Nuveen Multistate Trust I NPORT-P Nuveen Virginia Municipal Bond Fund (Aug 2023 report)

1

Nuveen

Arizona

Municipal

Bond

Fund

Portfolio

of

Investments

August

31,

2023

(Unaudited)

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

LONG-TERM

INVESTMENTS

-

97.6%   

X

169,146,024

MUNICIPAL

BONDS

-

97.6%  

X

169,146,024

Education

and

Civic

Organizations

-

22.9%

$

1,000

Arizona

Board

of

Regents,

Arizona

State

University

System

Revenue

Bonds,

Green

Series

2016B,

5.000%,

7/01/47

7/26

at

100.00

$

1,019,640

1,500

Arizona

Board

of

Regents,

Arizona

State

University

System

Revenue

Bonds,

Green

Series

2023A,

5.500%,

7/01/48

7/33

at

100.00

1,682,490

500

Arizona

Board

of

Regents,

Arizona

State

University

System

Revenue

Bonds,

Refunding

Green

Series

2015A,

5.000%,

7/01/41

7/25

at

100.00

508,545

1,620

Arizona

Board

of

Regents,

Arizona

State

University

System

Revenue

Bonds,

Refunding

Series

2017B,

5.000%,

7/01/42

7/27

at

100.00

1,676,716

Arizona

Board

of

Regents,

Arizona

State

University

System

Revenue

Bonds,

Series

2021C:

300

5.000%,

7/01/43

7/31

at

100.00

322,473

225

4.000%,

7/01/44

7/31

at

100.00

217,064

300

4.000%,

7/01/45

7/31

at

100.00

288,138

250

4.000%,

7/01/46

7/31

at

100.00

238,503

940

Arizona

Board

of

Regents,

Univeristy

of

Arizona,

SPEED

Revenue

Bonds,

Stimulus

Plan

for

Economic

and

Educational

Development,

Series

2014,

5.000%,

8/01/44

8/24

at

100.00

945,574

1,500

Arizona

Board

of

Regents,

University

of

Arizona,

System

Revenue

Bonds,

Refunding

Series

2015A,

5.000%,

6/01/40

6/25

at

100.00

1,525,935

1,250

Arizona

Board

of

Regents,

University

of

Arizona,

System

Revenue

Bonds,

Refunding

Series

2016,

5.000%,

6/01/38

6/26

at

100.00

1,284,600

1,000

Arizona

Board

of

Regents,

University

of

Arizona,

System

Revenue

Bonds,

Refunding

Series

2021A,

5.000%,

6/01/42

6/31

at

100.00

1,080,110

500

Arizona

Board

of

Regents,

University

of

Arizona,

System

Revenue

Bonds,

Series

2019A,

5.000%,

6/01/38

6/29

at

100.00

535,020

215

Arizona

Industrial

Development

Authority,

Arizona,

Education

Facility

Revenue

Bonds,

Basis

Schools,

Inc.

Projects,

Series

2017A,

5.125%,

7/01/37,

144A

7/26

at

100.00

210,915

220

Arizona

Industrial

Development

Authority,

Arizona,

Education

Facility

Revenue

Bonds,

Basis

Schools,

Inc.

Projects,

Series

2017C,

5.000%,

7/01/47

7/27

at

100.00

221,830

25

Arizona

Industrial

Development

Authority,

Arizona,

Education

Facility

Revenue

Bonds,

Basis

Schools,

Inc.

Projects,

Series

2017D,

5.000%,

7/01/37,

144A

7/27

at

100.00

24,222

Arizona

Industrial

Development

Authority,

Arizona,

Education

Facility

Revenue

Bonds,

Basis

Schools,

Inc.

Projects,

Series

2017F:

300

5.000%,

7/01/37

7/27

at

100.00

307,479

705

5.000%,

7/01/47

7/27

at

100.00

710,866

150

Arizona

Industrial

Development

Authority,

Arizona,

Education

Facility

Revenue

Bonds,

Basis

Schools,

Inc.

Projects,

Series

2017G,

5.000%,

7/01/47,

144A

7/27

at

100.00

134,419

230

Arizona

Industrial

Development

Authority,

Arizona,

Education

Facility

Revenue

Bonds,

Montessori

Academy

Projects,

Refunding

Series

2017A,

6.000%,

11/01/37,

144A

11/27

at

100.00

198,037

565

Arizona

Industrial

Development

Authority,

Arizona,

Education

Facility

Revenue

Bonds,

Somerset

Academy

of

Las

Vegas

Aliante

and

Skye

Canyon

Campus

Projects,

Series

2021A,

4.000%,

12/15/51,

144A

12/29

at

100.00

408,998

775

Arizona

Industrial

Development

Authority,

Arizona,

Education

Revenue

Bonds,  Arizona

Agribusiness

and

Equine

Center,

Inc.

Project,

Series

2017A,

5.000%,

3/01/48

9/27

at

100.00

787,873

1,150

Arizona

Industrial

Development

Authority,

Arizona,

Education

Revenue

Bonds,

Academies

of

Math

&

Science

Projects,

Series

2017A,

5.000%,

7/01/47

7/27

at

100.00

1,134,590

75

Arizona

Industrial

Development

Authority,

Arizona,

Education

Revenue

Bonds,

Academies

of

Math

&

Science

Projects,

Series

2017B,

4.250%,

7/01/27,

144A

No

Opt.

Call

73,417

Nuveen

Arizona

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

August

31,

2023

(Unaudited)

2

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Education

and

Civic

Organizations

(continued)

$

135

Arizona

Industrial

Development

Authority,

Arizona,

Education

Revenue

Bonds,

Academies

of

Math

&

Science

Projects,

Series

2018A,

5.000%,

7/01/38

1/28

at

100.00

$

136,216

Arizona

Industrial

Development

Authority,

Arizona,

Education

Revenue

Bonds,

GreatHearts

Arizona

Projects,

Series

2021A:

125

5.000%,

7/01/28

No

Opt.

Call

131,583

125

5.000%,

7/01/29

No

Opt.

Call

132,799

130

5.000%,

7/01/30

No

Opt.

Call

139,286

125

5.000%,

7/01/31

No

Opt.

Call

134,930

500

Arizona

Industrial

Development

Authority,

Arizona,

Education

Revenue

Bonds,

Pinecrest

Academy

of

Nevada

Horizon,

Inspirada

and

St.

Rose

Campus

Projects,

Series

2018A,

5.750%,

7/15/38,

144A

7/26

at

100.00

504,410

500

Arizona

Industrial

Development

Authority,

Arizona,

Education

Revenue

Bonds,

Pinecrest

Academy

of

Nevada

Sloan

Canyon

Campus

Project,

Series

2020A-2,

6.000%,

9/15/38,

144A

9/23

at

105.00

512,820

85

Arizona

Industrial

Development

Authority,

Arizona,

Education

Revenue

Bonds,

Social

Bonds

Pensar

Academy

Project,

Series

2020,

4.000%,

7/01/30,

144A

7/28

at

100.00

77,506

2,950

Arizona

Industrial

Development

Authority,

Arizona,

Lease

Revenue

Bonds,

University

of

Indianapolis

-

Health

Pavilion

Project,

Series

2019A,

5.000%,

10/01/45

10/29

at

100.00

2,950,560

1,160

Industrial

Development

Authority,

Pima

County,

Arizona,

Education

Revenue

Bonds,

Center

for

Academic

Success

Project,

Refunding

Series

2019,

5.000%,

7/01/37

7/29

at

100.00

1,169,593

620

Maricopa

County

Industrial

Development

Authority,

Arizona,

Education

Revenue

Bonds,

Arizona

Autism

Charter

Schools

Project,

Series

2020A,

5.000%,

7/01/40,

144A

7/29

at

100.00

591,443

735

Maricopa

County

Industrial

Development

Authority,

Arizona,

Education

Revenue

Bonds,

Arizona

Autism

Charter

Schools

Project,

Social

Series

2021A,

4.000%,

7/01/41,

144A

7/29

at

100.00

601,980

145

Maricopa

County

Industrial

Development

Authority,

Arizona,

Education

Revenue

Bonds,

Great

Hearts

Academies

Projects,

Series

2017A,

5.000%,

7/01/37

7/27

at

100.00

148,667

210

Maricopa

County

Industrial

Development

Authority,

Arizona,

Education

Revenue

Bonds,

Great

Hearts

Academies

Projects,

Series

2017C,

5.000%,

7/01/48

7/27

at

100.00

211,510

1,000

Maricopa

County

Industrial

Development

Authority,

Arizona,

Education

Revenue

Bonds,

Highland

Prep

Project,

Series

2019,

5.000%,

1/01/37

1/30

at

100.00

1,044,250

750

Maricopa

County

Industrial

Development

Authority,

Arizona,

Education

Revenue

Bonds,

Legacy

Traditional

Schools

Projects,

Series

2019A,

5.000%,

7/01/39

7/29

at

100.00

764,355

1,000

Maricopa

County

Industrial

Development

Authority,

Arizona,

Education

Revenue

Bonds,

Legacy

Traditional

Schools

Projects,

Series

2020,

5.250%,

7/01/45

7/29

at

100.00

1,018,200

570

Maricopa

County

Industrial

Development

Authority,

Arizona,

Education

Revenue

Bonds,

Legacy

Traditional

Schools

Projects,

Series

2021A,

4.000%,

7/01/41,

144A

7/31

at

100.00

462,948

380

Maricopa

County

Industrial

Development

Authority,

Arizona,

Education

Revenue

Bonds,

Paradise

Schools

Projects,

Series

2016,

5.000%,

7/01/47,

144A

7/26

at

100.00

349,243

825

Maricopa

County

Industrial

Development

Authority,

Arizona,

Education

Revenue

Bonds,

Reid

Traditional

School

Projects,

Series

2016,

5.000%,

7/01/36

7/26

at

100.00

831,955

3,000

Maricopa

County

Industrial

Development

Authority,

Arizona,

Educational

Facilities

Revenue

Bonds,

Creighton

University

Projects,

Series

2020,

4.000%,

7/01/50

1/30

at

100.00

2,605,590

775

McAllister

Academic

Village

LLC,

Arizona,

Revenue

Bonds,

Arizona

State

University

Hassayampa

Academic

Village

Project,

Refunding

Series

2016,

5.000%,

7/01/37

7/26

at

100.00

794,941

Northern

Arizona

University,

System

Revenue

Bonds,

Refunding

Series

2014:

695

5.000%,

6/01/40

6/24

at

100.00

697,856

3

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Education

and

Civic

Organizations

(continued)

$

800

Northern

Arizona

University,

System

Revenue

Bonds,

Refunding

Series

2015,

5.000%,

6/01/35

-

BAM

Insured

6/25

at

100.00

$

813,968

1,000

Northern

Arizona

University,

System

Revenue

Bonds,

Refunding

Series

2020B,

5.000%,

6/01/39

-

BAM

Insured

6/30

at

100.00

1,062,510

25

Phoenix

Industrial

Development

Authority,

Arizona,

Education

Facility

Revenue

Bonds,

Basis

Schools,

Inc.

Projects,

Series

2016A,

5.000%,

7/01/46,

144A

7/25

at

100.00

22,543

400

Phoenix

Industrial

Development

Authority,

Arizona,

Education

Facility

Revenue

Bonds,

Great

Hearts

Academies

Project,

Series

2016A,

5.000%,

7/01/41

7/25

at

100.00

387,664

220

Phoenix

Industrial

Development

Authority,

Arizona,

Education

Facility

Revenue

Bonds,

Legacy

Traditional

Schools

Projects,

Series

2015,

5.000%,

7/01/35,

144A

7/25

at

100.00

217,087

350

Phoenix

Industrial

Development

Authority,

Arizona,

Education

Facility

Revenue

Bonds,

Legacy

Traditional

Schools

Projects,

Series

2016A,

5.000%,

7/01/41,

144A

7/26

at

100.00

323,141

1,000

Phoenix

Industrial

Development

Authority,

Arizona,

Education

Facility

Revenue

Bonds,

Northwest

Christian

School

Project,

Series

2020A,

5.000%,

9/01/45,

144A

9/30

at

100.00

825,160

Phoenix

Industrial

Development

Authority,

Arizona,

Education

Facility

Revenue

Bonds,

Villa

Montessori,

Inc.

Projects,

Series

2015:

40

3.250%,

7/01/25

No

Opt.

Call

38,806

750

5.000%,

7/01/35

7/25

at

100.00

753,285

800

Phoenix

Industrial

Development

Authority,

Arizona,

Education

Facility

Revenue

Bonds,

Vista

College

Preparatory

Project,

Series

2018A,

5.000%,

7/01/43

7/28

at

100.00

819,016

1,000

Phoenix

Industrial

Development

Authority,

Arizona,

Lease

Revenue

Bonds,

Eastern

Kentucky

University

Project,

Series

2016,

5.000%,

10/01/36

10/26

at

100.00

1,028,260

Pima

County

Industrial

Development

Authority,

Arizona,

Education

Facility

Revenue

Bonds,

Champion

Schools

Project,

Series

2017:

100

6.000%,

6/15/37,

144A

6/26

at

100.00

91,983

320

6.125%,

6/15/47,

144A

6/26

at

100.00

276,528

100

Pima

County

Industrial

Development

Authority,

Arizona,

Education

Facility

Revenue

Bonds,

Edkey

Charter

Schools

Project,

Series

2016,

5.250%,

7/01/36

7/26

at

100.00

97,884

25

Pima

County

Industrial

Development

Authority,

Arizona,

Education

Facility

Revenue

Bonds,

San

Tan

Montessori

School

Project,

Series

2016,

6.500%,

2/01/48,

144A

2/24

at

100.00

25,045

65

Pima

County

Industrial

Development

Authority,

Arizona,

Education

Facility

Revenue

Bonds,

San

Tan

Montessori

School

Project,

Series

2017,

6.125%,

2/01/28,

144A

No

Opt.

Call

67,408

250

Pima

County

Industrial

Development

Authority,

Arizona,

Education

Revenue

Bonds,

Noah

Webster

Schools

Mesa

Project,

Series

2015A,

5.000%,

12/15/34,

144A

6/25

at

100.00

239,372

145

Pinal

County

Community

College

District,

Arizona,

Revenue

Bonds,

Central

Arizona

College,

Series

2017,

5.000%,

7/01/34

-

BAM

Insured

7/26

at

100.00

150,229

470

Student

and

Academic

Services

LLC,

Arizona,

Lease

Revenue

Bonds,

Northern

Arizona

University

Project,

Series

2014,

5.000%,

6/01/39

-

BAM

Insured

6/24

at

100.00

473,464

500

Yavapai

County

Industrial

Development

Authority,  Arizona,

Education

Revenue

Bonds,

Arizona

Agribusiness

and

Equine

Center

Inc

Project,

Refunding

Series

2015A,

5.000%,

9/01/34,

144A

3/25

at

100.00

479,580

Total

Education

and

Civic

Organizations

39,743,028

Nuveen

Arizona

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

August

31,

2023

(Unaudited)

4

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Health

Care

-

12.6%

$

1,510

Arizona

Health

Facilities

Authority,

Revenue

Bonds,

Scottsdale

Lincoln

Hospitals

Project,

Refunding

Series

2014A,

5.000%,

12/01/42

12/24

at

100.00

$

1,509,940

Arizona

Industrial

Development

Authority,

Arizona,

Lease

Revenue

Bonds,

Children's

National

Prince

County

Regional

Medical

Center,

Series

2020A:

105

4.000%,

9/01/36

9/30

at

100.00

103,236

890

4.000%,

9/01/38

9/30

at

100.00

837,463

405

4.000%,

9/01/39

9/30

at

100.00

380,493

225

4.000%,

9/01/46

9/30

at

100.00

198,925

Arizona

Industrial

Development

Authority,

Hospital

Revenue

Bonds,

Phoenix

Children's

Hospital,

Series

2020A:

1,100

3.000%,

2/01/39

2/30

at

100.00

891,099

1,400

5.000%,

2/01/40

2/30

at

100.00

1,473,990

Arizona

Industrial

Development

Authority,

Hospital

Revenue

Bonds,

Phoenix

Children's

Hospital,

Series

2021A:

1,560

4.000%,

2/01/39

2/32

at

100.00

1,478,802

1,000

4.000%,

2/01/40

2/32

at

100.00

937,300

Maricopa

County

Industrial

Development

Authority,

Arizona,

Hospital

Revenue

Bonds,

HonorHealth,

Series

2019A:

600

5.000%,

9/01/36

9/28

at

100.00

628,578

870

4.125%,

9/01/42

9/28

at

100.00

803,262

Maricopa

County

Industrial

Development

Authority,

Arizona,

Revenue

Bonds,

Banner

Health,

Refunding

Series

2016A:

1,750

5.000%,

1/01/32

1/27

at

100.00

1,825,845

2,000

5.000%,

1/01/35

1/27

at

100.00

2,082,100

1,145

5.000%,

1/01/38

1/27

at

100.00

1,175,812

1,665

Maricopa

County

Industrial

Development

Authority,

Arizona,

Revenue

Bonds,

Banner

Health,

Series

2019A,

4.000%,

1/01/44

7/29

at

100.00

1,570,062

Pima

County

Industrial

Development

Authority,

Arizona,

Revenue

Bonds,

Tucson

Medical

Center,

Series

2021A:

565

4.000%,

4/01/39

4/31

at

100.00

527,501

1,350

4.000%,

4/01/46

4/31

at

100.00

1,194,979

295

Yavapai

County

Industrial

Development

Authority,

Arizona,

Hospital

Revenue

Bonds,

Yavapai

Regional

Medical

Center,

Refunding

Series

2016,

5.000%,

8/01/36

8/26

at

100.00

302,399

750

Yavapai

County

Industrial

Development

Authority,

Arizona,

Hospital

Revenue

Bonds,

Yavapai

Regional

Medical

Center,

Series

2013A,

5.250%,

8/01/33

9/23

at

100.00

750,293

Yavapai

County

Industrial

Development

Authority,

Arizona,

Hospital

Revenue

Bonds,

Yavapai

Regional

Medical

Center,

Series

2019:

815

5.000%,

8/01/39

8/29

at

100.00

831,422

2,060

4.000%,

8/01/43

8/29

at

100.00

1,805,178

500

Yuma

Industrial

Development

Authority,

Arizona,

Hospital

Revenue

Bonds,

Yuma

Regional

Medical

Center,

Series

2014A,

5.250%,

8/01/32

8/24

at

100.00

506,160

Total

Health

Care

21,814,839

Housing/Multifamily

-

0.7%

500

Arizona

Industrial

Development

Authority,

Student

Housing

Revenue

Bonds,

Provident

Group

-

NCCU

Properties

LLC-

North

Carolina

Central

University,

Series

2019A,

5.000%,

6/01/38

-

BAM

Insured

6/29

at

100.00

526,545

250

Sierra

Vista

Industrial

Development

Authority,

Arizona,

Economic

Development

Revenue

Bonds,

Convertible

Capital

Appreciation

Revenue

Bonds,

Series

2021A,

0.000%,

10/01/56

(c)

10/29

at

103.00

176,958

500

Sierra

Vista

Industrial

Development

Authority,

Arizona,

Economic

Development

Revenue

Bonds,

Convertible

Capital

Appreciation

Revenue

Bonds,

Series

2022A,

0.000%,

10/01/56

(c)

10/29

at

103.00

437,460

Total

Housing/Multifamily

1,140,963

5

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Information

Technology

-

0.2%

$

275

Chandler

Industrial

Development

Authority,

Arizona,

Industrial

Development

Revenue

Bonds,

Intel

Corporation

Project,

Series

2007,

4.100%,

12/01/37,

(AMT),

(Mandatory

Put

6/15/28)

2/28

at

100.00

$

274,203

Total

Information

Technology

274,203

Long-Term

Care

-

1.8%

120

Arizona

Industrial

Development

Authority,

Multifamily

Housing

Revenue

Bonds,

Bridgewater

Avondale

Project,

Series

2017,

5.375%,

1/01/38

7/25

at

101.00

88,616

1,115

Glendale

Industrial

Development

Authority,

Arizona,

Senior

Living

Revenue

Bonds,

Royal

Oaks

Royal

Oaks

-

Inspirata

Pointe

Project,

Series

2020A,

5.000%,

5/15/56

5/26

at

103.00

937,904

915

Phoenix

Industrial

Development

Authority,

Arizona,

Multi-Family

Housing

Revenue

Bonds,

3rd

and

Indian

Road

Assisted

Living

Project,

Series

2016,

5.400%,

10/01/36

10/25

at

101.00

707,478

1,495

Tempe

Industrial

Development

Authority,

Arizona,

Revenue

Bonds,

Friendship

Village

of

Tempe

Project,

Refunding

Series

2021A,

4.000%,

12/01/46

12/29

at

102.00

1,107,586

530

Tempe

Industrial

Development

Authority,

Arizona,

Revenue

Bonds,

Mirabella

at

ASU

Project,

Series

2017A,

6.000%,

10/01/37,

144A

10/27

at

100.00

372,267

Total

Long-Term

Care

3,213,851

Tax

Obligation/General

-

13.4%

550

Buckeye

Union

High

School

District

201,

Maricopa

County,

Arizona,

General

Obligation

Bonds,

School

Improvement

Project,

Refunding

Series

2017,

5.000%,

7/01/34

-

BAM

Insured

7/27

at

100.00

578,908

765

Dysart

Unified

School

District

Number

89,

Maricopa

County,

Arizona,

General

Obligation

Bonds,

Refunding

Series

2014,

5.000%,

7/01/27

7/24

at

100.00

774,073

1,000

Kyrene

Elementary

School

District

28,

Maricopa

County,

Arizona,

School

Improvement

Bonds,

Project

2010,

Series

2015C,

5.000%,

7/01/34

7/25

at

100.00

1,027,640

1,500

Marana

Unified

School

District

No.

6

of

Pima

County,

Arizona,

School

Improvement

Bonds,

Project

of

2014,

Series

2018D,

5.000%,

7/01/38

-

AGM

Insured

7/27

at

100.00

1,566,270

810

Maricopa

County

Elementary

School

District

68,

Alhambra,

Arizona,

General

Obligation

Bonds,

Project

of

2017,

Series

2019B,

4.000%,

7/01/39

7/28

at

100.00

791,581

675

Maricopa

County

Elementary

School

District

83

Cartwright,

Arizona,

General

Obligation

Bonds,

School

Improvement,

Project

2020,

Series

202A,

4.000%,

7/01/38

-

AGM

Insured

7/30

at

100.00

666,745

1,170

Maricopa

County

School

District

14

Creighton

Elementary,

Arizona,

General

Obligation

Bonds,

School

Improvement

Series

2021C,

4.000%,

7/01/35

7/31

at

100.00

1,209,757

1,065

Maricopa

County

School

District

214

Tolleson

Union

High,

Arizona,

General

Obligation

Bonds,

School

Improvement

Project

1990,

Series

1990A,

5.000%,

7/01/38

7/28

at

100.00

1,129,251

370

Maricopa

County

School

District

214

Tolleson

Union

High,

Arizona,

General

Obligation

Bonds,

School

Improvement

Project

2017,

Series

2018A,

5.000%,

7/01/37

7/27

at

100.00

388,052

600

Maricopa

County

School

District

28

Kyrene

Elementary,

Arizona,

General

Obligation

Bonds,

School

Improvement,

Project

2017

Series

2020B,

4.000%,

7/01/40

7/29

at

100.00

592,980

1,050

Maricopa

County

Special

Health

Care

District,

Arizona,

General

Obligation

Bonds,

Series

2018C,

5.000%,

7/01/35

7/28

at

100.00

1,129,380

1,000

Maricopa

County

Unified

School

District

11,

Peoria,

Arizona,

General

Obligation

Bonds,

School

Improvement,

Series

2018,

5.000%,

7/01/34

-

BAM

Insured

7/27

at

100.00

1,052,560

265

Maricopa

County

Unified

School

District

69

Paradise

Valley,

Arizona,

General

Obligation

Bonds,

Improvement

Second

Series

2020,

4.000%,

7/01/40

7/29

at

100.00

260,368

275

Maricopa

County

Unified

School

District

69

Paradise

Valley,

Arizona,

General

Obligation

Bonds,

School

Improvement

Project

of

2015,

Series

2021E,

3.000%,

7/01/40

7/30

at

100.00

227,318

1,350

Maricopa

County

Unified

School

District

80,

Chandler,

Arizona,

School

Improvement

Bonds,

2019

Project,

Series

2021B,

3.000%,

7/01/40

7/30

at

100.00

1,115,653

Nuveen

Arizona

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

August

31,

2023

(Unaudited)

6

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Tax

Obligation/General

(continued)

$

1,000

Maricopa

County

Unified

School

District

95

Queen

Creek,

Arizona,

General

Obligation

Bonds,

School

Improvement

Series

2020,

4.000%,

7/01/38

7/29

at

100.00

$

997,670

860

Maricopa

County

Union

High

School

District

210

Phoenix,

Arizona,

General

Obligation

Bonds,

School

Improvement

&

Project

of

2011

Series

2017E,

5.000%,

7/01/35

7/27

at

100.00

909,932

2,000

Maricopa

County

Union

High

School

District

210

Phoenix,

Arizona,

General

Obligation

Bonds,

School

Improvement

Project

2011

and

2017,

Series

2018,

5.000%,

7/01/37

7/27

at

100.00

2,095,620

750

Mohave

County

Union

High

School

District

2

Colorado

River,

Arizona,

General

Obligation

Bonds,

School

Improvement

Series

2017,

5.000%,

7/01/35

7/27

at

100.00

788,640

690

Northwest

Fire

District

of

Pima

County,

Arizona,

General

Obligation

Bonds,

Series

2017,

5.000%,

7/01/36

7/27

at

100.00

724,748

1,125

Pima

County

Unified

School

District

12

Sunnyside,

Arizona,

General

Obligation

Bonds,

School

Improvement

Project

2011,

Series

2014D,

5.000%,

7/01/34

-

AGM

Insured

7/24

at

100.00

1,135,789

500

Pima

County

Unified

School

District

12

Sunnyside,

Arizona,

General

Obligation

Bonds,

School

Improvement

Project

of

2011,

Series

2013B,

5.000%,

7/01/32

-

BAM

Insured

10/23

at

100.00

500,425

750

Pima

County

Unified

School

District

20

Vail,

Arizona,

General

Obligation

Bonds,

Refunding

School

Improvement

Series

2015,

5.000%,

7/01/33

-

AGM

Insured

7/25

at

100.00

766,395

750

Pima

County

Unified

School

District

6

Marana,

Arizona,

General

Obligation

Bonds,

School

Improvement,

Project

of

2014,

Series

2019E,

4.000%,

7/01/39

-

AGM

Insured

7/29

at

100.00

736,350

800

Pinal

County

School

District

4

Casa

Grande

Elementary,

Arizona,

General

Obligation

Bonds,

School

improvement

Project

2016,

Series

2017A,

5.000%,

7/01/36

-

BAM

Insured

7/27

at

100.00

837,960

500

Tucson,

Arizona,

General

Obligation

Bonds,

2018-A

Series

2020,

4.000%,

7/01/33

7/29

at

100.00

520,195

Western

Maricopa

Education

Center

District

402,

Maricopa

County,

Arizona,

General

Obligation

Bonds,

School

Improvement

Project

2012,

Series2014B:

360

4.500%,

7/01/33

7/24

at

100.00

361,170

335

4.500%,

7/01/34

7/24

at

100.00

335,579

Total

Tax

Obligation/General

23,221,009

Tax

Obligation/Limited

-

22.7%

100

Arizona

Industrial

Development

Authority,

Arizona,

Economic

Development

Revenue

Bonds,

Linder

Village

Project

in

Meridian,

Ada

County,

Idaho,

Series

2020,

5.000%,

6/01/31,

144A

No

Opt.

Call

99,326

120

Buckeye,

Arizona,

Excise

Tax

Revenue

Obligations,

Refunding

Series

2016,

4.000%,

7/01/36

7/26

at

100.00

120,844

1,000

Buckeye,

Arizona,

Excise

Tax

Revenue

Obligations,

Series

2015,

5.000%,

7/01/37

7/25

at

100.00

1,020,970

475

Cadence

Community

Facilities

District,

Mesa,

Arizona,

Special

Assessment

Revenue

Bonds,

Assessment

District

1,

Series

2019,

4.500%,

7/01/43

7/29

at

100.00

417,017

675

Cadence

Community

Facilities

District,

Mesa,

Arizona,

Special

Assessment

Revenue

Bonds,

Assessment

District

3,

Series

2020,

4.000%,

7/01/45

7/30

at

100.00

573,919

95

Cahava

Springs

Revitalization

District,

Cave

Creek,

Arizona,

Special

Assessment

Bonds,

Series

2017A,

7.000%,

7/01/41,

144A

(d)

7/27

at

100.00

72,767

500

Cottonwood,

Arizona,

Pledged

Revenue

Bonds,

Series

2015,

5.000%,

7/01/30

-

RAAI

Insured

7/25

at

100.00

513,775

450

Eastmark

Community

Facilities

District

1,

Mesa,

Arizona,

General

Obligation

Bonds,

Series

2015,

5.000%,

7/15/39,

144A

7/25

at

100.00

439,852

500

Eastmark

Community

Facilities

District

1,

Mesa,

Arizona,

General

Obligation

Bonds,

Series

2017,

5.000%,

7/15/42

-

AGM

Insured

7/27

at

100.00

522,000

1,000

Eastmark

Community

Facilities

District

1,

Mesa,

Arizona,

General

Obligation

Bonds,

Series

2018,

5.000%,

7/15/38

-

BAM

Insured

7/27

at

100.00

1,041,800

1,300

Eastmark

Community

Facilities

District

1,

Mesa,

Arizona,

General

Obligation

Bonds,

Series

2019,

4.000%,

7/15/39

-

BAM

Insured

7/29

at

100.00

1,280,305

7

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Tax

Obligation/Limited

(continued)

$

1,100

Eastmark

Community

Facilities

District

1,

Mesa,

Arizona,

General

Obligation

Bonds,

Series

2021,

4.000%,

7/15/45

-

BAM

Insured

7/31

at

100.00

$

1,050,247

143

Eastmark

Community

Facilities

District

1,

Mesa,

Arizona,

Special

Assessment

Revenue

Bonds,

Assessment

District

1,

Series

2013,

5.250%,

7/01/38

10/23

at

100.00

137,299

299

Eastmark

Community

Facilities

District

1,

Mesa,

Arizona,

Special

Assessment

Revenue

Bonds,

Assessment

District

1,

Series

2019,

5.200%,

7/01/43

7/27

at

100.00

272,796

500

Eastmark

Community

Facilities

District

1,

Mesa,

Arizona,

Special

Assessment

Revenue

Bonds,

Assessment

District

12,

Series

2021,

3.250%,

7/01/35

7/30

at

100.00

407,460

Eastmark

Community

Facilities

District

2,

Mesa,

Arizona,

General

Obligation

Bonds,

Series

2020:

280

4.000%,

7/15/30

No

Opt.

Call

281,865

480

4.000%,

7/15/35

7/30

at

100.00

441,878

Estrella

Mountain

Ranch

Community

Facilities

District,

Goodyear,

Arizona,

General

Obligation

Bonds,

Refunding

Series

2017:

45

5.000%,

7/15/32

-

AGM

Insured

7/27

at

100.00

47,393

750

Estrella

Mountain

Ranch

Community

Facilities

District,

Goodyear,

Arizona,

Special

Assessment

Revenue

Bonds,

Lucero

Assessment

District

2,

Series

2023,

5.750%,

7/01/46

7/32

at

100.00

734,992

345

Festival

Ranch

Community

Facilities

District,

Buckeye,

Arizona,

General

Obligation

Bonds,

Series

2012,

5.000%,

7/15/27

-

BAM

Insured

10/23

at

100.00

345,342

750

Festival

Ranch

Community

Facilities

District,

Buckeye,

Arizona,

General

Obligation

Bonds,

Series

2016,

4.000%,

7/15/36

-

BAM

Insured

7/26

at

100.00

735,952

260

Festival

Ranch

Community

Facilities

District,

Buckeye,

Arizona,

General

Obligation

Bonds,

Series

2018,

5.000%,

7/15/38

-

BAM

Insured

7/27

at

100.00

268,871

1,500

Festival

Ranch

Community

Facilities

District,

Buckeye,

Arizona,

General

Obligation

Bonds,

Series

2020,

4.000%,

7/15/40

-

BAM

Insured

7/30

at

100.00

1,411,020

224

Festival

Ranch

Community

Facilities

District,

Buckeye,

Arizona,

Special

Assessment

Revenue

Bonds,  Assessment

District

11,

Series

2017,

5.200%,

7/01/37

7/27

at

100.00

211,729

1,000

Glendale

Municipal

Property

Corporation,

Arizona,

Excise

Tax

Revenue

Bonds,

Subordinate

Series

2012C,

4.000%,

7/01/38

10/23

at

100.00

938,410

Goodyear

Community

Facilities

Utilities

District

1,

Arizona,

General

Obligation

Bonds,

Refunding

Series

2016:

1,170

4.000%,

7/15/32

7/26

at

100.00

1,186,520

470

Matching

Fund

Special

Purpose

Securitization

Corporation,

Virgin

Islands,

Revenue

Bonds,

Series

2022A,

5.000%,

10/01/39

10/32

at

100.00

467,415

165

Merrill

Ranch

Community

Facilities

District

2,

Florence,

Arizona,

General

Obligation

Bonds,

Series

2017,

5.000%,

7/15/42

-

BAM

Insured

7/27

at

100.00

170,164

115

Mesa,

Arizona,

Excise

Tax

Revenue

Obligations,

Series

2020,

4.000%,

7/01/40

7/30

at

100.00

112,580

500

Pinal

County,

Arizona,

Pledged

Revenue

Obligations,

Series

2014,

5.000%,

8/01/33

8/24

at

100.00

505,135

1,500

Pinal

County,

Arizona,

Pledged

Revenue

Obligations,

Series

2019,

4.000%,

8/01/39

8/28

at

100.00

1,471,545

1,200

Puerto

Rico

Highway

and

Transportation

Authority,

Restructured

Toll

Revenue

Bonds,

Series

2022A,

5.000%,

7/01/62

7/32

at

100.00

1,183,500

Puerto

Rico

Sales

Tax

Financing

Corporation,

Sales

Tax

Revenue

Bonds,

Restructured

2018A-1:

1,250

4.550%,

7/01/40

7/28

at

100.00

1,218,775

1,000

0.000%,

7/01/46

7/28

at

41.38

278,520

1,372

5.000%,

7/01/58

7/28

at

100.00

1,331,389

1,200

Puerto

Rico

Sales

Tax

Financing

Corporation,

Sales

Tax

Revenue

Bonds,

Taxable

Restructured

Cofina

Project

Series

2019A-2,

4.536%,

7/01/53

7/28

at

100.00

1,086,048

Queen

Creek,

Arizona,

Excise

Tax

&

State

Shared

Revenue

Obligation

Bonds,

Refunding

Series

2016:

520

4.000%,

8/01/33

8/26

at

100.00

529,609

560

4.000%,

8/01/35

8/26

at

100.00

568,378

760

Queen

Creek,

Arizona,

Excise

Tax

&

State

Shared

Revenue

Obligation

Bonds,

Series

2018A,

5.000%,

8/01/42

8/28

at

100.00

800,934

Nuveen

Arizona

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

August

31,

2023

(Unaudited)

8

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Tax

Obligation/Limited

(continued)

$

4,900

Queen

Creek,

Arizona,

Excise

Tax

&

State

Shared

Revenue

Obligation

Bonds,

Series

2020,

4.000%,

8/01/50

8/30

at

100.00

$

4,538,527

San

Luis,

Arizona,

Pledged

Excise

Tax

Revenue

Bonds,

Refunding

Series2014A:

600

5.000%,

7/01/34

-

BAM

Insured

7/24

at

100.00

605,706

900

5.000%,

7/01/38

-

BAM

Insured

7/24

at

100.00

907,686

510

Superstition

Vistas

Community

Facilities

District

1,

Apache

Junction,

Arizona,

Special

Assessment

Revenue

Bonds,

Series

2023,

6.000%,

7/01/47

7/33

at

100.00

502,977

805

Surprise,

Arizona,

Pledged

Revenue

Bonds,

Refunding

Series

2015,

5.000%,

7/01/30

7/25

at

100.00

827,178

1,150

Tartesso

West

Community

Facility

District,

Buckeye,

Arizona,

Limited

Tax

General

Obligation

Bonds,

Series

2021,

4.000%,

7/15/41

-

AGM

Insured

7/31

at

100.00

1,152,105

600

Tempe,

Arizona,

Excise

Tax

Revenue

Bonds,

Refunding

Series

2016,

5.000%,

7/01/31

7/26

at

100.00

626,088

750

Verrado

District

1

Community

Faciliites

District,

Buckeye,

Arizona,

General

Obligation

Bonds,

Series

2023,

5.000%,

7/15/43

-

BAM

Insured

,

(WI/

DD)

7/33

at

100.00

784,020

1,005

Virgin

Islands

Public

Finance

Authority,

Gross

Receipts

Taxes

Loan

Note,

Refunding

Series

2012A,

5.000%,

10/01/32

-

AGM

Insured

10/23

at

100.00

1,005,392

1,090

Vistancia

West

Community

Facilities

District,

Peoria,

Arizona,

General

Obligation

Bonds,

Series

2016,

5.000%,

7/15/29,

144A

10/23

at

100.00

1,091,144

2,260

Yavapai

County

Jail

District,

Arizona,

Pleged

Revenue

Obligation

Bonds,

Series

2020,

4.000%,

7/01/40

-

BAM

Insured

7/29

at

100.00

2,199,116

840

Yuma

County,

Arizona,

Pledge

Revenue

Obligations,

Series

2022,

4.250%,

7/15/42

-

BAM

Insured

7/32

at

100.00

831,113

Total

Tax

Obligation/Limited

39,369,393

Transportation

-

4.5%

Phoenix

Civic

Improvement

Corporation,

Arizona,

Airport

Revenue

Bonds,

Junior

Lien

Series

2015A:

670

5.000%,

7/01/40

7/25

at

100.00

680,472

1,315

5.000%,

7/01/45

7/25

at

100.00

1,329,610

1,500

Phoenix

Civic

Improvement

Corporation,

Arizona,

Airport

Revenue

Bonds,

Junior

Lien

Series

2019B,

5.000%,

7/01/49,

(AMT)

7/29

at

100.00

1,527,420

2,000

Phoenix

Civic

Improvement

Corporation,

Arizona,

Airport

Revenue

Bonds,

Senior

Lien

Series

2017A,

5.000%,

7/01/47,

(AMT)

7/27

at

100.00

2,023,620

Phoenix

Civic

Improvement

Corporation,

Arizona,

Rental

Car

Facility

Charge

Revenue

Bonds,

Series

2019A:

1,000

5.000%,

7/01/32

7/29

at

100.00

1,077,590

1,090

5.000%,

7/01/39

7/29

at

100.00

1,137,938

Total

Transportation

7,776,650

U.S.

Guaranteed

-

2.6%

(e)

590

Arizona

Health

Facilities

Authority,

Hospital

Revenue

Bonds,

Banner

Health

Systems,

Series

2014A,

5.000%,

1/01/44,

(Pre-refunded

1/01/24)

1/24

at

100.00

593,038

Estrella

Mountain

Ranch

Community

Facilities

District,

Goodyear,

Arizona,

General

Obligation

Bonds,

Refunding

Series

2017:

250

5.000%,

7/15/32,

(Pre-refunded

7/15/27)

-

AGM

Insured

7/27

at

100.00

267,508

Goodyear

Community

Facilities

Utilities

District

1,

Arizona,

General

Obligation

Bonds,

Refunding

Series

2016:

110

4.000%,

7/15/32,

(Pre-refunded

7/15/26)

7/26

at

100.00

112,454

Northern

Arizona

University,

System

Revenue

Bonds,

Refunding

Series

2014:

430

5.000%,

6/01/40,

(Pre-refunded

6/01/24)

6/24

at

100.00

435,431

1,040

Phoenix

Civic

Improvement

Corporation,

Arizona,

Water

System

Revenue

Bonds,

Junior

Lien

Series

2014A,

5.000%,

7/01/39,

(Pre-refunded

7/01/24)

7/24

at

100.00

1,053,780

1,000

Scottsdale

Municipal

Property

Corporation,

Arizona,

Excise

Tax

Revenue

Bonds,

Refunding

Series

2015,

5.000%,

7/01/35,

(Pre-refunded

7/01/25)

7/25

at

100.00

1,031,540

9

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

U.S.

Guaranteed

(e)

(continued)

$

880

Scottsdale

Municipal

Property

Corporation,

Arizona,

Excise

Tax

Revenue

Bonds,

Refunding

Series

2017,

5.000%,

7/01/36,

(Pre-refunded

7/01/27)

7/27

at

100.00

$

944,328

Total

U.S.

Guaranteed

4,438,079

Utilities

-

16.2%

1,000

Carefree

Utilities

Community

Facilities

District,

Arizona,

Water

System

Revenue

Bonds,

Series

2021,

4.000%,

7/01/51

7/31

at

100.00

878,370

1,285

Central

Arizona

Water

Conservation

District,

Arizona,

Water

Delivery

O&M

Revenue

Bonds,

Series

2016,

5.000%,

1/01/35

1/26

at

100.00

1,320,607

1,500

City

of

Mesa,

Arizona,

Utility

System

Revenue

Bonds,

Series

2022C,

5.000%,

7/01/36

No

Opt.

Call

1,703,340

1,805

Glendale,

Arizona,

Water

and

Sewer

Revenue

Bonds,

Senior

Lien

Series

2022A,

5.000%,

7/01/41

7/32

at

100.00

1,963,389

790

Goodyear,

Arizona,

Water

and

Sewer

Revenue

Obligations,

Refunding

Subordinate

Lien

Series

2016,

5.000%,

7/01/45

-

AGM

Insured

7/26

at

100.00

808,676

1,500

Goodyear,

Arizona,

Water

and

Sewer

Revenue

Obligations,

Subordinate

Lien

Series

2020,

4.000%,

7/01/45

-

AGM

Insured

7/29

at

100.00

1,405,455

500

Guam

Government

Waterworks

Authority,

Water

and

Wastewater

System

Revenue

Bonds,

Refunding

Series

2017,

5.000%,

7/01/40

7/27

at

100.00

502,595

735

Guam

Government

Waterworks

Authority,

Water

and

Wastewater

System

Revenue

Bonds,

Series

2016,

5.000%,

7/01/36

7/26

at

100.00

744,878

760

Guam

Power

Authority,

Revenue

Bonds,

Series

2014A,

5.000%,

10/01/39

10/24

at

100.00

771,066

450

Lake

Havasu

City,

Arizona,

Wastewater

System

Revenue

Bonds,

Refunding

Senior

Lien

Series

2015A,

5.000%,

7/01/36

-

AGM

Insured

7/25

at

100.00

460,314

Mesa,

Arizona,

Utility

System

Revenue

Bonds,

Series

2020:

510

4.000%,

7/01/42

7/30

at

100.00

492,935

500

4.000%,

7/01/43

7/30

at

100.00

481,315

1,000

3.000%,

7/01/44

7/30

at

100.00

782,150

585

Phoenix

Civic

Improvement

Corporation,

Arizona,

Wastewater

System

Revenue

Bonds,

Refunding

Junior

Lien

Series

2014,

5.000%,

7/01/29

7/24

at

100.00

592,465

3,510

Phoenix

Civic

Improvement

Corporation,

Arizona,

Water

System

Revenue

Bonds,

Junior

Lien

Sustainability

Series

2020A,

5.000%,

7/01/44

7/30

at

100.00

3,756,858

305

Pinal

County

Electrical

District

3,

Arizona,

Electric

System

Revenue

Bonds,

Refunding  Series

2016,

5.000%,

7/01/35

7/26

at

100.00

318,344

Puerto

Rico

Aqueduct

and

Sewerage

Authority,

Revenue

Bonds,

Refunding

Senior

Lien

Series

2021B:

1,000

5.000%,

7/01/29,

144A

No

Opt.

Call

1,025,290

1,000

5.000%,

7/01/37,

144A

7/31

at

100.00

1,000,270

Salt

River

Project

Agricultural

Improvement

and

Power

District,

Arizona,

Electric

System

Revenue

Bonds,

Refunding

Series

2015A:

500

5.000%,

12/01/36

6/25

at

100.00

511,435

1,000

5.000%,

12/01/45

6/25

at

100.00

1,024,910

1,000

Salt

River

Project

Agricultural

Improvement

and

Power

District,

Arizona,

Electric

System

Revenue

Bonds,

Refunding

Series

2016A,

5.000%,

1/01/38

1/27

at

100.00

1,042,900

1,000

Salt

River

Project

Agricultural

Improvement

and

Power

District,

Arizona,

Electric

System

Revenue

Bonds,

Series

2019A,

4.000%,

1/01/39

1/30

at

100.00

1,000,490

2,500

Salt

River

Project

Agricultural

Improvement

and

Power

District,

Arizona,

Electric

System

Revenue

Bonds,

Series

2023A,

5.000%,

1/01/47

1/33

at

100.00

2,689,875

1,805

Salt

Verde

Financial

Corporation,

Arizona,

Senior

Gas

Revenue

Bonds,

Citigroup

Energy

Inc

Prepay

Contract

Obligations,

Series

2007,

5.000%,

12/01/37

No

Opt.

Call

1,849,962

1,000

Yuma

Municipal

Property

Corporation,

Arizona,

Utility

System

Revenue

Bonds,

Refunding

Senior

Lien

Series

2015,

5.000%,

7/01/28

7/25

at

100.00

1,026,120

Total

Utilities

28,154,009

Total

Municipal

Bonds

(cost

$178,341,085)

169,146,024

Total

Long-Term

Investments

(cost

$178,341,085)

169,146,024

Nuveen

Arizona

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

August

31,

2023

(Unaudited)

10

Part

F

of

Form

N-PORT

was

prepared

in

accordance

with

U.S.

generally

accepted

accounting

principles

(“U.S.

GAAP”)

and

in

conformity

with

the

applicable

rules

and

regulations

of

the

U.S.

Securities

and

Exchange

Commission

(“SEC”)

related

to

interim

filings.

Part

F

of

Form

N-PORT

does

not

include

all

information

and

footnotes

required

by

U.S.

GAAP

for

complete

financial

statements.

Certain

footnote

disclosures

normally

included

in

financial

statements

prepared

in

accordance

with

U.S.

GAAP

have

been

condensed

or

omitted

from

this

report

pursuant

to

the

rules

of

the

SEC.

For

a

full

set

of

the

Fund’s

notes

to

financial

statements,

please

refer

to

the

Fund’s

most

recently

filed

annual

or

semi-annual

report.

Fair

Value

Measurements

The

Fund’s

investments

in

securities

are

recorded

at

their

estimated

fair

value

utilizing

valuation

methods

approved

by

the

Board

of

Directors/

Trustees.

Fair

value

is

defined

as

the

price

that

would

be

received

upon

selling

an

investment

or

transferring

a

liability

in

an

orderly

transaction

to

an

independent

buyer

in

the

principal

or

most

advantageous

market

for

the

investment.

U.S.

GAAP

establishes

the

three-tier

hierarchy

which

is

used

to

maximize

the

use

of

observable

market

data

and

minimize

the

use

of

unobservable

inputs

and

to

establish

classification

of

fair

value

measurements

for

disclosure

purposes.

Observable

inputs

reflect

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Observable

inputs

are

based

on

market

data

obtained

from

sources

independent

of

the

reporting

entity.

Unobservable

inputs

reflect

management’s

assumptions

about

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Unobservable

inputs

are

based

on

the

best

information

available

in

the

circumstances.

The

following

is

a

summary

of

the

three-tiered

hierarchy

of

valuation

input

levels.

Level

1

–

Inputs

are

unadjusted

and

prices

are

determined

using

quoted

prices

in

active

markets

for

identical

securities.

Level

2

–

Prices

are

determined

using

other

significant

observable

inputs

(including

quoted

prices

for

similar

securities,

interest

rates,

credit

spreads,

etc.).

Level

3

–

Prices

are

determined

using

significant

unobservable

inputs

(including

management’s

assumptions

in

determining

the

fair

value

of

investments).

The

following

table

summarizes

the

market

value

of

the

Fund's

investments

as

of

the

end

of

the

reporting

period,

based

on

the

inputs

used

to

value

them:

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

SHORT-TERM

INVESTMENTS

-

 2.1%  

X

3,700,000

MUNICIPAL

BONDS

-

2.1%  

X

3,700,000

Health

Care

-

2.1%

$

3,700

Phoenix

Industrial

Development

Authority,

Arizona,

Health

Care

Facilities

Revenue

Bonds,

Mayo

Clinic,

Series

2014B,

2.300%,

11/15/52,

(Mandatory

Put

9/08/23)

(f)

9/23

at

100.00

$

3,700,000

Total

Health

Care

3,700,000

Total

Municipal

Bonds

(cost

$3,700,000)

3,700,000

Total

Short-Term

Investments

(cost

$3,700,000)

3,700,000

Total

Investments

(cost

$182,041,085)

-

99.7%

172,846,024

Other

Assets

&

Liabilities,

Net

-

0.3%

499,402

Net

Assets

-

100%

$

173,345,426

Level

1

Level

2

Level

3

Total

Long-Term

Investments:

Municipal

Bonds

$

–

$

169,146,024

$

–

$

169,146,024

Short-Term

Investments:

Municipal

Bonds

–

3,700,000

–

3,700,000

Total

$

–

$

172,846,024

$

–

$

172,846,024

(a)

All

percentages

shown

in

the

Portfolio

of

Investments

are

based

on

net

assets.

(b)

Optional

Call

Provisions:

Dates

(month

and

year)

and

prices

of

the

earliest

optional

call

or

redemption.

There

may

be

other

call

provisions

at

varying

prices

at

later

dates.

Certain

mortgage-backed

securities

may

be

subject

to

periodic

principal

paydowns.

(c)

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.

(d)

Defaulted

security.

A

security

whose

issuer

has

failed

to

fully

pay

principal

and/or

interest

when

due,

or

is

under

the

protection

of

bankruptcy.

(e)

Backed

by

an

escrow

or

trust

containing

sufficient

U.S.

Government

or

U.S.

Government

agency

securities,

which

ensure

the

timely

payment

of

principal

and

interest.

(f)

Investment

has

a

maturity

of

greater

than

one

year,

but

has

variable

rate

and/or

demand

features

which

qualify

it

as

a

short-term

investment.

The

rate

disclosed,

as

well

as

the

reference

rate

and

spread,

where

applicable,

is

that

in

effect

as

of

the

end

of

the

reporting

period.

This

rate

changes

periodically

based

on

market

conditions

or

a

specified

market

index.

11

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

WI/DD

When-issued

or

delayed

delivery

security.

12

Nuveen

Colorado

Municipal

Bond

Fund

Portfolio

of

Investments

August

31,

2023

(Unaudited)

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

LONG-TERM

INVESTMENTS

-

97.8%   

X

444,667,739

MUNICIPAL

BONDS

-

97.8%  

X

444,667,739

Consumer

Discretionary

-

0.8%

Denver

Convention

Center

Hotel

Authority,

Colorado,

Revenue

Bonds,

Convention

Center

Hotel,

Refunding

Senior

Lien

Series

2016:

$

500

5.000%,

12/01/29

12/26

at

100.00

$

510,605

1,000

5.000%,

12/01/32

12/26

at

100.00

1,018,360

2,000

5.000%,

12/01/35

12/26

at

100.00

2,016,380

Total

Consumer

Discretionary

3,545,345

Education

and

Civic

Organizations

-

6.8%

Colorado

Educational

and

Cultural

Facilities

Authority

Charter

School

Revenue

Bonds,

Monument

Academy

Charter

School

Project,

Refunding

Series

2014:

290

4.000%,

10/01/24

No

Opt.

Call

290,189

720

3.625%,

10/01/29

10/24

at

100.00

699,804

Colorado

Educational

and

Cultural

Facilities

Authority,

Charter

School

Revenue

Bonds,

Aspen

Ridge

School

Project,

Series

2015A:

500

5.000%,

7/01/36,

144A

7/25

at

100.00

481,180

500

5.250%,

7/01/46,

144A

7/25

at

100.00

469,005

505

Colorado

Educational

and

Cultural

Facilities

Authority,

Charter

School

Revenue

Bonds,

Community

Leadership

Academy,

Inc.

Second

Campus

Project,

Series

2013,

7.350%,

8/01/43

10/23

at

100.00

505,409

410

Colorado

Educational

and

Cultural

Facilities

Authority,

Charter

School

Revenue

Bonds,

Douglas

County

School

District

RE-1

-

DCS

Montessori

School,

Refunding

&

Improvement

Series

2012,

4.000%,

7/15/27

10/23

at

100.00

410,021

Colorado

Educational

and

Cultural

Facilities

Authority,

Charter

School

Revenue

Bonds,

Liberty

Common

Charter

School,

Series

2014A:

315

5.000%,

1/15/29

1/24

at

100.00

315,863

1,000

5.000%,

1/15/44

1/24

at

100.00

983,280

450

Colorado

Educational

and

Cultural

Facilities

Authority,

Charter

School

Revenue

Bonds,

Littleton

Preparatory

Charter

School,

Series

2013,

5.000%,

12/01/33

10/23

at

100.00

450,040

Colorado

Educational

and

Cultural

Facilities

Authority,

Charter

School

Revenue

Bonds,

New

Summit

Charter

Academy

Project,

Series

2021A:

100

4.000%,

7/01/41,

144A

7/31

at

100.00

81,414

100

4.000%,

7/01/51,

144A

7/31

at

100.00

73,525

1,000

Colorado

Educational

and

Cultural

Facilities

Authority,

Charter

School

Revenue

Bonds,

Skyview

Academy

Project,

Series

2014,

5.125%,

7/01/34,

144A

7/24

at

100.00

1,001,080

1,000

Colorado

Educational

and

Cultural

Facilities

Authority,

Charter

School

Revenue

Bonds,

The

Classical

Academy

Project,

Refunding

Series

2015A,

5.000%,

12/01/38

12/24

at

100.00

1,005,830

795

Colorado

Educational

and

Cultural

Facilities

Authority,

Charter

School

Revenue

Bonds,

Twin

Peaks

Charter

Academy,

Series

2011B,

7.500%,

3/15/35

10/23

at

100.00

796,717

600

Colorado

Educational

and

Cultural

Facilities

Authority,

Charter

School

Revenue

Bonds,

Union

Colony

School

Project,

Series

2018,

5.000%,

4/01/38

4/28

at

100.00

609,150

1,000

Colorado

Educational

and

Cultural

Facilities

Authority,

Charter

School

Revenue

Bonds,

University

of

Northern

Colorado

Lab

School,

Refunding

&

Improvement

Series

2015,

5.000%,

12/15/45,

144A

12/25

at

100.00

1,002,360

500

Colorado

Educational

and

Cultural

Facilities

Authority,

Independent

School

Revenue

Bonds,

Kent

Denver

School

Project,

Series

2016,

5.000%,

10/01/36

10/26

at

100.00

514,205

13

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Education

and

Civic

Organizations

(continued)

Colorado

Educational

and

Cultural

Facilities

Authority,

Revenue

Bonds,

Rocky

Mountain

Classical

Academy

Project,

Refunding

Series

2019:

$

255

5.000%,

10/01/49,

144A

10/27

at

100.00

$

230,010

1,000

5.000%,

10/01/59,

144A

10/27

at

100.00

873,070

Colorado

Educational

and

Cultural

Facilities

Authority,

Revenue

Bonds,

University

of

Denver,

Series

2017A:

370

4.000%,

3/01/34

3/27

at

100.00

370,699

1,000

4.000%,

3/01/35

3/27

at

100.00

997,730

400

Colorado

Educational

and

Cultural

Facilities

Authority,

Revenue

Bonds,

West

Ridge

Academy

Charter

School,

Refunding

&

Improvement

Series

2019,

5.000%,

6/01/49

6/24

at

100.00

400,408

1,000

Colorado

Mesa

University,

Colorado,

Enterprise

Revenue

Bonds,

Series

2019B,

5.000%,

5/15/44

5/29

at

100.00

1,043,070

1,345

Colorado

School

of

Mines

Board

of

Trustees,

Golden,

Colorado,

Institutional

Enterprise

Revenue

Bonds,

Green

Series

2022B,

5.250%,

12/01/52

-

AGM

Insured

12/32

at

100.00

1,423,508

3,000

Colorado

School

of

Mines

Board

of

Trustees,

Golden,

Colorado,

Institutional

Enterprise

Revenue

Bonds,

Series

2017B,

5.000%,

12/01/42

12/27

at

100.00

3,124,470

1,335

Colorado

State

Board

of

Governors,

Colorado

State

University

Auxiliary

Enterprise

System

Revenue

Bonds,

Refunding

Series

2017A,

4.000%,

3/01/34

9/27

at

100.00

1,352,635

2,000

Colorado

State

Board

of

Governors,

Colorado

State

University

Auxiliary

Enterprise

System

Revenue

Bonds,

Refunding

Series

2017E,

4.000%,

3/01/43

3/28

at

100.00

1,925,760

2,000

Colorado

State

Board

of

Governors,

Colorado

State

University

Auxiliary

Enterprise

System

Revenue

Bonds,

Series

2015A,

4.000%,

3/01/35

3/25

at

100.00

2,007,160

1,000

Falcon

Area

Water

and

Wastewater

Authority

(El

Paso

County,

Colorado),

Tap

Fee

Revenue

Bonds,

Series

2022A,

6.750%,

12/01/34,

144A

9/27

at

103.00

980,690

5,000

University

of

Colorado,

Enterprise

System

Revenue

Bonds,

Refunding

Series

2021C-4,

4.000%,

6/01/51

6/31

at

100.00

4,592,200

2,000

University

of

Northern

Colorado

at

Greeley,

Institutional

Enterprise

System

Revenue

Bonds,

Refunding

Series

2015A,

5.000%,

6/01/40

6/25

at

100.00

2,027,180

Total

Education

and

Civic

Organizations

31,037,662

Health

Care

-

15.7%

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

AdventHealth

Obligated

Group,

Series

2019A:

1,760

5.000%,

11/15/37

11/29

at

100.00

1,881,176

1,000

4.000%,

11/15/43

11/29

at

100.00

959,300

1,000

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

AdventHealth

Obligated

Group,

Series

2021A,

4.000%,

11/15/46

11/31

at

100.00

935,520

2,000

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

AdventHealth

Obligated

Group,

Series

2023A-2,

5.000%,

11/15/57,

(Mandatory

Put

11/15/33)

11/32

at

101.57

2,242,860

1,000

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

Adventist

Health

System/Sunbelt

Obligated

Group,

Series

2016A,

4.000%,

11/15/46

5/26

at

100.00

935,230

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

Adventist

Health

System/Sunbelt

Obligated

Group,

Series

2016B:

225

5.000%,

11/15/29

5/26

at

100.00

235,625

5,285

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

Adventist

Health

System/Sunbelt

Obligated

Group,

Series

2018A,

5.000%,

11/15/48

5/28

at

100.00

5,410,307

700

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

Boulder

Community

Health

Project,

Series

2020,

5.000%,

10/01/30

No

Opt.

Call

753,592

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

Children's

Hospital

Colorado

Project,

Series

2016A:

5,195

5.000%,

12/01/41

6/26

at

100.00

5,239,365

2,000

5.000%,

12/01/44

6/26

at

100.00

2,011,460

Nuveen

Colorado

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

August

31,

2023

(Unaudited)

14

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Health

Care

(continued)

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

CommonSpirit

Health,

Series

2019A-1:

$

150

5.000%,

8/01/25

No

Opt.

Call

$

152,540

5,250

4.000%,

8/01/44

8/29

at

100.00

4,674,022

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

CommonSpirit

Health,

Series

2019A-2:

3,500

5.000%,

8/01/44

8/29

at

100.00

3,575,040

3,000

4.000%,

8/01/49

8/29

at

100.00

2,599,980

1,505

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

1,541,286

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

CommonSpirit

Health,

Series

2022A:

500

5.250%,

11/01/38

11/32

at

100.00

531,155

1,365

5.500%,

11/01/47

11/32

at

100.00

1,426,684

4,000

5.250%,

11/01/52

11/32

at

100.00

4,078,400

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

Intermountain

Healthcare,

Series

2022A:

2,150

4.000%,

5/15/52

5/32

at

100.00

1,966,583

2,000

5.000%,

5/15/52

5/32

at

100.00

2,074,940

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

Parkview

Medical

Center

Inc.

Project,

Refunding

Series

2017:

265

5.000%,

9/01/24

No

Opt.

Call

267,261

235

5.000%,

9/01/26

No

Opt.

Call

239,815

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

Parkview

Medical

Center,

Refunding

Series

2015B:

3,530

5.000%,

9/01/31

9/25

at

100.00

3,597,988

1,315

4.000%,

9/01/34

9/25

at

100.00

1,295,064

1,250

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

Parkview

Medical

Center,

Series

2020A,

4.000%,

9/01/50

9/30

at

100.00

1,049,375

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

Sanford

Health,

Series

2019A:

545

5.000%,

11/01/32

11/29

at

100.00

585,581

2,000

4.000%,

11/01/39

11/29

at

100.00

1,920,100

3,950

5.000%,

11/01/49

11/29

at

100.00

3,949,881

3,500

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

SCL

Health

System,

Refunding

Series

2019A,

4.000%,

1/01/35

1/30

at

100.00

3,551,100

5,500

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

SCL

Health

System,

Refunding

Series

2019B,

4.000%,

1/01/40

1/30

at

100.00

5,303,815

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

Valley

View

Hospital

Association,

Refunding

Series

2017A:

225

4.000%,

5/15/33

5/27

at

100.00

225,486

1,920

4.000%,

5/15/34

5/27

at

100.00

1,929,178

1,050

4.000%,

5/15/35

5/27

at

100.00

1,050,567

2,000

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

Valley

View

Hospital

Association,

Series

2015,

5.000%,

5/15/45

5/25

at

100.00

1,999,960

Delta

County

Memorial

Hospital

District,

Colorado,

Enterprise

Revenue

Bonds,

Refunding

Series

2010:

355

5.500%,

9/01/25

10/23

at

100.00

347,467

600

5.500%,

9/01/30

10/23

at

100.00

582,498

475

Denver

Health

and

Hospitals

Authority,

Colorado,

Healthcare

Revenue

Bonds,

Series

2014A,

5.000%,

12/01/39

12/23

at

100.00

474,934

Total

Health

Care

71,595,135

15

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Housing/Multifamily

-

0.5%

$

280

Denver

City

&

County

Housing

Authority,

Colorado,

Capital

Fund

Program

Revenue

Bonds,

Three

Tower

Rehabilitation,

Series

2007,

5.200%,

11/01/27

-

AGM

Insured,

(AMT)

10/23

at

100.00

$

280,350

2,000

Denver

City

and

County

Housing

Authority,

Colorado,

Multifamily

Housing

Revenue

Bonds,

Flo

Senior

Apartments

Project,

Sustainability

Green

Series

2023A,

4.500%,

7/01/41

7/33

at

100.00

1,975,740

Total

Housing/Multifamily

2,256,090

Long-Term

Care

-

1.8%

500

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

American

Baptist

Homes

Project,

Series

2016,

6.125%,

2/01/46,

144A

2/26

at

100.00

423,045

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

Christian

Living

Neighborhoods

Project,

Refunding

Series

2016:

1,315

5.000%,

1/01/31

1/24

at

102.00

1,269,554

3,000

5.000%,

1/01/37

1/24

at

102.00

2,750,430

2,000

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

Christian

Living

Neighborhoods

Project,

Refunding

Series

2021,

4.000%,

1/01/42

1/28

at

103.00

1,520,200

1,000

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

Covenant

Retirement

Communities

Inc.,

Refunding

Series

2015A,

5.000%,

12/01/35

6/25

at

100.00

1,002,530

1,200

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

Frasier

Meadows

Project,

Refunding

&

Improvement

Series

2017A,

5.250%,

5/15/47

5/27

at

100.00

1,130,160

Total

Long-Term

Care

8,095,919

Tax

Obligation/General

-

13.5%

1,000

Arapahoe

County

School

District

6,

Littleton,

Colorado,

General

Obligation

Bonds,

Series

2019A,

5.500%,

12/01/38

12/28

at

100.00

1,091,340

Aspen

Fire

Protection

District,

Pitkin

County,

Colorado,

Certificates

of

Participation,

Series

2019:

200

4.000%,

12/01/32

12/29

at

100.00

204,976

350

4.000%,

12/01/36

12/29

at

100.00

350,830

150

Boulder

Larimer

&

Weld

Counties

School

District

RE-1J

Saint

Vrain

Valley,

Colorado,

General

Obligation

Bonds,

Series

2016C,

4.000%,

12/15/34

12/26

at

100.00

151,104

2,000

Delta

County

Joint

School

District

50

Delta,

Gunnison,

Montrose

and

Mesa

Counties,

Colorado,

General

Obligation

Bonds,

Series

2023,

5.000%,

12/01/47

12/32

at

100.00

2,120,880

1,050

Delta,Colorado,

Sales

and

Use

Tax

Revenue

Bonds,

Refunding

Series

2019,

4.000%,

12/01/36

-

BAM

Insured

12/29

at

100.00

1,053,066

3,000

Denver

School

District

1,

Colorado,

General

Obligation

Bonds,

Series

2021,

4.000%,

12/01/41

12/30

at

100.00

2,926,200

4,625

Denver

School

District

1,

Colorado,

General

Obligation

Bonds,

Series

2022A,

5.000%,

12/01/45

6/32

at

100.00

4,993,936

2,040

Eagle

River

Fire

Protection

District,

Eagle

County,

Colorado,

General

Obligation

Bonds,

Series

2016,

4.000%,

12/01/46

-

AGM

Insured

12/26

at

100.00

1,894,548

Eagle

River

Water

and

Sanitation

District,

Eagle

County,

Colorado,

General

Obligation

Bonds,

Series

2016:

780

4.500%,

12/01/36

12/26

at

100.00

800,389

2,500

5.000%,

12/01/45

12/26

at

100.00

2,569,875

1,345

El

Paso

County

School

District

20,

Academy,

Colorado,

General

Obligation

Bonds,

Series

2017,

4.000%,

12/15/40

12/26

at

100.00

1,318,194

Foothills

Park

and

Recreation

District,

Subdistrict

A,

Jefferson

County,

Colorado,

General

Obligation

Bonds,

Refunding

Series

2015:

600

3.250%,

12/01/29

-

AGM

Insured

12/25

at

100.00

602,238

440

5.000%,

12/01/30

-

AGM

Insured

12/25

at

100.00

454,546

1,275

5.000%,

12/01/31

-

AGM

Insured

12/25

at

100.00

1,316,871

1,300

Fruita,

Colorado,

Sales

and

Use

Tax

Revenue

Bonds,

Refunding

&

improvement,

Series

2019,

4.000%,

10/01/37

10/27

at

100.00

1,302,665

3,000

Grand

County

School

District

2

East

Grand,

Colorado,

General

Obligation

Bonds,

Series

2022,

4.000%,

12/01/46

12/31

at

100.00

2,817,810

Nuveen

Colorado

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

August

31,

2023

(Unaudited)

16

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Tax

Obligation/General

(continued)

Grand

River

Hospital

District,

Garfield

and

Mesa

Counties,

Colorado,

General

Obligation

Bonds,

Series

2018:

$

655

5.250%,

12/01/34

-

AGM

Insured

12/28

at

100.00

$

691,038

1,750

5.250%,

12/01/37

-

AGM

Insured

12/28

at

100.00

1,808,328

18,000

Gunnison

Watershed

School

District

RE1J,

Gunnison

and

Saguache

Counties,

Colorado,

General

Obligation

Bonds,

Series

2023,

5.000%,

12/01/47

12/32

at

100.00

19,373,580

1,315

Jefferson

County

School

District

R1,

Colorado,

General

Obligation

Bonds,

Series

2020A,

4.000%,

12/15/33

12/30

at

100.00

1,384,721

2,000

Larimer

and

Weld

Counties

School

District

Re-5J,

Colorado,

General

Obligation

Bonds,

Series

2021,

4.000%,

12/01/40

12/30

at

100.00

1,951,060

750

Louisville,

Boulder

County,

Colorado,

General

Obligation

Bonds,

Limited

Tax,

Series

2017,

4.000%,

12/01/35

12/26

at

100.00

761,483

1,000

Pueblo

County

School

District

60,

Pueblo,

Colorado,

General

Obligation

Bonds,

Series

2020,

5.000%,

12/15/38

12/29

at

100.00

1,073,680

1,390

Pueblo

County

School

District

70,

Pueblo

Rural,

Colorado,

General

Obligation

Bonds,

Improvement

Series

2021A,

4.000%,

12/01/32

12/30

at

100.00

1,453,634

1,140

Roaring

Fork

Transporation

Authority,

Colorado,

Property

Tax

Revenue

Bonds,

Series

2021A,

4.000%,

12/01/46

12/31

at

100.00

1,057,396

2,410

Weld

County

School

District

6,

Greeley,

Colorado,

General

Obligation

Bonds,

Series

2020,

5.000%,

12/01/44

12/29

at

100.00

2,553,877

1,125

Weld

County

School

District

6,

Greeley,

Colorado,

General

Obligation

Bonds,

Series

2021,

4.000%,

12/01/45

6/31

at

100.00

1,076,535

2,000

Westminster

Public

Schools,

Adams

County,

Colorado,

Certificates

of

Participation,

Series

2019,

5.000%,

12/01/43

-

AGM

Insured

12/28

at

100.00

2,097,900

Total

Tax

Obligation/General

61,252,700

Tax

Obligation/Limited

-

31.2%

1,795

Aerotropolis

Regional

Transportation

Authority,

Colorado,

Special

Revenue

Bonds,

Series

2019,

5.000%,

12/01/51

12/24

at

102.00

1,565,168

480

Alpine

Mountain

Ranch

Metropolitan

District,

Routt

County,

Colorado,

Special

Assessment

Revenue

Bonds,

Special

Improvement

District

1,

Refunding

Series

2021,

4.000%,

12/01/40

9/26

at

103.00

410,552

1,650

Anthem

West

Metropolitan

District,

Colorado,

General

Obligation

Bonds,

Refunding

Series

2015,

5.000%,

12/01/35

-

BAM

Insured

12/25

at

100.00

1,695,573

500

Arista

Metropolitan

District,

Broomfield

County,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Refunding

&

Improvement

Convertible

to

Unlimited

Tax

Series

2018A,

5.125%,

12/01/48

12/23

at

103.00

455,535

Arvada,

Colorado,

Sales

and

Use

Tax

Revenue

Bonds,

Series

2023:

1,275

5.000%,

12/01/41

12/33

at

100.00

1,413,032

1,335

5.000%,

12/01/42

12/33

at

100.00

1,474,534

600

Aurora

Crossroads

Metropolitan

District

2,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2020A,

5.000%,

12/01/40

9/25

at

103.00

554,226

500

Aviation

Station

North

Metropolitan

District

2,

Denver

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Refunding

&

Improvement

Series

2019A,

5.000%,

12/01/48

9/24

at

103.00

438,000

1,050

Brighton

Crossing

Metropolitan

District

4,

Colorado,

General

Obligation

Bonds,

Limited

Tax

Convertible

to

Unlimited

Tax,

Series

2017A,

5.000%,

12/01/37

10/23

at

103.00

1,020,537

600

Broadway

Park

North

Metropolitan

District

2,

Denver,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Refunding

&

Improvement

Series

2020,

3.375%,

12/01/26,

144A

12/25

at

103.00

561,648

Buffalo

Ridge

Metropolitan

District

(In

the

City

of

Commerce

City),

Adams

County,

Colorado,

General

Obligation

Refunding

and

Improvement

Bonds,

Series

2018A:

1,020

5.000%,

12/01/34

-

BAM

Insured

12/28

at

100.00

1,111,882

1,000

4.000%,

12/01/47

-

BAM

Insured

12/28

at

100.00

910,060

1,145

Centerra

Metropolitan

District

1,

Loveland,

Colorado,

Special

Revenue

Bonds,

Refunding

&

Improvement

Series

2017,

5.000%,

12/01/47,

144A

10/23

at

103.00

1,028,691

500

Centerra

Metropolitan

District

1,

Loveland,

Colorado,

Special

Revenue

Improvement

Bonds,

Series

2022,

6.500%,

12/01/53

12/27

at

103.00

500,790

17

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Tax

Obligation/Limited

(continued)

$

480

Cherry

Creek

Corporate

Center

Metropolitan

District,

Arapahoe

County,

Colorado,

Revenue

Bonds,

Refunding

Senior

Lien

Series

2015A,

5.000%,

6/01/37

12/25

at

100.00

$

460,152

1,725

Colorado

International

Center

Metropolitan

District

14,

Denver,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Refunding

&

Improvement

Series

2018,

5.875%,

12/01/46

12/23

at

103.00

1,663,452

2,000

Colorado

State,

Building

Excellent

Schools

Today,

Certificates

of

Participation,

Series

2017J,

5.250%,

3/15/42

3/27

at

100.00

2,082,140

1,000

Colorado

State,

Building

Excellent

Schools

Today,

Certificates

of

Participation,

Series

2021S,

4.000%,

3/15/41

3/31

at

100.00

975,940

1,780

Colorado

State,

Certificates

of

Participation,

Lease

Purchase

Agreement

Department

of

Transportation

Second

Amended

&

Restated

Headquaters

Facilities,

Refunding

Series

2020,

4.000%,

6/15/38

6/30

at

100.00

1,768,733

1,000

Colorado

State,

Certificates

of

Participation,

Rural

Series

2020A,

4.000%,

12/15/34

12/30

at

100.00

1,030,490

2,000

Commerce

City,

Colorado,

Sales

and

Use

Tax

Revenue

Bonds,

Refunding

Series

2015,

5.000%,

8/01/36

-

BAM

Insured

8/25

at

100.00

2,034,720

2,295

Copperleaf

Metropolitan

District

2,

Arapahoe

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Refunding

Convertible

to

Unlimited

Tax

Series

2020,

4.000%,

12/01/45

-

BAM

Insured

12/30

at

100.00

2,069,034

750

Copperleaf

Metropolitan

District

4,

Arapahoe

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Convertible

to

Unlimited

Tax

Series

2020A,

5.000%,

12/01/49

3/25

at

103.00

666,915

900

Cottonwood

Highlands

Metropolitan

District

1,

Parker,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Convertible

to

Unlimited

Tax

Series

2019A,

5.000%,

12/01/49

6/24

at

103.00

802,251

1,000

Cross

Creek

Metropolitan

District

2,

Aurora,

Colorado,

Unlimited

Tax

General

Obligation

Bonds,

Refunding

Series

2018,

4.000%,

12/01/45

-

AGM

Insured

12/28

at

100.00

905,930

1,250

Crystal

Valley

Metropolitan

District

2,

Douglas

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Refunding

&

Improvement

Series

2020A,

4.000%,

12/01/44

-

AGM

Insured

12/30

at

100.00

1,173,412

949

Cumberland

Green

Metropolitan

District,

El

Paso

County,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Refunding

&

Improvement

Series

2015,

5.250%,

12/01/45

12/25

at

100.00

896,293

1,185

Denver

City

and

County

School

District

1,

Colorado,

Lease

Purchase

Program

Certificates

of

Participation,

Series

2015B,

5.000%,

12/15/45

12/25

at

100.00

1,206,460

Denver

City

and

County,

Colorado,

Dedicated

Tax

Revenue

Bonds,

Series

2021A:

1,000

4.000%,

8/01/35

8/31

at

100.00

1,030,570

1,785

4.000%,

8/01/40

8/31

at

100.00

1,754,298

130

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

130,564

500

Denver

West

Promenade

Metropolitan

District,

Lakewood,

Colorado,

General

Obligtion

Bonds,

Limited

Tax

Convertible

to

Unlimited

Tax

Series

2013,

5.375%,

12/01/42

10/23

at

100.00

482,240

1,000

Denver,

Colorado,

Certificates

of

Participation,

Convention

Center

Expansion

Project,

Series

2018A,

4.000%,

6/01/48

6/26

at

100.00

912,220

Dove

Valley

Metropolitan

District,

Arapahoe

County,

Colorado,

General

Obligation

Bonds,

Refunding

Series

2019:

500

4.000%,

12/01/35

12/29

at

100.00

508,355

700

4.000%,

12/01/36

12/29

at

100.00

705,901

750

4.000%,

12/01/37

12/29

at

100.00

749,235

1,000

4.000%,

12/01/38

12/29

at

100.00

986,020

5,500

Ebert

Metropolitan

District,

Denver

Colorado,

Limited

Tax

General

Obligation

Bonds,

Refunding

Series

2018A-1,

5.000%,

12/01/43

-

BAM

Insured

12/28

at

100.00

5,745,410

2,000

El

Paso

County

School

District

49

Falcon,

Colorado,

Certificates

of

Participation,

Series

2017B,

5.000%,

12/15/42

12/26

at

100.00

2,039,460

Nuveen

Colorado

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

August

31,

2023

(Unaudited)

18

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Tax

Obligation/Limited

(continued)

$

575

Erie

Farm

Metropolitan

District,

Erie,

Boulder

County,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Refunding

&

Improvement,

Series

2021,

5.000%,

12/01/41

-

AGM

Insured

12/31

at

100.00

$

610,265

1,000

Erie,

Colorado,

Certificates

of

Participation,

Series

2010,

5.000%,

11/01/37

11/24

at

100.00

1,012,880

First

Creek

Village

Metropolitan

District,

Denver,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Convertible

to

Unlimited

Tax

Series

2019A:

500

3.000%,

12/01/29

9/24

at

103.00

438,055

595

5.000%,

12/01/39

9/24

at

103.00

579,250

500

Foothills

Metropolitan

District,

Fort

Collins,

Colorado,

Special

Revenue

Bonds,

Series

2014,

6.000%,

12/01/38

12/24

at

100.00

464,580

1,525

Foothills

Park

and

Recreation

District,

Jefferson

County,

Colorado,

Lease

Revenue

Bonds,

Certificates

of

Participation,

Series

2021,

4.000%,

12/01/33

12/31

at

100.00

1,582,981

890

Four

Corners

Business

Improvement

District,

Erie,

Boulder

County,

Colorado,

Limited

Tax

Supported

Revenue

Bonds,

Series

2022,

6.000%,

12/01/52

9/27

at

103.00

804,667

500

Future

Legends

Sports

Park

Business

Improvement

District,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2022A

and

Subordinate

Limited

Tax

General

Obligation

Bonds,

Series

2022B,

6.000%,

12/01/52

9/27

at

103.00

478,730

800

Glen

Metropolitan

District

1,

El

Paso

County,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Series

2016A,

4.500%,

12/01/45

-

BAM

Insured

12/25

at

100.00

808,568

600

Gold

Hill

Mesa

Metropolitan

District

2,

Colorado

Springs,

El

Paso

County,

Colorado,

Limited

Tax

General

Obligation

and

Special

Revenue

Bonds,

Refunding

&

Improvement

Series

2022A,

5.500%,

12/01/47

-

BAM

Insured

6/32

at

100.00

640,548

Grand

Junction,

Colorado,

Certificates

of

Participation,

Series

2019:

475

4.000%,

12/01/35

12/29

at

100.00

484,263

670

4.000%,

12/01/37

12/29

at

100.00

672,204

335

Harvest

Junction

Metropolitan

District,

Longmont,

Colorado,

General

Obligation

Bonds,

Refunding

and

Improvement

Series

2012,

5.200%,

12/01/32

10/23

at

100.00

335,097

1,000

Heritage

Todd

Creek

Metropolitan

District,

Colorado,

General

Obligation

Bonds

Limited

Tax,

Refunding

&

Improvement

Series

2015,

6.125%,

12/01/44

12/24

at

100.00

1,001,240

1,125

High

Plains

Metropolitan

District,

Arapahoe

County,

Colorado,

General

Obligation

Bonds,

Refunding

Series

2017,

5.000%,

12/01/35

-

NPFG

Insured

12/27

at

100.00

1,185,964

380

Jefferson

Center

Metropolitan

District

1,

Arvada,

Jefferson

County,

Colorado,

Special

Revenue

Bonds,

Series

2020-A2,

4.125%,

12/01/40

12/23

at

103.00

316,137

500

Lambertson

Farms

Metropolitan

District

1,

Colorado,

Revenue

Bonds,

Refunding

&

Improvement

Series

2015,

5.000%,

12/15/25

(c)

12/23

at

100.00

455,920

2,875

Larimer,

Weld

and

Boulder

Counties

School

District

R2-J,

Thompson,

Colorado,

General

Obligation

Bonds,

Series

2019,

5.000%,

12/15/31

12/28

at

100.00

3,144,646

Lincoln

Park

Metropolitan

District,

Douglas

County,

Colorado,

Limited

Tax

General

Obligation

and

Improvement

Bonds,

Refunding

Series

2018:

460

5.000%,

12/01/42

-

AGM

Insured

12/27

at

100.00

477,365

2,000

5.000%,

12/01/46

-

AGM

Insured

12/27

at

100.00

2,066,060

1,660

Longmont,

Colorado,

Sales

and

Use

Tax

Revenue

Bonds,

Series

2019,

3.000%,

11/15/33

11/28

at

100.00

1,567,936

Lorson

Ranch

Metropolitan

District

2,

El

Paso

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2016:

825

5.000%,

12/01/36

12/26

at

100.00

840,395

1,805

5.000%,

12/01/41

12/26

at

100.00

1,819,963

Meridian

Metropolitan

District,

Douglas

County,

Colorado,

General

Obligation

Bonds,

Series

2023:

1,000

4.250%,

12/01/48

-

AGM

Insured

12/33

at

100.00

964,780

2,000

4.375%,

12/01/53

-

AGM

Insured

12/33

at

100.00

1,942,560

19

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Tax

Obligation/Limited

(continued)

$

650

Meridian

Metropolitan

District,

Douglas

County,

Colorado,

General

Obligation

Refunding

Bonds,

Series

2017,

5.000%,

12/01/42

-

AGM

Insured

12/27

at

100.00

$

678,405

1,135

Montrose

County,

Colorado,

Certificates

of

Participation,

Series

2014,

5.000%,

12/01/34

12/24

at

100.00

1,142,922

1,000

Monument,

El

Paso

County,  Colorado,

Certificate

of

Participation,

Series

2020,

4.000%,

12/01/40

-

AGM

Insured

12/28

at

100.00

970,750

500

Mountain

Shadows

Metropolitan

District,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Refunding

Series

2016,

5.000%,

12/01/46

12/25

at

100.00

454,585

494

Mountain

Shadows

Metropolitan

District,

Weld

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2015,

5.500%,

12/01/44

12/25

at

100.00

472,877

570

Nexus

North

at

DIA

Metropolitan

District,

Adams

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2021,

5.000%,

12/01/51

3/26

at

103.00

485,959

725

North

Range

Metropolitan

District

2,

Adams

County,

Colorado

,

Limited

Tax

General

Obligation

Bonds,

Refunding

Special

Revenue

&

Improvement

Series

2017A,

5.625%,

12/01/37

10/23

at

103.00

730,147

Northern

Colorado

Water

Conservancy

District,

Certificates

of

Participation,

Series

2022:

2,325

5.000%,

7/01/42

7/31

at

100.00

2,473,312

2,000

5.250%,

7/01/52

7/31

at

100.00

2,129,640

Northglenn

Urban

Renewal

Authority,

Northglenn,

Colorado,

Tax

Increment

Revenue

Bonds,

Urban

Renewal

Plan

2,

Series

2019:

235

4.000%,

12/01/27

No

Opt.

Call

235,938

305

4.000%,

12/01/28

No

Opt.

Call

305,854

755

Painted

Prairie

Public

Improvement

Authority,

Aurora,

Colorado,

Special

Revenue

Bonds,

Series

2019,

5.000%,

12/01/49

12/24

at

103.00

667,548

Park

70

Metropolitan

District,

Aurora,

Colorado,

General

Obligation

Bonds,

Limited

Tax

Refunding

&

Improvement

Series

2016:

125

5.000%,

12/01/24

No

Opt.

Call

125,836

1,500

5.000%,

12/01/36

12/26

at

100.00

1,518,060

Park

Creek

Metropolitan

District,

Colorado,

Senior

Limited

Property

Tax

Supported

Revenue

Bonds,

Refunding

Series

2015A:

1,055

5.000%,

12/01/33

-

NPFG

Insured

12/25

at

100.00

1,077,482

235

5.000%,

12/01/45

12/25

at

100.00

234,904

2,250

Park

Creek

Metropolitan

District,

Colorado,

Senior

Limited

Property

Tax

Supported

Revenue

Bonds,

Series

2017A,

5.000%,

12/01/46

12/25

at

100.00

2,234,790

1,225

Park

Creek

Metropolitan

District,

Colorado,

Senior

Limited

Property

Tax

Supported

Revenue

Bonds,

Series

2018A,

4.000%,

12/01/51

12/28

at

100.00

1,027,371

1,650

Park

Creek

Metropolitan

District,

Colorado,

Senior

Limited

Property

Tax

Supported

Revenue

Bonds,

Series

2019A,

4.000%,

12/01/36

-

AGM

Insured

12/29

at

100.00

1,654,818

1,500

Plaza

Metropolitan

District

1,

Lakewood,

Colorado,

Tax

Increment

Revenue

Bonds,

Refunding

Series

2013,

5.000%,

12/01/40,

144A

10/23

at

100.00

1,410,495

500

Prairie

Center

Metopolitan

District

No.

3,

In

the

City

of

Brighton,

Adams

County,

Colorado,

Limited

Property

Tax

Supported

Primary

Improvements

Revenue

Bonds,

Refunding

Series

2017A,

5.000%,

12/15/41,

144A

12/26

at

100.00

485,780

Prairiestar

Metropolitan

District

2,

Larimer

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Refunding

&

Improvement

Series

2021A:

500

5.000%,

12/01/41

-

BAM

Insured

12/31

at

100.00

530,665

500

5.000%,

12/01/46

-

BAM

Insured

12/31

at

100.00

527,165

Pueblo

County,

Colorado,

Certificates

of

Participation,

Community

Improvement

Projects,

Series

2019:

1,150

4.000%,

12/01/31

12/27

at

100.00

1,180,521

1,235

4.000%,

12/01/32

12/27

at

100.00

1,264,899

1,550

Pueblo

County,

Colorado,

Certificates

of

Participation,

Community

Improvement

Projects,

Series

2023A,

4.000%,

7/01/43

7/32

at

100.00

1,427,163

235

Pueblo

Urban

Renewal

Authority,

Colorado,

Tax

Increment

Revenue

Bonds,

EVRAZ

Project,

Series

2021A,

4.750%,

12/01/45,

144A

12/30

at

100.00

159,800

Nuveen

Colorado

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

August

31,

2023

(Unaudited)

20

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Tax

Obligation/Limited

(continued)

Puerto

Rico

Sales

Tax

Financing

Corporation,

Sales

Tax

Revenue

Bonds,

Restructured

2018A-1:

$

2,516

4.500%,

7/01/34

7/25

at

100.00

$

2,515,849

1,000

4.750%,

7/01/53

7/28

at

100.00

937,470

1,000

5.000%,

7/01/58

7/28

at

100.00

970,400

880

Raindance

Metropolitan

District

2,

Windsor,

Colorado,

General

Obligation

Bonds,

Limited

Tax

Series

2019A,

5.000%,

12/01/39

12/24

at

103.00

828,564

2,500

Rampart

Range

Metropolitan

District

1,

Lone

Tree,

Colorado,

Limited

Tax

Supported

and

Special

Revenue

Bonds,

Refunding

&

Improvement

Series

2017,

5.000%,

12/01/42

12/27

at

100.00

2,562,050

400

Red

Sky

Ranch

Metropolitan

District,

Eagle

County,

Colorado,

General

Obligation

Bonds,

Refunding

&

Improvement

Series

2015,

5.000%,

12/01/44

12/24

at

100.00

363,440

2,385

Regional

Transportation

District,

Colorado,

Sales

Tax

Revenue

Bonds,

Fastracks

Project,

Series

2017B,

4.000%,

11/01/35

11/27

at

100.00

2,418,366

490

Reserve

Metropolitan

District

2,

Mount

Crested

Butte,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Refunding

Series

2016A,

5.000%,

12/01/45

12/26

at

100.00

445,871

555

Riverview

Metropolitan

District,

Steamboat

Springs,

Routt

County,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Convertible

to

Unlimited

Tax

Refunding

Series

2021,

5.000%,

12/01/41

6/26

at

103.00

491,103

675

Roaring

Fork

School

District

RE-1,

Garfield,

Pitkin,

and

Eagle

Counties,

Colorado,

Certificates

of

Participation,

Series

2023,

5.000%,

12/15/43

-

BAM

Insured

6/31

at

100.00

699,617

190

Sand

Creek

Metropolitan

District,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Refunding

Series

2015A,

4.000%,

12/01/28

12/25

at

100.00

192,666

1,000

Sand

Creek

Metropolitan

District,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Refunding

Series

2023,

5.000%,

12/01/37

-

AGM

Insured

12/32

at

100.00

1,075,230

1,995

Sierra

Ridge

Metropolitan

District

2,

Douglas

County,

Colorado,

General

Obligation

Bonds,

Subordinate

Series

2022,

4.000%,

12/01/46

-

AGM

Insured

12/31

at

100.00

1,807,809

275

Sierra

Ridge

Metropolitan

District

2,

Douglas

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Refunding

Bonds,

Series

2022,

5.000%,

12/01/52

-

AGM

Insured

12/32

at

100.00

284,421

565

Silver

Peaks

Metropolitan

District

3,

Colorado,

Limited

Tax

Obligation

Bonds,

Senior

Lien

Series

2020A,

5.000%,

12/01/50

12/25

at

103.00

483,838

200

Southlands

Metropolitan

District

1,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2017A-1,

5.000%,

12/01/37

12/27

at

100.00

194,856

350

Southlands

Metropolitan

District

1,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2017A-2,

5.000%,

12/01/47

12/27

at

100.00

323,225

1,000

Southshore

Metropolitan

District

2

Aurora,

Arapahoe

County,

Colorado,

General

Obligation

Bonds,

Limited

Tax

Improvement

Series

2020A-2,

4.000%,

12/01/46

-

BAM

Insured

12/30

at

100.00

906,260

495

Southwest

Timnath

Metropolitan

District

4,

Timnath,

Larimer

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2017A,

5.375%,

12/01/47

10/23

at

103.00

472,562

1,000

STC

Metropolitan

District

2,

Superior,

Boulder

County,

Colorado,

Limited

Tax

General

Obligation

and

Special

Revenue

Bonds,

Refunding

&

improvement

Series

2019A,

5.000%,

12/01/49

12/24

at

103.00

885,470

750

Sterling

Hills

West

Metropolitan

District,

Arapahoe

County,

Colorado,

General

Obligation

Bonds,

Refunding

&

Improvement

Series

2007,

5.000%,

12/01/39

12/27

at

100.00

773,910

415

Sterling

Ranch

Community

Authority

Board,

Douglas

County,

Colorado,

Limited

Tax

Supported

District

2,

Refunding

&

Improvement

Senior

Series

2020A,

3.375%,

12/01/30

12/25

at

102.00

371,396

595

Sterling

Ranch

Metropolitan

District

2,

El

Paso

County,

Colorado,

General

Obligation

Bonds,

Limited

Tax

Convertible

Capital

Appreciation

Series

22,

5.500%,

12/01/42

6/30

at

102.00

567,172

150

Stoneridge

Metropolitan

District,

Colorado,

General

Obligation

Bonds,

Limited

Tax

Refunding

&

Improvement

Series

2016,

4.250%,

12/01/28

-

BAM

Insured

12/26

at

100.00

154,921

21

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Tax

Obligation/Limited

(continued)

Tallyn's

Reach

Metropolitan

District

3,

Aurora,

Colorado,

General

Obligation

Bonds,

Refunding

Series

2019:

$

225

5.000%,

12/01/29

-

BAM

Insured

No

Opt.

Call

$

247,203

435

5.000%,

12/01/30

-

BAM

Insured

12/29

at

100.00

477,869

460

5.000%,

12/01/31

-

BAM

Insured

12/29

at

100.00

505,926

250

5.000%,

12/01/32

-

BAM

Insured

12/29

at

100.00

274,388

250

5.000%,

12/01/33

-

BAM

Insured

12/29

at

100.00

274,145

750

Thompson

Crossing

Metropolitan

District

2,

Johnstown,

Larimer

County,

Colorado,

General

Obligation

Bonds,

Limited

Tax

Convertible

to

Unlimited

Tax,

Series

2016B,

5.000%,

12/01/46

-

AGM

Insured

12/26

at

100.00

770,280

1,640

Thompson

Crossing

Metropolitan

District

6,

Larimer

County,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Refunding

&

Improvement

Convertible

to

Unlimited

Tax

Series

2020,

5.000%,

12/01/40,

144A

12/30

at

100.00

1,556,393

770

Thornton

Development

Authority,

Colorado,

Tax

Increment

Revenue

Bonds,

North

Washington

Street

Corridor

Project,

Refunding

Series

2015,

3.250%,

12/01/28

12/24

at

100.00

759,759

5,000

Thornton,

Colorado,

Certificates

of

Participation,

Series

2018,

4.000%,

12/01/39

12/28

at

100.00

4,831,600

2,000

Triview

Metropolitan

District

4,

El

Paso

County,

California,

Colorado,

General

Obligation

Bonds,

Limited

Tax

Series

2018,

5.750%,

12/01/48,

144A

12/23

at

103.00

1,950,220

225

Vauxmont

Metropolitan

District,

Arvada,

Colorado,

Limited

Tax

General

Obligation

and

Special

Revenue

Bonds,

Convertible

to

Unlimited

Tax

Refunding

Subordinate

Series

2019,

5.000%,

12/15/29

-

AGM

Insured

12/24

at

103.00

235,969

Vista

Ridge

Metropolitan

District,

In

the

Town

of

Erie,

Weld

County,

Colorado,

General

Obligation

Refunding

Bonds,

Series

2016A:

525

5.000%,

12/01/28

-

BAM

Insured

12/26

at

100.00

550,399

1,250

5.000%,

12/01/31

-

BAM

Insured

12/26

at

100.00

1,306,950

500

4.000%,

12/01/36

-

BAM

Insured

12/26

at

100.00

504,010

Water

Valley

Metropolitan

District

1,

Colorado,

General

Obligation

Bonds,

Refunding

Series

2016:

105

3.250%,

12/01/24

No

Opt.

Call

102,216

1,000

4.000%,

12/01/33

12/26

at

100.00

892,530

300

5.000%,

12/01/35

12/26

at

100.00

292,209

645

5.250%,

12/01/40

12/26

at

100.00

627,127

500

Waterview

II

Metropolitan

District,

El

Paso

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2022A,

5.000%,

12/01/41

3/27

at

103.00

451,555

1,000

West

Globeville

Metropolitan

District

1,

Denver,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Series

2022,

6.750%,

12/01/52

12/29

at

103.00

925,850

600

Westerly

Metropolitan

District

4,

Weld

County,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Series

2021A-1,

4.125%,

12/01/31

3/26

at

103.00

532,686

Westminster,

Colorado,

Certificates

of

Participation,

Series

2015A:

1,500

5.000%,

12/01/35

12/25

at

100.00

1,541,430

1,000

4.000%,

12/01/38

12/25

at

100.00

979,650

Wheatlands

Metropolitan

District

2,

Aurora,

Arapahoe

County,

Colorado,

General

Obligation

Bonds,

Refunding

Series

2015:

1,000

5.000%,

12/01/30

-

BAM

Insured

12/25

at

100.00

1,027,840

1,595

4.000%,

12/01/38

-

BAM

Insured

12/25

at

100.00

1,550,260

1,400

Whispering

Pines

Metropolitan

District

No.1,

In

the

City

of

Aurora,

Colorado,

Limited

Tax

Convertible

to

Unlimited

Tax,

General

Obligation

Refunding

Series

2023,

5.000%,

12/01/52

-

AGM

Insured

12/32

at

100.00

1,437,674

500

Wildgrass

Metropolitan

District,

Colorado,

General

Obligation

Bonds,

Refunding

Series

2014A,

4.000%,

12/01/34

-

BAM

Insured

12/24

at

100.00

503,700

Total

Tax

Obligation/Limited

142,059,467

Nuveen

Colorado

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

August

31,

2023

(Unaudited)

22

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Transportation

-

7.8%

$

1,000

Colorado

High

Performance

Transportation

Enterprise,

C-470

Express

Lanes

Revenue

Bonds,

Senior

Lien

Series

2017,

5.000%,

12/31/56

12/24

at

100.00

$

977,710

500

Colorado

High

Performance

Transportation

Enterprise,

US

36

and

I-25

Managed

Lanes

Revenue

Bonds,

Senior

Lien

Series

2014,

5.750%,

1/01/44,

(AMT)

10/23

at

100.00

500,595

1,750

Denver

City

and

County,

Colorado,

Airport

System

Revenue

Bonds,

Series

2017A,

5.000%,

11/15/29,

(AMT)

11/27

at

100.00

1,832,687

Denver

City

and

County,

Colorado,

Airport

System

Revenue

Bonds,

Series

2022A:

1,995

5.000%,

11/15/39,

(AMT)

11/32

at

100.00

2,104,665

3,340

5.000%,

11/15/41,

(AMT)

11/32

at

100.00

3,495,577

2,585

5.500%,

11/15/53,

(AMT)

11/32

at

100.00

2,753,568

500

Denver

City

and

County,

Colorado,

Airport

System

Revenue

Bonds,

Series

2022B,

5.000%,

11/15/47

11/32

at

100.00

535,050

Denver

City

and

County,

Colorado,

Airport

System

Revenue

Bonds,

Series

2022D:

1,000

5.750%,

11/15/45,

(AMT)

11/32

at

100.00

1,095,120

2,000

5.000%,

11/15/53,

(AMT)

11/32

at

100.00

2,045,680

1,000

Denver

City

and

County,

Colorado,

Airport

System

Revenue

Bonds,

Subordinate

Lien

Series

2013B,

5.250%,

11/15/33

11/23

at

100.00

1,002,900

Denver

City

and

County,

Colorado,

Airport

System

Revenue

Bonds,

Subordinate

Lien

Series

2018A:

2,055

5.000%,

12/01/27,

(AMT)

No

Opt.

Call

2,153,393

1,000

5.000%,

12/01/30,

(AMT)

No

Opt.

Call

1,077,620

8,305

5.000%,

12/01/43,

(AMT)

12/28

at

100.00

8,455,404

1,000

Denver

City

and

County,

Colorado,

Airport

System

Revenue

Bonds,

Subordinate

Lien

Series

2018B,

5.000%,

12/01/37

12/28

at

100.00

1,050,810

500

Denver

City

and

County,

Colorado,

Special

Facilities

Airport

Revenue

Bonds,

United

Airlines,

Inc.

Project,

Refunding

Series

2017,

5.000%,

10/01/32,

(AMT)

10/23

at

100.00

497,100

620

Eagle

County

Air

Terminal

Corporation,

Colorado,

Airport

Terminal

Project

Revenue

Bonds,

Refunding

Series

2011A,

6.000%,

5/01/27,

(AMT)

10/23

at

100.00

620,521

Grand

Junction

Regional

Airport

Authority,

Colorado,

General

Airport

Revenue

Bonds,

Refunding

Series

2016A:

680

5.000%,

12/01/25

-

NPFG

Insured

No

Opt.

Call

699,339

965

5.000%,

12/01/27

-

NPFG

Insured

12/26

at

100.00

1,011,146

1,215

5.000%,

12/01/32

12/26

at

100.00

1,263,722

1,275

5.000%,

12/01/33

12/26

at

100.00

1,323,501

1,000

5.000%,

12/01/34

12/26

at

100.00

1,035,290

Total

Transportation

35,531,398

U.S.

Guaranteed

-

6.9%

(d)

2,500

Central

Platte

Valley

Metropolitan

District,

Colorado,

General

Obligation

Bonds,

Refunding

Series

2013A,

5.625%,

12/01/38,

(Pre-refunded

12/01/23)

12/23

at

100.00

2,512,550

130

Central

Platte

Valley

Metropolitan

District,

Colorado,

General

Obligation

Bonds,

Refunding

Series

2014,

5.000%,

12/01/43,

(Pre-refunded

12/01/23)

12/23

at

100.00

130,399

495

Cherrylane

Metropolitan

District,

Adams

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Convertible

to

Unlimited

Tax

Series

2018A,

5.250%,

12/01/47,

(Pre-refunded

12/01/23)

12/23

at

103.00

511,835

Colorado

Health

Facilities

Authority,

Colorado,

Health

Facilities

Revenue

Bonds,

The

Evangelical

Lutheran

Good

Samaritan

Society

Project,

Refunding

Series

2017:

50

5.000%,

6/01/37,

(Pre-refunded

6/01/27)

6/27

at

100.00

53,289

1,585

5.000%,

6/01/42,

(Pre-refunded

6/01/27)

6/27

at

100.00

1,689,261

3,535

Colorado

Health

Facilities

Authority,

Colorado,

Hospital

Revenue

Bonds,

NCMC

Inc.,

Series

2016,

4.000%,

5/15/32,

(Pre-refunded

5/15/26)

5/26

at

100.00

3,602,589

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

Adventist

Health

System/Sunbelt

Obligated

Group,

Series

2016B:

65

5.000%,

11/15/29,

(Pre-refunded

5/15/26)

5/26

at

100.00

68,078

23

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

U.S.

Guaranteed

(d)

(continued)

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

Evangelical

Lutheran

Good

Samaritan

Society

Project,

Series

2013A:

$

450

5.000%,

6/01/35,

(Pre-refunded

6/01/25)

6/25

at

100.00

$

463,131

3,000

5.000%,

6/01/45,

(Pre-refunded

6/01/25)

6/25

at

100.00

3,087,540

575

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

Sisters

of

Charity

of

Leavenworth

Health

Services

Corporation,

Series

2013A,

5.000%,

1/01/44,

(Pre-refunded

1/01/24)

1/24

at

100.00

577,864

Colorado

State

Board

of

Governors,

Colorado

State

University

Auxiliary

Enterprise

System

Revenue

Bonds,

Refunding

Series

2016B:

500

5.000%,

3/01/34,

(Pre-refunded

3/01/27)

3/27

at

100.00

532,920

500

5.000%,

3/01/41,

(Pre-refunded

3/01/27)

3/27

at

100.00

532,920

1,000

Commerce

City,

Colorado,

Sales

and

Use

Tax

Revenue

Bonds,

Series

2014,

5.000%,

8/01/44,

(Pre-refunded

8/01/24)

-

AGM

Insured

8/24

at

100.00

1,013,270

Commerce

City,

Colorado,

Sales

and

Use

Tax

Revenue

Bonds,

Series

2016:

1,200

5.000%,

8/01/41,

(Pre-refunded

8/01/26)

8/26

at

100.00

1,260,648

6,000

5.000%,

8/01/46,

(Pre-refunded

8/01/26)

8/26

at

100.00

6,303,240

Gunnison

Watershed

School

District

RE1J,

Gunnison

and

Saguache

Counties,

Colorado,

General

Obligation

Bonds,

Refunding

Series

2014A:

1,000

4.000%,

12/01/32,

(Pre-refunded

12/01/24)

12/24

at

100.00

1,007,500

1,000

4.000%,

12/01/33,

(Pre-refunded

12/01/24)

12/24

at

100.00

1,007,500

1,000

Metropolitan

State

University

of

Denver,

Colorado,

Institutional

Enterprise

Revenue

Bonds,

Aerospace

and

Engineering

Sciences

Building

Project,

Series

2016,

4.000%,

12/01/40,

(Pre-refunded

12/01/25)

12/25

at

100.00

1,014,890

500

Powhaton

Road

Metropolitan

District

2,

Arapahoe

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Convertible

to

Unlimited

Tax

Series

2019A,

5.625%,

12/01/48,

(Pre-refunded

12/01/23)

12/23

at

103.00

517,135

1,033

Tallyn's

Reach

Metropolitan

District

3,

Aurora,

Colorado,

General

Obligation

Bonds,

Limited

Tax

Convertible

to

Unlimited

Tax,

Refunding

&

Improvement

Series

2013,

5.000%,

12/01/33,

(Pre-refunded

12/01/23),

144A

12/23

at

100.00

1,036,667

645

University

of

Colorado,

Enterprise

System

Revenue

Bonds,

Refunding

Series

2014B-1,

4.000%,

6/01/34,

(Pre-refunded

6/01/24)

6/24

at

100.00

648,483

3,410

University

of

Colorado,

Enterprise

System

Revenue

Bonds,

Refunding

Series

2017A-2,

4.000%,

6/01/36,

(Pre-refunded

6/01/28)

6/28

at

100.00

3,568,770

Total

U.S.

Guaranteed

31,140,479

Utilities

-

12.8%

Arapahoe

County

Water

and

Wastewater

Authority,

Colorado,

Revenue

Bonds,

Refunding

Series

2019:

1,000

4.000%,

12/01/37

12/29

at

100.00

1,002,190

1,845

4.000%,

12/01/38

12/29

at

100.00

1,829,520

Brighton,

Colorado,

Water

Activity

Enterprise

Revenue

Bonds,

Water

System

Project,

Series

2022:

3,010

5.000%,

6/01/42

6/32

at

100.00

3,242,703

5,500

5.000%,

6/01/47

6/32

at

100.00

5,844,025

2,000

5.000%,

6/01/52

6/32

at

100.00

2,110,700

500

Cherokee

Metropolitan

District,

Colorado,

Water

and

Wastewater

Revenue

Bonds,

Series

2020,

4.000%,

8/01/50

-

BAM

Insured

8/30

at

100.00

455,780

4,435

Colorado

Springs,

Colorado,

Utilities

System

Revenue

Bonds,

Improvement

Series

2022B,

5.250%,

11/15/52

11/32

at

100.00

4,790,243

2,000

Colorado

Springs,

Colorado,

Utilities

System

Revenue

Bonds,

Improvement

Series

2023A,

5.250%,

11/15/53

11/33

at

100.00

2,172,500

500

Colorado

Springs,

Colorado,

Utilities

System

Revenue

Bonds,

Refunding

Series

2015A,

4.000%,

11/15/35

11/25

at

100.00

504,185

765

Colorado

Water

Resources

and

Power

Development

Authority,

Water

Resources

Revenue

Bonds,

City

of

Fountain,

Electric,

Water

&

Wastewater

Utility

Enterprise

Project,

Series

2014A,

4.000%,

9/01/32

-

BAM

Insured

9/24

at

100.00

769,552

Nuveen

Colorado

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

August

31,

2023

(Unaudited)

24

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Utilities

(continued)

$

1,000

Colorado

Water

Resources

and

Power

Development

Authority,

Water

Resources

Revenue

Bonds,

Steamboat

Springs

Utilities

Fund,

Series

2011B,

4.125%,

8/01/26

10/23

at

100.00

$

1,002,900

1,090

Colorado

Water

Resources

and

Power

Development

Authority,

Water

Resources

Revenue

Bonds,

Telluride

Town

Project,

Series

2020A,

4.000%,

6/01/35

-

AGM

Insured

6/30

at

100.00

1,110,241

7,000

Denver

City

and

County

Board

of

Water

Commissioners,

Colorado,

Water

Revenue

Bonds,

Series

2022A,

5.000%,

12/15/52

12/32

at

100.00

7,542,570

4,200

Eagle

River

Water

and

Sanitation

District,

Eagle

County,

Colorado,

Enterprise

Wastewater

Revenue

Bonds,

Improvement

Series

2020A,

4.000%,

12/01/49

-

AGM

Insured

12/29

at

100.00

3,964,464

1,000

East

Cherry

Creek

Valley

Water

and

Sanitation

District,

Arapahoe

County,

Colorado,

Water

Revenue

Bonds,

Improvement

Series

2019A,

4.000%,

11/15/38

11/29

at

100.00

987,510

East

Cherry

Creek

Valley

Water

and

Sanitation

District,

Arapahoe

County,

Colorado,

Water

Revenue

Bonds,

Refunding

Series

2015:

650

5.000%,

11/15/32

11/25

at

100.00

668,519

1,500

4.000%,

11/15/35

11/25

at

100.00

1,512,870

Erie,

Boulder

and

Weld

Counties,

Colorado,

Water

Enterprise

Revenue

Bonds,

Refunding

Series

2015:

500

3.000%,

12/01/29

12/25

at

100.00

497,885

570

4.000%,

12/01/31

12/25

at

100.00

579,815

1,140

Fort

Lupton,

Colorado,

Water

System

Revenue

Bonds,

Refunding

&

Improvement

Series

2017,

4.000%,

12/01/42

-

AGM

Insured

12/27

at

100.00

1,101,810

Fountain,

El

Paso

County,

Colorado,

Acting

by

and

through

the

City

of

Fountain

Electric,

Water

and

Wastewater

Utility

Enterprise,

Water

and

Electric

Revenue

Bonds,

Series

2019:

320

4.000%,

12/01/35

-

AGM

Insured

12/26

at

100.00

324,410

525

4.000%,

12/01/37

-

AGM

Insured

12/26

at

100.00

525,383

2,180

Johnstown,

Colorado,

Wastewater

Revenue

Bonds,

Series

2021,

4.000%,

12/01/51

-

AGM

Insured

12/31

at

100.00

1,959,624

2,000

Loveland,

Colorado,

Electric

and

Communications

Enterprise

Revenue

Bonds,

Series

2019A,

5.000%,

12/01/44

12/28

at

100.00

2,053,480

300

Parker

Water

and

Sanitation

District,

Douglas

County,

Colorado,

Water

and

Sewer

Enterprise

Revenue

Bonds,

Refunding

&

Improvement

Series

2020,

4.000%,

11/01/40

11/29

at

100.00

294,639

8,805

Parker

Water

and

Sanitation

District,

Douglas

County,

Colorado,

Water

and

Sewer

Enterprise

Revenue

Bonds,

Refunding

&

Improvement

Series

2022,

4.000%,

11/01/47

11/32

at

100.00

8,126,223

1,295

Public

Authority

for

Colorado

Energy,

Natural

Gas

Purchase

Revenue

Bonds,  Colorado

Springs

Utilities,

Series

2008,

6.250%,

11/15/28

No

Opt.

Call

1,375,083

2,000

Upper

Eagle

Regional

Water

Authority,

Eagle

County,

Colorado,

Water

Revenue

Bonds,

Refunding

&

Improvement

Series

2020,

4.000%,

12/01/50

-

AGM

Insured

12/30

at

100.00

1,804,720

Total

Utilities

58,153,544

Total

Municipal

Bonds

(cost

$457,200,913)

444,667,739

Total

Long-Term

Investments

(cost

$457,200,913)

444,667,739

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

SHORT-TERM

INVESTMENTS

-

 1.4%  

X

6,500,000

MUNICIPAL

BONDS

-

1.4%  

X

6,500,000

Health

Care

-

0.4%

$

2,000

University

of

Colorado

Hospital

Authority,

Colorado,

Revenue

Bonds,

Variable

Rate

Series

2018C,

0.050%,

11/15/39,

(Mandatory

Put

9/15/23)

(e)

10/23

at

100.00

$

2,000,000

Total

Health

Care

2,000,000

25

Part

F

of

Form

N-PORT

was

prepared

in

accordance

with

U.S.

generally

accepted

accounting

principles

(“U.S.

GAAP”)

and

in

conformity

with

the

applicable

rules

and

regulations

of

the

U.S.

Securities

and

Exchange

Commission

(“SEC”)

related

to

interim

filings.

Part

F

of

Form

N-PORT

does

not

include

all

information

and

footnotes

required

by

U.S.

GAAP

for

complete

financial

statements.

Certain

footnote

disclosures

normally

included

in

financial

statements

prepared

in

accordance

with

U.S.

GAAP

have

been

condensed

or

omitted

from

this

report

pursuant

to

the

rules

of

the

SEC.

For

a

full

set

of

the

Fund’s

notes

to

financial

statements,

please

refer

to

the

Fund’s

most

recently

filed

annual

or

semi-annual

report.

Fair

Value

Measurements

The

Fund’s

investments

in

securities

are

recorded

at

their

estimated

fair

value

utilizing

valuation

methods

approved

by

the

Board

of

Directors/

Trustees.

Fair

value

is

defined

as

the

price

that

would

be

received

upon

selling

an

investment

or

transferring

a

liability

in

an

orderly

transaction

to

an

independent

buyer

in

the

principal

or

most

advantageous

market

for

the

investment.

U.S.

GAAP

establishes

the

three-tier

hierarchy

which

is

used

to

maximize

the

use

of

observable

market

data

and

minimize

the

use

of

unobservable

inputs

and

to

establish

classification

of

fair

value

measurements

for

disclosure

purposes.

Observable

inputs

reflect

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Observable

inputs

are

based

on

market

data

obtained

from

sources

independent

of

the

reporting

entity.

Unobservable

inputs

reflect

management’s

assumptions

about

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Unobservable

inputs

are

based

on

the

best

information

available

in

the

circumstances.

The

following

is

a

summary

of

the

three-tiered

hierarchy

of

valuation

input

levels.

Level

1

–

Inputs

are

unadjusted

and

prices

are

determined

using

quoted

prices

in

active

markets

for

identical

securities.

Level

2

–

Prices

are

determined

using

other

significant

observable

inputs

(including

quoted

prices

for

similar

securities,

interest

rates,

credit

spreads,

etc.).

Level

3

–

Prices

are

determined

using

significant

unobservable

inputs

(including

management’s

assumptions

in

determining

the

fair

value

of

investments).

The

following

table

summarizes

the

market

value

of

the

Fund's

investments

as

of

the

end

of

the

reporting

period,

based

on

the

inputs

used

to

value

them:

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Utilities

-

1.0%

$

4,500

Colorado

Springs,

Colorado,

Utilities

System

Revenue

Bonds,

Refunding

Series

2009C,

3.000%,

11/01/28,

(Mandatory

Put

9/15/23)

(e)

9/23

at

100.00

$

4,500,000

Total

Utilities

4,500,000

Total

Municipal

Bonds

(cost

$6,500,000)

6,500,000

Total

Short-Term

Investments

(cost

$6,500,000)

6,500,000

Total

Investments

(cost

$463,700,913)

-

99.2%

451,167,739

Other

Assets

&

Liabilities,

Net

-

0.8%

3,471,290

Net

Assets

-

100%

$

454,639,029

Level

1

Level

2

Level

3

Total

Long-Term

Investments:

Municipal

Bonds

$

–

$

444,667,739

$

–

$

444,667,739

Short-Term

Investments:

Municipal

Bonds

–

6,500,000

–

6,500,000

Total

$

–

$

451,167,739

$

–

$

451,167,739

(a)

All

percentages

shown

in

the

Portfolio

of

Investments

are

based

on

net

assets.

(b)

Optional

Call

Provisions:

Dates

(month

and

year)

and

prices

of

the

earliest

optional

call

or

redemption.

There

may

be

other

call

provisions

at

varying

prices

at

later

dates.

Certain

mortgage-backed

securities

may

be

subject

to

periodic

principal

paydowns.

(c)

Defaulted

security.

A

security

whose

issuer

has

failed

to

fully

pay

principal

and/or

interest

when

due,

or

is

under

the

protection

of

bankruptcy.

(d)

Backed

by

an

escrow

or

trust

containing

sufficient

U.S.

Government

or

U.S.

Government

agency

securities,

which

ensure

the

timely

payment

of

principal

and

interest.

(e)

Investment

has

a

maturity

of

greater

than

one

year,

but

has

variable

rate

and/or

demand

features

which

qualify

it

as

a

short-term

investment.

The

rate

disclosed,

as

well

as

the

reference

rate

and

spread,

where

applicable,

is

that

in

effect

as

of

the

end

of

the

reporting

period.

This

rate

changes

periodically

based

on

market

conditions

or

a

specified

market

index.

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

26

Nuveen

Maryland

Municipal

Bond

Fund

Portfolio

of

Investments

August

31,

2023

(Unaudited)

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

LONG-TERM

INVESTMENTS

-

99.6%   

X

245,695,431

MUNICIPAL

BONDS

-

99.6%  

X

245,695,431

Consumer

Discretionary

-

2.0%

Baltimore,

Maryland,

Convention

Center

Hotel

Revenue

Bonds,

Refunding

Series

2017:

$

615

5.000%,

9/01/34

9/27

at

100.00

$

612,761

4,000

5.000%,

9/01/39

9/27

at

100.00

3,724,600

1,000

Maryland

Economic

Development

Corporation,

Revenue

Bonds,

Chesapeake

Bay

Hyatt

Conference

Center,

Series

2006A,

5.000%,

12/01/31

(c)

10/23

at

100.00

600,000

Total

Consumer

Discretionary

4,937,361

Consumer

Staples

-

2.3%

890

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

814,768

480

Children's

Trust

Fund,

Puerto

Rico,

Tobacco

Settlement

Asset-Backed

Bonds,

Refunding

Series

2002,

5.500%,

5/15/39

10/23

at

100.00

480,053

1,040

Guam

Economic

Development

&

Commerce

Authority,

Tobacco

Settlement

Asset-Backed

Bonds,

Series

2007A,

5.250%,

6/01/32

9/23

at

100.00

1,019,231

510

New

York

Counties

Tobacco

Trust

VI,

New

York,

Tobacco

Settlement

Pass-

Through

Bonds,

Series

Series

2016A-1,

5.625%,

6/01/35

No

Opt.

Call

523,393

1,000

Tobacco

Settlement

Financing

Corporation,

New

Jersey,

Tobacco

Settlement

Asset-Backed

Bonds,

Series

2018A,

5.000%,

6/01/46

6/28

at

100.00

1,018,060

1,900

TSASC

Inc.,

New

York,

Tobacco

Asset-Backed

Bonds,

Series

2006,

5.000%,

6/01/48

6/27

at

100.00

1,745,777

Total

Consumer

Staples

5,601,282

Education

and

Civic

Organizations

-

6.5%

450

Baltimore

County,

Maryland,

Economic

Development

Revenue

Bonds,

McDonogh

School

Facility,

Series

2021,

4.000%,

9/01/35

9/31

at

100.00

460,323

1,000

Chestertown,

Maryland,

Economic

Development

Project

Revenue

Bonds,

Washington

College,

Refunding

Series

2021A,

4.000%,

3/01/36

3/31

at

100.00

927,500

1,500

Frederick

County,

Maryland,

Educational

Facilities

Revenue

Bonds,

Mount

Saint

Mary's

University

Inc.,

Series

2017A,

5.000%,

9/01/45,

144A

9/27

at

100.00

1,338,270

500

Maryland

Health

and

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

Goucher

College,

Series

2017A,

5.000%,

7/01/37

7/27

at

100.00

511,405

645

Maryland

Health

and

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

Imagine

Andrews

Public

Charter

School,

Series

2022A,

5.500%,

5/01/52,

144A

5/30

at

100.00

585,576

Maryland

Health

and

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

Johns

Hopkins

University,

Series

2013B:

500

5.000%,

7/01/38

9/23

at

100.00

500,060

2,625

4.250%,

7/01/41

9/23

at

100.00

2,625,026

500

Maryland

Health

and

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

Loyola

University

Maryland,

Series

2014,

4.000%,

10/01/39

10/24

at

100.00

480,790

1,210

Maryland

Health

and

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

Loyola

University

Maryland,

Series

2019A,

5.000%,

10/01/49

10/29

at

100.00

1,246,445

2,000

Maryland

Health

and

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

Maryland

Institute

College

of

Art,

Series

2012,

5.000%,

6/01/29

9/23

at

100.00

2,001,180

Maryland

Health

and

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

Maryland

Institute

College

of

Art,

Series

2016:

385

5.000%,

6/01/29

6/26

at

100.00

396,027

700

5.000%,

6/01/33

6/26

at

100.00

718,914

Maryland

Health

and

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

Maryland

Institute

College

of

Art,

Series

2017:

315

5.000%,

6/01/36

6/26

at

100.00

321,656

235

5.000%,

6/01/42

6/26

at

100.00

237,496

27

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Education

and

Civic

Organizations

(continued)

Maryland

Health

and

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

Stevenson

University,

Series

2021A:

$

1,000

4.000%,

6/01/38

6/31

at

100.00

$

944,940

2,010

4.000%,

6/01/46

6/31

at

100.00

1,770,267

1,100

Maryland

Industrial

Development

Financing

Authority,

Economic

Development

Revenue

Bonds,

McDonogh

School

Inc.,

Sereis

2019,

4.000%,

9/01/43

3/29

at

100.00

1,018,204

Total

Education

and

Civic

Organizations

16,084,079

Energy

-

1.3%

3,260

Maryland

Economic

Development

Corporation,

Port

Facilities

Revenue

Bonds,

CNX

Marine

Terminals

Inc.

Port

of

Baltimore

Facility,

Refunding

Series

2010,

5.750%,

9/01/25

10/23

at

100.00

3,287,156

Total

Energy

3,287,156

Health

Care

-

18.3%

Maryland

Health

and

Higher

Educational

Facilities

Authority,

Maryland,

Revenue

Bonds,

Meritus

Medical

Center,

Series

2015:

660

4.000%,

7/01/32

7/25

at

100.00

649,433

1,650

4.250%,

7/01/35

7/25

at

100.00

1,606,160

1,000

5.000%,

7/01/40

7/25

at

100.00

1,006,540

1,000

5.000%,

7/01/45

7/25

at

100.00

1,005,010

Maryland

Health

and

Higher

Educational

Facilities

Authority,

Revenue

Bonds

Doctors

Community

Hospital,

Series

2017B:

750

5.000%,

7/01/34

7/27

at

100.00

769,717

500

5.000%,

7/01/38

7/27

at

100.00

501,945

Maryland

Health

and

Higher

Educational

Facilities

Authority,

Revenue

Bonds,  Mercy

Medical

Center,

Series

2016A:

90

5.000%,

7/01/36

7/26

at

100.00

91,544

1,250

5.000%,

7/01/38

7/26

at

100.00

1,257,913

440

4.000%,

7/01/42

7/26

at

100.00

389,668

1,680

Maryland

Health

and

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

Adventist

HealthCare

Issue,

Series

2021B,

4.000%,

1/01/51

1/32

at

100.00

1,365,538

Maryland

Health

and

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

Adventist

Healthcare,

Series

2016A:

1,600

5.500%,

1/01/36

1/27

at

100.00

1,645,088

2,020

5.500%,

1/01/46

1/27

at

100.00

2,035,473

1,400

Maryland

Health

and

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

Frederick

Health

System

Issue

Series

2023,

5.250%,

7/01/53

7/33

at

100.00

1,456,518

Maryland

Health

and

HIgher

Educational

Facilities

Authority,

Revenue

Bonds,

Frederick

Health

System

Issue;

Series

2020:

740

3.250%,

7/01/39

7/30

at

100.00

580,915

175

4.000%,

7/01/40

7/30

at

100.00

166,379

520

4.000%,

7/01/45

7/30

at

100.00

472,904

1,165

Maryland

Health

and

HIgher

Educational

Facilities

Authority,

Revenue

Bonds,

Greater

Baltimore

Medical

Center,

Series

2021A,

3.000%,

7/01/46

7/31

at

100.00

853,968

Maryland

Health

and

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

LifeBridge

Health

Issue,

Series

2016:

1,000

4.000%,

7/01/41

7/26

at

100.00

934,280

500

5.000%,

7/01/47

7/26

at

100.00

504,105

Maryland

Health

and

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

LifeBridge

Health

Issue,

Series

2017:

575

5.000%,

7/01/33

7/27

at

100.00

602,376

500

4.000%,

7/01/42

7/27

at

100.00

462,145

Maryland

Health

and

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

LifeBridge

Health

System,

Series

2015:

955

4.125%,

7/01/47

7/25

at

100.00

889,277

1,020

Maryland

Health

and

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

Medstar

Health

Issue,

Series

2013B,

5.000%,

8/15/38

9/23

at

100.00

993,266

Nuveen

Maryland

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

August

31,

2023

(Unaudited)

28

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Health

Care

(continued)

Maryland

Health

and

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

MedStar

Health

Issue,

Series

2017A:

$

2,000

5.000%,

5/15/42

5/27

at

100.00

$

2,039,540

4,650

5.000%,

5/15/45

5/27

at

100.00

4,725,470

1,560

Maryland

Health

and

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

Peninsula

Regional

Medical

Center

Issue,

Series

2020A,

5.000%,

7/01/34

7/30

at

100.00

1,654,084

2,075

Maryland

Health

and

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

Trinity

Health

Credit

Group,

Series

2017MD,

5.000%,

12/01/46

6/27

at

100.00

2,121,542

2,500

Maryland

Health

and

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

University

of

Maryland

Medical

System

Issue,

Series

2017B,

5.000%,

7/01/39

7/27

at

100.00

2,555,525

Maryland

Health

and

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

University

of

Pittsburgh

Medical

Center,

Series

2020B:

2,500

4.000%,

4/15/45

4/30

at

100.00

2,307,650

2,000

4.000%,

4/15/50

4/30

at

100.00

1,812,220

Montgomery

County,

Maryland,

Revenue

Bonds,

Trinity

Health

Credit

Group,

Series

2015:

7,000

4.000%,

12/01/44

6/25

at

100.00

6,626,340

1,000

5.000%,

12/01/44

6/25

at

100.00

1,008,890

Total

Health

Care

45,091,423

Housing/Multifamily

-

10.1%

2,000

Howard

County

Housing

Commission,

Maryland,

Revenue

Bonds,

Columbia

Commons

Apartments,

Series

2014A,

5.000%,

6/01/44

6/24

at

100.00

2,006,140

2,000

Howard

County

Housing

Commission,

Maryland,

Revenue

Bonds,

Columbia

Landing

Project,

Refunding

Series

2021A,

1.600%,

6/01/29

6/26

at

100.00

1,747,020

640

Howard

County

Housing

Commission,

Maryland,

Revenue

Bonds,

Gateway

Village

Apartments,

Series

2016,

4.000%,

6/01/46

6/26

at

100.00

568,250

1,660

Howard

County

Housing

Commission,

Maryland,

Revenue

Bonds,

The

Verona

at

Oakland

Mills

Project,

Series

2013,

5.000%,

10/01/28

10/23

at

100.00

1,661,809

1,310

Maryland

Community

Development

Administration

Department

of

Housing

and

Community

Development,

Housing

Revenue

Bonds,

Green

Series

2021A,

2.200%,

7/01/41

1/31

at

100.00

899,092

1,000

Maryland

Community

Development

Administration

Department

of

Housing

and

Community

Development,

Housing

Revenue

Bonds,

Green

Series

2021B,

2.100%,

1/01/41

7/31

at

100.00

675,750

1,000

Maryland

Community

Development

Administration

Department

of

Housing

and

Community

Development,

Housing

Revenue

Bonds,

Green

Series

2021C,

2.600%,

1/01/42

7/31

at

100.00

718,060

935

Maryland

Community

Development

Administration

Department

of

Housing

and

Community

Development,

Housing

Revenue

Bonds,

Series

2000A,

2.600%,

7/01/40

7/29

at

100.00

695,116

1,430

Maryland

Community

Development

Administration

Department

of

Housing

and

Community

Development,

Housing

Revenue

Bonds,

Series

2014D,

4.000%,

7/01/45

1/24

at

100.00

1,266,394

235

Maryland

Community

Development

Administration

Department

of

Housing

and

Community

Development,

Housing

Revenue

Bonds,

Series

2017C,

3.550%,

7/01/42

1/27

at

100.00

206,579

1,480

Maryland

Community

Development

Administration

Department

of

Housing

and

Community

Development,

Housing

Revenue

Bonds,

Series

2018A,

3.950%,

7/01/43

1/28

at

100.00

1,341,413

1,000

Maryland

Community

Development

Administration

Department

of

Housing

and

Community

Development,

Housing

Revenue

Bonds,

Series

2020E,

2.150%,

7/01/40

1/30

at

100.00

687,540

1,750

Maryland

Community

Development

Administration,

Department

of

Housing

and

Community

Development,

Multifamily

Development

Revenue

Bonds,

Marlborough

Apartments,

Series

2014I,

3.450%,

12/15/31

12/24

at

100.00

1,722,315

575

Maryland

Economic

Development

Corporation,

Senior

Student

Housing

Revenue

Bonds,

Towson

University

Project,

Refunding

Series

2017,

5.000%,

7/01/32

7/27

at

100.00

579,129

29

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Housing/Multifamily

(continued)

$

1,000

Maryland

Economic

Development

Corporation,

Student

Housing

Revenue

Bonds,

Morgan

State

University

Project,

Senior

Series

2022,

6.000%,

7/01/58

7/32

at

100.00

$

1,095,190

Maryland

Economic

Development

Corporation,

Student

Housing

Revenue

Bonds,

Morgan

State

University

Project,

Series

2020:

200

4.000%,

7/01/40

7/30

at

100.00

188,500

1,150

5.000%,

7/01/50

7/30

at

100.00

1,169,860

500

Maryland

Economic

Development

Corporation,

Student

Housing

Revenue

Bonds,

Salisbury

University

Project,

Refunding

Series

2013,

5.000%,

6/01/34

10/23

at

100.00

492,615

1,000

Maryland

Economic

Development

Corporation,

Student

Housing

Revenue

Bonds,

Sheppard

Pratt

University

Village,

Series

2012,

5.000%,

7/01/27

10/23

at

100.00

1,000,160

Maryland

Economic

Development

Corporation,

Student

Housing

Revenue

Bonds,

University

of

Maryland

-

Baltimore

Project,

Refunding

Senior

Lien

Series

2015:

255

5.000%,

7/01/31

7/25

at

100.00

256,038

475

5.000%,

7/01/35

7/25

at

100.00

475,209

1,140

Maryland

Economic

Development

Corporation,

Student

Housing

Revenue

Bonds,

University

of

Maryland,

Baltimore

County

Project,

Refunding

Series

2016,

3.600%,

7/01/35

-

AGM

Insured

10/23

at

100.00

1,129,945

Maryland

Economic

Development

Corporation,

Student

Housing

Revenue

Bonds,

University

of

Maryland,

College

Park

Project,

Refunding

Series

2016:

1,145

5.000%,

6/01/31

-

AGM

Insured

6/26

at

100.00

1,186,197

520

5.000%,

6/01/43

-

AGM

Insured

6/26

at

100.00

526,786

1,250

Montgomery

County

Housing

Opportunities

Commission,

Maryland,

Multifamily

Housing

Development

Bonds,

Series

2014A,

3.650%,

7/01/34

7/24

at

100.00

1,250,087

750

Montgomery

County

Housing

Opportunities

Commission,

Maryland,

Multifamily

Housing

Development

Bonds,

Series

2021B,

2.250%,

7/01/41

7/30

at

100.00

526,343

1,000

Montgomery

County

Housing

Opportunities

Commission,

Maryland,

Multifamily

Housing

Development

Bonds,

Series

2021C,

2.200%,

7/01/36

7/30

at

100.00

774,820

Total

Housing/Multifamily

24,846,357

Housing/Single

Family

-

4.2%

2,500

Maryland

Community

Development

Administration

Department

of

Housing

and

Community

Development,

Residential

Revenue

Bonds,

Series

2014C,

3.200%,

9/01/28

3/24

at

100.00

2,438,900

2,500

Maryland

Community

Development

Administration

Department

of

Housing

and

Community

Development,

Residential

Revenue

Bonds,

Series

2019B,

3.200%,

9/01/39

9/28

at

100.00

2,147,700

Maryland

Community

Development

Administration

Department

of

Housing

and

Community

Development,

Residential

Revenue

Bonds,

Series

2019C:

550

5.000%,

9/01/28

No

Opt.

Call

591,074

800

5.000%,

3/01/30

3/29

at

100.00

856,536

725

3.000%,

3/01/42

3/29

at

100.00

620,868

1,430

Maryland

Community

Development

Administration

Department

of

Housing

and

Community

Development,

Residential

Revenue

Bonds,

Series

2021A,

2.000%,

9/01/43

3/30

at

100.00

880,351

500

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

332,575

2,000

Maryland

Community

Development

Administration

Department

of

Housing

and

Community

Development,

Residential

Revenue

Bonds,

Series

2021C,

2.450%,

9/01/41

9/30

at

100.00

1,434,400

1,000

Maryland

Community

Development

Administration

Department

of

Housing

and

Community

Development,

Residential

Revenue

Bonds,

Taxable

Series

2019D,

3.200%,

7/01/44

7/29

at

100.00

816,390

Nuveen

Maryland

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

August

31,

2023

(Unaudited)

30

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Housing/Single

Family

(continued)

$

420

Montgomery

County

Housing

Opportunities

Commission,

Maryland,

Program

Revenue

Bonds,

Series

2019C,

3.300%,

7/01/39,

(AMT)

1/28

at

100.00

$

365,274

Total

Housing/Single

Family

10,484,068

Long-Term

Care

-

4.4%

1,000

Baltimore

County,

Maryland,

Revenue

Bonds,

Oak

Crest

Village,

Series

2016,

5.000%,

1/01/37

1/26

at

100.00

1,012,940

1,750

Baltimore

County,

Maryland,

Revenue

Bonds,

Oak

Crest

Village,

Series

2020,

4.000%,

1/01/45

1/27

at

103.00

1,518,773

2,000

Baltimore

County,

Maryland,

Revenue

Bonds,

Riderwood

Village

Inc

Facility,

Series

2020,

4.000%,

1/01/50

1/27

at

103.00

1,682,700

1,200

Gaithersburg,

Maryland,

Economic

Development

Revenue

Bonds,

Asbury

Methodist

Obligated

Group

Project,

Refunding

Series

2018A,

5.000%,

1/01/33

1/24

at

104.00

1,191,972

1,250

Howard

County,

Maryland,

Retirement

Community

Revenue

Bonds,

Vantage

House,

Refunding

Series

2017,

5.000%,

4/01/44

4/27

at

100.00

1,020,525

Maryland

Health

and

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

Charlestown

Community

Issue,

Series

2016A:

700

5.000%,

1/01/36

7/26

at

100.00

717,458

835

5.000%,

1/01/45

7/26

at

100.00

840,928

Rockville

Mayor

and

Council,

Maryland,

Economic

Development

Revenue

Bonds,

Ingleside

King

Farm

Project,

Series

2017A-1:

575

5.000%,

11/01/30

11/24

at

103.00

549,298

950

5.000%,

11/01/32

11/24

at

103.00

893,950

100

5.000%,

11/01/37

11/24

at

103.00

90,454

Rockville

Mayor

and

Council,

Maryland,

Economic

Development

Revenue

Bonds,

Series

2017B:

500

5.000%,

11/01/42

11/24

at

103.00

434,240

1,100

5.000%,

11/01/47

11/24

at

103.00

927,256

Total

Long-Term

Care

10,880,494

Tax

Obligation/General

-

11.2%

1,000

Anne

Arundel

County,

Maryland,

General

Obligation

Bonds,

Consolidated

Water

&

Sewer,

Series

2019,

5.000%,

10/01/41

10/29

at

100.00

1,070,190

2,040

Corona-Norco

Unified

School

District,

Riverside

County,

California,

General

Obligation

Bonds,

Capital

Appreciation,

Election

2006

Refunding

Series

2009C,

0.000%,

8/01/32

No

Opt.

Call

1,430,673

1,000

Howard

County,

Maryland,

General

Obligation

Bonds,

Consolidated

Public

Improvement

Project,

Series

2020A,

4.000%,

8/15/39

8/30

at

100.00

1,000,580

1,000

Maryland

State,

General

Obligation

Bonds,

State

and

Local

Facilities

Loan,

First

Series

2017A,

5.000%,

3/15/31

3/27

at

100.00

1,064,410

1,000

Maryland

State,

General

Obligation

Bonds,

State

and

Local

Facilities

Loan,

First

Series

2018A,

5.000%,

3/15/29

3/28

at

100.00

1,085,530

4,800

Montgomery

County,

Maryland,

General

Obligation

Bonds,

Refunding

Consolidated

Public

Improvement

Series

2017C,

5.000%,

10/01/29

10/27

at

100.00

5,168,736

5,645

Murrieta

Valley

Unified

School

District,

Riverside

County,

California,

General

Obligation

Bonds,

Election

2006

Series

2008,

0.000%,

9/01/32

-

AGM

Insured

No

Opt.

Call

4,090,649

Puerto

Rico,

General

Obligation

Bonds,

Restructured

Series

2022A-1:

1,000

5.625%,

7/01/29

No

Opt.

Call

1,058,040

2,000

0.000%,

7/01/33

7/31

at

89.94

1,218,600

1,000

4.000%,

7/01/46

7/31

at

103.00

832,470

Washington

Suburban

Sanitary

District,

Montgomery

and

Prince

George's

Counties,

Maryland,

General

Obligation

Bonds,

Consolidated

Public

Improvement,

Second

Series

2016:

2,575

5.000%,

6/01/27

6/26

at

100.00

2,707,870

1,300

5.000%,

6/01/35

6/26

at

100.00

1,356,303

31

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Tax

Obligation/General

(continued)

$

2,500

Washington

Suburban

Sanitary

District,

Montgomery

and

Prince

George's

Counties,

Maryland,

General

Obligation

Bonds,

Consolidated

Public

Improvement,

Series

2018,

4.000%,

6/01/39

6/28

at

100.00

$

2,494,075

1,155

Washington

Suburban

Sanitary

District,

Montgomery

and

Prince

George's

Counties,

Maryland,

General

Obligation

Bonds,

Consolidated

Public

Improvement,

Series

2023,

5.000%,

6/01/39

6/33

at

100.00

1,294,847

Wylie

Independent

School

District,

Collin

County,

Texas,

General

Obligation

Bonds,

School

Building

Series

2015B:

6,220

0.000%,

8/15/49

8/25

at

37.14

1,719,830

Total

Tax

Obligation/General

27,592,803

Tax

Obligation/Limited

-

18.4%

1,000

Baltimore,

Maryland,

Special

Obligation

Bonds,

Center/West

Development

Project,

Series

2017A,

5.375%,

6/01/36

6/26

at

100.00

1,006,350

Baltimore,

Maryland,

Special

Obligation

Bonds,

East

Baltimore

Research

Park

Project,

Series

2017A:

460

4.500%,

9/01/33

9/27

at

100.00

448,615

220

5.000%,

9/01/38

9/27

at

100.00

218,744

755

Baltimore,

Maryland,

Special

Obligation

Bonds,

Harbor

Point

Project,

Refunding

Series

2016,

5.000%,

6/01/36

6/26

at

100.00

751,882

1,300

Baltimore,

Maryland,

Special

Obligation

Bonds,

Harbor

Point

Project,

Refunding

Series

2019A,

3.500%,

6/01/39,

144A

6/29

at

100.00

1,075,737

250

Baltimore,

Maryland,

Special

Obligation

Bonds,

Harbor

Point

Project,

Refunding

Series

2019B,

3.700%,

6/01/39,

144A

9/23

at

100.00

207,565

1,550

Baltimore,

Maryland,

Special

Obligation

Bonds,

Harbor

Point

Project,

Refunding

Series

2022,

5.000%,

6/01/51,

144A

6/31

at

100.00

1,471,911

Brunswick,

Frederick

County,

Maryland,

Special

Obligation

Bonds,

Brunswick

Crossing

Special

Taxing

District,

Refunding

Series

2019:

380

4.000%,

7/01/29

1/29

at

100.00

369,771

334

5.000%,

7/01/36

1/29

at

100.00

336,154

85

Frederick

County,

Maryland,

Special

Obligation

Bonds,

Lake

Linganore

Village

Community

Development

Series

2001A,

5.700%,

7/01/29

-

RAAI

Insured

10/23

at

100.00

85,133

Frederick

County,

Maryland,

Special

Obligation

Bonds,

Urbana

Community

Development

Authority,

Refunding

Series

2020A:

1,000

4.000%,

7/01/34

7/30

at

100.00

1,009,730

1,020

4.000%,

7/01/38

7/30

at

100.00

975,732

500

4.000%,

7/01/39

7/30

at

100.00

469,245

340

Frederick

County,

Maryland,

Special

Obligation

Bonds,

Urbana

Community

Development

Authority,

Refunding

Series

2020B,

4.000%,

7/01/40

7/30

at

100.00

307,731

55

Frederick

County,

Maryland,

Special

Obligation

Bonds,

Urbana

Community

Development

Authority,

Refunding

Series

2020C,

4.000%,

7/01/50,

144A

7/30

at

100.00

47,439

170

Frederick

County,

Maryland,

Tax

Increment

and

Special

Tax

B

Limited

Obligation

Bonds,

Oakdale-Lake

Linganore

Project,

Series

2019,

3.750%,

7/01/39

7/29

at

100.00

146,839

100

Frederick

County,

Maryland,

Tax

Increment

and

Special

Tax

Limited

Obligation

Bonds,

Jefferson

Technology

Park

Project,

Refunding

Series

2020B,

4.625%,

7/01/43,

144A

7/30

at

102.00

95,190

Guam

Government,

Limited

Obligation

Section

30

Revenue

Bonds,

Series

2016A:

1,000

5.000%,

12/01/23

No

Opt.

Call

1,002,100

1,015

5.000%,

12/01/33

12/26

at

100.00

1,037,127

500

5.000%,

12/01/46

12/26

at

100.00

468,440

Harford

County,

Maryland,

Special

Obligation

Bonds,

Beechtree

Estates

Project,

Refunding

Series

2021:

750

4.000%,

7/01/36

7/30

at

100.00

749,595

675

4.000%,

7/01/40

7/30

at

100.00

624,233

725

Howard

County,

Maryland,

Special

Obligation

Bonds,

Annapolis

Junction

Town

Center

Project,

Series

2014,

5.800%,

2/15/34

2/24

at

100.00

701,829

Nuveen

Maryland

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

August

31,

2023

(Unaudited)

32

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Tax

Obligation/Limited

(continued)

Howard

County,

Maryland,

Special

Obligation

Bonds,

Downtown

Columbia

Project,

Series

2017A:

$

600

4.125%,

2/15/34,

144A

2/26

at

100.00

$

567,018

550

4.375%,

2/15/39,

144A

2/26

at

100.00

513,343

1,285

Hyattsville,

Maryland,

Special

Obligation

Bonds,

University

Town

Center

Project,

Series

2016,

5.000%,

7/01/34

7/25

at

100.00

1,233,908

1,000

Maryland

Community

Development

Administration,

Local

Government

Infrastructure

Bonds,

Subordinate

Obligation

Series

2019B-2,

4.000%,

6/01/49

6/29

at

100.00

924,800

185

Maryland

Economic

Development

Corporation,

Special

Obligation

Bonds,

Metro

Centre

Owings

Mills

Project,

Series

2017,

4.500%,

7/01/44

1/27

at

100.00

169,516

2,000

Maryland

Economic

Development

Corporation,

Special

Obligation

Bonds,

Port

Covington

Project,

Series

2020,

4.000%,

9/01/50

9/30

at

100.00

1,619,120

2,000

Maryland

Stadium

Authority,

Lease

Revenue

Bonds,

Built

To

Learn,

Series

2021,

4.000%,

6/01/46

6/31

at

100.00

1,918,160

1,965

Maryland

Stadium

Authority,

Lease

Revenue

Bonds,

Built

To

Learn,

Series

2022A,

5.000%,

6/01/34

6/32

at

100.00

2,232,358

Maryland

Stadium

Authority,

Revenue

Bonds,

Baltimore

City

Public

Schools

Construction

&

Revitalization

Program,

Series

2016:

1,000

5.000%,

5/01/32

5/26

at

100.00

1,041,150

1,250

5.000%,

5/01/33

5/26

at

100.00

1,301,075

2,000

Maryland

Stadium

Authority,

Revenue

Bonds,

Baltimore

City

Public

Schools

Construction

&

Revitalization

Program,

Series

2018A,

5.000%,

5/01/36

5/28

at

100.00

2,117,960

Maryland

Stadium

Authority,

Revenue

Bonds,

Baltimore

City

Public

Schools

Construction

&

Revitalization

Program,

Taxable

Refunding

Series

2022C:

1,500

0.000%,

5/01/51

No

Opt.

Call

383,235

1,500

0.000%,

5/01/52

No

Opt.

Call

362,535

575

Matching

Fund

Special

Purpose

Securitization

Corporation,

Virgin

Islands,

Revenue

Bonds,

Series

2022A,

5.000%,

10/01/30

No

Opt.

Call

579,502

25

Prince

George's

County

Revenue

Authority,

Maryland,

Special

Obligation

Bonds,

Suitland-Naylor

Road

Project,

Series

2016,

5.000%,

7/01/46,

144A

1/26

at

100.00

24,964

2,000

Prince

George's

County,

Maryland,

Certificates

of

Participation,

University

of

Maryland

Capital

Region

Medical

Center,

Series

2018,

5.000%,

10/01/38

10/28

at

100.00

2,111,540

346

Prince

George's

County,

Maryland,

Special

Tax

District

Bonds,

Victoria

Falls

Project,

Series

2005,

5.250%,

7/01/35

10/23

at

100.00

346,754

1,000

Puerto

Rico

Highway

and

Transportation

Authority,

Restructured

Toll

Revenue

Bonds,

Series

2022A,

5.000%,

7/01/62

7/32

at

100.00

986,250

1,000

Puerto

Rico

Highway

and

Transportation

Authority,

Restructured

Toll

Revenue

Bonds,

Series

2022C,

0.000%,

7/01/53

(d)

1/33

at

100.00

633,750

Puerto

Rico

Sales

Tax

Financing

Corporation,

Sales

Tax

Revenue

Bonds,

Restructured

2018A-1:

13

0.000%,

7/01/24

No

Opt.

Call

12,580

55

0.000%,

7/01/27

No

Opt.

Call

47,079

54

0.000%,

7/01/29

7/28

at

98.64

42,248

70

0.000%,

7/01/31

7/28

at

91.88

50,039

78

0.000%,

7/01/33

7/28

at

86.06

50,477

2,610

0.000%,

7/01/51

7/28

at

30.01

539,435

1,000

4.750%,

7/01/53

7/28

at

100.00

937,470

5,465

5.000%,

7/01/58

7/28

at

100.00

5,303,236

Puerto

Rico

Sales

Tax

Financing

Corporation,

Sales

Tax

Revenue

Bonds,

Taxable

Restructured

Cofina

Project

Series

2019A-2:

500

4.329%,

7/01/40

7/28

at

100.00

474,800

3

4.536%,

7/01/53

7/28

at

100.00

2,715

47

4.784%,

7/01/58

7/28

at

100.00

44,057

1,000

Virgin

Islands

Public

Finance

Authority,

Federal

Highway

Grant

Anticipation

Loan

Note

Revenue

Bonds,

Series

2015,

5.000%,

9/01/33,

144A

9/25

at

100.00

1,012,650

33

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Tax

Obligation/Limited

(continued)

$

1,000

Virgin

Islands

Public

Finance

Authority,

Gross

Receipts

Taxes

Loan

Note,

Refunding

Series

2006,

5.000%,

10/01/28

-

FGIC

Insured

10/23

at

100.00

$

1,010,140

3,250

Washington

Metropolitan

Area

Transit

Authority,

District

of

Columbia,

Dedicated

Revenue

Bonds,

Green

Series

2021A,

4.000%,

7/15/46

7/31

at

100.00

3,086,298

Total

Tax

Obligation/Limited

45,287,254

Transportation

-

10.0%

Guam

Port

Authority,

Port

Revenue

Bonds,

Private

Activity

Series

2018B:

120

5.000%,

7/01/33,

(AMT)

7/28

at

100.00

125,436

425

5.000%,

7/01/34,

(AMT)

7/28

at

100.00

444,287

Maryland

Department

of

Transportation,

Special

Transportation

Project

Revenue

Bonds,

Baltimore/

Washington

International

Thurgood

Marshall

Airport,

Series

2021B:

5,500

5.000%,

8/01/46,

(AMT)

8/31

at

100.00

5,654,110

2,410

4.000%,

8/01/51,

(AMT)

8/31

at

100.00

2,116,655

300

Maryland

Economic

Development

Corporation

Economic

Development

Revenue

Bonds,

Terminal

Project,  Series

2019A,

5.000%,

6/01/44,

(AMT)

6/29

at

100.00

301,866

1,940

Maryland

Economic

Development

Corporation

Economic

Development

Revenue

Bonds,

Transportation

Facilities

Project,

Refunding

Series

2017A,

5.000%,

6/01/35

6/28

at

100.00

2,009,277

1,500

Maryland

Economic

Development

Corporation

Senior

Economic

Development

Revenue

Bonds

(Annapolis

Mobility

and

Resilience

Project)

Series

2022A,

5.250%,

12/31/47

6/32

at

100.00

1,538,490

1,500

Maryland

Economic

Development

Corporation,

Air

Cargo

Obligated

Group

Revenue

Bonds,

AFCO

Airport

Real

Estate

Group,

Series

2019,

4.000%,

7/01/44,

(AMT)

7/29

at

100.00

1,268,745

Maryland

Economic

Development

Corporation,

Parking

Facilities

Revenue

Bonds

Baltimore

City

Project,

Subordinate

Parking

Facilities

Revenue

Bonds,

Series

2018C:

500

4.000%,

6/01/38

6/28

at

100.00

417,735

305

4.000%,

6/01/58

6/28

at

100.00

213,329

1,275

Maryland

Economic

Development

Corporation,

Parking

Facilities

Revenue

Bonds,

Baltimore

City

Project,

Senior

Parking

Facilities

Revenue

Bonds,

Series

2018A,

5.000%,

6/01/58

6/28

at

100.00

1,216,388

2,915

Maryland

Economic

Development

Corporation,

Private

Activity

Revenue

Bonds,

Purple

Line

Light

Rail

Project,

Green

Series

2022B,

5.250%,

6/30/52,

(AMT)

6/32

at

100.00

2,927,505

1,000

Maryland

Transportation

Authority,

Passenger

Facility

Charge

Revenue

Bonds,

Baltimore/Washington

Internatonal

Thurgood

Marshall

Airport

Project,

Series

2019,

5.000%,

6/01/32,

(AMT)

6/29

at

100.00

1,063,040

1,000

Maryland

Transportation

Authority,

Revenue

Bonds,

Transportation

Facilities

Projects,

Series

2021A,

5.000%,

7/01/39

7/31

at

100.00

1,090,380

New

York

Transportation

Development

Corporation,

New

York,

Special

Facility

Revenue

Bonds,

American

Airlines,

Inc.

John

F

Kennedy

International

Airport

Project,

Refunding

Series

2016:

55

5.000%,

8/01/26,

(AMT)

9/23

at

100.00

55,121

340

5.000%,

8/01/31,

(AMT)

9/23

at

100.00

340,847

1,260

Virginia

Small

Business

Financing

Authority,

Revenue

Bonds,

Elizabeth

River

Crossing

OPCO,

LLC

Project,

Refunding

Senior

Lien

Series

2022,

3.000%,

1/01/41,

(AMT)

1/32

at

100.00

956,970

Washington

Metropolitan

Area

Transit

Authority,

District

of

Columbia,

Gross

Revenue

Bonds,

Series

2017B:

1,500

5.000%,

7/01/30

7/27

at

100.00

1,591,035

1,390

5.000%,

7/01/37

7/27

at

100.00

1,443,529

Total

Transportation

24,774,745

Nuveen

Maryland

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

August

31,

2023

(Unaudited)

34

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

U.S.

Guaranteed

-

4.8%

(e)

$

480

Baltimore,

Maryland,

Revenue

Bonds,

Water

Projects,

Refunding

Series

1998A,

5.000%,

7/01/28

-

FGIC

Insured,

(ETM)

8/21

at

100.00

$

498,307

870

Maryland

Health

and

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

Helix

Health,

Series

1997,

5.000%,

7/01/27

-

AMBAC

Insured,

(ETM)

8/21

at

100.00

901,346

Maryland

Health

and

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

LifeBridge

Health

System,

Series

2015:

1,000

4.000%,

7/01/35,

(Pre-refunded

7/01/25)

7/25

at

100.00

1,013,990

750

5.000%,

7/01/40,

(Pre-refunded

7/01/25)

7/25

at

100.00

773,655

1,250

Maryland

Health

and

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

Peninsula

Regional

Medical

Center

Issue,

Refunding

Series

2015,

5.000%,

7/01/45,

(Pre-refunded

7/01/24)

7/24

at

100.00

1,264,013

1,000

Maryland

Health

and

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

Western

Maryland

Health,

Series

2014,

5.250%,

7/01/26,

(Pre-

refunded

7/01/24)

7/24

at

100.00

1,013,220

Maryland

Stadium

Authority,

Revenue

Bonds,

Baltimore

City

Public

Schools

Construction

&

Revitalization

Program,

Series

2016:

1,000

5.000%,

5/01/35,

(Pre-refunded

5/01/26)

5/26

at

100.00

1,046,700

3,250

5.000%,

5/01/41,

(Pre-refunded

5/01/26)

5/26

at

100.00

3,401,775

1,500

Washington

County

County

Commissioners,

Maryland,

Revenue

Bonds,

Diakon

Lutheran

Social

Ministries

Project,

Series

2019B,

5.000%,

1/01/30,

(Pre-refunded

1/01/29)

1/29

at

100.00

1,640,415

Wylie

Independent

School

District,

Collin

County,

Texas,

General

Obligation

Bonds,

School

Building

Series

2015B:

780

0.000%,

8/15/49,

(Pre-refunded

8/15/25)

8/25

at

37.14

269,513

Total

U.S.

Guaranteed

11,822,934

Utilities

-

6.1%

2,000

Baltimore,

Maryland,

Revenue

Bonds,

Wastewater

Projects,

Refunding

Series

2022A,

5.250%,

7/01/47

7/32

at

100.00

2,176,860

2,000

Baltimore,

Maryland,

Revenue

Bonds,

Wastewater

Projects,

Series

2019A,

5.000%,

7/01/49

7/29

at

100.00

2,088,400

2,000

Baltimore,

Maryland,

Revenue

Bonds,

Water

Projects,

Subordinate

Series

2017A,

5.000%,

7/01/41

1/27

at

100.00

2,064,140

2,150

Beaver

County

Industrial

Development

Authority,

Pennsylvania,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Generation

Project,

Refunding

Series

2006A,

4.750%,

1/01/35,

(Mandatory

Put

7/01/33)

No

Opt.

Call

2,150,000

415

Guam

Government

Waterworks

Authority,

Water

and

Wastewater

System

Revenue

Bonds,

Refunding

Series

2017,

5.000%,

7/01/40

7/27

at

100.00

417,154

Guam

Government

Waterworks

Authority,

Water

and

Wastewater

System

Revenue

Bonds,

Series

2016:

500

5.000%,

7/01/27

7/26

at

100.00

510,220

500

5.000%,

1/01/46

7/26

at

100.00

500,705

Guam

Power

Authority,

Revenue

Bonds,

Refunding

Series

2017A:

825

5.000%,

10/01/33

10/27

at

100.00

853,107

200

5.000%,

10/01/38

10/27

at

100.00

202,376

2,000

Maryland

Economic

Development

Corporation,

Revenue

Bonds,

Constellation

Energy

Group,

Inc.

Projects,

Adjustable

Mode,

Refunding

Series

2006B,

4.100%,

10/01/36,

(Mandatory

Put

4/03/28)

No

Opt.

Call

2,019,060

Puerto

Rico

Aqueduct

and

Sewerage

Authority,

Revenue

Bonds,

Refunding

Senior

Lien

Series

2020A:

1,000

5.000%,

7/01/30,

144A

No

Opt.

Call

1,026,070

1,000

5.000%,

7/01/47,

144A

7/30

at

100.00

960,900

35

Part

F

of

Form

N-PORT

was

prepared

in

accordance

with

U.S.

generally

accepted

accounting

principles

(“U.S.

GAAP”)

and

in

conformity

with

the

applicable

rules

and

regulations

of

the

U.S.

Securities

and

Exchange

Commission

(“SEC”)

related

to

interim

filings.

Part

F

of

Form

N-PORT

does

not

include

all

information

and

footnotes

required

by

U.S.

GAAP

for

complete

financial

statements.

Certain

footnote

disclosures

normally

included

in

financial

statements

prepared

in

accordance

with

U.S.

GAAP

have

been

condensed

or

omitted

from

this

report

pursuant

to

the

rules

of

the

SEC.

For

a

full

set

of

the

Fund’s

notes

to

financial

statements,

please

refer

to

the

Fund’s

most

recently

filed

annual

or

semi-annual

report.

Fair

Value

Measurements

The

Fund’s

investments

in

securities

are

recorded

at

their

estimated

fair

value

utilizing

valuation

methods

approved

by

the

Board

of

Directors/

Trustees.

Fair

value

is

defined

as

the

price

that

would

be

received

upon

selling

an

investment

or

transferring

a

liability

in

an

orderly

transaction

to

an

independent

buyer

in

the

principal

or

most

advantageous

market

for

the

investment.

U.S.

GAAP

establishes

the

three-tier

hierarchy

which

is

used

to

maximize

the

use

of

observable

market

data

and

minimize

the

use

of

unobservable

inputs

and

to

establish

classification

of

fair

value

measurements

for

disclosure

purposes.

Observable

inputs

reflect

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Observable

inputs

are

based

on

market

data

obtained

from

sources

independent

of

the

reporting

entity.

Unobservable

inputs

reflect

management’s

assumptions

about

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Unobservable

inputs

are

based

on

the

best

information

available

in

the

circumstances.

The

following

is

a

summary

of

the

three-tiered

hierarchy

of

valuation

input

levels.

Level

1

–

Inputs

are

unadjusted

and

prices

are

determined

using

quoted

prices

in

active

markets

for

identical

securities.

Level

2

–

Prices

are

determined

using

other

significant

observable

inputs

(including

quoted

prices

for

similar

securities,

interest

rates,

credit

spreads,

etc.).

Level

3

–

Prices

are

determined

using

significant

unobservable

inputs

(including

management’s

assumptions

in

determining

the

fair

value

of

investments).

The

following

table

summarizes

the

market

value

of

the

Fund's

investments

as

of

the

end

of

the

reporting

period,

based

on

the

inputs

used

to

value

them:

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Utilities

(continued)

$

36

Puerto

Rico

Aqueduct

and

Sewerage

Authority,

Revenue

Bonds,

Senior

Lien

Series

2008A,

6.125%,

7/01/24

No

Opt.

Call

$

36,483

Total

Utilities

15,005,475

Total

Municipal

Bonds

(cost

$259,374,733)

245,695,431

Total

Long-Term

Investments

(cost

$259,374,733)

245,695,431

Other

Assets

&

Liabilities,

Net

-

0.4%

922,894

Net

Assets

-

100%

$

246,618,325

Level

1

Level

2

Level

3

Total

Long-Term

Investments:

Municipal

Bonds

$

–

$

245,695,431

$

–

$

245,695,431

Total

$

–

$

245,695,431

$

–

$

245,695,431

(a)

All

percentages

shown

in

the

Portfolio

of

Investments

are

based

on

net

assets.

(b)

Optional

Call

Provisions:

Dates

(month

and

year)

and

prices

of

the

earliest

optional

call

or

redemption.

There

may

be

other

call

provisions

at

varying

prices

at

later

dates.

Certain

mortgage-backed

securities

may

be

subject

to

periodic

principal

paydowns.

(c)

Defaulted

security.

A

security

whose

issuer

has

failed

to

fully

pay

principal

and/or

interest

when

due,

or

is

under

the

protection

of

bankruptcy.

(d)

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.

(e)

Backed

by

an

escrow

or

trust

containing

sufficient

U.S.

Government

or

U.S.

Government

agency

securities,

which

ensure

the

timely

payment

of

principal

and

interest.

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

36

Nuveen

New

Mexico

Municipal

Bond

Fund

Portfolio

of

Investments

August

31,

2023

(Unaudited)

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

LONG-TERM

INVESTMENTS

-

97.7%   

X

75,898,513

MUNICIPAL

BONDS

-

97.7%  

X

75,898,513

Education

and

Civic

Organizations

-

5.9%

$

2,235

Los

Ranchos

de

Albuquerque,

New

Mexico,

Educational

Facilities

Revenue

Bonds,

Albuquerque

Acadamy

Project,

Refunding

Series

2020,

4.000%,

9/01/40

9/30

at

100.00

$

2,078,014

685

New

Mexico

Institute

of

Mining

and

Technology,

Revenue

Bonds,

Series

2019,

4.000%,

12/01/37

-

AGM

Insured

12/29

at

100.00

666,162

535

New

Mexico

State

University,

Revenue

Bonds,

Refunding

&

Improvement

Series

2017A,

5.000%,

4/01/42

4/27

at

100.00

548,252

University

of

New

Mexico,

Revenue

Bonds,

System

Improvement

Series

2023:

1,000

5.250%,

6/01/49

-

AGM

Insured

6/33

at

100.00

1,075,130

200

5.500%,

6/01/53

-

AGM

Insured

6/33

at

100.00

219,078

Total

Education

and

Civic

Organizations

4,586,636

Health

Care

-

9.9%

500

Arizona

Industrial

Development

Authority,

Hospital

Revenue

Bonds,

Phoenix

Children's

Hospital,

Series

2020A,

4.000%,

2/01/50

2/30

at

100.00

449,935

New

Mexico

Hospital

Equipment

Loan

Council,

Hospital

Revenue

Bonds,

Presbyterian

Healthcare

Services,

Series

2017A:

1,000

4.000%,

8/01/36

11/27

at

100.00

986,550

1,000

4.000%,

8/01/46

11/27

at

100.00

912,800

1,010

5.000%,

8/01/46

11/27

at

100.00

1,036,169

New

Mexico

Hospital

Equipment

Loan

Council,

Hospital

Revenue

Bonds,

Presbyterian

Healthcare

Services,

Series

2019A:

240

5.000%,

8/01/44

8/29

at

100.00

247,661

1,300

4.000%,

8/01/48

8/29

at

100.00

1,179,984

New

Mexico

Hospital

Equipment

Loan

Council,

Hospital

Revenue

Bonds,

San

Juan

Regional

Medical

Center,

Refunding

&

Improvement

Series

2020:

1,500

4.000%,

6/01/34

6/30

at

100.00

1,442,280

785

4.000%,

6/01/35

6/30

at

100.00

739,266

750

Washington

Health

Care

Facilities

Authority,

Revenue

Bonds,

CommonSpirit

Health,

Series

2019A-1,

4.000%,

8/01/44

8/29

at

100.00

667,717

Total

Health

Care

7,662,362

Housing/Multifamily

-

1.3%

1,000

New

Mexico

Mortgage

Finance

Authority,

Multifamily

Housing

Revenue

Bonds,

St

Anthony,

Series

2007A,

5.250%,

9/01/42,

(AMT)

9/23

at

100.00

1,001,980

Total

Housing/Multifamily

1,001,980

Housing/Single

Family

-

4.0%

295

New

Mexico

Mortgage

Finance

Authority,

Single

Family

Mortgage

Program

Bonds,

Class

1

Series

2018C,

3.875%,

7/01/43

1/28

at

100.00

275,173

1,380

New

Mexico

Mortgage

Finance

Authority,

Single

Family

Mortgage

Program

Bonds,

Class

1

Series

2019C,

3.600%,

7/01/44

7/28

at

100.00

1,277,563

745

New

Mexico

Mortgage

Finance

Authority,

Single

Family

Mortgage

Program

Bonds,

Class

1

Series

2021A,

2.300%,

7/01/46

7/30

at

100.00

531,051

115

New

Mexico

Mortgage

Finance

Authority,

Single

Family

Mortgage

Program

Bonds,

Class

1

Series

2021C,

2.250%,

7/01/46

7/30

at

100.00

82,445

1,235

New

Mexico

Mortgage

Finance

Authority,

Single

Family

Mortgage

Program

Bonds,

Class

1

Series

2022A,

2.550%,

9/01/42

3/31

at

100.00

917,975

Total

Housing/Single

Family

3,084,207

37

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Long-Term

Care

-

1.5%

$

1,365

Santa

Fe,

New

Mexico,

Retirement

Facilities

Revenue

Bonds,

EL

Castillo

Retirement

Residences

Project,

Series

2012,

5.000%,

5/15/42

10/23

at

100.00

$

1,168,863

Total

Long-Term

Care

1,168,863

Tax

Obligation/General

-

8.4%

1,000

Albuquerque

Municipal

School

District

12,

Bernalillo

and

Sandoval

Counties,

New

Mexico,

General

Obligation

Bonds,

School

Building

Series

2018,

5.000%,

8/01/36

8/28

at

100.00

1,069,550

2,400

Central

New

Mexico

Community

College,

Bernalillo

and

Sandoval

Counties,

New

Mexico,

General

Obligation

Bonds,

Limited

Tax

Series

2023,

4.000%,

8/15/37

8/30

at

100.00

2,401,296

1,000

Puerto

Rico,

General

Obligation

Bonds,

Restructured

Series

2022A-1,

4.000%,

7/01/46

7/31

at

103.00

832,470

515

Silver

City

Consolidated

School

District

1,

Grant

County,

New

Mexico,

General

Obligation

Bonds,

School

Building

Series

2017,

4.000%,

8/01/37

8/25

at

100.00

517,750

675

Silver

Consolidated

School

District

1,

Grant

County,

New

Mexico,

General

Obligation

Bonds,  School

Building

Series

2019,

4.000%,

8/01/37

8/28

at

100.00

682,331

1,000

Taos

Municipal

School

District,

Taos

County,

New

Mexico,

General

Obligation

Bonds,

Refunding

Series

2014,

5.000%,

9/01/27

9/24

at

100.00

1,015,520

Total

Tax

Obligation/General

6,518,917

Tax

Obligation/Limited

-

36.0%

1,195

Albuquerque,

New

Mexico,

Gross

Receipts

Tax

Revenue

Bonds,

Improvement

Series

2015A,

5.000%,

7/01/37

7/25

at

100.00

1,219,748

500

Albuquerque,

New

Mexico,

Gross

Receipts

Tax

Revenue

Bonds,

Improvement

Series

2016C,

4.000%,

7/01/34

7/26

at

100.00

505,710

755

Albuquerque,

New

Mexico,

Gross

Receipts

Tax

Revenue

Bonds,

Improvement

Series

2022B,

5.000%,

7/01/41

7/32

at

100.00

819,386

1,005

Bernalillo

County,

New

Mexico,

Gross

Receipts

Tax

Revenue

Bonds,

Series

1996B,

5.700%,

4/01/27

-

NPFG

Insured

No

Opt.

Call

1,056,758

1,240

Bernalillo

County,

New

Mexico,

Gross

Receipts

Tax

Revenue

Bonds,

Series

2017A,

4.000%,

6/15/34

6/27

at

100.00

1,267,627

435

Boulders

Public

Improvement

District,

Albuquerque,

New

Mexico,

Special

Levy

Revenue

Bonds,

Series

2013,

7.250%,

10/01/43

10/23

at

100.00

434,970

200

Boulders

Public

Improvement

District,

Albuquerque,

New

Mexico,

Special

Levy

Revenue

Bonds,

Series

2015,

5.750%,

10/01/44

10/25

at

100.00

181,418

1,000

Clayton,

New

Mexico,

Jail

Project

Revenue

Bonds,

Refunding

&

Improvement

Series

2015,

5.000%,

11/01/29

11/25

at

100.00

1,014,400

600

Colfax

County,

New

Mexico,

Gross

Receipts

Tax

Revenue

Bonds,

Improvement

Series

2015,

4.000%,

8/01/35

-

BAM

Insured

8/24

at

100.00

605,016

1,000

Curry

County,

New

Mexico,

Gross

Receipts

Tax

Improvement

Revenue

Bonds,

Series

2014,

5.000%,

12/01/36

-

BAM

Insured

12/24

at

100.00

1,014,290

500

Government

of

Guam,

Business

Privilege

Tax

Bonds,

Refunding

Series

2015D,

5.000%,

11/15/39

11/25

at

100.00

489,105

780

Guam

Government,

Limited

Obligation

Section

30

Revenue

Bonds,

Series

2016A,

5.000%,

12/01/46

12/26

at

100.00

730,766

125

Los

Lunas,

Valencia

County,

New

Mexico,

Gross

Receipts

Tax

Revenue

Bonds,

Improvment

Series

2016,

3.000%,

4/01/41

4/26

at

100.00

103,239

500

Lower

Petroglyphs

Public

Improvements

District,

Albuquerque,

New

Mexico,

Special

Levy

Revenue

Bonds,

Refunding

Series

2018,

5.000%,

10/01/38

10/27

at

100.00

467,650

230

Matching

Fund

Special

Purpose

Securitization

Corporation,

Virgin

Islands,

Revenue

Bonds,

Series

2022A,

5.000%,

10/01/39

10/32

at

100.00

228,735

675

McKinley

County,

New

Mexico,

Gross

Receipts

Revenue

Bonds,

Tax

Improvement

Series

2023,

4.250%,

6/01/47

-

BAM

Insured

6/33

at

100.00

644,686

810

Mesa

Del

Sol

Public

Improvement

District

1,

Albuquerque,

New

Mexico,

Special

Levy

Revenue

Bonds,

Series

2013,

7.000%,

10/01/33

10/23

at

100.00

805,326

1,000

Montecito

Estates

Public

Improvement

District,

Albuquerque,

New

Mexico,

Special

Levy

Revenue

Bonds,

Refunding

Series

2016,

4.000%,

10/01/37

10/26

at

100.00

1,007,960

1,320

New

Mexico

Finance

Authority,

State

Transportation

Revenue

Bonds,

State

Transportation

Commission

Series

2014A,

5.000%,

6/15/32

6/24

at

100.00

1,333,794

Nuveen

New

Mexico

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

August

31,

2023

(Unaudited)

38

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Tax

Obligation/Limited

(continued)

$

1,000

Puerto

Rico

Highway

and

Transportation

Authority,

Restructured

Toll

Revenue

Bonds,

Series

2022A,

5.000%,

7/01/62

7/32

at

100.00

$

986,250

Puerto

Rico

Sales

Tax

Financing

Corporation,

Sales

Tax

Revenue

Bonds,

Restructured

2018A-1:

3,850

0.000%,

7/01/46

7/28

at

41.38

1,072,302

1,000

4.750%,

7/01/53

7/28

at

100.00

937,470

770

Roswell,

New

Mexico,

Gross

Receipts

Tax

Improvement

Revenue

Bonds,

Series

2017,

4.000%,

8/01/34

8/27

at

100.00

786,517

970

Saltillo

Public

Improvement

District,

Albuquerque,

New

Mexico,

Special

Levy

Revenue

Bonds,

Refunding

Series

2018,

4.000%,

10/01/37

-

BAM

Insured

10/28

at

100.00

982,232

1,015

San

Juan

County,

New

Mexico,

Gross

Receipts

Tax

Revenue

Bonds,

Improvement

Series

2015B,

5.000%,

6/15/33

6/24

at

100.00

1,023,343

2,040

Santa

Fe

County,

New

Mexico,

Correctional

System

Gross

Receipts

Tax

Revenue

Bonds,

Series

1997,

6.000%,

2/01/27

-

AGM

Insured

No

Opt.

Call

2,137,655

Santa

Fe,

Minnesota,

Gross

Receipts

Tax

Revenue

Bonds,

Improvement

Senior

Lien

Series

2018A:

500

5.000%,

6/01/36

6/28

at

100.00

538,785

400

5.000%,

6/01/37

6/28

at

100.00

427,004

555

Trails

Public

Improvement

District,

Albuquerque,

New

Mexico,

Special

Levy

Revenue

Bonds,

Series

2008,

7.750%,

10/01/38

10/23

at

100.00

551,615

1,000

Ventana

West

Public

Improvement

District,

New

Mexico,

Special

Levy

Revenue

Bonds,

Refunding

Series

2015,

4.000%,

8/01/33

-

BAM

Insured

8/25

at

100.00

1,010,460

2,000

Virgin

Islands

Public

Finance

Authority,

Gross

Receipts

Taxes

Loan

Note,

Refunding

Series

2012A,

5.000%,

10/01/32

-

AGM

Insured

10/23

at

100.00

2,000,780

500

Volterra

Public

Improvement

District,

Albuquerque,

New

Mexico,

Special

Levy

Revenue

Bonds,

Series

2014,

6.750%,

10/01/33

10/24

at

100.00

481,960

Winrock

Town

Center

Tax

Increment

Development

District

1,

Albuquerque,

New

Mexico,

Gross

Receipts

Tax

Increment

Bonds,

Senior

Lien

Series

2022:

5

3.750%,

5/01/28,

144A

No

Opt.

Call

4,709

500

4.000%,

5/01/33,

144A

5/29

at

103.00

439,175

760

Winrock

Town

Center

Tax

Increment

Development

District

1,

Albuquerque,

New

Mexico,

Gross

Receipts

Tax

Increment

Bonds,

Subordinate

Lien

Series

2020,

8.000%,

5/01/40,

144A

11/23

at

103.00

676,149

Total

Tax

Obligation/Limited

27,986,990

U.S.

Guaranteed

-

3.3%

(c)

1,550

New

Mexico

Hospital

Equipment

Loan

Council,

Hospital

Revenue

Bonds,

Presbyterian

Healthcare

Services,

Series

2015A,

5.000%,

8/01/44,

(Pre-

refunded

8/01/25)

8/25

at

100.00

1,592,578

1,000

University

of

New

Mexico,

Revenue

Bonds,

Refunding

Subordinate

Lien

System

Series

2014C,

5.000%,

6/01/35,

(Pre-refunded

6/01/24)

6/24

at

100.00

1,012,260

Total

U.S.

Guaranteed

2,604,838

Utilities

-

27.4%

Albuquerque

Benralillo

County

Water

Utility

Authority,

New

Mexico,

Joint

Water

and

Sewer

System

Revenue

Bonds,

Refunding

&

Improvement

Senior

Lien

Series

2015:

1,000

5.000%,

7/01/32

7/25

at

100.00

1,028,260

1,000

4.000%,

7/01/33

7/25

at

100.00

1,011,810

1,000

Albuquerque

Benralillo

County

Water

Utility

Authority,

New

Mexico,

Joint

Water

and

Sewer

System

Revenue

Bonds,

Refunding

&

Improvement

Senior

Lien

Series

2017,

5.000%,

7/01/32

7/27

at

100.00

1,062,490

2,970

Albuquerque,

New

Mexico,

Refuse

Removal

and

Disposal

Revenue

Bonds,

Series

2020,

4.000%,

7/01/43

7/30

at

100.00

2,839,855

750

Guam

Government

Waterworks

Authority,

Water

and

Wastewater

System

Revenue

Bonds,

Refunding

Series

2017,

5.000%,

7/01/37

7/27

at

100.00

759,202

1,015

Guam

Government

Waterworks

Authority,

Water

and

Wastewater

System

Revenue

Bonds,

Series

2016,

5.000%,

7/01/36

7/26

at

100.00

1,028,642

1,125

New

Mexico

Finance

Authority,

Public

Project

Revolving

Fund

Revenue

Bonds,

Refunding

Senior

Lien

Series

2015A,

5.000%,

6/15/31

6/25

at

100.00

1,158,052

39

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Utilities

(continued)

$

1,000

New

Mexico

Finance

Authority,

Public

Project

Revolving

Fund

Revenue

Bonds,

Senior

Lien

Series

2016F,

5.000%,

6/01/41

6/26

at

100.00

$

1,023,050

250

New

Mexico

Finance

Authority,

Public

Project

Revolving

Fund

Revenue

Bonds,

Senior

Lien

Series

2017E,

5.000%,

6/01/38

6/27

at

100.00

261,340

450

New

Mexico

Finance

Authority,

Public

Project

Revolving

Fund

Revenue

Bonds,

Senior

Lien

Series

2018D,

5.000%,

6/01/37

6/28

at

100.00

478,759

845

New

Mexico

Finance

Authority,

Public

Project

Revolving

Fund

Revenue

Bonds,

Senior

Lien

Series

2019D,

5.000%,

6/01/40

6/29

at

100.00

899,215

New

Mexico

Finance

Authority,

Public

Project

Revolving

Fund

Revenue

Bonds,

Senior

Lien

Series

2020B:

975

3.000%,

6/01/39

6/30

at

100.00

824,821

975

3.000%,

6/01/40

6/30

at

100.00

805,662

1,000

New

Mexico

Finance

Authority,

Public

Project

Revolving

Fund

Revenue

Bonds,

Senior

Lien

Series

2022C,

5.000%,

6/01/42

6/32

at

100.00

1,084,230

1,305

New

Mexico

Finance

Authority,

Public

Project

Revolving

Fund

Revenue

Bonds,

Senior

Lien

Series

2023A-1,

5.000%,

6/01/41

6/33

at

100.00

1,431,598

New

Mexico

Finance

Authority,

Public

Project

Revolving

Fund

Revenue

Bonds,

Subordinate

Lien

Series

2019A:

915

5.000%,

6/15/35

6/28

at

100.00

985,354

265

5.000%,

6/15/36

6/28

at

100.00

283,646

1,040

New

Mexico

Finance

Authority,

Public

Project

Revolving

Fund

Revenue

Bonds,

Subordinate

Lien

Series

2019C-1,

5.000%,

6/15/39

6/29

at

100.00

1,111,552

500

Puerto

Rico

Aqueduct

and

Sewerage

Authority,

Revenue

Bonds,

Refunding

Senior

Lien

Series

2021B,

5.000%,

7/01/29,

144A

No

Opt.

Call

512,645

705

Roswell,

New

Mexico,

Joint

Water

and

Sewerage

Revenue

Bonds,

Improvement

Series

2017,

5.000%,

6/01/37

-

BAM

Insured

6/26

at

100.00

727,292

500

Santa

Fe,

New

Mexico,

Net

Wastewater

Utility

System

Environmental

Services

Gross

Receipts

Tax

Improvement

Revenue

Bonds,

Climate

Certified

Green

Series

2019,

4.000%,

6/01/37

6/28

at

100.00

502,980

1,500

Santa

Fe,

New

Mexico,

Water

Utility

System

Revenue

Bonds,

Refunding

Series

2016,

4.000%,

6/01/39

6/26

at

100.00

1,463,265

Total

Utilities

21,283,720

Total

Municipal

Bonds

(cost

$79,524,865)

75,898,513

Total

Long-Term

Investments

(cost

$79,524,865)

75,898,513

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

SHORT-TERM

INVESTMENTS

-

 1.4%  

X

1,060,000

MUNICIPAL

BONDS

-

1.4%  

X

1,060,000

Health

Care

-

0.9%

$

660

New

Mexico

Hospital

Equipment

Loan

Council,

Hospital

Revenue

Bonds,

Presbyterian

Healthcare

Services,

Series

2008B,

4.000%,

8/01/34,

(Mandatory

Put

9/08/23)

(d)

9/23

at

100.00

$

660,000

Total

Health

Care

660,000

Housing/Multifamily

-

0.5%

$

400

New

Mexico

Mortgage

Finnance

Authority,

Multifamily

Housing

Revenue

Bonds,

Villas

de

San

Ignacio

Series

2008B,

4.100%,

11/01/43,

(Mandatory

Put

9/15/23)

(d)

9/23

at

100.00

400,000

Total

Housing/Multifamily

400,000

Total

Municipal

Bonds

(cost

$1,060,000)

1,060,000

Total

Short-Term

Investments

(cost

$1,060,000)

1,060,000

Total

Investments

(cost

$80,584,865)

-

99.1%

76,958,513

Other

Assets

&

Liabilities,

Net

-

0.9%

721,232

Net

Assets

-

100%

$

77,679,745

Nuveen

New

Mexico

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

August

31,

2023

(Unaudited)

40

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

$

–

$

75,898,513

$

–

$

75,898,513

Short-Term

Investments:

Municipal

Bonds

–

1,060,000

–

1,060,000

Total

$

–

$

76,958,513

$

–

$

76,958,513

(a)

All

percentages

shown

in

the

Portfolio

of

Investments

are

based

on

net

assets.

(b)

Optional

Call

Provisions:

Dates

(month

and

year)

and

prices

of

the

earliest

optional

call

or

redemption.

There

may

be

other

call

provisions

at

varying

prices

at

later

dates.

Certain

mortgage-backed

securities

may

be

subject

to

periodic

principal

paydowns.

(c)

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.

(d)

Investment

has

a

maturity

of

greater

than

one

year,

but

has

variable

rate

and/or

demand

features

which

qualify

it

as

a

short-term

investment.

The

rate

disclosed,

as

well

as

the

reference

rate

and

spread,

where

applicable,

is

that

in

effect

as

of

the

end

of

the

reporting

period.

This

rate

changes

periodically

based

on

market

conditions

or

a

specified

market

index.

144A

Investment

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

investments

may

only

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

AMT

Alternative

Minimum

Tax

41

Nuveen

Pennsylvania

Municipal

Bond

Fund

Portfolio

of

Investments

August

31,

2023

(Unaudited)

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

LONG-TERM

INVESTMENTS

-

99.9%   

X

408,226,389

MUNICIPAL

BONDS

-

94.0%  

X

408,226,389

Consumer

Staples

-

0.4%

$

1,345

Pennsylvania

Economic

Development

Financing

Authority,

Solid

Waste

Disposal

Revenue

Bonds,

Procter

&

Gamble

Paper

Project,

Series

2001,

5.375%,

3/01/31,

(AMT)

No

Opt.

Call

$

1,504,208

Total

Consumer

Staples

1,504,208

Education

and

Civic

Organizations

-

12.8%

2,500

Allegheny

County

Higher

Education

Building

Authority,

Pennsylvania,

Revenue

Bonds,

Carnegie

Mellon

University,

Series

2020A,

5.000%,

2/01/30

No

Opt.

Call

2,792,925

1,205

Allegheny

County

Higher

Education

Building

Authority,

Pennsylvania,

Revenue

Bonds,

Robert

Morris

University,

Series

2016,

5.000%,

10/15/34

10/26

at

100.00

1,209,374

480

Allegheny

County

Higher

Education

Building

Authority,

Pennsylvania,

Revenue

Bonds,

Robert

Morris

University,

Series

2017,

5.000%,

10/15/37

10/27

at

100.00

466,877

295

Berks

County

Municipal

Authority,

Pennsylvania,

Revenue

Bonds,  Alvernia

University

Project,

Series

2020,

5.000%,

10/01/39

10/29

at

100.00

276,686

2,600

Bucks

County

Industrial

Development

Authority,

Pennsylvania,

Revenue

Bonds,

George

School

Project,

Series

2019,

3.000%,

9/15/49

9/29

at

100.00

1,878,578

1,205

Bucks

County

Industrial

Development

Authority,

Pennsylvania,

Revenue

Bonds,

School

Lane

Charter

School

Project,

Series

2016,

5.125%,

3/15/36

3/27

at

100.00

1,217,038

305

Chester

County

Industrial

Development

Authority,

Pennsylvania,

Avon

Grove

Charter

School

Revenue

Bonds,

Series

2017A,

5.000%,

12/15/47

12/27

at

100.00

285,169

785

Crawford

County

Industrial

Development

Authority,

Pennsylvania,

College

Revenue

Bonds,

Allegheny

College,

Series

2016,

3.000%,

5/01/34

5/26

at

100.00

664,879

330

Dallas

Area

Municipal

Authority,

Pennsylvania,

Revenue

Bonds,

Misericordia

University,

Series

2014,

5.000%,

5/01/37

5/24

at

100.00

323,235

3,500

Delaware

County

Authority,

Pennsylvania,

Revenue

Bonds,

Villanova

University,

Series

2015,

5.000%,

8/01/45

8/25

at

100.00

3,561,390

1,430

Erie

Higher

Education

Building

Authority,

Pennsylvania,

Revenue

Bonds,

Gannon

University,

Series

2016,

4.000%,

5/01/46

11/26

at

100.00

1,120,805

Huntingdon

County

General

Authority,

Pennsylvania,

Revenue

Bonds,

Juniata

College,

Series

2016OO2:

290

3.125%,

5/01/34

5/26

at

100.00

250,754

210

3.250%,

5/01/36

5/26

at

100.00

175,812

355

3.500%,

5/01/41

5/26

at

100.00

277,518

1,095

Lackawanna

County

Industrial

Development

Authority,

Pennsylvania,

Revenue

Bonds,

University

of

Scranton,

Series

2017,

4.000%,

11/01/40

11/27

at

100.00

982,106

1,000

Lancaster

Higher

Education

Authority,

Pennsylvania,

College

Revenue

Bonds,

Harrisburg

Area

Community

College

Project,

Series

2021,

5.000%,

10/01/27

-

BAM

Insured

No

Opt.

Call

1,058,860

1,800

Lycoming

County

Authority,

Pennsylvania,

Revenue

Bonds,

Pennsylvania

College

of

Technology,

Series

2016,

3.000%,

10/01/37

10/26

at

100.00

1,536,786

1,250

McCandless

Industrial

Development

Authority,

Pennsylvania,

La

Roche

University

Revenue

Bonds,

Series

A

and

B

of

2022,

6.750%,

12/01/46

12/32

at

100.00

1,160,288

1,000

Montgomery

County

Industrial

Development

Authority,

Pennsylvania,

Revenue

Bonds,

Germantown

Academy

Project,

Series

2021A,

4.000%,

10/01/41

10/26

at

100.00

827,700

1,060

Northampton

County

General

Purpose

Authority,

Pennsylvania,

Revenue

Bonds,

Lafayette

College,

Refunding

Series

2018,

4.000%,

11/01/38

11/28

at

100.00

1,041,291

3,900

Pennsylvania

Higher

Education

Assistance

Agency,

Education

Loan

Revenue

Bonds,

Senior

Series

2020A,

2.450%,

6/01/41,

(AMT)

6/29

at

100.00

3,239,535

1,440

Pennsylvania

Higher

Education

Assistance

Agency,

Education

Loan

Revenue

Bonds,

Senior

Series

2021A,

2.625%,

6/01/42,

(AMT)

6/30

at

100.00

1,199,088

615

Pennsylvania

Higher

Education

Assistance

Agency,

Education

Loan

Revenue

Bonds,

Senior

Series

2023A,

4.000%,

6/01/44,

(AMT)

6/32

at

100.00

591,704

Nuveen

Pennsylvania

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

August

31,

2023

(Unaudited)

42

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Education

and

Civic

Organizations

(continued)

Pennsylvania

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

AICUP

Financing

Program-Mount

Aloysius

College,

Series

2016-004:

$

630

2.625%,

11/01/31

5/26

at

100.00

$

529,414

690

3.000%,

11/01/42

5/26

at

100.00

477,653

500

5.000%,

11/01/46

5/26

at

100.00

475,420

Pennsylvania

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

Bryn

Mawr

College,

Refunding

Series

2014:

815

5.000%,

12/01/38

12/24

at

100.00

822,710

670

5.000%,

12/01/44

12/24

at

100.00

675,206

1,000

Pennsylvania

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

Bryn

Mawr

College,

Series

2019,

4.000%,

12/01/48

6/29

at

100.00

934,400

500

Pennsylvania

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

Drexel

University,

Refunding

Series

2016,

4.000%,

5/01/36

5/26

at

100.00

488,900

Pennsylvania

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

LaSalle

University,

Series

2012:

300

4.000%,

5/01/32

10/23

at

100.00

263,262

1,240

5.000%,

5/01/42

10/23

at

100.00

1,018,412

Pennsylvania

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

University

of

the

Sciences

in

Philadelphia,

Series

2012:

215

4.000%,

11/01/39

10/23

at

100.00

184,691

1,200

5.000%,

11/01/42

10/23

at

100.00

1,130,772

1,405

Pennsylvania

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

University

of

the

Sciences

in

Philadelphia,

Series

2015A,

5.000%,

11/01/36

11/25

at

100.00

1,420,286

2,350

Pennsylvania

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

Widener

University,

Series

2021A,

4.000%,

7/15/51

7/31

at

100.00

1,862,845

2,000

Pennsylvania

State

University,

Revenue

Bonds,

Series

2023,

5.250%,

9/01/48

9/33

at

100.00

2,195,580

1,100

Philadelphia

Authority

for

Industrial

Development,

Pennsylvania,

Revenue

Bonds,

La

Salle

University,

Series

2017,

5.000%,

5/01/37

11/27

at

100.00

967,472

2,000

Philadelphia

Authority

for

Industrial

Development,

Pennsylvania,

Revenue

Bonds,

Saint

Joseph?s

University

Project,

Series

2022,

5.500%,

11/01/60

11/32

at

100.00

2,102,540

2,020

Philadelphia

Authority

for

Industrial

Development,

Pennsylvania,

Revenue

Bonds,

Saint

Josephs

University

Project,

Refunding

Series

2020A,

4.000%,

11/01/45

11/29

at

100.00

1,739,321

2,455

Philadelphia

Authority

for

Industrial

Development,

Pennsylvania,

Revenue

Bonds,

Temple

University,

First

Series

2015,

5.000%,

4/01/45

4/25

at

100.00

2,476,211

Philadelphia

Authority

for

Industrial

Development,

Pennsylvania,

Revenue

Bonds,

University

of

the

Arts,

Series

2017:

860

5.000%,

3/15/45,

144A

3/28

at

100.00

718,564

835

Scranton-Lackawanna

Health

and

Welfare

Authority,

Pennsylvania,

Revenue

Bonds,

University

of

Scranton,

Series

2016,

5.000%,

11/01/37

5/26

at

100.00

851,366

1,895

Scranton-Lackawanna

Health

and

Welfare

Authority,

Pennsylvania,

University

Revenue

Bonds,

Marywood

University,

Series

2016,

5.000%,

6/01/46

6/26

at

100.00

1,648,631

3,825

University

of

Pittsburgh

of

the

Commonwealth

System

of

Higher

Education,

Pennsylvania,

Pitt

Asset

Notes,

Series

2021,

4.000%,

4/15/26

2/26

at

100.00

3,892,244

2,090

Washington

County

Industrial

Development

Authority,

Pennsylvania,

College

Revenue

Bonds,

AICUP

Financing

Program-Washington

and

Jefferson

College

Project,

Series

2017-PP5,

3.375%,

11/01/36

11/27

at

100.00

1,796,021

Wilkes-Barre

Finance

Authority,

Pennsylvania,

Revenue

Bonds,

University

of

Scranton,

Series

2015A:

665

5.000%,

11/01/32

11/25

at

100.00

682,882

260

5.000%,

11/01/33

11/25

at

100.00

266,921

Total

Education

and

Civic

Organizations

55,760,122

43

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Health

Care

-

16.3%

$

10,000

Allegheny

County

Hospital

Development

Authority,

Pennsylvania,

Revenue

Bonds,

Allegheny

Health

Network

Obligated

Group

Issue,

Series

2018A,

4.000%,

4/01/44

4/28

at

100.00

$

8,657,200

530

Allegheny

County

Hospital

Development

Authority,

Pennsylvania,

Revenue

Bonds,

University

of

Pittsburgh

Medical

Center,

Series

2019A,

4.000%,

7/15/36

7/29

at

100.00

519,167

Berks

County

Industrial

Development

Authority,

Pennsylvania,

Health

System

Revenue

Bonds,

Tower

Health

Project,

Series

2017:

3,705

3.750%,

11/01/42

11/27

at

100.00

2,126,373

1,765

4.000%,

11/01/47

11/27

at

100.00

1,011,751

3,000

5.000%,

11/01/47

11/27

at

100.00

1,869,810

755

5.000%,

11/01/50

11/27

at

100.00

470,335

1,090

Bucks

County

Industrial

Development

Authority,

Pennsylvania,

Hospital

Revenue

Bonds,

Saint

Luke's

University

Health

Network

Project,

Series

2019,

4.000%,

8/15/50

8/28

at

100.00

932,321

5,715

Bucks

County

Industrial

Development

Authority,

Pennsylvania,

Hospital

Revenue

Bonds,

Saint

Luke's

University

Health

Network

Project,

Series

2021,

3.000%,

8/15/53

8/30

at

100.00

3,591,649

2,400

Butler

County

Hospital

Authority,

Pennsylvania,

Hospital

Revenue

Bonds,

Butler

Health

System

Project,

Series

2015A,

5.000%,

7/01/39

7/25

at

100.00

2,193,432

2,620

Central

Bradford

Progress

Authority,

Pennsylvania,

Revenue

Bonds,

Guthrie

Health,

Series

2021B,

4.000%,

12/01/51

12/31

at

100.00

2,346,577

Chester

County

Health

and

Education

Facilities

Authority,

Pennsylvania,

Health

System

Revenue

Bonds,

Main

Line

Health

System,

Series

2017A:

835

4.000%,

10/01/36

10/27

at

100.00

821,523

1,000

4.000%,

10/01/37

10/27

at

100.00

969,130

3,705

Chester

County

Health

and

Education

Facilities

Authority,

Pennsylvania,

Health

System

Revenue

Bonds,

Main

Line

Health

System,

Series

2020A,

4.000%,

9/01/50

9/30

at

100.00

3,304,601

1,610

Cumberland

County

Municipal

Authority,

Pennsylvania,

Revenue

Bonds,

Penn

State

Health,

Series

2019,

4.000%,

11/01/44

11/29

at

100.00

1,458,193

Dauphin

County

General

Authority,

Pennsylvania,

Health

System

Revenue

Bonds,

Pinnacle

Health

System

Project,

Refunding

Series

2016A:

615

3.000%,

6/01/33

6/26

at

100.00

561,661

585

5.000%,

6/01/35

6/26

at

100.00

600,713

1,525

Doylestown

Hospital

Authority,

Pennsylvania,

Hospital

Revenue

Bonds,

Series

2019A,

5.000%,

7/01/49

7/29

at

100.00

1,276,989

1,650

Dubois

Hospital

Authority,

Pennsylvania,

Hospital

Revenue

Bonds,

Penn

Highlands

Healthcare,

Series

2018,

5.000%,

7/15/48

1/28

at

100.00

1,663,579

1,485

Geisinger

Authority,

Montour

County,

Pennsylvania,

Health

System

Revenue

Bonds,

Geisinger

Health

System,

Series

2014A,

5.000%,

6/01/41

6/24

at

100.00

1,489,707

1,000

Geisinger

Authority,

Montour

County,

Pennsylvania,

Health

System

Revenue

Bonds,

Geisinger

Health

System,

Series

2017A-1,

5.000%,

2/15/45

2/27

at

100.00

1,009,470

4,360

Geisinger

Authority,

Montour

County,

Pennsylvania,

Health

System

Revenue

Bonds,

Geisinger

Health

System,

Series

2020A,

4.000%,

4/01/50

4/30

at

100.00

3,920,556

1,000

Lancaster

County

Hospital

Authority,

Pennsylvania,

Revenue

Bonds,

Penn

State

Health,

Series

2021,

5.000%,

11/01/51

11/29

at

100.00

1,020,760

2,750

Lancaster

County

Hospital

Authority,

Revenue

Bonds,

University

of

Pennsylvania

Health

System,

Refunding

Series

2016B,

5.000%,

8/15/46

8/26

at

100.00

2,776,730

2,195

Lancaster

County

Hospital

Authority,

Revenue

Bonds,

University

of

Pennsylvania

Health

System,

Series

2016A,

5.000%,

8/15/42

8/26

at

100.00

2,233,500

1,295

Lehigh

County

General

Purpose

Authority,

Pennsylvania,

Hospital

Revenue

Bonds,

Lehigh

Valley

Health

Network,

Series

2019A,

4.000%,

7/01/49

7/29

at

100.00

1,170,227

Nuveen

Pennsylvania

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

August

31,

2023

(Unaudited)

44

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Health

Care

(continued)

Lehigh

County

General

Purpose

Authority,

Pennsylvania,

Revenue

Bonds,

Good

Shepherd

Group,

Refunding

Series

2016:

$

415

3.000%,

11/01/36

5/26

at

100.00

$

327,124

3,435

4.000%,

11/01/46

5/26

at

100.00

2,859,088

2,000

Lehigh

County

General

Purpose

Authority,

Pennsylvania,

Revenue

Bonds,

Good

Shepherd

Group,

Series

2021A,

4.000%,

11/01/41

11/31

at

100.00

1,753,920

1,050

Monroe

County

Hospital

Authority,

Pennsylvania,

Hospital

Revenue

Bonds,

Pocono

Medical

Center,

Series

2016,

5.000%,

7/01/41

7/26

at

100.00

1,051,291

1,000

Montgomery

County

Higher

Education

and

Health

Authority,

Pennsylvania,

Revenue

Bonds,

Thomas

Jefferson

University,

Series

2018A,

5.000%,

9/01/48

9/28

at

100.00

1,006,130

Montgomery

County

Higher

Education

and

Health

Authority,

Pennsylvania,

Revenue

Bonds,

Thomas

Jefferson

University,

Series

2019:

3,605

4.000%,

9/01/44

9/29

at

100.00

3,319,015

245

4.000%,

9/01/49

9/29

at

100.00

218,849

Montgomery

County

Higher

Education

and

Health

Authority,

Pennsylvania,

Revenue

Bonds,

Thomas

Jefferson

University,

Series

2022B:

1,910

4.000%,

5/01/52

5/32

at

100.00

1,664,317

1,000

5.000%,

5/01/57

5/32

at

100.00

1,010,400

2,195

Pennsylvania

HIgher

Educational

Facilities

Authority,

Revenue

Bonds,

Thomas

Jefferson

University,

Refunding

Series

2015A,

5.250%,

9/01/50

3/25

at

100.00

2,198,336

555

Philadelphia

Hospitals

and

Higher

Education

Facilities

Authority,

Pennsylvania,

Hospital

Revenue

Bonds,

Temple

University

Health

System

Obligated

Group,

Series

of

2017,

5.000%,

7/01/30

7/27

at

100.00

567,532

3,340

Pottsville

Hospital

Authority,

Pennsylvania,

Hospital

Revenue

Bonds,

Lehigh

Valley

Health

Network,

Series

2016B,

5.000%,

7/01/45

1/27

at

100.00

3,339,666

2,995

Southcentral

Pennsylvania

General

Authority,

Revenue

Bonds,

Wellspan

Health

Obligated

Group,

Series

2019A,

5.000%,

6/01/49

6/29

at

100.00

3,058,764

700

Westmoreland

County

Industrial

Development

Authority,

Pennsylvania,

Revenue

Bonds,

Excela

Health

Project,

Series

2020A,

4.000%,

7/01/37

1/31

at

100.00

623,987

Total

Health

Care

70,994,373

Housing/Multifamily

-

0.2%

650

Clarion

County

Industrial

Development

Authority,

Pennsylvania,

Revenue

Bonds,

Clarion

University

Foundation

Inc.

Student

Housing

Project

at

Clarion

University,

Series

2014A,

5.000%,

7/01/45

7/24

at

100.00

652,262

100

Pennsylvania

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

University

Properties

Inc.

Student

Housing

Project

at

East

Stroudsburg

University

of

Pennsylvania,

Series

2016A,

5.000%,

7/01/35

7/26

at

100.00

98,182

181

Philadelphia

Authority

for

Industrial

Development,

Pennsylvania,

Multifamily

Housing

Revenue

Bonds,

Presbyterian

Homes

Germantown

-

Morrisville

Project,

Series

2005A,

5.625%,

7/01/35

10/23

at

100.00

184,245

Total

Housing/Multifamily

934,689

Housing/Single

Family

-

11.6%

660

Pennsylvania

Housing

Finance

Agency,

Single

Family

Mortgage

Revenue

Bonds,

Series

2015-117B,

3.900%,

10/01/35

10/24

at

100.00

647,513

1,220

Pennsylvania

Housing

Finance

Agency,

Single

Family

Mortgage

Revenue

Bonds,

Series

2016-119,

3.500%,

10/01/36

4/25

at

100.00

1,180,631

3,600

Pennsylvania

Housing

Finance

Agency,

Single

Family

Mortgage

Revenue

Bonds,

Series

2016-120,

3.200%,

4/01/40

10/25

at

100.00

3,163,716

Pennsylvania

Housing

Finance

Agency,

Single

Family

Mortgage

Revenue

Bonds,

Series

2016-121:

1,485

3.100%,

10/01/36

10/25

at

100.00

1,278,035

5,820

3.200%,

10/01/41

10/25

at

100.00

4,801,093

1,500

Pennsylvania

Housing

Finance

Agency,

Single

Family

Mortgage

Revenue

Bonds,

Series

2017-123B,

3.450%,

10/01/32

10/26

at

100.00

1,452,180

2,000

Pennsylvania

Housing

Finance

Agency,

Single

Family

Mortgage

Revenue

Bonds,

Series

2017-124B,

3.500%,

10/01/37

10/26

at

100.00

1,871,720

45

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Housing/Single

Family

(continued)

$

180

Pennsylvania

Housing

Finance

Agency,

Single

Family

Mortgage

Revenue

Bonds,

Series

2017-125B,

3.700%,

10/01/47

4/27

at

100.00

$

167,423

6,000

Pennsylvania

Housing

Finance

Agency,

Single

Family

Mortgage

Revenue

Bonds,

Series

2019-129,

3.350%,

10/01/45

10/28

at

100.00

4,748,400

4,025

Pennsylvania

Housing

Finance

Agency,

Single

Family

Mortgage

Revenue

Bonds,

Series

2019-130A,

3.000%,

10/01/46

10/28

at

100.00

2,892,244

Pennsylvania

Housing

Finance

Agency,

Single

Family

Mortgage

Revenue

Bonds,

Series

2020-133:

1,405

2.350%,

10/01/40

10/29

at

100.00

1,013,904

5,255

2.500%,

10/01/45

10/29

at

100.00

3,595,261

1,250

Pennsylvania

Housing

Finance

Agency,

Single

Family

Mortgage

Revenue

Bonds,

Series

2021-136,

2.550%,

10/01/51

10/30

at

100.00

807,962

1,645

Pennsylvania

Housing

Finance

Agency,

Single

Family

Mortgage

Revenue

Bonds,

Series

2023-141A,

4.600%,

10/01/43

10/32

at

100.00

1,634,571

Pennsylvania

Housing

Finance

Agency,

Single

Family

Mortgage

Revenue

Bonds,

Social

Series

2021-134A:

5,210

1.850%,

4/01/36

10/29

at

100.00

3,853,837

3,145

2.050%,

4/01/41

10/29

at

100.00

2,097,526

2,430

2.100%,

10/01/43

10/29

at

100.00

1,676,773

Pennsylvania

Housing

Finance

Agency,

Single

Family

Mortgage

Revenue

Bonds,

Social

Series

2021-135A:

3,040

2.250%,

10/01/41

10/30

at

100.00

2,067,504

3,935

2.375%,

10/01/46

10/30

at

100.00

2,496,954

4,425

2.500%,

10/01/50

10/30

at

100.00

2,740,624

2,250

Pennsylvania

Housing

Finance

Agency,

Single

Family

Mortgage

Revenue

Bonds,

Social

Series

2021-137,

2.600%,

4/01/46

4/31

at

100.00

1,493,303

1,665

Pennsylvania

Housing

Finance

Agency,

Single

Family

Mortgage

Revenue

Bonds,

Social

Series

2022-138A,

3.000%,

4/01/42

10/31

at

100.00

1,275,207

1,500

Pennsylvania

Housing

Finance

Agency,

Single

Family

Mortgage

Revenue

Bonds,

Social

Series

2022-1394A,

4.150%,

10/01/42

4/32

at

100.00

1,376,895

2,000

Pennsylvania

Housing

Finance

Agency,

Single

Family

Mortgage

Revenue

Bonds,

Social

Series

2023-142A,

4.900%,

10/01/46

10/32

at

100.00

2,038,680

Total

Housing/Single

Family

50,371,956

Industrials

-

0.8%

250

Pennsylvania

Economic

Development

Financing

Authority,

Exempt

Facilities

Revenue

Bonds,

KDC

Agribusiness

Fairless

Hills

LLC

Project,

Series

2020A-1,

10.000%,

12/01/40,

144A

(c),(d)

6/30

at

100.00

4,450

250

Pennsylvania

Economic

Development

Financing

Authority,

Exempt

Facilities

Revenue

Bonds,

KDC

Agribusiness

Fairless

Hills

LLC

Project,

Series

2020A-2,

10.000%,

12/01/40,

(AMT),

144A

(c),(d)

6/30

at

100.00

4,450

2,525

Pennsylvania

Economic

Development

Financing

Authority,

Exempt

Facilities

Revenue

Bonds,

National

Gypsum

Company,

Refunding

Series

2014,

5.500%,

11/01/44,

(AMT)

11/24

at

100.00

2,529,267

1,000

Pennsylvania

Economic

Development

Financing

Authority,

Solid

Waste

Disposal

Revenue

Bonds,

Waste

Management

Inc.,

Project,

Series

2011,

2.150%,

7/01/41,

(AMT),

(Mandatory

Put

7/01/24)

No

Opt.

Call

983,650

Total

Industrials

3,521,817

Long-Term

Care

-

7.0%

1,510

Berks

County

Industrial

Development

Authority,

Pennsylvania,

Healthcare

Facilities

Revenue

Bonds,

Highlands

at

Wyomissing,

Series

2017A,

5.000%,

5/15/42

5/27

at

100.00

1,392,537

90

Chester

County

Health

and

Education

Facilities

Authority,

Pennsylvania,

Revenue

Bonds,

Simpson

Senior

Services

Project,

Series

2015A,

5.000%,

12/01/35

12/25

at

100.00

81,180

860

Chester

County

Health

and

Education

Facilities

Authority,

Pennsylvania,

Revenue

Bonds,

Simpson

Senior

Services

Project,

Series

2019,

5.000%,

12/01/51

12/25

at

103.00

691,234

3,440

Chester

County

Health

and

Education

Facilities

Authority,

Pennsylvania,

Revenue

Bonds,

Simpson

Senior

Services

Project,

Series

2021A,

4.000%,

12/01/44

12/28

at

103.00

2,422,723

Nuveen

Pennsylvania

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

August

31,

2023

(Unaudited)

46

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Long-Term

Care

(continued)

$

3,490

Cumberland

County

Municipal

Authority,

Pennsylvania,

Revenue

Bonds,

Asbury

Pennsylvania

Obligated

Group,  Refunding

Series

2019,

5.000%,

1/01/45

1/25

at

104.00

$

2,954,180

Cumberland

County

Municipal

Authority,

Pennsylvania,

Revenue

Bonds,

Diakon

Lutheran

Social

Ministries

Project,

Series

2015:

705

4.000%,

1/01/33

1/25

at

100.00

660,444

1,120

5.000%,

1/01/38

1/25

at

100.00

1,119,910

Cumberland

County

Municipal

Authority,

Pennsylvania,

Revenue

Bonds,

Diakon

Lutheran

Social

Ministries

Project,

Series

2016:

355

5.000%,

1/01/28

1/26

at

100.00

358,458

1,000

5.000%,

1/01/29

1/26

at

100.00

1,008,650

910

5.000%,

1/01/30

1/26

at

100.00

916,870

135

3.250%,

1/01/36

1/26

at

100.00

112,351

1,430

3.250%,

1/01/39

1/26

at

100.00

1,133,990

Cumberland

County

Municipal

Authority,

Pennsylvania,

Revenue

Bonds,

Diakon

Lutheran

Social

Ministries

Project,

Series

2019A:

285

4.125%,

1/01/38

1/29

at

100.00

256,985

105

5.000%,

1/01/39

1/29

at

100.00

103,010

1,135

East

Hempfield

Township

Industrial

Development

Authority,

Pennsylvania,

Revenue

Bonds,

Willow

Valley

Communities

Project,

Refunding

Series

2016,

5.000%,

12/01/39

12/25

at

100.00

1,143,274

340

Lancaster

County

Hospital

Authority,

Pennsylvania,

Health

Center

Revenue

Bonds,

Masonic

Villages

Project,

Series

2015,

5.000%,

11/01/35

5/25

at

100.00

343,203

Lancaster

County

Hospital

Authority,

Pennsylvania,

Health

Center

Revenue

Bonds,

Saint

Anne's

Retirement

Community,

Inc.,

Series

2020:

610

5.000%,

3/01/45

3/27

at

102.00

493,362

245

5.000%,

3/01/50

3/27

at

102.00

191,923

Lancaster

Industrial

Development

Authority,

Pennsylvania,

Health

Center

Revenue

Bonds,

Landis

Homes

Retirement

Community

Project,

Refunding

Series

2021:

875

4.000%,

7/01/51

7/26

at

103.00

637,709

1,400

4.000%,

7/01/56

7/26

at

103.00

989,534

3,250

Montgomery

County

Industrial

Development

Authority,

Pennsylvania,

Revenue

Bonds,

ACTS

Retirement-Life

Communities,

Inc.

Obligated

Group,

Series

2016,

5.000%,

11/15/36

11/26

at

100.00

3,231,150

2,000

Montgomery

County

Industrial

Development

Authority,

Pennsylvania,

Revenue

Bonds,

Meadowood

Senior

Living

Project,

Series

2018A,

5.000%,

12/01/48

12/25

at

102.00

1,836,160

1,100

Northampton

County

Industrial

Development

Authority,

Pennsylvania,

Revenue

Bonds,

Morningstar

Senior

Living,

Inc.,

Series

2019,

5.000%,

11/01/49

11/26

at

103.00

909,205

Pennsylvania

Economic

Development

Finance

Authority

Revenue

Bonds

Presbyterian

Senior

Living

Project,

Series

2021:

1,800

4.000%,

7/01/41

7/26

at

103.00

1,552,770

500

4.000%,

7/01/46

7/26

at

103.00

413,915

1,000

Pennsylvania

Economic

Development

Finance

Authority,

Revenue

Bonds,

Presbyterian

Senior

Living

Project,

Series

2023B-2,

5.000%,

7/01/42

7/29

at

103.00

983,160

Westmoreland

County

Industrial

Development

Authority,

Pennsylvania,

Retirement

Community

Revenue

Bonds,

Redstone

Presbyterian

SeniorCare

Obligated

Group,

Refunding

Bonds,

Series

2021:

2,655

4.000%,

5/15/41

5/28

at

103.00

2,032,509

3,345

4.000%,

5/15/47

5/28

at

103.00

2,365,952

Total

Long-Term

Care

30,336,348

47

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Tax

Obligation/General

-

16.8%

Allegheny

County,

Pennsylvania,

General

Obligation

Bonds,

Series

2014C-74:

$

950

5.000%,

12/01/32

12/24

at

100.00

$

963,006

415

5.000%,

12/01/34

12/24

at

100.00

419,374

5,660

Allegheny

County,

Pennsylvania,

General

Obligation

Bonds,

Series

2018C-

77,

5.000%,

11/01/43

11/28

at

100.00

5,920,530

Allentown

City

School

District,

Lehigh

County,

Pennsylvania,

General

Obligation

Bonds,

Limited

Tax

Series

2019C:

1,000

4.000%,

2/01/35

-

BAM

Insured

8/29

at

100.00

1,018,880

750

4.000%,

2/01/36

-

BAM

Insured

8/29

at

100.00

756,900

500

Bethel

Park

School

District,

Allegheny

County,

Pennsylvania,

General

Obligation

Bonds,

Limited

Tax

Series

2022,

4.000%,

8/01/38

8/30

at

100.00

499,540

Bethel

Park

School

District,

Allegheny

County,

Pennsylvania,

General

Obligation

Bonds,

Refunding

Series

2016:

1,050

4.000%,

8/01/31

8/26

at

100.00

1,069,015

1,230

4.000%,

8/01/32

8/26

at

100.00

1,250,972

1,180

4.000%,

8/01/33

8/26

at

100.00

1,199,505

705

Boyertown

Area

School

District,

Berks

and

Montgomery

Counties,

Pennsylvania,

General

Obligation

Bonds,

Series

2015,

5.000%,

10/01/38

4/24

at

100.00

710,111

1,000

Cambria

County,

Pennsylvania,

General

Obligation

Bonds,

Notes

Series

2020B,

4.000%,

8/01/33

-

AGM

Insured

8/27

at

100.00

1,020,800

1,800

Canon-McMillan

School

District,

Washington

County,

Pennsylvania,

General

Obligation

Bonds,

Series

2014D,

5.000%,

12/15/37

12/24

at

100.00

1,816,236

3,125

Chichester

School

District,

Delaware

County,

Pennsylvania,

General

Obligation

Bonds,

Series

1999,

0.000%,

3/01/26

-

FGIC

Insured

No

Opt.

Call

2,849,969

Coatesville

Area

School

District,

Chester

County,

Pennsylvania,

General

Obligation

Bonds,

Series

2020A:

4,000

0.000%,

10/01/35

-

BAM

Insured

10/30

at

81.91

2,260,000

1,950

0.000%,

10/01/37

-

BAM

Insured

10/30

at

75.27

961,584

4,005

Colonial

School

District,

Montgomery

County,

Pennsylvania,

General

Obligation

Bonds,

Series

2020,

5.000%,

2/15/44

2/27

at

100.00

4,162,877

805

Connellsville

Area

School

District,

Fayette

County,

Pennsylvania,

General

Obligation

Bonds,

Series

2019,

3.125%,

8/15/39

8/26

at

100.00

680,354

Cumberland

Valley

School

District,

Cumberland

County,

Pennsylvania,

General

Obligation

Bonds,

Series

2023A:

1,410

5.000%,

11/15/42

-

AGM

Insured

11/32

at

100.00

1,512,183

1,000

5.000%,

11/15/44

-

AGM

Insured

11/32

at

100.00

1,070,070

2,050

Delaware

Valley

Regional

Finance

Authority,

Pennsylvania,

Local

Government

Revenue

Bonds,

Series

2020B,

5.000%,

11/01/24

No

Opt.

Call

2,086,326

845

Fayette

County,

Pennsylvania,

General

Obligation

Bonds,

Notes

Series

2021A,

2.000%,

11/15/43

-

AGM

Insured

11/30

at

100.00

540,031

580

Gateway

School

District,

Allegheny

County,

Pennsylvania,

General

Obligation

Bonds,

Series

2021,

3.000%,

10/15/35

-

BAM

Insured

10/31

at

100.00

513,248

1,635

Girard

School

District,

Erie

County,

Pennsylvania,

General

Obligation

Bonds,

Series

1999B,

0.000%,

11/15/28

-

FGIC

Insured

No

Opt.

Call

1,334,389

2,240

Lehighton

Area

School

District,

Carbon

County,

Pennsylvania,

General

Obligation

Bonds,

Limited

Tax

Series

2015A,

5.000%,

11/15/43

-

BAM

Insured

11/23

at

100.00

2,246,877

1,000

Littlestown

Area

School

District,

Adams

County,

Pennsylvania,

General

Obligation

Bonds,

Series

2023A,

5.000%,

10/01/50

-

BAM

Insured

,

(WI/

DD)

10/33

at

100.00

1,043,130

4,875

McKeesport

Area

School

District,

Allegheny

County,

Pennsylvania,

General

Obligation

Bonds,

Series

1997D,

0.000%,

10/01/24

-

NPFG

Insured

No

Opt.

Call

4,663,230

3,000

Montgomery

County,

Pennsylvania,

General

Obligation

Bonds,

Series

2022,

5.000%,

7/01/36

7/32

at

100.00

3,427,770

15

New

Jersey

State,

General

Obligation

Bonds,

Covid-19

Emergency

Series

2020A,

3.000%,

6/01/32

No

Opt.

Call

13,947

Norristown

Area

School

District,

Montgomery

County,

Pennsylvania,

General

Obligation

Bonds,

Series

2016:

1,025

4.000%,

9/01/31

-

AGM

Insured

9/26

at

100.00

1,045,766

1,020

4.000%,

9/01/33

-

AGM

Insured

9/26

at

100.00

1,040,186

Nuveen

Pennsylvania

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

August

31,

2023

(Unaudited)

48

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Tax

Obligation/General

(continued)

Penn

Manor

School

District,

Lancaster

County,

Pennsylvania,

General

Obligation

Bonds,

Series

2019A:

$

1,510

4.000%,

3/01/33

9/27

at

100.00

$

1,548,037

1,860

4.000%,

3/01/34

9/27

at

100.00

1,904,714

1,000

Pennsbury

School

District,

Bucks

County,

Pennsylvania,

General

Obligation

Bonds,

Series

2023,

5.000%,

8/01/43

8/31

at

100.00

1,056,570

1,350

Pennsylvania

Economic

Development

Financing

Authority,

Parking

System

Revenue

Bonds,

Capitol

Region

Parking

System,

Junior

Insured

Series

2013C,

5.500%,

1/01/30

-

AGM

Insured

1/24

at

100.00

1,356,817

3,535

Philadelphia

School

District,

Pennsylvania,

General

Obligation

Bonds,

Series

2007A,

5.000%,

6/01/34

-

NPFG

Insured

No

Opt.

Call

3,978,395

5,000

Philadelphia

School

District,

Pennsylvania,

General

Obligation

Bonds,

Series

2021A,

4.000%,

9/01/46

9/31

at

100.00

4,583,000

760

Rostraver

Township,

Westmoreland

County,

Pennsylvania,

General

Obligation

Bonds,

Series

2018,

3.500%,

9/01/34

-

AGM

Insured

9/25

at

100.00

741,441

1,285

Scranton,

Lackawanna

County,

Pennsylvania,

General

Obligation

Notes,

Series

2016,

5.000%,

11/15/32

5/24

at

100.00

1,265,082

2,000

State

College

Area

School

District,

Centre

County,

Pennsylvania,

General

Obligation

Bonds,

Series

2015,

5.000%,

3/15/40

3/25

at

100.00

2,027,440

60

The

Redevelopment

Authority

of

the

City

of

Scranton,

Lackawanna

county,

Pennsylvania,

Guaranteed

Lease

Revenue

Bonds,

Series

2016A,

5.000%,

11/15/28

5/24

at

100.00

58,867

1,000

Township

of

Upper

Marion,

Pennsylvania,

General

Obligation

Bonds,

Series

of

2022,

4.000%,

12/01/47

12/27

at

100.00

948,230

1,365

Upper

Saint

Clair

Township

School

District,

Allegheny

County,

Pennsylvania,

General

Obligation

Bonds,

Series

2018,

5.000%,

10/01/41

10/24

at

100.00

1,384,342

Upper

Saint

Clair

Township

School

District,

Allegheny

County,

Pennsylvania,

General

Obligation

Bonds,

Series

2020:

1,090

3.000%,

10/01/29

10/28

at

100.00

1,076,386

1,100

3.000%,

10/01/30

10/28

at

100.00

1,069,255

1,010

West

Allegheny

School

District,

Allegheny

County,

Pennsylvania,

General

Obligation

Bonds,

Series

2021B,

2.000%,

9/01/26

No

Opt.

Call

953,632

1,000

West

Mifflin

Area

School

District,

Allegheny

County,

Pennsylvania,

General

Obligation

Bonds,

Limited

Tax

Series

2019,

3.000%,

4/01/34

-

BAM

Insured

10/29

at

100.00

916,560

Total

Tax

Obligation/General

72,965,574

Tax

Obligation/Limited

-

3.9%

110

Allentown

Neighborhood

Improvement

Zone

Development

Authority,

Pennsylvania,

Tax

Revenue

Bonds,

615

Waterfront

Project,

Senior

Series

2021,

6.000%,

5/01/42,

144A

5/31

at

100.00

112,492

100

Allentown

Neighborhood

Improvement

Zone

Development

Authority,

Pennsylvania,

Tax

Revenue

Bonds,

City

Center

Project,

Series

2018,

5.000%,

5/01/33,

144A

5/28

at

100.00

102,078

990

Allentown

Neighborhood

Improvement

Zone

Development

Authority,

Pennsylvania,

Tax

Revenue

Bonds,

City

Center

Project,

Subordinate

Series

2022,

5.250%,

5/01/42,

144A

5/32

at

100.00

982,941

505

Allentown

Neighborhood

Improvement

Zone

Development

Authority,

Pennsylvania,

Tax

Revenue

Bonds,

City

Center

Refunding

Project,

Series

2017,

5.000%,

5/01/42,

144A

5/27

at

100.00

500,132

100

Chester

County

Industrial

Development

Authority,

Pennsylvania,

Special

Obligation

Bonds,

Woodlands

at

Greystone

Project,

Series

2018,

5.000%,

3/01/38,

144A

3/28

at

100.00

96,495

Commonwealth

Financing

Authority,

Pennsylvania,

State

Appropriation

Lease

Bonds,

Master

Settlement,

Series

2018:

510

5.000%,

6/01/31

6/28

at

100.00

541,365

3,470

4.000%,

6/01/39

-

AGM

Insured

6/28

at

100.00

3,305,765

501

Monroe

County

Industrial

Development

Authority,

Pennsylvania,

Special

Obligation

Revenue

Bonds,

Tobyhanna

Township

Project,

Series

2014,

6.875%,

7/01/33,

144A

7/24

at

100.00

491,361

49

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Tax

Obligation/Limited

(continued)

Pennsylvania

Turnpike

Commission,

Motor

License

Fund-

Enhanced

Turnpike

Special

Revenue

Bonds,

Subordinate

Series

2014A:

$

1,500

4.750%,

12/01/37

12/26

at

100.00

$

1,535,295

1,000

4.900%,

12/01/44

12/26

at

100.00

1,017,560

2,080

Pennsylvania

Turnpike

Commission,

Oil

Franchise

Tax

Revenue

Bonds,

Subordinate

Series

2018B,

5.000%,

12/01/48

12/28

at

100.00

2,136,306

2,060

Philadelphia

Authority

For

Industrial

Development,

Pennsylvania,

City

Agreement

Revenue

Bonds,

Cultural

and

Commercial

Corridors

Program,

Refunding

Series

2016A,

5.000%,

12/01/30

12/25

at

100.00

2,118,133

Puerto

Rico

Sales

Tax

Financing

Corporation,

Sales

Tax

Revenue

Bonds,

Restructured

2018A-1:

171

0.000%,

7/01/51

7/28

at

30.01

35,342

1,036

4.750%,

7/01/53

7/28

at

100.00

971,219

1,906

5.000%,

7/01/58

7/28

at

100.00

1,849,583

663

Puerto

Rico

Sales

Tax

Financing

Corporation,

Sales

Tax

Revenue

Bonds,

Taxable

Restructured

Cofina

Project

Series

2019A-2,

4.784%,

7/01/58

7/28

at

100.00

621,489

530

Washington

County

Redevelopment

Authority,

Pennsylvania,

Tanger

Outlet

Victory

Center

Tax

Increment

Bonds,

Series

2018,

5.000%,

7/01/35

1/28

at

100.00

515,669

Total

Tax

Obligation/Limited

16,933,225

Transportation

-

9.9%

Allegheny

County

Airport

Authority,

Pennsylvania,

Airport

Revenue

Bonds,

Pittsburgh

International

Airport,

Series

2021A:

3,810

5.000%,

1/01/51,

(AMT)

1/31

at

100.00

3,862,045

3,500

5.000%,

1/01/56,

(AMT)

1/31

at

100.00

3,538,150

Delaware

River

Joint

Toll

Bridge

Commission,

New

Jersey

and

Pennsylvania,

Bridge

System

Revenue

Bonds,

Refunding

Series

2015:

1,040

4.000%,

7/01/34

-

BAM

Insured

7/25

at

100.00

1,049,901

2,455

4.000%,

7/01/35

-

BAM

Insured

7/25

at

100.00

2,471,178

1,070

Delaware

River

Joint

Toll

Bridge

Commission,

New

Jersey

and

Pennsylvania,

Bridge

System

Revenue

Bonds,

Series

2017,

5.000%,

7/01/47

7/27

at

100.00

1,099,746

2,710

Delaware

River

Port

Authority,

New

Jersey

and

Pennsylvania,

Revenue

Bonds,

Series

2018A,

5.000%,

1/01/38

1/29

at

100.00

2,884,958

1,850

Pennsylvania

Economic

Development

Financing

Authority,

Parking

System

Revenue

Bonds,

Capitol

Region

Parking

System,

Series

2013A,

5.250%,

1/01/44

-

AGM

Insured

1/24

at

100.00

1,855,679

2,615

Pennsylvania

Economic

Development

Financing

Authority,

Private

Activity

Revenue

Bonds,

Pennsylvania

Rapid

Bridge

Replacement

Project,

Series

2015,

5.000%,

6/30/42,

(AMT)

6/26

at

100.00

2,595,937

4,865

Pennsylvania

Turnpike

Commission,

Turnpike

Revenue

Bonds,

Capital

Appreciation

Series

2009E,

6.375%,

12/01/38

12/27

at

100.00

5,302,120

1,000

Pennsylvania

Turnpike

Commission,

Turnpike

Revenue

Bonds,

Refunding

Subordinate

Second

Series

2016B-2,

5.000%,

6/01/39

6/26

at

100.00

1,019,550

1,680

Pennsylvania

Turnpike

Commission,

Turnpike

Revenue

Bonds,

Series

2014C,

5.000%,

12/01/44

12/24

at

100.00

1,699,018

5,000

Pennsylvania

Turnpike

Commission,

Turnpike

Revenue

Bonds,

Series

2015B,

5.000%,

12/01/45

12/25

at

100.00

5,085,100

Pennsylvania

Turnpike

Commission,

Turnpike

Revenue

Bonds,

Series

2023A:

945

4.250%,

12/01/44

,

(WI/DD)

12/33

at

100.00

933,084

2,000

5.000%,

12/01/48

,

(WI/DD)

12/33

at

100.00

2,116,520

2,680

Pennsylvania

Turnpike

Commission,

Turnpike

Revenue

Bonds,

Subordinate

Series

2009C,

6.250%,

6/01/33

-

AGM

Insured

6/26

at

100.00

2,895,686

Pennsylvania

Turnpike

Commission,

Turnpike

Revenue

Bonds,

Subordinate

Series

2017B-1:

585

5.000%,

6/01/31

6/27

at

100.00

619,070

645

5.000%,

6/01/33

6/27

at

100.00

681,849

Nuveen

Pennsylvania

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

August

31,

2023

(Unaudited)

50

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Transportation

(continued)

$

1,000

Pennsylvania

Turnpike

Commission,

Turnpike

Revenue

Bonds,

Subordinate

Series

2021A,

4.000%,

12/01/50

12/30

at

100.00

$

911,980

70

Philadelphia,

Pennsylvania,

Airport

Revenue

Bonds,

Refunding

Series

2017A,

3.000%,

7/01/34

-

AGM

Insured

7/27

at

100.00

64,960

1,000

Philadelphia,

Pennsylvania,

Airport

Revenue

Bonds,

Refunding

Series

2020A,

4.000%,

7/01/35

7/30

at

100.00

1,005,160

1,250

Philadelphia,

Pennsylvania,

Airport

Revenue

Bonds,

Refunding

Series

2020C,

4.000%,

7/01/50,

(AMT)

7/30

at

100.00

1,099,700

Total

Transportation

42,791,391

U.S.

Guaranteed

-

5.6%

(e)

1,600

Berks

County

Industrial

Development

Authority,

Pennsylvania,

Healthcare

Facilities

Revenue

Bonds,

The

Highlands

at

Wyomissing,

Series

2018,

5.000%,

5/15/48,

(Pre-refunded

5/15/25)

5/25

at

102.00

1,671,584

Centre

County

Hospital

Authority,

Pennsylvania,

Hospital

Revenue

Bonds,

Mount

Nittany

Medical

Center

Project,

Series

2016A:

295

5.000%,

11/15/41,

(Pre-refunded

11/15/25)

11/25

at

100.00

305,741

680

5.000%,

11/15/46,

(Pre-refunded

11/15/25)

11/25

at

100.00

704,759

2,030

Cheltenham

Township

School

District,

Montgomery

County,

Pennsylvania,

General

Obligation

Bonds,

Series

2016B,

5.000%,

2/15/37,

(Pre-

refunded

8/15/24)

8/24

at

100.00

2,062,845

Cumberland

County

Municipal

Authority,

Pennsylvania,

Revenue

Bonds,

Diakon

Lutheran

Social

Ministries

Project,

Series

2015:

960

4.000%,

1/01/33,

(Pre-refunded

1/01/25)

1/25

at

100.00

967,507

335

4.000%,

1/01/33,

(Pre-refunded

1/01/25)

1/25

at

100.00

337,620

915

5.000%,

1/01/38,

(Pre-refunded

1/01/25)

1/25

at

100.00

933,885

220

5.000%,

1/01/38,

(Pre-refunded

1/01/25)

1/25

at

100.00

224,541

Cumberland

County

Municipal

Authority,

Pennsylvania,

Revenue

Bonds,

Diakon

Lutheran

Social

Ministries

Project,

Series

2016:

625

3.250%,

1/01/39,

(Pre-refunded

1/01/26)

1/26

at

100.00

623,869

Cumberland

County

Municipal

Authority,

Pennsylvania,

Revenue

Bonds,

Diakon

Lutheran

Social

Ministries

Project,

Series

2019A:

570

5.000%,

1/01/39,

(Pre-refunded

1/01/29)

1/29

at

100.00

623,358

70

5.000%,

1/01/39,

(Pre-refunded

1/01/29)

1/29

at

100.00

76,552

485

East

Hempfield

Township

Industrial

Development

Authority,

Pennsylvania,

Student

Services

Inc

-

Student

Housing

Project

at

Millersville

University,

Series

2014,

5.000%,

7/01/46,

(Pre-refunded

7/01/24)

7/24

at

100.00

491,029

Lehigh

County

Authority,

Pennsylvania,

Water

and

Sewer

Revenue

Bonds,

Allentown

Concession,

Series

2013A:

2,590

5.125%,

12/01/47,

(Pre-refunded

12/01/23)

12/23

at

100.00

2,601,189

3,230

Montgomery

County

Industrial

Development

Authority,

Pennsylvania,

Health

System

Revenue

Bonds,

Albert

Einstein

Healthcare

Network

Issue,

Series

2015A,

5.250%,

1/15/45,

(Pre-refunded

1/15/25)

1/25

at

100.00

3,307,068

Philadelphia

Authority

for

Industrial

Development,

Pennsylvania,

Revenue

Bonds,

University

of

the

Arts,

Series

2017:

50

5.000%,

3/15/45,

(Pre-refunded

3/15/28),

144A

3/28

at

100.00

53,858

1,660

Philadelphia,

Pennsylvania,

General

Obligation

Bonds,

Refunding

Series

2014A,

5.000%,

7/15/38,

(Pre-refunded

1/15/24)

1/24

at

100.00

1,669,595

5,140

Philadelphia,

Pennsylvania,

Water

and

Wastewater

Revenue

Bonds,

Series

2015A,

5.000%,

7/01/45,

(Pre-refunded

7/01/24)

7/24

at

100.00

5,208,105

2,270

Southcentral

Pennsylvania

General

Authority,

Revenue

Bonds,

WellSpan

Health

Obligated

Group,

Series

2014A,

5.000%,

6/01/44,

(Pre-refunded

6/01/24)

6/24

at

100.00

2,296,173

Total

U.S.

Guaranteed

24,159,278

51

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Utilities

-

8.7%

Allegheny

County

Sanitary

Authority,

Pennsylvania,

Sewer

Revenue

Bonds,

Refunding

Series

2015:

$

1,840

5.000%,

12/01/40

12/25

at

100.00

$

1,877,334

1,365

5.000%,

12/01/45

12/25

at

100.00

1,390,935

835

Allegheny

County

Sanitary

Authority,

Pennsylvania,

Sewer

Revenue

Bonds,

Series

2022,

5.000%,

6/01/53

6/32

at

100.00

876,700

50

Beaver

County

Industrial

Development

Authority,

Pennsylvania,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Generation

Project,

Refunding

Series

2006A,

4.750%,

1/01/35,

(Mandatory

Put

7/01/33)

No

Opt.

Call

50,000

3,475

Beaver

County

Industrial

Development

Authority,

Pennsylvania,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generation

Project,

Refunding

Series

2005A,

4.000%,

1/01/35

(c)

No

Opt.

Call

35

2,270

Beaver

County

Industrial

Development

Authority,

Pennsylvania,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generation

Project,

Series

2006B,

3.500%,

12/01/35

(c)

No

Opt.

Call

23

1,450

Bucks

County

Water

and

Sewer

Authority,

Pennsylvania,

Sewer

System

Revenue

Bonds,

Series

2022A,

5.250%,

12/01/47

-

AGM

Insured

12/32

at

100.00

1,573,250

605

Bucks

County

Water

and

Sewer

Authority,

Pennsylvania,

Water

System

Revenue

Bonds,

Series

2021,

2.250%,

12/01/44

-

AGM

Insured

12/30

at

100.00

403,329

410

Delaware

County

Regional

Water

Quality

Control

Authority,

Pennsylvania,

Sewer

Revenue

Bonds,

Series

2015,

5.000%,

5/01/40

5/25

at

100.00

416,351

Lehigh

County

Authority,

Pennsylvania,

Water

and

Sewer

Revenue

Bonds,

Allentown

Concession,

Series

2013A:

1,375

5.125%,

12/01/47

12/23

at

100.00

1,377,406

1,325

Luzerne

County

Industrial

Development

Authority,

Pennsylvania,

Revenue

Bonds,

Pennsylvania-American

Water

Company

Project,

Refunding

Series

2019,

2.450%,

12/01/39,

(AMT),

(Mandatory

Put

12/03/29)

12/29

at

100.00

1,190,552

4,305

Pennsylvania

Economic

Development

Financing

Authority,

Exempt

Facilities

Revenue

Bonds,

Shippingport

Project,

First

Energy

Guarantor.,

Series

2006A,

2.550%,

11/01/41

(c)

No

Opt.

Call

43

2,265

Pennsylvania

Economic

Development

Financing

Authority,

Exempt

Facilities

Revenue

Bonds,

York

Water

Company

Project,

Refunding

Series

2019A,

3.000%,

10/01/36,

(AMT)

10/29

at

100.00

1,938,523

4,060

Pennsylvania

Economic

Development

Financing

Authority,

Exempt

Facilities

Revenue

Bonds,

York

Water

Company

Project,

Refunding

Series

2019B,

3.100%,

11/01/38,

(AMT)

11/29

at

100.00

3,378,123

10,450

Pennsylvania

Economic

Development

Financing

Authority,

Revenue

Bonds,

Pennsylvania-American

Water

Company,

Refunding

Series

2019,

3.000%,

4/01/39

10/29

at

100.00

8,431,269

2,000

Philadelphia

Gas

Works,

Pennsylvania,

Revenue

Bonds,

1998

General

Ordinance,

Fifteenth

Series

2017,

5.000%,

8/01/47

8/27

at

100.00

2,027,840

2,915

Philadelphia

Gas

Works,

Pennsylvania,

Revenue

Bonds,

1998

General

Ordinance,

Sixteenth

Series

2020A,

5.000%,

8/01/50

-

AGM

Insured

8/30

at

100.00

3,025,012

2,215

Philadelphia

Gas

Works,

Pennsylvania,

Revenue

Bonds,

Refunding

Thirteenth

Series

2015,

5.000%,

8/01/30

8/25

at

100.00

2,270,685

Pittsburgh

Water

and

Sewer

Authority,

Pennsylvania,

Water

and

Sewer

System

Revenue

Bonds,

First

Lien

Series

2023A:

1,730

5.000%,

9/01/43

-

AGM

Insured

9/33

at

100.00

1,869,023

1,000

4.250%,

9/01/53

-

AGM

Insured

9/33

at

100.00

959,000

965

Pittsburgh

Water

and

Sewer

Authority,

Pennsylvania,

Water

and

Sewer

System

Revenue

Bonds,

Refunding

Subordinate

Series

2019B,

4.000%,

9/01/34

-

AGM

Insured

9/29

at

100.00

976,097

1,000

Puerto

Rico

Aqueduct

and

Sewerage

Authority,

Revenue

Bonds,

Refunding

Senior

Lien

Series

2020A,

5.000%,

7/01/30,

144A

No

Opt.

Call

1,026,070

565

University

Area

Joint

Authority,

Centre

County,

Pennsylvania,

Sewer

Revenue

Bonds,

Series

2021,

3.000%,

11/01/35

-

BAM

Insured

11/26

at

100.00

506,302

1,000

Upper

Allegheny

Joint

Sanitary

Authority,

Allegheny

County,

Pennsylvania,

Sewer

Revenue

Bonds,

Refunding

Series

2019A,

3.000%,

9/01/44

-

AGM

Insured

9/29

at

100.00

766,980

Nuveen

Pennsylvania

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

August

31,

2023

(Unaudited)

52

Investments

in

Derivatives

Part

F

of

Form

N-PORT

was

prepared

in

accordance

with

U.S.

generally

accepted

accounting

principles

(“U.S.

GAAP”)

and

in

conformity

with

the

applicable

rules

and

regulations

of

the

U.S.

Securities

and

Exchange

Commission

(“SEC”)

related

to

interim

filings.

Part

F

of

Form

N-PORT

does

not

include

all

information

and

footnotes

required

by

U.S.

GAAP

for

complete

financial

statements.

Certain

footnote

disclosures

normally

included

in

financial

statements

prepared

in

accordance

with

U.S.

GAAP

have

been

condensed

or

omitted

from

this

report

pursuant

to

the

rules

of

the

SEC.

For

a

full

set

of

the

Fund’s

notes

to

financial

statements,

please

refer

to

the

Fund’s

most

recently

filed

annual

or

semi-annual

report.

Fair

Value

Measurements

The

Fund’s

investments

in

securities

are

recorded

at

their

estimated

fair

value

utilizing

valuation

methods

approved

by

the

Board

of

Directors/

Trustees.

Fair

value

is

defined

as

the

price

that

would

be

received

upon

selling

an

investment

or

transferring

a

liability

in

an

orderly

transaction

to

an

independent

buyer

in

the

principal

or

most

advantageous

market

for

the

investment.

U.S.

GAAP

establishes

the

three-tier

hierarchy

which

is

used

to

maximize

the

use

of

observable

market

data

and

minimize

the

use

of

unobservable

inputs

and

to

establish

classification

of

fair

value

measurements

for

disclosure

purposes.

Observable

inputs

reflect

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Observable

inputs

are

based

on

market

data

obtained

from

sources

independent

of

the

reporting

entity.

Unobservable

inputs

reflect

management’s

assumptions

about

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Unobservable

inputs

are

based

on

the

best

information

available

in

the

circumstances.

The

following

is

a

summary

of

the

three-tiered

hierarchy

of

valuation

input

levels.

Level

1

–

Inputs

are

unadjusted

and

prices

are

determined

using

quoted

prices

in

active

markets

for

identical

securities.

Level

2

–

Prices

are

determined

using

other

significant

observable

inputs

(including

quoted

prices

for

similar

securities,

interest

rates,

credit

spreads,

etc.).

Level

3

–

Prices

are

determined

using

significant

unobservable

inputs

(including

management’s

assumptions

in

determining

the

fair

value

of

investments).

The

following

table

summarizes

the

market

value

of

the

Fund's

investments

as

of

the

end

of

the

reporting

period,

based

on

the

inputs

used

to

value

them:

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Utilities

(continued)

$

1,615

Williamsport

Sanitary

Authority,

Lycoming

County,

Pennsylvania,

Sewer

Revenue

Bonds,

Series

2021.,

5.000%,

1/01/24

-

BAM

Insured

No

Opt.

Call

$

1,622,526

Total

Utilities

37,953,408

Total

Municipal

Bonds

(cost

$456,998,529)

408,226,389

Shares

Description

(a)

Value

X

25,652,327

COMMON

STOCKS

-

5.9%  

X

25,652,327

Independent

Power

And

Renewable

Electricity

Producers

-

5.9%

324,114

Energy

Harbor

Corp

(f),(g)

$

25,652,327

Total

Independent

Power

And

Renewable

Electricity

Producers

25,652,327

Total

Common

Stocks

(cost

$9,068,453)

25,652,327

Principal

Amount

(000)

Description

(a)

Coupon

(h)

Reference

Rate

(i)

Spread

(h)

Maturity

(i)

Value

100,000

VARIABLE

RATE

SENIOR

LOAN

INTERESTS

-

0.0%  

X

100,000

Trading

Companies

&

Distributors

-

0.0%

$

100

KDC

Agribusiness

Fairless

Hills

LLC

(c),(d)

12.000%

N/A

N/A

09/17/23

$

100,000

Total

Trading

Companies

&

Distributors

100,000

Total

Variable

Rate

Senior

Loan

Interests

(cost

$100,000)

100,000

Total

Long-Term

Investments

(cost

$466,166,982)

433,978,716

Other

Assets

&

Liabilities,

Net

-

0.1%

503,275

Net

Assets

-

100%

$

434,481,991

Futures

Contracts

-

Short

Description

Number

of

Contracts

Expiration

Date

Notional

Amount

Value

Unrealized

Appreciation

(Depreciation)

U.S.

Treasury

10-Year

Note

(26)

12/23

$

(

2,867,550

)

$

(

2,886,813

)

$

(

19,263

)

U.S.

Treasury

Long

Bond

(20)

12/23

(

2,407,799

)

(

2,433,750

)

(

25,951

)

Total

$(5,275,349)

$(5,320,563)

$(45,214)

53

Level

1

Level

2

Level

3

Total

Long-Term

Investments:

Municipal

Bonds

$

–

$

408,217,489

$

8,900

$

408,226,389

Common

Stocks

–

25,652,327

–

25,652,327

Variable

Rate

Senior

Loan

Interests

–

–

100,000

100,000

Investments

in

Derivatives:

Futures

Contracts*

(45,214)

–

–

(45,214)

Total

$

(45,214)

$

433,869,816

$

108,900

$

433,933,502

*

Represents

net

unrealized

appreciation

(depreciation).

(a)

All

percentages

shown

in

the

Portfolio

of

Investments

are

based

on

net

assets.

(b)

Optional

Call

Provisions:

Dates

(month

and

year)

and

prices

of

the

earliest

optional

call

or

redemption.

There

may

be

other

call

provisions

at

varying

prices

at

later

dates.

Certain

mortgage-backed

securities

may

be

subject

to

periodic

principal

paydowns.

(c)

Defaulted

security.

A

security

whose

issuer

has

failed

to

fully

pay

principal

and/or

interest

when

due,

or

is

under

the

protection

of

bankruptcy.

(d)

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3.

(e)

Backed

by

an

escrow

or

trust

containing

sufficient

U.S.

Government

or

U.S.

Government

agency

securities,

which

ensure

the

timely

payment

of

principal

and

interest.

(f)

Energy

Harbor

Corp

(ENGH)

common

stock

received

as

part

of

the

bankruptcy

settlements

during

February

2020

for

Beaver

County

Industrial

Development

Authority,

Pennsylvania,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generation

Project,

Refunding

Series

2005A,

4.000%,

1/01/35,

Beaver

County

Industrial

Development

Authority,

Pennsylvania,

Pollution

Control

Revenue

Refunding

Bonds,

FirstEnergy

Nuclear

Generation

Project,

Series

2006B,

3.500%,

12/01/35,

Pennsylvania

Economic

Development

Financing

Authority,

Exempt

Facilities

Revenue

Bonds,

Shipping

port

Project,

First

Energy

Guarantor,

Series

2006A,

2.550%,

11/01/41.

Various

funds

and

accounts

managed

by

Nuveen,

including

the

Fund,

collectively

are

a

substantial

minority

holder

of

ENGH’s

outstanding

shares

of

common

stock,

and

possess

certain

other

rights

with

respect

to

the

corporate

governance

of

ENGH.

Due

to

these

facts,

under

the

federal

securities

laws,

the

securities

of

ENGH

held

by

Nuveen

funds

and

accounts,

including

the

Fund,

cannot

be

sold

except

under

limited

conditions

(which

are

not  currently

satisfied).

The

Fund

is

therefore

unable

to

sell

such

shares

in

ordinary

secondary

market

transactions

at

this

time.

On

March

6,

2023

Vistra

Corp.

(“Vistra”)

announced

that

it

has

executed

a

definitive

agreement

with

Energy

Harbor

Corp.,

pursuant

to

which

Energy

Harbor

will

merge

with

and

into

a

newly-formed

subsidiary

of

Vistra.  The

companies

anticipate

closing

the

transaction

in

the

second

half

of

2023.  In

connection

with

the

transaction,

Nuveen

funds

and

accounts

expect

to

receive

a

combination

of

cash

and

shares

in

a

newly

formed

entity.

Nuveen

expects

these

shares

to

be

issued

in

a

private

transaction

and

may

have

reduced

secondary

market

liquidity.  The

transaction

is

subject

to

certain

regulatory

approvals

and

there

can

be

no

assurance

that

the

transaction

will

close.

(g)

Non-income

producing;

issuer

has

not

declared

an

ex-dividend

date

within

the

past

twelve

months.

(h)

Senior

loans

generally

pay

interest

at

rates

which

are

periodically

adjusted

by

reference

to

a

base

short-term,

floating

lending

rate

(Reference

Rate)

plus

an

assigned

fixed

rate

(Spread).

These

floating

lending

rates

are

generally

(i)

the

lending

rate

referenced

by

the

London

Inter-Bank

Offered

Rate

("LIBOR"),

or

(ii)

the

prime

rate

offered

by

one

or

more

major

United

States

banks.

Senior

loans

may

be

considered

restricted

in

that

the

Fund

ordinarily

is

contractually

obligated

to

receive

approval

from

the

agent

bank

and/or

borrower

prior

to

the

disposition

of

a

senior

loan.

The

rate

shown

is

the

coupon

as

of

the

end

of

the

reporting

period.

(i)

Senior

loans

generally

are

subject

to

mandatory

and/or

optional

prepayment.

Because

of

these

mandatory

prepayment

conditions

and

because

there

may

be

significant

economic

incentives

for

a

borrower

to

prepay,

prepayments

of

senior

loans

may

occur.

As

a

result,

the

actual

remaining

maturity

of

senior

loans

held

may

be

substantially

less

than

the

stated

maturities

shown.

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

N/A

Not

Applicable.

WI/DD

When-issued

or

delayed

delivery

security.

54

Nuveen

Virginia

Municipal

Bond

Fund

Portfolio

of

Investments

August

31,

2023

(Unaudited)

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

LONG-TERM

INVESTMENTS

-

101.0%   

X

479,101,861

MUNICIPAL

BONDS

-

101.0%  

X

479,101,861

Consumer

Staples

-

2.8%

Guam

Economic

Development

&

Commerce

Authority,

Tobacco

Settlement

Asset-Backed

Bonds,

Series

2007A:

$

245

5.250%,

6/01/32

9/23

at

100.00

$

240,107

600

5.625%,

6/01/47

9/23

at

100.00

574,608

7,655

Tobacco

Settlement

Financing

Corporation

of

Virginia,

Tobacco

Settlement

Asset

Backed

Bonds,

Series

2007B1,

5.000%,

6/01/47

9/23

at

100.00

7,036,400

5,555

Tobacco

Settlement

Financing

Corporation

of

Virginia,

Tobacco

Settlement

Asset-Backed

Bonds,

Series

2007B2,

5.200%,

6/01/46

9/23

at

100.00

5,360,686

Total

Consumer

Staples

13,211,801

Education

and

Civic

Organizations

-

10.3%

1,685

Alexandria

Industrial

Development

Authority,

Virginia,

Educational

Facilities

Revenue

Bonds,

Episcopal

High

School,

Series

2017,

4.000%,

1/01/40

1/27

at

100.00

1,599,250

College

of

William

and

Mary,

Virginia,

General

Pledge

Revenue

Bonds,

Series

2020A:

375

5.000%,

2/15/32

2/30

at

100.00

419,205

370

5.000%,

2/15/33

2/30

at

100.00

413,194

1,500

Farmville

Industrial

Development

Authority,

Virginia,

Educational

Facilities

Revenue

Bonds,

Convocation

Center

Project,

Series

2021,

5.375%,

7/01/53

-

AGM

Insured,

(Mandatory

Put

7/01/43)

7/28

at

103.00

1,557,525

1,455

Industrial

Development

Authority

of

the

City

of

Lexington,

Virginia,

Washington

and

Lee

University,

Educational

Facility

Revenue

Bonds,

Refunding

Series

2018A,

5.000%,

1/01/48

1/28

at

100.00

1,509,519

1,500

Loudoun

County

Industrial

Development

Authority,

Virginia,

Multi-Modal

Revenue

Bonds,

Howard

Hughes

Medical

Institute,

Series

2022A,

4.000%,

10/01/52

10/32

at

100.00

1,409,400

2,000

Madison

County

Industrial

Development

Authority,

Virginia,

Educational

Facilities

Revenue

Bonds,

Woodberry

Forest

School,

Series

2021,

3.000%,

10/01/50

10/30

at

100.00

1,485,920

500

Montgomery

County

Economic

Development

Authority,

Virginia,

Revenue

Bonds,

Virginia

Tech

Foundation,

Refunding

Series

2017A,

4.000%,

6/01/37

6/27

at

100.00

498,925

1,000

Montgomery

County

Economic

Development

Authority,

Virginia,

Revenue

Bonds,

Virginia

Tech

Foundation,

Refunding

Series

2019A,

4.000%,

6/01/34

6/29

at

100.00

1,032,730

750

Roanoke

Economic

Development

Authority,

Virginia,

Educational

Facilities

Revenue

Bonds,

Lynchburg

College,

Series

2018A,

5.000%,

9/01/43

9/28

at

100.00

742,942

2,500

The

Rector

and

Visitors

of

the

University

of

Virginia,

General

Pledge

Revenue

Bonds,

Green

Series

2015A-2,

5.000%,

4/01/45

4/25

at

100.00

2,544,325

The

Rector

and

Visitors

of

the

University

of

Virginia,

General

Pledge

Revenue

Bonds,

Refunding

Series

2017A:

8,855

5.000%,

4/01/39

4/27

at

100.00

9,299,255

5,000

5.000%,

4/01/47

4/27

at

100.00

5,186,450

5,000

The

Rector

and

Visitors

of

the

University

of

Virginia,

General

Pledge

Revenue

Bonds,

Refunding

Series

2017B,

5.000%,

4/01/46

4/27

at

100.00

5,191,450

1,000

Virginia

College

Building

Authority,

Educational

Facilities

Revenue

Bonds,

Marymount

University

Project,

Green

Series

2015B,

5.000%,

7/01/45,

144A

7/25

at

100.00

921,330

Virginia

College

Building

Authority,

Educational

Facilities

Revenue

Bonds,

Marymount

University

Project,

Refunding

Series

2015A:

3,000

5.000%,

7/01/35,

144A

7/25

at

100.00

2,944,680

4,465

5.000%,

7/01/45,

144A

7/25

at

100.00

4,113,738

5,025

Virginia

College

Building

Authority,

Educational

Facilities

Revenue

Bonds,

Public

Higher

Education

Financing

Program,

Series

2023A,

5.000%,

9/01/36

9/32

at

100.00

5,664,482

55

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Education

and

Civic

Organizations

(continued)

$

1,575

Virginia

College

Building

Authority,

Educational

Facilities

Revenue

Bonds,

Washington

and

Lee

University,

Series

1998,

5.250%,

1/01/31

-

NPFG

Insured

No

Opt.

Call

$

1,718,782

525

Virginia

Commonwealth

University,

General

Pledge

Revenue

Bonds,

Refunding

Series

2018A,

5.000%,

11/01/38

11/28

at

100.00

558,868

Total

Education

and

Civic

Organizations

48,811,970

Health

Care

-

16.0%

Arlington

County

Industrial

Development

Authority,

Virginia,

Hospital

Facility

Revenue

Bonds,

Virginia

Hospital

Center,

Series

2020:

1,200

5.000%,

7/01/31

7/30

at

100.00

1,312,140

1,050

5.000%,

7/01/32

7/30

at

100.00

1,147,881

1,000

5.000%,

7/01/33

7/30

at

100.00

1,093,290

325

5.000%,

7/01/37

7/30

at

100.00

344,601

1,195

4.000%,

7/01/38

7/30

at

100.00

1,164,623

2,075

4.000%,

7/01/45

7/30

at

100.00

1,909,871

Chesapeake

Hospital

Authority,

Virginia,

Hospital

Facility

Revenue

Bonds,

Chesapeake

Regional

Medical

Center,

Series

2019:

2,030

5.000%,

7/01/30

7/29

at

100.00

2,180,667

1,000

4.000%,

7/01/39

7/29

at

100.00

932,960

1,920

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

CommonSpirit

Health,

Series

2019A-1,

4.000%,

8/01/44

8/29

at

100.00

1,709,357

3,000

Fairfax

County

Industrial

Development

Authority,

Virginia,

Healthcare

Revenue

Bonds,

Inova

Health

System,

Refunding

Series

2022,

4.000%,

5/15/44

5/32

at

100.00

2,892,480

2,000

Fairfax

County

Industrial

Development

Authority,

Virginia,

Healthcare

Revenue

Bonds,

Inova

Health

System,

Series

2014A,

5.000%,

5/15/44

5/24

at

100.00

2,009,440

2,000

Fairfax

County

Industrial

Development

Authority,

Virginia,

Healthcare

Revenue

Bonds,

Inova

Health

System,

Series

2018A,

4.000%,

5/15/48

5/28

at

100.00

1,899,440

3,000

Front

Royal

and

Warren

County

Industrial

Development

Authority,

Virginia,

Hospital

Revenue

Bonds,

Valley

Health

System

Obligated

Group,

Series

2018,

4.000%,

1/01/50

1/25

at

103.00

2,700,570

3,500

Industrial

Development

Authority

of

the

City

of

Newport

News,

Virginia,

Health

System

Revenue

Bonds,

Riverside

Health

System,

Series

2015A,

5.330%,

7/01/45,

144A

7/25

at

100.00

3,513,825

Lynchburg

Economic

Development

Authority,

Virginia,

Hospital

Revenue

Bonds,

Centra

Health

Obligated

Group,

Refunding

Series

2017A:

180

5.000%,

1/01/32

1/27

at

100.00

186,449

3,000

5.000%,

1/01/47

1/27

at

100.00

3,014,610

Lynchburg

Economic

Development

Authority,

Virginia,

Hospital

Revenue

Bonds,

Centra

Health

Obligated

Group,

Refunding

Series

2021:

4,050

4.000%,

1/01/47

1/32

at

100.00

3,573,558

3,000

3.000%,

1/01/51

1/32

at

100.00

2,006,190

1,000

Norfolk

Economic

Development

Authority,

Virginia,

Hospital

Facility

Revenue

Bonds,

Sentara

Healthcare

Systems,

Refunding

Series

2018B,

4.000%,

11/01/48

11/28

at

100.00

934,730

5,000

Roanoke

Economic

Development

Authority,

Virginia,

Hospital

Revenue

Bonds,

Carilion

Clinic

Obligated

Group,

Series

2020A,

4.000%,

7/01/51

7/30

at

100.00

4,588,000

Stafford

County

Economic

Development

Authority,

Virginia,

Hospital

Facilities

Revenue

Bonds,

Mary

Washington

Healthcare

Obligated

Group,

Refunding

Series

2016:

1,000

5.000%,

6/15/32

6/26

at

100.00

1,030,180

1,800

5.000%,

6/15/35

6/26

at

100.00

1,846,278

1,600

5.000%,

6/15/36

6/26

at

100.00

1,633,008

1,360

4.000%,

6/15/37

6/26

at

100.00

1,269,846

6,500

Virginia

Commonwealth

University

Health

System

Authority,

General

Revenue

Bonds,

Series

2017B,

5.000%,

7/01/46

7/27

at

100.00

6,558,305

9,160

Virginia

Small

Business

Finance

Authority,

Healthcare

Facilities

Revenue

Bonds,

Bon

Secours

Mercy

Health,

Inc.,

Series

2020A,

4.000%,

12/01/49

6/30

at

100.00

8,261,587

Nuveen

Virginia

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

August

31,

2023

(Unaudited)

56

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Health

Care

(continued)

$

5,000

Virginia

Small

Business

Finance

Authority,

Healthcare

Facilities

Revenue

Bonds,

Bon

Secours

Mercy

Health,

Inc.,

Series

2022A,

5.000%,

10/01/41

10/32

at

100.00

$

5,262,900

Virginia

Small

Business

Finance

Authority,

Healthcare

Facilities

Revenue

Bonds,

Sentara

Healthcare,

Refunding

Series

2020:

4,000

4.000%,

11/01/38

11/29

at

100.00

3,942,680

1,150

4.000%,

11/01/39

11/29

at

100.00

1,124,067

Winchester

Economic

Development

Authority,

Virginia,

Hospital

Revenue

Bonds,

Valley

Health

System

Obligated

Group,

Refunding

Series

2015:

1,250

5.000%,

1/01/32

1/26

at

100.00

1,283,837

1,230

5.000%,

1/01/34

1/26

at

100.00

1,262,337

2,000

4.000%,

1/01/37

1/26

at

100.00

1,978,560

1,215

5.000%,

1/01/44

1/26

at

100.00

1,223,250

Total

Health

Care

75,791,517

Housing/Multifamily

-

4.3%

495

Fairfax

County

Redevelopment

and

Housing

Authority,

Virginia,

FHA-

Insured

Elderly

Housing

Mortgage

Revenue

Refunding

Bonds,

Little

River

Glen,

Series

1996,

6.100%,

9/01/26

10/23

at

100.00

495,886

795

Richmond

Redevelopment

and

Housing

Authority,

Virginia,

Multi-Family

Housing

Revenue

Bonds,

American

Tobacco

Apartments,

Series

2017,

5.550%,

1/01/37,

144A

1/27

at

100.00

701,111

Virginia

Housing

Development

Authority,

Rental

Housing

Bonds,

Series

2015A:

1,510

3.500%,

3/01/35

3/24

at

100.00

1,455,202

1,790

3.625%,

3/01/39

3/24

at

100.00

1,614,777

1,000

Virginia

Housing

Development

Authority,

Rental

Housing

Bonds,

Series

2015C,

4.000%,

8/01/45

8/24

at

100.00

913,330

2,585

Virginia

Housing

Development

Authority,

Rental

Housing

Bonds,

Series

2015E,

3.750%,

12/01/40

12/24

at

100.00

2,325,854

1,500

Virginia

Housing

Development

Authority,

Rental

Housing

Bonds,

Series

2016B,

3.350%,

5/01/36

5/25

at

100.00

1,382,535

1,710

Virginia

Housing

Development

Authority,

Rental

Housing

Bonds,

Series

2017A,

3.875%,

3/01/47

3/26

at

100.00

1,477,714

3,000

Virginia

Housing

Development

Authority,

Rental

Housing

Bonds,

Series

2019A,

3.600%,

9/01/39

3/28

at

100.00

2,666,040

1,250

Virginia

Housing

Development

Authority,

Rental

Housing

Bonds,

Series

2020E,

2.300%,

7/01/40

7/29

at

100.00

875,012

1,745

Virginia

Housing

Development

Authority,

Rental

Housing

Bonds,

Series

2020G,

2.200%,

9/01/40

9/29

at

100.00

1,235,477

2,000

Virginia

Housing

Development

Authority,

Rental

Housing

Bonds,

Series

2021B,

2.400%,

3/01/46

3/30

at

100.00

1,337,140

2,000

Virginia

Housing

Development

Authority,

Rental

Housing

Bonds,

Series

2021K,

2.375%,

12/01/41

12/30

at

100.00

1,386,320

1,000

Virginia

Housing

Development

Authority,

Rental

Housing

Bonds,

Series

2022F,

5.000%,

10/01/52

10/31

at

100.00

1,000,700

1,250

Williamsburg

Economic

Development

Authority,

Virginia,

Student

Housing

Revenue

Bonds,

Provident

Group

-

Williamsburg

Properties

LLC

-

William

and

Mary

Project

Series

2023A,

5.250%,

7/01/53

-

AGM

Insured

7/33

at

100.00

1,349,400

Total

Housing/Multifamily

20,216,498

Industrials

-

0.8%

4,350

Amelia

County

Industrial

Development

Authority,

Virginia,

Solid

Waste

Disposal

Revenue

Bonds,

Waste

Management

Inc.,

Series

2002,

1.450%,

4/01/27,

(AMT)

No

Opt.

Call

3,931,312

Total

Industrials

3,931,312

57

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Long-Term

Care

-

3.2%

$

2,800

Albemarle

County,

Virginia,

Residential

Care

Facility

Revenue

Bonds,  Westminster-Canterbury

of

the

Blue

Ridge,

Refunding

Series

2022A,

4.000%,

6/01/49

6/29

at

103.00

$

2,339,960

Henrico

County

Economic

Development

Authority,

Virginia,

Residential

Care

Facility

Revenue

Bonds,

Westminster

Canterbury

of

Richmond,

Refunding

Series

2020:

1,650

4.000%,

10/01/31

10/26

at

103.00

1,622,659

1,000

4.000%,

10/01/50

10/26

at

103.00

840,540

1,000

James

City

County

Economic

Development

Authority,

Virginia,

Residential

Care

Facility

Revenue

Bonds,

Williamsburg

Landing

Inc.,

Refunding

Series

2021A,

4.000%,

12/01/50

12/27

at

103.00

756,080

625

James

City

County

Economic

Development

Authority,

Virginia,

Residential

Care

Facility

Revenue

Bonds,

WindsorMeade,

Series

2021A,

4.000%,

6/01/41

6/27

at

103.00

487,319

1,000

Lexington

Industrial

Development

Authority,

Virginia,

Residential

Care

Facility

Revenue

Bonds,

Kendal

at

Lexington

Retirement

Community

Inc.,

Refunding

Series

2016,

4.000%,

1/01/37

1/25

at

102.00

882,980

1,000

Lexington

Industrial

Development

Authority,

Virginia,

Residential

Care

Facility

Revenue

Bonds,

Kendal

at

Lexington

Retirement

Community

Inc.,

Refunding

Series

2022.

Forward

Delivery,

4.000%,

1/01/48

1/29

at

103.00

775,510

Norfolk

Redevelopment

and

Housing

Authority,

Virginia,

Fort

Norfolk

Retirement

Community,

Inc.,

Harbor's

Edge

Project,

Series

2019A:

500

5.000%,

1/01/49

1/24

at

104.00

394,960

3,300

5.250%,

1/01/54

1/24

at

104.00

2,642,937

1,500

Prince

William

County

Industrial

Development

Authority,

Virginia,

Residential

Care

Facility

Revenue

Bonds,

Westminster

at

Lake

Ridge,

Refunding

Series

2016,

5.000%,

1/01/46

1/25

at

102.00

1,200,780

Suffolk

Economic

Development

Authority,

Virginia,

Retirement

Facilities

First

Mortgage

Revenue

Bonds,

Lake

Prince

Center,

Inc./United

Church

Homes

and

Services

Obligated

Group,

Refunding

Series

2016:

2,110

5.000%,

9/01/26

9/24

at

102.00

2,078,413

500

5.000%,

9/01/31

9/24

at

102.00

476,240

1,025

Virginia

Small

Business

Financing

Authority,

Revenue

Bonds,

National

Senior

Campuses

Inc

Obligated

Group,

Series

2020A,

4.000%,

1/01/45

7/27

at

103.00

877,544

Total

Long-Term

Care

15,375,922

Tax

Obligation/General

-

6.5%

4,600

Corona-Norco

Unified

School

District,

Riverside

County,

California,

General

Obligation

Bonds,

Capital

Appreciation,

Election

2006

Refunding

Series

2009C,

0.000%,

8/01/32

No

Opt.

Call

3,226,026

3,000

Fairfax

County,

Virginia,

General

Obligation

Bonds,

Public

Improvement

Series

2023A,

5.000%,

10/01/32

4/32

at

100.00

3,474,900

3,465

Loudoun

County,

Virginia,

General

Obligation

Bonds,

Public

Improvement

Series

2017A,

5.000%,

12/01/25

No

Opt.

Call

3,605,956

2,000

Loudoun

County,

Virginia,

General

Obligation

Bonds,

Public

Improvement

Series

2023A,

5.000%,

12/01/39

12/32

at

100.00

2,230,860

1,250

Norfolk,

Virginia,

General

Obligation

Bonds,

Capital

Improvement

Refunding

Series

2016A,

5.000%,

10/01/28

10/26

at

100.00

1,320,338

1,000

Norfolk,

Virginia,

General

Obligation

Bonds,

Refunding

Capital

Improvement

Series

2023A,

5.000%,

9/01/40

9/32

at

100.00

1,105,260

6,715

Patterson

Joint

Unified

School

District,

Stanislaus

County,

California,

General

Obligation

Bonds,

2008

Election

Series

2009B,

0.000%,

8/01/45

-

AGM

Insured

No

Opt.

Call

2,350,317

Puerto

Rico,

General

Obligation

Bonds,

Restructured

Series

2022A-1:

2,920

5.625%,

7/01/29

No

Opt.

Call

3,089,024

4,500

0.000%,

7/01/33

7/31

at

89.94

2,741,850

1,000

4.000%,

7/01/33

7/31

at

103.00

936,380

2,000

4.000%,

7/01/41

7/31

at

103.00

1,729,500

2,710

Virginia

State,

General

Obligation

Bonds,

Series

2020A,

4.000%,

6/01/30

No

Opt.

Call

2,884,036

Nuveen

Virginia

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

August

31,

2023

(Unaudited)

58

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Tax

Obligation/General

(continued)

Wylie

Independent

School

District,

Collin

County,

Texas,

General

Obligation

Bonds,

School

Building

Series

2015B:

$

7,110

0.000%,

8/15/48

8/25

at

38.79

$

2,074,343

Total

Tax

Obligation/General

30,768,790

Tax

Obligation/Limited

-

18.5%

Arlington

County

Industrial

Development

Authority,

Virginia,

Revenue

Bonds,

Refunding

County

Projects,

Series

2017:

1,485

5.000%,

2/15/34

8/27

at

100.00

1,601,068

1,000

5.000%,

2/15/35

8/27

at

100.00

1,074,480

925

5.000%,

2/15/36

8/27

at

100.00

988,825

1,495

Cherry

Hill

Community

Development

Authority,

Virginia,

Special

Assesment

Bonds,

Potomac

Shores

Project,

Series

2015,

5.400%,

3/01/45,

144A

3/25

at

100.00

1,497,512

1,000

Dulles

Town

Center

Community

Development

Authority,

Loudon

County,

Virginia

Special

Assessment

Refunding

Bonds,

Dulles

Town

Center

Project,

Series

2012,

4.250%,

3/01/26

10/23

at

100.00

971,730

1,000

Fairfax

County

Economic

Development

Authority,

Virginia,

Revenue

Bonds,

Metrorail

Parking

System

Project,

Series

2017,

5.000%,

4/01/37

4/27

at

100.00

1,044,820

1,575

Farms

of

New

Kent

Community

Development

Authority,

Virginia,

Special

Assessment

Bonds,

Refunding

Series

2021A,

3.750%,

3/01/36,

144A

3/31

at

100.00

1,470,688

Government

of

Guam,

Business

Privilege

Tax

Bonds,

Refunding

Series

2015D:

3,000

5.000%,

11/15/33

11/25

at

100.00

3,021,570

1,000

5.000%,

11/15/35

11/25

at

100.00

1,002,480

Guam

Government,

Limited

Obligation

Section

30

Revenue

Bonds,

Series

2016A:

1,000

5.000%,

12/01/30

12/26

at

100.00

1,021,970

1,000

5.000%,

12/01/34

12/26

at

100.00

1,018,490

Hampton

Roads

Transportation

Accountability

Commision,

Virginia,

Revenue

Bonds,

Hampton

Roads

Transportation

Fund,

Senior

Lien

Series

2020A:

4,000

5.000%,

7/01/50

7/30

at

100.00

4,236,720

2,000

5.250%,

7/01/60

7/30

at

100.00

2,142,880

Hampton

Roads

Transportation

Accountability

Commission,

Virginia,

Hampton

Roads

Transportation

Fund

Revenue

Bonds,

Senior

Lien

Series

2018A:

4,350

5.000%,

7/01/48

1/28

at

100.00

4,530,264

3,000

Hampton

Roads

Transportation

Accountability

Commission,

Virginia,

Revenue

Bonds,

Hampton

Roads

Transportation

Fund,

Senior

Lien

Series

2022A,

4.000%,

7/01/52

7/32

at

100.00

2,788,410

3,000

Harris

County-Houston

Sports

Authority,

Texas,

Revenue

Bonds,

Capital

Appreciation

Refunding

Senior

Lien

Series

2014A,

0.000%,

11/15/51

-

AGM

Insured

11/31

at

37.76

677,910

905

Lower

Magnolia

Green

Community

Development

Authority,

Virginia,

Special

Assessment

Bonds,

Series

2015,

5.000%,

3/01/45,

144A

3/25

at

100.00

844,039

765

Matching

Fund

Special

Purpose

Securitization

Corporation,

Virgin

Islands,

Revenue

Bonds,

Series

2022A,

5.000%,

10/01/30

No

Opt.

Call

770,990

Peninsula

Town

Center

Community

Development

Authority,

Virginia,

Special

Obligation

Bonds,

Refunding

Series

2018:

365

4.500%,

9/01/28,

144A

9/27

at

100.00

359,912

800

5.000%,

9/01/37,

144A

9/27

at

100.00

775,720

2,185

5.000%,

9/01/45,

144A

9/27

at

100.00

2,010,003

3,000

Puerto

Rico

Highway

and

Transportation

Authority,

Restructured

Toll

Revenue

Bonds,

Series

2022A,

5.000%,

7/01/62

7/32

at

100.00

2,958,750

59

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Tax

Obligation/Limited

(continued)

Puerto

Rico

Sales

Tax

Financing

Corporation,

Sales

Tax

Revenue

Bonds,

Restructured

2018A-1:

$

19

0.000%,

7/01/24

No

Opt.

Call

$

18,387

81

0.000%,

7/01/27

No

Opt.

Call

69,334

317

0.000%,

7/01/29

7/28

at

98.64

248,011

210

0.000%,

7/01/31

7/28

at

91.88

150,119

432

0.000%,

7/01/33

7/28

at

86.06

279,564

3,247

0.000%,

7/01/51

7/28

at

30.01

671,090

2,000

4.750%,

7/01/53

7/28

at

100.00

1,874,940

10,615

5.000%,

7/01/58

7/28

at

100.00

10,300,796

Puerto

Rico

Sales

Tax

Financing

Corporation,

Sales

Tax

Revenue

Bonds,

Taxable

Restructured

Cofina

Project

Series

2019A-2:

2,180

4.329%,

7/01/40

7/28

at

100.00

2,070,128

61

4.536%,

7/01/53

7/28

at

100.00

55,208

31

4.784%,

7/01/58

7/28

at

100.00

29,059

Virgin

Islands

Public

Finance

Authority,

Federal

Highway

Grant

Anticipation

Loan

Note

Revenue

Bonds,

Series

2015:

500

5.000%,

9/01/23,

144A

No

Opt.

Call

500,000

1,000

5.000%,

9/01/30,

144A

9/25

at

100.00

1,010,010

1,000

5.000%,

9/01/33,

144A

9/25

at

100.00

1,012,650

1,000

Virgin

Islands

Public

Finance

Authority,

Gross

Receipts

Taxes

Loan

Note,

Refunding

Series

2006,

5.000%,

10/01/28

-

FGIC

Insured

10/23

at

100.00

1,010,140

2,240

Virgin

Islands

Public

Finance

Authority,

Gross

Receipts

Taxes

Loan

Note,

Working

Capital

Series

2014A,

5.000%,

10/01/34

-

AGM

Insured,

144A

10/24

at

100.00

2,259,555

2,000

Virginia

College

Building

Authority,

Educational

Facilities

Revenue

Bonds,

21st

Century

Collage

&

Equipment

Programs,

Series

2023A,

5.000%,

2/01/41

2/33

at

100.00

2,198,480

Virginia

College

Building

Authority,

Educational

Facilities

Revenue

Bonds,

21st

Century

College

&

Equipment

Programs,

Refunding

Series

2017E:

1,000

5.000%,

2/01/30

2/28

at

100.00

1,081,960

2,000

5.000%,

2/01/32

2/28

at

100.00

2,156,600

3,500

Virginia

Commonwealth

Transportation

Board,

Federal

Transportation

Grant

Anticipation

Revenue

Notes,

Series

2016,

5.000%,

9/15/30

9/26

at

100.00

3,678,290

2,900

Virginia

Commonwealth

Transportation

Board,

Federal

Transportation

Grant

Anticipation

Revenue

Notes,

Series

2020,

5.000%,

3/15/33

9/30

at

100.00

3,281,437

695

Virginia

Gateway

Community

Development

Authority,

Prince

William

County,

Virginia,

Special

Assessment

Refunding

Bonds,

Series

2012,

5.000%,

3/01/25

10/23

at

100.00

685,228

2,000

Virginia

Port

Authority,

Commonwealth

Port

Fund

Revenue

Bonds,

Series

2023A,

5.250%,

7/01/48

7/33

at

100.00

2,221,920

2,000

Virginia

Public

Building

Authority,

Public

Facilities

Revenue

Bonds,

Series

2019B,

4.000%,

8/01/38,

(AMT)

8/29

at

100.00

1,949,900

2,000

Virginia

Public

School

Authority,

School

Financing

Bonds,

1997

Resolution,

Series

2015A,

5.000%,

8/01/26

8/25

at

100.00

2,066,260

25

Virginia

Resources

Authority,

Infrastructure

Revenue

Bonds,

Pooled

Financing

Program,

Series

2012A,

5.000%,

11/01/42

10/23

at

100.00

25,013

345

Virginia

Small

Business

Financing

Authority,

Tourism

Development

Financing

Program

Revenue

Bonds,

Virginia

Beach

Oceanfront

South

Hotel

Project,

Senior

Series

2020A-1,

8.000%,

10/01/43,

144A

10/30

at

120.40

345,807

1,000

Virginia

Transportation

Board,

Transportation

Revenue

Bonds,

Capital

Projects,

Series

2017,

4.000%,

5/15/42

5/27

at

100.00

982,870

4,000

Washington

Metropolitan

Area

Transit

Authority,

District

of

Columbia,

Dedicated

Revenue

Bonds,

Green

Series

2021A,

4.000%,

7/15/43

7/31

at

100.00

3,891,600

3,530

Washington

Metropolitan

Area

Transit

Authority,

District

of

Columbia,

Dedicated

Revenue

Bonds,

Green

Series

2021A.,

5.250%,

7/15/53

7/33

at

100.00

3,829,415

1,000

Western

Virginia

Regional

Jail

Authority,

Virginia,

Facility

Revenue

Bonds,

Refunding

Series

2016,

5.000%,

12/01/37

12/26

at

100.00

1,037,800

Total

Tax

Obligation/Limited

87,800,802

Nuveen

Virginia

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

August

31,

2023

(Unaudited)

60

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Transportation

-

23.6%

Capital

Region

Airport

Commission,

Virginia,

Airport

Revenue

Bonds,

Refunding

Series

2016A:

$

350

4.000%,

7/01/36

7/26

at

100.00

$

351,050

770

4.000%,

7/01/38

7/26

at

100.00

759,366

2,000

Chesapeake

Bay

Bridge

and

Tunnel

District,

Virginia,

General

Resolution

Revenue

Bonds,

First

Tier

Bond

Anticipation

Notes

Series

2019,

5.000%,

11/01/23

No

Opt.

Call

2,003,360

Chesapeake

Bay

Bridge

and

Tunnel

District,

Virginia,

General

Resolution

Revenue

Bonds,

First

Tier

Series

2016:

5,580

5.000%,

7/01/41

-

AGM

Insured

7/26

at

100.00

5,688,587

1,830

5.000%,

7/01/46

7/26

at

100.00

1,848,904

2,000

5.000%,

7/01/51

7/26

at

100.00

2,014,200

Chesapeake,

Virginia,

Transportation

System

Senior

Toll

Road

Revenue

Bonds,

Capital

Appreciation

Series

2012B:

3,000

4.750%,

7/15/32

7/28

at

100.00

3,118,590

1,755

4.875%,

7/15/40

-

AGM

Insured

7/28

at

100.00

1,807,246

1,620

Chesapeake,

Virginia,

Transportation

System

Senior

Toll

Road

Revenue

Bonds,

Series

2012A,

5.000%,

7/15/47

10/23

at

100.00

1,620,162

305

Metropolitan

Washington

Airports

Authority,

D.C.,

Dulles

Toll

Road

Revenue

Bonds,

Dulles

Metrorail

&

Capital

improvement

Projects,

Refunding

&

Subordinate

Lien

Series

2019B,

4.000%,

10/01/38

10/29

at

100.00

297,729

2,500

Metropolitan

Washington

Airports

Authority,

District

of

Columbia,

Dulles

Toll

Road

Revenue

Bonds,

Dulles

Metrorail

&

Capital

improvement

Projects,

Refunding

&

Subordinate

Lien

Series

2019B,

4.000%,

10/01/53

-

AGM

Insured

10/29

at

100.00

2,283,325

2,000

Metropolitan

Washington

Airports

Authority,

District

of

Columbia,

Dulles

Toll

Road

Revenue

Bonds,

Dulles

Metrorail

&

Capital

Improvement

Projects,

Refunding

First

Senior

Lien

Series

2019A,

5.000%,

10/01/36

10/28

at

100.00

2,093,560

2,000

Metropolitan

Washington

Airports

Authority,

District

of

Columbia,

Dulles

Toll

Road

Revenue

Bonds,

Dulles

Metrorail

&

Capital

Improvement

Projects,

Refunding

Second

Senior

Lien

Series

2022A,

4.000%,

10/01/52

-

AGM

Insured

10/31

at

100.00

1,836,020

Metropolitan

Washington

Airports

Authority,

District

of

Columbia,

Dulles

Toll

Road

Revenue

Bonds,

Dulles

Metrorail

&

Capital

improvement

Projects,

Second

Senior

Lien

Series

2009B:

4,200

0.000%,

10/01/26

-

AGC

Insured

No

Opt.

Call

3,747,702

5,850

0.000%,

10/01/34

-

AGC

Insured

No

Opt.

Call

3,771,027

13,000

0.000%,

10/01/36

-

AGC

Insured

No

Opt.

Call

7,435,090

3,300

Metropolitan

Washington

Airports

Authority,

District

of

Columbia,

Dulles

Toll

Road

Revenue

Bonds,

Dulles

Metrorail

Capital

Appreciation,

Second

Senior

Lien

Series

2010B,

6.500%,

10/01/44

10/28

at

100.00

3,671,580

1,000

Metropolitan

Washington

D.C.

Airports

Authority,

Airport

System

Revenue

Bonds,

Forward

Delivery

Refunding

Series

2020A,

5.000%,

10/01/32,

(AMT)

10/30

at

100.00

1,079,420

5,200

Metropolitan

Washington

D.C.

Airports

Authority,

Airport

System

Revenue

Bonds,

Refunding

Series

2016A,

5.000%,

10/01/35,

(AMT)

10/26

at

100.00

5,352,100

Metropolitan

Washington

D.C.

Airports

Authority,

Airport

System

Revenue

Bonds,

Refunding

Series

2017:

625

5.000%,

10/01/34,

(AMT)

10/27

at

100.00

652,181

3,000

5.000%,

10/01/42,

(AMT)

10/27

at

100.00

3,051,780

Metropolitan

Washington

D.C.

Airports

Authority,

Airport

System

Revenue

Bonds,

Refunding

Series

2018A:

3,000

5.000%,

10/01/32,

(AMT)

10/28

at

100.00

3,168,480

3,345

5.000%,

10/01/37,

(AMT)

10/28

at

100.00

3,465,453

Metropolitan

Washington

D.C.

Airports

Authority,

Airport

System

Revenue

Bonds,

Refunding

Series

2019A:

1,000

5.000%,

10/01/36,

(AMT)

10/29

at

100.00

1,051,740

4,000

5.000%,

10/01/38,

(AMT)

10/29

at

100.00

4,168,720

1,450

Metropolitan

Washington

D.C.

Airports

Authority,

Airport

System

Revenue

Bonds,

Refunding

Series

2023A,

5.250%,

10/01/42,

(AMT)

10/32

at

100.00

1,542,452

61

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Transportation

(continued)

New

York

Transportation

Development

Corporation,

New

York,

Special

Facility

Revenue

Bonds,

American

Airlines,

Inc.

John

F

Kennedy

International

Airport

Project,

Refunding

Series

2016:

$

95

5.000%,

8/01/26,

(AMT)

9/23

at

100.00

$

95,209

595

5.000%,

8/01/31,

(AMT)

9/23

at

100.00

596,482

Norfolk

Airport

Authority,

Virginia,

Airport

Revenue

Bonds,

Series

2019:

1,000

5.000%,

7/01/37

7/29

at

100.00

1,056,000

2,925

5.000%,

7/01/43

7/29

at

100.00

3,037,612

Virginia

Small

Business

Financing

Authority,

Private

Activity

Revenue

Bonds,

Transform

66

P3

Project,

Senior

Lien

Series

2017:

7,800

5.000%,

12/31/49,

(AMT)

6/27

at

100.00

7,812,870

2,750

5.000%,

12/31/52,

(AMT)

6/27

at

100.00

2,741,393

Virginia

Small

Business

Financing

Authority,

Revenue

Bonds,

95

Express

Lanes

LLC

Project,

Refunding

Senior

Lien

Series

2022:

2,500

5.000%,

1/01/36,

(AMT)

1/32

at

100.00

2,624,100

1,000

5.000%,

1/01/38,

(AMT)

1/32

at

100.00

1,026,980

1,000

5.000%,

7/01/38,

(AMT)

1/32

at

100.00

1,026,280

2,000

4.000%,

1/01/42,

(AMT)

1/32

at

100.00

1,797,320

4,500

5.000%,

12/31/47,

(AMT)

12/32

at

100.00

4,537,305

1,000

5.000%,

12/31/57,

(AMT)

12/32

at

100.00

1,003,590

Virginia

Small

Business

Financing

Authority,

Revenue

Bonds,

Elizabeth

River

Crossing

OPCO,

LLC

Project,

Refunding

Senior

Lien

Series

2022:

2,365

4.000%,

1/01/33,

(AMT)

1/32

at

100.00

2,320,822

1,000

4.000%,

1/01/38,

(AMT)

1/32

at

100.00

920,200

2,500

4.000%,

1/01/40,

(AMT)

1/32

at

100.00

2,268,000

6,000

3.000%,

1/01/41,

(AMT)

1/32

at

100.00

4,557,000

Washington

Metropolitan

Area

Transit

Authority,

District

of

Columbia,

Gross

Revenue

Bonds,

Series

2017B:

2,000

5.000%,

7/01/30

7/27

at

100.00

2,121,380

1,400

5.000%,

7/01/37

7/27

at

100.00

1,453,914

2,000

5.000%,

7/01/42

7/27

at

100.00

2,062,860

1,000

Washington

Metropolitan

Area

Transit

Authority,

District

of

Columbia,

Gross

Revenue

Bonds,

Series

2018,

5.000%,

7/01/37

7/27

at

100.00

1,038,510

Total

Transportation

111,977,651

U.S.

Guaranteed

-

8.1%

(c)

275

Bristol,

Virginia,

General

Obligation

Utility

System

Revenue

Bonds,

Series

2002,

5.000%,

11/01/24

-

AGM

Insured,

(ETM)

No

Opt.

Call

277,436

100

Embrey

Mill

Community

Development

Authority,

Virginia,

Special

Assessment

Revenue

Bonds,

Series

2015,

5.600%,

3/01/45,

(Pre-

refunded

3/01/25)

3/25

at

100.00

103,130

1,000

Fairfax

County

Economic

Development

Authority,

Virginia,

County

Facilities

Revenue

Bonds,

Refunding

Series

2017B,

5.000%,

10/01/34,

(Pre-refunded

10/01/27)

10/27

at

100.00

1,078,580

Fairfax

County

Economic

Development

Authority,

Virginia,

Residential

Care

Facilities

Mortgage

Revenue

Bonds,

Goodwin

House,

Inc.,

Series

2016A:

700

4.000%,

10/01/42,

(Pre-refunded

10/01/24)

10/24

at

102.00

715,743

4,725

5.000%,

10/01/42,

(Pre-refunded

10/01/24)

10/24

at

102.00

4,880,500

Fairfax

County

Economic

Development

Authority,

Virginia,

Residential

Care

Facilities

Revenue

Bonds,

Vinson

Hall

LLC,

Series

2013A:

1,000

5.000%,

12/01/42,

(Pre-refunded

12/01/23)

12/23

at

100.00

1,003,790

1,000

5.000%,

12/01/47,

(Pre-refunded

12/01/23)

12/23

at

100.00

1,003,790

Nuveen

Virginia

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

August

31,

2023

(Unaudited)

62

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

U.S.

Guaranteed

(c)

(continued)

Hampton

Roads

Sanitation

District,

Virginia,

Wastewater

Revenue

Bonds,

Subordinate

Series

2018A:

$

1,400

5.000%,

10/01/40,

(Pre-refunded

10/01/27)

10/27

at

100.00

$

1,507,226

2,100

5.000%,

10/01/42,

(Pre-refunded

10/01/27)

10/27

at

100.00

2,260,839

1,770

5.000%,

10/01/43,

(Pre-refunded

10/01/27)

10/27

at

100.00

1,905,564

Hampton

Roads

Transportation

Accountability

Commission,

Virginia,

Hampton

Roads

Transportation

Fund

Revenue

Bonds,

Senior

Lien

Series

2018A:

1,650

5.000%,

7/01/48,

(Pre-refunded

1/01/28)

1/28

at

100.00

1,784,888

1,000

5.000%,

7/01/52,

(Pre-refunded

1/01/28)

1/28

at

100.00

1,083,860

9,760

5.500%,

7/01/57,

(Pre-refunded

1/01/28)

1/28

at

100.00

10,775,235

5,250

Metropolitan

Washington

Airports

Authority,

District

of

Columbia,

Dulles

Toll

Road

Revenue

Bonds,

Dulles

Metrorail

&

Capital

improvement

Projects,

Second

Senior

Lien

Series

2009C,

6.500%,

10/01/41,

(Pre-

refunded

10/01/26)

-

AGC

Insured

10/26

at

100.00

5,770,170

2,190

Virginia

College

Building

Authority,

Educational

Facilities

Revenue

Bonds,

Washington

and

Lee

University,

Series

2015A,

5.000%,

1/01/40,

(Pre-

refunded

1/01/25)

1/25

at

100.00

2,239,472

1,665

Winchester

Economic

Development

Authority,

Virginia,

Hospital

Revenue

Bonds,

Valley

Health

System

Obligated

Group,

Refunding

Series

2014A,

5.000%,

1/01/44,

(Pre-refunded

1/01/24)

1/24

at

100.00

1,672,493

Wylie

Independent

School

District,

Collin

County,

Texas,

General

Obligation

Bonds,

School

Building

Series

2015B:

890

0.000%,

8/15/48,

(Pre-refunded

8/15/25)

8/25

at

38.79

321,201

Total

U.S.

Guaranteed

38,383,917

Utilities

-

6.9%

4,300

Beaver

County

Industrial

Development

Authority,

Pennsylvania,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Generation

Project,

Refunding

Series

2006A,

4.750%,

1/01/35,

(Mandatory

Put

7/01/33)

No

Opt.

Call

4,300,000

2,500

Guam

Government

Waterworks

Authority,

Water

and

Wastewater

System

Revenue

Bonds,

Refunding

Series

2014A,

5.000%,

7/01/35

7/24

at

100.00

2,512,175

1,000

Guam

Government

Waterworks

Authority,

Water

and

Wastewater

System

Revenue

Bonds,

Refunding

Series

2017,

5.000%,

7/01/33

7/27

at

100.00

1,027,290

3,765

Loudoun

County

Sanitation

Authority,

Virginia,

Water

and

Sewer

System

Revenue

Bonds,

Refunding

Series

2021,

4.000%,

1/01/33

1/31

at

100.00

3,992,670

2,000

Louisa

Industrial

Development

Authority,

Virginia,

Pollution

Control

Revenue

Bonds,

Virginia

Electric

and

Power

Company,

Refunding

Series

2008C,

1.650%,

11/01/35,

(Mandatory

Put

5/31/24)

No

Opt.

Call

1,953,500

1,715

Norfolk,

Virginia,

Water

Revenue

Bonds,

Refunding

Series

2017,

5.000%,

11/01/42

11/27

at

100.00

1,794,953

4,000

Norfolk,

Virginia,

Water

Revenue

Bonds,

Series

2015A,

5.250%,

11/01/44

11/24

at

100.00

4,060,440

2,000

Puerto

Rico

Aqueduct

and

Sewerage

Authority,

Revenue

Bonds,

Refunding

Senior

Lien

Series

2020A,

5.000%,

7/01/47,

144A

7/30

at

100.00

1,921,800

2,000

Puerto

Rico

Aqueduct

and

Sewerage

Authority,

Revenue

Bonds,

Refunding

Senior

Lien

Series

2021B,

4.000%,

7/01/42,

144A

7/31

at

100.00

1,716,120

5,000

Richmond,

Virginia,

Public

Utility

Revenue

Bonds,

Refunding

Series

2016A,

5.000%,

1/15/32

1/26

at

100.00

5,190,700

1,000

Richmond,

Virginia,

Public

Utility

Revenue

Bonds,

Refunding

Series

2023C,

5.000%,

1/15/47

,

(WI/DD)

1/34

at

100.00

1,080,403

2,500

Virginia

Small

Business

Financing

Authority,

Solid

Waste

Disposal

Revenue

Bonds,

Covanta

Project,

Series

2018,

5.000%,

1/01/48,

(AMT),

(Mandatory

Put

7/01/38),

144A

10/23

at

100.00

2,307,400

1,000

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

974,230

Total

Utilities

32,831,681

Total

Municipal

Bonds

(cost

$488,560,074)

479,101,861

Total

Long-Term

Investments

(cost

$488,560,074)

479,101,861

Other

Assets

&

Liabilities,

Net

-

(1.0)%

(

4,806,294

)

Net

Assets

-

100%

$

474,295,567

63

Part

F

of

Form

N-PORT

was

prepared

in

accordance

with

U.S.

generally

accepted

accounting

principles

(“U.S.

GAAP”)

and

in

conformity

with

the

applicable

rules

and

regulations

of

the

U.S.

Securities

and

Exchange

Commission

(“SEC”)

related

to

interim

filings.

Part

F

of

Form

N-PORT

does

not

include

all

information

and

footnotes

required

by

U.S.

GAAP

for

complete

financial

statements.

Certain

footnote

disclosures

normally

included

in

financial

statements

prepared

in

accordance

with

U.S.

GAAP

have

been

condensed

or

omitted

from

this

report

pursuant

to

the

rules

of

the

SEC.

For

a

full

set

of

the

Fund’s

notes

to

financial

statements,

please

refer

to

the

Fund’s

most

recently

filed

annual

or

semi-annual

report.

Fair

Value

Measurements

The

Fund’s

investments

in

securities

are

recorded

at

their

estimated

fair

value

utilizing

valuation

methods

approved

by

the

Board

of

Directors/

Trustees.

Fair

value

is

defined

as

the

price

that

would

be

received

upon

selling

an

investment

or

transferring

a

liability

in

an

orderly

transaction

to

an

independent

buyer

in

the

principal

or

most

advantageous

market

for

the

investment.

U.S.

GAAP

establishes

the

three-tier

hierarchy

which

is

used

to

maximize

the

use

of

observable

market

data

and

minimize

the

use

of

unobservable

inputs

and

to

establish

classification

of

fair

value

measurements

for

disclosure

purposes.

Observable

inputs

reflect

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Observable

inputs

are

based

on

market

data

obtained

from

sources

independent

of

the

reporting

entity.

Unobservable

inputs

reflect

management’s

assumptions

about

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Unobservable

inputs

are

based

on

the

best

information

available

in

the

circumstances.

The

following

is

a

summary

of

the

three-tiered

hierarchy

of

valuation

input

levels.

Level

1

–

Inputs

are

unadjusted

and

prices

are

determined

using

quoted

prices

in

active

markets

for

identical

securities.

Level

2

–

Prices

are

determined

using

other

significant

observable

inputs

(including

quoted

prices

for

similar

securities,

interest

rates,

credit

spreads,

etc.).

Level

3

–

Prices

are

determined

using

significant

unobservable

inputs

(including

management’s

assumptions

in

determining

the

fair

value

of

investments).

The

following

table

summarizes

the

market

value

of

the

Fund's

investments

as

of

the

end

of

the

reporting

period,

based

on

the

inputs

used

to

value

them:

Level

1

Level

2

Level

3

Total

Long-Term

Investments:

Municipal

Bonds

$

–

$

479,101,861

$

–

$

479,101,861

Total

$

–

$

479,101,861

$

–

$

479,101,861

(a)

All

percentages

shown

in

the

Portfolio

of

Investments

are

based

on

net

assets.

(b)

Optional

Call

Provisions:

Dates

(month

and

year)

and

prices

of

the

earliest

optional

call

or

redemption.

There

may

be

other

call

provisions

at

varying

prices

at

later

dates.

Certain

mortgage-backed

securities

may

be

subject

to

periodic

principal

paydowns.

(c)

Backed

by

an

escrow

or

trust

containing

sufficient

U.S.

Government

or

U.S.

Government

agency

securities,

which

ensure

the

timely

payment

of

principal

and

interest.

144A

Investment

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

investments

may

only

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

AMT

Alternative

Minimum

Tax

ETM

Escrowed

to

maturity

WI/DD

When-issued

or

delayed

delivery

security.