NPORT-EX 2 NIMF.htm
NIM
Nuveen Select Maturities Municipal Fund
Portfolio of Investments    December 31, 2021
(Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    LONG-TERM INVESTMENTS – 99.3%        
    MUNICIPAL BONDS – 97.0%        
    National – 0.1%        
$69   Freddie Mac Multi-Family ML Certificates, Series ML 08, Series 2021, 1.877%, 7/25/37   No Opt. Call AA+ $68,973
    Alabama – 1.6%        
85   Birmingham-Jefferson Civic Center Authority, Alabama, Special Tax Bonds, Series 2018A, 4.000%, 7/01/37   7/28 at 100.00 Aa3 96,212
215   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 227,287
565   Black Belt Energy Gas District, Alabama, Gas Supply Revenue Bonds, Series 2017A, 4.000%, 8/01/47 (Mandatory Put 7/01/22)   4/22 at 100.52 Aa2 573,080
625   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 653,806
100   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 107,410
135   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 138,749
260   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 278,808
107   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 113,255
2,092   Total Alabama       2,188,607
    Alaska – 0.5%        
370   Alaska Housing Finance Corporation, Mortgage Revenue Bonds, General Series 2020A-II, 2.000%, 12/01/35   6/29 at 100.00 AA+ 369,767
100   Alaska Housing Finance Corporation, Mortgage Revenue Bonds, General Series 2022A-II, 2.350%, 12/01/39 (WI/DD, Settling 1/12/22)   12/30 at 100.00 N/R 100,119
150   Alaska Housing Finance Corporation, Mortgage Revenue Bonds, Series 2022B-1, 2.150%, 6/01/36 (WI/DD, Settling 1/12/22)   12/30 at 100.00 N/R 149,890
620   Total Alaska       619,776
    Arizona – 3.7%        
75   Apache County Industrial Development Authority, Arizona, Pollution Control Revenue Bonds, Tucson Electric Power Company, Series 20102A, 4.500%, 3/01/30   3/22 at 100.00 A- 75,469
315   Arizona Health Facilities Authority, Hospital System Revenue Bonds, Phoenix Children's Hospital, Refunding Series 2012A, 5.000%, 2/01/27 (Pre-refunded 2/01/22)   2/22 at 100.00 AA- (4) 316,140
1
NIM Nuveen Select Maturities Municipal Fund (continued)
  Portfolio of Investments December 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Arizona (continued)        
    Arizona Sports and Tourism Authority, Tax Revenue Bonds, Multipurpose Stadium Facility Project, Refunding Senior Series 2012A:        
$425   5.000%, 7/01/25   7/22 at 100.00 A1 $434,006
685   5.000%, 7/01/26   7/22 at 100.00 A1 699,207
685   5.000%, 7/01/27   7/22 at 100.00 A1 698,899
120   Arizona State, Certificates of Participation, Refunding Series 2019A, 5.000%, 10/01/27 (ETM)   No Opt. Call Aa2 (4) 148,524
600   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+ 618,486
135   Chandler Industrial Development Authority, Arizona, Industrial Development Revenue Bonds, Intel Corporation Project, Series 2007, 2.700%, 12/01/37 (Mandatory Put 8/14/23) (AMT)   No Opt. Call A+ 139,630
375   Chandler Industrial Development Authority, Arizona, Industrial Development Revenue Bonds, Intel Corporation Project, Series 2019, 5.000%, 6/01/49 (Mandatory Put 6/03/24) (AMT)   6/24 at 100.00 A+ 413,906
115   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- 119,394
    Salt Verde Financial Corporation, Arizona, Senior Gas Revenue Bonds, Citigroup Energy Inc Prepay Contract Obligations, Series 2007:        
245   5.000%, 12/01/32   No Opt. Call A3 323,537
730   5.000%, 12/01/37   No Opt. Call A3 1,024,037
4,505   Total Arizona       5,011,235
    Arkansas – 0.1%        
165   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+ 196,536
    California – 8.3%        
100   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 106,602
95   California County Tobacco Securitization Agency, Tobacco Settlement Asset-Backed Bonds, Los Angeles County Securitization Corporation, Series 2020A, 5.000%, 6/01/30   No Opt. Call A 123,929
390   California Health Facilities Financing Authority, Revenue Bonds, El Camino Hospital, Series 2017, 3.750%, 2/01/32   2/27 at 100.00 AA 430,806
25   California Health Facilities Financing Authority, Revenue Bonds, Providence Saint Joseph Health, Term Rate Series 2019C, 5.000%, 10/01/39 (Mandatory Put 10/01/25)   10/25 at 100.00 AA- 29,044
136   California Housing Finance Agency, Municipal Certificate Revenue Bonds, Class A Series 2019-2, 4.000%, 3/20/33   No Opt. Call BBB+ 156,360
100   California Housing Finance Agency, Municipal Certificate Revenue Bonds, Class A Series 2021-3, 3.250%, 8/20/36   No Opt. Call BBB 113,139
275   California Municipal Finance Authority, Charter School Revenue Bonds, Palmdale Aerospace Academy Project, Series 2016A, 5.000%, 7/01/31, 144A   7/26 at 100.00 BB 313,060
1,040   California Municipal Finance Authority, Revenue Bonds, Linxs APM Project, Senior Lien Series 2018A, 3.250%, 12/31/32 –  AGM Insured (AMT)   6/28 at 100.00 AA 1,127,329
2
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    California (continued)        
$105   California Pollution Control Financing Authority, Solid Waste Disposal Revenue Bonds, Waste Management Inc., Refunding Series 2015B-2, 3.125%, 11/01/40 (Mandatory Put 11/03/25) (AMT)   No Opt. Call A- $114,025
290   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- 316,291
205   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- 222,439
150   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 169,292
    California Statewide Communities Development Authority, California, Revenue Bonds, Loma Linda University Medical Center, Series 2018A:        
710   5.000%, 12/01/27, 144A   No Opt. Call BB 848,911
30   5.000%, 12/01/33, 144A   6/28 at 100.00 BB 36,475
155   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- 201,144
185   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- 240,074
245   California Statewide Community Development Authority, Revenue Bonds, Kaiser Permanente System, Variable Rate Demand Obligation Series 2003D, 5.000%, 5/01/33 (Mandatory Put 11/01/29)   No Opt. Call AA- 317,936
100   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 94,081
250   Delano, California, Certificates of Participation, Delano Regional Medical Center, Series 2012, 5.000%, 1/01/24 (Pre-refunded 1/01/23)   1/23 at 100.00 N/R (4) 261,007
235   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 46,201
150   Golden State Tobacco Securitization Corporation, California, Tobacco Settlement Asset-Backed Bonds, Series 2018A-1, 3.500%, 6/01/36 (Pre-refunded 6/01/22)   6/22 at 100.00 BB (4) 152,030
100   Lake Elsinore Public Financing Authority, California, Local Agency Revenue Bonds, Canyon Hills Improvement Area A & C, Series 2014C, 5.000%, 9/01/32   9/24 at 100.00 N/R 109,330
155   Lake Elsinore Redevelopment Agency, California, Special Tax Bonds, Community Facilities District 90-2, Series 2007A, 4.500%, 10/01/24 –  AGM Insured   1/22 at 100.00 AA 155,428
1,000   Mount San Antonio Community College District, Los Angeles County, California, General Obligation Bonds, Election of 2008, Series 2013A, 0.000%, 8/01/28 (5)   2/28 at 100.00 Aa1 1,183,280
2,000   Palomar Pomerado Health, California, General Obligation Bonds, Series 2009A, 0.000%, 8/01/25 –  AGC Insured   No Opt. Call AA 1,923,660
35   Riverside County Transportation Commission, California, Toll Revenue Senior Lien Bonds, Series 2013A, 5.750%, 6/01/44 (Pre-refunded 6/01/23)   6/23 at 100.00 A (4) 37,657
80   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- 83,500
2,000   San Diego Community College District, California, General Obligation Bonds, Refunding Series 2011, 0.000%, 8/01/37   No Opt. Call AAA 1,518,680
415   San Joaquin Hills Transportation Corridor Agency, Orange County, California, Toll Road Revenue Bonds, Refunding Senior Lien Series 2014A, 5.000%, 1/15/29 (Pre-refunded 1/15/25)   1/25 at 100.00 A- (4) 473,270
3
NIM Nuveen Select Maturities Municipal Fund (continued)
  Portfolio of Investments December 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    California (continued)        
$215   Washington Township Health Care District, California, Revenue Bonds, Refunding Series 2015A, 5.000%, 7/01/25   No Opt. Call Baa2 $246,493
10,971   Total California       11,151,473
    Colorado – 1.7%        
750   Colorado Bridge Enterprise, Revenue Bonds, Central 70 Project, Senior Series 2017, 4.000%, 6/30/30 (AMT)   12/27 at 100.00 A- 861,037
110   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+ 128,314
215   Colorado Health Facilities Authority, Colorado, Revenue Bonds, Parkview Medical Center, Series 2016, 3.125%, 9/01/42   9/26 at 100.00 Baa1 222,605
35   Colorado Health Facilities Authority, Colorado, Revenue Bonds, Sisters of Charity of Leavenworth Health Services Corporation, Series 2013A, 5.500%, 1/01/35   1/24 at 100.00 AA- 38,453
100   Colorado Housing and Finance Authority, Single Family Mortgage Bonds, Class I Series 2021H, 2.000%, 5/01/42   5/30 at 100.00 AAA 98,042
100   Denver Urban Renewal Authority, Colorado, Tax Increment Revenue Bonds, 9th and Colorado Urban Redevelopement Area, Series 2018A, 5.250%, 12/01/39, 144A   12/23 at 103.00 N/R 108,465
    E-470 Public Highway Authority, Colorado, Senior Revenue Bonds, Series 2000B:        
310   0.000%, 9/01/29 –  NPFG Insured   No Opt. Call A 277,497
320   0.000%, 9/01/33 –  NPFG Insured   No Opt. Call A 259,542
100   Regional Transportation District, Colorado, Private Activity Bonds, Denver Transit Partners Eagle P3 Project, Series 2020A, 5.000%, 1/15/31   No Opt. Call A- 129,637
100   Southlands Metropolitan District 1, Colorado, Limited Tax General Obligation Bonds, Series 2017A-1, 3.500%, 12/01/27   No Opt. Call Ba1 106,114
2,140   Total Colorado       2,229,706
    Connecticut – 1.2%        
370   Connecticut Health and Educational Facilities Authority, Revenue Bonds, Hartford HealthCare Issue, Series 2020A, 4.000%, 7/01/36   1/30 at 100.00 A+ 433,463
50   Connecticut Health and Educational Facilities Authority, Revenue Bonds, Stamford Hospital, Series 2021L-1, 4.000%, 7/01/28   No Opt. Call BBB+ 59,177
100   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 106,191
200   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 200,674
160   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- 164,070
100   Connecticut Housing Finance Authority, Housing Mortgage Finance Program Bonds, Series 2020E-3, 1.850%, 5/15/38   5/30 at 100.00 AAA 97,383
325   Connecticut State, General Obligation Bonds, Refunding Series 2012C, 5.000%, 6/01/22   No Opt. Call Aa3 331,425
90   Connecticut State, General Obligation Bonds, Series 2013C, 5.000%, 7/15/22   No Opt. Call Aa3 92,310
120   Connecticut State, General Obligation Bonds, Series 2018C, 5.000%, 6/15/22   No Opt. Call Aa3 122,598
20   Connecticut State, General Obligation Bonds, Series 2019A, 5.000%, 4/15/23   No Opt. Call Aa3 21,212
1,535   Total Connecticut       1,628,503
4
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Delaware – 0.3%        
$210   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- $210,514
170   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) 181,557
380   Total Delaware       392,071
    District of Columbia – 0.5%        
120   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- 123,182
355   District of Columbia Tobacco Settlement Corporation, Tobacco Settlement Asset-Backed Bonds, Series 2001, 6.500%, 5/15/33   No Opt. Call A- 389,275
25   Metropolitan Washington D.C. Airports Authority, Airport System Revenue Bonds, Refunding Series 2016A, 4.000%, 10/01/35 (AMT)   10/26 at 100.00 Aa3 28,239
125   Washington Metropolitan Area Transit Authority, Dedicated Revenue Bonds, Green Series 2021A, 4.000%, 7/15/34   7/31 at 100.00 AA 154,569
625   Total District of Columbia       695,265
    Florida – 3.3%        
80   Alachua County Health Facilities Authority, Florida, Health Facilities 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 93,533
220   Cape Coral, Florida, Utility Improvement Assessment Bonds, Refunding Various Areas Series 2017, 3.000%, 9/01/28 –  AGM Insured   No Opt. Call AA 248,525
400   Citizens Property Insurance Corporation, Florida, Coastal Account Senior Secured Bonds, Series 2015A-1, 5.000%, 6/01/25   12/24 at 100.00 AA 452,004
    Collier County Educational Facilities Authority, Florida, Revenue Bonds, Hodges University, Refunding Series 2013:        
25   4.750%, 11/01/23 (ETM)   No Opt. Call N/R (4) 26,415
370   6.000%, 11/01/33 (Pre-refunded 11/01/23)   11/23 at 100.00 N/R (4) 407,018
300   Florida Development Finance Corporation, Florida, Surface Transportation Facility Revenue Bonds, Brightline Passenger Rail Project, Green Series 2019B, 7.375%, 1/01/49, 144A (AMT)   1/24 at 107.00 N/R 327,642
    Florida Development Finance Corporation, Florida, Surface Transportation Facility Revenue Bonds, Virgin Trains USA Passenger Rail Project , Series 2019A:        
425   6.250%, 1/01/49 (AMT) (Mandatory Put 1/01/24), 144A   1/22 at 102.00 N/R 433,576
665   6.375%, 1/01/49 (AMT) (Mandatory Put 1/01/26), 144A   1/22 at 103.00 N/R 680,967
575   6.500%, 1/01/49 (AMT) (Mandatory Put 1/01/29), 144A   1/22 at 103.00 N/R 587,978
65   Florida Housing Finance Corporation, Homeowner Mortgage Revenue Bonds, Series 2018-2, 3.750%, 7/01/33   1/28 at 100.00 Aaa 68,451
105   Florida Housing Finance Corporation, Homeowner Mortgage Revenue Bonds, Social Series 2021-2, 2.050%, 7/01/41   7/30 at 100.00 Aaa 104,055
15   JEA, Florida, Electric System Revenue Bonds, Subordinated Series Three 2020A, 5.000%, 10/01/27   No Opt. Call AA 18,375
90   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) 101,990
5
NIM Nuveen Select Maturities Municipal Fund (continued)
  Portfolio of Investments December 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Florida (continued)        
$100   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 $100,340
50   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+ 36,018
    Tampa, Florida, Cigarette Tax Allocation Bonds, H. Lee Moffitt Cancer Center Project, Refunding & Capital Improvement Series 2012A:        
160   5.000%, 9/01/22   No Opt. Call A+ 164,987
350   5.000%, 9/01/23   9/22 at 100.00 A+ 360,657
185   5.000%, 9/01/25   9/22 at 100.00 A+ 190,591
4,180   Total Florida       4,403,122
    Georgia – 2.3%        
30   Cherokee County Water and Sewerage Authority, Georgia, Revenue Bonds, Series 1995, 5.200%, 8/01/25  –  NPFG Insured (Pre-refunded 8/01/22)   No Opt. Call N/R (4) 30,877
280   Georgia Housing and Finance Authority, Single Family Mortgage Bonds, Series 2018B, 3.800%, 12/01/33   12/27 at 100.00 AAA 287,949
250   Georgia Housing and Finance Authority, Single Family Mortgage Bonds, Series 2020A, 2.600%, 12/01/32   6/29 at 100.00 AAA 265,280
1,000   Georgia State, General Obligation Bonds, Series 2021A, 5.000%, 7/01/27   No Opt. Call AAA 1,234,270
265   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 289,285
40   Private Colleges and Universities Authority, Georgia, Revenue Bonds, Emory University, Series 2020B, 5.000%, 9/01/25   No Opt. Call AA 46,421
900   Private Colleges and Universities Authority, Georgia, Revenue Bonds, Mercer University, Refunding Series 2012C, 5.250%, 10/01/23   10/22 at 100.00 Baa1 932,598
2,765   Total Georgia       3,086,680
    Guam – 0.2%        
    Guam A.B. Won Pat International Airport Authority, Revenue Bonds, Series 2013C:        
80   6.375%, 10/01/43 (Pre-refunded 10/01/23) (AMT)   10/23 at 100.00 Baa2 (4) 88,181
70   6.375%, 10/01/43 (AMT)   10/23 at 100.00 Baa2 75,599
140   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) 150,557
290   Total Guam       314,337
    Hawaii – 1.4%        
200   Hawaii Department of Budget and Finance, Special Purpose Revenue Bonds, Hawaii Pacific University, Series 2013A, 6.250%, 7/01/27   7/23 at 100.00 BB 212,856
1,000   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- 1,085,450
20   Hawaii Department of Budget and Finance, Special Purpose Revenue Bonds, Queens Health Systems, Series 2015A, 5.000%, 7/01/29   7/25 at 100.00 AA- 22,915
510   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- 544,221
1,730   Total Hawaii       1,865,442
6
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Idaho – 0.5%        
$475   Nez Perce County, Idaho, Pollution Control Revenue Bonds, Potlatch Corporation Project, Refunding Series 2016, 2.750%, 10/01/24   No Opt. Call BBB- $500,992
170   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 171,154
645   Total Idaho       672,146
    Illinois – 12.8%        
    Bolingbrook, Will and DuPage Counties, Illinois, General Obligation Bonds, Refunding Series 2013A:        
170   0.000%, 1/01/30 (Pre-refunded 7/01/23)   7/23 at 72.73 A2 (4) 123,058
100   0.000%, 1/01/32 (Pre-refunded 7/01/23)   7/23 at 65.29 A2 (4) 64,981
    Cary, Illinois, Special Tax Bonds, Special Service Area 1, Refunding Series 2016:        
10   2.150%, 3/01/23 –  BAM Insured   No Opt. Call AA 10,174
10   2.350%, 3/01/24 –  BAM Insured   No Opt. Call AA 10,362
25   2.700%, 3/01/26 –  BAM Insured   3/25 at 100.00 AA 26,355
25   2.900%, 3/01/28 –  BAM Insured   3/25 at 100.00 AA 26,319
65   3.050%, 3/01/30 –  BAM Insured   3/25 at 100.00 AA 68,362
    Cary, Illinois, Special Tax Bonds, Special Service Area 2, Refunding Series 2016:        
15   2.150%, 3/01/23 –  BAM Insured   No Opt. Call AA 15,261
15   2.350%, 3/01/24 –  BAM Insured   No Opt. Call AA 15,543
25   2.700%, 3/01/26 –  BAM Insured   3/25 at 100.00 AA 26,355
35   2.900%, 3/01/28 –  BAM Insured   3/25 at 100.00 AA 36,847
40   3.050%, 3/01/30 –  BAM Insured   3/25 at 100.00 AA 42,069
1,215   Chicago Board of Education, Illinois, Dedicated Capital Improvement Tax Revenue Bonds, Series 2016, 6.000%, 4/01/46   4/27 at 100.00 A- 1,467,659
750   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 981,030
290   Chicago Board of Education, Illinois, General Obligation Bonds, Dedicated Revenues, Refunding Series 2017C, 5.000%, 12/01/30   12/27 at 100.00 BB 346,147
200   Chicago Board of Education, Illinois, General Obligation Bonds, Dedicated Revenues, Refunding Series 2017D, 5.000%, 12/01/31   12/27 at 100.00 BB 238,170
300   Chicago Board of Education, Illinois, General Obligation Bonds, Dedicated Revenues, Refunding Series 2018C, 5.000%, 12/01/24   No Opt. Call BB 336,051
310   Chicago, Illinois, General Airport Revenue Bonds, O'Hare International Airport, Refunding Senior Lien Series 2015A, 5.000%, 1/01/33 (AMT)   1/25 at 100.00 A 346,078
    Chicago, Illinois, General Obligation Bonds, Refunding Series 2016C:        
60   5.000%, 1/01/23 (ETM)   No Opt. Call N/R (4) 62,807
140   5.000%, 1/01/23 (ETM)   No Opt. Call BBB+ (4) 146,551
225   5.000%, 1/01/24   No Opt. Call BBB+ 244,107
190   5.000%, 1/01/25   No Opt. Call BBB+ 213,045
180   5.000%, 1/01/26   No Opt. Call BBB+ 207,331
55   Cook County, Illinois, Sales Tax Revenue Bonds, Series 2021A, 4.000%, 11/15/39   11/30 at 100.00 AA- 64,946
7
NIM Nuveen Select Maturities Municipal Fund (continued)
  Portfolio of Investments December 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Illinois (continued)        
$590   Huntley, Illinois, Special Tax Bonds, Special Service Area 10, Refunding Series 2017, 3.300%, 3/01/28 –  BAM Insured   3/26 at 100.00 AA $640,551
215   Illinois Finance Authority, Revenue Bonds, Advocate Health Care Network, Refunding Series 2008A-2, 4.000%, 11/01/30   No Opt. Call AA 245,949
1,850   Illinois Finance Authority, Revenue Bonds, Ascension Health/fkaPresence Health Network, Series 2016C, 4.000%, 2/15/24   No Opt. Call AA+ 1,991,876
455   Illinois Finance Authority, Revenue Bonds, Centegra Health System, Series 2012, 5.000%, 9/01/27 (Pre-refunded 9/01/22)   9/22 at 100.00 AA+ (4) 469,519
560   Illinois Finance Authority, Revenue Bonds, Centegra Health System, Series 2014A, 4.625%, 9/01/39 (Pre-refunded 9/01/24)   9/24 at 100.00 AA+ (4) 622,485
300   Illinois Housing Development Authority, Revenue Bonds, Green Series 2021B, 2.150%, 10/01/41   4/30 at 100.00 Aaa 300,297
    Illinois State, General Obligation Bonds, February Series 2014:        
320   5.000%, 2/01/24   No Opt. Call BBB 349,363
400   5.000%, 2/01/25   2/24 at 100.00 BBB 436,060
325   5.000%, 2/01/26   2/24 at 100.00 BBB 354,230
100   Illinois State, General Obligation Bonds, November Series 2017D, 5.000%, 11/01/28   11/27 at 100.00 BBB 120,440
400   Illinois State, General Obligation Bonds, Refunding September Series 2018B, 5.000%, 10/01/32   10/28 at 100.00 BBB 487,712
1,000   Illinois State, General Obligation Bonds, Refunding Series 2012, 5.000%, 8/01/22   No Opt. Call BBB 1,027,090
    Illinois State, General Obligation Bonds, Series 2013:        
280   5.500%, 7/01/25   7/23 at 100.00 BBB 301,302
240   5.500%, 7/01/26   7/23 at 100.00 BBB 258,259
520   Illinois Toll Highway Authority, Toll Highway Revenue Bonds, Refunding Senior Lien Series 2016A, 5.000%, 12/01/31   1/26 at 100.00 AA- 604,833
450   Illinois Toll Highway Authority, Toll Highway Revenue Bonds, Refunding Senior Lien Series 2018A, 5.000%, 1/01/26   No Opt. Call AA- 527,278
460   Illinois Toll Highway Authority, Toll Highway Revenue Bonds, Senior Lien Series 2015B, 5.000%, 1/01/37   1/26 at 100.00 AA- 532,685
25   Metropolitan Pier and Exposition Authority, Illinois, McCormick Place Expansion Project Bonds, Series 2020B, 5.000%, 6/15/42   12/30 at 100.00 BBB+ 30,794
    North Barrington, Lake County, Illinois, Special Tax Bonds, Special Service Area 19, Refunding Series 2019:        
365   4.000%, 2/01/28 –  BAM Insured   No Opt. Call AA 426,481
200   4.000%, 2/01/29 –  BAM Insured   2/28 at 100.00 AA 232,372
395   4.000%, 2/01/30 –  BAM Insured   2/28 at 100.00 AA 454,744
255   Railsplitter Tobacco Settlement Authority, Illinois, Tobacco Settlement Revenue Bonds, Series 2017, 5.000%, 6/01/25   No Opt. Call A 291,832
    Southwestern Illinois Development Authority, Health Facility Revenue Bonds, Memorial Group, Inc., Series 2013:        
50   7.250%, 11/01/33 (Pre-refunded 11/01/23)   11/23 at 100.00 N/R (4) 56,188
95   7.250%, 11/01/36 (Pre-refunded 11/01/23)   11/23 at 100.00 N/R (4) 106,757
200   7.625%, 11/01/48 (Pre-refunded 11/01/23)   11/23 at 100.00 N/R (4) 226,114
8
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Illinois (continued)        
    Springfield, Illinois, Electric Revenue Bonds, Refunding Senior Lien Series 2015:        
$25   5.000%, 3/01/22   No Opt. Call A $25,182
245   5.000%, 3/01/33   3/25 at 100.00 A 276,970
160   5.000%, 3/01/34 –  AGM Insured   3/25 at 100.00 AA 180,664
500   Sterling, Whiteside County, Illinois, General Obligation Bonds, Alternate Revenue Source, Series 2012, 4.000%, 11/01/22   No Opt. Call A 514,475
15,430   Total Illinois       17,212,110
    Indiana – 1.1%        
80   Indiana Finance Authority, Environmental Facilities Revenue Bonds, Indianapolis Power & Light Company Project, Refunding Series 2020A, 0.950%, 12/01/38 (Mandatory Put 4/01/26) (AMT)   No Opt. Call A2 79,540
10   Indiana Finance Authority, Wastewater Utility Revenue Bonds, CWA Authority Project, Series 2014A, 5.000%, 10/01/24   No Opt. Call AA 11,262
30   Indiana Housing and Community Development Authority, Single Family Mortgage Revenue Bonds, Series 2021A, 2.050%, 7/01/41   7/30 at 100.00 Aaa 30,031
350   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 351,040
140   Indianapolis, Indiana, Thermal Energy System Revenue Bonds, Refunding First Lien Series 2014A, 5.000%, 10/01/31   10/24 at 100.00 A+ 156,918
250   Vanderburgh County,Indiana, Redevelopment District Tax Increment Revenue bonds, Refunding Series 2014, 5.000%, 2/01/29   8/24 at 100.00 A 277,880
600   Whiting, Indiana, Environmental Facilities Revenue Bonds, BP Products North America Inc. Project, Series 2015, 5.000%, 11/01/45 (Mandatory Put 11/01/22) (AMT)   No Opt. Call A2 623,214
1,460   Total Indiana       1,529,885
    Iowa – 0.4%        
200   Iowa Finance Authority, Iowa, Midwestern Disaster Area Revenue Bonds, Iowa Fertilizer Company Project, Series 2013, 5.250%, 12/01/25   12/23 at 100.00 BB- 214,878
220   Iowa Finance Authority, Iowa, Midwestern Disaster Area Revenue Bonds, Iowa Fertilizer Company Project, Series 2018A, 5.250%, 12/01/50 (Mandatory Put 12/01/33)   12/22 at 103.00 BB- 234,153
100   Iowa Finance Authority, Single Family Mortgage Revenue Bonds, Social Series 2021B, 2.200%, 7/01/41   7/30 at 100.00 AAA 100,878
520   Total Iowa       549,909
    Kansas – 0.7%        
500   Kansas Development Finance Authority, Hospital Revenue Bonds, Advent Health Obligated Group, Series 2021B, 5.000%, 11/15/54 (Mandatory Put 11/15/28)   No Opt. Call AA 632,170
100   Wyandotte County/Kansas City Unified Government, Kansas, Utility System Revenue Bonds, Improvement Series 2012B, 5.000%, 9/01/37 (Pre-refunded 9/01/22)   9/22 at 100.00 A (4) 103,179
150   Wyandotte County/Kansas City Unified Government, Kansas, Utility System Revenue Bonds, Refunding & Improvement Series 2014A, 5.000%, 9/01/22   No Opt. Call A 154,573
750   Total Kansas       889,922
    Kentucky – 1.7%        
30   Ashland, Kentucky, Medical Center Revenue Bonds, Ashland Hospital Corporation d/b/a King's Daughters Medical Center Project, Refunding Series 2019, 4.000%, 2/01/36   2/30 at 100.00 BBB+ 34,391
9
NIM Nuveen Select Maturities Municipal Fund (continued)
  Portfolio of Investments December 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Kentucky (continued)        
$115   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 $118,236
550   Kentucky Economic Development Finance Authority, Hospital Revenue Bonds, Owensboro Health, Refunding Series 2017A, 5.000%, 6/01/31   6/27 at 100.00 Baa2 650,325
225   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 240,448
385   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 419,631
125   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 136,953
115   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 133,234
500   Trimble County, Kentucky, Pollution Control Revenue Bonds, Louisville Gas and Electric Company Project, Series 2016A, 1.300%, 9/01/44 (Mandatory Put 9/01/27) (AMT)   No Opt. Call A1 504,630
50   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) 51,794
25   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- 31,540
2,120   Total Kentucky       2,321,182
    Louisiana – 3.1%        
100   Calcasieu Parish Memorial Hospital Service District, Louisiana, Revenue Bonds, Lake Charles Memorial Hospital, Refunding Series 2019, 5.000%, 12/01/39   12/29 at 100.00 BB 119,860
30   Louisiana Housing Corporation, Single Family Mortgage Revenue Bonds, Home Ownership Program, Series 2021D, 2.350%, 12/01/41   6/30 at 100.00 N/R 30,375
1,185   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 1,300,016
150   Louisiana Publc Facilities Authority, Lousiana, Revenue Bonds, Ochsner Clinic Foundation Project, Refunding Series 2017, 5.000%, 5/15/30   5/27 at 100.00 A 180,429
165   Louisiana Public Facilities Authority, Revenue Bonds, Ochsner Clinic Foundation Project, Refunding Series 2016, 5.000%, 5/15/29   5/26 at 100.00 A 193,350
    Louisiana Public Facilities Authority, Revenue Bonds, Ochsner Clinic Foundation Project, Series 2015:        
525   5.000%, 5/15/22   No Opt. Call A 533,925
415   5.000%, 5/15/24   No Opt. Call A 458,662
30   Louisiana Stadium and Exposition District, Revenue Refunding Bonds, Senior Lien Series 2013A, 5.000%, 7/01/29   7/23 at 100.00 A2 32,026
140   New Orleans, Louisiana, General Obligation Bonds, Refunding Series 2015, 5.000%, 12/01/25   No Opt. Call A+ 162,950
100   New Orleans, Louisiana, Sewerage Service Revenue Bonds, Series 2015, 5.000%, 6/01/32 (Pre-refunded 6/01/25)   6/25 at 100.00 A (4) 115,098
590   Saint Charles Parish, Louisiana, Gulf Opportunity Zone Revenue Bonds, Valero Project, Series 2010, 4.000%, 12/01/40 (Mandatory Put 6/01/22)   No Opt. Call BBB 598,720
10
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Louisiana (continued)        
$105   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- $138,544
100   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- 104,538
    Shreveport, Louisiana, Water and Sewer Revenue Bonds, Junior Lien Series 2019B:        
25   5.000%, 12/01/31 –  AGM Insured   12/28 at 100.00 AA 31,489
165   4.000%, 12/01/33 –  AGM Insured   12/28 at 100.00 AA 190,453
3,825   Total Louisiana       4,190,435
    Maine – 0.3%        
100   Maine Health and Higher Educational Facilities Authority, Revenue Bonds, MaineHealth Issue, Series 2020A, 4.000%, 7/01/40   7/30 at 100.00 A+ 117,796
100   Maine State Housing Authority, Multifamily Mortgage Purchase Bonds, Series 2021A, 2.050%, 11/15/41   5/30 at 100.00 AA+ 98,604
55   Maine State Housing Authority, Single Family Mortgage Purchase Bonds, Series 2020D, 2.550%, 11/15/40   5/29 at 100.00 AA+ 56,844
140   Maine State Housing Authority, Single Family Mortgage Purchase Bonds, Social Series 2021C, 2.150%, 11/15/41   11/30 at 100.00 AA+ 137,180
35   Portland, Maine, General Airport Revenue Bonds, Refunding Series 2013, 5.000%, 7/01/22   No Opt. Call BBB+ 35,785
430   Total Maine       446,209
    Maryland – 1.0%        
335   Baltimore, Maryland, Convention Center Hotel Revenue Bonds, Refunding Series 2017, 5.000%, 9/01/30   9/27 at 100.00 CCC 360,467
180   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 190,703
220   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 212,403
175   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 174,534
400   Maryland Community Development Administration Department of Housing and Community Development, Residential Revenue Bonds, Series 2021C, 2.450%, 9/01/41   9/30 at 100.00 N/R 402,280
1,310   Total Maryland       1,340,387
    Massachusetts – 0.8%        
200   Massachusetts Development Finance Agency Revenue Bonds, Lawrence General Hospital Issue, Series 2014A, 5.000%, 7/01/27   7/24 at 100.00 B- 202,190
100   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+ 107,236
110   Massachusetts Development Finance Agency, Revenue Bonds, Atrius Health Issue, Series 2019A, 5.000%, 6/01/39   6/29 at 100.00 BBB 136,159
60   Massachusetts Development Finance Agency, Revenue Bonds, CareGroup Issue, Series 2018J-2, 5.000%, 7/01/33   7/28 at 100.00 A 73,985
100   Massachusetts Development Finance Agency, Revenue Bonds, Milford Regional Medical Center Issue, Series 2020G, 5.000%, 7/15/36, 144A   7/30 at 100.00 BB+ 124,076
11
NIM Nuveen Select Maturities Municipal Fund (continued)
  Portfolio of Investments December 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Massachusetts (continued)        
$35   Massachusetts Development Finance Agency, Revenue Bonds, Southcoast Health System Obligated Group Issue, Series 2021G, 5.000%, 7/01/37   7/31 at 100.00 A- $45,636
115   Massachusetts Housing Finance Agency, Single Family Housing Revenue Bonds, Series 2019-214, 2.800%, 12/01/39   6/29 at 100.00 AA+ 121,671
70   Massachusetts Housing Finance Agency, Single Family Housing Revenue Bonds, Social Series 2020-220, 2.125%, 12/01/40   6/30 at 100.00 AA+ 69,655
65   Massachusetts Housing Finance Agency, Single Family Housing Revenue Bonds, Social Series 2021-221, 2.200%, 12/01/41   6/30 at 100.00 AA+ 65,315
65   Massachusetts Housing Finance Agency, Single Family Housing Revenue Bonds, Social Series 2021-223, 2.350%, 6/01/39   12/30 at 100.00 N/R 65,391
100   Massachusetts State, General Obligation Bonds, Refunding Series 2020A, 5.000%, 6/01/44 (Mandatory Put 6/01/23)   No Opt. Call Aa1 106,684
1,020   Total Massachusetts       1,117,998
    Michigan – 2.0%        
400   Detroit Downtown Development Authority, Michigan, Tax Increment Bonds, Development Area 1 Projects, Refunding Series 1996B, 0.000%, 7/01/23   No Opt. Call BB+ 385,276
165   Detroit, Michigan, Senior Lien Sewerage Disposal System Revenue Bonds, Series 2001B, 5.500%, 7/01/29 –  NPFG Insured   No Opt. Call A+ 198,952
150   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+ 171,301
50   Michigan Housing Development Authority, Rental Housing Revenue Bonds, Series 2018A, 3.800%, 10/01/38   10/27 at 100.00 AA 54,833
270   Michigan Housing Development Authority, Rental Housing Revenue Bonds, Series 2021A, 2.250%, 10/01/41   10/30 at 100.00 AA 271,353
255   Michigan Housing Development Authority, Single Family Mortgage Revenue Bonds, Series 2019B, 2.700%, 12/01/34   12/28 at 100.00 AA+ 268,693
360   Michigan Housing Development Authority, Single Family Mortgage Revenue Bonds, Series 2020C, 2.600%, 12/01/40   6/30 at 100.00 AA+ 373,612
125   Michigan Housing Development Authority, Single Family Mortgage Revenue Bonds, Social Series 2021A, 2.150%, 12/01/41   12/30 at 100.00 AA+ 124,265
25   Michigan Strategic Fund, Limited Obligation Revenue Bonds, Graphic Packaging International, LLC Coated Recycled Board Machine Project, Green Series 2021, 4.000%, 10/01/61 (Mandatory Put 10/01/26) (AMT)   No Opt. Call BB 27,898
705   Wayne County Airport Authority, Michigan, Revenue Bonds, Detroit Metropolitan Wayne County Airport, Refunding Series 2015F, 5.000%, 12/01/33 (AMT)   12/25 at 100.00 A1 812,315
2,505   Total Michigan       2,688,498
    Minnesota – 0.5%        
10   Duluth Economic Development Authority, Minnesota, Health Care Facilities Revenue Bonds, Essentia Health Obligated Group, Series 2018A, 4.250%, 2/15/48   2/28 at 100.00 A- 11,379
92   Minnesota Housing Finance Agency, Homeownership Finance Bonds, Mortgage-Backed Securities Program, Series 2017E, 2.850%, 6/01/47   7/26 at 100.00 Aaa 93,469
105   Minnesota Housing Finance Agency, Residential Housing Finance Bonds, Series 2020E, 2.500%, 7/01/40   7/29 at 100.00 AA+ 108,215
12
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Minnesota (continued)        
$70   Minnesota Housing Finance Agency, Residential Housing Finance Bonds, Series 2020I, 2.000%, 7/01/40   1/30 at 100.00 AA+ $70,223
100   Minnesota Housing Finance Agency, Residential Housing Finance Bonds, Series 2021D, 2.200%, 7/01/41   7/30 at 100.00 AA+ 100,878
115   Minnesota Housing Finance Agency, Residential Housing Finance Bonds, Series 2021H, 2.350%, 7/01/41   1/31 at 100.00 N/R 115,124
200   White Bear Lake Independent School District 624, Ramsey County, Minnesota, General Obligation Bonds, Facilities Maintenance Series 2021A, 2.000%, 2/01/28   2/27 at 100.00 AAA 210,444
692   Total Minnesota       709,732
    Mississippi – 0.2%        
130   Mississippi Business Finance Corporation, Pollution Control Revenue, Mississippi Power, Series 2002, 3.200%, 9/01/28   3/24 at 100.00 A- 136,551
100   Mississippi Business Finance Corporation, Revenue Bonds, System Energy Resources, Inc. Project, Refunding Series 2019, 2.500%, 4/01/22   1/22 at 100.00 BBB+ 100,442
30   Mississippi Home Corporation, Single Family Mortgage Revenue Bonds, Series 2021A, 2.000%, 12/01/40   6/30 at 100.00 Aaa 29,967
45   Mississippi State, Gaming Tax Revenue Bonds, Series 2019A, 5.000%, 10/15/23   No Opt. Call A+ 48,561
305   Total Mississippi       315,521
    Missouri – 0.2%        
100   Branson Industrial Development Authority, Missouri, Tax Increment Revenue Bonds, Branson Shoppes Redevelopment Project, Refunding Series 2017A, 4.000%, 11/01/26   11/25 at 100.00 N/R 104,284
100   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 105,446
30   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 31,360
60   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+ 58,491
290   Total Missouri       299,581
    Montana – 0.4%        
260   Billings, Montana, Tax Increment Urban Renewal Revenue Bonds, Expanded North 27th Street, Series 2013A, 5.000%, 7/01/33   1/23 at 100.00 N/R 266,838
300   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 312,531
25   Montana Board of Housing, Single Family Mortgage Bonds, Series 2021B, 2.000%, 12/01/41   12/30 at 100.00 AA+ 24,448
585   Total Montana       603,817
    Nebraska – 1.0%        
100   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 107,771
120   Douglas County School District 10 Elkhorn, Nebraska, General Obligation Bonds, Public Schools Series 2012, 4.000%, 6/15/23 (Pre-refunded 6/15/22)   6/22 at 100.00 AA- (4) 122,086
75   Nebraska Investment Finance Authority, Single Family Housing Revenue Bonds, Series 2019D, 2.600%, 9/01/34   3/29 at 100.00 AA+ 78,188
13
NIM Nuveen Select Maturities Municipal Fund (continued)
  Portfolio of Investments December 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Nebraska (continued)        
$515   Nebraska Investment Finance Authority, Single Family Housing Revenue Bonds, Series 2020A, 2.300%, 9/01/32   3/29 at 100.00 AA+ $535,348
230   Nebraska Investment Finance Authority, Single Family Housing Revenue Bonds, Series 2021C, 2.300%, 9/01/41   9/30 at 100.00 AA+ 230,777
100   Sarpy County, Nebraska, Limited Tax Highway Allocation Fund Pledge Bonds, Series 2021, 2.000%, 6/01/27   6/26 at 100.00 Aaa 105,079
140   Saunders County School District 1, Ashland-Greenwood, Nebraska, General Obligation Bonds, Series 2021, 2.000%, 12/15/50   12/30 at 100.00 A+ 130,663
1,280   Total Nebraska       1,309,912
    Nevada – 0.5%        
200   Clark County, Nevada, General Obligation Bonds, Refunding Flood Control Series 2014, 4.000%, 11/01/33 (Pre-refunded 11/01/24)   11/24 at 100.00 AA+ (4) 220,538
65   Las Vegas Convention and Visitors Authority, Nevada, Revenue Bonds, Refunding Series 2017B, 4.000%, 7/01/34   7/27 at 100.00 Aa3 73,514
35   Las Vegas, Nevada, Local Improvement Bonds, Special Improvement District 607 Providence, Refunding Series 2013, 5.000%, 6/01/22   No Opt. Call N/R 35,583
100   Nevada Housing Division, Single Family Housing Mortgage Revenue Bonds, Refunding Series 2021A, 2.200%, 10/01/41   10/30 at 100.00 AA+ 100,184
65   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 67,434
200   Washoe County, Nevada, Gas and Water Facilities Revenue Bonds, Sierra Pacific Power Company, Refunding Series 2016B, 3.000%, 3/01/36 (Mandatory Put 6/01/22)   No Opt. Call A+ 202,132
665   Total Nevada       699,385
    New Hampshire – 0.3%        
253   National Finance Authority, New Hampshire, Municipal Certificates Series 2020-1 Class A, 4.125%, 1/20/34   No Opt. Call BBB 301,577
115   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) 130,940
368   Total New Hampshire       432,517
    New Jersey – 7.5%        
535   Camden County Improvement Authority, New Jersey, Health Care Redevelopment Revenue Bonds, Cooper Health System Obligated Group Issue, Refunding Series 2014A, 5.000%, 2/15/30   2/24 at 100.00 BBB+ 579,908
180   Gloucester County Pollution Control Financing Authority, New Jersey, Pollution Control Revenue Bonds, Logan Project, Refunding Series 2014A, 5.000%, 12/01/24 (AMT)   No Opt. Call BBB- 192,411
14
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    New Jersey (continued)        
    New Jersey Economic Development Authority, Cigarette Tax Revenue Refunding Bonds, Series 2012:        
$375   5.000%, 6/15/22   No Opt. Call BBB $382,897
375   5.000%, 6/15/23   6/22 at 100.00 BBB 382,718
210   5.000%, 6/15/24   6/22 at 100.00 BBB 214,259
510   5.000%, 6/15/25   6/22 at 100.00 BBB 520,261
150   5.000%, 6/15/26   6/22 at 100.00 BBB 153,000
125   4.250%, 6/15/27   6/22 at 100.00 BBB 127,036
300   5.000%, 6/15/28   6/22 at 100.00 BBB 305,895
220   New Jersey Economic Development Authority, Private Activity Bonds, The Goethals Bridge Replacement Project, Series 2013, 5.000%, 1/01/28 (AMT)   1/24 at 100.00 A2 240,240
1,000   New Jersey Economic Development Authority, School Facilities Construction Bonds, Refunding Series 2015XX, 5.000%, 6/15/27   6/25 at 100.00 Baa1 1,141,670
125   New Jersey Economic Development Authority, Water Facilities Revenue Bonds, New Jersey-American Water Company Inc. Project, Refunding Series 2019A, 2.200%, 10/01/39 (Mandatory Put 12/03/29) (AMT)   12/29 at 100.00 A+ 132,611
100   New Jersey Economic Development Authority, Water Facilities Revenue Bonds, New Jersey-American Water Company Inc. Project, Refunding Series 2020D, 1.100%, 11/01/29 (Mandatory Put 12/01/27) (AMT)   No Opt. Call A+ 99,544
775   New Jersey Higher Education Student Assistance Authority, Student Loan Revenue Bonds, Senior Lien Series 2017-1A, 3.750%, 12/01/31 (AMT)   12/26 at 100.00 Aaa 830,707
1,280   New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Capital Appreciation Series 2010A, 0.000%, 12/15/33   No Opt. Call Baa1 998,400
1,590   New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series 2010D, 5.000%, 12/15/23   No Opt. Call Baa1 1,730,779
170   New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series 2012A, 5.000%, 6/15/42 (Pre-refunded 6/15/22)   6/22 at 100.00 Baa1 (4) 173,636
175   New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series 2019AA, 3.750%, 6/15/33   12/28 at 100.00 Baa1 197,526
150   New Jersey Turnpike Authority, Turnpike Revenue Bonds, Series 2020D, 5.000%, 1/01/28   No Opt. Call A+ 176,763
135   Salem County Pollution Control Financing Authority, New Jersey, Pollution Control Revenue Bonds, Chambers Project, Refunding Series 2014A, 5.000%, 12/01/23 (AMT)   No Opt. Call BBB 141,795
265   South Jersey Port Corporation, New Jersey, Marine Terminal Revenue Bonds, Refunding Series 2012Q, 3.000%, 1/01/22   No Opt. Call Baa1 265,000
    Tobacco Settlement Financing Corporation, New Jersey, Tobacco Settlement Asset-Backed Bonds, Series 2018A:        
670   5.000%, 6/01/29   6/28 at 100.00 A 826,579
100   5.000%, 6/01/31   6/28 at 100.00 A- 122,069
170   Tobacco Settlement Financing Corporation, New Jersey, Tobacco Settlement Asset-Backed Bonds, Series 2018B, 3.200%, 6/01/27   No Opt. Call BBB 172,103
9,685   Total New Jersey       10,107,807
    New Mexico – 0.4%        
50   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 52,746
15
NIM Nuveen Select Maturities Municipal Fund (continued)
  Portfolio of Investments December 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    New Mexico (continued)        
$100   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 $100,259
325   New Mexico Municipal Energy Acquisition Authority, Gas Supply Revenue Bonds, Refunding & Acquisition Sub-Series 2019A, 5.000%, 11/01/39 (Mandatory Put 5/01/25)   2/25 at 100.73 Aa2 368,972
475   Total New Mexico       521,977
    New York – 5.4%        
    Buffalo and Erie County Industrial Land Development Corporation, New York, Revenue Bonds, Catholic Health System, Inc. Project, Series 2015:        
210   5.000%, 7/01/23   No Opt. Call BBB 223,658
205   5.000%, 7/01/24   No Opt. Call BBB 222,396
120   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 129,007
200   Dormitory Authority of the State of New York, Revenue Bonds, Orange Regional Medical Center Obligated Group, Series 2017, 5.000%, 12/01/28, 144A   6/27 at 100.00 BBB- 241,206
775   Dormitory Authority of the State of New York, State University Educational Facilities Revenue Bonds, Third General Resolution, Series 2012A, 5.000%, 5/15/25   5/22 at 100.00 AA 788,694
    Long Island Power Authority, New York, Electric System General Revenue Bonds, Series 2000A:        
240   0.000%, 6/01/22 –  AGM Insured   No Opt. Call AA 239,546
170   0.000%, 6/01/24 –  AGM Insured   No Opt. Call AA 167,164
295   Metropolitan Transportation Authority, New York, Transportation Revenue Bonds, Bond Anticipation Note Series 2019B-1, 5.000%, 5/15/22   No Opt. Call N/R 300,154
375   Metropolitan Transportation Authority, New York, Transportation Revenue Bonds, Bond Anticipation Note Series 2019D-1, 5.000%, 9/01/22   No Opt. Call N/R 386,704
155   Metropolitan Transportation Authority, New York, Transportation Revenue Bonds, Bond Anticipation Note Series 2020A-1, 5.000%, 2/01/23   No Opt. Call N/R 162,787
505   Metropolitan Transportation Authority, New York, Transportation Revenue Bonds, Bond Anticipation Note Series 2020A-2S, 4.000%, 2/01/22   No Opt. Call N/R 506,444
120   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 151,144
200   Metropolitan Transportation Authority, New York, Transportation Revenue Bonds, Series 2012D, 5.000%, 11/15/29   11/22 at 100.00 A3 207,588
60   Monroe County Industrial Development Corporation, New York, Revenue Bonds, Saint Ann's Community Project, Series 2019, 5.000%, 1/01/40   1/26 at 103.00 N/R 67,294
105   New York City Housing Development Corporation, New York, Multifamily Housing Revenue Bonds, Sustainable Neighborhood Series 2019A-3A, 1.125%, 5/01/60 (Mandatory Put 11/01/24)   5/22 at 100.00 AA+ 105,210
    New York City Industrial Development Agency, New York, PILOT Payment in Lieu of Taxes Revenue Bonds, Queens Baseball Stadium Project, Refunding Series 2021A:        
25   4.000%, 1/01/32 –  AGM Insured   1/31 at 100.00 AA 30,255
100   3.000%, 1/01/33 –  AGM Insured   1/31 at 100.00 AA 109,313
350   New York City, New York, General Obligation Bonds, Fiscal 2021 Series A-1, 5.000%, 8/01/29   No Opt. Call AA 450,639
16
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    New York (continued)        
$100   New York State Housing Finance Agency, Affordable Housing Revenue Bonds, Climate Bond Certified/Green Bond Series 2018I, 3.625%, 11/01/33   11/27 at 100.00 Aa2 $110,060
215   New York State Housing Finance Agency, Affordable Housing Revenue Bonds, Climate Bond Certified/Sustainability Series 2019P, 2.600%, 11/01/34   5/28 at 100.00 Aa2 224,380
205   New York State Housing Finance Agency, Affordable Housing Revenue Bonds, Refunding Series 2019C, 3.500%, 11/01/34   5/28 at 100.00 Aa2 224,904
120   New York State Mortgage Agency, Homeowner Mortgage Revenue Bonds, Series 223, 2.650%, 10/01/34   10/28 at 100.00 Aa1 125,182
100   New York State Mortgage Agency, Homeowner Mortgage Revenue Bonds, Series 225, 2.300%, 10/01/40   10/29 at 100.00 Aa1 100,658
100   New York State Mortgage Agency, Homeowner Mortgage Revenue Bonds, Series 233, 2.200%, 4/01/36   4/30 at 100.00 Aa1 100,707
245   New York State Mortgage Agency, Homeowner Mortgage Revenue Bonds, Social Series 239, 2.450%, 10/01/41   10/30 at 100.00 Aa1 247,181
    New York Transportation Development Corporation, New York, Special Facilities Bonds, LaGuardia Airport Terminal B Redevelopment Project, Series 2016A:        
135   4.000%, 7/01/32 (AMT)   7/24 at 100.00 BBB 145,544
230   4.000%, 7/01/33 (AMT)   7/24 at 100.00 BBB 247,820
185   5.000%, 7/01/34 (AMT)   7/24 at 100.00 BBB 204,005
100   5.000%, 7/01/41 (AMT)   7/24 at 100.00 BBB 109,932
55   4.000%, 7/01/46 –  AGM Insured (AMT)   7/24 at 100.00 AA 59,066
500   5.000%, 7/01/46 (AMT)   7/24 at 100.00 BBB 549,110
    New York Transportation Development Corporation, New York, Special Facility Revenue Refunding Bonds, Terminal One Group Association, L.P. Project, Series 2015:        
60   5.000%, 1/01/22 (AMT)   No Opt. Call BBB 60,000
60   5.000%, 1/01/23 (AMT)   No Opt. Call BBB 62,519
140   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 141,406
115   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 115,840
6,875   Total New York       7,317,517
    North Carolina – 1.4%        
95   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+ 100,337
1,340   North Carolina Municipal Power Agency 1, Catawba Electric Revenue Bonds, Series 2015C, 5.000%, 1/01/29   1/26 at 100.00 A 1,551,077
250   North Carolina Turnpike Authority, Monroe Expressway Toll Revenue Bonds, Capital Appreciation Series 2017C, 0.000%, 7/01/27   7/26 at 96.08 BBB 221,617
1,685   Total North Carolina       1,873,031
17
NIM Nuveen Select Maturities Municipal Fund (continued)
  Portfolio of Investments December 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    North Dakota – 0.6%        
$270   Horace, Cass County, North Dakota, General Obligation Bonds, Refunding Improvement Series 2021, 3.000%, 5/01/46   5/27 at 100.00 Baa2 $275,751
75   North Dakota Housing Finance Agency, Home Mortgage Finance Program Bonds, Series 2019C, 3.200%, 7/01/39   7/28 at 100.00 Aa1 79,865
55   North Dakota Housing Finance Agency, Home Mortgage Finance Program Bonds, Series 2020A, 2.700%, 7/01/35   7/29 at 100.00 Aa1 57,751
100   North Dakota Housing Finance Agency, Home Mortgage Finance Program Bonds, Series 2020B, 2.350%, 7/01/40   1/30 at 100.00 Aa1 101,411
100   North Dakota Housing Finance Agency, Home Mortgage Finance Program Bonds, Series 2021A, 2.250%, 7/01/41   7/30 at 100.00 Aa1 100,180
200   Ward County Health Care, North Dakota, Revenue Bonds, Trinity Obligated Group, Series 2017C, 5.000%, 6/01/28   No Opt. Call BBB- 245,112
800   Total North Dakota       860,070
    Ohio – 5.5%        
145   Allen County, Ohio, Hospital Facilities Revenue Bonds, Catholic Health Partners, Refunding and Improvement Series 2012A, 5.000%, 5/01/33 (Pre-refunded 5/01/22)   5/22 at 100.00 AA- (4) 147,295
100   American Municipal Power Inc., Ohio, Fremont Energy Center Revenue Bonds, Refunding Series 2021A, 5.000%, 2/15/34   2/31 at 100.00 A 130,550
    Buckeye Tobacco Settlement Financing Authority, Ohio, Tobacco Settlement Asset-Backed Revenue Bonds, Refunding Senior Lien Series 2020A-2 Class 1:        
155   5.000%, 6/01/28   No Opt. Call A 192,242
75   5.000%, 6/01/30   No Opt. Call A 96,701
200   5.000%, 6/01/31   6/30 at 100.00 A- 256,214
130   5.000%, 6/01/32   6/30 at 100.00 A- 165,805
505   5.000%, 6/01/35   6/30 at 100.00 A- 637,800
100   5.000%, 6/01/36   6/30 at 100.00 A- 125,761
30   4.000%, 6/01/48   6/30 at 100.00 BBB+ 33,756
100   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 116,212
150   Columbus, Ohio, General Obligation Bonds, Various Purpose Series 2019A, 5.000%, 4/01/27   No Opt. Call AAA 183,412
480   Fairfield County, Ohio, Hospital Facilities Revenue Bonds, Fairfield Medical Center Project, Series 2013, 5.000%, 6/15/43   6/23 at 100.00 Ba2 496,162
20   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+ 21,640
35   New Albany Community Authority, Ohio, Community Facilities Revenue Refunding Bonds, Series 2012C, 5.000%, 10/01/22   No Opt. Call Aa3 36,246
45   Ohio Air Quality Development Authority, Ohio, Air Quality Development Revenue Bonds, FirstEnergy Generation Corporation Project, Series 2009A, 5.700%, 8/01/22   No Opt. Call N/R 56
100   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 125
425   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 531
18
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Ohio (continued)        
$90   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 $113
130   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 163
335   Ohio Air Quality Development Authority, Ohio, Revenue Bonds, American Electric Power Company Project, Refunding Series 2005A, 2.100%, 1/01/29 (Mandatory Put 10/01/24) (AMT)   No Opt. Call BBB+ 346,621
225   Ohio Air Quality Development Authority, Ohio, Revenue Bonds, American Electric Power Company Project, Refunding Series 2007A, 2.500%, 8/01/40 (Mandatory Put 10/01/29) (AMT)   No Opt. Call BBB+ 246,616
350   Ohio Air Quality Development Authority, Ohio, Revenue Bonds, American Electric Power Company Project, Refunding Series 2007B, 2.500%, 11/01/42 (Mandatory Put 10/01/29) (AMT)   No Opt. Call BBB+ 384,380
100   Ohio Air Quality Development Authority, Ohio, Revenue Bonds, American Electric Power Company Project, Refunding Series 2014B, 2.600%, 6/01/41 (Mandatory Put 10/01/29) (AMT)   10/24 at 100.00 BBB+ 105,187
100   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+ 102,969
45   Ohio Air Quality Development Authority, Ohio, Revenue Bonds, Pratt Paper Ohio, LLC Project, Series 2017, 3.750%, 1/15/28, 144A (AMT)   No Opt. Call N/R 49,820
25   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 30,642
130   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 137,940
90   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 94,131
25   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 25,483
2,430   Ohio State, Turnpike Revenue Bonds, Ohio Turnpike and Infrastructutre Commission Infrastructure Projects, Junior Lien, Capital Appreciation Series 2013A-3, 0.000%, 2/15/34 (5)   2/31 at 100.00 Aa3 3,060,488
120   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 150
230   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 287
110   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 138
220   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 275
235   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 294
110   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 138
19
NIM Nuveen Select Maturities Municipal Fund (continued)
  Portfolio of Investments December 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Ohio (continued)        
$100   Toledo-Lucas County Port Authority, Ohio, Development Revenue Bonds, Northwest Ohio Bond Fund, HB Magruder Memorial Hospital Project, Series 2021F, 2.250%, 11/15/36   5/28 at 100.00 N/R $99,674
85   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 91,638
8,080   Total Ohio       7,417,655
    Oklahoma – 1.6%        
70   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 83,474
115   Bryan County School Finance Authority, Oklahoma, Educational Facilities Lease Revenue Bonds, Durant Public Schools Project, Series 2020, 2.750%, 9/01/31   9/30 at 100.00 A 125,957
800   Caddo County Governmental Building Authority, Oklahoma, Sales Tax Revenue Bonds, Refunding Series 2018, 3.625%, 9/01/33   9/28 at 100.00 BBB+ 875,200
100   Cleveland County Public Facilities Authority, Oklahoma, Educational Facilities Lease Revenue Bonds, Moore Norman Technology Center Project, Series 2021, 4.000%, 5/01/35   5/31 at 100.00 N/R 121,045
250   Comanche County Educational Facilities Authority, Oklahoma, Educational Facilities Lease Revenue Bonds, Elgin Public Schools Project, Series 2017A, 5.000%, 12/01/31   12/27 at 100.00 A 304,192
220   Oklahoma Development Finance Authority, Health System Revenue Bonds, OU Medicine Project, Series 2018B, 5.000%, 8/15/28   No Opt. Call Baa3 270,970
45   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 46,237
100   Tulsa County Industrial Authority, Oklahoma, Educational Facilities Lease Revenue Bonds, Broken Arrow Public Schools Project, Series 2021A, 4.000%, 9/01/31   No Opt. Call N/R 123,932
125   Weatherford Industrial Trust Educational, Oklahoma, Facilities Lease Revenue Bonds, Weatherford Public Schools Project, Series 2019, 5.000%, 3/01/31   3/29 at 100.00 A- 156,445
1,825   Total Oklahoma       2,107,452
    Oregon – 1.1%        
1,250   Beaverton School District 48J, Washington and Multnomah Counties, Oregon, General Obligation Bonds, Deferred Interest Series 2017B, 0.000%, 6/15/31   6/27 at 85.82 AA+ 993,963
25   Clackamas County Hospital Facility Authority, Oregon, Revenue Bonds, Rose Villa Inc., Series 2020B-1, 3.250%, 11/15/25   1/22 at 100.00 N/R 25,017
95   Oregon Housing and Community Services Department, Single Family Mortgage Revenue Bonds, Series 2021A, 2.250%, 7/01/41   7/30 at 100.00 Aa2 94,605
360   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+ 370,915
1,730   Total Oregon       1,484,500
    Pennsylvania – 5.1%        
100   Allegheny County Higher Education Building Authority, Pennsylvania, Revenue Bonds, Carnegie Mellon University, Series 2020A, 5.000%, 2/01/30   No Opt. Call AA 129,835
100   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 119,113
20
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Pennsylvania (continued)        
$220   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 $275
    Berks County Industrial Development Authority, Pennsylvania, Health System Revenue Bonds, Tower Health Project, Series 2017:        
115   5.000%, 11/01/29   11/27 at 100.00 BB- 133,123
145   4.000%, 11/01/32   11/27 at 100.00 BB- 157,000
115   3.750%, 11/01/42   11/27 at 100.00 BB- 116,991
330   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- 390,595
435   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 497,061
105   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- 125,017
185   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- 235,553
240   Lehigh County Industrial Development Authority, Pennsylvania, Pollution Control Revenue Bonds, Pennsylvania Power and Light Company, Series 2016A, 1.800%, 9/01/29 (Mandatory Put 9/01/22)   No Opt. Call A1 242,098
455   Lehigh County Industrial Development Authority, Pennsylvania, Pollution Control Revenue Bonds, Pennsylvania Power and Light Company, Series 2016B, 1.800%, 2/15/27 (Mandatory Put 8/15/22)   No Opt. Call A1 458,717
175   Luzerne County Industrial Development Authority, Pennsylvania, Revenue Bonds, Pennsylvania-American Water Company Project, Refunding Series 2019, 2.450%, 12/01/39 (Mandatory Put 12/03/29) (AMT)   12/29 at 100.00 A+ 190,295
5   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 6
500   Pennsylvania Economic Development Financing Authority, Parking System Revenue Bonds, Capitol Region Parking System, Junior Guaranteed Series 2013B, 5.500%, 1/01/27   1/24 at 100.00 AA 548,265
250   Pennsylvania Economic Development Financing Authority, Parking System Revenue Bonds, Capitol Region Parking System, Junior Insured Series 2013C, 5.500%, 1/01/26 –  AGM Insured   1/24 at 100.00 AA 274,500
230   Pennsylvania Economic Development Financing Authority, Private Activity Revenue Bonds, Pennsylvania Rapid Bridge Replacement Project, Series 2015, 5.000%, 12/31/25 (AMT)   No Opt. Call BBB 269,799
150   Pennsylvania Higher Educational Facilities Authority, Revenue Bonds, LaSalle University, Series 2012, 5.000%, 5/01/42   11/22 at 100.00 BB+ 152,513
250   Pennsylvania Housing Finance Agency, Single Family Mortgage Revenue Bonds, Series 2017-125A, 3.400%, 10/01/32 (AMT)   4/27 at 100.00 AA+ 267,803
25   Pennsylvania Housing Finance Agency, Single Family Mortgage Revenue Bonds, Series 2019-128A, 3.650%, 10/01/32 (AMT)   10/27 at 100.00 AA+ 26,787
100   Pennsylvania Housing Finance Agency, Single Family Mortgage Revenue Bonds, Series 2019-129, 2.950%, 10/01/34   10/28 at 100.00 AA+ 106,203
21
NIM Nuveen Select Maturities Municipal Fund (continued)
  Portfolio of Investments December 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Pennsylvania (continued)        
$150   Pennsylvania Housing Finance Agency, Single Family Mortgage Revenue Bonds, Series 2020-132A, 2.300%, 10/01/35   10/29 at 100.00 AA+ $153,402
160   Pennsylvania Housing Finance Agency, Single Family Mortgage Revenue Bonds, Series 2020-133, 2.350%, 10/01/40   10/29 at 100.00 AA+ 161,619
    Pennsylvania Turnpike Commission, Turnpike Revenue Bonds, Refunding Subordinate Second Series 2016B-2:        
400   5.000%, 6/01/29   6/26 at 100.00 A3 471,220
855   5.000%, 6/01/35   6/26 at 100.00 A3 1,004,266
250   Pennsylvania Turnpike Commission, Turnpike Revenue Bonds, Refunding Subordinate Third Series 2017, 5.000%, 12/01/32   12/27 at 100.00 A3 305,982
85   Scranton, Lackawanna County, Pennsylvania, General Obligation Notes, Series 2016, 5.000%, 11/15/26   5/24 at 100.00 BB+ 90,426
50   Scranton-Lackawanna Health and Welfare Authority, Pennsylvania, University Revenue Bonds, Marywood University, Series 2016, 3.375%, 6/01/26   No Opt. Call BB+ 51,321
115   Wilson School District, Berks County, Pennsylvania, General Obligation Bonds, Series 2021C, 4.000%, 5/15/30   5/29 at 100.00 AA 138,570
6,295   Total Pennsylvania       6,818,355
    Puerto Rico – 2.2%        
135   Puerto Rico Aqueduct and Sewerage Authority, Revenue Bonds, Senior Lien Series 2008A, 6.125%, 7/01/24   No Opt. Call CCC 145,855
    Puerto Rico Aqueduct and Sewerage Authority, Revenue Bonds, Senior Lien Series 2012A:        
215   5.250%, 7/01/24   7/22 at 100.00 CCC 220,078
120   4.250%, 7/01/25   7/22 at 100.00 CCC 122,245
260   5.000%, 7/01/33   7/22 at 100.00 CCC 265,821
135   5.125%, 7/01/37   7/22 at 100.00 CCC 138,106
65   5.250%, 7/01/42   7/22 at 100.00 CCC 66,535
    Puerto Rico Sales Tax Financing Corporation, Sales Tax Revenue Bonds, Restructured 2018A-1:        
282   0.000%, 7/01/27   No Opt. Call N/R 261,093
354   0.000%, 7/01/29   7/28 at 98.64 N/R 311,117
634   0.000%, 7/01/31   7/28 at 91.88 N/R 516,577
352   0.000%, 7/01/33   7/28 at 86.06 N/R 267,253
251   4.500%, 7/01/34   7/25 at 100.00 N/R 275,021
    Puerto Rico Sales Tax Financing Corporation, Sales Tax Revenue Bonds, Taxable Restructured Cofina Project Series 2019A-2:        
162   4.329%, 7/01/40   7/28 at 100.00 N/R 182,945
169   4.329%, 7/01/40   7/28 at 100.00 N/R 190,850
3,134   Total Puerto Rico       2,963,496
    Rhode Island – 0.3%        
200   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) 217,416
22
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Rhode Island (continued)        
$180   Rhode Island Housing & Mortgage Finance Corporation, Homeownership Opportunity Bond Program, 2021 Series 75A, 2.250%, 10/01/41   4/30 at 100.00 AA+ $180,178
50   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+ 51,214
430   Total Rhode Island       448,808
    South Carolina – 0.3%        
130   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 138,655
170   South Carolina Housing Finance and Development Authority, Mortgage Revenue Bonds, Series 2021A, 2.050%, 7/01/41   7/30 at 100.00 Aaa 168,202
80   South Carolina Public Service Authority, Santee Cooper Revenue Obligations, Refunding & Improvement Series 2015A, 5.000%, 12/01/50   6/25 at 100.00 A 91,078
380   Total South Carolina       397,935
    South Dakota – 0.2%        
45   South Dakota Housing Development Authority, Homeownership Mortgage Revenue Bonds, Series 2018B, 3.850%, 11/01/33   11/27 at 100.00 AAA 49,509
75   South Dakota Housing Development Authority, Homeownership Mortgage Revenue Bonds, Series 2021A, 2.100%, 11/01/41   5/30 at 100.00 AAA 75,419
100   South Dakota Housing Development Authority, Homeownership Mortgage Revenue Bonds, Series 2021B, 2.050%, 11/01/41   5/30 at 100.00 AAA 100,483
220   Total South Dakota       225,411
    Tennessee – 1.2%        
    Knox County Health, Educational and Housing Facility Board, Tennessee, Hospital Revenue Bonds, Covenant Health, Refunding Series 2012A:        
105   4.000%, 1/01/22   No Opt. Call A+ 105,000
180   5.000%, 1/01/23   No Opt. Call A+ 188,367
100   Metropolitan Government of Nashville-Davidson County Health and Educational Facilities Board, Tennessee, Revenue Bonds, Knowledge Academy Charter School, Series 2017A, 0.000%, 6/15/27, 144A (6)   No Opt. Call N/R 60,000
85   Tennessee Housing Development Agency, Residential Finance Program Bonds, Series 2021-3, 2.300%, 7/01/41   1/31 at 100.00 N/R 85,714
100   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 110,406
60   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 77,158
920   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 956,892
1,550   Total Tennessee       1,583,537
    Texas – 5.3%        
    Austin Convention Enterprises Inc., Texas, Convention Center Hotel Revenue Bonds, Refunding First Tier Series 2017A:        
40   5.000%, 1/01/28   1/27 at 100.00 BB+ 45,622
55   5.000%, 1/01/30   1/27 at 100.00 BB+ 62,135
23
NIM Nuveen Select Maturities Municipal Fund (continued)
  Portfolio of Investments December 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Texas (continued)        
$1,000   Central Texas Regional Mobility Authority, Revenue Bonds, Senior Lien, Series 2015A, 5.000%, 1/01/31 (Pre-refunded 7/01/25)   7/25 at 100.00 A- (4) $1,154,720
25   City of Houston, Texas, Convention & Entertainment Facilities Department Hotel Occupancy Tax and Special Revenue Bonds, Refunding Series 2019, 5.000%, 9/01/34   9/28 at 100.00 A 30,684
130   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 134,092
250   Grand Parkway Transportation Corporation, Texas, System Toll Revenue Bonds, Bond Anticipation Note Series 2014A, 5.000%, 2/01/23   No Opt. Call A+ 262,290
385   Harris County-Houston Sports Authority, Texas, Revenue Bonds, Refunding Senior Lien Series 2014A, 5.000%, 11/15/26 –  AGM Insured   11/24 at 100.00 AA 429,152
50   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 54,261
500   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 492,335
430   Love Field Airport Modernization Corporation, Texas, General Airport Revenue Bonds Series 2015, 5.000%, 11/01/28 (AMT)   11/25 at 100.00 A1 496,345
    McCamey County Hospital District, Texas, General Obligation Bonds, Series 2013:        
100   5.000%, 12/01/25   No Opt. Call B1 108,563
100   5.250%, 12/01/28   12/25 at 100.00 B1 108,164
100   Mission Economic Development Corporation, Texas, Revenue Bonds, Natgasoline Project, Senior Lien Series 2018, 4.625%, 10/01/31, 144A (AMT)   1/22 at 105.00 BB- 105,169
    North Central Texas Health Facilities Development Corporation, Texas, Revenue Bonds, Children's Medical Center Dallas Project, Series 2012:        
450   5.000%, 8/15/24 (Pre-refunded 8/15/22)   8/22 at 100.00 AA (4) 463,351
380   5.000%, 8/15/25 (Pre-refunded 8/15/22)   8/22 at 100.00 AA (4) 391,275
    North Texas Tollway Authority, Special Projects System Revenue Bonds, Convertible Capital Appreciation Series 2011C:        
245   0.000%, 9/01/43 (Pre-refunded 9/01/31) (5)   9/31 at 100.00 N/R (4) 344,205
490   6.750%, 9/01/45 (Pre-refunded 9/01/31)   9/31 at 100.00 N/R (4) 738,508
    North Texas Tollway Authority, System Revenue Bonds, Refunding First Tier, Series 2014A:        
190   5.000%, 1/01/23 (ETM)   No Opt. Call N/R (4) 199,086
290   5.000%, 1/01/23   No Opt. Call A+ 303,749
100   Port Beaumont Navigation District, Jefferson County, Texas, Dock and Wharf Facility Revenue Bonds, Jefferson Gulf Coast Energy Project, Series 2021A, 2.750%, 1/01/36, 144A (AMT)   7/23 at 103.00 N/R 99,769
100   Round Rock, Texas, Combined Tax and Revenue Certificates of Obligation, Series 2021C, 2.000%, 8/15/46   8/30 at 100.00 AAA 93,326
100   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 97,826
    Texas Private Activity Bond Surface Transporation Corporation, Revenue Bonds, NTE Mobility Partners LLC North Tarrant Express Managed Lanes Project, Refunding Senior Lien Series 2019A:        
210   4.000%, 12/31/38   12/29 at 100.00 Baa2 244,266
125   4.000%, 12/31/39   12/29 at 100.00 Baa2 145,132
24
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Texas (continued)        
$475   Texas Transportation Commission, Central Texas Turnpike System Revenue Bonds, Refunding Second Tier Series 2015C, 5.000%, 8/15/31   8/24 at 100.00 A- $530,214
6,320   Total Texas       7,134,239
    Virginia – 1.2%        
200   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 204,342
130   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 132,823
120   Louisa Industrial Development Authority, Virginia, Pollution Control Revenue Bonds, Virginia Electric and Power Company, Series 2008C, 1.800%, 11/01/35 (Mandatory Put 4/01/22)   No Opt. Call A2 120,445
310   Virginia Small Business Financing Authority, Senior Lien Revenue Bonds, 95 Express Lanes LLC Project, Series 2019, 5.000%, 7/01/49 (AMT)   1/22 at 100.00 BBB 311,023
605   Virginia Small Business Financing Authority, Senior Lien Revenue Bonds, Elizabeth River Crossing, Opco LLC Project, Series 2012, 5.500%, 1/01/42 (AMT)   7/22 at 100.00 BBB 619,526
140   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 141,284
60   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 60,994
1,565   Total Virginia       1,590,437
    Washington – 1.6%        
1,000   Port of Seattle, Washington, Revenue Bonds, Intermediate Lien Series 2015C, 5.000%, 4/01/23 (AMT)   No Opt. Call AA- 1,057,520
5   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+ 5,655
275   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+ 320,785
100   Washington State Housing Finance Commission, Single Family Program Bonds, Series 2021-1N, 2.200%, 6/01/41   6/30 at 100.00 Aaa 100,485
109   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+ 126,493
585   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 601,023
2,074   Total Washington       2,211,961
    West Virginia – 0.5%        
100   Monongalia County Commission, West Virginia, Special District Excise Tax Revenue Bonds, University Town Centre Economic Opportunity Development District, Refunding & Improvement Series 2017A, 4.500%, 6/01/27, 144A   No Opt. Call N/R 108,536
25
NIM Nuveen Select Maturities Municipal Fund (continued)
  Portfolio of Investments December 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    West Virginia (continued)        
$155   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- $153,776
115   West Virginia Economic Development Authority, Solid Waste Disposal Facilities Revenue Bonds, Wheeling Power Company - Mitchell Project, Series 2013A, 3.000%, 6/01/37 (Mandatory Put 4/01/22) (AMT)   No Opt. Call A- 115,768
80   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 89,155
240   West Virginia Hospital Finance Authority, Revenue Bonds, West Virginia University Health System Obligated Group, Improvement Series 2017A, 3.375%, 6/01/29   6/27 at 100.00 A 265,080
690   Total West Virginia       732,315
    Wisconsin – 2.8%        
600   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 648,378
350   Public Finance Authority of Wisconsin, Solid Waste Disposal Revenue Bonds, Waste Management Inc., Refunding Series 2016A-2, 2.875%, 5/01/27 (AMT)   5/26 at 100.00 A- 378,633
    Public Finance Authority, Wisconsin, Exempt Facilities Revenue Bonds, Celanese Project, Refunding Series 2016C:        
65   4.050%, 11/01/30   5/26 at 100.00 BBB 71,656
175   4.300%, 11/01/30 (AMT)   5/26 at 100.00 BBB 194,742
45   University of Wisconsin Hospitals and Clinics Authority, Revenue Bonds, Refunding Series 2013A, 5.000%, 4/01/22 (ETM)   No Opt. Call AA- (4) 45,525
40   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 42,768
60   Wisconsin Health and Educational Facilities Authority, Wisconsin, Revenue Bonds, Gundersen Health System, Refunding Series 2021A, 4.000%, 10/15/34   10/31 at 100.00 AA- 73,634
100   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- 118,266
1,500   Wisconsin Health and Educational Facilities Authority, Wisconsin, Revenue Bonds, ThedaCare Inc, Series 2015, 5.000%, 12/15/26   12/24 at 100.00 AA- 1,692,735
335   Wisconsin Housing and Ecconomic Development Authority, Home Ownership Revenue Bonds, Series 2020A, 2.700%, 9/01/35   9/29 at 100.00 AA 345,197
100   Wisconsin Housing and Economic Development Authority, Housing Revenue Bonds, Series 2021C, 2.500%, 11/01/41   5/31 at 100.00 N/R 100,358
3,370   Total Wisconsin       3,711,892
    Wyoming – 0.1%        
85   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 91,483
25   Wyoming Community Development Authority, Housing Revenue Bonds, 2020 Series 1, 2.625%, 12/01/35   6/29 at 100.00 AA+ 26,273
110   Total Wyoming       117,756
$123,560   Total Municipal Bonds (cost $121,063,425)       130,807,023
    
26
Shares   Description (1)       Value
    COMMON STOCKS – 2.2%        
    Electric Utilities – 2.2%        
65,897   Energy Harbor Corp (7), (8), (9)       $3,069,680
    Total Common Stocks (cost $1,755,741)       3,069,680
    
Principal Amount (000)   Description (1) Coupon Maturity Ratings (3) Value
    ASSET-BACKED SECURITIES – 0.1%        
$109   Freddie Mac Multi-Family ML Certificates, Series ML 10, Series 2021 2.032% 1/25/38 AA+ $110,192
109   Total Asset-Backed Securities(cost $113,685)       110,192
    Total Long-Term Investments (cost $122,932,851)       133,986,895
    Other Assets Less Liabilities – 0.7%       894,502
    Net Assets Applicable to Common Shares  –  100%       $134,881,397
Part F of Form N-PORT was prepared in accordance with U.S. generally accepted accounting principles (“U.S. GAAP”) and in conformity with the applicable rules and regulations of the U.S. Securities and Exchange Commission (“SEC”) related to interim filings. Part F of Form N-PORT does not include all information and footnotes required by U.S. GAAP for complete financial statements. Certain footnote disclosures normally included in financial statements prepared in accordance with U.S. GAAP have been condensed or omitted from this report pursuant to the rules of the SEC. For a full set of the Fund’s notes to financial statements, please refer to the Fund’s most recently filed annual or semi-annual report.
Fair Value Measurements
The Fund's investments in securities are recorded at their estimated fair value utilizing valuation methods approved by the Board of Directors/Trustees. Fair value is defined as the price that would be received upon selling an investment or transferring a liability in an orderly transaction to an independent buyer in the principal or most advantageous market for the investment. U.S. GAAP establishes the three-tier hierarchy which is used to maximize the use of observable market data and minimize the use of unobservable inputs and to establish classification of fair value measurements for disclosure purposes. Observable inputs reflect the assumptions market participants would use in pricing the asset or liability. Observable inputs are based on market data obtained from sources independent of the reporting entity. Unobservable inputs reflect management’s assumptions about the assumptions market participants would use in pricing the asset or liability. Unobservable inputs are based on the best information available in the circumstances. The following is a summary of the three-tiered hierarchy of valuation input levels.
Level 1  –     Inputs are unadjusted and prices are determined using quoted prices in active markets for identical securities.
Level 2  –     Prices are determined using other significant observable inputs (including quoted prices for similar securities, interest rates, credit spreads, etc.).
Level 3  –     Prices are determined using significant unobservable inputs (including management’s assumptions in determining the fair value of investments).
The following table summarizes the market value of the Fund's investments as of the end of the reporting period, based on the inputs used to value them:
  Level 1 Level 2 Level 3 Total
Long-Term Investments:        
Municipal Bonds $ — $130,807,023 $ — $130,807,023
Common Stocks  — 3,069,680  — 3,069,680
Asset-Backed Securities  — 110,192  — 110,192
Total $ — $133,986,895 $ — $133,986,895
27
NIM Nuveen Select Maturities Municipal Fund (continued)
  Portfolio of Investments December 31, 2021
  (Unaudited)
(1) All percentages shown in the Portfolio of Investments are based on net assets applicable to common shares unless otherwise noted.  
(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) Step-up coupon bond, a bond with a coupon that increases ("steps up"), usually at regular intervals, while the bond is outstanding. The rate shown is the coupon as of the end of the reporting period.  
(6) Defaulted security. A security whose issuer has failed to fully pay principal and/or interest when due, or is under the protection of bankruptcy.  
(7) Common Stock received as part of the bankruptcy settlement during February 2020 for 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 Corporation Project, Refunding Series 2010A, 0.000%, 7/01/33; Ohio Air Quality Development Authority, Ohio, Pollution Control Revenue Bonds, FirstEnergy Nuclear Generation Project, Refunding Series 2006B, 3.625%, 12/01/33; 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; and Pennsylvania Economic Development Financing Authority, Exempt Facilities Revenue Bonds, Shippingport Project, First Energy Guarantor, Series 2006A, 2.550%, 11/01/41.  
(8) For fair value measurement disclosure purposes, investment classified as Level 2.  
(9) Non-income producing; issuer has not declared an ex-dividend date within the past twelve months.  
144A Investment is exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These investments may only be resold in transactions exempt from registration, which are normally those transactions with qualified institutional buyers.  
AMT Alternative Minimum Tax  
ETM Escrowed to maturity  
WI/DD Purchased on a when-issued or delayed delivery basis.  
28