
Energy
Progress
Project,
Refunding
Series
2022A-2,
3.300%,
10/01/46,
(Mandatory
Put
10/01/26)
No
Opt.
Call
A  
$
1,346,703
Racine
Unified
School
District,
Racine
County,
Wisconsin,
General
Obligation
Bonds,
Refunding
Series
2021:
200
2.000%,
4/01/23
No
Opt.
Call
Aa3
198,540
475
2.000%,
4/01/24
No
Opt.
Call
Aa3
463,762
600
2.000%,
4/01/25
No
Opt.
Call
Aa3
572,400
250
Racine,
Racine
County,
Wisconsin,
General
Obligation
Bonds,
Refunding
Series
2020B,
4.000%,
12/01/24
No
Opt.
Call
AA-  
253,055
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-  
1,850,683
1,360
Wisconsin
Health
and
Educational
Facilities
Authority,
Revenue
Bonds,
Mercy
Alliance,
Inc.,
Series
2012,
5.000%,
6/01/27
10/22
at
100.00
A3  
1,360,938
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
444,683
455
5.000%,
10/01/26
No
Opt.
Call
N/R
465,724
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
1/25/23)
No
Opt.
Call
AA  
3,734,652
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
1/31/24)
No
Opt.
Call
AA  
3,220,750
250
Wisconsin
Health
and
Educational
Facilities
Authority,
Wisconsin,
Revenue
Bonds,
Agnesian
HealthCare,
Inc.,
Series
2017,
5.000%,
7/01/26
No
Opt.
Call
A+  
260,740
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+
76,366
100
5.000%,
12/01/24
No
Opt.
Call
A+
103,131
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+  
108,013
2,070
Wisconsin
Health
and
Educational
Facilities
Authority,
Wisconsin,
Revenue
Bonds,
Froedtert
Health,
Inc.
Obligated
Group,
Series
2017A,
5.000%,
4/01/25
No
Opt.
Call
AA  
2,140,214
7,845
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-  
8,151,661
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
124,821
160
4.000%,
1/01/24
No
Opt.
Call
N/R
158,749
210
4.000%,
1/01/25
No
Opt.
Call
N/R
206,894
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
417,234
460
2.250%,
7/01/26
No
Opt.
Call
N/R
413,071
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
BBB-  
344,736
243
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Wisconsin
(continued)
$
455
Wisconsin
Health
and
Educational
Facilities
Authority,
Wisconsin,
Revenue
Bonds,
Saint
John's
Communities
Inc.,
Series
2018A,
4.000%,
9/15/23,
(ETM)
No
Opt.
Call
BBB-  (4)
$
457,917
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  
1,682,181
50
Wisconsin
State,
General
Obligation
Bonds,
Refunding
Series
2021-2,
5.000%,
5/01/25
No
Opt.
Call
AA+  
52,173
1,300
Wisconsin
State,
Master
Lease
Certificates
of
Participation,
Series
2021A,
4.000%,
9/01/25
No
Opt.
Call
Aa2  
1,324,206
38,900
Total
Wisconsin
39,307,396
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
716,000
$
739,239
Total
Municipal
Bonds
(cost
$777,199,797)
747,916,638
Shares
Description
(1)
Value
X
1,665,564
COMMON
STOCKS
-
0.2%
X
1,665,564
Independent
Power
and
Renewable
Electricity
Producers
-
0.2%
22,152
Energy
Harbor
Corp
(6),(7),(8)
$
1,665,564
Total
Common
Stocks
(cost
$751,144)
1,665,564
Total
Long-Term
Investments
(cost
$777,950,941)
749,582,202
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
SHORT-TERM
INVESTMENTS
-
 3.2% 
24,730,000
MUNICIPAL
BONDS
-
3.1%
X
24,730,000
Illinois
-
0.7%
$
5,930
Illinois
Finance
Authority,
Revenue
Bonds,
Northshore
University
HealthSystem,
Series
2020C,
2.950%,
8/15/49,
(Mandatory
Put
9/30/2022)
(9)
9/22
at
100.00
Aa3
$
5,930,000
Minnesota
-
1.3%
3,000
Minneapolis,
Minnesota,
Health
Care
System
Revenue
Bonds,
Fairview
Health
Services,
Series
2018A,
2.750%,
11/15/48,
(Mandatory
Put
9/30/2022)
(9)
9/22
at
100.00
AA+
3,000,000
7,000
Minneapolis,
Minnesota,
Health
Care
System
Revenue
Bonds,
Fairview
Health
Services,
Variable
Rate
Demand
Series
2018B,
2.300%,
11/15/48,
(Mandatory
Put
10/7/2022)
(9)
9/22
at
100.00
AA+
7,000,000
10,000
Total
Minnesota
10,000,000
New
York
-
0.6%
5,000
New
York
City
Housing
Development
Corporation,
New
York,
Multifamily
Housing
Revenue
Bonds,
Sustainable
Development
Series
2020I-3,
2.550%,
11/01/60,
(Mandatory
Put
10/7/2022)
(9)
9/22
at
100.00
Aa2
5,000,000
Virginia
-
0.5%
3,800
Loudoun
County
Industrial
Development
Authority,
Virginia,
Revenue
Bonds,
Howard
Hughes
Medical
Institute,
Variable
Rate
Demand
Obligations,
Series
2003B,
2.450%,
2/15/38,
(Mandatory
Put
10/7/2022)
(9)
10/22
at
100.00
AAA
3,800,000
Total
Short-Term
Investments
(cost
$24,730,000)
24,730,000
Total
Investments
(cost
$802,680,941
)
-
99.0%
774,312,202
Other
Assets
Less
Liabilities
-   1.0%
7,432,881
Net
Assets
-
100%
$
781,745,083
Nuveen
Short
Term
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
September
30,
2022
(Unaudited)
244
(1)
All
percentages
shown
in
the
Portfolio
of
Investments
are
based
on
net
assets.
(2)
Optional
Call
Provisions:
Dates
(month
and
year)
and
prices
of
the
earliest
optional
call
or
redemption.
There
may
be
other
call
provisions
at
varying
prices
at
later
dates.
Certain
mortgage-backed
securities
may
be
subject
to
periodic
principal
paydowns.
(3)
For
financial
reporting
purposes,
the
ratings
disclosed
are
the
highest
of
Standard
&
Poor’s
Group
(“Standard
&
Poor’s”),
Moody’s
Investors
Service,
Inc.
(“Moody’s”)
or
Fitch,
Inc.
(“Fitch”)rating.
This
treatment
of
split-rated
securities
may
differ
from
that
used
for
other
purposes,
such
as
for
Fund
investment
policies.
Ratings
below
BBB
by
Standard
&
Poor’s,
Baa
by
Moody’sor
BBB
by
Fitch
are
considered
to
be
below
investment
grade.
Holdings
designated
N/R
are
not
rated
by
any
of
these
national
rating
agencies.
(4)
Backed
by
an
escrow
or
trust
containing
sufficient
U.S.
Government
or
U.S.
Government
agency
securities,
which
ensure
the
timely
payment
of
principal
and
interest.
(5)
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
WI/DD
Purchased
on
a
when-issued
or
delayed
delivery
basis.
See
accompanying
notes
to
financial
statements
Statement
of
Assets
and
Liabilities
September
30,
2022
(Unaudited)
See
accompanying
notes
to
financial
statements.
245
All-American
Intermediate
Duration
Limited
Term
Short
Term
Assets
Long-term
investments,
at
value
†
$
5,643,915,278‌
$
7,997,704,444‌
$
7,444,334,041‌
$
749,582,202‌
Short-term
investments,
at
value
◊
–‌
–‌
1,470,000‌
24,730,000‌
Cash
56,831,074‌
10,308,441‌
–‌
2,716,730‌
Cash
collateral
at
brokers
for
investments
in
futures
contracts
(1)
19,327,574‌
–‌
–‌
–‌
Receivable
for
interest
82,698,759‌
94,276,361‌
79,911,913‌
9,529,822‌
Receivable
for
investments
sold
62,500,208‌
49,708,721‌
65,436,712‌
10,255,000‌
Receivable
for
shares
sold
14,416,854‌
40,889,786‌
17,751,014‌
1,956,143‌
Receivable
for
variation
margin
on
futures
contracts
3,766,984‌
–‌
–‌
–‌
Other
assets
782,641‌
1,130,032‌
701,681‌
135,271‌
Total
assets
5,884,239,372‌
8,194,017,785‌
7,609,605,361‌
798,905,168‌
Liabilities
Borrowings
–‌
37,100,000‌
1,900,000‌
–‌
Cash
overdraft
–‌
–‌
6,567,992‌
–‌
Floating
rate
obligations
288,605,000‌
–‌
–‌
–‌
Payable
for
dividends
3,580,560‌
5,338,740‌
1,932,405‌
235,722‌
Payable
for
interest
9,162,780‌
–‌
–‌
–‌
Payable
for
investments
purchased
-
regular
settlement
49,086,635‌
29,223,671‌
36,470,493‌
8,000,000‌
Payable
for
investments
purchased
-
when-issued/delayed-delivery
settlement
27,486,312‌
12,544,814‌
83,685,163‌
3,506,148‌
Payable
for
shares
redeemed
22,499,673‌
37,683,142‌
27,392,730‌
4,833,191‌
Accrued
expenses:
Management
fees
1,858,456‌
2,666,912‌
2,116,679‌
258,998‌
Director/Trustees
fees
687,147‌
947,184‌
609,428‌
57,658‌
12b-1
distribution
and
service
fees
568,517‌
188,232‌
274,280‌
57,807‌
Other
1,289,052‌
1,700,000‌
1,698,520‌
210,561‌
Total
liabilities
404,824,132‌
127,392,695‌
162,647,690‌
17,160,085‌
Commitments
and
contingencies
(as
disclosed
in
Note
8)
Net
assets
$
5,479,415,240‌
$
8,066,625,090‌
$
7,446,957,671‌
$
781,745,083‌
†
Long-term
investments,
cost
$
6,172,692,443‌
$
8,637,680,516‌
$
7,782,369,429‌
$
777,950,941‌
◊
Short-term
investments,
cost
$
—‌
$
—‌
$
1,470,000‌
$
24,730,000‌
Statement
of
Assets
and
Liabilities
(Unaudited)
(continued)
See
accompanying
notes
to
financial
statements.
246
All-American
Intermediate
Duration
Limited
Term
Short
Term
Class
A
Shares
Net
Assets
$
2,322,940,394‌
$
871,936,084‌
$
1,328,300,889‌
$
280,948,220‌
Shares
outstanding
239,057,837‌
103,534,555‌
126,044,488‌
29,242,983‌
Net
asset
value
("NAV")
per
share
$
9.72‌
$
8.42‌
$
10.54‌
$
9.61‌
Maximum
sales
charge
4.20%
3.00%
2.50%
2.50%
Offering
price
per
share
(NAV
per
share
plus
maximum
sales
charge)
$
10.15‌
$
8.68‌
$
10.81‌
$
9.86‌
Class
C
Shares
Net
Assets
$
201,773,596‌
$
44,958,071‌
$
57,726,638‌
$
13,767,504‌
Shares
outstanding
20,756,247‌
5,336,096‌
5,499,295‌
1,438,368‌
NAV
and
offering
price
per
share
$
9.72‌
$
8.43‌
$
10.50‌
$
9.57‌
Class
R6
Shares
Net
Assets
$
118,071,254‌
$
—‌
$
—‌
$
—‌
Shares
outstanding
12,085,973‌
—‌
—‌
—‌
NAV
and
offering
price
per
share
$
9.77‌
$
—‌
$
—‌
$
—‌
Class
I
Shares
Net
Assets
$
2,836,629,996‌
$
7,149,730,935‌
$
6,060,930,144‌
$
487,029,359‌
Shares
outstanding
290,541,394‌
846,322,899‌
577,340,986‌
50,627,480‌
NAV
and
offering
price
per
share
$
9.76‌
$
8.45‌
$
10.50‌
$
9.62‌
Fund
level
net
assets
consist
of:
Capital
paid-in
$
6,684,681,346‌
$
8,824,405,670‌
$
7,854,420,147‌
$
814,137,223‌
Total
distributable
earnings
(loss)
(
1,205,266,106‌
)
(
757,780,580‌
)
(
407,462,476‌
)
(
32,392,140‌
)
Fund
level
net
assets
$
5,479,415,240‌
$
8,066,625,090‌
$
7,446,957,671‌
$
781,745,083‌
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
derivatives.
Statement
of
Operations
September
30,
2022
(Unaudited)
See
accompanying
notes
to
financial
statements.
247
All-American
Intermediate
Duration
Limited
Term
Short
Term
Investment
Income
Interest
$
133,745,483‌
$
126,307,449‌
$
72,499,992‌
$
6,306,639‌
Total
Investment
Income
133,745,483‌
126,307,449‌
72,499,992‌
6,306,639‌
Expenses
–
–
–
–
Management
fees
12,577,457‌
16,963,873‌
13,303,635‌
1,550,458‌
12b-1
service
fees
-
Class
A
Shares
2,616,021‌
920,990‌
1,433,539‌
288,775‌
12b-1
distribution
and
service
fees
-
Class
C
Shares
1,150,277‌
255,875‌
322,315‌
66,940‌
Shareholder
servicing
agent
fees
1,272,521‌
1,820,302‌
1,852,087‌
137,277‌
Interest
expense
5,271,819‌
262,228‌
197,102‌
5,242‌
Custodian
expenses,
net
253,176‌
268,375‌
248,161‌
57,260‌
Director/Trustees
fees
102,784‌
143,024‌
128,870‌
11,894‌
Professional
fees
136,476‌
118,133‌
116,380‌
45,047‌
Shareholder
reporting
expenses
119,642‌
103,702‌
150,105‌
17,605‌
Federal
and
state
registration
fees
140,592‌
144,745‌
138,151‌
68,171‌
Other
28,466‌
38,242‌
31,092‌
7,318‌
Total
expenses
23,669,231‌
21,039,489‌
17,921,437‌
2,255,987‌
Net
investment
income
(loss)
110,076,252‌
105,267,960‌
54,578,555‌
4,050,652‌
Realized
and
Unrealized
Gain
(Loss)
Net
realized
gain
(loss)
from
investments
(
570,467,393‌
)
(
67,972,183‌
)
(
34,051,074‌
)
(
1,962,339‌
)
Net
realized
gain
(loss)
from
futures
contracts
23,191,506‌
—‌
—‌
—‌
Change
in
net
unrealized
appreciation
(depreciation)
of
investments
(
378,769,330‌
)
(
586,532,306‌
)
(
260,209,791‌
)
(
15,238,908‌
)
Change
in
net
unrealized
appreciation
(depreciation)
of
futures
contracts
52,823,971‌
—‌
—‌
—‌
Net
realized
and
unrealized
gain
(loss)
(
873,221,246‌
)
(
654,504,489‌
)
(
294,260,865‌
)
(
17,201,247‌
)
Net
increase
(decrease)
in
net
assets
from
operations
$
(
763,144,994‌
)
$
(
549,236,529‌
)
$
(
239,682,310‌
)
$
(
13,150,595‌
)
Statement
of
Changes
in
Net
Assets
See
accompanying
notes
to
financial
statements.
248
All-American
Intermediate
Duration
Unaudited
Six
Months
Ended
9/30/22
Year
Ended
3/31/22
Unaudited
Six
Months
Ended
9/30/22
Year
Ended
3/31/22
Operations
Net
investment
income
(loss)
$
110,076,252‌
$
244,170,032‌
$
105,267,960‌
$
214,707,654‌
Net
realized
gain
(loss)
from
investments
(570,467,393‌)
(62,213,863‌)
(67,972,183‌)
(22,256,218‌)
Net
realized
gain
(loss)
from
futures
contracts
23,191,506‌
—‌
—‌
—‌
Change
in
net
unrealized
appreciation
(depreciation)
of
investments
(378,769,330‌)
(677,950,463‌)
(586,532,306‌)
(549,491,857‌)
Change
in
net
unrealized
appreciation
(depreciation)
of
futures
contracts
52,823,971‌
–‌
–‌
–‌
Net
increase
(decrease)
in
net
assets
from
operations
(763,144,994‌)
(495,994,294‌)
(549,236,529‌)
(357,040,421‌)
Distributions
to
Shareholders
Dividends:
Class
A
Shares
(41,506,413‌)
(93,283,733‌)
(9,245,838‌)
(18,613,900‌)
Class
C
Shares
(2,651,089‌)
(5,871,404‌)
(299,654‌)
(656,752‌)
Class
C2
Shares
(1)
–‌
(37,474‌)
–‌
(9,476‌)
Class
R6
Shares
(2,323,964‌)
(4,471,700‌)
–‌
–‌
Class
I
Shares
(58,512,514)
(137,308,881)
(87,925,921)
(192,776,361)
Decrease
in
net
assets
from
distributions
to
shareholders
(104,993,980‌)
(240,973,192‌)
(97,471,413‌)
(212,056,489‌)
Fund
Share
Transactions
Proceeds
from
sale
of
shares
1,413,787,260‌
2,294,145,641‌
3,385,592,555‌
3,213,521,580‌
Proceeds
from
shares
issued
to
shareholders
due
to
reinvestment
of
distributions
81,242,929‌
186,486,554‌
66,343,852‌
135,212,575‌
1,495,030,189‌
2,480,632,195‌
3,451,936,407‌
3,348,734,155‌
Cost
of
shares
redeemed
(2,834,886,147‌)
(1,913,841,196‌)
(4,520,394,549‌)
(3,350,407,484‌)
Net
increase
(decrease)
in
net
assets
from
Fund
share
transactions
(1,339,855,958‌)
566,790,999‌
(1,068,458,142‌)
(1,673,329‌)
Net
increase
(decrease)
in
net
assets
(2,207,994,932‌)
(170,176,487‌)
(1,715,166,084‌)
(570,770,239‌)
Net
assets
at
the
beginning
of
period
7,687,410,172‌
7,857,586,659‌
9,781,791,174‌
10,352,561,413‌
Net
assets
at
the
end
of
period
$
5,479,415,240‌
$
7,687,410,172‌
$
8,066,625,090‌
$
9,781,791,174‌
See
accompanying
notes
to
financial
statements.
249
Limited
Term
Short
Term
Unaudited
Six
Months
Ended
9/30/22
Year
Ended
3/31/22
Unaudited
Six
Months
Ended
9/30/22
Year
Ended
3/31/22
Operations
Net
investment
income
(loss)
$
54,578,555‌
$
102,431,297‌
$
4,050,652‌
$
7,287,696‌
Net
realized
gain
(loss)
from
investments
(34,051,074‌)
(7,615,557‌)
(1,962,339‌)
(997,395‌)
Change
in
net
unrealized
appreciation
(depreciation)
of
investments
(260,209,791‌)
(313,709,310‌)
(15,238,908‌)
(26,205,670‌)
Net
increase
(decrease)
in
net
assets
from
operations
(239,682,310‌)
(218,893,570‌)
(13,150,595‌)
(19,915,369‌)
Distributions
to
Shareholders
Dividends:
Class
A
Shares
(6,933,240‌)
(16,544,081‌)
(1,268,211‌)
(2,354,754‌)
Class
C
Shares
(58,303‌)
(187,654‌)
(7,829‌)
(6,846‌)
Class
C2
Shares
(1)
–‌
(15,191‌)
–‌
(2,454‌)
Class
I
Shares
(38,930,378)
(83,485,428)
(2,548,801)
(4,839,142)
Decrease
in
net
assets
from
distributions
to
shareholders
(45,921,921‌)
(100,232,354‌)
(3,824,841‌)
(7,203,196‌)
Fund
Share
Transactions
Proceeds
from
sale
of
shares
1,931,715,829‌
3,224,814,549‌
365,073,084‌
374,520,037‌
Proceeds
from
shares
issued
to
shareholders
due
to
reinvestment
of
distributions
34,673,329‌
73,943,165‌
2,559,644‌
4,828,736‌
1,966,389,158‌
3,298,757,714‌
367,632,728‌
379,348,773‌
Cost
of
shares
redeemed
(2,688,756,921‌)
(2,396,478,264‌)
(306,366,721‌)
(431,939,802‌)
Net
increase
(decrease)
in
net
assets
from
Fund
share
transactions
(722,367,763‌)
902,279,450‌
61,266,007‌
(52,591,029‌)
Net
increase
(decrease)
in
net
assets
(1,007,971,994‌)
583,153,526‌
44,290,571‌
(79,709,594‌)
Net
assets
at
the
beginning
of
period
8,454,929,665‌
7,871,776,139‌
737,454,512‌
817,164,106‌
Net
assets
at
the
end
of
period
$
7,446,957,671‌
$
8,454,929,665‌
$
781,745,083‌
$
737,454,512‌
(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
250
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
2023(e)
$
11.08
$
0.17
$
(
1.36
)
$
(
1.19
)
$
(
0.17
)
$
—
$
(
0.17
)
$
9.72
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
2023(e)
11.08
0.13
(
1.37
)
(
1.24
)
(
0.12
)
—
(
0.12
)
9.72
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
2023(e)
11.14
0.19
(
1.38
)
(
1.19
)
(
0.18
)
—
(
0.18
)
9.77
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
2023(e)
11.13
0.19
(
1.38
)
(
1.19
)
(
0.18
)
—
(
0.18
)
9.76
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.
(e)
Unaudited.  For
the
six
months
ended
September
30,
2022.
(f)
Annualized.
See
accompanying
notes
to
financial
statements.
251
Ratio/Supplemental
Data
Ratios
to
Average
Net
Assets
Total
Return(b)
Ending
Net
Assets
(000)
Expenses
Including
Interest(c)
Expenses
Excluding
Interest
NII
(Loss)
Portfolio
Turnover
Rate(d)
(
10
.86‌
)
%
$
2,322,940
0
.81‌
%
(f)
0
.65‌
%
(f)
3
.31‌
%
(f)
25‌
%
(
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
(
11
.24‌
)
201,774
1
.61‌
(f)
1
.45‌
(f)
2
.51‌
(f)
25‌
(
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
(
10
.77‌
)
118,071
0
.58‌
(f)
0
.42‌
(f)
3
.54‌
(f)
25‌
(
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
(
10
.79‌
)
2,836,630
0
.61‌
(f)
0
.45‌
(f)
3
.54‌
(f)
25‌
(
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
252
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
2023(f)
$
9.05
$
0.10
$
(0.64)
$
(0.54)
$
(0.09)
$
—
$
(0.09)
$
8.42
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
2023(f)
9.06
0.06
(0.64)
(0.58)
(0.05)
—
(0.05)
8.43
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
2023(f)
9.08
0.11
(0.64)
(0.53)
(0.10)
—
(0.10)
8.45
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.
(f)
Unaudited.  For
the
six
months
ended
September
30,
2022.
(g)
Annualized.
See
accompanying
notes
to
financial
statements.
253
Ratio/Supplemental
Data
Ratios
to
Average
Net
Assets
Total
Return(b)
Ending
Net
Assets
(000)
Expenses
Including
Interest(c),(d)
Expenses
Excluding
Interest(c)
NII
(Loss)(c)
Portfolio
Turnover
Rate(e)
(6.02‌)
%
$
871,936
0.65‌
%
(g)
0.65‌
%
(g)
2.21‌
%
(g)
8‌
%
(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
(6.40‌)
44,958
1.45‌
(g)
1.45‌
(g)
1.40‌
(g)
8‌
(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
(5.88‌)
7,149,731
0.45‌
(g)
0.45‌
(g)
2.40‌
(g)
8‌
(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
254
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
2023(e)
$
10.92
$
0.07
$
(
0.40
)
$
(
0.33
)
$
(
0.05
)
$
—
$
—
$
(
0.05
)
$
10.54
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
2023(e)
10.88
0.02
(
0.39
)
(
0.37
)
(
0.01
)
—
—
(
0.01
)
10.50
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
2023(e)
10.88
0.08
(
0.40
)
(
0.32
)
(
0.06
)
—
—
(
0.06
)
10.50
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.
(e)
Unaudited.  For
the
six
months
ended
September
30,
2022.
(f)
Annualized.
See
accompanying
notes
to
financial
statements.
255
Ratio/Supplemental
Data
Ratios
to
Average
Net
Assets
Total
Return(b)
Ending
Net
Assets
(000)
Expenses
Including
Interest(c)
Expenses
Excluding
Interest
NII
(Loss)
Portfolio
Turnover
Rate(d)
(
3
.01‌
)
%
$
1,328,301
0
.60‌
%
(f)
0
.60‌
%
(f)
1
.20‌
%
(f)
15‌
%
(
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
.40‌
)
57,727
1
.40‌
(f)
1
.40‌
(f)
0
.40‌
(f)
15‌
(
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
.91‌
)
6,060,930
0
.40‌
(f)
0
.40‌
(f)
1
.40‌
(f)
15‌
(
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
256
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
2023(e)
$
9.82
$
0.05
$
(
0.22
)
$
(
0.17
)
$
(
0.04
)
$
—
$
(
0.04
)
$
9.61
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
2023(e)
9.79
0.01
(
0.22
)
(
0.21
)
(
0.01
)
—
(
0.01
)
9.57
2022
10.15
(
—
)
(g)
(
0.36
)
(
0.36
)
(
—
)
(g)
—
—
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
2023(e)
9.84
0.06
(
0.23
)
(
0.17
)
(
0.05
)
—
(
0.05
)
9.62
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)
Unaudited.  For
the
six
months
ended
September
30,
2022.
(f)
Annualized.
(g)
Value
rounded
to
zero.
See
accompanying
notes
to
financial
statements.
257
Ratio/Supplemental
Data
Ratios
to
Average
Net
Assets
Total
Return(b)
Ending
Net
Assets
(000)
Expenses
Including
Interest(c)
Expenses
Excluding
Interest
NII
(Loss)
Portfolio
Turnover
Rate(d)
(
1
.71‌
)
%
$
280,948
0
.69‌
%
(f)
0
.69‌
%
(f)
0
.93‌
%
(f)
16‌
%
(
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
(
2
.19‌
)
13,768
1
.49‌
(f)
1
.49‌
(f)
0
.14‌
(f)
16‌
(
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
(
1
.71‌
)
487,029
0
.49‌
(f)
0
.49‌
(f)
1
.13‌
(f)
16‌
(
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
258
Notes
to
Financial
Statements
(Unaudited)
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
September
30,
2022,
and
the
period
covered
by
these
Notes
to
Financial
Statements
is
the
six
months
ended
September
30,
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.
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
or
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.
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:
259
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
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.
Fund
Gross
Custodian
Fee
Credits
All-American
$
18,531
Intermediate
Duration
37,258
Limited
Term
41,276
Short
Term
3,971
260
Notes
to
Financial
Statements
(Unaudited)
(continued)
New
Rules
to
Modernize
Fund
Valuation
Framework
Take
Effect
A
new
rule
adopted
by
the
Securities
and
Exchange
Commission
(the
"SEC")
governing
fund
valuation
practices,
Rule
2a-5
under
the
1940
Act,
has
established
requirements
for
determining
fair
value
in
good
faith
for
purposes
of
the
1940
Act.
Rule
2a-5
permits
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
29(a)(41)
of
the
1940
Act,
which
requires
a
fund
to
fair
value
a
security
when
market
quotations
are
not
readily
available.
Separately,
new
SEC
Rule
31a-4
under
the
1940
Act
sets
forth
the
recordkeeping
requirements
associated
with
fair
value
determinations.
The
Funds
adopted
a
valuation
policy
conforming
to
the
new
rules,
effective
September
1,
2022,
and
there
was
no
material
impact
to
the
Funds.
FASB
issues
ASU
2022-03-Fair
Value
Measurement
(Topic
820),
Fair
Value
Measurement
of
Equity
Securities
to
Contractual
Sale
Restrictions
("ASU
2022-03")
In
June
2022,
the
FASB
issued
ASU
2022-03
to
clarify
the
guidance
in
Topic
820,
Fair
Value
Measurement
("Topic
820").
The
amendments
in
ASU
2022-03
affect
all
entities
that
have
investments
in
equity
securities
measured
at
fair
value
that
are
subject
to
a
contractual
sale
restriction.
ASU
2022-
03
(1)
clarifies
the
guidance
in
Topic
820,
when
measuring
the
fair
value
of
an
equity
security
subject
to
contractual
restrictions
that
prohibit
the
sale
of
equity
security,
(2)
amends
a
related
illustrative
example,
and
(3)
introduces
new
disclosure
requirements
for
equity
securities
subject
to
contractual
sale
restrictions
that
are
measured
at
fair
value
in
accordance
with
Topic
820.
For
public
business
entities,
the
amendments
in
ASU
2022-03
are
effective
for
fiscal
years
beginning
after
December
15,
2023,
and
interim
periods
within
those
fiscal
years.
For
all
other
entities,
the
amendments
are
effective
for
fiscal
years
beginning
after
December
15,
2024,
and
interim
periods
within
those
fiscal
years.
Early
adoption
is
permitted
for
both
interim
and
annual
financial
statements
that
have
not
yet
been
issued
or
made
available
for
issuance.
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
Adviser,
subject
to
oversight
of
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
last
reported sales
price
or
official
closing
price 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
reported sales
price
or
official
closing
price
on
the
principal
exchange
where
traded,
and
converted
to
U.S.
dollars
at
the
prevailing
rates
of
exchange
on
the valuation
date.
For
events affecting
the value
of
foreign
securities
between
the
time
when
the
exchange
on
which
they
are
traded
closes
and
the
time
when
the
Funds'
net
assets
are
calculated,
such
securities
will
be
valued
at
fair
value
in
accordance
with
procedures
adoped
by
the
Adviser,
subject
to
the
oversight
of
the
Board. To
the
extent
these
securities
are
actively
traded
and
no
valuation
adjustments
are
applied,
they
are
generally
classified
as
Level
1. When
valuation
adjustments
are
applied
to
the
most
recent
last
sales
price
or
official
closing
price, these
securities
are
generally
classified
as
Level
2.
Prices
of
fixed-income
securities
are
generally
provided
by
pricing
services
approved
by
the
Adviser,
which
is
subject
to
review
by
the
Adviser
and
oversight
of
the
Board. Pricing
services
establish
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,
pricing
services
may
consider
information
about
a
security,
its
issuer
or
market
activity
provided
by
the
Adviser.
These
securities
are
generally
classified
as
Level
2.
Futures
contracts
are
valued
using
the
closing
settlement
price
or,
in
the
absence
of
such
a
price,
the
last
traded
price
and
are
generally
classified
as
Level
1. 
For
any
portfolio
security
or
derivative
for
which
market
quotations
are
not
readily
available
or
for
which
the
Adviser
deems
the
valuations
derived
using
the
valuation
procedures
described
above
not
to
reflect
fair
value,
the
Adviser
will
determine
a
fair
value
in
good
faith
using
alternative
procedures
approved
by
the
Adviser,
subject
to
the
oversight
of
the
Board.
As
a
general
principle,
the
fair
value
of
a
security
is
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
261
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;
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:
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
All-American
Level
1
Level
2
Level
3
Total
Long-Term
Investments*:
Municipal
Bonds
$
–
$
5,588,922,328
$
283,477
**
$
5,589,205,805
Common
Stocks
–
54,076,488
***
–
54,076,488
Corporate
Bonds
–
583,758
–
583,758
Variable
Rate
Senior
Loan
Interests
–
49,227
–
49,227
Investments
in
Derivatives:
Futures
Contracts****
52,823,971
–
–
52,823,971
Total
$
52,823,971
$
5,643,631,801
$
283,477
$
5,696,739,249
Intermediate
Duration
Level
1
Level
2
Level
3
Total
Long-Term
Investments*:
Municipal
Bonds
$
–
$
7,786,830,221
$
20,062
**
$
7,786,850,283
Common
Stocks
–
200,412,787
***
–
200,412,787
Asset-Backed
and
Mortgage-Backed
Securities
–
10,441,374
–
10,441,374
Total
$
–
$
7,997,684,382
$
20,062
$
7,997,704,444
Limited
Term
Level
1
Level
2
Level
3
Total
Long-Term
Investments*:
Municipal
Bonds
$
–
$
7,232,799,069
$
–
$
7,232,799,069
Common
Stocks
–
211,534,972
***
–
211,534,972
Short-Term
Investments:
Municipal
Bonds
–
1,470,000
–
1,470,000
Total
$
–
$
7,445,804,041
$
–
$
7,445,804,041
Short
Term
Level
1
Level
2
Level
3
Total
Long-Term
Investments*:
Municipal
Bonds
$
–
$
747,916,638
$
–
$
747,916,638
Common
Stocks
–
1,665,564
***
–
1,665,564
Short-Term
Investments:
Municipal
Bonds
–
24,730,000
–
24,730,000
Total
$
–
$
774,312,202
$
–
$
774,312,202
*
Refer
to
the
Fund's
Portfolio
of
Investments
for
state
and/or
industry
classifications.
**
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.
****
Represents
net
unrealized
appreciation
(depreciation).
262
Notes
to
Financial
Statements
(Unaudited)
(continued)
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.
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:
Fund
Floating
Rate
Obligations:
Self-
Deposited
Inverse
Floaters
Floating
Rate
Obligations:
Externally-Deposited
Inverse
Floaters
Total
All-American
$
288,605,000
$
—
$
288,605,000
Intermediate
Duration
—
—
—
Limited
Term
—
—
—
Short
Term
—
—
—
Fund
Average
Floating
Rate
Obligations
Outstanding
Average
Annual
Interest
Rate
And
Fees
All-American
$
828,062,696
1
.22
%
Intermediate
Duration
—
—
Limited
Term
—
—
Short
Term
—
—
263
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.
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,
there
were
no
loans
outstanding
under
any
such
facility.
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
but
excluding
derivative
transactions,
where
applicable)
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.
Fund
Maximum
Exposure
to
Recourse
Trusts:
Self-Deposited
Inverse
Floaters
Maximum
Exposure
to
Recourse
Trusts:
Externally-Deposited
Inverse
Floaters
Total
All-American
$
288,605,000
$
—
$
288,605,000
Intermediate
Duration
—
—
—
Limited
Term
—
—
—
Short
Term
—
—
—
Fund
Purchases
Sales
and
Maturities
All-American
$
1,635,190,101
$
3,589,935,543
Intermediate
Duration
727,213,266
1,566,971,331
Limited
Term
1,209,891,651
1,869,319,959
Short
Term
197,724,206
116,309,726
264
Notes
to
Financial
Statements
(Unaudited)
(continued)
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.
Futures
Contracts
Upon
execution
of
a
futures
contract,
a
Fund
is
obligated
to
deposit
cash
or
eligible
securities,
also
known
as
“initial
margin,”
into
an
account
at
its
clearing
broker
equal
to
a
specified
percentage
of
the
contract
amount.
Cash
held
by
the
broker
to
cover
initial
margin
requirements
on
open
futures
contracts,
if
any,
is
recognized
as
“Cash
collateral
at
brokers
for
investments
in
futures
contracts”
on
the
Statement
of
Assets
and
Liabilities.
Investments
in
futures
contracts
obligate
a
Fund
and
the
clearing
broker
to
settle
monies
on
a
daily
basis
representing
changes
in
the
prior
days
“mark-to-market”
of
the
open
contracts.
If
a
Fund
has
unrealized
appreciation
the
clearing
broker
would
credit
the
Fund’s
account
with
an
amount
equal
to
appreciation
and
conversely
if
a
Fund
has
unrealized
depreciation
the
clearing
broker
would
debit
the
Fund’s
account
with
an
amount
equal
to
depreciation.
These
daily
cash
settlements
are
also
known
as
“variation
margin.”
Variation
margin
is
recognized
as
a
receivable
and/or
payable
for
“Variation
margin
on
futures
contracts”
on
the
Statement
of
Assets
and
Liabilities.
During
the
period
the
futures
contract
is
open,
changes
in
the
value
of
the
contract
are
recognized
as
an
unrealized
gain
or
loss
by
“marking-to-
market”
on
a
daily
basis
to
reflect
the
changes
in
market
value
of
the
contract,
which
is
recognized
as
a
component
of
“Change
in
net
unrealized
appreciation
(depreciation)
of
futures
contracts”
on
the
Statement
of
Operations.
When
the
contract
is
closed
or
expired,
a
Fund
records
a
realized
gain
or
loss
equal
to
the
difference
between
the
value
of
the
contract
on
the
closing
date
and
value
of
the
contract
when
originally
entered
into,
which
is
recognized
as
a
component
of
“Net
realized
gain
(loss)
from
futures
contracts”
on
the
Statement
of
Operations.
Risks
of
investments
in
futures
contracts
include
the
possible
adverse
movement
in
the
price
of
the
securities
or
indices
underlying
the
contracts,
the
possibility
that
there
may
not
be
a
liquid
secondary
market
for
the
contracts
and/or
that
a
change
in
the
value
of
the
contract
may
not
correlate
with
a
change
in
the
value
of
the
underlying
securities
or
indices.
During
the
current
fiscal
period,
All-American
managed
the
duration
of
its
portfolio
by
shorting
interest
rate
futures
contracts.
The
average
notional
amount
of
futures
contracts
outstanding
during
the
current
fiscal
period
was
as
follows:
The
following
table
presents
the
fair
value
of
futures
contracts
held
by
the
Fund
as
of
the
end
of
the
reporting
period,
the
location
of
these
instruments
of
the
Statement
of
Assets
and
Liabilities
and
the
primary
underlying
risk
exposure.
The
following
table
presents
the
amount
of
net
realized
gain
(loss)
and
change
in
net
unrealized
appreciation
(depreciation)
recognized
on
futures
contracts
on
the
Statement
of
Operations
during
the
current
fiscal
period,
and
the
primary
underlying
risk
exposure.
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
Fund
Average
notional
amount
of
futures
contracts
outstanding
*
All-American
$
936,789,834
*
The
average
notional
amount
is
calculated
based
on
the
absolute
aggregate
notional
amount
of
contracts
at
the
beginning
of
the
current
fiscal
period
and
at
the
end
of
each
fiscal
quarter
within
the
current
fiscal
period.
Location
on
the
Statement
of
Assets
and
Liabilities
Underlying
Derivative
Asset
Derivatives
(Liability)
Derivatives
Risk
Exposure
Instrument
Location
Value
Location
Value
All-American
Interest
rate
Futures
contracts
Receivable
for
variation
margin
on
futures
contracts*
$  52,823,971
-
-
*
Value
represents
the
cumulative
unrealized
appreciation
(depreciation)
of
futures
contracts
as
reported
in
the
Fund’s
Portfolio
of
Investments
and
not
the
asset
and/or
liability
derivatives
location
as
described
in
the
table
above.
Fund
Underlying
Risk
Exposure
Derivative
Instrument
Net
Realized
Gain
(Loss)
from
Futures
Contracts
Change
in
Net
Unrealized
Appreciation
(Depreciation)
of
Futures
Contracts
All-American
Interest
rate
Future
contracts
$
23,191,506
$
52,823,971
265
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:
Six
Months
Ended
9/30/22
Year
Ended
3/31/22
All-American
Shares
Amount
Shares
Amount
Shares
sold:
Class
A
29,295,732
$302,082,513
56,205,735
$686,889,738
Class
A
-
automatic
conversion
of
Class
C
Shares
26,810
281,687
10,961
131,937
Class
A
-
automatic
conversion
of
Class
C2
Shares
—
—
596,057
7,361,302
Class
C
1,610,728
16,596,520
4,280,919
52,395,291
Class
R6
4,254,569
44,309,263
7,782,649
95,093,960
Class
I
100,685,839
1,050,517,277
118,902,761
1,452,273,413
Shares
issued
to
shareholders
due
to
reinvestment
of
distributions:
Class
A
3,547,626
36,477,238
6,817,019
82,468,230
Class
C
230,535
2,370,980
427,321
5,172,663
Class
C2
(1)
—
—
2,645
32,477
Class
R6
196,131
2,028,241
313,473
3,801,039
Class
I
3,905,104
40,366,470
7,822,565
95,012,145
143,753,074
1,495,030,189
203,162,105
2,480,632,195
Shares
redeemed:
Class
A
(65,592,976)
(679,806,881)
(52,744,723)
(631,683,629)
Class
C
(5,035,861)
(52,076,852)
(4,983,850)
(60,260,597)
Class
C
-
automatic
conversion
to
Class
A
Shares
(26,810)
(281,687)
(10,968)
(131,937)
Class
C2
(1)
—
—
(585,597)
(7,119,866)
Class
C2
-
automatic
conversion
to
Class
A
Shares
—
—
(595,575)
(7,361,302)
Class
R6
(6,679,544)
(69,564,858)
(3,188,302)
(38,061,941)
Class
I
(195,752,169)
(2,033,155,869)
(97,542,195)
(1,169,221,924)
(273,087,360)
(2,834,886,147)
(159,651,210)
(1,913,841,196)
Net
increase
(decrease)
(129,334,286)
$(1,339,855,958)
43,510,895
$566,790,999
(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.
266
Notes
to
Financial
Statements
(Unaudited)
(continued)
Six
Months
Ended
9/30/22
Year
Ended
3/31/22
Intermediate
Duration
Shares
Amount
Shares
Amount
Shares
sold:
Class
A
22,997,091
$201,898,360
21,648,832
$207,239,557
Class
A
-
automatic
conversion
of
Class
C
Shares
2,353
20,719
2,546
24,091
Class
A
-
automatic
conversion
of
Class
C2
Shares
—
—
320,293
3,094,027
Class
C
587,316
5,150,398
727,021
6,982,206
Class
I
361,086,188
3,178,523,078
313,790,143
2,996,181,699
Shares
issued
to
shareholders
due
to
reinvestment
of
distributions:
Class
A
931,598
8,150,130
1,700,655
16,228,772
Class
C
30,865
270,059
60,155
574,801
Class
C2
(1)
—
—
904
8,724
Class
I
6,599,038
57,923,663
12,371,099
118,400,278
392,234,449
3,451,936,407
350,621,648
3,348,734,155
Shares
redeemed:
Class
A
(24,229,568)
(212,384,931)
(20,964,589)
(198,989,525)
Class
C
(1,430,875)
(12,540,491)
(1,486,918)
(14,177,961)
Class
C
-
automatic
conversion
to
Class
A
Shares
(2,353)
(20,719)
(2,546)
(24,091)
Class
C2
(1)
—
—
(152,341)
(1,464,237)
Class
C2
-
automatic
conversion
to
Class
A
Shares
—
—
(319,631)
(3,094,027)
Class
I
(488,508,998)
(4,295,448,408)
(329,733,945)
(3,132,657,643)
(514,171,794)
(4,520,394,549)
(352,659,970)
(3,350,407,484)
Net
increase
(decrease)
(121,937,345)
$(1,068,458,142)
(2,038,322)
$(1,673,329)
(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.
Six
Months
Ended
9/30/22
Year
Ended
3/31/22
Limited
Term
Shares
Amount
Shares
Amount
Shares
sold:
Class
A
16,796,392
$181,210,215
28,723,978
$325,496,307
Class
A
-
automatic
conversion
of
Class
C
Shares
2,340
25,527
2,804
31,725
Class
A
-
automatic
conversion
of
Class
C2
Shares
—
—
764,353
8,705,985
Class
C
701,094
7,519,187
896,216
10,107,903
Class
I
162,222,775
1,742,960,900
255,331,073
2,880,472,629
Shares
issued
to
shareholders
due
to
reinvestment
of
distributions:
Class
A
550,476
5,931,408
1,252,757
14,168,970
Class
C
5,129
55,016
15,228
172,267
Class
C2
(1)
—
—
1,198
13,594
Class
I
2,672,333
28,686,905
5,291,223
59,588,334
182,950,539
1,966,389,158
292,278,830
3,298,757,714
Shares
redeemed:
Class
A
(30,771,042)
(331,866,785)
(32,457,125)
(366,061,973)
Class
C
(1,710,198)
(18,381,879)
(2,256,198)
(25,392,106)
Class
C
-
automatic
conversion
to
Class
A
Shares
(2,348)
(25,527)
(2,814)
(31,725)
Class
C2
(1)
—
—
(414,299)
(4,688,236)
Class
C2
-
automatic
conversion
to
Class
A
Shares
—
—
(765,698)
(8,705,985)
Class
I
(217,941,310)
(2,338,482,730)
(177,537,462)
(1,991,598,239)
(250,424,898)
(2,688,756,921)
(213,433,596)
(2,396,478,264)
Net
increase
(decrease)
(67,474,359)
$(722,367,763)
78,845,234
$902,279,450
(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.
267
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.
As
of
the
end
of
the
reporting
period,
the
aggregate
cost
and
the
net
unrealized
appreciation/(depreciation)
of
all
investments
for
federal
income
tax
purposes
were
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.
As
of
prior
fiscal
period
end,
the
components
of
accumulated
earnings
on
a
tax
basis
were
as
follows:
Six
Months
Ended
9/30/22
Year
Ended
3/31/22
Short
Term
Shares
Amount
Shares
Amount
Shares
sold:
Class
A
14,261,336
$139,111,962
10,567,472
$106,618,757
Class
A
-
automatic
conversion
of
Class
C
Shares
1,056
10,364
84
856
Class
A
-
automatic
conversion
of
Class
C2
Shares
—
—
193,245
1,969,164
Class
C
719,629
6,997,807
278,023
2,784,944
Class
I
22,410,513
218,952,951
25,963,155
263,146,316
Shares
issued
to
shareholders
due
to
reinvestment
of
distributions:
Class
A
116,545
1,136,527
204,589
2,071,588
Class
C
710
6,885
620
6,301
Class
C2
(1)
—
—
207
2,103
Class
I
145,084
1,416,232
271,108
2,748,744
37,654,873
367,632,728
37,478,503
379,348,773
Shares
redeemed:
Class
A
(13,406,550)
(130,948,187)
(15,035,794)
(151,976,150)
Class
C
(543,532)
(5,298,587)
(643,632)
(6,503,006)
Class
C
-
automatic
conversion
to
Class
A
Shares
(1,060)
(10,364)
(85)
(856)
Class
C2
(1)
—
—
(40,970)
(416,944)
Class
C2
-
automatic
conversion
to
Class
A
Shares
—
—
(193,245)
(1,969,164)
Class
I
(17,412,173)
(170,109,583)
(26,799,410)
(271,073,682)
(31,363,315)
(306,366,721)
(42,713,136)
(431,939,802)
Net
increase
(decrease)
6,291,558
$61,266,007
(5,234,633)
$(52,591,029)
(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
$
5,929,977,248
$
80,663,796
$
(
602,505,225
)
$
(
521,841,429
)
Intermediate
Duration
8,633,743,129
172,380,644
(
808,419,329
)
(
636,038,685
)
Limited
Term
7,782,050,430
159,528,244
(
495,774,633
)
(
336,246,389
)
Short
Term
802,677,661
964,452
(
29,329,911
)
(
28,365,459
)
268
Notes
to
Financial
Statements
(Unaudited)
(continued)
As
of
prior
fiscal
period
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.
The
annual
fund-level
fee,
payable
monthly,
for
each
Fund
was
calculated
according
to
the
following
schedule:
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.
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.
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
269
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
September
30,
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:
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
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:
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
.1618%
Intermediate
Duration
0
.1621%
Limited
Term
0
.1587%
Short
Term
0
.1735%
Fund
Temporary
Expense
Cap
Temporary
Expense
Cap
Expiration
Date
Permanent
Expense
Cap
Intermediate
Duration
N/A
N/A
0.75%
N/A
-
Not
Applicable.
270
Notes
to
Financial
Statements
(Unaudited)
(continued)
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:
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: 
Fund
Purchases
Sales
Realized
Gain
(Loss)
All-American
$
2,585,925
$
3,526,990
$
(
361,427
)
Intermediate
Duration
—
—
—
Limited
Term
—
—
—
Short
Term
24,877,197
—
—
Fund
Sales
Charges
Collected
Paid
to
Financial
Intermediaries
All-American
$
998,732
$
971,063
Intermediate
Duration
501,493
492,701
Limited
Term
199,989
194,617
Short
Term
43,195
42,293
Fund
Commission
Advances
All-American
$
864,466
Intermediate
Duration
475,768
Limited
Term
188,353
Short
Term
40,547
Fund
12b-1
Fees
Retained
All-American
$
—
Intermediate
Duration
23,431
Limited
Term
11,569
Short
Term
8,293
Fund
CDSC
Retained
All-American
$
367,644
Intermediate
Duration
85,702
Limited
Term
203,266
Short
Term
93,793
271
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,
$2.700
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
2023
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.
The
Participating
Funds
also
incurred
a
0.05%
upfront
fee
on
the
increased
commitments
from
select
lenders.
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.
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
Maximum
Outstanding
Balance
All-American
$
95,000,000
Intermediate
Duration
105,300,000
Limited
Term
84,200,000
Short
Term
—
Fund
Utilization
Period
(Days
Outstanding)
Average
Daily
Balance
Outstanding
Average
Annual
Interest
Rate
All-American
52
$
43,575,000
2
.38
%
Intermediate
Duration
61
54,083,607
2
.07
Limited
Term
60
34,138,333
2
.33
Short
Term
—
—
—
272
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.
Glossary
of
Terms
Used
in
this
Report
(Unaudited)
273
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
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.
Inverse
Floating
Rate
Securities:
Inverse
floating
rate
securities,
also
known
as
inverse
floater
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
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.
Glossary
of
Terms
Used
in
the
Report
(Unaudited)
(continued)
274
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.
Liquidity
Risk
Management
Program
(Unaudited)
275
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
the
“Funds”)
has
adopted
and
implemented
a
liquidity
risk
management
program
(the
“Program”),
which
is
designed
to
manage
the
Fund’s
liquidity
risk.
The
Program
consists
of
various
protocols
for
assessing
and
managing
each
Fund’s
liquidity
risk.
The
Funds’
Board
of
Directors
or
Trustees
previously
designated
Nuveen
Fund
Advisors,
LLC,
the
Funds’
investment
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
(the
LOSC”).
The
LOSC
is
composed
of
personnel
from
the
adviser
and
Teachers
Advisors,
LLC,
an
affiliate
of
the
adviser.
At
a
May
23-25,
2022
meeting
of
the
Board,
the
Administrator
provided
the
Board
with
a
written
report
addressing
the
Program’s
operation,
adequacy
and
effectiveness
of
implementation
for
calendar
year
2021
(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,
the
LMAT
assesses
each
Fund’s
liquidity
risk
no
less
frequently
than
annually
based
on
various
factors,
such
as
(1)
the
Fund’s
investment
strategy
and
the
liquidity
of
portfolio
investments,
(ii)
cash
flow
projections,
and
(ii)
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
Fund
portfolio
investment
is
classified
into
one
of
four
liquidity
categories
(including
the
most
liquid,
“Highly
Liquid”,
and
the
least
liquid,
“lliquid”,
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,
and
use
third-
party
vendor
data.
Any
Fund
that
does
not
primarily
hold
highly
liquid
investments
must,
among
other
things,
determine
a
minimum
percentage
of
Fund
assets
that
must
be
invested
in
highly
liquid
investments
(a
“Highly
Liquid
Investment
Minimum”).
During
the
Review
Period,
California
High
Yield
Municipal
Bond
Fund
determined
that
it
would
hold
a
minimum
of
25%
of
its
assets
in
highly
liquid
investments,
and
it
maintained
at
least
that
amount
during
the
Review
Period.
All
of
the
other
Funds
in
this
Report
primarily
held
highly
liquid
investments
and
therefore
were
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
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,
no
Fund
exceeded
the
15%
limit
on
Illiquid
investment.
276
Annual
Investment
Management
Agreement
Approval
Process
(Unaudited)
At
a
meeting
held
on
May
23-25,
2022
(the
“May
Meeting”),
the
Board
of
Directors
or
Trustees,
as
applicable
(the
“Board”
and
each
Director
or
Trustee,
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
for
an
additional
one-year
term.
As
the
Board
is
comprised
of
all
Independent
Board
Members,
the
references
to
the
Board
and
the
Independent
Board
Members
are
interchangeable.
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.”
The
Board
has
established
various
standing
committees
composed
of
various
Independent
Board
Members
that
are
assigned
specific
responsibilities
to
enhance
the
effectiveness
of
the
Board’s
oversight
and
decision
making.
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
the
Board’s
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
Nuveen
funds;
management
of
distributions;
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/or
portfolio
teams,
when
feasible.
The
Board
further
meets,
among
other
things,
to
specifically
consider
the
annual
renewal
of
the
advisory
agreements
for
the
Nuveen
funds.
In
connection
with
its
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
review
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
2021
(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/or
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
in
2021
and
2022
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.
The
Board’s
review
of
the
advisory
agreements
for
the
Nuveen
funds
is
based
on
all
the
information
provided
to
the
Board
and
its
committees
throughout
the
year
as
well
as
the
information
prepared
specifically
with
respect
to
the
annual
review
of
such
advisory
agreements.
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
13-14,
2022
(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
and/or
its
investment
teams.
At
the
April
Meeting,
the
Board
Members
asked
questions
and
requested
additional
information
that
was
provided
for
the
May
Meeting.
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,
including
guidance
from
court
cases
evaluating
advisory
fees.
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
to
the
Board
and
its
committees
throughout
the
year
as
well
as
the
materials
prepared
specifically
in
connection
with
the
renewal
process.
Each
Board
Member
may
have
attributed
different
levels
of
importance
to
the
various
factors
and
information
considered
in
connection
with
the
approval
process
and
may
place
different
emphasis
on
the
relevant
information
year
to
year
in
light
of,
among
other
things,
changing
market
and
economic
conditions.
A
summary
of
the
principal
factors
and
information,
but
not
all
the
factors,
the
Board
considered
in
deciding
to
renew
the
Advisory
Agreements
is
set
forth
below.
277
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,
market
and
other
developments.
The
Board
accordingly
considered
the
Adviser’s
dedication
of
extensive
resources,
time,
people
and
capital
employed
to
support
and
manage
the
Nuveen
funds
as
well
as
the
Adviser’s
continued
program
of
developing
improvements
and
innovations
for
the
benefit
of
the
funds
and
shareholders
and
to
meet
the
ever
increasing
regulatory
requirements
applicable
to
the
funds.
In
this
regard,
the
Board
received
and
reviewed
information
regarding,
among
other
things,
the
Adviser’s
investment
oversight
responsibilities,
regulatory
and
compliance
services,
administrative
duties
and
other
services.
The
Board
considered
the
Adviser’s
investment
oversight
team’s
extensive
services
in
overseeing
the
various
sub-advisers
to
the
Nuveen
funds;
evaluating
fund
performance;
and
preparing
reports
to
the
Board
addressing,
among
other
things,
fund
performance,
market
conditions,
investment
team
matters,
product
developments
and
management
proposals.
The
Board
further
recognized
the
range
of
services
the
various
teams
of
the
Adviser
provided
including,
but
not
limited
to,
overseeing
operational
and
risk
management;
managing
liquidity;
overseeing
the
daily
valuation
process;
and
managing
distributions
in
seeking
to
deliver
long-term
fund
earnings
to
shareholders
consistent
with
the
respective
Nuveen
fund’s
product
design
and
positioning.
The
Board
also
considered
the
structure
of
investment
personnel
compensation
of
each
Fund
Adviser
and
whether
the
structure
provides
appropriate
incentives
to
attract
and
maintain
qualified
personnel
and
to
act
in
the
best
interests
of
the
respective
Nuveen
fund.
The
Board
further
recognized
that
the
Adviser’s
compliance
and
regulatory
functions
were
integral
to
the
investment
management
of
the
Nuveen
funds.
The
Board
recognized
such
services
included,
but
were
not
limited
to,
managing
compliance
policies;
monitoring
compliance
with
applicable
policies,
law
and
regulations;
devising
internal
compliance
programs
and
a
framework
to
review
and
assess
compliance
programs;
overseeing
sub-adviser
compliance
testing;
preparing
compliance
training
materials;
and
responding
to
regulatory
requests.
The
Board
further
considered
information
regarding
the
Adviser’s
business
continuity
and
disaster
recovery
plans
as
well
as
information
regarding
its
information
security
program,
including
presentations
of
such
program
provided
at
a
site
visit
in
2022,
to
help
identify
and
manage
information
security
risks.
In
addition
to
the
above
functions,
the
Board
considered
that
the
Adviser
also
provides,
among
other
things,
fund
administration
services
(such
as
preparing
fund
tax
returns
and
other
tax
compliance
services;
preparing
regulatory
filings;
interacting
with
the
Nuveen
funds’
independent
public
accountants
and
overseeing
other
service
providers;
and
managing
fund
budgets
and
expenses);
product
management
services
(such
as
evaluating
and
enhancing
products
and
strategies);
legal
services
(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);
and
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).
The
Board
also
considered
the
quality
of
support
services
and
communications
the
Adviser
provided
the
Board,
including,
in
part,
organizing
and
administrating
Board
meetings
and
supporting
Board
committees;
preparing
regular
and
ad
hoc
reports
on
fund
performance,
market
conditions
and
investment
team
matters;
providing
due
diligence
reports
addressing
product
development
and
management
proposals;
and
coordinating
site
visits
of
the
Board
and
presentations
by
investment
teams
and
senior
management.
In
addition
to
the
services
provided,
the
Board
considered
the
financial
resources
of
the
Adviser
and
its
affiliates
and
their
willingness
to
make
investments
in
the
technology,
personnel
and
infrastructure
to
support
the
Nuveen
funds,
including
maintaining
a
seed
capital
budget
to
support
new
or
existing
funds
and/or
facilitate
changes
for
a
respective
fund.
Further,
the
Board
noted
the
benefits
to
shareholders
of
investing
in
a
fund
that
is
a
part
of
a
large
fund
complex
with
a
variety
of
investment
disciplines,
capabilities,
expertise
and
resources
available
to
navigate
and
support
the
Nuveen
funds
including
during
stressed
times.
The
Board
recognized
the
overall
reputation
and
capabilities
of
the
Adviser
and
its
affiliates,
the
Adviser’s
continuing
commitment
to
provide
high
quality
services,
its
willingness
to
implement
operational
or
organizational
changes
in
seeking,
among
other
things,
to
enhance
efficiencies
and
services
to
the
Nuveen
funds
and
its
responsiveness
to
the
Board’s
questions
and/or
concerns
raised
throughout
the
year
and
during
the
annual
review
of
advisory
agreements.
The
Board
also
considered
the
significant
risks
borne
by
the
Adviser
and
its
affiliates
in
connection
with
their
services
to
the
Nuveen
funds,
including
entrepreneurial
risks
in
sponsoring
new
funds
and
ongoing
risks
with
managing
the
funds
such
as
investment,
operational,
reputational,
regulatory,
compliance
and
litigation
risks.
In
evaluating
services,
the
Board
reviewed
various
highlights
of
the
initiatives
the
Adviser
and
its
affiliates
have
undertaken
or
continued
in
2021
and
2022
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
and
create
a
more
cohesive
market
approach
and
centralized
shared
support
model
(including
through
the
consolidation
of
certain
affiliated
sub-advisers)
in
seeking
to
operate
more
effectively
and
enhance
the
research
capabilities
and
services
to
the
Nuveen
funds;
278
Annual
Investment
Management
Agreement
Approval
Process
(Unaudited)
(continued)
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;
soft
closing
certain
funds;
modifying
the
conversion
periods
on
certain
share
classes;
and
evaluating
and
adjusting
portfolio
management
teams
as
appropriate
for
various
funds;
Capital
Initiatives
–
continuing
to
invest
capital
to
support
new
Nuveen
funds
with
initial
capital
as
well
as
to
support
existing
funds;
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
with
a
focus
on
environmental,
social
and
governance
(“ESG”)
controls
and
processes,
increase
operating
efficiencies,
implement
enhancements
to
strengthen
ongoing
execution
of
key
compliance
program
elements,
support
international
business
growth
and
facilitate
integration
of
Nuveen’s
operating
model;
Investment
Oversight
–
preparing
reports
to
the
Board
addressing,
among
other
things,
fund
performance;
market
conditions;
investment
team
matters;
product
developments;
changes
to
mandates,
policies
and
benchmarks;
and
other
management
proposals
as
well
as
preparing
and
coordinating
investment
presentations
to
the
Board;
Risk
Management
and
Valuation
Services
–
continuing
to
oversee
and
manage
risk
including,
among
other
things,
conducting
ongoing
calculations
and
monitoring
of
risk
measures
across
the
Nuveen
funds,
instituting
investment
risk
controls,
providing
risk
reporting
throughout
Nuveen,
participating
in
internal
oversight
committees,
dedicating
the
resources
and
time
to
develop
the
processes
necessary
to
help
address
fund
compliance
with
the
new
derivatives
rule
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,
maintain
the
valuation
policies
and
procedures,
facilitate
valuation
committee
meetings,
manage
relationships
with
pricing
vendors,
prepare
relevant
valuation
reports
and
design
methods
to
simplify
and
enhance
valuation
workflow
within
the
organization
and
implement
processes
and
procedures
to
help
address
compliance
with
the
new
valuation
rule
applicable
to
the
funds;
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
that
seeks
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
Distribution
Management
Services
–
continuing
to
manage
the
distributions
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.
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
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
the
broader
perspective
of
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,
2021
and
March
31,
2022.
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
279
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.
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
or
other
significant
changes
to
their
investment
strategies
or
policies
since
March
2019,
the
Board
reviewed
certain
tracking
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);
differences
in
the
composition
of
the
Performance
Peer
Group
over
time;
and
differences
in
the
types
and/or
levels
of
any
leverage
and
related
costs
with
that
of
the
Performance
Peer
Group
would
all
necessarily
contribute
to
differences
in
performance
results
and
limit
the
value
of
the
comparative
information.
Further,
the
Board
recognized
the
inherent
limitations
in
comparing
the
performance
of
an
actively
managed
fund
to
a
benchmark
index
due
to
the
fund’s
pursuit
of
an
investment
strategy
that
does
not
directly
follow
the
index.
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
which
may
include,
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
had
recognized
the
recent
periods
in
2022
of
general
market
volatility
and
underperformance.
In
their
review
from
year
to
year,
the
Board
Members
consider
and
may
place
different
emphasis
on
the
relevant
information
in
light
of
changing
circumstances
in
market
and
economic
conditions.
Further,
the
Board
recognized
that
the
market
and
economic
conditions
may
significantly
impact
a
fund’s
performance,
particularly
over
shorter
periods,
and
such
performance
may
be
more
reflective
of
such
economic
or
market
events
and
not
necessarily
reflective
of
management
skill.
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
has
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
and
ranked
in
the
first
quartile
of
its
Performance
Peer
Group
for
the
one-,
three-
and
five-year
periods
ended
December 31,
2021.
Although
the
Fund’s
performance
was
below
the
performance
of
its
benchmark
for
the
one-
and
three-year
periods
ended
March 31,
2022
and
the
Fund
ranked
in
the
fourth
quartile
of
its
Performance
Peer
Group
for
the
one-year
period
ended
March 31,
2022,
the
Fund
outperformed
its
benchmark
for
the
five-year
period
ended
March 31,
2022
and
ranked
in
the
second
quartile
of
its
Performance
Peer
Group
for
the
three-year
period
and
first
quartile
for
the
five-year
period
ended
March 31,
2022.
Based
on
its
review,
the
Board
was
generally
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
three-year
period
ended
December 31,
2021,
the
Fund
outperformed
its
benchmark
for
the
one-
and
five-year
periods
ended
December 31,
2021.
The
Fund
also
ranked
in
the
second
quartile
of
its
Performance
Peer
Group
for
the
one-
and
three-year
periods
ended
December 31,
2021
and
first
quartile
for
the
five-year
period
ended
December 31,
2021.
In
addition,
although
the
Fund’s
performance
was
below
the
performance
of
its
benchmark
for
the
three-year
period
ended
March 31,
2022,
the
Fund
outperformed
its
benchmark
for
the
one-
and
five-year
periods
ended
March 31,
2022
and
ranked
in
the
second
quartile
of
its
Performance
Peer
Group
for
the
one-year
period
and
first
quartile
for
the
three-
and
five-year
periods
ended
March 31,
2022.
Based
on
its
review,
the
Board
was
generally
satisfied
with
the
Fund’s
overall
performance.
For
Nuveen
Limited
Term
Municipal
Bond
Fund
(the
“Limited
Term
Fund”),
the
Board
noted
that
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
December 31,
2021
and
March 31,
2022.
Based
on
its
review,
the
Board
was
generally
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,
2021,
the
Fund
ranked
in
the
second
quartile
of
its
Performance
Peer
Group
for
the
one-
and
three-year
periods
ended
December 31,
2021
and
third
quartile
for
the
five-year
period
ended
December 31,
2021.
Further,
although
the
Fund’s
performance
was
below
the
performance
of
its
benchmark
for
the
one-,
three-
and
five-year
periods
ended
March 31,
2022,
the
Fund
ranked
in
the
third
quartile
of
its
Performance
Peer
Group
for
such
periods.
Based
on
its
review,
the
Board
was
generally
satisfied
with
the
Fund’s
overall
performance.
280
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
a
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
take
these
limitations
and
differences
into
account
when
reviewing
comparative
peer
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
$72.5
million
and
fund-level
breakpoints
reduced
fees
by
approximately
$89.1
million
in
2021.
Further,
fee
caps
and
waivers
for
all
applicable
Nuveen
funds
saved
approximately
an
additional
$13.6
million
in
fees
for
shareholders
in
2021.
With
respect
to
the
Sub-Adviser,
the
Board
also
considered,
among
other
things,
the
sub-advisory
fee
schedule
paid
to
the
Sub-Adviser
in
light
of
the
sub-advisory
services
provided
to
the
respective
Fund
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
had
a
net
management
fee
and
a
net
expense
ratio
that
were
below
the
respective
peer
average;
(b)
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
(c)
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,
exchange-traded
funds
(“ETFs”)
sub-advised
by
the
Sub-Adviser
that
are
offered
by
another
fund
complex,
municipal
managed
accounts
offered
by
an
unaffiliated
adviser
and
private
limited
partnerships
offered
by
Nuveen.
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
certain
ETFs
offered
outside
the
Nuveen
family.
281
In
considering
the
fee
data
of
other
clients,
the
Board
recognized,
among
other
things,
that
differences
in
the
amount,
type
and
level
of
services
provided
to
the
Nuveen
funds
relative
to
other
types
of
clients
as
well
as
any
differences
in
portfolio
investment
policies,
the
types
of
assets
managed
and
related
complexities
in
managing
such
assets,
the
entrepreneurial
and
other
risks
associated
with
a
particular
strategy,
investor
profiles,
account
sizes
and
regulatory
requirements
will
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
these
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.
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
2021
and
2020.
The
Board
reviewed,
among
other
things,
the
net
margins
(pre-tax)
for
Nuveen
Investments,
Inc.
(“Nuveen
Investments”),
the
gross
and
net
revenue
margins
(pre-
and
post-tax
and
excluding
distribution)
and
the
revenues,
expenses
and
net
income
(pre-
and
post-tax
and
before
distribution
expenses)
of
Nuveen
Investments
from
the
Nuveen
funds
only;
and
comparative
profitability
data
comparing
the
operating
margins
of
Nuveen
Investments
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.
The
Board
also
reviewed
the
revenues,
expenses
and
operating
margin
(pre-
and
post-tax)
the
Adviser
derived
from
its
ETF
product
line
for
the
2021
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
overhead/shared
service
expenses,
TIAA
(defined
below)
corporate-wide
overhead
expenses
and
partially
fund
related
expenses
to
the
Nuveen
complex
and
its
affiliates
and
to
further
allocate
such
expenses
between
the
Nuveen
fund
and
non-fund
businesses.
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
2021,
and
the
net
revenue
margins
derived
from
the
Nuveen
funds
(pre-tax
and
including
and
excluding
distribution)
and
total
company
margins
from
Nuveen
Investments
compared
to
the
firm-wide
adjusted
operating
margins
of
the
peers
for
each
calendar
year
from
2012
to
2021.
The
Board
had
also
appointed
four
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
to
report
to
the
full
Board.
In
its
evaluation,
the
Board,
however,
recognized
that
other
reasonable
and
valid
allocation
methodologies
could
be
employed
and
could
lead
to
significantly
different
results.
The
Independent
Board
Members
also
reviewed
a
summary
of
the
key
drivers
that
affected
Nuveen’s
revenues
and
expenses
impacting
profitability
in
2021
versus
2020.
In
reviewing
the
comparative
peer
data
noted
above,
the
Board
considered
that
the
operating
margins
of
Nuveen
Investments
compared
favorably
to
the
peer
group
range
of
operating
margins;
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
2021
and
2020
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.
The
Board
also
noted
the
reinvestments
Nuveen,
its
parent
and/or
other
affiliates
made
into
its
business
through,
among
other
things,
the
investment
of
seed
capital
in
certain
Nuveen
funds
and
continued
investments
in
enhancements
to
technological
capabilities.
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
to
the
respective
funds
for
the
calendar
years
ended
December
31,
2021
and
December
31,
2020.
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
years
ending
December
31,
2021
and
December
31,
2020
and
the
pre-
and
post-tax
revenue
margins
from
2021
and
2020.
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.
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.
282
Annual
Investment
Management
Agreement
Approval
Process
(Unaudited)
(continued)
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
recognized
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
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
2021
and
2020),
including
the
permanent
expense
cap
applicable
to
the
Intermediate
Duration
Fund.
The
Board
recognized
that
such
waivers
and
reimbursements
applicable
to
the
respective
Nuveen
funds
are
another
means
for
potential
economies
of
scale
to
be
shared
with
shareholders
of
such
funds
and
can
provide
a
protection
from
an
increase
in
expenses
if
the
assets
of
the
applicable
funds
decline.
As
noted
above,
the
Independent
Board
Members
also
recognized
the
continued
reinvestment
in
Nuveen’s
business.
Based
on
its
review,
the
Board
concluded
that
the
current
fee
arrangements
together
with
the
reinvestment
in
Nuveen’s
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,
certain
classes
of
the
Nuveen
open-end
funds
pay
12b-1
fees
and
while
a
majority
of
such
fees
were
paid
to
third
party
financial
intermediaries,
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
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.
Nuveen
Securities,
LLC,
member
FINRA
and
SIPC
333
West
Wacker
Drive
Chicago,
IL
60606
www.nuveen.com
MSA-NAT-0922D
2557706-INV-B-11/23
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.

Not applicable to this filing.

 

ITEM 3.

AUDIT COMMITTEE FINANCIAL EXPERT.

Not applicable to this filing.

 

ITEM 4.

PRINCIPAL ACCOUNTANT FEES AND SERVICES.

Not applicable to this filing.

 

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 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 to this filing.
  (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: December 6, 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: December 6, 2022

 

By (Signature and Title)       /s/ E. Scott Wickerham
 

E. Scott Wickerham

Vice President and Controller

(principal financial officer)

Date: December 6, 2022