Nuveen Multistate Trust I NPORT-P Nuveen Virginia Municipal Bond Fund (Feb 2024 report)

1

Nuveen

Arizona

Municipal

Bond

Fund

Portfolio

of

Investments

February

29,

2024

(Unaudited)

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

LONG-TERM

INVESTMENTS

-

96.0%   

X

149,804,407

MUNICIPAL

BONDS

-

96.0%  

X

149,804,407

Education

and

Civic

Organizations

-

23.6%

$

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

$

1,021,468

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

1,711,896

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

511,051

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

1,698,868

Arizona

Board

of

Regents,

Arizona

State

University

System

Revenue

Bonds,

Series

2021C:

225

4.000%,

7/01/44

7/31

at

100.00

227,176

250

4.000%,

7/01/46

7/31

at

100.00

251,466

940

Arizona

Board

of

Regents,

University

of

Arizona,

SPEED

Revenue

Bonds,

Stimulus

Plan

for

Economic

and

Educational

Development,

Series

2014,

5.000%,

8/01/44

8/24

at

100.00

943,429

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

1,526,038

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

1,294,019

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

216,458

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

223,961

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

25,143

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

311,471

705

5.000%,

7/01/47

7/27

at

100.00

717,692

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

143,231

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

205,127

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

433,756

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

794,821

1,025

Arizona

Industrial

Development

Authority,

Arizona,

Education

Revenue

Bonds,

Academies

of

Math

&

Science

Projects,

Series

2017A,

5.000%,

7/01/51

7/27

at

100.00

1,035,883

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

74,446

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

139,265

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

509,344

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

3/24

at

105.00

522,095

Nuveen

Arizona

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

February

29,

2024

(Unaudited)

2

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Education

and

Civic

Organizations

(continued)

$

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

$

79,600

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

2,981,964

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

1,197,426

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

608,429

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

625,278

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

149,902

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

213,231

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

1,068,336

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

781,854

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

1,039,149

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

499,600

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

371,276

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

839,966

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

2,852,340

1,000

McAllister

Academic

Village

LLC,

Arizona,

Revenue

Bonds,

Arizona

State

University

Hassayampa

Academic

Village

Project,

Refunding

Series

2016,

5.000%,

7/01/38

7/26

at

100.00

1,029,611

695

Northern

Arizona

University,

System

Revenue

Bonds,

Refunding

Series

2014,

5.000%,

6/01/40

6/24

at

100.00

695,534

800

Northern

Arizona

University,

System

Revenue

Bonds,

Refunding

Series

2015,

5.000%,

6/01/35

-

BAM

Insured

6/25

at

100.00

812,619

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

24,052

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

399,690

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

221,524

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

350,128

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

901,294

3

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Education

and

Civic

Organizations

(continued)

Phoenix

Industrial

Development

Authority,

Arizona,

Education

Facility

Revenue

Bonds,

Villa

Montessori,

Inc.

Projects,

Series

2015:

$

40

3.250%,

7/01/25

No

Opt.

Call

$

39,256

750

5.000%,

7/01/35

7/25

at

100.00

756,840

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

829,956

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

1,037,490

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

95,159

320

6.125%,

6/15/47,

144A

6/26

at

100.00

288,358

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

100,284

55

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

57,519

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

248,131

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

150,497

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

470,748

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

496,775

Total

Education

and

Civic

Organizations

36,851,920

Health

Care

-

10.8%

Arizona

Industrial

Development

Authority,

Arizona,

Lease

Revenue

Bonds,

Children's

National

Prince

County

Regional

Medical

Center,

Series

2020A:

405

4.000%,

9/01/39

9/30

at

100.00

398,967

225

4.000%,

9/01/46

9/30

at

100.00

210,251

1,100

Arizona

Industrial

Development

Authority,

Hospital

Revenue

Bonds,

Phoenix

Children's

Hospital,

Series

2020A,

3.000%,

2/01/39

2/30

at

100.00

982,922

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

1,577,359

1,000

4.000%,

2/01/40

2/32

at

100.00

1,005,278

Maricopa

County

Industrial

Development

Authority,

Arizona,

Hospital

Revenue

Bonds,

HonorHealth,

Series

2019A:

600

5.000%,

9/01/36

9/28

at

100.00

638,208

870

4.125%,

9/01/42

9/28

at

100.00

851,378

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

1,841,619

2,000

5.000%,

1/01/35

1/27

at

100.00

2,098,350

1,145

5.000%,

1/01/38

1/27

at

100.00

1,189,783

1,665

Maricopa

County

Industrial

Development

Authority,

Arizona,

Revenue

Bonds,

Banner

Health,

Series

2019A,

4.000%,

1/01/44

7/29

at

100.00

1,651,376

Pima

County

Industrial

Development

Authority,

Arizona,

Revenue

Bonds,

Tucson

Medical

Center,

Series

2021A:

565

4.000%,

4/01/39

4/31

at

100.00

554,879

1,350

4.000%,

4/01/46

4/31

at

100.00

1,262,607

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

304,920

Nuveen

Arizona

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

February

29,

2024

(Unaudited)

4

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Health

Care

(continued)

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

$

851,310

1,000

4.000%,

8/01/43

8/29

at

100.00

954,746

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

503,585

Total

Health

Care

16,877,538

Housing/Multifamily

-

0.8%

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

535,094

250

Sierra

Vista

Industrial

Development

Authority,

Arizona,

Economic

Development

Revenue

Bonds,

Convertible

Capital

Appreciation

Revenue

Bonds,

Series

2021A,

5.375%,

10/01/56

10/29

at

103.00

192,598

500

Sierra

Vista

Industrial

Development

Authority,

Arizona,

Economic

Development

Revenue

Bonds,

Convertible

Capital

Appreciation

Revenue

Bonds,

Series

2022A,

7.000%,

10/01/56

10/29

at

103.00

463,331

Total

Housing/Multifamily

1,191,023

Housing/Single

Family

-

0.4%

600

Tucson

and

Pima

County

Industrial

Development

Authority,

Arizona,

Joint

Single

Family

Mortgage

Revenue

Bonds,

Series

2024A,

4.750%,

7/01/49

,

(WI/DD)

7/33

at

100.00

604,968

Total

Housing/Single

Family

604,968

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

277,771

Total

Information

Technology

277,771

Long-Term

Care

-

1.5%

120

Arizona

Industrial

Development

Authority,

Multifamily

Housing

Revenue

Bonds,

Bridgewater

Avondale

Project,

Series

2017,

5.375%,

1/01/38

7/25

at

101.00

91,272

900

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

715,909

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

1,152,636

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

376,473

Total

Long-Term

Care

2,336,290

Tax

Obligation/General

-

12.7%

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

584,386

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

1,021,277

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

1,570,039

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

817,387

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

390,411

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

607,105

5

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Tax

Obligation/General

(continued)

$

1,050

Maricopa

County

Special

Health

Care

District,

Arizona,

General

Obligation

Bonds,

Series

2018C,

5.000%,

7/01/35

7/28

at

100.00

$

1,128,655

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

1,058,942

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

244,900

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

1,211,602

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

1,022,378

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

914,047

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

2,112,051

775

Maricopa

County

Union

High

School

District

216

Agua

Fria,

Arizona,

General

Obligation

Bonds,

School

Improvement,

Project

of

2023,

Series

2024A,

5.000%,

7/01/42

7/33

at

100.00

881,878

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

793,637

690

Northwest

Fire

District

of

Pima

County,

Arizona,

General

Obligation

Bonds,

Series

2017,

5.000%,

7/01/36

7/27

at

100.00

729,328

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

1,129,739

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

4/24

at

100.00

500,490

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

764,717

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

759,723

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

843,527

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

360,405

335

4.500%,

7/01/34

7/24

at

100.00

335,193

Total

Tax

Obligation/General

19,781,817

Tax

Obligation/Limited

-

24.3%

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

101,683

120

Buckeye,

Arizona,

Excise

Tax

Revenue

Obligations,

Refunding

Series

2016,

4.000%,

7/01/36

7/26

at

100.00

121,760

1,000

Buckeye,

Arizona,

Excise

Tax

Revenue

Obligations,

Series

2015,

5.000%,

7/01/37

7/25

at

100.00

1,017,931

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

433,487

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

600,047

95

(c)

Cahava

Springs

Revitalization

District,

Cave

Creek,

Arizona,

Special

Assessment

Bonds,

Series

2017A,

7.000%,

7/01/41,

144A

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

511,182

Nuveen

Arizona

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

February

29,

2024

(Unaudited)

6

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Tax

Obligation/Limited

(continued)

$

450

Eastmark

Community

Facilities

District

1,

Mesa,

Arizona,

General

Obligation

Bonds,

Series

2015,

5.000%,

7/15/39,

144A

7/25

at

100.00

$

451,309

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

526,027

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

1,049,566

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

1,307,268

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

1,056,814

143

Eastmark

Community

Facilities

District

1,

Mesa,

Arizona,

Special

Assessment

Revenue

Bonds,

Assessment

District

1,

Series

2013,

5.250%,

7/01/38

4/24

at

100.00

142,974

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

281,163

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

424,879

Eastmark

Community

Facilities

District

2,

Mesa,

Arizona,

General

Obligation

Bonds,

Series

2020:

280

4.000%,

7/15/30

No

Opt.

Call

285,246

480

4.000%,

7/15/35

7/30

at

100.00

470,318

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

47,686

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

757,513

345

Festival

Ranch

Community

Facilities

District,

Buckeye,

Arizona,

General

Obligation

Bonds,

Series

2012,

5.000%,

7/15/27

-

BAM

Insured

4/24

at

100.00

345,370

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

753,445

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

269,829

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

1,486,063

218

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

212,784

1,000

Glendale

Municipal

Property

Corporation,

Arizona,

Excise

Tax

Revenue

Bonds,

Subordinate

Series

2012C,

4.000%,

7/01/38

4/24

at

100.00

1,000,134

500

Maricopa,

Arizona,

Pledged

Revenue

Obligations,

Series

2023,

5.250%,

7/15/43

7/33

at

100.00

571,642

470

Matching

Fund

Special

Purpose

Securitization

Corporation,

Virgin

Islands,

Revenue

Bonds,

Series

2022A,

5.000%,

10/01/39

10/32

at

100.00

491,645

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

172,040

1,500

Pinal

County,

Arizona,

Pledged

Revenue

Obligations,

Series

2019,

4.000%,

8/01/39

8/28

at

100.00

1,515,837

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

1,259,691

1,000

0.000%,

7/01/46

7/28

at

41.38

325,566

Puerto

Rico

Sales

Tax

Financing

Corporation,

Sales

Tax

Revenue

Bonds,

Taxable

Restructured

Cofina

Project

Series

2019A-2:

1,200

4.536%,

7/01/53

7/28

at

100.00

1,162,465

1,420

4.784%,

7/01/58

7/28

at

100.00

1,416,453

Queen

Creek,

Arizona,

Excise

Tax

&

State

Shared

Revenue

Obligation

Bonds,

Refunding

Series

2016:

520

4.000%,

8/01/33

8/26

at

100.00

532,655

560

4.000%,

8/01/35

8/26

at

100.00

571,543

760

Queen

Creek,

Arizona,

Excise

Tax

&

State

Shared

Revenue

Obligation

Bonds,

Series

2018A,

5.000%,

8/01/42

8/28

at

100.00

810,886

4,900

Queen

Creek,

Arizona,

Excise

Tax

&

State

Shared

Revenue

Obligation

Bonds,

Series

2020,

4.000%,

8/01/50

8/30

at

100.00

4,754,864

7

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Tax

Obligation/Limited

(continued)

San

Luis,

Arizona,

Pledged

Excise

Tax

Revenue

Bonds,

Refunding

Series2014A:

$

600

5.000%,

7/01/34

-

BAM

Insured

7/24

at

100.00

$

602,430

900

5.000%,

7/01/38

-

BAM

Insured

7/24

at

100.00

903,294

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

490,083

805

Surprise,

Arizona,

Pledged

Revenue

Bonds,

Refunding

Series

2015,

5.000%,

7/01/30

7/25

at

100.00

824,163

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

1,179,901

600

Tempe,

Arizona,

Excise

Tax

Revenue

Bonds,

Refunding

Series

2016,

5.000%,

7/01/31

7/26

at

100.00

626,627

750

Verrado

District

1

Community

Facilites

District,

Buckeye,

Arizona,

General

Obligation

Bonds,

Series

2023,

5.000%,

7/15/43

-

BAM

Insured

7/33

at

100.00

815,017

950

Virgin

Islands

Public

Finance

Authority,

Gross

Receipts

Taxes

Loan

Note,

Refunding

Series

2012A,

5.000%,

10/01/32

-

AGM

Insured

4/24

at

100.00

956,168

1,090

Vistancia

West

Community

Facilities

District,

Peoria,

Arizona,

General

Obligation

Bonds,

Series

2016,

5.000%,

7/15/29,

144A

4/24

at

100.00

1,091,235

2,260

Yavapai

County

Jail

District,

Arizona,

Pledged

Revenue

Obligation

Bonds,

Series

2020,

4.000%,

7/01/40

-

BAM

Insured

7/29

at

100.00

2,280,974

840

Yuma

County,

Arizona,

Pledge

Revenue

Obligations,

Series

2022,

4.250%,

7/15/42

-

BAM

Insured

7/32

at

100.00

856,966

Total

Tax

Obligation/Limited

37,939,390

Transportation

-

4.6%

Phoenix

Civic

Improvement

Corporation,

Arizona,

Airport

Revenue

Bonds,

Junior

Lien

Series

2015A:

670

5.000%,

7/01/40

7/25

at

100.00

680,182

1,315

5.000%,

7/01/45

7/25

at

100.00

1,330,282

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

1,546,622

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

2,043,453

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

1,092,075

500

5.000%,

7/01/38

7/29

at

100.00

534,430

Total

Transportation

7,227,044

U.S.

Guaranteed

-

0.8%

(d)

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

268,696

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

946,531

Total

U.S.

Guaranteed

1,215,227

Utilities

-

16.3%

1,000

Carefree

Utilities

Community

Facilities

District,

Arizona,

Water

System

Revenue

Bonds,

Series

2021,

4.000%,

7/01/51

7/31

at

100.00

957,216

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

1,322,099

1,500

City

of

Mesa,

Arizona,

Utility

System

Revenue

Bonds,

Series

2022C,

5.000%,

7/01/36

No

Opt.

Call

1,784,854

1,805

Glendale,

Arizona,

Water

and

Sewer

Revenue

Bonds,

Senior

Lien

Series

2022A,

5.000%,

7/01/41

7/32

at

100.00

2,026,981

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

812,088

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

1,479,415

500

Guam

Government

Waterworks

Authority,

Water

and

Wastewater

System

Revenue

Bonds,

Refunding

Series

2017,

5.000%,

7/01/40

7/27

at

100.00

513,219

Nuveen

Arizona

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

February

29,

2024

(Unaudited)

8

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Utilities

(continued)

$

735

Guam

Government

Waterworks

Authority,

Water

and

Wastewater

System

Revenue

Bonds,

Series

2016,

5.000%,

7/01/36

7/26

at

100.00

$

756,053

760

Guam

Power

Authority,

Revenue

Bonds,

Series

2014A,

5.000%,

10/01/39

10/24

at

100.00

765,104

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

459,182

1,000

Mesa,

Arizona,

Utility

System

Revenue

Bonds,

Series

2020,

3.000%,

7/01/44

7/30

at

100.00

838,506

1,000

Phoenix

Civic

Improvement

Corporation,

Arizona,

Wastewater

System

Revenue

Bonds,

Junior

Lien

Series

2023,

5.250%,

7/01/47

7/33

at

100.00

1,129,674

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

587,941

2,185

Phoenix

Civic

Improvement

Corporation,

Arizona,

Water

System

Revenue

Bonds,

Junior

Lien

Sustainability

Series

2020A,

5.000%,

7/01/44

7/30

at

100.00

2,375,464

305

Pinal

County

Electrical

District

3,

Arizona,

Electric

System

Revenue

Bonds,

Refunding  Series

2016,

5.000%,

7/01/35

7/26

at

100.00

317,999

Puerto

Rico

Aqueduct

and

Sewerage

Authority,

Revenue

Bonds,

Refunding

Senior

Lien

Series

2021B:

1,000

5.000%,

7/01/33,

144A

7/31

at

100.00

1,044,805

1,000

5.000%,

7/01/37,

144A

7/31

at

100.00

1,030,197

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

510,024

1,000

5.000%,

12/01/45

6/25

at

100.00

1,021,950

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

1,046,150

2,500

Salt

River

Project

Agricultural

Improvement

and

Power

District,

Arizona,

Electric

System

Revenue

Bonds,

Series

2023A,

5.000%,

1/01/50

1/33

at

100.00

2,740,593

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

1,981,905

Total

Utilities

25,501,419

Total

Municipal

Bonds

(cost

$152,042,174)

149,804,407

Total

Long-Term

Investments

(cost

$152,042,174)

149,804,407

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

SHORT-TERM

INVESTMENTS

-

 2.7%  

X

4,185,000

MUNICIPAL

BONDS

-

2.7%  

X

4,185,000

Total

Municipal

Bonds

(cost

$4,185,000)

$

4,185,000

Health

Care

-

2

.7

%

$

1,215

(e)

Arizona

Health

Facilities

Authority,

Hospital

Revenue

Bonds,

Banner

Health

Systems,

Variable

Rate

Demand

Obligations,

Series

2015C,

3.650%,

1/01/46,

(Mandatory

Put

2/29/24)

2/24

at

100.00

1,215,000

2,970

(e)

Phoenix

Industrial

Development

Authority,

Arizona,

Health

Care

Facilities

Revenue

Bonds,

Mayo

Clinic,

Series

2014B,

3.500%,

11/15/52,

(Mandatory

Put

2/29/24)

2/24

at

100.00

2,970,000

Total

Health

Care

4,185,000

Total

Municipal

Bonds

(cost

$4,185,000)

4,185,000

Total

Short-Term

Investments

(cost

$4,185,000)

4,185,000

Total

Investments

(cost

$156,227,174)

-

98.7%

153,989,407

Other

Assets

&

Liabilities,

Net

-

1.3%

2,100,644

Net

Assets

-

100%

$

156,090,051

9

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

$

–

$

149,804,407

$

–

$

149,804,407

Short-Term

Investments:

Municipal

Bonds

–

4,185,000

–

4,185,000

Total

$

–

$

153,989,407

$

–

$

153,989,407

(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

WI/DD

When-issued

or

delayed

delivery

security.

10

Nuveen

Colorado

Municipal

Bond

Fund

Portfolio

of

Investments

February

29,

2024

(Unaudited)

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

LONG-TERM

INVESTMENTS

-

99.0%   

X

467,445,699

MUNICIPAL

BONDS

-

99.0%  

X

467,445,699

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

$

514,722

1,000

5.000%,

12/01/32

12/26

at

100.00

1,023,762

2,000

5.000%,

12/01/35

12/26

at

100.00

2,031,782

Total

Consumer

Discretionary

3,570,266

Education

and

Civic

Organizations

-

5.4%

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

290,348

720

3.625%,

10/01/29

10/24

at

100.00

715,147

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

499,965

500

5.250%,

7/01/46,

144A

7/25

at

100.00

485,878

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

4/24

at

100.00

505,582

360

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

4/24

at

100.00

360,122

Colorado

Educational

and

Cultural

Facilities

Authority,

Charter

School

Revenue

Bonds,

Liberty

Common

Charter

School,

Series

2014A:

315

5.000%,

1/15/29

4/24

at

100.00

315,235

1,000

5.000%,

1/15/44

4/24

at

100.00

1,000,121

420

Colorado

Educational

and

Cultural

Facilities

Authority,

Charter

School

Revenue

Bonds,

Littleton

Preparatory

Charter

School,

Series

2013,

5.000%,

12/01/33

4/24

at

100.00

420,165

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

84,268

100

4.000%,

7/01/51,

144A

7/31

at

100.00

76,250

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

1,001,387

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

1,006,941

750

Colorado

Educational

and

Cultural

Facilities

Authority,

Charter

School

Revenue

Bonds,

Twin

Peaks

Charter

Academy,

Series

2011B,

7.500%,

3/15/35

4/24

at

100.00

751,932

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

621,495

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

1,001,517

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

516,697

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

231,749

1,000

5.000%,

10/01/59,

144A

10/27

at

100.00

881,422

Colorado

Educational

and

Cultural

Facilities

Authority,

Revenue

Bonds,

University

of

Denver,

Series

2017A:

1,000

4.000%,

3/01/35

3/27

at

100.00

1,016,888

3,000

5.000%,

3/01/47

3/27

at

100.00

3,089,775

11

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Education

and

Civic

Organizations

(continued)

$

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

$

400,356

1,500

Colorado

School

of

Mines

Board

of

Trustees,

Golden,

Colorado,

Institutional

Enterprise

Revenue

Bonds,

Green

Series

2023C,

5.250%,

12/01/53

12/33

at

100.00

1,649,950

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

1,370,198

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

2,003,942

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

2,011,959

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

1,008,751

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

2,025,471

Total

Education

and

Civic

Organizations

25,343,511

Health

Care

-

13.7%

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

AdventHealth

Obligated

Group,

Series

2019A:

1,760

5.000%,

11/15/37

11/29

at

100.00

1,923,047

1,000

4.000%,

11/15/43

11/29

at

100.00

981,878

1,000

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

AdventHealth

Obligated

Group,

Series

2021A,

4.000%,

11/15/46

11/31

at

100.00

970,112

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

2,299,686

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

968,688

225

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

Adventist

Health

System/Sunbelt

Obligated

Group,

Series

2016B,

5.000%,

11/15/29

5/26

at

100.00

235,281

3,000

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

3,104,273

700

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

Boulder

Community

Health

Project,

Series

2020,

5.000%,

10/01/30

No

Opt.

Call

767,471

7,000

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

Children's

Hospital

Colorado

Project,

Series

2016A,

5.000%,

12/01/44

6/26

at

100.00

7,104,180

5,250

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

CommonSpirit

Health,

Series

2019A-1,

4.000%,

8/01/44

8/29

at

100.00

5,066,897

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

CommonSpirit

Health,

Series

2019A-2:

270

5.000%,

8/01/44

8/29

at

100.00

281,764

3,000

4.000%,

8/01/49

8/29

at

100.00

2,799,852

2,325

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

CommonSpirit

Health,

Series

2019B-1,

5.000%,

8/01/49,

(Mandatory

Put

8/01/25)

2/25

at

100.00

2,352,034

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

CommonSpirit

Health,

Series

2022A:

500

5.250%,

11/01/38

11/32

at

100.00

552,576

5,095

5.500%,

11/01/47

11/32

at

100.00

5,562,390

4,000

5.250%,

11/01/52

11/32

at

100.00

4,240,352

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

Intermountain

Healthcare,

Series

2022A:

2,150

4.000%,

5/15/52

5/32

at

100.00

2,094,706

2,000

5.000%,

5/15/52

5/32

at

100.00

2,137,715

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

Parkview

Medical

Center

Inc.

Project,

Refunding

Series

2017:

265

5.000%,

9/01/24

No

Opt.

Call

266,400

235

5.000%,

9/01/26

No

Opt.

Call

247,652

1,250

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

Parkview

Medical

Center,

Series

2020A,

4.000%,

9/01/50

9/30

at

100.00

1,176,556

Nuveen

Colorado

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

February

29,

2024

(Unaudited)

12

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Health

Care

(continued)

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

Sanford

Health,

Series

2019A:

$

545

5.000%,

11/01/32

11/29

at

100.00

$

595,020

2,000

4.000%,

11/01/39

11/29

at

100.00

1,984,461

3,950

5.000%,

11/01/49

11/29

at

100.00

4,124,162

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

3,626,237

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

228,108

1,920

4.000%,

5/15/34

5/27

at

100.00

1,951,535

1,050

4.000%,

5/15/35

5/27

at

100.00

1,065,214

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

2,017,330

Delta

County

Memorial

Hospital

District,

Colorado,

Enterprise

Revenue

Bonds,

Refunding

Series

2010:

355

5.500%,

9/01/25

4/24

at

100.00

349,507

600

5.500%,

9/01/30

4/24

at

100.00

585,090

475

Denver

Health

and

Hospitals

Authority,

Colorado,

Healthcare

Revenue

Bonds,

Series

2014A,

5.000%,

12/01/39

4/24

at

100.00

475,125

2,500

Kremmling

Memorial

Hospital

District,

Colorado,

Certificates

of

Participation,

Series

2024,

6.625%,

12/01/56,

144A

12/31

at

103.00

2,457,051

Total

Health

Care

64,592,350

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)

4/24

at

100.00

280,369

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

2,065,860

Total

Housing/Multifamily

2,346,229

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

421,385

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

Christian

Living

Neighborhoods

Project,

Refunding

Series

2016:

1,315

5.000%,

1/01/31

4/24

at

102.00

1,323,565

3,000

5.000%,

1/01/37

4/24

at

102.00

3,004,452

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

1,719,005

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

1,005,712

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

1,200,252

Total

Long-Term

Care

8,674,371

Tax

Obligation/General

-

11.9%

200

Aspen

Fire

Protection

District,

Pitkin

County,

Colorado,

Certificates

of

Participation,

Series

2019,

4.000%,

12/01/32

12/29

at

100.00

208,423

2,470

Cherry

Creek

School

District

5

Arapahoe

County,

Colorado,

General

Obligation

Bonds,

Series

2017,

5.000%,

12/15/31

12/25

at

100.00

2,553,119

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

2,168,679

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

1,072,700

3,000

Denver

School

District

1,

Colorado,

General

Obligation

Bonds,

Series

2021,

4.000%,

12/01/41

12/30

at

100.00

3,063,419

4,625

Denver

School

District

1,

Colorado,

General

Obligation

Bonds,

Series

2022A,

5.000%,

12/01/45

6/32

at

100.00

5,136,542

13

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Tax

Obligation/General

(continued)

Eagle

River

Water

and

Sanitation

District,

Eagle

County,

Colorado,

General

Obligation

Bonds,

Series

2016:

$

480

4.500%,

12/01/36

12/26

at

100.00

$

494,673

2,500

5.000%,

12/01/45

12/26

at

100.00

2,586,012

3,585

Eagle,

Garfield

and

Routt

Counties

School

District

RE50J,

Colorado,

General

Obligation

Bonds,

Series

2024,

5.000%,

12/01/43

,

(WI/DD)

No

Opt.

Call

4,037,111

1,220

El

Paso

County

School

District

20,

Academy,

Colorado,

General

Obligation

Bonds,

Series

2017,

4.000%,

12/15/40

12/26

at

100.00

1,227,537

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

603,029

440

5.000%,

12/01/30

-

AGM

Insured

12/25

at

100.00

453,827

1,275

5.000%,

12/01/31

-

AGM

Insured

12/25

at

100.00

1,314,849

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

3,002,347

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

701,110

1,750

5.250%,

12/01/37

-

AGM

Insured

12/28

at

100.00

1,843,385

3,000

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

3,302,130

1,315

Jefferson

County

School

District

R1,

Colorado,

General

Obligation

Bonds,

Series

2020A,

4.000%,

12/15/33

12/30

at

100.00

1,412,190

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

2,034,868

750

Louisville,

Boulder

County,

Colorado,

General

Obligation

Bonds,

Limited

Tax,

Series

2017,

4.000%,

12/01/35

12/26

at

100.00

765,873

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

1,489,528

1,140

Roaring

Fork

Transportation

Authority,

Colorado,

Property

Tax

Revenue

Bonds,

Series

2021A,

4.000%,

12/01/46

12/31

at

100.00

1,141,645

2,410

Weld

County

School

District

6,

Greeley,

Colorado,

General

Obligation

Bonds,

Series

2020,

5.000%,

12/01/44

12/29

at

100.00

2,596,309

1,125

Weld

County

School

District

6,

Greeley,

Colorado,

General

Obligation

Bonds,

Series

2021,

4.000%,

12/01/45

6/31

at

100.00

1,115,478

8,500

Weld

County

School

District

RE-4,

Windsor,

Colorado,

General

Obligation

Bonds,

Series

2023,

5.250%,

12/01/47

12/32

at

100.00

9,561,292

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

2,112,305

Total

Tax

Obligation/General

55,998,380

Tax

Obligation/Limited

-

32.3%

1,770

Aerotropolis

Regional

Transportation

Authority,

Colorado,

Special

Revenue

Bonds,

Series

2019,

5.000%,

12/01/51

12/24

at

102.00

1,667,423

368

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

320,901

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

1,691,686

1,020

Arista

Metropolitan

District,

Broomfield

County,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Refunding

Convertible

to

Unlimited

Tax

Series

2023A,

5.000%,

12/01/48

-

BAM

Insured

12/33

at

100.00

1,080,050

Arvada,

Colorado,

Sales

and

Use

Tax

Revenue

Bonds,

Series

2023:

1,275

5.000%,

12/01/41

12/33

at

100.00

1,454,698

1,335

5.000%,

12/01/42

12/33

at

100.00

1,517,742

600

Aurora

Crossroads

Metropolitan

District

2,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2020A,

5.000%,

12/01/40

9/25

at

103.00

590,132

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

462,550

1,050

Brighton

Crossing

Metropolitan

District

4,

Colorado,

General

Obligation

Bonds,

Limited

Tax

Convertible

to

Unlimited

Tax,

Series

2017A,

5.000%,

12/01/37

4/24

at

102.00

1,052,144

Nuveen

Colorado

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

February

29,

2024

(Unaudited)

14

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Tax

Obligation/Limited

(continued)

$

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

$

573,458

2,500

Bromley

Park

Metropolitan

District

No.

2,

In

the

City

of

Brighton,

Adams

and

Weld

Counties,

Colorado,

Senior

General

Obligation

Limited

Tax

Refunding

Bonds,

Series

2023,

5.375%,

12/01/53

-

BAM

Insured

12/33

at

100.00

2,767,459

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

1,125,169

1,000

4.000%,

12/01/47

-

BAM

Insured

12/28

at

100.00

953,640

1,145

Centerra

Metropolitan

District

1,

Loveland,

Colorado,

Special

Revenue

Bonds,

Refunding

&

Improvement

Series

2017,

5.000%,

12/01/47,

144A

4/24

at

102.00

1,070,088

500

Centerra

Metropolitan

District

1,

Loveland,

Colorado,

Special

Revenue

Improvement

Bonds,

Series

2022,

6.500%,

12/01/53

12/27

at

103.00

513,635

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

479,750

1,725

Colorado

International

Center

Metropolitan

District

14,

Denver,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Refunding

&

Improvement

Series

2018,

5.875%,

12/01/46

4/24

at

103.00

1,729,898

2,000

Colorado

State,

Building

Excellent

Schools

Today,

Certificates

of

Participation,

Series

2017J,

5.250%,

3/15/42

3/27

at

100.00

2,086,484

1,000

Colorado

State,

Building

Excellent

Schools

Today,

Certificates

of

Participation,

Series

2021S,

4.000%,

3/15/41

3/31

at

100.00

1,011,653

1,780

Colorado

State,

Certificates

of

Participation,

Lease

Purchase

Agreement

Department

of

Transportation

Second

Amended

&

Restated

Headquarters

Facilities,

Refunding

Series

2020,

4.000%,

6/15/38

6/30

at

100.00

1,836,799

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

2,033,852

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

2,183,098

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

706,514

898

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

868,921

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

956,341

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

1,246,273

935

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

931,484

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

1,208,343

2,955

Denver

City

and

County,

Colorado,

Dedicated

Tax

Revenue

Bonds,

Refunding

&

Improvement

Series

2016A,

5.000%,

8/01/42

8/26

at

100.00

3,016,770

Denver

City

and

County,

Colorado,

Dedicated

Tax

Revenue

Bonds,

Series

2021A:

1,000

4.000%,

8/01/35

8/31

at

100.00

1,066,368

1,785

4.000%,

8/01/40

8/31

at

100.00

1,825,701

125

Denver

Urban

Renewal

Authority,

Colorado,

Tax

Increment

Revenue

Bonds,

9th

and

Colorado

Urban

Redevelopment

Area,

Series

2018A,

5.250%,

12/01/39,

144A

4/24

at

103.00

126,747

500

Denver

West

Promenade

Metropolitan

District,

Lakewood,

Colorado,

General

Obligation

Bonds,

Limited

Tax

Convertible

to

Unlimited

Tax

Series

2013,

5.375%,

12/01/42

4/24

at

100.00

499,994

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

5,818,650

15

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Tax

Obligation/Limited

(continued)

$

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

$

2,058,327

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

631,988

1,000

Erie,

Colorado,

Certificates

of

Participation,

Series

2010,

5.000%,

11/01/37

11/24

at

100.00

1,008,960

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

457,496

595

5.000%,

12/01/39

9/24

at

103.00

598,066

500

Foothills

Metropolitan

District,

Fort

Collins,

Colorado,

Special

Revenue

Bonds,

Series

2014,

6.000%,

12/01/38

12/24

at

100.00

486,157

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

1,624,904

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

849,101

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

502,156

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

809,733

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

653,667

Grand

Junction,

Colorado,

Certificates

of

Participation,

Series

2019:

475

4.000%,

12/01/35

12/29

at

100.00

494,358

225

4.000%,

12/01/37

12/29

at

100.00

231,660

10,420

Grand

Junction,

Colorado,

General

Fund

Revenue

Bonds,

Series

2024,

4.125%,

3/01/54

3/34

at

100.00

10,191,933

675

Green

Gables

Metropolitan

District

2,

Jefferson

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Special

Revenue

Refunding

Improvement

Senior

Series

2023A,

5.125%,

12/01/53

-

BAM

Insured

12/33

at

100.00

713,108

335

Harvest

Junction

Metropolitan

District,

Longmont,

Colorado,

General

Obligation

Bonds,

Refunding

and

Improvement

Series

2012,

5.200%,

12/01/32

4/24

at

100.00

335,248

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

1,003,705

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

1,194,609

380

Jefferson

Center

Metropolitan

District

1,

Arvada,

Jefferson

County,

Colorado,

Special

Revenue

Bonds,

Series

2020-A2,

4.125%,

12/01/40

4/24

at

103.00

331,318

500

(c)

Lambertson

Farms

Metropolitan

District

1,

Colorado,

Revenue

Bonds,

Refunding

&

Improvement

Series

2015,

5.000%,

12/15/25

4/24

at

100.00

493,236

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

480,329

2,000

5.000%,

12/01/46

-

AGM

Insured

12/27

at

100.00

2,079,171

1,330

Littleton

Village

Metropolitan

District

2,

Arapahoe

County,

Colorado,

General

Obligation

Bonds,

Limited

Tax

Refunding

Series

2023,

5.000%,

12/01/53

-

AGM

Insured

12/33

at

100.00

1,390,962

1,660

Longmont,

Colorado,

Sales

and

Use

Tax

Revenue

Bonds,

Series

2019,

3.000%,

11/15/33

11/28

at

100.00

1,662,971

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

849,110

1,805

5.000%,

12/01/41

12/26

at

100.00

1,836,944

1,000

Meridian

Metropolitan

District,

Douglas

County,

Colorado,

General

Obligation

Bonds,

Series

2023,

4.250%,

12/01/48

-

AGM

Insured

12/33

at

100.00

1,005,483

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

682,203

1,000

Midtown

at

Clear

Creek

Metropolitan

District,

Adams

County,

Colorado,

General

Obligation

Bonds,

Refunding

Limited

Tax

Series

2023A,

5.500%,

12/01/43

-

BAM

Insured

12/33

at

100.00

1,138,487

Nuveen

Colorado

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

February

29,

2024

(Unaudited)

16

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Tax

Obligation/Limited

(continued)

$

1,135

Montrose

County,

Colorado,

Certificates

of

Participation,

Series

2014,

5.000%,

12/01/34

12/24

at

100.00

$

1,143,210

1,000

Monument,

El

Paso

County,  Colorado,

Certificate

of

Participation,

Series

2020,

4.000%,

12/01/40

-

AGM

Insured

12/28

at

100.00

1,005,662

500

Mountain

Shadows

Metropolitan

District,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Refunding

Series

2016,

5.000%,

12/01/46

12/25

at

100.00

480,436

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

494,413

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

504,920

709

North

Range

Metropolitan

District

2,

Adams

County,

Colorado

,

Limited

Tax

General

Obligation

Bonds,

Refunding

Special

Revenue

&

Improvement

Series

2017A,

5.625%,

12/01/37

4/24

at

102.00

717,755

4,000

Northern

Colorado

Water

Conservancy

District,

Certificates

of

Participation,

Series

2022,

5.250%,

7/01/52

7/31

at

100.00

4,362,651

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

240,276

305

4.000%,

12/01/28

No

Opt.

Call

312,988

755

Painted

Prairie

Public

Improvement

Authority,

Aurora,

Colorado,

Special

Revenue

Bonds,

Series

2019,

5.000%,

12/01/49

12/24

at

103.00

707,248

Park

70

Metropolitan

District,

Aurora,

Colorado,

General

Obligation

Bonds,

Limited

Tax

Refunding

&

Improvement

Series

2016:

125

5.000%,

12/01/24

No

Opt.

Call

125,667

1,500

5.000%,

12/01/36

12/26

at

100.00

1,535,203

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

1,081,158

2,380

5.000%,

12/01/45

12/25

at

100.00

2,389,003

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

1,093,633

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

1,694,301

1,500

Platte

River

Metropolitan

District,

Weld

County,

Colorado,

General

Obligation

Bonds,

Limited

Tax

Refunding

Series

2023A,

6.500%,

8/01/53,

144A

8/29

at

103.00

1,554,524

1,500

Plaza

Metropolitan

District

1,

Lakewood,

Colorado,

Tax

Increment

Revenue

Bonds,

Refunding

Series

2013,

5.000%,

12/01/40,

144A

4/24

at

100.00

1,476,983

500

Prairie

Center

Metropolitan

District

No.

3,

In

the

City

of

Brighton,

Adams

County,

Colorado,

Limited

Property

Tax

Supported

Primary

Improvements

Revenue

Bonds,

Refunding

Series

2017A,

5.000%,

12/15/41,

144A

12/26

at

100.00

501,894

1,000

Prairiestar

Metropolitan

District

2,

Larimer

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Refunding

&

Improvement

Series

2021A,

5.000%,

12/01/46

-

BAM

Insured

12/31

at

100.00

1,077,172

1,550

Pueblo

County,

Colorado,

Certificates

of

Participation,

Community

Improvement

Projects,

Series

2023A,

4.000%,

7/01/43

7/32

at

100.00

1,523,344

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

2,516

Puerto

Rico

Sales

Tax

Financing

Corporation,

Sales

Tax

Revenue

Bonds,

Restructured

2018A-1,

4.500%,

7/01/34

7/25

at

100.00

2,532,274

880

Raindance

Metropolitan

District

2,

Windsor,

Colorado,

General

Obligation

Bonds,

Limited

Tax

Series

2019A,

5.000%,

12/01/39

12/24

at

103.00

866,028

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

2,605,160

1,060

Ravenna

Metropolitan

District,

Douglas

County,

Colorado,

General

Obligation

Bonds,

Refunding

Limited

Tax

Series

2023,

5.000%,

12/01/43

-

AGM

Insured

12/33

at

100.00

1,132,748

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

383,355

2,385

Regional

Transportation

District,

Colorado,

Sales

Tax

Revenue

Bonds,

Fastracks

Project,

Series

2017B,

4.000%,

11/01/35

11/27

at

100.00

2,457,311

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

470,592

17

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Tax

Obligation/Limited

(continued)

$

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

$

515,004

1,000

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

1,081,169

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

1,111,939

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

1,917,735

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

292,204

550

Silver

Peaks

Metropolitan

District

3,

Colorado,

Limited

Tax

Obligation

Bonds,

Senior

Lien

Series

2020A,

5.000%,

12/01/50

12/25

at

103.00

498,567

200

Southlands

Metropolitan

District

1,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2017A-1,

5.000%,

12/01/37

12/27

at

100.00

200,989

350

Southlands

Metropolitan

District

1,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2017A-2,

5.000%,

12/01/47

12/27

at

100.00

342,543

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

951,473

495

Southwest

Timnath

Metropolitan

District

4,

Timnath,

Larimer

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2017A,

5.375%,

12/01/47

4/24

at

102.00

495,436

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

921,209

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

784,462

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

395,942

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

594,940

Tallyn's

Reach

Metropolitan

District

3,

Aurora,

Colorado,

General

Obligation

Bonds,

Refunding

Series

2019:

460

5.000%,

12/01/31

-

BAM

Insured

12/29

at

100.00

510,755

250

5.000%,

12/01/32

-

BAM

Insured

12/29

at

100.00

277,708

250

5.000%,

12/01/33

-

BAM

Insured

12/29

at

100.00

277,600

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

775,209

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

1,629,391

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

770,762

2,000

Thornton,

Colorado,

Certificates

of

Participation,

Series

2018,

4.000%,

12/01/39

12/28

at

100.00

2,036,003

2,000

Triview

Metropolitan

District

4,

El

Paso

County,

California,

Colorado,

General

Obligation

Bonds,

Limited

Tax

Series

2018,

5.750%,

12/01/48,

144A

4/24

at

103.00

2,010,342

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

234,586

4,000

Ventana

Metropolitan

District,

El

Paso

County,

Colorado,

General

Obligation

Bonds,

Limited

Tax

Refunding

and

Improvement

Series

2023A,

6.500%,

9/01/53,

144A

12/28

at

103.00

4,209,054

Nuveen

Colorado

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

February

29,

2024

(Unaudited)

18

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Tax

Obligation/Limited

(continued)

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

$

552,310

1,250

5.000%,

12/01/31

-

BAM

Insured

12/26

at

100.00

1,308,975

500

4.000%,

12/01/36

-

BAM

Insured

12/26

at

100.00

508,567

Water

Valley

Metropolitan

District

1,

Colorado,

General

Obligation

Bonds,

Refunding

Series

2016:

105

3.250%,

12/01/24

No

Opt.

Call

103,581

1,000

4.000%,

12/01/33

12/26

at

100.00

927,907

300

5.000%,

12/01/35

12/26

at

100.00

302,241

645

5.250%,

12/01/40

12/26

at

100.00

647,442

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

466,622

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

972,831

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

554,525

Westminster,

Colorado,

Certificates

of

Participation,

Series

2015A:

1,500

5.000%,

12/01/35

12/25

at

100.00

1,541,739

1,000

4.000%,

12/01/38

12/25

at

100.00

1,006,447

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

1,027,313

1,595

4.000%,

12/01/38

-

BAM

Insured

12/25

at

100.00

1,601,533

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

1,469,633

Total

Tax

Obligation/Limited

152,726,202

Transportation

-

10.2%

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

1,002,254

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)

4/24

at

100.00

500,772

Denver

City

and

County,

Colorado,

Airport

System

Revenue

Bonds,

Series

2022A:

3,000

5.000%,

11/15/25,

(AMT)

No

Opt.

Call

3,076,729

2,115

5.000%,

11/15/26,

(AMT)

No

Opt.

Call

2,204,683

1,995

5.000%,

11/15/39,

(AMT)

11/32

at

100.00

2,178,078

3,340

5.000%,

11/15/41,

(AMT)

11/32

at

100.00

3,617,275

3,585

5.500%,

11/15/53,

(AMT)

11/32

at

100.00

3,922,727

500

Denver

City

and

County,

Colorado,

Airport

System

Revenue

Bonds,

Series

2022B,

5.000%,

11/15/47

11/32

at

100.00

549,891

Denver

City

and

County,

Colorado,

Airport

System

Revenue

Bonds,

Series

2022D:

1,000

5.750%,

11/15/45,

(AMT)

11/32

at

100.00

1,132,477

1,000

5.000%,

11/15/53,

(AMT)

11/32

at

100.00

1,047,688

Denver

City

and

County,

Colorado,

Airport

System

Revenue

Bonds,

Subordinate

Lien

Series

2018A:

2,000

5.000%,

12/01/27,

(AMT)

No

Opt.

Call

2,121,889

1,000

5.000%,

12/01/30,

(AMT)

No

Opt.

Call

1,104,823

8,000

4.000%,

12/01/43,

(AMT)

12/28

at

100.00

7,748,605

8,305

5.000%,

12/01/43,

(AMT)

12/28

at

100.00

8,592,453

1,905

5.250%,

12/01/43,

(AMT)

12/28

at

100.00

1,997,901

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

1,081,227

500

Denver

City

and

County,

Colorado,

Special

Facilities

Airport

Revenue

Bonds,

United

Airlines,

Inc.

Project,

Refunding

Series

2017,

5.000%,

10/01/32,

(AMT)

4/24

at

100.00

499,964

620

Eagle

County

Air

Terminal

Corporation,

Colorado,

Airport

Terminal

Project

Revenue

Bonds,

Refunding

Series

2011A,

6.000%,

5/01/27,

(AMT)

4/24

at

100.00

620,726

19

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Transportation

(continued)

Grand

Junction

Regional

Airport

Authority,

Colorado,

General

Airport

Revenue

Bonds,

Refunding

Series

2016A:

$

680

5.000%,

12/01/25

-

NPFG

Insured

No

Opt.

Call

$

699,097

965

5.000%,

12/01/27

-

NPFG

Insured

12/26

at

100.00

1,013,950

1,215

5.000%,

12/01/32

12/26

at

100.00

1,271,820

1,275

5.000%,

12/01/33

12/26

at

100.00

1,334,279

1,000

5.000%,

12/01/34

12/26

at

100.00

1,045,715

Total

Transportation

48,365,023

U.S.

Guaranteed

-

6.3%

(d)

150

Boulder

Larimer

&

Weld

Counties

School

District

RE-1J

Saint

Vrain

Valley,

Colorado,

General

Obligation

Bonds,

Series

2016C,

4.000%,

12/15/34,

(Pre-

refunded

12/15/26)

12/26

at

100.00

155,253

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

53,437

1,585

5.000%,

6/01/42,

(Pre-refunded

6/01/27)

6/27

at

100.00

1,693,944

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

3,598,862

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

459,601

3,000

5.000%,

6/01/45,

(Pre-refunded

6/01/25)

6/25

at

100.00

3,064,007

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

Parkview

Medical

Center,

Refunding

Series

2015B:

3,530

5.000%,

9/01/31,

(Pre-refunded

9/01/25)

9/25

at

100.00

3,630,850

1,315

4.000%,

9/01/34,

(Pre-refunded

9/01/25)

9/25

at

100.00

1,333,531

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

534,353

500

5.000%,

3/01/41,

(Pre-refunded

3/01/27)

3/27

at

100.00

534,354

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

1,006,282

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

1,258,330

6,000

5.000%,

8/01/46,

(Pre-refunded

8/01/26)

8/26

at

100.00

6,291,647

1,000

Gunnison

Watershed

School

District

RE1J,

Gunnison

and

Saguache

Counties,

Colorado,

General

Obligation

Bonds,

Refunding

Series

2014A,

4.000%,

12/01/33,

(Pre-refunded

12/01/24)

12/24

at

100.00

1,006,198

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

1,016,401

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

646,156

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

3,608,634

Total

U.S.

Guaranteed

29,891,840

Utilities

-

16.1%

Arapahoe

County

Water

and

Wastewater

Authority,

Colorado,

Revenue

Bonds,

Refunding

Series

2019:

1,000

4.000%,

12/01/37

12/29

at

100.00

1,025,399

1,845

4.000%,

12/01/38

12/29

at

100.00

1,887,969

Brighton,

Colorado,

Water

Activity

Enterprise

Revenue

Bonds,

Water

System

Project,

Series

2022:

13,130

5.000%,

6/01/47

6/32

at

100.00

14,321,408

3,550

5.000%,

6/01/52

6/32

at

100.00

3,836,689

500

Cherokee

Metropolitan

District,

Colorado,

Water

and

Wastewater

Revenue

Bonds,

Series

2020,

4.000%,

8/01/50

-

BAM

Insured

8/30

at

100.00

474,457

4,435

Colorado

Springs,

Colorado,

Utilities

System

Revenue

Bonds,

Improvement

Series

2022B,

5.250%,

11/15/52

11/32

at

100.00

4,921,845

Nuveen

Colorado

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

February

29,

2024

(Unaudited)

20

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.

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Utilities

(continued)

Colorado

Springs,

Colorado,

Utilities

System

Revenue

Bonds,

Improvement

Series

2023A:

$

3,270

5.250%,

11/15/48

11/33

at

100.00

$

3,692,563

4,000

5.250%,

11/15/53

11/33

at

100.00

4,454,501

500

Colorado

Springs,

Colorado,

Utilities

System

Revenue

Bonds,

Refunding

Series

2015A,

4.000%,

11/15/35

11/25

at

100.00

505,126

1,000

Colorado

Water

Resources

and

Power

Development

Authority,

Water

Resources

Revenue

Bonds,

City

of

Sterling

Wastewater

Utility

Enterprise

Project,

Series

2023A,

5.000%,

9/01/48

-

AGM

Insured

9/33

at

100.00

1,090,564

1,000

Colorado

Water

Resources

and

Power

Development

Authority,

Water

Resources

Revenue

Bonds,

Steamboat

Springs

Utilities

Fund,

Series

2011B,

4.125%,

8/01/26

4/24

at

100.00

1,004,310

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

1,134,986

12,000

Denver

City

and

County

Board

of

Water

Commissioners,

Colorado,

Water

Revenue

Bonds,

Series

2022A,

5.000%,

12/15/52

12/32

at

100.00

13,094,072

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

4,148,305

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

1,020,759

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

669,399

1,500

4.000%,

11/15/35

11/25

at

100.00

1,516,121

500

Erie,

Boulder

and

Weld

Counties,

Colorado,

Water

Enterprise

Revenue

Bonds,

Refunding

Series

2015,

3.000%,

12/01/29

12/25

at

100.00

500,418

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

1,144,855

320

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,

4.000%,

12/01/35

-

AGM

Insured

12/26

at

100.00

326,857

2,180

Johnstown,

Colorado,

Wastewater

Revenue

Bonds,

Series

2021,

4.000%,

12/01/51

-

AGM

Insured

12/31

at

100.00

2,039,282

1,000

Loveland,

Colorado,

Electric

and

Communications

Enterprise

Revenue

Bonds,

Series

2019A,

5.000%,

12/01/44

12/28

at

100.00

1,049,535

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

8,800,438

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

1,373,739

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

1,903,930

Total

Utilities

75,937,527

Total

Municipal

Bonds

(cost

$461,979,671)

467,445,699

Total

Long-Term

Investments

(cost

$461,979,671)

467,445,699

Other

Assets

&

Liabilities,

Net

-

1.0%

4,900,984

Net

Assets

-

100%

$

472,346,683

21

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

$

–

$

467,445,699

$

–

$

467,445,699

Total

$

–

$

467,445,699

$

–

$

467,445,699

(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.

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.

22

Nuveen

Maryland

Municipal

Bond

Fund

Portfolio

of

Investments

February

29,

2024

(Unaudited)

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

LONG-TERM

INVESTMENTS

-

97.7%   

X

254,832,382

MUNICIPAL

BONDS

-

97.7%  

X

254,832,382

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

$

615,323

4,000

5.000%,

9/01/39

9/27

at

100.00

3,977,488

1,000

(c)

Maryland

Economic

Development

Corporation,

Revenue

Bonds,

Chesapeake

Bay

Hyatt

Conference

Center,

Series

2006A,

5.000%,

12/01/31

4/24

at

100.00

600,000

Total

Consumer

Discretionary

5,192,811

Consumer

Staples

-

2.2%

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

849,379

470

Children's

Trust

Fund,

Puerto

Rico,

Tobacco

Settlement

Asset-Backed

Bonds,

Refunding

Series

2002,

5.500%,

5/15/39

4/24

at

100.00

471,329

1,025

Guam

Economic

Development

&

Commerce

Authority,

Tobacco

Settlement

Asset-Backed

Bonds,

Series

2007A,

5.250%,

6/01/32

3/24

at

100.00

1,024,984

510

New

York

Counties

Tobacco

Trust

VI,

New

York,

Tobacco

Settlement

Pass-

Through

Bonds,

Series

2016A-1,

5.625%,

6/01/35

No

Opt.

Call

524,209

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

1,023,463

1,900

TSASC

Inc.,

New

York,

Tobacco

Asset-Backed

Bonds,

Series

2006,

5.000%,

6/01/48

6/27

at

100.00

1,719,311

Total

Consumer

Staples

5,612,675

Education

and

Civic

Organizations

-

5.8%

1,000

Chestertown,

Maryland,

Economic

Development

Project

Revenue

Bonds,

Washington

College,

Refunding

Series

2021A,

4.000%,

3/01/36

3/31

at

100.00

960,523

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

1,422,407

500

Maryland

Health

and

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

Goucher

College,

Series

2017A,

5.000%,

7/01/37

7/27

at

100.00

510,022

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

614,818

Maryland

Health

and

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

Johns

Hopkins

University,

Series

2013B:

500

5.000%,

7/01/38

3/24

at

100.00

500,182

2,625

4.250%,

7/01/41

3/24

at

100.00

2,625,345

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

500,571

Maryland

Health

and

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

Maryland

Institute

College

of

Art,

Series

2012:

2,000

5.000%,

6/01/29

3/24

at

100.00

2,001,235

1,000

5.000%,

6/01/47

3/24

at

100.00

989,093

700

Maryland

Health

and

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

Maryland

Institute

College

of

Art,

Series

2016,

5.000%,

6/01/33

6/26

at

100.00

714,409

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

320,386

235

5.000%,

6/01/42

6/26

at

100.00

235,666

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

937,691

2,010

4.000%,

6/01/46

6/31

at

100.00

1,727,429

23

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Education

and

Civic

Organizations

(continued)

$

1,100

Maryland

Industrial

Development

Financing

Authority,

Economic

Development

Revenue

Bonds,

McDonogh

School

Inc.,

Series

2019,

4.000%,

9/01/43

3/29

at

100.00

$

1,094,673

Total

Education

and

Civic

Organizations

15,154,450

Energy

-

1.6%

4,260

Maryland

Economic

Development

Corporation,

Port

Facilities

Revenue

Bonds,

CNX

Marine

Terminals

Inc.

Port

of

Baltimore

Facility,

Refunding

Series

2010,

5.750%,

9/01/25

4/24

at

100.00

4,289,149

Total

Energy

4,289,149

Health

Care

-

20.5%

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

662,088

1,650

4.250%,

7/01/35

7/25

at

100.00

1,654,978

1,000

5.000%,

7/01/40

7/25

at

100.00

1,008,373

1,000

5.000%,

7/01/45

7/25

at

100.00

1,006,296

Maryland

Health

and

Higher

Educational

Facilities

Authority,

Revenue

Bonds

Doctors

Community

Hospital,

Series

2017B:

1,000

5.000%,

7/01/34

7/27

at

100.00

1,033,388

500

5.000%,

7/01/38

7/27

at

100.00

509,193

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

92,295

1,250

5.000%,

7/01/38

7/26

at

100.00

1,272,758

440

4.000%,

7/01/42

7/26

at

100.00

411,594

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

1,437,770

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

1,659,809

2,020

5.500%,

1/01/46

1/27

at

100.00

2,052,007

2,650

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

2,813,292

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

619,957

175

4.000%,

7/01/40

7/30

at

100.00

173,566

20

4.000%,

7/01/45

7/30

at

100.00

19,071

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

903,816

Maryland

Health

and

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

LifeBridge

Health

Issue,

Series

2016:

1,250

4.000%,

7/01/41

7/26

at

100.00

1,244,596

500

5.000%,

7/01/47

7/26

at

100.00

509,726

Maryland

Health

and

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

LifeBridge

Health

System,

Series

2015:

1,015

4.125%,

7/01/47

7/25

at

100.00

996,072

1,020

Maryland

Health

and

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

Medstar

Health

Issue,

Series

2013B,

5.000%,

8/15/38

3/24

at

100.00

1,020,190

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

2,044,584

7,625

5.000%,

5/15/45

5/27

at

100.00

7,753,971

Maryland

Health

and

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

Peninsula

Regional

Medical

Center

Issue,

Series

2020A:

1,560

5.000%,

7/01/34

7/30

at

100.00

1,689,429

2,000

4.000%,

7/01/48

7/30

at

100.00

1,862,458

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

2,133,877

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

2,590,766

Nuveen

Maryland

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

February

29,

2024

(Unaudited)

24

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Health

Care

(continued)

Maryland

Health

and

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

University

of

Pittsburgh

Medical

Center,

Series

2020B:

$

4,750

4.000%,

4/15/45

4/30

at

100.00

$

4,597,621

2,000

4.000%,

4/15/50

4/30

at

100.00

1,900,425

Montgomery

County,

Maryland,

Revenue

Bonds,

Trinity

Health

Credit

Group,

Series

2015:

7,000

4.000%,

12/01/44

6/25

at

100.00

6,880,008

1,000

5.000%,

12/01/44

6/25

at

100.00

1,010,713

Total

Health

Care

53,564,687

Housing/Multifamily

-

11.0%

2,000

Howard

County

Housing

Commission,

Maryland,

Revenue

Bonds,

Columbia

Commons

Apartments,

Series

2014A,

5.000%,

6/01/44

6/24

at

100.00

2,003,584

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

1,770,050

640

Howard

County

Housing

Commission,

Maryland,

Revenue

Bonds,

Gateway

Village

Apartments,

Series

2016,

4.000%,

6/01/46

6/26

at

100.00

597,650

3,000

Howard

County

Housing

Commission,

Maryland,

Revenue

Bonds,

Orchard

Meadows

Apartments,

Series

2024,

5.000%,

12/01/43

12/33

at

100.00

3,198,293

1,660

Howard

County

Housing

Commission,

Maryland,

Revenue

Bonds,

The

Verona

at

Oakland

Mills

Project,

Series

2013,

5.000%,

10/01/28

4/24

at

100.00

1,662,348

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

953,712

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

721,187

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

770,373

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

738,665

1,430

Maryland

Community

Development

Administration

Department

of

Housing

and

Community

Development,

Housing

Revenue

Bonds,

Series

2014D,

4.000%,

7/01/45

4/24

at

100.00

1,337,107

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

218,362

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

1,426,296

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

733,277

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

1,752,156

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

585,172

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

1,107,155

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

192,123

1,150

5.000%,

7/01/50

7/30

at

100.00

1,171,333

500

Maryland

Economic

Development

Corporation,

Student

Housing

Revenue

Bonds,

Salisbury

University

Project,

Refunding

Series

2013,

5.000%,

6/01/34

4/24

at

100.00

498,988

1,000

Maryland

Economic

Development

Corporation,

Student

Housing

Revenue

Bonds,

Sheppard

Pratt

University

Village,

Series

2012,

5.000%,

7/01/27

4/24

at

100.00

1,000,272

25

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Housing/Multifamily

(continued)

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

$

257,850

475

5.000%,

7/01/35

7/25

at

100.00

479,515

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

4/24

at

100.00

1,120,165

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

1,188,201

520

5.000%,

6/01/43

-

AGM

Insured

6/26

at

100.00

529,268

1,250

Montgomery

County

Housing

Opportunities

Commission,

Maryland,

Multifamily

Housing

Development

Bonds,

Series

2014A,

3.650%,

7/01/34

7/24

at

100.00

1,251,535

750

Montgomery

County

Housing

Opportunities

Commission,

Maryland,

Multifamily

Housing

Development

Bonds,

Series

2021B,

2.250%,

7/01/41

7/30

at

100.00

551,664

1,000

Montgomery

County

Housing

Opportunities

Commission,

Maryland,

Multifamily

Housing

Development

Bonds,

Series

2021C,

2.200%,

7/01/36

7/30

at

100.00

823,533

Total

Housing/Multifamily

28,639,834

Housing/Single

Family

-

3.6%

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

2,496,977

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

2,246,101

725

Maryland

Community

Development

Administration

Department

of

Housing

and

Community

Development,

Residential

Revenue

Bonds,

Series

2019C,

3.000%,

3/01/42

3/29

at

100.00

611,378

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

959,854

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

355,153

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

1,531,416

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

866,248

420

Montgomery

County

Housing

Opportunities

Commission,

Maryland,

Program

Revenue

Bonds,

Series

2019C,

3.300%,

7/01/39,

(AMT)

1/28

at

100.00

381,305

Total

Housing/Single

Family

9,448,432

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

1,016,764

1,750

Baltimore

County,

Maryland,

Revenue

Bonds,

Oak

Crest

Village,

Series

2020,

4.000%,

1/01/45

1/27

at

103.00

1,622,251

2,000

Baltimore

County,

Maryland,

Revenue

Bonds,

Riderwood

Village

Inc

Facility,

Series

2020,

4.000%,

1/01/50

1/27

at

103.00

1,798,171

1,200

Gaithersburg,

Maryland,

Economic

Development

Revenue

Bonds,

Asbury

Methodist

Obligated

Group

Project,

Refunding

Series

2018A,

5.000%,

1/01/33

4/24

at

104.00

1,219,950

1,250

Howard

County,

Maryland,

Retirement

Community

Revenue

Bonds,

Vantage

House,

Refunding

Series

2017,

5.000%,

4/01/44

4/27

at

100.00

1,057,445

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

721,743

835

5.000%,

1/01/45

7/26

at

100.00

848,019

Nuveen

Maryland

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

February

29,

2024

(Unaudited)

26

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Long-Term

Care

(continued)

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

$

574,639

950

5.000%,

11/01/32

11/24

at

103.00

945,322

100

5.000%,

11/01/37

11/24

at

103.00

97,292

Rockville

Mayor

and

Council,

Maryland,

Economic

Development

Revenue

Bonds,

Series

2017B:

500

5.000%,

11/01/42

11/24

at

103.00

463,324

1,100

5.000%,

11/01/47

11/24

at

103.00

977,089

Total

Long-Term

Care

11,342,009

Tax

Obligation/General

-

12.4%

1,000

Anne

Arundel

County,

Maryland,

General

Obligation

Bonds,

Consolidated

Water

&

Sewer,

Series

2019,

5.000%,

10/01/41

10/29

at

100.00

1,092,492

4,175

Baltimore

County,

Maryland,

General

Obligation

Bonds,

Metropolitan

District

84th

Issue,

Series

2023,

5.000%,

3/01/43

3/33

at

100.00

4,731,623

1,000

Calvert

County,

Maryland,

General

Obligation

Bonds,

Consolidated

Public

Improvement,

Series

2023,

5.000%,

7/01/32

No

Opt.

Call

1,188,521

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

1,496,879

1,000

Howard

County,

Maryland,

General

Obligation

Bonds,

Consolidated

Public

Improvement

Project,

Series

2020A,

4.000%,

8/15/39

8/30

at

100.00

1,033,712

2,000

Howard

County,

Maryland,

General

Obligation

Bonds,

Consolidated

Public

Improvement

Project,

Series

2024A,

5.000%,

8/15/37

,

(WI/DD)

8/33

at

100.00

2,358,932

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

1,069,891

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

1,095,167

3,000

Montgomery

County,

Maryland,

General

Obligation

Bonds,

Consolidated

Public

Improvement

Series

2020A,

4.000%,

8/01/24

No

Opt.

Call

3,010,454

1,015

Montgomery

County,

Maryland,

General

Obligation

Bonds,

Refunding

Consolidated

Public

Improvement

Series

2021A,

5.000%,

8/01/24

No

Opt.

Call

1,022,618

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

4,298,449

Puerto

Rico,

General

Obligation

Bonds,

Restructured

Series

2022A-1:

1,000

5.375%,

7/01/25

No

Opt.

Call

1,015,315

1,000

5.625%,

7/01/29

No

Opt.

Call

1,084,666

2,000

0.000%,

7/01/33

7/31

at

89.94

1,289,085

1,000

4.000%,

7/01/46

7/31

at

103.00

903,804

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

1,342,945

2,000

Washington

Suburban

Sanitary

District,

Montgomery

and

Prince

George's

Counties,

Maryland,

General

Obligation

Bonds,

Consolidated

Public

Improvement,

Series

2024,

5.000%,

6/01/38

6/34

at

100.00

2,369,633

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

1,907,715

Total

Tax

Obligation/General

32,311,901

Tax

Obligation/Limited

-

15.7%

1,000

Baltimore,

Maryland,

Special

Obligation

Bonds,

Center/West

Development

Project,

Series

2017A,

5.375%,

6/01/36

6/26

at

100.00

1,015,775

Baltimore,

Maryland,

Special

Obligation

Bonds,

East

Baltimore

Research

Park

Project,

Series

2017A:

460

4.500%,

9/01/33

9/27

at

100.00

459,811

220

5.000%,

9/01/38

9/27

at

100.00

221,774

755

Baltimore,

Maryland,

Special

Obligation

Bonds,

Harbor

Point

Project,

Refunding

Series

2016,

5.000%,

6/01/36

6/26

at

100.00

760,950

1,300

Baltimore,

Maryland,

Special

Obligation

Bonds,

Harbor

Point

Project,

Refunding

Series

2019A,

3.500%,

6/01/39,

144A

6/29

at

100.00

1,126,229

27

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Tax

Obligation/Limited

(continued)

$

250

Baltimore,

Maryland,

Special

Obligation

Bonds,

Harbor

Point

Project,

Refunding

Series

2019B,

3.700%,

6/01/39,

144A

3/24

at

100.00

$

216,949

1,550

Baltimore,

Maryland,

Special

Obligation

Bonds,

Harbor

Point

Project,

Refunding

Series

2022,

5.000%,

6/01/51,

144A

6/31

at

100.00

1,554,116

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

374,969

334

5.000%,

7/01/36

1/29

at

100.00

342,110

85

Frederick

County,

Maryland,

Special

Obligation

Bonds,

Lake

Linganore

Village

Community

Development

Series

2001A,

5.700%,

7/01/29

-

RAAI

Insured

4/24

at

100.00

85,161

Frederick

County,

Maryland,

Special

Obligation

Bonds,

Urbana

Community

Development

Authority,

Refunding

Series

2020A:

1,015

4.000%,

7/01/38

7/30

at

100.00

1,019,037

500

4.000%,

7/01/39

7/30

at

100.00

498,684

340

Frederick

County,

Maryland,

Special

Obligation

Bonds,

Urbana

Community

Development

Authority,

Refunding

Series

2020B,

4.000%,

7/01/40

7/30

at

100.00

318,045

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

49,568

1,000

Frederick

County,

Maryland,

Special

Tax

Limited

Obligation

Bonds,

Jefferson

Technology

Park

Project,

Refunding

Series

2020A,

5.000%,

7/01/43,

144A

7/30

at

102.00

998,320

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

152,728

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

98,014

Guam

Government,

Limited

Obligation

Section

30

Revenue

Bonds,

Series

2016A:

1,015

5.000%,

12/01/33

12/26

at

100.00

1,043,893

500

5.000%,

12/01/46

12/26

at

100.00

491,968

750

Harford

County,

Maryland,

Special

Obligation

Bonds,

Beechtree

Estates

Project,

Refunding

Series

2021,

4.000%,

7/01/36

7/30

at

100.00

773,208

725

Howard

County,

Maryland,

Special

Obligation

Bonds,

Annapolis

Junction

Town

Center

Project,

Series

2014,

5.800%,

2/15/34

4/24

at

100.00

725,206

Howard

County,

Maryland,

Special

Obligation

Bonds,

Downtown

Columbia

Project,

Series

2017A:

600

4.125%,

2/15/34,

144A

2/26

at

100.00

584,216

550

4.375%,

2/15/39,

144A

2/26

at

100.00

530,991

1,285

Hyattsville,

Maryland,

Special

Obligation

Bonds,

University

Town

Center

Project,

Series

2016,

5.000%,

7/01/34

7/25

at

100.00

1,276,640

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

176,606

2,000

Maryland

Economic

Development

Corporation,

Special

Obligation

Bonds,

Port

Covington

Project,

Series

2020,

4.000%,

9/01/50

9/30

at

100.00

1,700,777

965

Maryland

Stadium

Authority,

Lease

Revenue

Bonds,

Built

To

Learn,

Series

2022A,

5.000%,

6/01/34

6/32

at

100.00

1,116,050

Maryland

Stadium

Authority,

Revenue

Bonds,

Baltimore

City

Public

Schools

Construction

&

Revitalization

Program,

Series

2016:

1,250

5.000%,

5/01/33

5/26

at

100.00

1,302,977

Maryland

Stadium

Authority,

Revenue

Bonds,

Baltimore

City

Public

Schools

Construction

&

Revitalization

Program,

Series

2018A:

2,000

5.000%,

5/01/36

5/28

at

100.00

2,146,364

2,000

5.000%,

5/01/47

5/28

at

100.00

2,086,726

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

414,801

1,500

0.000%,

5/01/52

No

Opt.

Call

393,386

575

Matching

Fund

Special

Purpose

Securitization

Corporation,

Virgin

Islands,

Revenue

Bonds,

Series

2022A,

5.000%,

10/01/32

No

Opt.

Call

617,298

525

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

524,510

Nuveen

Maryland

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

February

29,

2024

(Unaudited)

28

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Tax

Obligation/Limited

(continued)

$

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

$

2,146,018

346

Prince

George's

County,

Maryland,

Special

Tax

District

Bonds,

Victoria

Falls

Project,

Series

2005,

5.250%,

7/01/35

4/24

at

100.00

347,399

Puerto

Rico

Sales

Tax

Financing

Corporation,

Sales

Tax

Revenue

Bonds,

Restructured

2018A-1:

13

0.000%,

7/01/24

No

Opt.

Call

12,857

55

0.000%,

7/01/27

No

Opt.

Call

48,767

54

0.000%,

7/01/29

7/28

at

98.64

44,470

70

0.000%,

7/01/31

7/28

at

91.88

53,257

78

0.000%,

7/01/33

7/28

at

86.06

54,559

2,610

0.000%,

7/01/51

7/28

at

30.01

630,536

1,000

4.750%,

7/01/53

7/28

at

100.00

1,000,572

5,465

5.000%,

7/01/58

7/28

at

100.00

5,505,977

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

497,714

3

4.536%,

7/01/53

7/28

at

100.00

2,906

47

4.784%,

7/01/58

7/28

at

100.00

46,883

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

1,014,914

1,000

Virgin

Islands

Public

Finance

Authority,

Gross

Receipts

Taxes

Loan

Note,

Refunding

Series

2006,

5.000%,

10/01/28

-

FGIC

Insured

4/24

at

100.00

1,010,821

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

3,207,979

Total

Tax

Obligation/Limited

40,823,486

Transportation

-

9.3%

Guam

Port

Authority,

Port

Revenue

Bonds,

Private

Activity

Series

2018B:

120

5.000%,

7/01/33,

(AMT)

7/28

at

100.00

126,724

425

5.000%,

7/01/34,

(AMT)

7/28

at

100.00

449,181

Maryland

Department

of

Transportation,

Special

Transportation

Project

Revenue

Bonds,

Baltimore/Washington

International

Thurgood

Marshall

Airport,

Series

2021B:

3,500

5.000%,

8/01/46,

(AMT)

8/31

at

100.00

3,667,519

1,000

4.000%,

8/01/51,

(AMT)

8/31

at

100.00

929,183

800

Maryland

Economic

Development

Corporation

Economic

Development

Revenue

Bonds,

Terminal

Project,  Series

2019A,

5.000%,

6/01/44,

(AMT)

6/29

at

100.00

825,343

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

2,039,396

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

1,369,520

1,500

Maryland

Economic

Development

Corporation,

Economic

Development

Revenue

Bonds,

Annapolis

Mobility

and

Resilience

Project,

Senior

Series

2022A,

5.250%,

6/30/53

6/32

at

100.00

1,559,837

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

438,289

305

4.000%,

6/01/58

6/28

at

100.00

228,389

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

1,284,539

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

2,973,815

565

Maryland

Transportation

Authority,

Revenue

Bonds,

Transportation

Facilities

Projects,

Refunding

Series

2024A,

5.000%,

7/01/43

,

(WI/DD)

7/34

at

100.00

645,439

29

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Transportation

(continued)

Maryland

Transportation

Authority,

Revenue

Bonds,

Transportation

Facilities

Projects,

Series

2021A:

$

1,000

5.000%,

7/01/46

7/31

at

100.00

$

1,092,772

3,000

5.000%,

7/01/51

7/31

at

100.00

3,240,189

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)

3/24

at

100.00

55,014

340

5.000%,

8/01/31,

(AMT)

3/24

at

100.00

340,016

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

1,015,820

2,000

Washington

Metropolitan

Area

Transit

Authority,

District

of

Columbia,

Gross

Revenue

Bonds,

Series

2018,

5.000%,

7/01/43

7/27

at

100.00

2,079,925

Total

Transportation

24,360,910

U.S.

Guaranteed

-

3.6%

(d)

480

Baltimore,

Maryland,

Revenue

Bonds,

Water

Projects,

Refunding

Series

1998A,

5.000%,

7/01/28

-

FGIC

Insured,

(ETM)

8/21

at

100.00

499,182

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

900,134

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

1,013,362

750

5.000%,

7/01/40,

(Pre-refunded

7/01/25)

7/25

at

100.00

769,691

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

1,254,697

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

1,045,924

2,000

5.000%,

5/01/41,

(Pre-refunded

5/01/26)

5/26

at

100.00

2,091,849

1,500

Washington

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

1,654,180

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

275,518

Total

U.S.

Guaranteed

9,504,537

Utilities

-

5.6%

2,000

Baltimore,

Maryland,

Revenue

Bonds,

Wastewater

Projects,

Refunding

Series

2022A,

5.250%,

7/01/47

7/32

at

100.00

2,220,281

1,500

Baltimore,

Maryland,

Revenue

Bonds,

Water

Projects,

Subordinate

Series

2014A,

5.000%,

7/01/44

1/25

at

100.00

1,511,281

2,000

Baltimore,

Maryland,

Revenue

Bonds,

Water

Projects,

Subordinate

Series

2017A,

5.000%,

7/01/41

1/27

at

100.00

2,063,818

2,150

Beaver

County

Industrial

Development

Authority,

Pennsylvania,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Generation

Project,

Refunding

Series

2006A,

4.375%,

1/01/35,

(Mandatory

Put

7/01/33)

No

Opt.

Call

2,192,104

415

Guam

Government

Waterworks

Authority,

Water

and

Wastewater

System

Revenue

Bonds,

Refunding

Series

2017,

5.000%,

7/01/40

7/27

at

100.00

425,972

Guam

Government

Waterworks

Authority,

Water

and

Wastewater

System

Revenue

Bonds,

Series

2016:

500

5.000%,

7/01/27

7/26

at

100.00

516,017

500

5.000%,

1/01/46

7/26

at

100.00

507,085

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

2,055,951

Puerto

Rico

Aqueduct

and

Sewerage

Authority,

Revenue

Bonds,

Refunding

Senior

Lien

Series

2020A:

1,000

5.000%,

7/01/30,

144A

No

Opt.

Call

1,039,469

2,000

5.000%,

7/01/47,

144A

7/30

at

100.00

2,019,292

Nuveen

Maryland

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

February

29,

2024

(Unaudited)

30

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

$

36,231

Total

Utilities

14,587,501

Total

Municipal

Bonds

(cost

$259,544,302)

254,832,382

Total

Long-Term

Investments

(cost

$259,544,302)

254,832,382

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

SHORT-TERM

INVESTMENTS

-

 2.3%  

X

6,000,000

MUNICIPAL

BONDS

-

2.3%  

X

6,000,000

Total

Municipal

Bonds

(cost

$6,000,000)

$

6,000,000

Health

Care

-

2

.3

%

$

6,000

(e)

Maryland

Health

and

Higher

Educational

Facilities

Authority,

Pooled

Loan

Program

Revenue

Bonds,

Series

1985A,

3.740%,

4/01/35,

(Mandatory

Put

3/07/24)

2/24

at

100.00

6,000,000

Total

Health

Care

6,000,000

Total

Municipal

Bonds

(cost

$6,000,000)

6,000,000

Total

Short-Term

Investments

(cost

$6,000,000)

6,000,000

Total

Investments

(cost

$265,544,302)

-

100.0%

260,832,382

Other

Assets

&

Liabilities,

Net

-

0.0%

97,109

Net

Assets

-

100%

$

260,929,491

Level

1

Level

2

Level

3

Total

Long-Term

Investments:

Municipal

Bonds

$

–

$

254,832,382

$

–

$

254,832,382

Short-Term

Investments:

Municipal

Bonds

–

6,000,000

–

6,000,000

Total

$

–

$

260,832,382

$

–

$

260,832,382

31

(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

ETM

Escrowed

to

maturity

WI/DD

When-issued

or

delayed

delivery

security.

32

Nuveen

New

Mexico

Municipal

Bond

Fund

Portfolio

of

Investments

February

29,

2024

(Unaudited)

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

LONG-TERM

INVESTMENTS

-

94.1%   

X

68,353,532

MUNICIPAL

BONDS

-

94.1%  

X

68,353,532

Education

and

Civic

Organizations

-

6.5%

$

2,235

Los

Ranchos

de

Albuquerque,

New

Mexico,

Educational

Facilities

Revenue

Bonds,

Albuquerque

Academy

Project,

Refunding

Series

2020,

4.000%,

9/01/40

9/30

at

100.00

$

2,164,648

685

New

Mexico

Institute

of

Mining

and

Technology,

Revenue

Bonds,

Series

2019,

4.000%,

12/01/37

-

AGM

Insured

12/29

at

100.00

693,031

535

New

Mexico

State

University,

Revenue

Bonds,

Refunding

&

Improvement

Series

2017A,

5.000%,

4/01/42

4/27

at

100.00

554,758

University

of

New

Mexico,

Revenue

Bonds,

System

Improvement

Series

2023:

1,000

5.250%,

6/01/49

-

AGM

Insured

6/33

at

100.00

1,112,985

200

5.500%,

6/01/53

-

AGM

Insured

6/33

at

100.00

224,699

Total

Education

and

Civic

Organizations

4,750,121

Health

Care

-

11.0%

500

Arizona

Industrial

Development

Authority,

Hospital

Revenue

Bonds,

Phoenix

Children's

Hospital,

Series

2020A,

4.000%,

2/01/50

2/30

at

100.00

474,852

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

1,016,656

1,000

4.000%,

8/01/46

11/27

at

100.00

965,380

1,010

5.000%,

8/01/46

11/27

at

100.00

1,042,791

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

251,781

1,300

4.000%,

8/01/48

8/29

at

100.00

1,242,379

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

1,502,843

785

4.000%,

6/01/35

6/30

at

100.00

781,250

750

Washington

Health

Care

Facilities

Authority,

Revenue

Bonds,

CommonSpirit

Health,

Series

2019A-1,

4.000%,

8/01/44

8/29

at

100.00

723,843

Total

Health

Care

8,001,775

Housing/Multifamily

-

1.4%

1,000

New

Mexico

Mortgage

Finance

Authority,

Multifamily

Housing

Revenue

Bonds,

St

Anthony,

Series

2007A,

5.250%,

9/01/42,

(AMT)

3/24

at

100.00

1,002,384

Total

Housing/Multifamily

1,002,384

Housing/Single

Family

-

4.3%

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

284,540

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

1,262,724

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

503,842

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

78,691

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

964,917

Total

Housing/Single

Family

3,094,714

Long-Term

Care

-

1.7%

1,365

Santa

Fe,

New

Mexico,

Retirement

Facilities

Revenue

Bonds,

EL

Castillo

Retirement

Residences

Project,

Series

2012,

5.000%,

5/15/42

4/24

at

100.00

1,231,757

Total

Long-Term

Care

1,231,757

33

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Tax

Obligation/General

-

7.8%

$

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

$

1,079,783

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

2,474,621

1,000

Puerto

Rico,

General

Obligation

Bonds,

Restructured

Series

2022A-1,

4.000%,

7/01/46

7/31

at

103.00

903,804

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

519,681

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

694,441

Total

Tax

Obligation/General

5,672,330

Tax

Obligation/Limited

-

36.4%

1,195

Albuquerque,

New

Mexico,

Gross

Receipts

Tax

Revenue

Bonds,

Improvement

Series

2015A,

5.000%,

7/01/37

7/25

at

100.00

1,216,999

755

Albuquerque,

New

Mexico,

Gross

Receipts

Tax

Revenue

Bonds,

Improvement

Series

2022B,

5.000%,

7/01/41

7/32

at

100.00

853,331

1,005

Bernalillo

County,

New

Mexico,

Gross

Receipts

Tax

Revenue

Bonds,

Series

1996B,

5.700%,

4/01/27

-

NPFG

Insured

No

Opt.

Call

1,053,212

1,240

Bernalillo

County,

New

Mexico,

Gross

Receipts

Tax

Revenue

Bonds,

Series

2017A,

4.000%,

6/15/34

6/27

at

100.00

1,279,010

425

Boulders

Public

Improvement

District,

Albuquerque,

New

Mexico,

Special

Levy

Revenue

Bonds,

Series

2013,

7.250%,

10/01/43

4/24

at

100.00

425,071

200

Boulders

Public

Improvement

District,

Albuquerque,

New

Mexico,

Special

Levy

Revenue

Bonds,

Series

2015,

5.750%,

10/01/44

10/25

at

100.00

188,162

1,000

Clayton,

New

Mexico,

Jail

Project

Revenue

Bonds,

Refunding

&

Improvement

Series

2015,

5.000%,

11/01/29

11/25

at

100.00

1,017,484

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

603,141

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

1,010,372

500

Government

of

Guam,

Business

Privilege

Tax

Bonds,

Refunding

Series

2015D,

5.000%,

11/15/39

11/25

at

100.00

505,534

780

Guam

Government,

Limited

Obligation

Section

30

Revenue

Bonds,

Series

2016A,

5.000%,

12/01/46

12/26

at

100.00

767,470

125

Los

Lunas,

Valencia

County,

New

Mexico,

Gross

Receipts

Tax

Revenue

Bonds,

Improvement

Series

2016,

3.000%,

4/01/41

4/26

at

100.00

110,121

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

482,705

230

Matching

Fund

Special

Purpose

Securitization

Corporation,

Virgin

Islands,

Revenue

Bonds,

Series

2022A,

5.000%,

10/01/39

10/32

at

100.00

240,592

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

669,192

810

Mesa

Del

Sol

Public

Improvement

District

1,

Albuquerque,

New

Mexico,

Special

Levy

Revenue

Bonds,

Series

2013,

7.000%,

10/01/33

4/24

at

100.00

810,050

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

1,015,775

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

1,326,337

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

1,253,431

1,000

4.750%,

7/01/53

7/28

at

100.00

1,000,572

770

Roswell,

New

Mexico,

Gross

Receipts

Tax

Improvement

Revenue

Bonds,

Series

2017,

4.000%,

8/01/34

8/27

at

100.00

791,364

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

1,000,071

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

1,018,213

1,575

Santa

Fe

County,

New

Mexico,

Correctional

System

Gross

Receipts

Tax

Revenue

Bonds,

Series

1997,

6.000%,

2/01/27

-

AGM

Insured

No

Opt.

Call

1,660,674

Nuveen

New

Mexico

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

February

29,

2024

(Unaudited)

34

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Tax

Obligation/Limited

(continued)

Santa

Fe,

Minnesota,

Gross

Receipts

Tax

Revenue

Bonds,

Improvement

Senior

Lien

Series

2018A:

$

500

5.000%,

6/01/36

6/28

at

100.00

$

543,687

400

5.000%,

6/01/37

6/28

at

100.00

433,038

555

Trails

Public

Improvement

District,

Albuquerque,

New

Mexico,

Special

Levy

Revenue

Bonds,

Series

2008,

7.750%,

10/01/38

4/24

at

100.00

556,690

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

1,012,082

1,890

Virgin

Islands

Public

Finance

Authority,

Gross

Receipts

Taxes

Loan

Note,

Refunding

Series

2012A,

5.000%,

10/01/32

-

AGM

Insured

4/24

at

100.00

1,902,272

500

Volterra

Public

Improvement

District,

Albuquerque,

New

Mexico,

Special

Levy

Revenue

Bonds,

Series

2014,

6.750%,

10/01/33

10/24

at

100.00

503,413

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

4,929

500

4.000%,

5/01/33,

144A

5/29

at

103.00

488,040

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

4/24

at

103.00

733,820

Total

Tax

Obligation/Limited

26,476,854

U.S.

Guaranteed

-

2.2%

(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

1,589,284

Total

U.S.

Guaranteed

1,589,284

Utilities

-

22.8%

1,000

Albuquerque

Bernalillo

County

Water

Utility

Authority,

New

Mexico,

Joint

Water

and

Sewer

System

Revenue

Bonds,

Refunding

&

Improvement

Senior

Lien

Series

2015,

4.000%,

7/01/33

7/25

at

100.00

1,010,146

1,000

Albuquerque

Bernalillo

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

1,065,785

1,970

Albuquerque,

New

Mexico,

Refuse

Removal

and

Disposal

Revenue

Bonds,

Series

2020,

4.000%,

7/01/43

7/30

at

100.00

1,967,360

750

Guam

Government

Waterworks

Authority,

Water

and

Wastewater

System

Revenue

Bonds,

Refunding

Series

2017,

5.000%,

7/01/37

7/27

at

100.00

777,253

1,015

Guam

Government

Waterworks

Authority,

Water

and

Wastewater

System

Revenue

Bonds,

Series

2016,

5.000%,

7/01/36

7/26

at

100.00

1,044,073

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

1,026,554

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

485,165

975

New

Mexico

Finance

Authority,

Public

Project

Revolving

Fund

Revenue

Bonds,

Senior

Lien

Series

2020B,

3.000%,

6/01/40

6/30

at

100.00

872,267

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

1,113,527

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

1,473,075

1,000

New

Mexico

Finance

Authority,

Public

Project

Revolving

Fund

Revenue

Bonds,

Senior

Lien

Series

2023B,

5.250%,

6/01/48

6/33

at

100.00

1,120,777

915

New

Mexico

Finance

Authority,

Public

Project

Revolving

Fund

Revenue

Bonds,

Subordinate

Lien

Series

2019A,

5.000%,

6/15/35

6/28

at

100.00

995,389

800

Puerto

Rico

Aqueduct

and

Sewerage

Authority,

Revenue

Bonds,

Refunding

Senior

Lien

Series

2021B,

5.000%,

7/01/33,

144A

7/31

at

100.00

835,844

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

729,672

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

512,138

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)

$

1,500

Santa

Fe,

New

Mexico,

Water

Utility

System

Revenue

Bonds,

Refunding

Series

2016,

4.000%,

6/01/39

6/26

at

100.00

$

1,505,288

Total

Utilities

16,534,313

Total

Municipal

Bonds

(cost

$69,454,620)

68,353,532

Total

Long-Term

Investments

(cost

$69,454,620)

68,353,532

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

SHORT-TERM

INVESTMENTS

-

 3.3%  

X

2,400,000

MUNICIPAL

BONDS

-

3.3%  

X

2,400,000

Total

Municipal

Bonds

(cost

$2,400,000)

$

2,400,000

Health

Care

-

3

.3

%

$

800

(d)

New

Mexico

Hospital

Equipment

Loan

Council,

Hospital

Revenue

Bonds,

Presbyterian

Healthcare

Services,

Series

2008B,

3.650%,

8/01/34,

(Mandatory

Put

2/29/24)

2/24

at

100.00

800,000

1,600

(d)

New

Mexico

Hospital

Equipment

Loan

Council,

Hospital

Revenue

Bonds,

Presbyterian

Healthcare

Services,

Series

2008D,

3.250%,

8/01/34,

(Mandatory

Put

3/07/24)

2/24

at

100.00

1,600,000

Total

Health

Care

2,400,000

Total

Municipal

Bonds

(cost

$2,400,000)

2,400,000

Total

Short-Term

Investments

(cost

$2,400,000)

2,400,000

Total

Investments

(cost

$71,854,620)

-

97.4%

70,753,532

Other

Assets

&

Liabilities,

Net

-

2.6%

1,895,278

Net

Assets

-

100%

$

72,648,810

Nuveen

New

Mexico

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

February

29,

2024

(Unaudited)

36

Level

1

Level

2

Level

3

Total

Long-Term

Investments:

Municipal

Bonds

$

–

$

68,353,532

$

–

$

68,353,532

Short-Term

Investments:

Municipal

Bonds

–

2,400,000

–

2,400,000

Total

$

–

$

70,753,532

$

–

$

70,753,532

(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

37

Nuveen

Pennsylvania

Municipal

Bond

Fund

Portfolio

of

Investments

February

29,

2024

(Unaudited)

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

LONG-TERM

INVESTMENTS

-

94.4%   

X

376,427,316

MUNICIPAL

BONDS

-

88.0%  

X

376,427,316

Consumer

Staples

-

0.3%

$

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

$

1,528,176

Total

Consumer

Staples

1,528,176

Education

and

Civic

Organizations

-

12.4%

2,510

Allegheny

County

Higher

Education

Building

Authority,

Pennsylvania,

Revenue

Bonds,

Carnegie

Mellon

University,

Series

2020A,

5.000%,

2/01/30

No

Opt.

Call

2,849,423

770

Allegheny

County

Higher

Education

Building

Authority,

Pennsylvania,

Revenue

Bonds,

Robert

Morris

University,

Series

2016,

5.000%,

10/15/34

10/26

at

100.00

770,161

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

467,282

1,800

Allegheny

County

Higher

Education

Building

Authority,

Pennsylvania,

University

Revenue

Bonds,

Duquesne

University,

Series

2024,

5.000%,

3/01/42

3/34

at

100.00

2,014,479

295

Berks

County

Municipal

Authority,

Pennsylvania,

Revenue

Bonds,  Alvernia

University

Project,

Series

2020,

5.000%,

10/01/39

10/29

at

100.00

283,867

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

1,990,733

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

1,227,360

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

303,301

785

Crawford

County

Industrial

Development

Authority,

Pennsylvania,

College

Revenue

Bonds,

Allegheny

College,

Series

2016,

3.000%,

5/01/34

5/26

at

100.00

706,922

295

Dallas

Area

Municipal

Authority,

Pennsylvania,

Revenue

Bonds,

Misericordia

University,

Series

2014,

5.000%,

5/01/37

5/24

at

100.00

289,544

3,715

Delaware

County

Authority,

Pennsylvania,

Revenue

Bonds,

Villanova

University,

Series

2015,

5.000%,

8/01/45

8/25

at

100.00

3,753,957

1,430

Erie

Higher

Education

Building

Authority,

Pennsylvania,

Revenue

Bonds,

Gannon

University,

Series

2016,

4.000%,

5/01/46

11/26

at

100.00

1,169,851

Huntingdon

County

General

Authority,

Pennsylvania,

Revenue

Bonds,

Juniata

College,

Series

2016OO2:

290

3.125%,

5/01/34

5/26

at

100.00

260,589

210

3.250%,

5/01/36

5/26

at

100.00

185,631

355

3.500%,

5/01/41

5/26

at

100.00

293,542

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

1,061,155

1,000

Lehigh

County,

Pennsylvania,

Revenue

Bonds,

Lehigh

Valley

Dual

Language

Charter

School,

General

Purpose

Authority,

Series

2023,

7.000%,

6/01/53

6/30

at

103.00

1,053,353

1,920

Lycoming

County

Authority,

Pennsylvania,

Revenue

Bonds,

Pennsylvania

College

of

Technology,

Series

2016,

3.000%,

10/01/37

10/26

at

100.00

1,777,464

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

1,200,804

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

877,937

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

1,072,604

2,880

Pennsylvania

Higher

Education

Assistance

Agency,

Education

Loan

Revenue

Bonds,

Senior

Series

2020A,

2.450%,

6/01/41,

(AMT)

6/29

at

100.00

2,481,104

1,365

Pennsylvania

Higher

Education

Assistance

Agency,

Education

Loan

Revenue

Bonds,

Senior

Series

2021A,

2.625%,

6/01/42,

(AMT)

6/30

at

100.00

1,188,020

580

Pennsylvania

Higher

Education

Assistance

Agency,

Education

Loan

Revenue

Bonds,

Senior

Series

2023A,

4.000%,

6/01/44,

(AMT)

6/32

at

100.00

569,635

Nuveen

Pennsylvania

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

February

29,

2024

(Unaudited)

38

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

$

556,684

690

3.000%,

11/01/42

5/26

at

100.00

519,529

500

5.000%,

11/01/46

5/26

at

100.00

500,374

Pennsylvania

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

Bryn

Mawr

College,

Refunding

Series

2014:

815

5.000%,

12/01/38

12/24

at

100.00

821,008

670

5.000%,

12/01/44

12/24

at

100.00

673,621

1,000

Pennsylvania

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

Bryn

Mawr

College,

Series

2019,

4.000%,

12/01/48

6/29

at

100.00

979,520

560

Pennsylvania

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

Drexel

University,

Refunding

Series

2016,

4.000%,

5/01/36

5/26

at

100.00

555,758

Pennsylvania

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

LaSalle

University,

Series

2012:

300

4.000%,

5/01/32

4/24

at

100.00

244,724

1,240

5.000%,

5/01/42

4/24

at

100.00

926,886

Pennsylvania

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

University

of

the

Sciences

in

Philadelphia,

Series

2012:

240

4.000%,

11/01/39

4/24

at

100.00

221,218

1,200

5.000%,

11/01/42

4/24

at

100.00

1,200,288

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

1,426,049

2,350

Pennsylvania

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

Widener

University,

Series

2021A,

4.000%,

7/15/51

7/31

at

100.00

1,958,807

1,000

Pennsylvania

State

University,

Revenue

Bonds,

Series

2023,

5.250%,

9/01/48

9/33

at

100.00

1,129,549

1,080

Philadelphia

Authority

for

Industrial

Development,

Pennsylvania,

Revenue

Bonds,

La

Salle

University,

Series

2017,

5.000%,

5/01/37

11/27

at

100.00

860,649

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

1,873,285

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

2,148,683

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

2,473,153

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

721,866

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

857,878

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

1,680,786

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

1,898,248

Wilkes-Barre

Finance

Authority,

Pennsylvania,

Revenue

Bonds,

University

of

Scranton,

Series

2015A:

665

5.000%,

11/01/32

11/25

at

100.00

683,153

260

5.000%,

11/01/33

11/25

at

100.00

267,097

Total

Education

and

Civic

Organizations

53,027,531

Health

Care

-

14.1%

7,700

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

7,261,482

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

1,924,388

1,765

4.000%,

11/01/47

11/27

at

100.00

916,448

1,500

5.000%,

11/01/47

11/27

at

100.00

777,865

755

5.000%,

11/01/50

11/27

at

100.00

390,306

39

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Health

Care

(continued)

$

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

$

4,099,002

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

2,399,125

1,630

Central

Bradford

Progress

Authority,

Pennsylvania,

Revenue

Bonds,

Guthrie

Health,

Series

2021B,

4.000%,

12/01/51

12/31

at

100.00

1,490,626

Chester

County

Health

and

Education

Facilities

Authority,

Pennsylvania,

Health

System

Revenue

Bonds,

Main

Line

Health

System,

Series

2017A:

655

4.000%,

10/01/36

10/27

at

100.00

665,141

1,000

4.000%,

10/01/37

10/27

at

100.00

1,011,122

2,205

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

2,052,114

Dauphin

County

General

Authority,

Pennsylvania,

Health

System

Revenue

Bonds,

Pinnacle

Health

System

Project,

Refunding

Series

2016A:

965

3.000%,

6/01/33

6/26

at

100.00

929,337

610

5.000%,

6/01/35

6/26

at

100.00

630,090

Doylestown

Hospital

Authority,

Pennsylvania,

Hospital

Revenue

Bonds,

Series

2019A:

1,370

5.000%,

7/01/49

7/29

at

100.00

1,278,640

1,000

Geisinger

Authority,

Montour

County,

Pennsylvania,

Health

System

Revenue

Bonds,

Geisinger

Health

System,

Series

2014A,

5.000%,

6/01/41

6/24

at

100.00

1,001,745

2,625

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

2,687,462

1,875

Geisinger

Authority,

Montour

County,

Pennsylvania,

Health

System

Revenue

Bonds,

Geisinger

Health

System,

Series

2020A,

4.000%,

4/01/50

4/30

at

100.00

1,782,010

Lancaster

County

Hospital

Authority,

Pennsylvania,

Revenue

Bonds,

Penn

State

Health,

Series

2021:

1,000

5.000%,

11/01/38

11/29

at

100.00

1,067,078

1,000

5.000%,

11/01/51

11/29

at

100.00

1,037,655

1,730

Lancaster

County

Hospital

Authority,

Revenue

Bonds,

University

of

Pennsylvania

Health

System,

Refunding

Series

2016B,

5.000%,

8/15/46

8/26

at

100.00

1,766,969

1,195

Lancaster

County

Hospital

Authority,

Revenue

Bonds,

University

of

Pennsylvania

Health

System,

Series

2016A,

5.000%,

8/15/42

8/26

at

100.00

1,226,185

825

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

775,105

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

354,606

3,435

4.000%,

11/01/46

5/26

at

100.00

3,098,820

1,950

Lehigh

County

General

Purpose

Authority,

Pennsylvania,

Revenue

Bonds,

Good

Shepherd

Group,

Series

2021A,

4.000%,

11/01/41

11/31

at

100.00

1,875,011

835

Monroe

County

Hospital

Authority,

Pennsylvania,

Hospital

Revenue

Bonds,

Pocono

Medical

Center,

Series

2016,

5.000%,

7/01/41

7/26

at

100.00

848,528

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

1,022,912

Montgomery

County

Higher

Education

and

Health

Authority,

Pennsylvania,

Revenue

Bonds,

Thomas

Jefferson

University,

Series

2019:

2,055

4.000%,

9/01/44

9/29

at

100.00

1,973,945

245

4.000%,

9/01/49

9/29

at

100.00

228,195

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

1,754,189

2,000

4.000%,

5/01/56

-

AGM

Insured

5/32

at

100.00

1,877,719

1,000

5.000%,

5/01/57

5/32

at

100.00

1,043,146

2,215

Pennsylvania

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

Thomas

Jefferson

University,

Refunding

Series

2015A,

5.250%,

9/01/50

3/25

at

100.00

2,231,181

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

571,877

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

3,395,131

Nuveen

Pennsylvania

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

February

29,

2024

(Unaudited)

40

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Health

Care

(continued)

$

1,705

Southcentral

Pennsylvania

General

Authority,

Revenue

Bonds,

Wellspan

Health

Obligated

Group,

Refunding

Series

2023A,

5.000%,

6/01/34

No

Opt.

Call

$

2,016,154

700

Westmoreland

County

Industrial

Development

Authority,

Pennsylvania,

Revenue

Bonds,

Excela

Health

Project,

Series

2020A,

4.000%,

7/01/37

1/31

at

100.00

659,530

Total

Health

Care

60,120,839

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

650,968

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

99,651

176

Philadelphia

Authority

for

Industrial

Development,

Pennsylvania,

Multifamily

Housing

Revenue

Bonds,

Presbyterian

Homes

Germantown

-

Morrisville

Project,

Series

2005A,

5.625%,

7/01/35

4/24

at

100.00

179,316

Total

Housing/Multifamily

929,935

Housing/Single

Family

-

12.4%

660

Pennsylvania

Housing

Finance

Agency,

Single

Family

Mortgage

Revenue

Bonds,

Series

2015-117B,

3.900%,

10/01/35

10/24

at

100.00

658,700

1,220

Pennsylvania

Housing

Finance

Agency,

Single

Family

Mortgage

Revenue

Bonds,

Series

2016-119,

3.500%,

10/01/36

4/25

at

100.00

1,169,574

3,600

Pennsylvania

Housing

Finance

Agency,

Single

Family

Mortgage

Revenue

Bonds,

Series

2016-120,

3.200%,

4/01/40

10/25

at

100.00

3,180,684

Pennsylvania

Housing

Finance

Agency,

Single

Family

Mortgage

Revenue

Bonds,

Series

2016-121:

1,485

3.100%,

10/01/36

10/25

at

100.00

1,359,014

5,820

3.200%,

10/01/41

10/25

at

100.00

5,128,716

1,520

Pennsylvania

Housing

Finance

Agency,

Single

Family

Mortgage

Revenue

Bonds,

Series

2017-123B,

3.450%,

10/01/32

10/26

at

100.00

1,497,857

2,000

Pennsylvania

Housing

Finance

Agency,

Single

Family

Mortgage

Revenue

Bonds,

Series

2017-124B,

3.500%,

10/01/37

10/26

at

100.00

1,879,125

180

Pennsylvania

Housing

Finance

Agency,

Single

Family

Mortgage

Revenue

Bonds,

Series

2017-125B,

3.700%,

10/01/47

4/27

at

100.00

161,193

6,000

Pennsylvania

Housing

Finance

Agency,

Single

Family

Mortgage

Revenue

Bonds,

Series

2019-129,

3.350%,

10/01/45

10/28

at

100.00

5,133,723

4,025

Pennsylvania

Housing

Finance

Agency,

Single

Family

Mortgage

Revenue

Bonds,

Series

2019-130A,

3.000%,

10/01/46

10/28

at

100.00

3,065,616

Pennsylvania

Housing

Finance

Agency,

Single

Family

Mortgage

Revenue

Bonds,

Series

2020-133:

1,405

2.350%,

10/01/40

10/29

at

100.00

1,079,712

5,255

2.500%,

10/01/45

10/29

at

100.00

3,781,977

1,250

Pennsylvania

Housing

Finance

Agency,

Single

Family

Mortgage

Revenue

Bonds,

Series

2021-136,

2.550%,

10/01/51

10/30

at

100.00

832,989

Pennsylvania

Housing

Finance

Agency,

Single

Family

Mortgage

Revenue

Bonds,

Social

Series

2021-134A:

5,320

1.850%,

4/01/36

10/29

at

100.00

4,143,486

3,145

2.050%,

4/01/41

10/29

at

100.00

2,222,382

2,430

2.100%,

10/01/43

10/29

at

100.00

1,691,855

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

2,233,485

3,935

2.375%,

10/01/46

10/30

at

100.00

2,706,801

4,425

2.500%,

10/01/50

10/30

at

100.00

2,943,574

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

1,663,468

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

1,390,772

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

1,500,867

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

2,088,297

41

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Housing/Single

Family

(continued)

$

1,335

Pennsylvania

Housing

Finance

Agency,

Single

Family

Mortgage

Revenue

Bonds,

Social

Series

2024-144A,

4.600%,

10/01/49

,

(WI/DD)

10/32

at

100.00

$

1,336,045

Total

Housing/Single

Family

52,849,912

Industrials

-

0.8%

250

(c),(d)

Pennsylvania

Economic

Development

Financing

Authority,

Exempt

Facilities

Revenue

Bonds,

KDC

Agribusiness

Fairless

Hills

LLC

Project,

Series

2020A-1,

10.000%,

12/01/40,

144A

6/30

at

100.00

25

250

(c),(d)

Pennsylvania

Economic

Development

Financing

Authority,

Exempt

Facilities

Revenue

Bonds,

KDC

Agribusiness

Fairless

Hills

LLC

Project,

Series

2020A-2,

10.000%,

12/01/40,

(AMT),

144A

6/30

at

100.00

25

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

2,534,028

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

988,446

Total

Industrials

3,522,524

Long-Term

Care

-

7.3%

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

1,486,843

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

73,053

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

542,840

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

1,973,740

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

3,108,280

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

682,018

1,120

5.000%,

1/01/38

1/25

at

100.00

1,123,965

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

359,919

1,000

5.000%,

1/01/29

1/26

at

100.00

1,012,978

910

5.000%,

1/01/30

1/26

at

100.00

921,012

135

3.250%,

1/01/36

1/26

at

100.00

117,950

1,430

3.250%,

1/01/39

1/26

at

100.00

1,199,447

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

269,851

105

5.000%,

1/01/39

1/29

at

100.00

106,203

635

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

642,524

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

343,106

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

509,039

245

5.000%,

3/01/50

3/27

at

102.00

198,399

1,000

Lancaster

County

Hospital

Authority,

Pennsylvania,

Revenue

Bonds,

Landis

Homes

Retirement

Community

Project,

Refunding

Series

2015A,

5.000%,

7/01/45

7/25

at

100.00

922,268

Nuveen

Pennsylvania

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

February

29,

2024

(Unaudited)

42

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Long-Term

Care

(continued)

Lancaster

Industrial

Development

Authority,

Pennsylvania,

Health

Center

Revenue

Bonds,

Landis

Homes

Retirement

Community

Project,

Refunding

Series

2021:

$

910

4.000%,

7/01/51

7/26

at

103.00

$

684,715

1,400

4.000%,

7/01/56

7/26

at

103.00

1,022,639

2,750

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

2,835,827

500

Montgomery

County

Industrial

Development

Authority,

Pennsylvania,

Revenue

Bonds,

ACTS

Retirement-Life

Communities,

Inc.

Obligated

Group,

Series

2023A,

5.250%,

11/15/53

11/30

at

100.00

519,099

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

1,901,798

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

937,693

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

1,665,806

500

4.000%,

7/01/46

7/26

at

103.00

443,031

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

1,028,040

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

2,097,276

3,345

4.000%,

5/15/47

5/28

at

103.00

2,449,046

Total

Long-Term

Care

31,178,405

Tax

Obligation/General

-

15.9%

Allegheny

County,

Pennsylvania,

General

Obligation

Bonds,

Series

2014C-74:

950

5.000%,

12/01/32

12/24

at

100.00

959,992

415

5.000%,

12/01/34

12/24

at

100.00

419,274

2,040

Allegheny

County,

Pennsylvania,

General

Obligation

Bonds,

Series

2018C-77,

5.000%,

11/01/43

11/28

at

100.00

2,148,559

495

Allentown

City

School

District,

Lehigh

County,

Pennsylvania,

General

Obligation

Bonds,

Limited

Tax

Series

2019C,

4.000%,

2/01/36

-

BAM

Insured

8/29

at

100.00

499,127

1,045

Bethel

Park

School

District,

Allegheny

County,

Pennsylvania,

General

Obligation

Bonds,

Refunding

Series

2016,

4.000%,

8/01/32

8/26

at

100.00

1,068,076

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

705,826

815

Cambria

County,

Pennsylvania,

General

Obligation

Bonds,

Notes

Series

2020B,

4.000%,

8/01/33

-

AGM

Insured

8/27

at

100.00

838,784

1,800

Canon-McMillan

School

District,

Washington

County,

Pennsylvania,

General

Obligation

Bonds,

Series

2014D,

5.000%,

12/15/37

12/24

at

100.00

1,813,271

3,125

Chichester

School

District,

Delaware

County,

Pennsylvania,

General

Obligation

Bonds,

Series

1999,

0.000%,

3/01/26

-

FGIC

Insured

No

Opt.

Call

2,910,544

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

2,543,102

1,950

0.000%,

10/01/37

-

BAM

Insured

10/30

at

75.27

1,120,607

820

Connellsville

Area

School

District,

Fayette

County,

Pennsylvania,

General

Obligation

Bonds,

Series

2019,

3.125%,

8/15/39

8/26

at

100.00

739,256

2,050

Delaware

Valley

Regional

Finance

Authority,

Pennsylvania,

Local

Government

Revenue

Bonds,

Series

2020B,

5.000%,

11/01/24

No

Opt.

Call

2,073,045

855

Fayette

County,

Pennsylvania,

General

Obligation

Bonds,

Notes

Series

2021A,

2.000%,

11/15/43

-

AGM

Insured

11/30

at

100.00

571,906

580

Gateway

School

District,

Allegheny

County,

Pennsylvania,

General

Obligation

Bonds,

Series

2021,

3.000%,

10/15/35

-

BAM

Insured

10/31

at

100.00

534,869

1,635

Girard

School

District,

Erie

County,

Pennsylvania,

General

Obligation

Bonds,

Series

1999B,

0.000%,

11/15/28

-

FGIC

Insured

No

Opt.

Call

1,384,088

43

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Tax

Obligation/General

(continued)

$

2,250

Hatboro-Horsham

School

District,

Montgomery

County,

Pennsylvania,

General

Obligation

Bonds,

Series

2023A,

5.250%,

9/15/51

9/31

at

100.00

$

2,455,627

1,000

Littlestown

Area

School

District,

Adams

County,

Pennsylvania,

General

Obligation

Bonds,

Series

2023A,

5.000%,

10/01/50

-

BAM

Insured

10/33

at

100.00

1,075,012

4,875

McKeesport

Area

School

District,

Allegheny

County,

Pennsylvania,

General

Obligation

Bonds,

Series

1997D,

0.000%,

10/01/24

-

NPFG

Insured

No

Opt.

Call

4,765,967

2,000

Middletown

Area

School

District,

Dauphin

County,

Pennsylvania,

General

Obligation

Bonds,

Series

2023,

5.000%,

3/01/38

-

BAM

Insured

3/28

at

100.00

2,111,617

3,000

Montgomery

County,

Pennsylvania,

General

Obligation

Bonds,

Series

2022,

5.000%,

7/01/36

7/32

at

100.00

3,472,351

1,000

Penn

Manor

School

District,

Lancaster

County,

Pennsylvania,

General

Obligation

Bonds,

Series

2019A,

4.000%,

3/01/34

9/27

at

100.00

1,028,700

Pennsylvania

State,

General

Obligation

Bonds,

First

Series

2023:

3,180

5.000%,

9/01/35

9/33

at

100.00

3,784,580

10,000

4.000%,

9/01/40

9/33

at

100.00

10,312,739

1,500

Philadelphia

School

District,

Pennsylvania,

General

Obligation

Bonds,

Green

Series

2023B,

5.000%,

9/01/48

9/33

at

100.00

1,627,153

3,535

Philadelphia

School

District,

Pennsylvania,

General

Obligation

Bonds,

Series

2007A,

5.000%,

6/01/34

-

NPFG

Insured

No

Opt.

Call

4,088,588

2,500

Philadelphia

School

District,

Pennsylvania,

General

Obligation

Bonds,

Series

2021A,

4.000%,

9/01/46

9/31

at

100.00

2,436,629

760

Rostraver

Township,

Westmoreland

County,

Pennsylvania,

General

Obligation

Bonds,

Series

2018,

3.500%,

9/01/34

-

AGM

Insured

9/25

at

100.00

760,397

1,285

Scranton,

Lackawanna

County,

Pennsylvania,

General

Obligation

Notes,

Series

2016,

5.000%,

11/15/32

5/24

at

100.00

1,285,212

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

2,024,131

50

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

50,053

1,000

Township

of

Upper

Marion,

Pennsylvania,

General

Obligation

Bonds,

Series

of

2022,

4.000%,

12/01/47

12/27

at

100.00

990,875

1,000

Tredyffrin

Township,

Chester

County,

Pennsylvania,

General

Obligation

Bonds,

Series

2024,

4.000%,

11/15/46

11/29

at

100.00

997,026

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

1,377,350

1,100

Upper

Saint

Clair

Township

School

District,

Allegheny

County,

Pennsylvania,

General

Obligation

Bonds,

Series

2020,

3.000%,

10/01/30

10/28

at

100.00

1,097,425

1,010

West

Allegheny

School

District,

Allegheny

County,

Pennsylvania,

General

Obligation

Bonds,

Series

2021B,

2.000%,

9/01/26

No

Opt.

Call

969,903

900

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

859,655

Total

Tax

Obligation/General

67,901,316

Tax

Obligation/Limited

-

3.3%

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

115,582

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

102,870

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

990,428

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

505,371

1,000

Allentown

Neighborhood

Improvement

Zone

Development

Authority,

Pennsylvania,

Tax

Revenue

Bonds,

Neuweiler

Lofts

Project,

Series

2023,

6.250%,

5/01/42,

144A

5/33

at

100.00

1,007,357

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

99,501

Nuveen

Pennsylvania

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

February

29,

2024

(Unaudited)

44

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Tax

Obligation/Limited

(continued)

Commonwealth

Financing

Authority,

Pennsylvania,

State

Appropriation

Lease

Bonds,

Master

Settlement,

Series

2018:

$

595

5.000%,

6/01/31

6/28

at

100.00

$

639,849

3,780

4.000%,

6/01/39

-

AGM

Insured

6/28

at

100.00

3,811,725

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

501,067

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

1,549,452

1,000

4.900%,

12/01/44

12/26

at

100.00

1,027,714

105

Pennsylvania

Turnpike

Commission,

Oil

Franchise

Tax

Revenue

Bonds,

Subordinate

Series

2018B,

5.000%,

12/01/48

12/28

at

100.00

109,211

Puerto

Rico

Sales

Tax

Financing

Corporation,

Sales

Tax

Revenue

Bonds,

Restructured

2018A-1:

171

0.000%,

7/01/51

7/28

at

30.01

41,311

995

4.750%,

7/01/53

7/28

at

100.00

995,569

1,757

5.000%,

7/01/58

7/28

at

100.00

1,770,174

347

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

346,133

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

533,382

Total

Tax

Obligation/Limited

14,146,696

Transportation

-

7.9%

Allegheny

County

Airport

Authority,

Pennsylvania,

Airport

Revenue

Bonds,

Pittsburgh

International

Airport,

Series

2021A:

3,175

5.000%,

1/01/51,

(AMT)

1/31

at

100.00

3,278,599

3,530

5.000%,

1/01/56,

(AMT)

1/31

at

100.00

3,631,495

1,955

Delaware

River

Joint

Toll

Bridge

Commission,

New

Jersey

and

Pennsylvania,

Bridge

System

Revenue

Bonds,

Refunding

Series

2015,

4.000%,

7/01/35

-

BAM

Insured

7/25

at

100.00

1,967,129

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

1,106,602

2,710

Delaware

River

Port

Authority,

New

Jersey

and

Pennsylvania,

Revenue

Bonds,

Series

2018A,

5.000%,

1/01/38

1/29

at

100.00

2,951,915

1,850

Pennsylvania

Economic

Development

Financing

Authority,

Parking

System

Revenue

Bonds,

Capitol

Region

Parking

System,

Series

2013A,

5.250%,

1/01/44

-

AGM

Insured

3/24

at

100.00

1,850,826

2,615

Pennsylvania

Economic

Development

Financing

Authority,

Private

Activity

Revenue

Bonds,

Pennsylvania

Rapid

Bridge

Replacement

Project,

Series

2015,

5.000%,

12/31/38,

(AMT)

6/26

at

100.00

2,643,996

4,875

Pennsylvania

Turnpike

Commission,

Turnpike

Revenue

Bonds,

Capital

Appreciation

Series

2009E,

6.375%,

12/01/38

12/27

at

100.00

5,385,258

Pennsylvania

Turnpike

Commission,

Turnpike

Revenue

Bonds,

Series

2023A:

665

4.250%,

12/01/44

12/33

at

100.00

679,426

3,000

5.000%,

12/01/48

12/33

at

100.00

3,266,517

1,500

Pennsylvania

Turnpike

Commission,

Turnpike

Revenue

Bonds,

Series

2024A,

5.000%,

12/01/42

12/33

at

100.00

1,689,375

2,680

Pennsylvania

Turnpike

Commission,

Turnpike

Revenue

Bonds,

Subordinate

Series

2009C,

6.250%,

6/01/33

-

AGM

Insured

6/26

at

100.00

2,880,152

195

Philadelphia,

Pennsylvania,

Airport

Revenue

Bonds,

Refunding

Series

2017A,

3.000%,

7/01/34

-

AGM

Insured

7/27

at

100.00

185,203

1,000

Philadelphia,

Pennsylvania,

Airport

Revenue

Bonds,

Refunding

Series

2020A,

4.000%,

7/01/35

7/30

at

100.00

1,040,791

1,250

Philadelphia,

Pennsylvania,

Airport

Revenue

Bonds,

Refunding

Series

2020C,

4.000%,

7/01/50,

(AMT)

7/30

at

100.00

1,160,134

Total

Transportation

33,717,418

45

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

U.S.

Guaranteed

-

4.9%

(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

$

1,663,397

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

304,226

680

5.000%,

11/15/46,

(Pre-refunded

11/15/25)

11/25

at

100.00

701,268

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

2,046,268

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

964,820

335

4.000%,

1/01/33,

(Pre-refunded

1/01/25)

1/25

at

100.00

336,682

915

5.000%,

1/01/38,

(Pre-refunded

1/01/25)

1/25

at

100.00

926,969

220

5.000%,

1/01/38,

(Pre-refunded

1/01/25)

1/25

at

100.00

222,878

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

627,335

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

627,233

70

5.000%,

1/01/39,

(Pre-refunded

1/01/29)

1/29

at

100.00

77,029

Doylestown

Hospital

Authority,

Pennsylvania,

Hospital

Revenue

Bonds,

Series

2019A:

155

5.000%,

7/01/49,

(Pre-refunded

7/01/29)

7/29

at

100.00

171,789

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

487,059

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

3,282,437

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

54,454

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

5,166,841

3,250

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

3,260,784

Total

U.S.

Guaranteed

20,921,469

Utilities

-

8.5%

Allegheny

County

Sanitary

Authority,

Pennsylvania,

Sewer

Revenue

Bonds,

Refunding

Series

2015:

1,840

5.000%,

12/01/40

12/25

at

100.00

1,865,312

1,365

5.000%,

12/01/45

12/25

at

100.00

1,384,007

2,170

Allegheny

County

Sanitary

Authority,

Pennsylvania,

Sewer

Revenue

Bonds,

Series

2018,

5.000%,

6/01/43

6/28

at

100.00

2,293,100

935

Allegheny

County

Sanitary

Authority,

Pennsylvania,

Sewer

Revenue

Bonds,

Series

2022,

5.000%,

6/01/53

6/32

at

100.00

1,000,037

50

Beaver

County

Industrial

Development

Authority,

Pennsylvania,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Generation

Project,

Refunding

Series

2006A,

4.375%,

1/01/35,

(Mandatory

Put

7/01/33)

No

Opt.

Call

50,979

1,000

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

1,105,869

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

423,750

430

Delaware

County

Regional

Water

Quality

Control

Authority,

Pennsylvania,

Sewer

Revenue

Bonds,

Series

2015,

5.000%,

5/01/40

5/25

at

100.00

435,919

1,375

Lehigh

County

Authority,

Pennsylvania,

Water

and

Sewer

Revenue

Bonds,

Allentown

Concession,

Series

2013A,

5.125%,

12/01/47

3/24

at

100.00

1,381,964

Nuveen

Pennsylvania

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

February

29,

2024

(Unaudited)

46

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Utilities

(continued)

$

1,000

Lehigh

County

Authority,

Pennsylvania,

Water

and

Sewer

Revenue

Bonds,

Allentown

Concession,

Series

2024,

4.000%,

12/01/46

,

(WI/DD)

No

Opt.

Call

$

990,378

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

1,206,937

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

2,122,105

4,135

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

3,759,552

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

9,200,964

1,000

Philadelphia

Gas

Works,

Pennsylvania,

Revenue

Bonds,

1998

General

Ordinance,

Fifteenth

Series

2017,

5.000%,

8/01/37

8/27

at

100.00

1,043,773

1,375

Philadelphia

Gas

Works,

Pennsylvania,

Revenue

Bonds,

1998

General

Ordinance,

Sixteenth

Series

2020A,

5.000%,

8/01/50

-

AGM

Insured

8/30

at

100.00

1,468,326

1,215

Philadelphia

Gas

Works,

Pennsylvania,

Revenue

Bonds,

Refunding

Thirteenth

Series

2015,

5.000%,

8/01/30

8/25

at

100.00

1,240,355

1,500

Philadelphia,

Pennsylvania,

Water

and

Wastewater

Revenue

Bonds,

Series

2019B,

5.000%,

11/01/54

11/29

at

100.00

1,578,711

Pittsburgh

Water

and

Sewer

Authority,

Pennsylvania,

Water

and

Sewer

System

Revenue

Bonds,

First

Lien

Series

2023A:

1,510

5.000%,

9/01/42

-

AGM

Insured

9/33

at

100.00

1,682,348

1,000

4.250%,

9/01/53

-

AGM

Insured

9/33

at

100.00

997,487

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

529,359

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

821,863

Total

Utilities

36,583,095

Total

Municipal

Bonds

(cost

$407,417,571)

376,427,316

Shares

Description

(a)

Value

X

27,306,605

COMMON

STOCKS

-

6.4%  

X

27,306,605

Utilities

-

6

.4

%

324,114

(f),(g)

Energy

Harbor

Corp

$

27,306,605

Total

Utilities

27,306,605

Total

Common

Stocks

(cost

$9,068,453)

27,306,605

Principal

Amount

(000)

Description

(a)

Coupon

(h)

Reference

Rate

(h)

Spread

(h)

Maturity

(i)

Value

14,096

VARIABLE

RATE

SENIOR

LOAN

INTERESTS

-

0.0%  

X

14,096

Capital

Goods

-

0

.0

%

$

64

(c),(d)

KDC

Agribusiness

Fairless

Hills

LLC

12.000%

N/A

N/A

09/17/24

$

14,096

Total

Capital

Goods

14,096

Total

Variable

Rate

Senior

Loan

Interests

(cost

$64,338)

14,096

Total

Long-Term

Investments

(cost

$416,550,362)

403,748,017

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

SHORT-TERM

INVESTMENTS

-

 5.5%  

X

23,530,000

MUNICIPAL

BONDS

-

5.5%  

X

23,530,000

Total

Municipal

Bonds

(cost

$23,530,000)

$

23,530,000

47

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

Education

and

Civic

Organizations

-

1

.3

%

$

2,800

(j)

Allegheny

County

Higher

Education

Building

Authority,

Pennsylvania,

Revenue

Bonds,

Carnegie

Mellon

University,

Series

2008A,

3.500%,

12/01/37,

(Mandatory

Put

2/27/24)

3/24

at

100.00

$

2,800,000

200

(j)

Northampton

County

General

Purpose

Authority,

Pennsylvania,

Revenue

Bonds,

Lafayette

College,

Series

2006,

3.330%,

11/01/36,

(Mandatory

Put

3/07/24)

3/24

at

100.00

200,000

2,770

(j)

Washington

County

Authority,

Pennsylvania,

Revenue

Bonds,

University

of

Pennsylvania,

Series

2004,

3.000%,

7/01/34,

(Mandatory

Put

3/07/24)

3/24

at

100.00

2,770,000

Total

Education

and

Civic

Organizations

5,770,000

Health

Care

-

0

.9

%

$

4,000

(j)

Lehigh

County

General

Purpose

Authority,

Pennsylvania,

Hospital

Revenue

Bonds,

Lehigh

Valley

Health

Network,

Series

2019B,

3.400%,

7/01/49,

(Mandatory

Put

3/07/24)

2/24

at

100.00

4,000,000

Total

Health

Care

4,000,000

Tax

Obligation/General

-

2

.9

%

$

12,260

(j)

Allegheny

County,

Pennsylvania,

General

Obligation

Bonds,

Refunding

Adjustable

Rate

Demand

Series

2000C-50,

3.300%,

5/01/27,

(Mandatory

Put

3/07/24)

2/24

at

100.00

12,260,000

Total

Tax

Obligation/General

12,260,000

Transportation

-

0

.4

%

$

1,500

(j)

Pennsylvania

Turnpike

Commission,

Turnpike

Revenue

Bonds,

Series

2023B,

3.240%,

12/01/43,

(Mandatory

Put

3/07/24)

2/24

at

100.00

1,500,000

Total

Transportation

1,500,000

Total

Municipal

Bonds

(cost

$23,530,000)

23,530,000

Total

Short-Term

Investments

(cost

$23,530,000)

23,530,000

Total

Investments

(cost

$440,080,362)

-

99.9%

427,278,017

Other

Assets

&

Liabilities,

Net

-

0.1%

285,099

Net

Assets

-

100%

$

427,563,116

Nuveen

Pennsylvania

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

February

29,

2024

(Unaudited)

48

Level

1

Level

2

Level

3

Total

Long-Term

Investments:

Municipal

Bonds

$

–

$

376,427,266

$

50

$

376,427,316

Common

Stocks

–

27,306,605

–

27,306,605

Variable

Rate

Senior

Loan

Interests

–

–

14,096

14,096

Short-Term

Investments:

Municipal

Bonds

–

23,530,000

–

23,530,000

Total

$

–

$

427,263,871

$

14,146

$

427,278,017

(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)

On

March

1,

2024,

Vistra

Corp.

(“Vistra”)

completed

its

acquisition

of

Energy

Harbor

Corp

(“ENGH”).  ENGH

has

been

merged

into

a

newly

formed

subsidiary

of

Vistra,

Vistra

Vision.  In

connection

with

the

transaction,

holders

of

ENGH

common

stock

received

a

combination

of

cash

and

membership

interests

in

Vistra

Vision.  

These

Vistra

Vision

interests

were

issued

in

a

private

transaction

and

may

have

reduced

secondary

market

liquidity.

(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.

(j)

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

N/A

Not

Applicable.

WI/DD

When-issued

or

delayed

delivery

security.

49

Nuveen

Virginia

Municipal

Bond

Fund

Portfolio

of

Investments

February

29,

2024

(Unaudited)

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

LONG-TERM

INVESTMENTS

-

99.2%   

X

502,696,027

MUNICIPAL

BONDS

-

99.2%  

X

502,696,027

Consumer

Staples

-

2.7%

Guam

Economic

Development

&

Commerce

Authority,

Tobacco

Settlement

Asset-Backed

Bonds,

Series

2007A:

$

240

5.250%,

6/01/32

3/24

at

100.00

$

239,996

600

5.625%,

6/01/47

3/24

at

100.00

599,978

7,655

Tobacco

Settlement

Financing

Corporation

of

Virginia,

Tobacco

Settlement

Asset

Backed

Bonds,

Series

2007B1,

5.000%,

6/01/47

3/24

at

100.00

7,251,679

5,555

Tobacco

Settlement

Financing

Corporation

of

Virginia,

Tobacco

Settlement

Asset-Backed

Bonds,

Series

2007B2,

5.200%,

6/01/46

3/24

at

100.00

5,503,947

Total

Consumer

Staples

13,595,600

Education

and

Civic

Organizations

-

8.8%

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

1,687,385

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

1,585,336

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

1,523,012

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

1,491,170

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

1,538,347

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

509,117

750

Roanoke

Economic

Development

Authority,

Virginia,

Educational

Facilities

Revenue

Bonds,

Lynchburg

College,

Series

2018A,

5.000%,

9/01/43

9/28

at

100.00

757,619

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

2,530,081

The

Rector

and

Visitors

of

the

University

of

Virginia,

General

Pledge

Revenue

Bonds,

Refunding

Series

2017A:

9,355

5.000%,

4/01/39

4/27

at

100.00

9,858,220

5,000

5.000%,

4/01/47

4/27

at

100.00

5,206,072

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

5,211,827

1,790

Virginia

College

Building

Authority

Educational

Facility,

Revenue

Bonds,

University

of

Richmond

Refunding

Series

2024,

5.000%,

3/01/49

,

(WI/DD)

3/34

at

100.00

1,989,272

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

937,585

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

3,003,597

4,465

5.000%,

7/01/45,

144A

7/25

at

100.00

4,186,318

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

1,771,074

525

Virginia

Commonwealth

University,

General

Pledge

Revenue

Bonds,

Refunding

Series

2018A,

5.000%,

11/01/38

11/28

at

100.00

567,814

Total

Education

and

Civic

Organizations

44,353,846

Nuveen

Virginia

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

February

29,

2024

(Unaudited)

50

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Health

Care

-

17.2%

Arlington

County

Industrial

Development

Authority,

Virginia,

Hospital

Facility

Revenue

Bonds,

Virginia

Hospital

Center,

Series

2020:

$

1,600

5.000%,

7/01/24

No

Opt.

Call

$

1,607,000

1,200

5.000%,

7/01/31

7/30

at

100.00

1,331,682

1,050

5.000%,

7/01/32

7/30

at

100.00

1,163,136

325

5.000%,

7/01/37

7/30

at

100.00

352,988

1,195

4.000%,

7/01/38

7/30

at

100.00

1,207,976

1,075

4.000%,

7/01/45

7/30

at

100.00

1,043,350

1,465

Arlington

County

Industrial

Development

Authority,

Virginia,

Hospital

Revenue

Bonds,

Virginia

Hospital

Center,

Series

2023A,

5.000%,

7/01/53,

(Mandatory

Put

7/01/31)

7/30

at

100.00

1,615,542

1,000

Chesapeake

Hospital

Authority,

Virginia,

Hospital

Facility

Revenue

Bonds,

Chesapeake

Regional

Medical

Center,

Series

2019,

4.000%,

7/01/39

7/29

at

100.00

989,215

1,920

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

CommonSpirit

Health,

Series

2019A-1,

4.000%,

8/01/44

8/29

at

100.00

1,853,037

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

3,014,627

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

2,001,820

4,000

Fairfax

County

Industrial

Development

Authority,

Virginia,

Healthcare

Revenue

Bonds,

Inova

Health

System,

Series

2018A,

4.000%,

5/15/48

5/28

at

100.00

3,897,010

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

2,806,034

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

3,510,120

2,000

Industrial

Development

Authority

of

the

City

of

Newport

News,

Virginia,

Health

System

Revenue

Bonds,

Riverside

Health

System,

Series

2017A,

5.000%,

7/01/46,

144A

7/27

at

100.00

1,978,696

1,000

Isle

Economic

Development

Authority,

Wight

County,

Virginia,

Health

System

Revenue

Bonds,

Riverside

Health

System

Series

2023,

5.250%,

7/01/43

-

AGM

Insured

7/33

at

100.00

1,119,599

3,000

Lynchburg

Economic

Development

Authority,

Virginia,

Hospital

Revenue

Bonds,

Centra

Health

Obligated

Group,

Refunding

Series

2017A,

5.000%,

1/01/47

1/27

at

100.00

3,043,966

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

3,920,114

3,000

3.000%,

1/01/51

1/32

at

100.00

2,193,880

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

953,066

Roanoke

Economic

Development

Authority,

Virginia,

Hospital

Revenue

Bonds,

Carilion

Clinic

Obligated

Group,

Series

2020A:

4,250

5.000%,

7/01/47

No

Opt.

Call

4,883,459

6,000

4.000%,

7/01/51

7/30

at

100.00

5,790,267

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

1,029,939

1,440

5.000%,

6/15/35

6/26

at

100.00

1,474,719

1,600

5.000%,

6/15/36

6/26

at

100.00

1,638,265

1,360

4.000%,

6/15/37

6/26

at

100.00

1,360,069

6,500

Virginia

Commonwealth

University

Health

System

Authority,

General

Revenue

Bonds,

Series

2017B,

5.000%,

7/01/46

7/27

at

100.00

6,685,877

7,160

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

6,816,709

Virginia

Small

Business

Finance

Authority,

Healthcare

Facilities

Revenue

Bonds,

Bon

Secours

Mercy

Health,

Inc.,

Series

2022A:

5,000

5.000%,

10/01/41

10/32

at

100.00

5,475,942

1,415

5.000%,

10/01/42

10/32

at

100.00

1,540,470

51

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Health

Care

(continued)

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

$

4,069,053

1,150

4.000%,

11/01/39

11/29

at

100.00

1,167,192

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

1,286,159

1,230

5.000%,

1/01/34

1/26

at

100.00

1,264,502

2,000

4.000%,

1/01/37

1/26

at

100.00

2,014,984

1,215

5.000%,

1/01/44

1/26

at

100.00

1,235,466

Total

Health

Care

87,335,930

Housing/Multifamily

-

5.5%

435

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

4/24

at

100.00

435,927

2,000

Fairfax

County

Redevelopment

and

Housing

Authority,

Virginia,

Multifamily

Housing

Revenue

Bonds,

Dominion

Square

North

Project,

Series

2023,

5.000%,

1/01/45,

(Mandatory

Put

1/01/28)

7/27

at

100.00

2,095,964

785

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

754,314

Virginia

Housing

Development

Authority,

Rental

Housing

Bonds,

Series

2015A:

1,510

3.500%,

3/01/35

3/24

at

100.00

1,509,996

1,790

3.625%,

3/01/39

3/24

at

100.00

1,700,723

1,000

Virginia

Housing

Development

Authority,

Rental

Housing

Bonds,

Series

2015C,

4.000%,

8/01/45

8/24

at

100.00

944,347

2,585

Virginia

Housing

Development

Authority,

Rental

Housing

Bonds,

Series

2015E,

3.750%,

12/01/40

12/24

at

100.00

2,505,148

1,500

Virginia

Housing

Development

Authority,

Rental

Housing

Bonds,

Series

2016B,

3.350%,

5/01/36

5/25

at

100.00

1,446,619

1,710

Virginia

Housing

Development

Authority,

Rental

Housing

Bonds,

Series

2017A,

3.875%,

3/01/47

3/26

at

100.00

1,580,526

3,000

Virginia

Housing

Development

Authority,

Rental

Housing

Bonds,

Series

2019A,

3.600%,

9/01/39

3/28

at

100.00

2,818,961

1,250

Virginia

Housing

Development

Authority,

Rental

Housing

Bonds,

Series

2020E,

2.300%,

7/01/40

7/29

at

100.00

949,356

1,745

Virginia

Housing

Development

Authority,

Rental

Housing

Bonds,

Series

2020G,

2.200%,

9/01/40

9/29

at

100.00

1,297,163

2,000

Virginia

Housing

Development

Authority,

Rental

Housing

Bonds,

Series

2021B,

2.400%,

3/01/46

3/30

at

100.00

1,390,060

2,000

Virginia

Housing

Development

Authority,

Rental

Housing

Bonds,

Series

2021K,

2.375%,

12/01/41

12/30

at

100.00

1,502,330

1,000

Virginia

Housing

Development

Authority,

Rental

Housing

Bonds,

Series

2022F,

5.000%,

10/01/52

10/31

at

100.00

1,045,818

1,895

Virginia

Housing

Development

Authority,

Rental

Housing

Bonds,

Series

2023E,

5.250%,

10/01/63

10/32

at

100.00

1,967,135

1,000

Virginia

Housing

Development

Authority,

Rental

Housing

Bonds,

Series

2024A,

4.449%,

9/01/44

,

(WI/DD)

9/33

at

100.00

1,008,361

Williamsburg

Economic

Development

Authority,

Virginia,

Student

Housing

Revenue

Bonds,

Provident

Group

-

Williamsburg

Properties

LLC

-

William

and

Mary

Project

Series

2023A:

1,250

5.250%,

7/01/53

-

AGM

Insured

7/33

at

100.00

1,375,138

1,500

4.375%,

7/01/63

-

AGM

Insured

7/33

at

100.00

1,502,213

Total

Housing/Multifamily

27,830,099

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

3,955,359

Total

Industrials

3,955,359

Nuveen

Virginia

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

February

29,

2024

(Unaudited)

52

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Long-Term

Care

-

3.5%

$

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

$

2,462,919

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

1,681,994

1,000

4.000%,

10/01/50

10/26

at

103.00

907,513

1,000

Henrico

County

Economic

Development

Authority,

Virginia,

Residential

Care

Facility

Revenue

Bonds,

Westminster

Canterbury

of

Richmond,

Series

2022A,

5.000%,

10/01/52

10/29

at

103.00

1,020,925

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

778,302

250

James

City

County

Economic

Development

Authority,

Virginia,

Residential

Care

Facility

Revenue

Bonds,

Williamsburg

Landing

Inc.,

Series

2024A,

6.875%,

12/01/58

12/30

at

103.00

272,390

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

531,340

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

962,965

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

865,370

Norfolk

Redevelopment

and

Housing

Authority,

Virginia,

Fort

Norfolk

Retirement

Community,

Inc.,

Harbor's

Edge

Project,

Series

2019A:

500

5.000%,

1/01/49

4/24

at

104.00

411,866

3,300

5.250%,

1/01/54

4/24

at

104.00

2,744,258

1,000

Norfolk

Redevelopment

and

Housing

Authority,

Virginia,

Revenue

Bonds,

Fort

Norfolk

Retirement

Community,

Inc.

-

Harbor's

Edge

Project,

Refunding

Series

2014,

5.000%,

1/01/46

1/25

at

100.00

844,765

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

1,267,147

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

2,108,524

500

5.000%,

9/01/31

9/24

at

102.00

492,944

525

Virginia

Beach

Development

Authority,

Virginia,

Residential

Care

Facility

Revenue

Bonds,

Westminster

Canterbury

on

Chesapeake

Bay,

Series

2023A,

7.000%,

9/01/53

9/30

at

103.00

576,454

Total

Long-Term

Care

17,929,676

Tax

Obligation/General

-

7.2%

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

3,375,316

5,000

Fairfax

County,

Virginia,

General

Obligation

Bonds,

Public

Improvement

Series

2024A,

5.000%,

10/01/37

4/33

at

100.00

5,879,255

2,000

Loudoun

County,

Virginia,

General

Obligation

Bonds,

Public

Improvement

Series

2023A,

5.000%,

12/01/39

12/32

at

100.00

2,312,530

1,335

Newport

News,

Virginia,

General

Obligation

Bonds,

Refunding

&

Improvement

Series

2015,

3.000%,

7/15/33

7/25

at

100.00

1,289,560

1,000

Norfolk,

Virginia,

General

Obligation

Bonds,

Refunding

Capital

Improvement

Series

2023A,

5.000%,

9/01/40

9/32

at

100.00

1,140,681

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

2,648,562

53

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Tax

Obligation/General

(continued)

Puerto

Rico,

General

Obligation

Bonds,

Restructured

Series

2022A-1:

$

2,000

5.375%,

7/01/25

No

Opt.

Call

$

2,030,630

2,920

5.625%,

7/01/29

No

Opt.

Call

3,166,761

4,500

0.000%,

7/01/33

7/31

at

89.94

2,900,442

1,000

4.000%,

7/01/33

7/31

at

103.00

982,380

2,000

4.000%,

7/01/41

7/31

at

103.00

1,857,667

3,130

Richmond,

Virginia,

General

Obligation

Bonds,

Public

Improvement

Series

2024A,

5.000%,

9/01/39

9/33

at

100.00

3,657,041

2,710

Virginia

State,

General

Obligation

Bonds,

Series

2020A,

4.000%,

6/01/30

No

Opt.

Call

2,935,074

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

2,303,021

Total

Tax

Obligation/General

36,478,920

Tax

Obligation/Limited

-

17.1%

1,485

Arlington

County

Industrial

Development

Authority,

Virginia,

Revenue

Bonds,

Refunding

County

Projects,

Series

2017,

5.000%,

2/15/34

8/27

at

100.00

1,587,856

1,495

Cherry

Hill

Community

Development

Authority,

Virginia,

Special

Assessment

Bonds,

Potomac

Shores

Project,

Series

2015,

5.400%,

3/01/45,

144A

3/25

at

100.00

1,503,356

655

Dulles

Town

Center

Community

Development

Authority,

Loudon

County,

Virginia

Special

Assessment

Refunding

Bonds,

Dulles

Town

Center

Project,

Series

2012,

4.250%,

3/01/26

4/24

at

100.00

642,129

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

1,054,525

1,375

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

1,319,945

Government

of

Guam,

Business

Privilege

Tax

Bonds,

Refunding

Series

2015D:

3,000

5.000%,

11/15/33

11/25

at

100.00

3,057,352

1,000

5.000%,

11/15/35

11/25

at

100.00

1,017,306

Guam

Government,

Limited

Obligation

Section

30

Revenue

Bonds,

Series

2016A:

1,000

5.000%,

12/01/30

12/26

at

100.00

1,028,677

1,000

5.000%,

12/01/34

12/26

at

100.00

1,026,656

Hampton

Roads

Transportation

Accountability

Commission,

Virginia,

Hampton

Roads

Transportation

Fund

Revenue

Bonds,

Senior

Lien

Series

2018A:

3,000

5.000%,

7/01/48

1/28

at

100.00

3,131,655

Hampton

Roads

Transportation

Accountability

Commission,

Virginia,

Revenue

Bonds,

Hampton

Roads

Transportation

Fund,

Senior

Lien

Series

2020A:

4,000

5.000%,

7/01/50

7/30

at

100.00

4,264,097

2,000

5.250%,

7/01/60

7/30

at

100.00

2,144,746

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

2,921,137

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

799,956

3,370

Lower

Magnolia

Green

Community

Development

Authority,

Virginia,

Special

Assessment

Bonds,

Series

2015,

5.000%,

3/01/45,

144A

3/25

at

100.00

3,290,593

765

Matching

Fund

Special

Purpose

Securitization

Corporation,

Virgin

Islands,

Revenue

Bonds,

Series

2022A,

5.000%,

10/01/32

No

Opt.

Call

821,275

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

363,891

1,300

5.000%,

9/01/37,

144A

9/27

at

100.00

1,299,591

2,185

5.000%,

9/01/45,

144A

9/27

at

100.00

2,085,970

Nuveen

Virginia

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

February

29,

2024

(Unaudited)

54

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

$

18,792

81

0.000%,

7/01/27

No

Opt.

Call

71,821

317

0.000%,

7/01/29

7/28

at

98.64

261,053

210

0.000%,

7/01/31

7/28

at

91.88

159,772

432

0.000%,

7/01/33

7/28

at

86.06

302,172

3,247

0.000%,

7/01/51

7/28

at

30.01

784,425

2,000

4.750%,

7/01/53

7/28

at

100.00

2,001,144

10,615

5.000%,

7/01/58

7/28

at

100.00

10,694,591

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

2,170,033

61

4.536%,

7/01/53

7/28

at

100.00

59,092

31

4.784%,

7/01/58

7/28

at

100.00

30,923

Virgin

Islands

Public

Finance

Authority,

Federal

Highway

Grant

Anticipation

Loan

Note

Revenue

Bonds,

Series

2015:

1,000

5.000%,

9/01/30,

144A

9/25

at

100.00

1,013,133

1,000

5.000%,

9/01/33,

144A

9/25

at

100.00

1,014,914

1,000

Virgin

Islands

Public

Finance

Authority,

Gross

Receipts

Taxes

Loan

Note,

Refunding

Series

2006,

5.000%,

10/01/28

-

FGIC

Insured

4/24

at

100.00

1,010,821

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

2,257,547

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

2,265,487

2,000

Virginia

College

Building

Authority,

Educational

Facilities

Revenue

Bonds,

21st

Century

College

&

Equipment

Programs,

Refunding

Series

2017E,

5.000%,

2/01/32

2/28

at

100.00

2,175,364

Virginia

Gateway

Community

Development

Authority,

Prince

William

County,

Virginia,

Special

Assessment

Refunding

Bonds,

Series

2012:

360

5.000%,

3/01/25

4/24

at

100.00

359,338

500

5.000%,

3/01/30

4/24

at

100.00

499,980

2,000

Virginia

Port

Authority,

Commonwealth

Port

Fund

Revenue

Bonds,

Series

2023A,

5.250%,

7/01/48

7/33

at

100.00

2,268,719

5,000

Virginia

Public

Building

Authority,

Public

Facilities

Revenue

Bonds,

Refunding

Series

2016B,

5.000%,

8/01/24

No

Opt.

Call

5,037,118

Virginia

Public

Building

Authority,

Public

Facilities

Revenue

Bonds,

Series

2019B:

1,250

5.000%,

8/01/31,

(AMT)

8/29

at

100.00

1,350,622

2,500

4.000%,

8/01/35,

(AMT)

8/29

at

100.00

2,571,713

2,000

4.000%,

8/01/38,

(AMT)

8/29

at

100.00

2,005,445

2,500

Virginia

Public

School

Authority,

School

Financing

Bonds,

1997

Resolution,

Series

2022B,

5.000%,

8/01/52

8/32

at

100.00

2,725,270

25

Virginia

Resources

Authority,

Infrastructure

Revenue

Bonds,

Pooled

Financing

Program,

Series

2012A,

5.000%,

11/01/42

4/24

at

100.00

25,011

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

359,768

1,000

Virginia

Transportation

Board,

Transportation

Revenue

Bonds,

Capital

Projects,

Series

2017,

4.000%,

5/15/42

5/27

at

100.00

1,006,546

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

3,988,433

3,530

Washington

Metropolitan

Area

Transit

Authority,

District

of

Columbia,

Dedicated

Revenue

Bonds,

Second

Lien

Green

Series

2023A,

5.250%,

7/15/53

7/33

at

100.00

3,907,938

1,000

Western

Virginia

Regional

Jail

Authority,

Virginia,

Facility

Revenue

Bonds,

Refunding

Series

2016,

5.000%,

12/01/37

12/26

at

100.00

1,042,900

Total

Tax

Obligation/Limited

86,800,598

55

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Transportation

-

23.0%

$

350

Capital

Region

Airport

Commission,

Virginia,

Airport

Revenue

Bonds,

Refunding

Series

2016A,

4.000%,

7/01/36

7/26

at

100.00

$

354,795

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

5,736,620

1,830

5.000%,

7/01/46

7/26

at

100.00

1,845,858

3,000

5.000%,

7/01/51

7/26

at

100.00

3,016,159

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

3,149,226

1,755

4.875%,

7/15/40

-

AGM

Insured

7/28

at

100.00

1,836,296

1,620

Chesapeake,

Virginia,

Transportation

System

Senior

Toll

Road

Revenue

Bonds,

Series

2012A,

5.000%,

7/15/47

4/24

at

100.00

1,620,564

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

2,380,425

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

1,916,157

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

3,853,292

5,850

0.000%,

10/01/34

-

AGC

Insured

No

Opt.

Call

4,000,453

13,000

0.000%,

10/01/36

-

AGC

Insured

No

Opt.

Call

8,035,368

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

3,661,057

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

1,102,740

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

5,370,693

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

654,385

3,000

5.000%,

10/01/42,

(AMT)

10/27

at

100.00

3,091,709

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

3,208,089

3,345

5.000%,

10/01/37,

(AMT)

10/28

at

100.00

3,521,685

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

1,069,460

4,000

5.000%,

10/01/38,

(AMT)

10/29

at

100.00

4,233,179

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

1,594,626

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)

3/24

at

100.00

95,024

595

5.000%,

8/01/31,

(AMT)

3/24

at

100.00

595,029

Norfolk

Airport

Authority,

Virginia,

Airport

Revenue

Bonds,

Series

2019:

1,000

5.000%,

7/01/37

7/29

at

100.00

1,079,609

1,740

5.000%,

7/01/43

7/29

at

100.00

1,836,613

Virginia

Port

Authority,

Port

Facilities

Revenue

Bonds,

Refunding

Series

2016B:

2,045

5.000%,

7/01/34,

(AMT)

7/26

at

100.00

2,102,025

2,000

5.000%,

7/01/41,

(AMT)

7/26

at

100.00

2,024,449

Nuveen

Virginia

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

February

29,

2024

(Unaudited)

56

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Transportation

(continued)

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

$

7,873,074

2,750

5.000%,

12/31/52,

(AMT)

6/27

at

100.00

2,769,876

1,000

5.000%,

12/31/56,

(AMT)

6/27

at

100.00

1,006,007

Virginia

Small

Business

Financing

Authority,

Revenue

Bonds,

95

Express

Lanes

LLC

Project,

Refunding

Senior

Lien

Series

2022:

1,000

5.000%,

1/01/33,

(AMT)

1/32

at

100.00

1,097,298

3,500

5.000%,

7/01/38,

(AMT)

1/32

at

100.00

3,733,568

2,000

4.000%,

1/01/42,

(AMT)

1/32

at

100.00

1,915,740

5,500

5.000%,

12/31/47,

(AMT)

12/32

at

100.00

5,722,559

1,000

5.000%,

12/31/57,

(AMT)

12/32

at

100.00

1,019,601

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

2,400,909

1,000

4.000%,

1/01/38,

(AMT)

1/32

at

100.00

986,239

2,500

4.000%,

1/01/40,

(AMT)

1/32

at

100.00

2,409,187

6,000

3.000%,

1/01/41,

(AMT)

1/32

at

100.00

4,837,240

1,400

Washington

Metropolitan

Area

Transit

Authority,

District

of

Columbia,

Gross

Revenue

Bonds,

Series

2017B,

5.000%,

7/01/37

7/27

at

100.00

1,472,313

Washington

Metropolitan

Area

Transit

Authority,

District

of

Columbia,

Gross

Revenue

Bonds,

Series

2018:

1,000

5.000%,

7/01/37

7/27

at

100.00

1,051,652

5,000

5.000%,

7/01/43

7/27

at

100.00

5,199,812

Total

Transportation

116,480,660

U.S.

Guaranteed

-

6.2%

(c)

140

Bristol,

Virginia,

General

Obligation

Utility

System

Revenue

Bonds,

Series

2002,

5.000%,

11/01/24

-

AGM

Insured,

(ETM)

No

Opt.

Call

141,610

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

102,293

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

1,081,791

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

715,955

4,725

5.000%,

10/01/42,

(Pre-refunded

10/01/24)

10/24

at

102.00

4,859,347

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

1,512,019

2,100

5.000%,

10/01/42,

(Pre-refunded

10/01/27)

10/27

at

100.00

2,268,029

1,770

5.000%,

10/01/43,

(Pre-refunded

10/01/27)

10/27

at

100.00

1,911,625

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

1,797,738

9,760

5.500%,

7/01/57,

(Pre-refunded

1/01/28)

1/28

at

100.00

10,810,716

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

5,728,656

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

328,359

Total

U.S.

Guaranteed

31,258,138

57

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Utilities

-

7.2%

$

4,300

Beaver

County

Industrial

Development

Authority,

Pennsylvania,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Generation

Project,

Refunding

Series

2006A,

4.375%,

1/01/35,

(Mandatory

Put

7/01/33)

No

Opt.

Call

$

4,384,207

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

2,511,479

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

1,044,780

1,000

Henrico

County,

Virginia,

Water

and

Sewer

System

Revenue

Bonds,

Series

2018,

5.000%,

5/01/24

No

Opt.

Call

1,002,733

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

4,073,303

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

1,986,191

2,715

Norfolk,

Virginia,

Water

Revenue

Bonds,

Refunding

Series

2017,

5.000%,

11/01/42

11/27

at

100.00

2,871,618

4,000

Norfolk,

Virginia,

Water

Revenue

Bonds,

Series

2015A,

5.250%,

11/01/44

11/24

at

100.00

4,036,026

4,500

Puerto

Rico

Aqueduct

and

Sewerage

Authority,

Revenue

Bonds,

Refunding

Senior

Lien

Series

2020A,

5.000%,

7/01/47,

144A

7/30

at

100.00

4,543,407

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

1,840,735

1,000

Richmond,

Virginia,

Public

Utility

Revenue

Bonds,

Refunding

Series

2023C,

5.000%,

1/15/47

1/34

at

100.00

1,117,981

3,925

Virginia

Resources

Authority,

Clean

Water

State

Revolving

Fund

Revenue

Bonds,

Refunding

Series

2014B,

4.000%,

10/01/27

10/24

at

100.00

3,938,033

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

4/24

at

100.00

2,334,676

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

992,032

Total

Utilities

36,677,201

Total

Municipal

Bonds

(cost

$497,364,979)

502,696,027

Total

Long-Term

Investments

(cost

$497,364,979)

502,696,027

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

SHORT-TERM

INVESTMENTS

-

 1.4%  

X

7,000,000

MUNICIPAL

BONDS

-

1.4%  

X

7,000,000

Total

Municipal

Bonds

(cost

$7,000,000)

$

7,000,000

Education

and

Civic

Organizations

-

1.4%

$

7,000

(d)

Fairfax

County

Economic

Development

Authority,

Virginia,

Revenue

Bonds,

Smithsonian

Institution,

Series

2003A,

2.850%,

12/01/33,

(Mandatory

Put

3/07/24)

2/24

at

100.00

7,000,000

Total

Education

and

Civic

Organizations

7,000,000

Total

Municipal

Bonds

(cost

$7,000,000)

7,000,000

Total

Short-Term

Investments

(cost

$7,000,000)

7,000,000

Total

Investments

(cost

$504,364,979)

-

100.6%

509,696,027

Other

Assets

&

Liabilities,

Net

-

(0.6)%

(2,981,839)

Net

Assets

-

100%

$

506,714,188

Nuveen

Virginia

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

February

29,

2024

(Unaudited)

58

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

$

–

$

502,696,027

$

–

$

502,696,027

Short-Term

Investments:

Municipal

Bonds

–

7,000,000

–

7,000,000

Total

$

–

$

509,696,027

$

–

$

509,696,027

(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

ETM

Escrowed

to

maturity

WI/DD

When-issued

or

delayed

delivery

security.