Nuveen Multistate Trust Iv NPORT-P Nuveen Kansas Municipal Bond Fund (Aug 2024 report)

1

Nuveen

Kansas

Municipal

Bond

Fund

Portfolio

of

Investments

August

31,

2024

(Unaudited)

S

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

LONG-TERM

INVESTMENTS

-

100.1%   

X

200,468,543

MUNICIPAL

BONDS

-

97.0%  

X

200,468,543

CONSUMER

STAPLES

-

3.9%

$

4,080

Buckeye

Tobacco

Settlement

Financing

Authority,

Ohio,

Tobacco

Settlement

Asset-Backed

Revenue

Bonds,

Refunding

Senior

Lien

Series

2020A-2

Class

1,

3.000%,

6/01/48

6/30

at

100.00

$

3,088,967

1,140

(c)

Children's

Trust

Fund,

Puerto

Rico,

Tobacco

Settlement

Asset-Backed

Bonds,

Refunding

Series

2002,

5.500%,

5/15/39

9/24

at

100.00

1,145,893

905

Guam

Economic

Development

&

Commerce

Authority,

Tobacco

Settlement

Asset-Backed

Bonds,

Series

2007A,

5.250%,

6/01/32

9/24

at

100.00

904,923

425

New

York

Counties

Tobacco

Trust

VI,

New

York,

Tobacco

Settlement

Pass-

Through

Bonds,

Series

2016A-1,

5.625%,

6/01/35

No

Opt.

Call

436,375

280

Tobacco

Settlement

Financing

Corporation,

New

Jersey,

Tobacco

Settlement

Asset-Backed

Bonds,

Series

2018B,

5.000%,

6/01/46

6/28

at

100.00

282,642

2,510

TSASC

Inc.,

New

York,

Tobacco

Asset-Backed

Bonds,

Series

2006,

5.000%,

6/01/48

6/27

at

100.00

2,270,603

TOTAL

CONSUMER

STAPLES

8,129,403

EDUCATION

AND

CIVIC

ORGANIZATIONS

-

4.7%

Kansas

City

Kansas

Community

College,

Wyandotte

County,

Kansas,

Auxiliary

Enterprise

System

Revenue

Bonds,

Series

2021:

4,500

4.000%,

9/01/47

9/30

at

100.00

4,204,458

2,000

4.000%,

9/01/52

9/30

at

100.00

1,835,838

250

Kansas

Development

Finance

Authority,

Revenue

Bonds,

Kansas

State

University

Projects,

Series

2016A,

4.000%,

3/01/27

9/24

at

100.00

250,112

1,000

(d)

Topeka,

Kansas,

Economic

Development

Revenue

Bonds,

YMCA

Project,

Refunding

Series

2011A,

6.500%,

9/01/32

9/24

at

100.00

220,000

3,135

Washburn

University

of

Topeka,

Kansas,

Revenue

Bonds,

Series

2015A,

5.000%,

7/01/35

7/25

at

100.00

3,179,025

TOTAL

EDUCATION

AND

CIVIC

ORGANIZATIONS

9,689,433

HEALTH

CARE

-

8.7%

385

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

CommonSpirit

Health,

Series

2019A-2,

5.000%,

8/01/39

8/29

at

100.00

405,858

Hutchinson,

Kansas,

Hospital

Facilities

Revenue

Bonds,

Hutchinson

Regional

Medical

Center,

Inc.,

Series

2016:

440

5.000%,

12/01/29

12/26

at

100.00

431,839

445

5.000%,

12/01/30

12/26

at

100.00

433,812

50

5.000%,

12/01/31

12/26

at

100.00

48,348

1,075

5.000%,

12/01/36

12/26

at

100.00

1,024,066

400

5.000%,

12/01/41

12/26

at

100.00

355,711

875

Illinois

Finance

Authority,

Revenue

Bonds,

Ascension

Health/fkaPresence

Health

Network,

Series

2016C,

5.000%,

2/15/36

2/27

at

100.00

911,834

Kansas

Development

Finance

Authority,

Hospital

Revenue

Bonds,

Advent

Health

Obligated

Group,

Series

2021B:

285

5.000%,

11/15/54,

(Mandatory

Put

11/15/28)

No

Opt.

Call

307,931

740

5.000%,

11/15/54,

(Mandatory

Put

11/15/31)

No

Opt.

Call

831,770

Lawrence,

Kansas,

Hospital

Revenue

Bonds,

Lawrence

Memorial

Hospital,

Series

2018A:

305

5.000%,

7/01/43

7/28

at

100.00

313,876

5,000

5.000%,

7/01/48

7/28

at

100.00

5,108,045

Orange

County

Health

Facilities

Authority,

Florida,

Hospital

Revenue

Bonds,

Advent

Health

Obligated

Group,

Series

2021C:

270

5.000%,

11/15/52,

(Mandatory

Put

11/15/26)

No

Opt.

Call

281,788

Puerto

Rico

Industrial,

Tourist,

Educational,

Medical

and

Environmental

Control

Facilities

Financing

Authority,

Hospital

Revenue

Bonds,

(Hospital

Auxilio

Mutuo

Obligated

Group

Project,

Refunding

Series

2021:

920

5.000%,

7/01/27

No

Opt.

Call

965,050

295

5.000%,

7/01/29

No

Opt.

Call

318,975

Nuveen

Kansas

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

August

31,

2024

(Unaudited)

2

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

HEALTH

CARE

(continued)

University

of

Kansas

Hospital

Authority,

Health

Facilities

Revenue

Bonds,

KU

Health

System,

Refunding

&

Improvement

Series

2015:

$

2,000

4.000%,

9/01/40

9/25

at

100.00

$

1,984,923

500

5.000%,

9/01/45

9/25

at

100.00

504,677

University

of

Kansas

Hospital

Authority,

Health

Facilities

Revenue

Bonds,

University

of

Kansas

Health

System,

Series

2017A:

1,580

4.000%,

3/01/42

3/27

at

100.00

1,527,440

2,250

5.000%,

3/01/47

3/27

at

100.00

2,292,776

TOTAL

HEALTH

CARE

18,048,719

HOUSING/MULTIFAMILY

-

1.5%

3,000

Wichita,

Kansas,

Multifamily

Housing

Revenue

Bonds,

Wichita

Senior

Housing,

Series

2021-IV,

0.510%,

11/01/25,

(Mandatory

Put

11/01/24)

No

Opt.

Call

2,978,979

TOTAL

HOUSING/MULTIFAMILY

2,978,979

LONG-TERM

CARE

-

2.5%

2,500

Kansas

Development

Finance

Authority

Revenue

Bonds,

Village

Shalom

Project,

Series

2018A,

5.250%,

11/15/53

9/24

at

103.75

1,869,851

2,715

Wichita,

Kansas,

Health

Care

Facilities

Revenue

Bonds,

Presbyterian

Manors,

Series

2013IV-A,

6.375%,

5/15/43

9/24

at

100.00

2,684,025

665

Wichita,

Kansas,

Health

Care

Facilities

Revenue

Bonds,

Presbyterian

Manors,

Series

2014IV-A,

5.625%,

5/15/44

9/24

at

100.00

595,370

TOTAL

LONG-TERM

CARE

5,149,246

TAX

OBLIGATION/GENERAL

-

30.3%

Allen

County

Unified

School

District

257

Iola,

Kansas,

General

Obligation

Bonds,

School

Building

Series

2019A:

1,120

4.000%,

9/01/33

-

BAM

Insured

9/28

at

100.00

1,147,076

1,150

4.000%,

9/01/34

-

BAM

Insured

9/28

at

100.00

1,176,199

1,000

3.000%,

9/01/38

-

BAM

Insured

9/28

at

100.00

902,506

1,000

Butler

County

Unified

School

District

490,

Kansas,

General

Obligation

Bonds,

Refunding

Series

2016A,

4.000%,

9/01/35

-

BAM

Insured

9/26

at

100.00

1,015,209

3,000

Butler

County

Unified

School

District

490,

Kansas,

General

Obligation

Bonds,

School

Building

Series

2016B,

4.000%,

9/01/43

-

BAM

Insured

9/26

at

100.00

2,981,425

100

Douglas

County

Unified

School

District

497,

Kansas,

General

Obligation

Bonds,

Series

2017A,

3.125%,

9/01/37

9/27

at

100.00

92,933

500

Geary

County

Unified

School

District

475,

Kansas,

General

Obligation

Bonds,

Refunding

Series

2021B,

3.000%,

9/01/43

9/31

at

100.00

416,914

1,000

(c)

Harvey

County

Unified

School

District

440,

Harvey

County,

Kansas,

General

Obligation

Bonds,

Halstead-

Bentley,

Series

2024,

5.000%,

9/01/49

-

BAM

Insured

9/31

at

100.00

1,060,944

5,000

Harvey

County

Unified

School

District

460,

Hesston,

Kansas,

General

Obligation

Bonds,

Series

2022,

5.000%,

9/01/52

-

BAM

Insured

9/31

at

100.00

5,251,400

2,500

Johnson

County

Unified

School

District

229,

Blue

Valley,

Kansas,

General

Obligation

Bonds,

School

Series

2020A,

2.500%,

10/01/39

10/30

at

100.00

2,015,008

Johnson

County

Unified

School

District

229,

Blue

Valley,

Kansas,

General

Obligation

Bonds,

School

Series

2022A:

2,070

5.000%,

10/01/28

No

Opt.

Call

2,267,074

1,610

5.000%,

10/01/31

No

Opt.

Call

1,848,148

1,490

Johnson

County

Unified

School

District

231

Gardner

Edgerton,

Kansas,

General

Obligation

Bonds,

Refunding

&

Improvement

Series

2016A,

5.000%,

10/01/33

10/25

at

100.00

1,519,076

3,585

Johnson

County

Unified

School

District

512,

Shawnee

Mission,

Kansas,

General

Obligation

Bonds,

Improvement

Series

2023A,

5.000%,

10/01/40

10/33

at

100.00

4,058,288

10,000

Johnson

County

Unified

School

District

512,

Shawnee

Mission,

Kansas,

General

Obligation

Bonds,

Refunding

&

Improvement

Series

2021A,

3.000%,

10/01/41

10/30

at

100.00

8,762,154

500

Johnson

County,

Kansas,

General

Obligation

Bonds,

General

Improvement

Series

2016A,

5.000%,

9/01/24

No

Opt.

Call

500,000

5,000

Johnson

County,

Kansas,

General

Obligation

Bonds,

Internal

Improvement

Series

2018A,

4.000%,

9/01/34

9/27

at

100.00

5,091,092

1,290

Johnson/Miami

County

Unified

School

District

230

Spring

Hill,

Kansas,

General

Obligation

Bonds,

Improvement

Series

2016B,

4.000%,

9/01/33

9/26

at

100.00

1,302,112

3

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

TAX

OBLIGATION/GENERAL

(continued)

$

620

Johnson/Miami

County

Unified

School

District

230

Spring

Hill,

Kansas,

General

Obligation

Bonds,

Refunding

Series

2016,

5.000%,

9/01/26

No

Opt.

Call

$

648,233

1,000

Johnson/Miami

County

Unified

School

District

230

Spring

Hill,

Kansas,

General

Obligation

Bonds,

Series

2018A,

5.000%,

9/01/34

9/27

at

100.00

1,072,134

1,000

Leavenworth

County

Unified

School

District

464,

Tonganoxie,

Kansas,

General

Obligation

Bonds,

Refunding

&

Improvement

Series

2019A,

4.000%,

9/01/45

9/27

at

100.00

979,033

500

Linn

County

Unified

School

District

362,

Kansas,

General

Obligation

Bonds,

Series

2020,

3.000%,

9/01/35

9/28

at

100.00

474,441

Reno

County,

Kansas,

General

Obligation

Bonds,

Refunding

&

Improvement

Series

2021:

205

3.000%,

9/01/31

9/28

at

100.00

199,605

200

3.000%,

9/01/34

9/28

at

100.00

187,276

1,130

Riley

County

Unified

School

District

383,

Manhattan-Ogen,

Kansas,

General

Obligation

Bonds,

Refunding

Series

2016,

4.000%,

9/01/29

9/26

at

100.00

1,154,554

Saline

County,

Kansas,

General

Obligation

Bonds,

Sales

Tax

Series

2021B:

2,530

3.000%,

9/01/33

9/30

at

100.00

2,431,523

500

2.000%,

9/01/34

9/30

at

100.00

417,299

465

Sedgwick

County

Unified

School

District

262,

Kansas,

General

Obligation

Bonds,

Refunding

Series

2017,

4.000%,

9/01/30

-

BAM

Insured

9/26

at

100.00

477,448

1,000

Sedgwick

County

Unified

School

District

265

Goddard,

Kansas,

General

Obligation

Bonds,

School

Building

Series

2017A,

3.000%,

10/01/32

-

BAM

Insured

10/26

at

100.00

961,862

Sedgwick

County

Unified

School

District

266

Maize,

Harvey

County,

Kansas,

General

Obligation

Bonds,

Series

2019A:

1,325

4.000%,

9/01/30

9/27

at

100.00

1,359,856

1,650

4.000%,

9/01/31

9/27

at

100.00

1,684,730

500

4.000%,

9/01/32

9/27

at

100.00

509,249

1,250

Wabaunsee

County

Unified

School

District

330

Mission

Valley,

Kansas,

General

Obligation

Bonds,

Series

2022,

5.500%,

9/01/47

-

BAM

Insured

9/31

at

100.00

1,367,554

Wichita,

Kansas,

General

Obligation

Bonds,

Airport

Series

2015C:

2,000

5.000%,

12/01/39,

(AMT)

12/25

at

100.00

2,032,357

500

4.250%,

12/01/44,

(AMT)

12/25

at

100.00

490,488

Wyandotte

County

Unified

School

District

203,

Piper,

Kansas,

General

Obligation

Bonds,

Improvement

Series

2018A:

1,000

5.000%,

9/01/40

9/28

at

100.00

1,053,001

1,000

5.000%,

9/01/41

9/28

at

100.00

1,049,691

1,000

4.000%,

9/01/48

9/28

at

100.00

947,470

200

Wyandotte

County/Kansas

City

Unified

Government,

Kansas,

General

Obligation

Bonds,

Improvement

Series

2015A,

3.000%,

8/01/28

9/24

at

100.00

196,913

1,515

Wyandotte

County/Kansas

City

Unified

Government,

Kansas,

General

Obligation

Bonds,

Improvement

Series

2020A,

3.000%,

8/01/30

-

BAM

Insured

8/28

at

100.00

1,463,948

TOTAL

TAX

OBLIGATION/GENERAL

62,566,223

TAX

OBLIGATION/LIMITED

-

21.5%

Dodge

City,

Kansas,

Sales

Tax

Revenue

Bonds,

Refunding

Series

2016:

500

5.000%,

6/01/28

-

AGM

Insured

6/27

at

100.00

528,398

1,380

5.000%,

6/01/29

-

AGM

Insured

6/27

at

100.00

1,457,638

2,295

5.000%,

6/01/30

-

AGM

Insured

6/27

at

100.00

2,420,980

1,320

5.000%,

6/01/31

-

AGM

Insured

6/27

at

100.00

1,391,643

Government

of

Guam,

Business

Privilege

Tax

Bonds,

Refunding

Series

2015D:

1,000

5.000%,

11/15/34

11/25

at

100.00

1,012,882

1,000

5.000%,

11/15/39

11/25

at

100.00

1,005,417

Guam

Government,

Limited

Obligation

Section

30

Revenue

Bonds,

Series

2016A:

2,000

(c)

5.000%,

12/01/25

No

Opt.

Call

2,041,858

1,000

(c)

5.000%,

12/01/30

12/26

at

100.00

1,031,635

1,000

(c)

5.000%,

12/01/32

12/26

at

100.00

1,029,139

2,275

(c)

5.000%,

12/01/33

12/26

at

100.00

2,337,146

1,250

(c)

5.000%,

12/01/46

12/26

at

100.00

1,257,008

Nuveen

Kansas

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

August

31,

2024

(Unaudited)

4

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

TAX

OBLIGATION/LIMITED

(continued)

Johnson

County

Community

College,

Kansas,

Certificates

of

Participation,

Series

2017:

$

2,630

4.000%,

10/01/28

10/26

at

100.00

$

2,694,636

815

3.000%,

10/01/31

10/26

at

100.00

788,621

Kansas

Department

of

Transportation,

Highway

Revenue

Bonds,

Series

2015B:

1,000

5.000%,

9/01/29

9/25

at

100.00

1,021,613

1,500

5.000%,

9/01/35

9/25

at

100.00

1,528,714

2,240

Kansas

Department

of

Transportation,

Highway

Revenue

Bonds,

Series

2017A,

5.000%,

9/01/33

9/27

at

100.00

2,351,105

1,000

Kansas

Development

Finance

Authority,

Kansas,

Revenue

Bonds,

State

of

Kansas

Projects,

Refunding

Series

2019F,

3.000%,

11/01/33

11/27

at

100.00

956,418

Kansas

Development

Finance

Authority,

Kansas,

Sales

Tax

Revenue

Bonds,

K-State

Olathe

Innovation

Campus

Inc.,

Series

2019H-1:

1,170

4.000%,

9/01/30

9/27

at

100.00

1,195,394

1,350

3.000%,

9/01/34

9/27

at

100.00

1,288,488

2,100

Matching

Fund

Special

Purpose

Securitization

Corporation,

Virgin

Islands,

Revenue

Bonds,

Series

2022A,

5.000%,

10/01/39

10/32

at

100.00

2,189,837

7,735

Overland

Park

Development

Corporation,

Kansas,

Revenue

Bonds,

Convention

Center

Hotel,

Refunding

&

improvement

Series

2019,

5.000%,

3/01/44

3/29

at

100.00

7,671,955

Overland

Park,

Kansas,

Sales

Tax

Revenue

Bonds,

Prairiefire

Community

Improvement

District

No.

1

Project,

Series

2012B:

200

(d)

5.250%,

12/15/29

9/24

at

100.00

90,000

200

(d)

6.100%,

12/15/34

9/24

at

100.00

90,000

2,775

(d)

Overland

Park,

Kansas,

Sales

Tax

Special

Obligation

Revenue

Bonds,

Prairiefire

at

Lionsgate

Project,

Series

2012,

6.000%,

12/15/32

9/24

at

100.00

888,000

335

Ozawkie

Kansas,

General

Obligation

Refunding

Bonds,

Series

2020,

3.000%,

9/01/39

9/27

at

100.00

304,745

1,895

Virgin

Islands

Public

Finance

Authority,

Gross

Receipts

Taxes

Loan

Note,

Refunding

Series

2012A,

5.000%,

10/01/32

-

AGM

Insured

9/24

at

100.00

1,912,758

1,330

Wyandotte

County/Kansas

City

Unified

Government,

Kansas,

Community

Improvement

District

Sales

Tax

Revenue

Bonds,

Legends

Appartments

Garage

&

West

Lawn

Project,

Series

2018,

4.500%,

6/01/40

12/26

at

100.00

1,330,411

1,260

Wyandotte

County-Kansas

City

Unified

Government,

Kansas,

Sales

Tax

Special

Obligation

Bonds,

Kansas

International

Speedway

Corporation

Project,

Refunding

Series

2014,

5.000%,

12/01/26

12/24

at

100.00

1,267,147

1,175

Wyandotte

County-Kansas

City

Unified

Government,

Kansas,

Sales

Tax

Special

Obligation

Bonds,

Vacation

Village

Project

Area

1

and

2A,

Series

2015,

5.750%,

9/01/32

9/25

at

100.00

1,111,934

345

Wyandotte

County-Kansas

City

Unified

Government,

Kansas,

Sales

Tax

Special

Obligation

Revenue

Bonds,

Kansas

International

Speedway

Corporation,

Series

1999,

0.000%,

12/01/27

No

Opt.

Call

303,101

TOTAL

TAX

OBLIGATION/LIMITED

44,498,621

TRANSPORTATION

-

3.6%

1,120

Colorado

High

Performance

Transportation

Enterprise,

C-470

Express

Lanes

Revenue

Bonds,

Senior

Lien

Series

2017,

5.000%,

12/31/51

12/24

at

100.00

1,120,967

Kansas

State

Turnpike

Authority,

Turnpike

Revenue

Bonds,

Refunding

Series

2019A:

1,065

5.000%,

9/01/31

9/29

at

100.00

1,174,731

1,100

5.000%,

9/01/38

9/29

at

100.00

1,190,125

New

York

Transportation

Development

Corporation,

New

York,

Special

Facilities

Bonds,

LaGuardia

Airport

Terminal

B

Redevelopment

Project,

Series

2016A:

2,500

5.000%,

7/01/34,

(AMT)

9/24

at

100.00

2,502,605

1,515

5.000%,

7/01/46,

(AMT)

9/24

at

100.00

1,514,941

TOTAL

TRANSPORTATION

7,503,369

5

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

U.S.

GUARANTEED

-

4.2%

(e)

$

1,500

(f)

Coffeyville,

Kansas,

Electric

Utility

System

Revenue

Bonds,

Series

2015B,

5.000%,

6/01/42,

(Pre-refunded

6/01/25)

6/25

at

100.00

$

1,520,682

1,250

Johnson

County

Unified

School

District

512,

Shawnee

Mission,

Kansas,

General

Obligation

Bonds,

Refunding

&

Improvement

Series

2015A,

5.000%,

10/01/34,

(Pre-refunded

10/01/25)

10/25

at

100.00

1,282,114

Kansas

Development

Finance

Authority,

Hospital

Revenue

Bonds,

Advent

Health

Obligated

Group,

Series

2021B:

40

5.000%,

11/15/54,

(Pre-refunded

11/15/28)

11/28

at

100.00

43,087

Leavenworth

County

Unified

School

District

453,

Kansas,

General

Obligation

Bonds,

Series

2018A:

365

4.000%,

9/01/37,

(Pre-refunded

9/01/26)

9/26

at

100.00

375,149

2,155

4.000%,

9/01/38,

(Pre-refunded

9/01/26)

9/26

at

100.00

2,214,919

Orange

County

Health

Facilities

Authority,

Florida,

Hospital

Revenue

Bonds,

Advent

Health

Obligated

Group,

Series

2021C:

15

5.000%,

11/15/52,

(Pre-refunded

11/15/26)

No

Opt.

Call

15,730

2,000

Sedgwick

County

Unified

School

District

260,

Kansas,

General

Obligation

Bonds,

Refunding

&

School

Building

Series

2018B,

5.000%,

10/01/40,

(Pre-refunded

10/01/26)

10/26

at

100.00

2,096,092

1,000

Wyandotte

County

Unified

School

District

500,

Kansas,

General

Obligation

Bonds,

Improvement

Series

2016A,

4.125%,

9/01/37,

(Pre-

refunded

9/01/26)

9/26

at

100.00

1,030,220

TOTAL

U.S.

GUARANTEED

8,577,993

UTILITIES

-

16.1%

130

(f)

California

Pollution

Control

Financing

Authority,

Water

Furnishing

Revenue

Bonds,

Poseidon

Resources

Channelside

LP

Desalination

Project,

Series

2012,

5.000%,

11/21/45,

(AMT)

1/25

at

100.00

130,228

Chisholm

Creek

Utility

Authority,

Kansas,

Water

and

Wastewater

Facilities

Revenue

Bonds,

Bel

Aire

&

Park

Cities,

Kansas

Project,

Refunding

Series

2017:

600

5.000%,

9/01/27

-

AGM

Insured

No

Opt.

Call

636,795

1,135

4.000%,

9/01/29

-

AGM

Insured

9/27

at

100.00

1,166,252

Guam

Government

Waterworks

Authority,

Water

and

Wastewater

System

Revenue

Bonds,  Refunding

Series

2024B:

1,000

(c)

5.000%,

7/01/31

No

Opt.

Call

1,105,314

1,000

(c)

5.000%,

7/01/32

No

Opt.

Call

1,113,663

1,000

(c)

5.000%,

7/01/33

No

Opt.

Call

1,121,678

800

(c)

5.000%,

7/01/34

No

Opt.

Call

901,931

2,000

(c)

Guam

Government

Waterworks

Authority,

Water

and

Wastewater

System

Revenue

Bonds,

Series

2020A,

5.000%,

1/01/50

7/30

at

100.00

2,067,898

Guam

Power

Authority,

Revenue

Bonds,

Refunding

Series

2017A:

1,165

5.000%,

10/01/37

10/27

at

100.00

1,209,940

3,750

(c)

5.000%,

10/01/40

10/27

at

100.00

3,869,042

150

Guam

Power

Authority,

Revenue

Bonds,

Refunding

Series

2024A,

5.000%,

10/01/43

10/34

at

100.00

162,376

Guam

Power

Authority,

Revenue

Bonds,

Series

2014A:

1,000

5.000%,

10/01/32

10/24

at

100.00

1,002,628

1,000

5.000%,

10/01/33

10/24

at

100.00

1,002,629

Kansas

Municipal

Energy

Agency,

Power

Project

Revenue

Bonds,

Dogwood

Project,

Series

2018A:

1,000

5.000%,

4/01/33

-

BAM

Insured

4/26

at

100.00

1,033,750

1,000

5.000%,

4/01/34

-

BAM

Insured

4/26

at

100.00

1,034,064

1,000

5.000%,

4/01/35

-

BAM

Insured

4/26

at

100.00

1,034,064

Puerto

Rico

Electric

Power

Authority,

Power

Revenue

Bonds,

Refunding

National

Series

2007VV:

2,480

5.250%,

7/01/27

-

AGM

Insured

No

Opt.

Call

2,483,034

1,065

5.250%,

7/01/31

-

AGM

Insured

No

Opt.

Call

1,065,149

480

Puerto

Rico

Electric

Power

Authority,

Power

Revenue

Bonds,

Series

2005RR,

5.000%,

7/01/28

-

AGC

Insured

9/24

at

100.00

478,278

Nuveen

Kansas

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

August

31,

2024

(Unaudited)

6

Investments

in

Derivatives

Total

Return

Swaps

–

OTC

Uncleared

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

UTILITIES

(continued)

Salina,

Kansas,

Water

and

Sewer

System

Revenue

Bonds,

Refunding

Series

2019A:

$

475

3.000%,

10/01/28

10/26

at

100.00

$

471,486

355

3.000%,

10/01/29

10/26

at

100.00

351,820

780

3.000%,

10/01/30

10/26

at

100.00

769,145

580

3.000%,

10/01/31

10/26

at

100.00

564,171

Topeka,

Kansas,

Utility

Revenue

Bonds,

Refunding

&

Improvement

Series

2021A:

785

4.000%,

8/01/30

-

BAM

Insured

8/29

at

100.00

824,119

740

4.000%,

8/01/31

-

BAM

Insured

8/29

at

100.00

772,952

1,595

Virgin

Islands

Water

and

Power

Authority,

Electric

System

Revenue

Bonds,

Series

2007B,

5.000%,

7/01/31

9/24

at

100.00

1,509,491

1,105

Wichita,

Kansas,

Water

and

Sewer

Utility

Revenue

Bonds,

Refunding

Series

2017B,

5.000%,

10/01/26

No

Opt.

Call

1,160,153

2,000

Wyandotte

County/Kansas

City

Unified

Government,

Kansas,

Utility

System

Revenue

Bonds,

Refunding

&

Improvement

Series

2014A,

5.000%,

9/01/44

9/24

at

100.00

2,000,953

2,250

Wyandotte

County-Kansas

City

Unified

Government,

Kansas,

Utility

System

Revenue

Bonds,

Improvement

Series

2016A,

5.000%,

9/01/40

9/25

at

100.00

2,283,554

TOTAL

UTILITIES

33,326,557

TOTAL

MUNICIPAL

BONDS

(cost

$209,664,827)

200,468,543

Shares

Description

(a)

Value

X

6,446,757

COMMON

STOCKS

-

3.1%  

X

6,446,757

UTILITIES

-

3.1%

2,568

(g),(h),(i)

Vistra

Vision

LLC

$

6,446,757

TOTAL

UTILITIES

6,446,757

TOTAL

COMMON

STOCKS

(cost

$2,547,413)

6,446,757

TOTAL

LONG-TERM

INVESTMENTS

(cost

$212,212,240)

206,915,300

OTHER

ASSETS

&

LIABILITIES,

NET

-

(0.1)%

(198,055)

NET

ASSETS

-

100%

$

206,717,245

Counterparty

Pay/

Receive

(j)

Underlying

Reference

Units

Fund

Pay/Receive

Floating

Rate

Floating

Rate

Payment

Frequency

Maturity

Date

Notional

Amount

Unrealized

Appreciation

(Depreciation)(k)

Bank

of

America,

N.A.

Pay

MLNVUTES

Index

(l)

(2,940)

Receive

SOFR

minus

0.50%

Maturity

Date

2/10/26

$(298,998)

$(18,906)

Bank

of

America,

N.A.

Pay

MLNVUTES

Index

(l)

(3,286)

Receive

SOFR

minus

0.50%

Maturity

Date

2/10/26

(334,186)

(14,628)

Bank

of

America,

N.A.

Pay

MLNVUTES

Index

(l)

(2,940)

Receive

SOFR

minus

0.50%

Maturity

Date

2/10/26

(298,998)

(12,965)

Bank

of

America,

N.A.

Pay

MLNVUTES

Index

(l)

(2,940)

Receive

SOFR

minus

0.50%

Maturity

Date

2/10/26

(298,998)

(13,348)

Bank

of

America,

N.A.

Pay

MLNVUTES

Index

(l)

(2,940)

Receive

SOFR

minus

0.50%

Maturity

Date

2/10/26

(298,998)

(9,146)

Bank

of

America,

N.A.

Pay

MLNVUTES

Index

(l)

(2,940)

Receive

SOFR

minus

0.50%

Maturity

Date

2/10/26

(298,998)

(10,366)

Bank

of

America,

N.A.

Pay

MLNVUTES

Index

(l)

(2,940)

Receive

SOFR

minus

0.50%

Maturity

Date

2/10/26

(298,998)

(6,833)

Bank

of

America,

N.A.

Pay

MLNVUTES

Index

(l)

(2,940)

Receive

SOFR

minus

0.50%

Maturity

Date

2/10/26

(298,998)

(8,102)

Bank

of

America,

N.A.

Pay

MLNVUTES

Index

(l)

(2,940)

Receive

SOFR

minus

0.50%

Maturity

Date

2/10/26

(298,998)

(7,522)

Goldman

Sachs

International

Pay

GSCBVSTR

Index

(m)

(1,598)

Receive

SOFR

minus

0.50%

Maturity

Date

2/24/26

(149,584)

(3,634)

Goldman

Sachs

International

Pay

GSCBVSTR

Index

(m)

(1,972)

Receive

SOFR

minus

0.50%

Maturity

Date

2/24/26

(184,594)

(1,207)

Goldman

Sachs

International

Pay

GSCBVSTR

Index

(m)

(1,530)

Receive

SOFR

minus

0.50%

Maturity

Date

2/24/26

(143,219)

(356)

7

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:

Goldman

Sachs

International

Pay

GSCBVSTR

Index

(m)

(2,890)

Receive

SOFR

minus

0.50%

Maturity

Date

2/24/26

(270,525)

1,950

Goldman

Sachs

International

Pay

GSCBVSTR

Index

(m)

(1,972)

Receive

SOFR

minus

0.50%

Maturity

Date

2/24/26

(184,594)

1,175

Goldman

Sachs

International

Pay

GSCBVSTR

Index

(m)

(3,400)

Receive

SOFR

minus

0.50%

Maturity

Date

2/24/26

(318,265)

176

Goldman

Sachs

International

Pay

GSCBVSTR

Index

(m)

(3,230)

Receive

SOFR

minus

0.50%

Maturity

Date

2/24/26

(302,352)

(2,785)

Goldman

Sachs

International

Pay

GSCBVSTR

Index

(m)

(3,468)

Receive

SOFR

minus

0.50%

Maturity

Date

2/24/26

(324,630)

(1,557)

Toronto-

Dominion

Bank

Pay

TDCENRGY

Index

(n)

(2,608)

Receive

SOFR

minus

0.60%

Maturity

Date

3/10/26

(268,740)

175

Total

$(4,872,673)

$(107,879)

Level

1

Level

2

Level

3

Total

Long-Term

Investments:

Municipal

Bonds

$

–

$

200,468,543

$

–

$

200,468,543

Common

Stocks

–

–

6,446,757

6,446,757

Investments

in

Derivatives:

Total

Return

Swaps

-

OTC

Uncleared*

–

(107,879)

–

(107,879)

Total

$

–

$

200,360,664

$

6,446,757

$

206,807,421

*

Represents

net

unrealized

appreciation

(depreciation).

(a)

All

percentages

shown

in

the

Portfolio

of

Investments

are

based

on

net

assets.

(b)

Optional

Call

Provisions:

Dates

(month

and

year)

and

prices

of

the

earliest

optional

call

or

redemption.

There

may

be

other

call

provisions

at

varying

prices

at

later

dates.

Certain

mortgage-backed

securities

may

be

subject

to

periodic

principal

paydowns.

(c)

Investment,

or

portion

of

investment,

has

been

pledged

to

collateralize

the

net

payment

obligations

for

investments

in

derivatives.

(d)

Defaulted

security.

A

security

whose

issuer

has

failed

to

fully

pay

principal

and/or

interest

when

due,

or

is

under

the

protection

of

bankruptcy.

(e)

Backed

by

an

escrow

or

trust

containing

sufficient

U.S.

Government

or

U.S.

Government

agency

securities,

which

ensure

the

timely

payment

of

principal

and

interest.

(f)

Security

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

As

of

the

end

of

the

reporting

period,

the

aggregate

value

of

these

securities

is

$1,650,910

or

0.8%

of

Total

Investments.

(g)

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3.

(h)

On

March

1,

2024,

Vistra

Corp.

(“Vistra”)

completed

its

acquisition

of

Energy

Harbor

Corp

(“ENGH”).

ENGH

was

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.

On

September

18,

2024,

Vistra

and

Nuveen

agreed

to

terms

for

the

sale

of

the

Vistra

Vision

interest.

In

exchange

for

its

membership

interest

in

Vistra

Vision,

Nuveen

will

receive

a

series

of

cash

payments

from

Vistra

through

December

31,

2026.

Nuveen

Kansas

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

August

31,

2024

(Unaudited)

8

(i)

Non-income

producing;

issuer

has

not

declared

an

ex-dividend

date

within

the

past

twelve

months.

(j)

(k)

Receive

represents

that

the

Fund

receives

payments

for

any

positive

net

return

on

the

underlying

reference.

The

Fund

makes

payments

for

any

negative

net

return

on

such

underlying

reference.

Pay

represents

that

the

Fund

receives

payments

for

any

negative

net

return

on

the

underlying

reference.

The

Fund

makes

payments

for

any

positive

net

return

on

such

underlying

reference.

The

unrealized

appreciation/depreciation

on

the

total

return

swap

contracts

is

equal

to

their

market

value.

(l)

The

following

table

represents

the

individual

positions

within

each

Bank

of

America,

N.A.

total

return

swaps:

Description

Shares

Value

%

of

Index

COMMON

STOCKS

AES

Corp/The

(2,749)

$(47,095)

15.8%

Atlantica

Sustainable

Infrastructure

PLC

(366)

(7,974)

2.7%

Brookfield

Renewable

Corp

(190)

(5,422)

1.8%

Clearway

Energy

Inc

(98)

(2,825)

0.9%

Constellation

Energy

Corp

(414)

(81,438)

27.2%

NextEra

Energy

Inc

(170)

(13,699)

4.6%

Northland

Power

Inc

(318)

(6,552)

2.2%

Public

Service

Enterprise

Group

Inc

(593)

(47,915)

16.0%

Vistra

Corp

(1,008)

(86,077)

28.8%

Total

$(298,998)

100%

Description

Shares

Value

%

of

Index

COMMON

STOCKS

AES

Corp/The

(3,073)

$(52,637)

15.8%

Atlantica

Sustainable

Infrastructure

PLC

(409)

(8,913)

2.7%

Brookfield

Renewable

Corp

(213)

(6,060)

1.8%

Clearway

Energy

Inc

(109)

(3,158)

0.9%

Constellation

Energy

Corp

(463)

(91,023)

27.2%

NextEra

Energy

Inc

(190)

(15,311)

4.6%

Northland

Power

Inc

(355)

(7,323)

2.2%

Public

Service

Enterprise

Group

Inc

(663)

(53,554)

16.0%

Vistra

Corp

(1,126)

(96,208)

28.8%

Total

$(334,186)

100%

Description

Shares

Value

%

of

Index

COMMON

STOCKS

AES

Corp/The

(2,749)

$(47,095)

15.8%

Atlantica

Sustainable

Infrastructure

PLC

(366)

(7,974)

2.7%

Brookfield

Renewable

Corp

(190)

(5,422)

1.8%

Clearway

Energy

Inc

(98)

(2,825)

0.9%

Constellation

Energy

Corp

(414)

(81,438)

27.2%

NextEra

Energy

Inc

(170)

(13,699)

4.6%

Northland

Power

Inc

(318)

(6,552)

2.2%

Public

Service

Enterprise

Group

Inc

(593)

(47,915)

16.0%

Vistra

Corp

(1,008)

(86,077)

28.8%

Total

$(298,998)

100%

Description

Shares

Value

%

of

Index

COMMON

STOCKS

AES

Corp/The

(2,749)

$(47,095)

15.8%

Atlantica

Sustainable

Infrastructure

PLC

(366)

(7,974)

2.7%

Brookfield

Renewable

Corp

(190)

(5,422)

1.8%

Clearway

Energy

Inc

(98)

(2,825)

0.9%

Constellation

Energy

Corp

(414)

(81,438)

27.2%

NextEra

Energy

Inc

(170)

(13,699)

4.6%

Northland

Power

Inc

(318)

(6,552)

2.2%

Public

Service

Enterprise

Group

Inc

(593)

(47,915)

16.0%

Vistra

Corp

(1,008)

(86,077)

28.8%

Total

$(298,998)

100%

Description

Shares

Value

%

of

Index

COMMON

STOCKS

AES

Corp/The

(2,749)

$(47,095)

15.8%

Atlantica

Sustainable

Infrastructure

PLC

(366)

(7,974)

2.7%

Brookfield

Renewable

Corp

(190)

(5,422)

1.8%

Clearway

Energy

Inc

(98)

(2,825)

0.9%

Constellation

Energy

Corp

(414)

(81,438)

27.2%

NextEra

Energy

Inc

(170)

(13,699)

4.6%

Northland

Power

Inc

(318)

(6,552)

2.2%

Public

Service

Enterprise

Group

Inc

(593)

(47,915)

16.0%

Vistra

Corp

(1,008)

(86,077)

28.8%

Total

$(298,998)

100%

Description

Shares

Value

%

of

Index

COMMON

STOCKS

AES

Corp/The

(2,749)

$(47,095)

15.8%

9

Atlantica

Sustainable

Infrastructure

PLC

(366)

(7,974)

2.7%

Brookfield

Renewable

Corp

(190)

(5,422)

1.8%

Clearway

Energy

Inc

(98)

(2,825)

0.9%

Constellation

Energy

Corp

(414)

(81,438)

27.2%

NextEra

Energy

Inc

(170)

(13,699)

4.6%

Northland

Power

Inc

(318)

(6,552)

2.2%

Public

Service

Enterprise

Group

Inc

(593)

(47,915)

16.0%

Vistra

Corp

(1,008)

(86,077)

28.8%

Total

$(298,998)

100%

Description

Shares

Value

%

of

Index

COMMON

STOCKS

AES

Corp/The

(2,749)

$(47,095)

15.8%

Atlantica

Sustainable

Infrastructure

PLC

(366)

(7,974)

2.7%

Brookfield

Renewable

Corp

(190)

(5,422)

1.8%

Clearway

Energy

Inc

(98)

(2,825)

0.9%

Constellation

Energy

Corp

(414)

(81,438)

27.2%

NextEra

Energy

Inc

(170)

(13,699)

4.6%

Northland

Power

Inc

(318)

(6,552)

2.2%

Public

Service

Enterprise

Group

Inc

(593)

(47,915)

16.0%

Vistra

Corp

(1,008)

(86,077)

28.8%

Total

$(298,998)

100%

Description

Shares

Value

%

of

Index

COMMON

STOCKS

AES

Corp/The

(2,749)

$(47,095)

15.8%

Atlantica

Sustainable

Infrastructure

PLC

(366)

(7,974)

2.7%

Brookfield

Renewable

Corp

(190)

(5,422)

1.8%

Clearway

Energy

Inc

(98)

(2,825)

0.9%

Constellation

Energy

Corp

(414)

(81,438)

27.2%

NextEra

Energy

Inc

(170)

(13,699)

4.6%

Northland

Power

Inc

(318)

(6,552)

2.2%

Public

Service

Enterprise

Group

Inc

(593)

(47,915)

16.0%

Vistra

Corp

(1,008)

(86,077)

28.8%

Total

$(298,998)

100%

Description

Shares

Value

%

of

Index

COMMON

STOCKS

AES

Corp/The

(2,749)

$(47,095)

15.8%

Atlantica

Sustainable

Infrastructure

PLC

(366)

(7,974)

2.7%

Brookfield

Renewable

Corp

(190)

(5,422)

1.8%

Clearway

Energy

Inc

(98)

(2,825)

0.9%

Constellation

Energy

Corp

(414)

(81,438)

27.2%

NextEra

Energy

Inc

(170)

(13,699)

4.6%

Northland

Power

Inc

(318)

(6,552)

2.2%

Public

Service

Enterprise

Group

Inc

(593)

(47,915)

16.0%

Vistra

Corp

(1,008)

(86,077)

28.8%

Total

$(298,998)

100%

(m)

The

following

table

represents

the

individual

positions

within

each

Goldman

Sachs

International

total

return

swaps:

Description

Shares

Value

%

of

Index

COMMON

STOCKS

AES

Corp/The

(1,380)

$(23,644)

15.8%

Atlantica

Sustainable

Infrastructure

PLC

(194)

(4,235)

2.8%

Brookfield

Renewable

Corp

(101)

(2,879)

1.9%

Clearway

Energy

Inc

(25)

(730)

0.5%

Constellation

Energy

Corp

(205)

(40,342)

27.0%

Innergex

Renewable

Energy

Inc

(84)

(764)

0.5%

NextEra

Energy

Inc

(87)

(6,999)

4.7%

Northland

Power

Inc

(174)

(3,591)

2.4%

Public

Service

Enterprise

Group

Inc

(304)

(24,568)

16.4%

Vistra

Corp

(490)

(41,834)

28.0%

Total

$(149,584)

100%

Description

Shares

Value

%

of

Index

COMMON

STOCKS

AES

Corp/The

(1,703)

$(29,177)

15.8%

Atlantica

Sustainable

Infrastructure

PLC

(305)

(5,226)

2.8%

Brookfield

Renewable

Corp

(207)

(3,553)

1.9%

Clearway

Energy

Inc

(53)

(901)

0.5%

Constellation

Energy

Corp

(2,906)

(49,783)

27.0%

Innergex

Renewable

Energy

Inc

(55)

(942)

0.5%

NextEra

Energy

Inc

(504)

(8,637)

4.7%

Northland

Power

Inc

(259)

(4,432)

2.4%

Public

Service

Enterprise

Group

Inc

(1,770)

(30,318)

16.4%

(i)

Non-income

producing;

issuer

has

not

declared

an

ex-dividend

date

within

the

past

twelve

months.

(j)

(k)

Receive

represents

that

the

Fund

receives

payments

for

any

positive

net

return

on

the

underlying

reference.

The

Fund

makes

payments

for

any

negative

net

return

on

such

underlying

reference.

Pay

represents

that

the

Fund

receives

payments

for

any

negative

net

return

on

the

underlying

reference.

The

Fund

makes

payments

for

any

positive

net

return

on

such

underlying

reference.

The

unrealized

appreciation/depreciation

on

the

total

return

swap

contracts

is

equal

to

their

market

value.

(l)

The

following

table

represents

the

individual

positions

within

each

Bank

of

America,

N.A.

total

return

swaps:

Description

Shares

Value

%

of

Index

COMMON

STOCKS

AES

Corp/The

(2,749)

$(47,095)

15.8%

Atlantica

Sustainable

Infrastructure

PLC

(366)

(7,974)

2.7%

Brookfield

Renewable

Corp

(190)

(5,422)

1.8%

Clearway

Energy

Inc

(98)

(2,825)

0.9%

Constellation

Energy

Corp

(414)

(81,438)

27.2%

NextEra

Energy

Inc

(170)

(13,699)

4.6%

Northland

Power

Inc

(318)

(6,552)

2.2%

Public

Service

Enterprise

Group

Inc

(593)

(47,915)

16.0%

Vistra

Corp

(1,008)

(86,077)

28.8%

Total

$(298,998)

100%

Description

Shares

Value

%

of

Index

COMMON

STOCKS

AES

Corp/The

(3,073)

$(52,637)

15.8%

Atlantica

Sustainable

Infrastructure

PLC

(409)

(8,913)

2.7%

Brookfield

Renewable

Corp

(213)

(6,060)

1.8%

Clearway

Energy

Inc

(109)

(3,158)

0.9%

Constellation

Energy

Corp

(463)

(91,023)

27.2%

NextEra

Energy

Inc

(190)

(15,311)

4.6%

Northland

Power

Inc

(355)

(7,323)

2.2%

Public

Service

Enterprise

Group

Inc

(663)

(53,554)

16.0%

Vistra

Corp

(1,126)

(96,208)

28.8%

Total

$(334,186)

100%

Description

Shares

Value

%

of

Index

COMMON

STOCKS

AES

Corp/The

(2,749)

$(47,095)

15.8%

Atlantica

Sustainable

Infrastructure

PLC

(366)

(7,974)

2.7%

Brookfield

Renewable

Corp

(190)

(5,422)

1.8%

Clearway

Energy

Inc

(98)

(2,825)

0.9%

Constellation

Energy

Corp

(414)

(81,438)

27.2%

NextEra

Energy

Inc

(170)

(13,699)

4.6%

Northland

Power

Inc

(318)

(6,552)

2.2%

Public

Service

Enterprise

Group

Inc

(593)

(47,915)

16.0%

Vistra

Corp

(1,008)

(86,077)

28.8%

Total

$(298,998)

100%

Description

Shares

Value

%

of

Index

COMMON

STOCKS

AES

Corp/The

(2,749)

$(47,095)

15.8%

Atlantica

Sustainable

Infrastructure

PLC

(366)

(7,974)

2.7%

Brookfield

Renewable

Corp

(190)

(5,422)

1.8%

Clearway

Energy

Inc

(98)

(2,825)

0.9%

Constellation

Energy

Corp

(414)

(81,438)

27.2%

NextEra

Energy

Inc

(170)

(13,699)

4.6%

Northland

Power

Inc

(318)

(6,552)

2.2%

Public

Service

Enterprise

Group

Inc

(593)

(47,915)

16.0%

Vistra

Corp

(1,008)

(86,077)

28.8%

Total

$(298,998)

100%

Description

Shares

Value

%

of

Index

COMMON

STOCKS

AES

Corp/The

(2,749)

$(47,095)

15.8%

Atlantica

Sustainable

Infrastructure

PLC

(366)

(7,974)

2.7%

Brookfield

Renewable

Corp

(190)

(5,422)

1.8%

Clearway

Energy

Inc

(98)

(2,825)

0.9%

Constellation

Energy

Corp

(414)

(81,438)

27.2%

NextEra

Energy

Inc

(170)

(13,699)

4.6%

Northland

Power

Inc

(318)

(6,552)

2.2%

Public

Service

Enterprise

Group

Inc

(593)

(47,915)

16.0%

Vistra

Corp

(1,008)

(86,077)

28.8%

Total

$(298,998)

100%

Description

Shares

Value

%

of

Index

COMMON

STOCKS

AES

Corp/The

(2,749)

$(47,095)

15.8%

Nuveen

Kansas

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

August

31,

2024

(Unaudited)

10

Vistra

Corp

(3,014)

(51,624)

28.0%

Total

$(184,594)

100%

Description

Shares

Value

%

of

Index

COMMON

STOCKS

AES

Corp/The

(1,322)

$(22,638)

15.8%

Atlantica

Sustainable

Infrastructure

PLC

(237)

(4,054)

2.8%

Brookfield

Renewable

Corp

(161)

(2,756)

1.9%

Clearway

Energy

Inc

(41)

(699)

0.5%

Constellation

Energy

Corp

(2,255)

(38,625)

27.0%

Innergex

Renewable

Energy

Inc

(43)

(731)

0.5%

NextEra

Energy

Inc

(391)

(6,701)

4.7%

Northland

Power

Inc

(201)

(3,438)

2.4%

Public

Service

Enterprise

Group

Inc

(1,373)

(23,523)

16.4%

Vistra

Corp

(2,338)

(40,053)

28.0%

Total

$(143,219)

100%

Description

Shares

Value

%

of

Index

COMMON

STOCKS

AES

Corp/The

(2,496)

$(42,760)

15.8%

Atlantica

Sustainable

Infrastructure

PLC

(447)

(7,658)

2.8%

Brookfield

Renewable

Corp

(304)

(5,206)

1.9%

Clearway

Energy

Inc

(77)

(1,320)

0.5%

Constellation

Energy

Corp

(4,259)

(72,958)

27.0%

Innergex

Renewable

Energy

Inc

(81)

(1,381)

0.5%

NextEra

Energy

Inc

(739)

(12,658)

4.7%

Northland

Power

Inc

(379)

(6,495)

2.4%

Public

Service

Enterprise

Group

Inc

(2,594)

(44,431)

16.4%

Vistra

Corp

(4,417)

(75,656)

28.0%

Total

$(270,525)

100%

Description

Shares

Value

%

of

Index

COMMON

STOCKS

AES

Corp/The

(1,703)

$(29,177)

15.8%

Atlantica

Sustainable

Infrastructure

PLC

(305)

(5,226)

2.8%

Brookfield

Renewable

Corp

(207)

(3,553)

1.9%

Clearway

Energy

Inc

(53)

(901)

0.5%

Constellation

Energy

Corp

(2,906)

(49,783)

27.0%

Innergex

Renewable

Energy

Inc

(55)

(942)

0.5%

NextEra

Energy

Inc

(504)

(8,637)

4.7%

Northland

Power

Inc

(259)

(4,432)

2.4%

Public

Service

Enterprise

Group

Inc

(1,770)

(30,318)

16.4%

Vistra

Corp

(3,014)

(51,624)

28.0%

Total

$(184,594)

100%

Description

Shares

Value

%

of

Index

COMMON

STOCKS

AES

Corp/The

(2,937)

$(50,306)

15.8%

Atlantica

Sustainable

Infrastructure

PLC

(526)

(9,010)

2.8%

Brookfield

Renewable

Corp

(358)

(6,125)

1.9%

Clearway

Energy

Inc

(91)

(1,553)

0.5%

Constellation

Energy

Corp

(5,011)

(85,833)

27.0%

Innergex

Renewable

Energy

Inc

(95)

(1,625)

0.5%

NextEra

Energy

Inc

(869)

(14,892)

4.7%

Northland

Power

Inc

(446)

(7,641)

2.4%

Public

Service

Enterprise

Group

Inc

(3,052)

(52,272)

16.4%

Vistra

Corp

(5,196)

(89,008)

28.0%

Total

$(318,265)

100%

Description

Shares

Value

%

of

Index

COMMON

STOCKS

AES

Corp/The

(2,790)

$(47,790)

15.8%

Atlantica

Sustainable

Infrastructure

PLC

(500)

(8,559)

2.8%

Brookfield

Renewable

Corp

(340)

(5,819)

1.9%

Clearway

Energy

Inc

(86)

(1,475)

0.5%

Constellation

Energy

Corp

(4,760)

(81,542)

27.0%

Innergex

Renewable

Energy

Inc

(90)

(1,543)

0.5%

NextEra

Energy

Inc

(826)

(14,148)

4.7%

Northland

Power

Inc

(424)

(7,259)

2.4%

Public

Service

Enterprise

Group

Inc

(2,899)

(49,659)

16.4%

Vistra

Corp

(4,936)

(84,557)

28.0%

Total

$(302,352)

100%

11

Description

Shares

Value

%

of

Index

COMMON

STOCKS

AES

Corp/The

(2,995)

$(51,312)

15.8%

Atlantica

Sustainable

Infrastructure

PLC

(536)

(9,190)

2.8%

Brookfield

Renewable

Corp

(365)

(6,248)

1.9%

Clearway

Energy

Inc

(92)

(1,584)

0.5%

Constellation

Energy

Corp

(5,111)

(87,550)

27.0%

Innergex

Renewable

Energy

Inc

(97)

(1,657)

0.5%

NextEra

Energy

Inc

(887)

(15,190)

4.7%

Northland

Power

Inc

(455)

(7,794)

2.4%

Public

Service

Enterprise

Group

Inc

(3,113)

(53,318)

16.4%

Vistra

Corp

(5,300)

(90,788)

28.0%

Total

$(324,630)

100%

(n)

The

following

table

represents

the

individual

positions

within

each

Toronto-Dominion

Bank

total

return

swaps:

Description

Shares

Value

%

of

Index

COMMON

STOCKS

AES

Corp/The

(2,634)

$(45,124)

16.8%

Brookfield

Renewable

Corp

(189)

(5,377)

2.0%

Clearway

Energy

Inc

(46)

(1,346)

0.5%

Constellation

Energy

Corp

(378)

(74,419)

27.7%

Innergex

Renewable

Energy

Inc

(163)

(1,481)

0.6%

NextEra

Energy

Inc

(161)

(12,983)

4.8%

Northland

Power

Inc

(353)

(7,286)

2.7%

Public

Service

Enterprise

Group

Inc

(573)

(46,307)

17.2%

Vistra

Corp

(871)

(74,417)

27.7%

Total

$(268,740)

100%

AMT

Alternative

Minimum

Tax

12

Nuveen

Kentucky

Municipal

Bond

Fund

Portfolio

of

Investments

August

31,

2024

(Unaudited)

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

LONG-TERM

INVESTMENTS

-

107.3%   

X

259,855,682

MUNICIPAL

BONDS

-

107.3%  

X

259,855,682

EDUCATION

AND

CIVIC

ORGANIZATIONS

-

19.6%

$

155

Campbellsville,

Kentucky,

Industrial

Building

Revenue

Bonds,

Campbellsville

University

Project,

Series

2017,

5.000%,

3/01/39

3/27

at

100.00

$

154,210

Kentucky

Bond

Development

Corporation,

Educational

Facilities

Revenue

Bonds,

City

of

Danville,

Centre

College

Project,

Series

2021:

4,700

4.000%,

6/01/46

6/31

at

100.00

4,377,213

4,200

4.000%,

6/01/51

6/31

at

100.00

3,787,302

Kentucky

Bond

Development

Corporation,

Educational

Facilities

Revenue

Bonds,

City

of

Stamping

Ground,

Transylvania

University

Project,

Refunding

Series

2021A:

1,040

4.000%,

3/01/46

3/30

at

100.00

926,886

705

4.000%,

3/01/49

3/30

at

100.00

619,566

Kentucky

Economic

Development

Finance

Authority,

Revenue

Bonds,

Next

Generation

Kentucky

Information

Highway

Project,

Senior

Series

2015A:

2,000

5.000%,

7/01/33

7/25

at

100.00

2,015,319

5,320

5.000%,

7/01/40

7/25

at

100.00

5,337,776

2,500

5.000%,

1/01/45

7/25

at

100.00

2,504,185

Kentucky

Higher

Education

Student

Loan

Corporation,

Student

Loan

Revenue

Bonds,

Senior

Series

2021A-1:

500

5.000%,

6/01/31,

(AMT)

No

Opt.

Call

529,250

1,450

2.125%,

6/01/32,

(AMT)

6/31

at

100.00

1,265,706

Kentucky

Higher

Education

Student

Loan

Corporation,

Student

Loan

Revenue

Bonds,

Series

2019A:

1,000

5.000%,

6/01/28,

(AMT)

No

Opt.

Call

1,045,805

700

5.000%,

6/01/29,

(AMT)

No

Opt.

Call

737,982

Kentucky

State

University,

Certificates

of

Participation,

Series

2021:

500

4.000%,

11/01/41

-

BAM

Insured

11/31

at

100.00

502,037

3,025

4.000%,

11/01/51

-

BAM

Insured

11/31

at

100.00

2,891,155

2,850

4.000%,

11/01/56

-

BAM

Insured

11/31

at

100.00

2,704,950

Louisville-Jefferson

County

Metro

Government,

Kentucky,

Revenue

Bonds,

Bellarmine

University

Inc

Project,

Refunding

&

Improvement

Series

2015:

1,790

5.000%,

5/01/31

5/25

at

100.00

1,745,374

1,210

5.000%,

5/01/40

5/25

at

100.00

1,088,135

Murray

State

University,

Kentucky,

General

Receipts

Bonds,

Series

2015A:

1,125

5.000%,

3/01/26

3/25

at

100.00

1,136,285

1,075

5.000%,

3/01/27

3/25

at

100.00

1,085,994

250

University

of

Kentucky,

General

Receipts

Bonds,

Series

2016A,

5.000%,

4/01/32

4/25

at

100.00

252,576

4,535

University

of

Kentucky,

General

Receipts

Bonds,

Series

2018A,

4.000%,

10/01/32

4/26

at

100.00

4,576,302

2,000

University

of

Kentucky,

Lease

Purchase

Obligations

Bonds,

UK

Healthcare

Cancer

Center

Parking

Project,

Series

2024,

5.000%,

10/01/49

,

(WI/DD)

10/34

at

100.00

2,168,661

3,450

University

of

Louisville,

Kentucky,

Revenue

Bonds,

General

Reciepts

Series

2016D,

5.000%,

3/01/32

9/26

at

100.00

3,564,933

2,500

University

of

Louisville,

Kentucky,

Revenue

Bonds,

Refunding

General

Reciepts

Series

2016C,

4.000%,

9/01/28

3/26

at

100.00

2,540,755

TOTAL

EDUCATION

AND

CIVIC

ORGANIZATIONS

47,558,357

HEALTH

CARE

-

21.6%

9,190

Hazard,

Kentucky,

Healthcare

Revenue

Bonds,

Appalachian

Regional

Healthcare

Project,

Series

2021,

4.000%,

7/01/51

-

AGM

Insured

7/31

at

100.00

8,681,007

8,000

Kentucky

Bond

Development

Corporation,

Hospital

Revenue

Bonds,

Saint

Elizabeth

Medical

Center,

Inc.,

Refunding

Series

2016,

5.000%,

5/01/39

5/26

at

100.00

8,169,028

3,000

Kentucky

Economic

Development

Finance

Authority,

Hospital

Revenue

Bonds,

Baptist

Healthcare

System

Obligated

Group,

Series

2017B,

5.000%,

8/15/41

8/27

at

100.00

3,067,605

13

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

HEALTH

CARE

(continued)

Kentucky

Economic

Development

Finance

Authority,

Hospital

Revenue

Bonds,

Owensboro

Health,

Refunding

Series

2017A:

$

500

5.250%,

6/01/41

6/27

at

100.00

$

510,171

2,500

5.000%,

6/01/45

6/27

at

100.00

2,521,447

6,385

Kentucky

Economic

Development

Finance

Authority,

Revenue

Bonds,

CommonSpirit

Health,

Series

2019A-1,

5.000%,

8/01/44

8/29

at

100.00

6,637,157

Kentucky

Economic

Development

Finance

Authority,

Revenue

Bonds,

CommonSpirit

Health,

Series

2019A-2:

100

5.000%,

8/01/37

8/29

at

100.00

106,096

100

5.000%,

8/01/38

8/29

at

100.00

105,675

2,500

5.000%,

8/01/44

8/29

at

100.00

2,598,730

Louisville

and

Jefferson

County

Metropolitan

Government,

Kentucky,

Hospital

Revenue

Bonds,

UofL

Health

Project,

Series

2022A:

4,500

5.000%,

5/15/52

-

AGM

Insured

5/32

at

100.00

4,678,915

3,690

5.000%,

5/15/52

5/32

at

100.00

3,817,202

2,000

Louisville/Jefferson

County

Metro

Government,

Kentucky,

Health

System

Revenue

Bonds,

Norton

Healthcare,

Inc.,

Series

2023A,

5.000%,

10/01/42

10/33

at

100.00

2,164,130

2,000

Murray,

Kentucky,

Hospital

Facilities

Revenue

Bonds,

Murray-Calloway

County

Public

Hospital

Corporation

Project,

Refunding

Series

2016,

5.000%,

8/01/37

8/26

at

100.00

2,020,494

Warren

County,

Kentucky,

Hospital

Revenue

Bonds,

Bowling

Green-

Warren

County

Community

Hospital

Corporation,

Refunding

Series

2021A:

600

5.000%,

4/01/25

No

Opt.

Call

606,453

500

5.000%,

4/01/26

No

Opt.

Call

516,491

500

5.000%,

4/01/27

No

Opt.

Call

526,369

Warren

County,

Kentucky,

Hospital

Revenue

Bonds,

Bowling

Green-

Warren

County

Community

Hospital

Corporation,

Series

2012A:

1,980

5.000%,

10/01/33

9/24

at

100.00

1,981,232

2,000

5.000%,

10/01/37

9/24

at

100.00

2,001,227

1,500

Warren

County,

Kentucky,

Hospital

Revenue

Bonds,

Bowling

Green-

Warren

County

Community

Hospital

Corporation,

Series

2024,

5.250%,

4/01/54

4/34

at

100.00

1,631,358

TOTAL

HEALTH

CARE

52,340,787

MATERIALS

-

0.5%

1,180

Henderson,

Kentucky,

Facilities

Revenue

Bonds,

Pratt

Paper

LLC

Project,

Series

2022A,

4.700%,

1/01/52,

(AMT)

1/32

at

100.00

1,162,068

TOTAL

MATERIALS

1,162,068

TAX

OBLIGATION/GENERAL

-

4.1%

Louisville

and

Jefferson

County

Metropolitan

Government,

Kentucky,

General

Obligation

Bonds,

Series

2023A:

3,000

5.000%,

12/01/39

12/33

at

100.00

3,445,785

5,685

5.000%,

12/01/40

12/33

at

100.00

6,505,655

TOTAL

TAX

OBLIGATION/GENERAL

9,951,440

TAX

OBLIGATION/LIMITED

-

36.0%

3,500

Christian

County

School

District

Finance

Corporation,

Kentucky,

School

Building

Revenue

Bonds,

Series

2023,

4.500%,

10/01/53

-

AGM

Insured

10/33

at

100.00

3,601,264

4,375

Kentucky

Bond

Development

Corporation,

Kentucky,

Industrial

Building

Revenue

Bonds,

Kentucky

Communications

Network

Authority,

Series

2019,

5.000%,

9/01/49

-

BAM

Insured

3/30

at

100.00

4,599,286

Kentucky

Bond

Development

Corporation,

Transient

Room

Tax

Revenue

Bonds,

Lexington

Center

Corporation

Project,

Series

2018A:

1,000

5.000%,

9/01/43

9/28

at

100.00

1,034,450

10,400

5.000%,

9/01/48

9/28

at

100.00

10,731,936

Kentucky

Economic

Development

Finance

Authority,

Louisville

Arena

Project

Revenue

Bonds,

Louisville

Arena

Authority,

Inc.,

Series

2017A:

13,650

(c)

4.000%,

12/01/41

-

AGM

Insured,

(UB)

12/27

at

100.00

13,503,684

1,000

4.000%,

12/01/41

-

AGM

Insured

12/27

at

100.00

989,281

4,100

5.000%,

12/01/45

-

AGM

Insured

12/27

at

100.00

4,239,048

Nuveen

Kentucky

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

August

31,

2024

(Unaudited)

14

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

TAX

OBLIGATION/LIMITED

(continued)

Kentucky

State

Property

and

Buildings

Commission,

Revenue

Bonds,

Project

115,

Series

2017:

$

7,000

(c)

5.000%,

4/01/32,

(UB)

4/27

at

100.00

$

7,301,690

6,000

5.000%,

4/01/38

4/27

at

100.00

6,232,490

2,445

Kentucky

State

Property

and

Buildings

Commission,

Revenue

Bonds,

Project

126,

Series

2022A,

5.000%,

5/01/42

5/32

at

100.00

2,680,535

1,930

Kentucky

Turnpike

Authority,

Economic

Development

Road

Revenue

Bonds,

Revitalization

Project,

Refunding

Series

2017A,

5.000%,

7/01/33

7/27

at

100.00

2,043,452

5,000

Kentucky

Turnpike

Authority,

Economic

Development

Road

Revenue

Bonds,

Revitalization

Project,

Refunding

Series

2017B,

5.000%,

7/01/28

7/27

at

100.00

5,321,522

Logan

County

School

District

Finance

Corporation,

Kentucky,

Revenue

Bonds,

School

Building

Series

2023:

2,650

4.125%,

9/01/41

9/33

at

100.00

2,662,515

2,765

4.250%,

9/01/42

9/33

at

100.00

2,774,843

2,870

4.250%,

9/01/43

9/33

at

100.00

2,872,751

1,910

Nelson

County

School

District

Finance

Corporation,

Kentucky,

School

Building

Revenue

Bonds,

Series

2024,

5.000%,

6/01/44

6/32

at

100.00

2,057,597

1,000

Newport,

Kentucky,

Special

Obligation

Revenue

Bonds,

Newport

Clifton

Project,

Series

2020B,

5.500%,

12/01/60

12/30

at

100.00

866,979

2,460

Newport,

Kentucky,

Special

Obligation

Revenue

Bonds,

Newport

Skypoint

Project,

Refunding

Series

2023,

5.500%,

9/01/50

3/33

at

100.00

2,370,018

Puerto

Rico

Sales

Tax

Financing

Corporation,

Sales

Tax

Revenue

Bonds,

Restructured

2018A-1:

1,205

0.000%,

7/01/33

7/28

at

86.06

850,202

1,799

4.500%,

7/01/34

7/25

at

100.00

1,801,653

89

5.000%,

7/01/58

7/28

at

100.00

89,394

1,370

Puerto

Rico

Sales

Tax

Financing

Corporation,

Sales

Tax

Revenue

Bonds,

Restructured

Cofina

Project

Series

2019A-2A,

4.550%,

7/01/40

7/28

at

100.00

1,373,261

4,180

Puerto

Rico

Sales

Tax

Financing

Corporation,

Sales

Tax

Revenue

Bonds,

Taxable

Restructured

Cofina

Project

Series

2019A-2,

4.329%,

7/01/40

7/28

at

100.00

4,133,984

3,000

(d)

Union

Kentucky,

Special

Obligation

Revenue

Bonds,

Union

Promenade

Project,

Series

2022B,

5.500%,

12/01/52

12/32

at

100.00

2,986,930

TOTAL

TAX

OBLIGATION/LIMITED

87,118,765

TRANSPORTATION

-

7.1%

Kenton

County

Airport

Board,

Kentucky,

Airport

Revenue

Bonds,

Cincinnati/Northern

Kentucky

International

Airport,

Refunding

Series

2016:

1,635

5.000%,

1/01/25

No

Opt.

Call

1,645,460

1,750

5.000%,

1/01/31

1/26

at

100.00

1,790,910

1,210

5.000%,

1/01/33

1/26

at

100.00

1,236,669

4,320

Kenton

County

Airport

Board,

Kentucky,

Airport

Revenue

Bonds,

Cincinnati/Northern

Kentucky

International

Airport,

Series

2019,

5.000%,

1/01/49

1/29

at

100.00

4,480,712

3,000

Kenton

County

Airport

Board,

Kentucky,

Airport

Revenue

Bonds,

Cincinnati/Northern

Kentucky

International

Airport,

Series

2024A,

5.250%,

1/01/54,

(AMT)

1/34

at

100.00

3,204,299

700

Kentucky

Public

Transportation

Infrastructure

Authority,

Toll

Revenue

Bonds,

Downtown

Crossing

Project,

Capital

Appreciation

First

Tier

Series

2013B,

0.000%,

7/01/32

7/28

at

76.98

467,987

1,000

Kentucky

Public

Transportation

Infrastructure

Authority,

Toll

Revenue

Bonds,

Downtown

Crossing

Project,

Convertible

Capital

Appreciation

First

Tier

Series

2013C,

6.600%,

7/01/39

7/31

at

100.00

1,179,009

Louisville

Regional

Airport

Authority,

Kentucky,

Airport

System

Revenue

Bonds,

Refunding

Series

2014A:

1,555

5.000%,

7/01/31,

(AMT)

9/24

at

100.00

1,556,318

1,500

5.000%,

7/01/32,

(AMT)

9/24

at

100.00

1,501,213

TOTAL

TRANSPORTATION

17,062,577

15

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

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

U.S.

GUARANTEED

-

0.3%

(e)

Louisville

and

Jefferson

County

Metropolitan

Sewer

District,

Kentucky,

Sewer

and

Drainage

System

Revenue

Bonds,

Series

2014A:

$

795

5.000%,

5/15/27,

(Pre-refunded

11/18/24)

11/24

at

100.00

$

798,052

TOTAL

U.S.

GUARANTEED

798,052

UTILITIES

-

18.1%

5,705

Bowling

Green,

Kentucky,

Water

and

Sewer

Revenue

Bonds,

Series

2019,

4.000%,

6/01/49

-

AGM

Insured

6/26

at

100.00

5,497,534

8,300

Carroll

County,

Kentucky,

Environmental

Facilities

Revenue

Bonds,

Kentucky

Utilities

Company

Project,

Refunding

Series

2006B,

2.125%,

10/01/34,

(AMT)

6/31

at

100.00

6,711,552

1,375

Carroll

County,

Kentucky,

Environmental

Facilities

Revenue

Bonds,

Kentucky

Utilities

Company

Project,

Refunding

Series

2018A,

3.375%,

2/01/26,

(AMT)

9/24

at

100.00

1,360,389

3,265

Kentucky

Infrastructure

Authority,

Wastewater

and

Drinking

Water

Revolving

Fund

Revenue

Bonds,

Series

2018A,

5.000%,

2/01/30

2/28

at

100.00

3,520,284

1,500

Kentucky

Municipal

Power

Agency,

Power

System

Revenue

Bonds,

Prairie

State

Project,

Refunding

Series

2019A,

4.000%,

9/01/45

9/28

at

100.00

1,380,331

3,730

Louisville

and

Jefferson

County

Metropolitan

Sewer

District,

Kentucky,

Sewer

and

Drainage

System

Revenue

Bonds,

Refunding

Series

2018A,

4.000%,

5/15/37

5/28

at

100.00

3,756,255

Louisville

and

Jefferson

County

Metropolitan

Sewer

District,

Kentucky,

Sewer

and

Drainage

System

Revenue

Bonds,

Series

2014A:

1,785

4.000%,

5/15/40

11/24

at

100.00

1,765,531

2,500

Louisville

and

Jefferson

County

Metropolitan

Sewer

District,

Kentucky,

Sewer

and

Drainage

System

Revenue

Bonds,

Series

2023C,

5.000%,

5/15/51

11/33

at

100.00

2,710,095

10,000

Louisville-Jefferson

County

Metropolitan

Government,

Kentucky,

Pollution

Control

Revenue

Bonds,

Louisville

Gas

and

Electric

Company

Project,

Series

2003A,

2.000%,

10/01/33

4/31

at

100.00

8,191,778

1,900

Owen

County,

Kentucky,

Water

Facilities

Revenue

Bonds,

Kentucky-

American

Water

Company

Project,

Refunding

Series

2020,

3.875%,

6/01/40,

(Mandatory

Put

9/01/28)

No

Opt.

Call

1,913,331

2,000

Paducah,

Kentucky,

Electric

Plant

Board

Revenue

Bonds,

Refunding

Series

2016A,

5.000%,

10/01/33

-

AGM

Insured

10/26

at

100.00

2,064,696

5

Paducah,

Kentucky,

Electric

Plant

Board

Revenue

Bonds,

Series

2009A,

5.250%,

10/01/35

-

AGC

Insured

9/24

at

100.00

5,004

Princeton

Electric

Plant

Board,

Kentucky,

Revenue

Bonds,

Refunding

Series

2015:

685

5.000%,

11/01/25

-

AGM

Insured

5/25

at

100.00

693,599

1,100

5.000%,

11/01/34

-

AGM

Insured

5/25

at

100.00

1,115,402

1,635

5.000%,

11/01/37

-

AGM

Insured

5/25

at

100.00

1,656,493

1,400

Public

Energy

Authority

of

Kentucky,

Gas

Supply

Revenue

Bonds,

Refunding

Series

2024B,

5.000%,

1/01/55,

(Mandatory

Put

8/01/32)

5/32

at

100.21

1,521,362

TOTAL

UTILITIES

43,863,636

TOTAL

MUNICIPAL

BONDS

(cost

$266,910,389)

259,855,682

TOTAL

LONG-TERM

INVESTMENTS

(cost

$266,910,389)

259,855,682

FLOATING

RATE

OBLIGATIONS

-

(6.8)%  

(

16,520,000

)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(0.5)%

(

1,168,010

)

NET

ASSETS

-

100%

$

242,167,672

Nuveen

Kentucky

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

August

31,

2024

(Unaudited)

16

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

$

–

$

259,855,682

$

–

$

259,855,682

Total

$

–

$

259,855,682

$

–

$

259,855,682

(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)

Investment,

or

portion

of

investment,

has

been

pledged

to

collateralize

the

net

payment

obligations

for

investments

in

inverse

floating

rate

transactions.

(d)

Security

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

As

of

the

end

of

the

reporting

period,

the

aggregate

value

of

these

securities

is

$2,986,930

or

1.1%

of

Total

Investments.

(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.

AMT

Alternative

Minimum

Tax

UB

Underlying

bond

of

an

inverse

floating

rate

trust

reflected

as

a

financing

transaction.

Inverse

floating

rate

trust

is

a

Recourse

Trust

unless

otherwise

noted.

WI/DD

When-issued

or

delayed

delivery

security.

17

Nuveen

Michigan

Municipal

Bond

Fund

Portfolio

of

Investments

August

31,

2024

(Unaudited)

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

LONG-TERM

INVESTMENTS

-

96.8%   

X

213,261,804

MUNICIPAL

BONDS

-

96.8%  

X

213,261,804

CONSUMER

STAPLES

-

1.0%

$

1,965

Michigan

Finance

Authority,

Tobacco

Settlement

Asset-

Backed

Bonds,

2006

Sold

Tobacco

Receipts

Senior

Current

Interest

Series

2020A-2,

5.000%,

6/01/40

12/30

at

100.00

$

2,085,894

TOTAL

CONSUMER

STAPLES

2,085,894

EDUCATION

AND

CIVIC

ORGANIZATIONS

-

8.8%

500

Detroit

Service

Learning

Academy,

Michigan,

Public

School

Academy

Revenue

Bonds,

Refunding

Series

2021,

4.000%,

7/01/41

7/28

at

103.00

437,825

350

Grand

Valley

State

University,

Michigan,

General

Revenue

Bonds,

Refunding

Series

2014B,

5.000%,

12/01/28

12/24

at

100.00

351,691

Grand

Valley

State

University,

Michigan,

General

Revenue

Bonds,

Series

2017:

250

5.000%,

12/01/30

12/24

at

100.00

250,733

250

5.000%,

12/01/32

12/24

at

100.00

250,617

2,670

Michigan

State

University,

General

Revenue

Bonds,

Series

2015A,

5.000%,

8/15/40

8/25

at

100.00

2,708,776

500

Michigan

State

University,

General

Revenue

Bonds,

Series

2024A,

5.000%,

8/15/34

No

Opt.

Call

595,247

1,835

Michigan

State

University,

General

Revenue

Bonds,

Taxable

Series

2019A,

5.000%,

2/15/48

2/29

at

100.00

1,921,591

1,800

Michigan

Technological

University,

General

Revenue

Bonds,

Refunding

Series

2015A,

5.000%,

10/01/45

10/25

at

100.00

1,820,411

Michigan

Technological

University,

General

Revenue

Bonds,

Series

2023A:

1,520

5.000%,

10/01/47

-

AGM

Insured

10/31

at

100.00

1,597,425

1,000

5.250%,

10/01/52

-

AGM

Insured

10/31

at

100.00

1,057,111

Northern

Michigan

University,

General

Revenue

Bonds,

Series

2018A:

500

5.000%,

12/01/32

6/28

at

100.00

536,270

400

5.000%,

12/01/34

6/28

at

100.00

428,951

5,480

Oakland

University,

Michigan,

General

Revenue

Bonds,

Series

2016,

5.000%,

3/01/47

3/26

at

100.00

5,560,609

560

Oakland

University,

Michigan,

General

Revenue

Bonds,

Series

2019,

5.000%,

3/01/50

3/29

at

100.00

580,307

515

Saginaw

Valley

State

University,

Michigan,

General

Revenue

Bonds,

Refunding

Series

2016A,

5.000%,

7/01/35

7/26

at

100.00

529,401

650

Western

Michigan

University,

General

Revenue

Bonds,

Refunding

Series

2015A,

5.000%,

11/15/45

5/25

at

100.00

656,061

TOTAL

EDUCATION

AND

CIVIC

ORGANIZATIONS

19,283,026

HEALTH

CARE

-

6.5%

5,255

Kent

Hospital

Finance

Authority,

Michigan,

Revenue

Bonds,

Mary

Free

Bed

Rehabilitatin

Hospital,

Series

2021A,

4.000%,

4/01/41

4/31

at

100.00

5,136,612

3,000

Michigan

Finance

Authority,

Hospital

Revenue

Bonds,

McLaren

Health

Care,

Series

2019A,

4.000%,

2/15/47

8/29

at

100.00

2,888,543

3,000

Michigan

Finance

Authority,

Michigan,

Revenue

Bonds,

Trinity

Health

Credit

Group,

Refunding

Series

2016MI-2,

4.000%,

3/01/51

3/32

at

100.00

2,832,052

3,195

Michigan

Finance

Authority,

Michigan,

Revenue

Bonds,

Trinity

Health

Credit

Group,

Refunding

Series

2019MI-1,

4.000%,

12/01/48

12/28

at

100.00

3,060,919

435

Michigan

Finance

Authority,

Senior

Revenue

Bonds,

Michigan,

Provident

Group

-

HFH

Energy

LLC

Act

38

Facilities,

The

Henry

Ford

Health

Detroit

South

Campus

Central

Utility

Plant

project,

Green

Bonds

Series

2024,

4.375%,

2/28/54

2/34

at

100.00

433,327

TOTAL

HEALTH

CARE

14,351,453

Nuveen

Michigan

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

August

31,

2024

(Unaudited)

18

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

HOUSING/MULTIFAMILY

-

0.9%

Michigan

Housing

Development

Authority,

Rental

Housing

Revenue

Bonds,

Series

2021A:

$

320

1.050%,

10/01/27

No

Opt.

Call

$

296,001

500

1.150%,

4/01/28

No

Opt.

Call

448,268

720

1.375%,

4/01/29

No

Opt.

Call

637,235

625

1.600%,

4/01/30

No

Opt.

Call

546,228

TOTAL

HOUSING/MULTIFAMILY

1,927,732

LONG-TERM

CARE

-

0.3%

750

Kentwood

Economic

Development

Corporation,

Michigan,

Limited

Obligation

Revenue

Bonds,

Holland

Home

Obligated

Group,

Refunding

Series

2022,

4.000%,

11/15/43

11/28

at

103.00

645,568

TOTAL

LONG-TERM

CARE

645,568

TAX

OBLIGATION/GENERAL

-

39.6%

1,350

Ann

Arbor

Public

School

District,

Washtenaw

County,

Michigan,

General

Obligation

Bonds,

School

Building

&

Site

Series

2015,

5.000%,

5/01/25

No

Opt.

Call

1,368,938

825

Ann

Arbor

Public

School

District,

Washtenaw

County,

Michigan,

General

Obligation

Bonds,

School

Building

&

Site

Series

2022,

5.000%,

5/01/42

5/32

at

100.00

904,667

3,000

Battle

Creek

School

District,

Calhoun

County,

Michigan,

General

Obligation

Bonds,

Refunding

&

Site

Series

2022,

4.000%,

5/01/47

5/32

at

100.00

2,917,481

1,100

Birmingham

Public

Schools,

Oakland

County,

Michigan,

General

Obligation

Bonds,

School

Building

&

Site

Refunding

Series

2023,

5.000%,

5/01/43

5/33

at

100.00

1,209,635

1,000

Bloomfield

Hills

Schools,

Oakland

County,

Michigan,

General

Obligation

Bonds,

School

Building

&

Site

Series

2022,

5.000%,

5/01/48

5/32

at

100.00

1,067,225

2,250

Byron

Center

Public

Schools,

Kent

County,

Michigan,

General

Obligation

Bonds,

School

Building

&

Site

Series

2017I,

5.000%,

5/01/43

5/27

at

100.00

2,317,110

1,000

Cadillac

Area

Public

Schools,

Wexford,

Osceola

and

Lake

Counties,

Michigan,

General

Obligaiton

Bonds,

Refunding

&

School

Building

&

Site

Series

2018,

5.000%,

5/01/36

5/28

at

100.00

1,079,369

Cadillac

Area

Public

Schools,

Wexford,

Osceola

and

Lake

Counties,

Michigan,

General

Obligaiton

Bonds,

Refunding

&

School

Building

&

Site

Series

2019:

875

5.000%,

5/01/41

5/29

at

100.00

940,198

1,310

5.000%,

5/01/43

5/29

at

100.00

1,401,995

500

Caledonia

Community

Schools,

Kent,

Allegan

and

Barry

Counties,

Michigan,

General

Obligation

Bonds,

Refunding

Series

2024,

5.000%,

5/01/39

5/33

at

100.00

560,545

1,030

Calhoun

County,

Michigan,

General

Obligation

Bonds,

Limited

Tax

Series

2023,

5.000%,

4/01/38

4/33

at

100.00

1,143,612

1,275

Cedar

Springs

Public

School

District,

Kent

and

Newaygo

Counties,

Michigan,

General

Obligation

Bonds,

School

Building

&

Site

Series

2023-

II,

5.000%,

5/01/51

5/33

at

100.00

1,362,368

1,000

Davison

Community

Schools,

Genesee

and

Lapeer

Counties,

Michigan,

General

Obligation

Bonds,

School

Building

and

Site

Series

2022-II,

5.000%,

5/01/38

5/32

at

100.00

1,112,573

60

Detroit

City

School

District,

Wayne

County,

Michigan,

Unlimited

Tax

School

Building

and

Site

Improvement

Bonds,

Series

1998C,

5.250%,

5/01/25

No

Opt.

Call

60,915

Gerald

R.

Ford

International

Airport

Authority,

Kent

County,

Michigan,

Revenue

Bonds,

Limited

Tax

General

Obligation

Series

2021:

1,560

5.000%,

1/01/39,

(AMT)

1/32

at

100.00

1,698,938

2,535

5.000%,

1/01/51,

(AMT)

1/32

at

100.00

2,679,127

2,000

Gerald

R.

Ford

International

Airport

Authority,

Kent

County,

Michigan,

Revenue

Bonds,

Limited

Tax

General

Obligation

Series

2024,

5.000%,

1/01/49,

(AMT)

1/34

at

100.00

2,145,833

Grand

Rapids

Public

Schools,

Kent

County,

Michigan,

General

Obligation

Bonds,

Refunding

School

Building

&

Site

Series

2016:

1,325

5.000%,

5/01/29

-

AGM

Insured

5/26

at

100.00

1,369,150

2,055

5.000%,

5/01/38

-

AGM

Insured

5/26

at

100.00

2,102,631

19

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

TAX

OBLIGATION/GENERAL

(continued)

Grand

Rapids

Public

Schools,

Kent

County,

Michigan,

General

Obligation

Bonds,

School

Building

&

Site

Series

2019:

$

1,500

5.000%,

11/01/35

-

AGM

Insured

5/29

at

100.00

$

1,616,550

2,600

5.000%,

11/01/41

-

AGM

Insured

5/29

at

100.00

2,740,499

1,110

Grand

Rapids,

Kent

County,

Michigan,

General

Obligation

Bonds,

Limited

Tax

Series

2024,

5.000%,

4/01/37

4/34

at

100.00

1,289,596

1,330

Hemlock

Public

School

District,

Saginaw

and

Midland

Counties,

Michigan,

General

Obligation

Bonds,

School

&

Building

Site

Series

2022I,

5.000%,

5/01/52

5/32

at

100.00

1,419,321

1,000

Hudsonville

Public

Schools,

Ottawa

and

Allegan

Counties,

Michigan,

General

Obligation

Bonds,

School

Building

&

Site

Refunding

Series

2023,

5.000%,

5/01/53

5/33

at

100.00

1,062,483

2,040

Hudsonville

Public

Schools,

Ottawa

and

Allegan

Counties,

Michigan,

General

Obligation

Bonds,

School

Building

&

Site

Series

2020-I,

4.000%,

5/01/45

5/30

at

100.00

2,033,506

3,000

Jackson

Public

Schools,

Jackson

County,

Michigan,

General

Obligation

Bonds,

School

Building

&

Site

Series

2018,

5.000%,

5/01/42

5/28

at

100.00

3,115,019

Kalamazoo

County,

Michigan,

General

Obligation

Bonds,

Juvenile

Home

Facilities

Series

2017:

500

5.000%,

4/01/26

No

Opt.

Call

519,164

500

5.000%,

4/01/31

4/27

at

100.00

529,826

380

Kalamazoo

Public

Schools,

Michigan,

General

Obligation

Bonds,

School

Building

&

Site

Series

2023-I,

5.000%,

5/01/48

-

AGM

Insured

5/33

at

100.00

403,704

1,075

Kent

County,

Michigan,

General

Obligation

Bonds,

Limited

Tax

Series

2015,

5.000%,

1/01/35

1/25

at

100.00

1,080,642

L'Anse

Creuse

Public

Schools,

Macomb

County,

Michigan,

General

Obligation

Bonds,

Refunding

Series

2023:

470

5.000%,

5/01/32

No

Opt.

Call

538,423

400

5.000%,

5/01/33

No

Opt.

Call

465,334

185

Lansing

Community

College,

Michigan,

General

Obligation

Bonds,

College

Building

&

Site,

Limited

Tax

Series

2017,

5.000%,

5/01/31

11/27

at

100.00

197,984

Lansing,

Ingham

and

Eaton

Counties,

Michigan,

General

Obligation

Bonds,

Limited

Tax

Capital

Improvement

Series

2023:

2,260

4.250%,

6/01/48

-

AGM

Insured

6/33

at

100.00

2,190,532

2,225

4.250%,

6/01/53

-

AGM

Insured

6/33

at

100.00

2,141,320

Marquette,

Michigan,

General

Obligation

Bonds,

Refunding

&

Limited

Obligation

Series

2017:

230

4.000%,

5/01/25

No

Opt.

Call

231,582

375

4.000%,

5/01/28

5/27

at

100.00

386,438

550

4.000%,

5/01/29

5/27

at

100.00

565,989

265

4.000%,

5/01/31

5/27

at

100.00

271,182

215

4.000%,

5/01/32

5/27

at

100.00

219,149

1,000

Michigan

Finance

Authority,

Distributable

State

Aid

Revenue

Bonds,

Charter

County

of

Wayne

Criminal

Justice

Center

Project,

Senior

Lien

Series

2018,

5.000%,

11/01/43

11/28

at

100.00

1,038,503

Michigan

Finance

Authority,

Distributable

State

Aid

Revenue

Bonds,

Charter

County

of

Wayne,

Second

Lien

Refunding

Series

2020:

2,500

4.000%,

11/01/50

11/30

at

100.00

2,347,231

7,000

4.000%,

11/01/55

11/30

at

100.00

6,523,820

2,000

Michigan

Finance

Authority,

State

Aid

Revenue

Notes,

Series

2024A-2,

5.000%,

8/20/25

No

Opt.

Call

2,038,278

Monroe

Public

Schools,

Monroe

County,

Michigan,

General

Obligation

Bonds,

School

Building

&

Site

Series

2020I:

1,495

5.000%,

5/01/41

5/30

at

100.00

1,598,671

2,465

5.000%,

5/01/45

5/30

at

100.00

2,596,401

Muskegon

County,

Michigan,

General

Obligation

Water

Supply

System

Bonds,

Refunding

Series

2015:

550

5.000%,

11/01/33

11/25

at

100.00

562,801

1,290

5.000%,

11/01/36

11/25

at

100.00

1,318,389

2,000

Okemos

Public

School

District,

Ingham

County,

Michigan,

General

Obligation

Bonds,

School

Building

&

Site

Series

2024-II,

5.000%,

5/01/54

5/34

at

100.00

2,178,429

3,050

Rockford

Public

Schools,

Kent

County,

Michigan,

General

Obligation

Bonds,

School

Building

&

Site

Series

2019I,

5.000%,

5/01/42

5/29

at

100.00

3,224,157

Nuveen

Michigan

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

August

31,

2024

(Unaudited)

20

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

TAX

OBLIGATION/GENERAL

(continued)

$

1,095

Royal

Oak,

Oakland

County,

Michigan,

General

Obligation

Bonds,

Taxable

Limited

Tax

Series

2018,

5.000%,

4/01/43

4/28

at

100.00

$

1,156,771

580

South

Haven

Public

Schools,

Van

Buren

County,

Michigan,

General

Obligation

Bonds,

Refunding

Series

2024,

5.000%,

5/01/40

-

AGM

Insured

5/33

at

100.00

640,465

1,000

South

Haven

Public

Schools,

Van

Buren

County,

Michigan,

General

Obligation

Bonds,

School

Building

&

Site,

Series

2023II,

5.000%,

5/01/52

5/33

at

100.00

1,068,470

3,270

Walled

Lake

Consolidated

School

District,

Oakland

County,

Michigan,

General

Obligation

Bonds,

School

Building

&

Site

Series

2019,

5.000%,

5/01/49

5/29

at

100.00

3,413,726

1,365

Walled

Lake

Consolidated

School

District,

Oakland

County,

Michigan,

General

Obligation

Bonds,

School

Building

&

Site

Series

2020,

5.000%,

5/01/50

5/30

at

100.00

1,435,123

775

Walled

Lake

Consolidated

School

District,

Oakland

County,

Michigan,

General

Obligation

Bonds,

School

Building

&

Site

Series

2024,

5.000%,

5/01/46

5/34

at

100.00

843,018

4,000

West

Ottawa

Public

School

District,

Ottawa

County,

Michigan,

General

Obligation

Bonds,

School

Building

&

Site

Series

2019,

5.000%,

5/01/44

5/29

at

100.00

4,270,002

525

Williamston

Community

School

District,

Michigan,

Unlimited

Tax

General

Obligation

QSBLF

Bonds,

Series

1996,

5.500%,

5/01/25

-

NPFG

Insured

No

Opt.

Call

533,966

TOTAL

TAX

OBLIGATION/GENERAL

87,248,774

TAX

OBLIGATION/LIMITED

-

17.2%

2,500

Detroit

Downtown

Development

Authority,

Michigan,

Tax

Increment

Revenue

Bonds,

Catalyst

Development

Project,

Refunding

Series

2024,

5.000%,

7/01/35

7/34

at

100.00

2,836,632

1,500

Detroit

Regional

Convention

Authority,

Michigan,

Special

Tax

Revenue

Bonds,

Refunding

Series

2024C,

5.000%,

10/01/39

10/33

at

100.00

1,680,821

1,000

Lansing

Township

Downtown

Development

Authority,

Ingham

County,

Michigan,

Tax

Increment

Bonds,

Series

2013A,

5.950%,

2/01/42

9/24

at

103.00

1,001,115

2,075

Michigan

Finance

Authority,

Local

Government

Loan

Program

Revenue

Bonds,

Detroit

Regional

Convention

Facility

Authority

Local

Project,

Series

2014H-1,

5.000%,

10/01/39

10/24

at

100.00

2,077,879

3,450

Michigan

State

Building

Authority,

Revenue

Bonds,

Facilities

Program,

Refunding

Series

2015-I,

5.000%,

4/15/38

10/25

at

100.00

3,500,593

1,000

Michigan

State

Building

Authority,

Revenue

Bonds,

Facilities

Program,

Refunding

Series

2019-I,

4.000%,

4/15/54

10/29

at

100.00

961,403

4,000

Michigan

State

Building

Authority,

Revenue

Bonds,

Facilities

Program,

Series

2021I,

4.000%,

10/15/46

10/31

at

100.00

3,934,161

9,170

Michigan

State,

Trunk

Line

Fund

Bonds,

Rebuilding

Michigan

Program

Series

2020B,

4.000%,

11/15/45

11/30

at

100.00

9,019,011

3,725

Michigan

State,

Trunk

Line

Fund

Bonds,

Rebuilding

Michigan

Program,

Series

2021A,

4.000%,

11/15/46

11/31

at

100.00

3,641,020

Puerto

Rico

Sales

Tax

Financing

Corporation,

Sales

Tax

Revenue

Bonds,

Restructured

2018A-1:

1,805

0.000%,

7/01/33

7/28

at

86.06

1,273,539

2,690

4.500%,

7/01/34

7/25

at

100.00

2,693,967

1,676

5.000%,

7/01/58

7/28

at

100.00

1,683,412

750

Puerto

Rico

Sales

Tax

Financing

Corporation,

Sales

Tax

Revenue

Bonds,

Restructured

Cofina

Project

Series

2019A-2A,

4.550%,

7/01/40

7/28

at

100.00

751,786

2,960

Puerto

Rico

Sales

Tax

Financing

Corporation,

Sales

Tax

Revenue

Bonds,

Taxable

Restructured

Cofina

Project

Series

2019A-2,

4.329%,

7/01/40

7/28

at

100.00

2,927,414

TOTAL

TAX

OBLIGATION/LIMITED

37,982,753

21

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

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

TRANSPORTATION

-

4.1%

$

1,250

Wayne

County

Airport

Authority,

Michigan,

Revenue

Bonds,

Detroit

Metropolitan

Wayne

County

Airport,

Senior

Series

2017A,

5.000%,

12/01/42

12/27

at

100.00

$

1,292,919

2,000

Wayne

County

Airport

Authority,

Michigan,

Revenue

Bonds,

Detroit

Metropolitan

Wayne

County

Airport,

Series

2018A,

5.000%,

12/01/36

12/28

at

100.00

2,131,329

Wayne

County

Airport

Authority,

Michigan,

Revenue

Bonds,

Detroit

Metropolitan

Wayne

County

Airport,

Series

2021A:

1,830

5.000%,

12/01/39

12/31

at

100.00

2,022,048

3,330

5.000%,

12/01/41

12/31

at

100.00

3,646,666

TOTAL

TRANSPORTATION

9,092,962

U.S.

GUARANTEED

-

0.3%

(c)

155

Eastern

Michigan

University,

General

Revenue

Bonds,

Series

2018A,

4.000%,

3/01/44,

(Pre-refunded

3/01/28)

3/28

at

100.00

162,320

560

Michigan

Finance

Authority,

Hospital

Revenue

Bonds,

Sparrow

Obligated

Group,

Refunding

Series

2015,

5.000%,

11/15/45,

(Pre-refunded

5/15/25)

5/25

at

100.00

568,704

TOTAL

U.S.

GUARANTEED

731,024

UTILITIES

-

18.1%

850

Downriver

Utility

Wastewater

Authority,

Michigan,

Sewer

System

Revenue

Bonds,

Series

2018,

5.000%,

4/01/43

-

AGM

Insured

4/28

at

100.00

876,214

3,655

Grand

Rapids,

Michigan,

Sanitary

Sewer

System

Revenue

Bonds,

Series

2018,

5.000%,

1/01/48

1/28

at

100.00

3,787,959

1,250

Grand

Rapids,

Michigan,

Water

Supply

System

Revenue

Bonds,

Refunding

&

Improvement

Series

2016,

5.000%,

1/01/41

1/26

at

100.00

1,274,966

1,500

Grand

Rapids,

Michigan,

Water

Supply

System

Revenue

Bonds,

Refunding

&

Improvement

Series

2018,

5.000%,

1/01/43

1/28

at

100.00

1,560,436

2,500

Great

Lakes

Water

Authority,

Michigan,

Sewer

Disposal

System

Revenue

Bonds,

Senior

Lien

Series

2023C,

5.250%,

7/01/53

1/34

at

100.00

2,752,691

3,125

Great

Lakes

Water

Authority,

Michigan,

Water

Supply

Revenue

Bonds,

Refunding

Second

Lien

Series

2024B,

5.000%,

7/01/36

1/34

at

100.00

3,605,172

170

Great

Lakes

Water

Authority,

Michigan,

Water

Supply

Revenue

Bonds,

Refunding

Senior

Lien

Series

2023A,

5.000%,

7/01/38

1/34

at

100.00

194,668

3,000

Great

Lakes

Water

Authority,

Michigan,

Water

Supply

Revenue

Bonds,

Senior

Lien

Series

2023B,

5.250%,

7/01/53

1/34

at

100.00

3,315,560

1,000

Lansing

Board

of

Water

and

Light,

Michigan,

Utility

System

Revenue

Bonds,

Refunding

Series

2017A,

5.000%,

7/01/32

7/27

at

100.00

1,058,050

Lansing

Board

of

Water

and

Light,

Michigan,

Utility

System

Revenue

Bonds,

Series

2019A:

4,800

5.000%,

7/01/44

7/29

at

100.00

5,073,726

12,435

5.000%,

7/01/48

7/29

at

100.00

13,085,646

Marquettte,

Michigan,

Electric

Utility

System

Revenue

Bonds,

Refunding

Series

2016A:

1,000

5.000%,

7/01/29

7/26

at

100.00

1,032,694

1,230

5.000%,

7/01/32

7/26

at

100.00

1,266,454

1,000

5.000%,

7/01/33

7/26

at

100.00

1,028,382

TOTAL

UTILITIES

39,912,618

TOTAL

MUNICIPAL

BONDS

(cost

$212,582,440)

213,261,804

TOTAL

LONG-TERM

INVESTMENTS

(cost

$212,582,440)

213,261,804

OTHER

ASSETS

&

LIABILITIES,

NET

-

3.2%

7,014,996

NET

ASSETS

-

100%

$

220,276,800

Nuveen

Michigan

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

August

31,

2024

(Unaudited)

22

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

$

–

$

213,261,804

$

–

$

213,261,804

Total

$

–

$

213,261,804

$

–

$

213,261,804

(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.

AMT

Alternative

Minimum

Tax

23

Nuveen

Missouri

Municipal

Bond

Fund

Portfolio

of

Investments

August

31,

2024

(Unaudited)

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

LONG-TERM

INVESTMENTS

-

98.4%   

X

508,360,773

MUNICIPAL

BONDS

-

98.4%  

X

508,360,773

CONSUMER

STAPLES

-

2.4%

$

3,000

Cape

Girardeau

County

Industrial

Development

Authority,

Missouri,

Solid

Waste

Disposal

Revenue

Bonds,

Procter

&

Gamble

Products

Company

Project,

Series

1998,

5.300%,

5/15/28,

(AMT)

9/24

at

100.00

$

3,005,528

8,840

Missouri

Development

Finance

Board,

Solid

Waste

Disposal

Revenue

Bonds,

Procter

and

Gamble

Inc.,

Series

1999,

5.200%,

3/15/29,

(AMT)

No

Opt.

Call

9,576,893

TOTAL

CONSUMER

STAPLES

12,582,421

EDUCATION

AND

CIVIC

ORGANIZATIONS

-

5.9%

1,000

Health

and

Educational

Facilities

Authority

of

the

State

of

Missouri,

Educational

Facilities

Revenue

Bonds,

University

of

Central

Missouri,

Series

2018

A,

4.000%,

10/01/38

10/28

at

100.00

995,708

1,025

Missouri

Health

and

Educational

Facilities

Authority,

Educational

Facilities

Revenue

Bonds,

Kansas

City

University

of

Medicine

and

Biosciences,

Series

2013A,

5.000%,

6/01/33

9/24

at

100.00

1,025,914

2,000

Missouri

Health

and

Educational

Facilities

Authority,

Educational

Facilities

Revenue

Bonds,

Kansas

City

University

of

Medicine

and

Biosciences,

Series

2017A,

5.000%,

6/01/47

6/27

at

100.00

2,043,090

2,225

Missouri

Health

and

Educational

Facilities

Authority,

Educational

Facilities

Revenue

Bonds,

Southeast

Missouri

State

University,

Refunding

Series

2019,

4.000%,

10/01/35

10/29

at

100.00

2,260,054

3,470

Missouri

Health

and

Educational

Facilities

Authority,

Educational

Facilities

Revenue

Bonds,

Southwest

Baptist

University

Project,

Series

2012,

5.000%,

10/01/33

9/24

at

100.00

3,470,065

1,000

Missouri

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Maryville

University

of

St.

Louis

Project,

Series

2015,

5.000%,

6/15/44

6/25

at

100.00

1,002,697

2,000

Missouri

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Saint

Louis

University,

Series

2015A,

4.000%,

10/01/42

10/25

at

100.00

1,998,258

600

Missouri

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Saint

Louis

University,

Series

2017A,

4.000%,

10/01/36

4/27

at

100.00

608,148

Missouri

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Saint

Louis

University,

Series

2019A:

9,165

5.000%,

10/01/46

4/29

at

100.00

9,605,755

5,840

4.000%,

10/01/48

4/29

at

100.00

5,710,287

1,150

Missouri

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Webster

University,

Refunding

Series

2017,

4.000%,

4/01/34

4/27

at

100.00

933,751

1,100

Saline

County

Industrial

Development

Authority,

Missouri,

First

Mortgage

Revenue

Bonds,

Missouri

Valley

College,

Series

2017,

4.500%,

10/01/40

9/24

at

100.00

986,807

TOTAL

EDUCATION

AND

CIVIC

ORGANIZATIONS

30,640,534

HEALTH

CARE

-

22.3%

675

Barton

County,

Missouri,

Hospital

Revenue

Bonds,

Cox

Barton

County

Hospital

Project,

Series

2017B,

3.650%,

7/01/27

9/24

at

100.00

648,050

Boone

County,

Missouri,

Hospital

Revenue

Bonds,

Boone

Hospital

Center,

Refunding

Series

2016:

1,455

5.000%,

8/01/29

8/26

at

100.00

1,353,382

1,000

5.000%,

8/01/30

8/26

at

100.00

915,449

3,110

Bridgeton

Industrial

Development

Authority,

Missouri,

Senior

Housing

Revenue

Bonds,

The

Sarah

Community

Project,

Refunding

Series

2016,

4.000%,

5/01/33

5/25

at

100.00

3,121,157

1,070

Cape

Girardeau

County

Industrial

Development

Authority,

Missouri,

Health

Facilities

Revenue

Bonds,

Southeasthealth,

Series

2016A,

6.000%,

3/01/33

9/24

at

102.00

1,092,799

Cape

Girardeau

County

Industrial

Development

Authority,

Missouri,

Health

Facilities

Revenue

Bonds,

Southeasthealth,

Series

2017A:

1,325

5.000%,

3/01/31

3/27

at

100.00

1,381,581

1,320

5.000%,

3/01/32

3/27

at

100.00

1,373,922

1,645

5.000%,

3/01/36

3/27

at

100.00

1,703,966

Nuveen

Missouri

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

August

31,

2024

(Unaudited)

24

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

HEALTH

CARE

(continued)

$

2,680

Cape

Girardeau

County

Industrial

Development

Authority,

Missouri,

Health

Facilities

Revenue

Bonds,

Southeasthealth,

Series

2021,

4.000%,

3/01/46

3/31

at

100.00

$

2,580,533

Hannibal

Industrial

Development

Authority,

Missouri,

Health

Facilities

Revenue

Bonds,

Hannibal

Regional

Healthcare

System,

Series

2017:

1,170

4.000%,

10/01/31

10/27

at

100.00

1,167,792

1,220

4.000%,

10/01/32

10/27

at

100.00

1,212,627

3,045

5.000%,

10/01/42

10/27

at

100.00

3,081,051

1,400

Joplin

Industrial

Development

Authority,

Missouri,

Health

Facilities

Revenue

Bonds,

Freeman

Health

System,

Series

2024,

5.000%,

2/15/42

2/33

at

100.00

1,506,600

8,285

Missouri

Health

and

Education

Facilities

Authority,

Health

Facilities

Revenue

Bonds,

Saint

Luke's

Health

System,

Inc.,

Series

2016,

5.000%,

11/15/35

5/26

at

100.00

8,499,324

1,000

Missouri

Health

and

Education

Facilities

Authority,

Health

Facilities

Revenue

Bonds,

Saint

Luke's

Health

System,

Inc.,

Series

2018A,

5.000%,

11/15/43

5/28

at

100.00

1,032,373

1,000

Missouri

Health

and

Educational

Facilities

Authority,

Health

Facilities

Revenue

Bonds,

BJC

Health

System,

Series

2014,

5.000%,

1/01/44

9/24

at

100.00

1,000,440

12,725

Missouri

Health

and

Educational

Facilities

Authority,

Health

Facilities

Revenue

Bonds,

BJC

Health

System,

Series

2021A,

4.000%,

7/01/46

7/31

at

100.00

12,460,301

9,000

Missouri

Health

and

Educational

Facilities

Authority,

Health

Facilities

Revenue

Bonds,

BJC

Health

System,

Variable

Rate

Demand

Obligation

Series

2017D,

4.000%,

1/01/58,

(Mandatory

Put

1/01/48)

1/28

at

100.00

8,703,535

1,000

Missouri

Health

and

Educational

Facilities

Authority,

Health

Facilities

Revenue

Bonds,

CoxHealth,

Fixed

Series

2019A,

4.000%,

11/15/49

5/29

at

100.00

949,211

Missouri

Health

and

Educational

Facilities

Authority,

Health

Facilities

Revenue

Bonds,

CoxHealth,

Series

2013A:

1,475

5.000%,

11/15/44

9/24

at

100.00

1,475,630

2,980

5.000%,

11/15/48

9/24

at

100.00

2,980,753

Missouri

Health

and

Educational

Facilities

Authority,

Health

Facilities

Revenue

Bonds,

CoxHealth,

Series

2015A:

2,035

5.000%,

11/15/33

11/25

at

100.00

2,061,352

4,400

5.000%,

11/15/39

11/25

at

100.00

4,440,399

Missouri

Health

and

Educational

Facilities

Authority,

Health

Facilities

Revenue

Bonds,

Mercy

Health,

Series

2014F:

845

5.000%,

11/15/45

11/24

at

100.00

845,376

2,300

4.250%,

11/15/48

11/24

at

100.00

2,290,696

Missouri

Health

and

Educational

Facilities

Authority,

Health

Facilities

Revenue

Bonds,

Mercy

Health,

Series

2017C:

3,500

5.000%,

11/15/42

11/27

at

100.00

3,590,877

3,535

4.000%,

11/15/47

11/27

at

100.00

3,344,519

1,330

Missouri

Health

and

Educational

Facilities

Authority,

Health

Facilities

Revenue

Bonds,

Mercy

Health,

Series

2018A,

5.000%,

6/01/30

12/28

at

100.00

1,429,961

7,500

Missouri

Health

and

Educational

Facilities

Authority,

Health

Facilities

Revenue

Bonds,

Mercy

Health,

Series

2020,

4.000%,

6/01/50

6/30

at

100.00

7,226,960

4,000

Missouri

Health

and

Educational

Facilities

Authority,

Health

Facilities

Revenue

Bonds,

Mercy

Health,

Series

2023,

5.500%,

12/01/48

12/33

at

100.00

4,500,106

8,995

Missouri

Health

and

Educational

Facilities

Authority,

Health

Facilities

Revenue

Bonds,

Mosaic

Health

System,

Series

2019A,

4.000%,

2/15/54

2/29

at

100.00

8,485,376

Missouri

Health

and

Educational

Facilities

Authority,

Health

Facilities

Revenue

Bonds,

Saint

Luke's

Episcopal

&

Presbyterian

Hospitals,

Series

2015B:

1,500

3.500%,

12/01/32

6/25

at

100.00

1,500,284

500

3.625%,

12/01/34

6/25

at

100.00

500,005

1,100

Missouri

Health

and

Educational

Facilities

Authority,

Health

Facilities

Revenue

Bonds,

Saint

Luke's

Episcopal

&

Presbyterian

Hospitals,

Series

2019,

4.000%,

12/01/35

6/29

at

100.00

1,117,214

Missouri

Health

and

Educational

Facilities

Authority,

Health

Facilities

Revenue

Bonds,

SSM

Health

Care,

Series

2018A:

1,000

4.000%,

6/01/48

6/28

at

100.00

934,272

1,500

5.000%,

6/01/48

6/28

at

100.00

1,535,426

2,000

Missouri

Health

and

Educational

Facilities

Authority,

Health

Facilities

Revenue

Bonds,

SSM

Health

Care,

Series

2022A,

4.000%,

6/01/52

6/32

at

100.00

1,899,717

25

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

HEALTH

CARE

(continued)

$

795

Missouri

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Children's

Mercy

Hospital,

Series

2017A,

4.000%,

5/15/48

5/25

at

102.00

$

760,053

2,000

Missouri

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Lake

Regional

Health

System,

Series

2021,

4.000%,

2/15/51

8/31

at

100.00

1,694,471

Saint

Louis

County

Industrial

Development

Authority,

Missouri,

Health

Facilities

Revenue

Bonds,

Ranken-Jordan

Project,

Refunding

&

Improvement

Series

2016:

830

5.000%,

11/15/28

11/25

at

100.00

833,988

2,325

4.000%,

11/15/36

11/25

at

100.00

2,123,305

4,650

5.000%,

11/15/46

11/25

at

100.00

4,563,860

1,035

Stoddard

County

Industrial

Development

Authority,

Missouri,

Health

Facility

Revenue

Bonds,

Southeasthealth,

Series

2016B,

6.000%,

3/01/37

9/24

at

102.00

1,057,742

TOTAL

HEALTH

CARE

114,976,435

HOUSING/MULTIFAMILY

-

0.2%

1,000

Missouri

Housing

Development

Commission,

Multifamily

Housing

Revenue

Bonds,

Shepard

Apartments

Project,

2013

Series

3,

5.000%,

7/01/45

9/24

at

100.00

1,000,448

TOTAL

HOUSING/MULTIFAMILY

1,000,448

HOUSING/SINGLE

FAMILY

-

0.2%

465

Missouri

Housing

Development

Commission,

Single

Family

Mortgage

Revenue

Bonds,

First

Place

Homeownership

Loan

Program,

Series

2017A-

2,

3.800%,

11/01/37

11/26

at

100.00

465,379

555

Missouri

Housing

Development

Commission,

Single

Family

Mortgage

Revenue

Bonds,

First

Place

Homeownership

Loan

Program,

Series

2024A,

4.600%,

11/01/49

5/33

at

100.00

556,042

5

Missouri

Housing

Development

Commission,

Single

Family

Mortgage

Revenue

Bonds,

Homeownership

Loan

Program,

Series

2015B-2,

3.800%,

11/01/34

5/25

at

100.00

5,007

TOTAL

HOUSING/SINGLE

FAMILY

1,026,428

LONG-TERM

CARE

-

4.4%

900

Kirkwood

Industrial

Development

Authority,

Missouri,

Retirement

Community

Revenue

Bonds,

Aberdeen

Heights

Project,

Refunding

Series

2017A,

5.250%,

5/15/37

5/27

at

100.00

869,186

555

Missouri

Health

and

Educational

Facilities

Authority,

Health

Facilities

Revenue

Bonds,

Bethesda

Health

Group,

Inc.,

Series

2021,

4.000%,

8/01/41

8/31

at

100.00

496,230

6,550

Missouri

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Lutheran

Senior

Services

Projects,

Series

2016A,

5.000%,

2/01/46

2/26

at

100.00

6,593,140

1,000

Missouri

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Lutheran

Senior

Services

Projects,

Series

2016B,

5.000%,

2/01/46

2/26

at

100.00

1,006,586

Missouri

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Lutheran

Senior

Services

Projects,

Series

2019C:

475

4.000%,

2/01/32

2/29

at

100.00

483,062

1,100

5.000%,

2/01/42

2/29

at

102.00

1,149,600

2,580

4.000%,

2/01/48

2/29

at

100.00

2,338,790

1,430

Missouri

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Lutheran

Senior

Services

Projects,

Series

2024A,

5.250%,

2/01/48

2/34

at

100.00

1,520,517

Saint

Louis

County

Industrial

Development

Authority,

Missouri,

Revenue

Bonds,

Friendship

Village

of

Sunset

Hills,

Series

2012:

500

5.000%,

9/01/32

9/24

at

100.00

500,247

2,790

5.000%,

9/01/42

9/24

at

100.00

2,790,098

2,570

Saint

Louis

County

Industrial

Development

Authority,

Missouri,

Revenue

Bonds,

Friendship

Village

of

Sunset

Hills,

Series

2013A,

5.875%,

9/01/43

9/24

at

100.00

2,572,189

2,000

Saint

Louis

County

Industrial

Development

Authority,

Missouri,

Revenue

Bonds,

Friendship

Village

Saint

Louis

Obligated

Group,

Series

2017,

5.000%,

9/01/48

9/27

at

100.00

1,964,343

500

Saint

Louis

County

Industrial

Development

Authority,

Missouri,

Revenue

Bonds,

Saint

Andrew's

Resources

for

Seniors,

Series

2015A,

5.125%,

12/01/45

12/25

at

100.00

487,017

TOTAL

LONG-TERM

CARE

22,771,005

Nuveen

Missouri

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

August

31,

2024

(Unaudited)

26

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

TAX

OBLIGATION/GENERAL

-

15.8%

$

3,040

Clay

County

Public

School

District

53,

Liberty,

Missouri,

General

Obligation

Bonds,

School

Series

2023,

5.000%,

3/01/41

3/32

at

100.00

$

3,308,382

3,665

Clay

County

Public

School

District

53,

Liberty,

Missouri,

General

Obligation

Bonds,

Series

2018,

4.000%,

3/01/36

3/26

at

100.00

3,684,699

Clay

County

Reorganized

School

District

R-II

Smithville,

Missouri,

General

Obligation

Bonds,

Refunding

Series

2015:

2,000

4.000%,

3/01/35

3/27

at

100.00

2,027,940

1,160

4.000%,

3/01/36

3/27

at

100.00

1,174,510

1,000

Clever

R-V

School

District,

Christian

County,

Missouri,

General

Obligation

Bonds,

Refunding

and

Improvement

Series

2024,

5.250%,

3/01/43

3/33

at

100.00

1,110,028

3,000

Columbia

School

District,

Boone

County,

Missouri,

General

Obligation

Bonds,

Refunding

&

Improvement

Series

2015,

4.000%,

3/01/35

3/25

at

100.00

3,006,826

450

Fenton

Missouri

Fire

Protection

District,

Missouri,

General

Obligation

Bonds,

Series

2019,

4.000%,

3/01/36

3/27

at

100.00

454,235

1,800

Fort

Zumwalt

School

District,

Callaway

County,

Missouri,

General

Obligation

Bonds,

Refunding

&

Improvement

Series

2018,

5.000%,

3/01/36

3/27

at

100.00

1,884,484

3,235

Hazelwood

School

District,

St.

Louis

County,

Missouri,

General

Obligation

Bonds,

Refunding

and

Improvement

Series

2023A,

5.000%,

3/01/42

-

BAM

Insured

3/32

at

100.00

3,546,439

1,225

Hollister

R-V

School

District,

Taney

County,

Missouri,

General

Obligation

Bonds,

School

Series

2024A,

5.000%,

3/01/42

3/34

at

100.00

1,345,152

1,000

Jackson

County

Center

School

District

58,

Missouri,

General

Obligation

Bonds,

Refunding

&

School

Building

Series

2019A,

4.000%,

3/01/38

3/27

at

100.00

1,008,777

2,000

Jackson

County

Consolidated

School

District

2,

Raytown,

Missouri,

General

Obligation

Bonds,

School

Series

2023,

5.000%,

3/01/43

3/33

at

100.00

2,202,650

1,000

Jackson

County

Consolidated

School

District

2,

Raytown,

Missouri,

General

Obligation

Bonds,

Series

2019A,

5.000%,

3/01/39

3/29

at

100.00

1,070,105

3,140

Jackson

County

Reorganized

School

District

4,

Blue

Springs,

Missouri,

General

Obligation

Bonds,

School

Building

and

Refunding

Series

2024,

5.500%,

3/01/42

3/34

at

100.00

3,673,497

1,140

Jackson

County

Reorganized

School

District

4,

Blue

Springs,

Missouri,

General

Obligation

Bonds,

School

Building

Series

2018A,

5.500%,

3/01/37

3/29

at

100.00

1,259,670

1,335

Jefferson

City

School

District,

Missouri,

General

Obligation

Bonds,

Series

2023A,

5.500%,

3/01/43

3/32

at

100.00

1,492,455

2,000

Jefferson

County

School

District

R-1

Northwest,

Missouri,

General

Obligation

Bonds,

Direct

Deposit

Program

Series

2023,

5.000%,

3/01/43

3/31

at

100.00

2,137,618

Kansas

City,

Missouri,

General

Obligation

Bonds,

Refunding

&

Improvement

Series

2018A:

1,510

4.000%,

2/01/36

2/28

at

100.00

1,533,902

1,000

4.000%,

2/01/37

2/28

at

100.00

1,012,700

1,585

Marshfield,

Missouri,

Combined

Waterworks

and

Sewerage

System

Revenue

Bones,

Series

2020B,

5.000%,

2/01/50

-

AGM

Insured

2/28

at

100.00

1,640,059

Marshfield,

Missouri,

General

Obligation

Bonds,

Street

Improvement

Series

2018:

325

5.000%,

3/01/34

3/26

at

100.00

335,701

685

5.000%,

3/01/35

3/26

at

100.00

707,351

875

North

Callaway

County

R-I

School

District,

Missouri,

General

Obligation

Bonds,

Series

2024,

5.000%,

3/01/44

3/29

at

100.00

912,343

North

Kansas

City

School

District

74,

Clay

County,

Missouri,

General

Obligation

Bonds,

Direct

Deposit

Program,

Improvement

Series

2022:

3,300

5.250%,

3/01/38

3/32

at

100.00

3,755,005

5,000

5.250%,

3/01/40

3/32

at

100.00

5,602,126

2,000

Osage

School

Lake

Ozark,

Missouri,

General

Obligation

Bonds,

Series

2018,

5.000%,

3/01/37

3/26

at

100.00

2,063,182

2,000

Platte

County

School

District

Park

Hill,

Missouri,

General

Obligation

Bonds,

Missouri

Direct

Deposit

Program,

Refunding

Series

2017,

4.000%,

3/01/31

3/26

at

100.00

2,032,677

Polk

County

R-1

School

District,

Bolivar,

Missouri,

General

Obligation

Bonds,

Missouri

Direct

Deposit

Program,

Series

2024:

855

5.000%,

3/01/42

3/34

at

100.00

946,779

500

4.000%,

3/01/44

3/34

at

100.00

498,874

27

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

TAX

OBLIGATION/GENERAL

(continued)

Rolla

School

District

31,

Phelps

County,

Missouri,

General

Obligation

Bonds,

Direct

Deposit

Program

Refunding

and

Improvement

Series

2023:

$

1,095

5.000%,

3/01/41

3/32

at

100.00

$

1,193,169

1,675

5.000%,

3/01/42

3/32

at

100.00

1,816,736

1,550

5.000%,

3/01/43

3/32

at

100.00

1,674,033

3,500

Saint

Louis

Board

of

Education,

Missouri,

General

Obligation

Bonds,

Series

2023,

5.000%,

4/01/41

-

AGM

Insured

4/32

at

100.00

3,824,866

3,425

Saint

Louis

County

Pattonville

School

District

R3,

Missouri,

General

Obligation

Bonds,

Series

2023,

5.250%,

3/01/43

3/31

at

100.00

3,746,652

1,500

Springfield

School

District

R12,

Greene

County,

Missouri,

General

Obligation

Bonds,

School

Building

Series

2023,

4.000%,

3/01/43

3/32

at

100.00

1,516,028

3,500

Troy

R3

School

District,

Lincoln

County,

Missouri,

General

Obligation

Bonds,

Series

2023,

5.000%,

3/01/37

3/30

at

100.00

3,806,536

University

City,

Missouri,

Certificates

of

Participation,

Series

2024:

1,500

5.000%,

4/01/44

4/34

at

100.00

1,618,795

1,500

5.000%,

4/01/49

4/34

at

100.00

1,595,884

3,760

Webster

Groves

School

District,

Missouri,

Crossover

General

Obligation

Bonds,

Series

2024,

5.000%,

3/01/43

3/32

at

100.00

4,091,598

1,135

Wright

City

School

District

R-II,

Warren

County,

Missouri,

General

Obligation

Bonds,

School

Building

Series

2022,

6.000%,

3/01/39

-

AGM

Insured

9/32

at

100.00

1,343,079

TOTAL

TAX

OBLIGATION/GENERAL

81,655,542

TAX

OBLIGATION/LIMITED

-

17.5%

5,300

Bi-State

Development

Agency

of

the

Missouri-Illinois

Metropolitan

District,

Mass

Transit

Sales

Tax

Appropriation

Bonds,

Refunding

Combined

Lien

Series

2019,

4.000%,

10/01/48

10/29

at

100.00

5,158,638

80

Blue

Springs,

Missouri,

Special

Obligation

Tax

Increment

Bonds,

Adams

Farm

Project,

Special

Districts

Refunding

&

Improvement

Series

2015A,

4.750%,

6/01/30

9/24

at

100.00

80,005

Clay

County

School

District

R-11

Smithville,

Missouri,

Certificates

of

Participation,

Series

2018:

340

4.000%,

4/01/38

4/28

at

100.00

342,842

2,515

5.000%,

4/01/43

4/28

at

100.00

2,624,054

900

Clay,

Jackson

&

Platte

Counties

Consolidated

Public

Library

District

3,

Missouri,

Certificates

of

Participation,

Mid-Continent

Public

Library

Project,

Series

2018,

4.000%,

3/01/35

3/26

at

100.00

905,438

1,835

Conley

Road

Transportation

District,

Missouri,

Transportation

Sales

Tax

Revenue

Bonds,

Series

2017,

5.125%,

5/01/41

5/25

at

100.00

1,839,827

500

Festus

R-VI

School

District,

Jefferson

County,

Missouri,

Lease

Participation

Certificates,

Festus

R-VI

School

District

Project,

Series

2021B,

4.000%,

4/01/41

4/31

at

100.00

495,223

1,571

(c)

Fulton,

Missouri,

Tax

Increment

Revenue

Bonds,

Fulton

Commons

Redevelopment

Project,

Series

2006,

5.000%,

6/01/28

9/24

at

100.00

329,973

750

Greene

County,

Missouri,

Certificates

of

Participation,

Capital

Projects,

Series

2018,

4.000%,

9/01/33

9/28

at

100.00

765,878

1,000

Hanley/Eager

Road

Transportation

Development

District,

Missouri,

Revenue

Bonds,

Refunding

Series

2016A,

3.625%,

3/01/33

9/24

at

100.00

906,300

1,145

Harrisonville,

Missouri,

Certificates

of

Participation,

Refunding

and

Improvement,

Parks

Improvement

Project

Series

2023B,

5.000%,

3/01/33

3/28

at

100.00

1,185,322

1,745

Howard

Bend

Levee

District,

Missouri,

Levee

District

Improvement

Bonds,

Series

2005,

5.500%,

3/01/26

-

SYNCORA

GTY

Insured

No

Opt.

Call

1,770,295

Howard

Bend

Levee

District,

St.

Louis

County,

Missouri,

Levee

District

Improvement

Bonds,

Series

2013B:

1,000

4.875%,

3/01/33

9/24

at

100.00

992,666

1,300

5.000%,

3/01/38

9/24

at

100.00

1,261,683

2,000

Jackson

County,

Missouri,

Special

Obligation

Bonds,

Series

2023A,

5.250%,

12/01/47

12/33

at

100.00

2,193,433

925

Kansas

City

Industrial

Development

Authority,

Missouri,

Downtown

Redevelpment

District

Revenue

Bonds,

Series

2011A,

5.000%,

9/01/32

9/24

at

100.00

926,499

375

(d)

Kansas

City

Industrial

Development

Authority,

Missouri,

Sales

Tax

Revenue

Bonds,

Ward

Parkway

Center

Community

Improvement

District,

Senior

Refunding

&

Improvement

Series

2016,

4.250%,

4/01/26

No

Opt.

Call

372,477

Nuveen

Missouri

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

August

31,

2024

(Unaudited)

28

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

TAX

OBLIGATION/LIMITED

(continued)

$

2,000

Kansas

City

Municipal

Assistance

Corporation,

Missouri,

Leasehold

Revenue

Bonds,

Improvement

Series

2004B-1,

0.000%,

4/15/27

-

AMBAC

Insured

No

Opt.

Call

$

1,846,232

1,000

Kansas

City,

Missouri,

Special

Obligation

Bonds,

Downtown

Arena

Project,

Refunding

&

Improvement

Series

2016E,

5.000%,

4/01/40

4/25

at

100.00

1,004,252

1,750

Kansas

City,

Missouri,

Special

Obligation

Bonds,

Downtown

Redevelopment

District,

Series

2014C,

5.000%,

9/01/33

9/24

at

100.00

1,751,457

Kansas

City,

Missouri,

Special

Obligation

Bonds,

Kansas

City

Missouri

Projects,

Series

2017B:

360

4.000%,

10/01/30

10/27

at

100.00

369,082

2,500

5.000%,

9/01/31

9/27

at

100.00

2,638,032

235

3.625%,

10/01/32

10/27

at

100.00

235,550

1,585

Kansas

City,

Missouri,

Special

Obligation

Bonds,

Kansas

City

Missouri

Projects,

Series

2021A,

5.000%,

4/01/39

4/31

at

100.00

1,712,322

485

Kansas

City,

Missouri,

Special

Obligation

Bonds,

Kansas

City

Missouri

Projects,

Series

2024B,

4.125%,

9/01/46

9/33

at

100.00

480,470

129

Lakeside

370

Levee

District,

Saint

Charles,

Missouri,

Subdistrict

A

Bonds,

Refunding

Series

2015A,

5.750%,

4/01/55

9/24

at

100.00

115,079

209

Lakeside

370

Levee

District,

Saint

Charles,

Missouri,

Subdistrict

B

Bonds,

Refunding

Taxable

Series

2015B,

0.000%,

4/01/55

9/24

at

100.00

188,118

Land

Clearance

for

Redevelopment

Authority

of

Kansas

City,

Missouri,

Project

Revenue

Bonds,

Convention

Center

Hotel

Project

-

TIF

Financing,

Series

2018B:

1,450

(d)

5.000%,

2/01/40

2/28

at

100.00

1,431,130

100

(d)

5.000%,

2/01/50

2/28

at

100.00

96,355

Liberty,

Missouri,

Special

Obligation

Tax

Increment

and

Special

Districts

Bonds,

Liberty

Commons

Project,

Series

2015A:

1,195

(d)

5.750%,

6/01/35

6/25

at

100.00

1,143,335

1,285

(d)

6.000%,

6/01/46

6/25

at

100.00

1,219,110

2,000

Marshall

School

District,

Missouri,

Certificates

of

Participation,

Series

2023,

5.000%,

3/01/49

-

BAM

Insured

3/33

at

100.00

2,141,513

380

Maryland

Heights,

Missouri,

Tax

Increment

and

Special

District

Revenue

Bonds,

Westport

Plaza

Redevelopment

Area,

Series

2020,

3.625%,

11/01/31

11/29

at

100.00

379,155

1,000

Missouri

Development

Finance

Board,

Revenue

Bonds,

Zoo

Projects,

Series

2022,

5.750%,

5/01/52

5/32

at

100.00

1,093,471

1,000

Monarch-Chesterfield

Levee

District,

Saint

Louis

County,

Missouri,

Levee

District

Bonds,

Refunding

Series

2015,

5.000%,

3/01/40

9/24

at

100.00

1,001,108

695

Ozark

R-6

School

District,

Christian

County,

Missouri,

General

Obligation

Bonds,

Series

2023,

5.000%,

4/01/45

4/31

at

100.00

739,524

Puerto

Rico

Sales

Tax

Financing

Corporation,

Sales

Tax

Revenue

Bonds,

Restructured

2018A-1:

3,000

4.500%,

7/01/34

7/25

at

100.00

3,004,425

1,350

0.000%,

7/01/46

7/28

at

41.38

455,211

2,140

0.000%,

7/01/51

7/28

at

30.01

525,182

1,001

5.000%,

7/01/58

7/28

at

100.00

1,005,296

Puerto

Rico

Sales

Tax

Financing

Corporation,

Sales

Tax

Revenue

Bonds,

Taxable

Restructured

Cofina

Project

Series

2019A-2:

1,000

4.329%,

7/01/40

7/28

at

100.00

988,991

2,000

4.329%,

7/01/40

7/28

at

100.00

1,977,983

18

4.536%,

7/01/53

7/28

at

100.00

17,267

1,500

4.784%,

7/01/58

7/28

at

100.00

1,484,264

Pulaski

County,

Missouri,

Certificates

of

Participation,

Series

2019:

880

4.000%,

12/01/32

12/27

at

100.00

888,934

915

4.000%,

12/01/33

12/27

at

100.00

924,183

490

(d)

Saint

Charles

County

Industrial

Development

Authority,

Missouri,

Sales

Tax

Revenue

Bonds,

Wentzville

Parkway

Regional

Community

Improvement

District

Project,

Series

2019B,

4.250%,

11/01/49

11/29

at

102.00

412,554

250

(d)

Saint

Louis

County

Industrial

Development

Authority,

Missouri,

Sales

Tax

Revenue

Bonds,

Chesterfield

Blue

Valley

Community

Improvement

District

Project,

Series

2014A,

5.250%,

7/01/44

9/24

at

100.00

230,086

29

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

TAX

OBLIGATION/LIMITED

(continued)

$

245

(d)

Saint

Louis

County

Industrial

Development

Authority,

Missouri,

Transporation

Development

Revenue

Bonds,

University

Place

Transportation

Development

District

Project,

Refunding

Series

2015,

4.000%,

3/01/32

9/24

at

100.00

$

226,928

450

Saint

Louis

Industrial

Development

Authority,

Missouri,

Tax

Increment

and

Special

District

Revenue

Bonds,

Union

Station

Phase

2

Redevelopment

Project,

Series

2024A,

4.875%,

6/15/34

6/29

at

103.00

459,009

2,100

Saint

Louis

Land

Clearance

for

Redevelopment

Authority,

Missouri,

Annual

Appropriation

Redevelopment

Revenue

Bonds,

National

Geospatial-

Intelligence

Agency

Offsite

Improvements,

Series

2022C,

5.125%,

6/01/46

6/30

at

100.00

2,126,361

Saint

Louis

Municipal

Finance

Corporation,

Missouri,

Leasehold

Revenue

Bonds,

Convention

Center,

Expansion

&

Improvement

Projects

Series

2020:

2,450

5.000%,

10/01/40

-

AGM

Insured

10/30

at

100.00

2,618,968

5,500

5.000%,

10/01/49

-

AGM

Insured

10/30

at

100.00

5,699,499

Saint

Louis

Municipal

Finance

Corporation,

Missouri,

Leasehold

Revenue

Bonds,

Convention

Center,

Series

2009A:

1,000

0.000%,

7/15/26

-

AGC

Insured

No

Opt.

Call

941,795

1,000

0.000%,

7/15/27

-

AGC

Insured

No

Opt.

Call

910,367

1,000

0.000%,

7/15/28

-

AGC

Insured

No

Opt.

Call

879,531

1,000

0.000%,

7/15/29

-

AGC

Insured

No

Opt.

Call

848,663

Scenic

Regional

Library

District,

Missouri,

Certificates

of

Participation,

Series

2017:

505

4.000%,

4/01/29

4/25

at

100.00

508,173

345

4.000%,

4/01/30

4/25

at

100.00

347,314

565

4.000%,

4/01/32

4/25

at

100.00

566,634

585

4.000%,

4/01/33

4/25

at

100.00

586,499

450

Springfield,

Missouri,

Special

Obligation

Bonds,

Improvement

Series

2023,

5.000%,

11/01/40

11/33

at

100.00

497,498

530

Springfield,

Missouri,

Special

Obligation

Bonds,

Improvement

Series

2024,

5.000%,

11/01/40

11/34

at

100.00

588,627

2,600

Springfield,

Missouri,

Special

Obligation

Bonds,

Refunding

Series

2017A,

4.000%,

7/01/36

7/27

at

100.00

2,638,535

4,300

Springfield,

Missouri,

Special

Obligation

Bonds,

Sewer

System

Improvements

Project,

Series

2015,

4.000%,

4/01/35

4/25

at

100.00

4,301,586

1,415

(d)

Taney

County

Industrial

Development

Authority,

Missouri,

Sales

Tax

Revenue

Improvement

Bonds,

Big

Cedar

Infrastructure

Project

Series

2023,

6.000%,

10/01/49

10/30

at

100.00

1,427,480

The

Industrial

Development

Authority

of

the

City

of

Saint

Louis,

Missouri,

Development

Financing

Revenue

Bonds,

Ballpark

Village

Development

Project,

Series

2017A:

140

3.875%,

11/15/29

11/26

at

100.00

131,513

3,350

4.375%,

11/15/35

11/26

at

100.00

3,032,495

1,575

4.750%,

11/15/47

11/26

at

100.00

1,344,006

80

Town

and

Country

Crossing

Transportation

Development

District,

Missouri,

Transporation

Sales

Tax

Revenue

Bonds,

Refunding

Series

2020A,

3.375%,

4/01/37

4/28

at

100.00

73,337

910

Transportation

Development

District,

Missouri,

Transportation

Sales

Tax

Revenue

Bonds,

Series

2017,

4.500%,

6/01/36

6/26

at

100.00

915,906

1,500

Universal

City

Industrial

Development

Authority,

Missouri,

Revenue

Bonds,

Tax

Increment

and

Special

District

Markets

at

Olive

Project

Series

2023A,

5.500%,

6/15/42

6/33

at

100.00

1,528,156

1,110

Warrenton

Tax

Increment

and

Improvement

District,

Missouri,

Revenue

Bonds,

Warrenton

West

Development

-

Redevelopment

Project

Area

1,

Series

2022,

3.625%,

3/01/40

3/29

at

100.00

918,258

95

Washington

Industrial

Development

Authority,

Missouri,

Sales

Tax

Revenue

Bonds,

Phoenix

Center

II

Community

Improvement

District

Project,

Refunding

Series

2021,

2.500%,

11/01/29

11/26

at

100.00

90,023

Wentzville

School

District

R-04,

Saint

Charles

County,

Missouri,

Certificates

of

Participation,

Series

2015:

1,700

3.375%,

4/01/29

9/24

at

100.00

1,700,191

600

3.500%,

4/01/32

9/24

at

100.00

600,002

TOTAL

TAX

OBLIGATION/LIMITED

90,157,578

Nuveen

Missouri

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

August

31,

2024

(Unaudited)

30

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

TRANSPORTATION

-

9.2%

Kansas

City

Industrial

Development

Authority,

Missouri,

Airport

Special

Obligation

Bonds,

Kansas

City

International

Airport

Terminal

Modernization

Project,

Series

2019A:

$

320

5.000%,

3/01/36,

(AMT)

3/29

at

100.00

$

334,692

7,000

5.000%,

3/01/44,

(AMT)

3/29

at

100.00

7,193,626

Kansas

City

Industrial

Development

Authority,

Missouri,

Airport

Special

Obligation

Bonds,

Kansas

City

International

Airport

Terminal

Modernization

Project,

Series

2019B:

1,225

5.000%,

3/01/39,

(AMT)

3/29

at

100.00

1,269,562

7,700

5.000%,

3/01/46,

(AMT)

3/29

at

100.00

7,886,434

14,240

5.000%,

3/01/54,

(AMT)

3/29

at

100.00

14,513,401

2,000

Saint

Louis,

Missouri,

Airport

Revenue

Bonds,

Lambert-St.

Louis

International

Airport,

Refunding

Series

2023A,

5.000%,

7/01/52

7/33

at

100.00

2,142,201

1,000

Saint

Louis,

Missouri,

Airport

Revenue

Bonds,

Lambert-St.

Louis

International

Airport,

Series

2017C,

5.000%,

7/01/47

-

AGM

Insured

7/27

at

100.00

1,028,373

Saint

Louis,

Missouri,

Airport

Revenue

Bonds,

Lambert-St.

Louis

International

Airport,

Series

2017D:

2,835

5.000%,

7/01/34

-

AGM

Insured,

(AMT)

7/27

at

100.00

2,929,938

1,000

5.000%,

7/01/37

-

AGM

Insured,

(AMT)

7/27

at

100.00

1,028,874

8,480

Saint

Louis,

Missouri,

Airport

Revenue

Bonds,

Lambert-St.

Louis

International

Airport,

Series

2024A,

5.250%,

7/01/49

-

AGM

Insured

7/34

at

100.00

9,368,249

TOTAL

TRANSPORTATION

47,695,350

UTILITIES

-

20.5%

Camden

County

Public

Water

Supply

District

4,

Missouri,

Certificates

of

Participation,

Series

2017:

670

3.500%,

1/01/32

1/25

at

100.00

657,108

720

4.000%,

1/01/42

1/25

at

100.00

685,983

2,925

Carroll

County

Public

Water

Supply

District

1,

Missouri,

Water

System

Revenue

Bonds,

Refunding

Series

2014A,

4.000%,

3/01/35

-

BAM

Insured

9/24

at

100.00

2,925,306

1,670

Guam

Government

Waterworks

Authority,

Water

and

Wastewater

System

Revenue

Bonds,

Series

2016,

5.000%,

1/01/46

7/26

at

100.00

1,693,458

145

Guam

Government

Waterworks

Authority,

Water

and

Wastewater

System

Revenue

Bonds,

Series

2020A,

5.000%,

1/01/50

7/30

at

100.00

149,923

Kansas

City,

Missouri,

Sanitary

Sewer

System

Revenue

Bonds,

Improvement

Series

2018A:

1,865

4.000%,

1/01/37

1/28

at

100.00

1,890,836

1,000

4.000%,

1/01/38

1/28

at

100.00

1,008,299

1,650

Kansas

City,

Missouri,

Sanitary

Sewer

System

Revenue

Bonds,

Improvement

Series

2023A,

4.000%,

1/01/48

1/33

at

100.00

1,619,526

6,745

Kansas

City,

Missouri,

Water

Revenue

Bonds,

Series

2024A,

5.000%,

12/01/48

12/33

at

100.00

7,378,853

10,005

Metropolitan

St.

Louis

Sewerage

District,

Missouri,

Wastewater

System

Revenue

Bonds,

Refunding

&

Improvement

Series

2017A,

5.000%,

5/01/47

5/27

at

100.00

10,259,177

Metropolitan

St.

Louis

Sewerage

District,

Missouri,

Wastewater

System

Revenue

Bonds,

Refunding

Improvement

Series

2022B:

5,875

5.000%,

5/01/47

5/32

at

100.00

6,390,171

3,915

5.250%,

5/01/52

5/32

at

100.00

4,287,130

2,675

Metropolitan

St.

Louis

Sewerage

District,

Missouri,

Wastewater

System

Revenue

Bonds,

Series

2019B,

5.000%,

5/01/49

5/29

at

100.00

2,818,571

Metropolitan

St.

Louis

Sewerage

District,

Missouri,

Wastewater

System

Revenue

Bonds,

Series

2020B:

5,240

5.000%,

5/01/47

5/30

at

100.00

5,562,194

5,385

5.000%,

5/01/49

5/30

at

100.00

5,701,662

1,785

Metropolitan

St.

Louis

Sewerage

District,

Missouri,

Wastewater

System

Revenue

Bonds,

Series

2022A,

5.000%,

5/01/38

5/32

at

100.00

2,013,400

5,980

Metropolitan

St.

Louis

Sewerage

District,

Missouri,

Wastewater

System

Revenue

Bonds,

Series

2023A,

5.000%,

5/01/39

5/33

at

100.00

6,761,654

2,500

Missouri

Development

Finance

Board,

Infrastructure

Facilities

Revenue

Bonds,

City

of  Independence

Annual

Appropriation

Electric

System,

Refunding

Series

2022,

5.000%,

6/01/34

-

AGM

Insured

6/32

at

100.00

2,829,567

31

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

UTILITIES

(continued)

$

4,850

Missouri

Environmental

Improvement

and

Energy

Resources

Authority,

Revenue

Bonds,

Union

Electric

Company

Project,

Refunding

Series

1998A,

2.900%,

9/01/33

7/27

at

102.00

$

4,440,540

1,000

Missouri

Environmental

Improvement

and

Energy

Resources

Authority,

Revenue

Bonds,

Union

Electric

Company

Project,

Series

1998B,

2.900%,

9/01/33

7/27

at

102.00

915,575

1,845

Missouri

Environmental

Improvement

and

Energy

Resources

Authority,

Revenue

Bonds,

Union

Electric

Company

Project,

Series

1998C,

2.750%,

9/01/33

6/27

at

102.00

1,648,539

2,000

Missouri

Environmental

Improvement

and

Energy

Resources

Authority,

Water

Facility

Revenue

Bonds,

Tri-County

Water

Authority,

Series

2015,

5.000%,

1/01/40

1/25

at

100.00

2,012,347

2,370

Missouri

Joint

Municipal

Electric

Utility

Commission,

Power

Project

Revenue

Bonds,

Iatan

2

Project,

Refunding

Series

2015A,

5.000%,

12/01/37

6/25

at

100.00

2,391,742

Missouri

Joint

Municipal

Electric

Utility

Commission,

Power

Project

Revenue

Bonds,

Pairie

State

Power

Project,

Refunding

Series

2016A:

1,415

5.000%,

12/01/34

6/26

at

100.00

1,458,571

245

4.000%,

12/01/35

-

BAM

Insured

6/26

at

100.00

247,265

Missouri

Joint

Municipal

Electric

Utility

Commission,

Power

Project

Revenue

Bonds,

Plum

Point

Project,

Refunding

Series

2014A:

1,000

5.000%,

1/01/32

1/25

at

100.00

1,003,939

1,500

5.000%,

1/01/33

1/25

at

100.00

1,505,712

1,450

5.000%,

1/01/34

1/25

at

100.00

1,455,475

2,500

Missouri

Joint

Municipal

Electric

Utility

Commission,

Power

Project

Revenue

Bonds,

Plum

Point

Project,

Refunding

Series

2015A,

4.000%,

1/01/35

1/26

at

100.00

2,510,417

1,000

Missouri

Joint

Municipal

Electric

Utility

Commission,

Power

Supply

System

Revenue

Bonds,

Gree

Bonds,

MoPEP

Facilities,

Series

2022,

5.250%,

12/01/42

12/32

at

100.00

1,090,231

3,500

Missouri

Joint

Municipal

Electric

Utility

Commission,

Power

Supply

System

Revenue

Bonds,

MoPEP

Facilities,

Series

2018,

5.000%,

12/01/43

6/27

at

100.00

3,582,874

6,200

Saint

Charles

County

Public

Water

Supply

District

2,

Missouri,

Certificates

of

Participation,

Missouri

Project,

Series

2022,

5.000%,

12/01/44

12/30

at

100.00

6,585,880

4,000

Saint

Charles

County

Public

Water

Supply

District

2,

Missouri,

Certificates

of

Participation,

Missouri

Project,

Series

2024,

5.250%,

12/01/46

12/33

at

100.00

4,408,879

1,740

Saint

Charles

County

Public

Water

Supply

District

2,

Missouri,

Certificates

of

Participation,

Series

2018,

4.000%,

12/01/39

12/25

at

100.00

1,743,420

2,000

Springfield,

Missouri,

Public

Utility

Revenue

Bonds,

Refunding

Series

2015,

4.000%,

8/01/31

8/25

at

100.00

2,004,449

2,500

Stone

County

Public

Water

Supply

District

2,

Missouri,

Certificates

of

Participation,

Series

2021B,

4.000%,

12/01/51

12/28

at

100.00

2,216,359

TOTAL

UTILITIES

105,855,032

TOTAL

MUNICIPAL

BONDS

(cost

$508,492,824)

508,360,773

TOTAL

LONG-TERM

INVESTMENTS

(cost

$508,492,824)

508,360,773

Nuveen

Missouri

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

August

31,

2024

(Unaudited)

32

Part

F

of

Form

N-PORT

was

prepared

in

accordance

with

U.S.

generally

accepted

accounting

principles

(“U.S.

GAAP”)

and

in

conformity

with

the

applicable

rules

and

regulations

of

the

U.S.

Securities

and

Exchange

Commission

(“SEC”)

related

to

interim

filings.

Part

F

of

Form

N-PORT

does

not

include

all

information

and

footnotes

required

by

U.S.

GAAP

for

complete

financial

statements.

Certain

footnote

disclosures

normally

included

in

financial

statements

prepared

in

accordance

with

U.S.

GAAP

have

been

condensed

or

omitted

from

this

report

pursuant

to

the

rules

of

the

SEC.

For

a

full

set

of

the

Fund’s

notes

to

financial

statements,

please

refer

to

the

Fund’s

most

recently

filed

annual

or

semi-annual

report.

Fair

Value

Measurements

The

Fund’s

investments

in

securities

are

recorded

at

their

estimated

fair

value

utilizing

valuation

methods

approved

by

the

Board

of

Directors/

Trustees.

Fair

value

is

defined

as

the

price

that

would

be

received

upon

selling

an

investment

or

transferring

a

liability

in

an

orderly

transaction

to

an

independent

buyer

in

the

principal

or

most

advantageous

market

for

the

investment.

U.S.

GAAP

establishes

the

three-tier

hierarchy

which

is

used

to

maximize

the

use

of

observable

market

data

and

minimize

the

use

of

unobservable

inputs

and

to

establish

classification

of

fair

value

measurements

for

disclosure

purposes.

Observable

inputs

reflect

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Observable

inputs

are

based

on

market

data

obtained

from

sources

independent

of

the

reporting

entity.

Unobservable

inputs

reflect

management’s

assumptions

about

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Unobservable

inputs

are

based

on

the

best

information

available

in

the

circumstances.

The

following

is

a

summary

of

the

three-tiered

hierarchy

of

valuation

input

levels.

Level

1

–

Inputs

are

unadjusted

and

prices

are

determined

using

quoted

prices

in

active

markets

for

identical

securities.

Level

2

–

Prices

are

determined

using

other

significant

observable

inputs

(including

quoted

prices

for

similar

securities,

interest

rates,

credit

spreads,

etc.).

Level

3

–

Prices

are

determined

using

significant

unobservable

inputs

(including

management’s

assumptions

in

determining

the

fair

value

of

investments).

The

following

table

summarizes

the

market

value

of

the

Fund's

investments

as

of

the

end

of

the

reporting

period,

based

on

the

inputs

used

to

value

them:

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

SHORT-TERM

INVESTMENTS

-

 0.1%  

X

425,000

MUNICIPAL

BONDS

-

0.1%  

X

425,000

EDUCATION

AND

CIVIC

ORGANIZATIONS

-

0

.1

%

$

425

(e)

Missouri

Health

and

Educational

Facilities

Authority,

Educational

Facilities

Revenue

Bonds,

Ranken

Technical

College,

Series

2011B,

3.850%,

11/01/31

(Update

NuveenReferenceRate_Name

reference

rate

+

–%

spread)

8/24

at

100.00

$

425,000

TOTAL

EDUCATION

AND

CIVIC

ORGANIZATIONS

425,000

TOTAL

Municipal

Bonds

(cost

$425,000)

425,000

TOTAL

SHORT-TERM

INVESTMENTS

(cost

$425,000)

425,000

TOTAL

INVESTMENTS

(cost

$508,917,824)

-

98.5%

508,785,773

OTHER

ASSETS

&

LIABILITIES,

NET

-

1.5%

7,780,842

NET

ASSETS

-

100%

$

516,566,615

Level

1

Level

2

Level

3

Total

Long-Term

Investments:

Municipal

Bonds

$

–

$

508,360,773

$

–

$

508,360,773

Short-Term

Investments:

Municipal

Bonds

–

425,000

–

425,000

Total

$

–

$

508,785,773

$

–

$

508,785,773

(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)

Security

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

As

of

the

end

of

the

reporting

period,

the

aggregate

value

of

these

securities

is

$6,559,455

or

1.3%

of

Total

Investments.

(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.

AMT

Alternative

Minimum

Tax

33

Nuveen

Ohio

Municipal

Bond

Fund

Portfolio

of

Investments

August

31,

2024

(Unaudited)

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

LONG-TERM

INVESTMENTS

-

98.7%   

X

541,346,510

MUNICIPAL

BONDS

-

94.3%  

X

541,346,510

CONSUMER

DISCRETIONARY

-

1.6%

Franklin

County

Convention

Facilities

Authority,

Ohio,

Hotel

Project

Revenue

Bonds,

Greater

Columbus

Convention

Center

Hotel

Expansion

Project,

Series

2019:

$

1,430

(c)

5.000%,

12/01/39

12/29

at

100.00

$

1,442,665

2,150

(c)

5.000%,

12/01/44

12/29

at

100.00

2,158,072

5,570

(c)

5.000%,

12/01/51

12/29

at

100.00

5,578,939

TOTAL

CONSUMER

DISCRETIONARY

9,179,676

CONSUMER

STAPLES

-

3.1%

1,460

(c)

Buckeye

Tobacco

Settlement

Financing

Authority,

Ohio,

Tobacco

Settlement

Asset-Backed

Revenue

Bonds,

Refunding

Senior

Lien

Series

2020A-2

Class

1,

4.000%,

6/01/48

6/30

at

100.00

1,332,191

18,115

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

16,676,790

TOTAL

CONSUMER

STAPLES

18,008,981

EDUCATION

AND

CIVIC

ORGANIZATIONS

-

10.8%

705

Allen

County

Port

Authority

Economic

Development,

Ohio,

Revenue

Bonds,  University

of

Northwestern,

Refunding

Series

2021A,

4.000%,

12/01/31

6/31

at

100.00

674,591

2,065

Bowling

Green

State

University,

Ohio,

General

Receipts

Bonds,

Series

2016A,

5.000%,

6/01/34

12/25

at

100.00

2,112,850

Hamilton

County,

Ohio,

Economic

Development

Revenue

Bonds,

King

Highland

Community

Urban

Redevelopment

Corporation

-

University

of

Cincinnati,

Lessee

Project,

Refunding

Series

2015:

1,320

5.000%,

6/01/32

-

BAM

Insured

6/25

at

100.00

1,340,199

2,680

5.000%,

6/01/35

-

BAM

Insured

6/25

at

100.00

2,719,620

2,770

Lake

County

Community

College

District,

Ohio,

General

Receipts

Revenue

Bonds,

Lakeland

Community

College,

Refunding

Series

2019,

5.000%,

10/01/32

10/29

at

100.00

3,052,514

Miami

University

of

Ohio,

General

Receipts

Revenue

Bonds,

Refunding

Series

2017:

880

5.000%,

9/01/35

9/26

at

100.00

908,454

2,695

5.000%,

9/01/41

9/26

at

100.00

2,760,655

2,420

Miami

University

of

Ohio,

General

Receipts

Revenue

Bonds,

Refunding

Series

2020A,

4.000%,

9/01/40

9/30

at

100.00

2,452,900

530

Miami

University

of

Ohio,

General

Receipts

Revenue

Bonds,

Refunding

Series

2021A,

5.000%,

9/01/30

No

Opt.

Call

597,251

1,000

Miami

University

of

Ohio,

General

Receipts

Revenue

Bonds,

Refunding

Series

2024A,

5.000%,

9/01/38

9/34

at

100.00

1,159,308

Northeast

Ohio

Medical

University,

General

Receipts

Bonds,

Refunding

Series

2021A:

100

5.000%,

12/01/26

No

Opt.

Call

103,265

125

5.000%,

12/01/28

No

Opt.

Call

132,136

150

5.000%,

12/01/30

No

Opt.

Call

160,782

Northeast

Ohio

Medical

University,

General

Receipts

Bonds,

Refunding

Series

2021B:

700

4.000%,

12/01/35

-

BAM

Insured

12/30

at

100.00

704,324

740

4.000%,

12/01/37

-

BAM

Insured

12/30

at

100.00

739,601

570

4.000%,

12/01/38

-

BAM

Insured

12/30

at

100.00

564,485

600

4.000%,

12/01/39

-

BAM

Insured

12/30

at

100.00

584,887

610

4.000%,

12/01/40

-

BAM

Insured

12/30

at

100.00

589,811

1,260

4.000%,

12/01/41

-

BAM

Insured

12/30

at

100.00

1,208,068

1,330

Northeast

Ohio

Medical

University,

General

Receipts

Bonds,

Series

2022,

5.000%,

12/01/41

-

BAM

Insured

12/32

at

100.00

1,408,972

Nuveen

Ohio

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

August

31,

2024

(Unaudited)

34

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

EDUCATION

AND

CIVIC

ORGANIZATIONS

(continued)

Ohio

Higher

Education

Facilities

Commission,

Revenue

Bonds,

Denison

University

Project,

Series

2017A:

$

2,100

5.000%,

11/01/42

5/27

at

100.00

$

2,156,611

1,500

5.250%,

11/01/46

5/27

at

100.00

1,545,783

1,000

(c)

Ohio

Higher

Educational

Facility

Commission,

Higher

Educational

Facility

Revenue

Bonds,

John

Carroll

University

2020

Project,

Series

2020,

4.000%,

10/01/50

10/30

at

100.00

917,435

Ohio

Higher

Educational

Facility

Commission,

Higher

Educational

Facility

Revenue

Bonds,

John

Carroll

University

2022

Project,

Series

2022:

3,750

(c)

4.000%,

10/01/42

10/31

at

100.00

3,563,355

3,750

(c)

4.000%,

10/01/47

10/31

at

100.00

3,468,212

3,830

Ohio

Higher

Educational

Facility

Commission,

Revenue

Bonds,

Denison

University

Project,

Series

2023,

5.000%,

11/01/53

11/33

at

100.00

4,126,144

3,895

Ohio

Higher

Educational

Facility

Commission,

Revenue

Bonds,

Kenyon

College,

Series

2016,

5.000%,

7/01/42

7/26

at

100.00

3,968,041

1,000

Ohio

Higher

Educational

Facility

Commission,

Revenue

Bonds,

Otterbein

University

2022

Project,

Series

2022A,

4.000%,

12/01/46

12/31

at

100.00

888,750

Ohio

State

University,

General

Receipts

Bonds,

Series

2014A:

5,000

5.000%,

12/01/39

12/24

at

100.00

5,023,117

Shawnee

State

University,

Ohio,

General

Receipts

Bonds,

Series

2016:

1,120

5.000%,

6/01/28

-

BAM

Insured

6/26

at

100.00

1,160,093

1,180

5.000%,

6/01/29

-

BAM

Insured

6/26

at

100.00

1,222,036

1,000

Tuscarawas

County

Economic

Development

and

Finance

Alliance,

Ohio,

Higher

Education

Facilities

Revenue

Bonds,

Ashland

University,

Refunding

&

Improvement

Series

2015,

6.000%,

3/01/45

3/25

at

100.00

1,001,482

University

of

Akron,

Ohio,

General

Receipts

Bonds,

Series

2021A:

1,615

5.000%,

1/01/31

-

BAM

Insured

No

Opt.

Call

1,795,460

1,780

5.000%,

1/01/33

-

BAM

Insured

No

Opt.

Call

2,017,204

2,835

University

of

Cincinnati,

Ohio,

General

Receipts

Bonds,

Series

2017A,

5.000%,

6/01/45

6/27

at

100.00

2,908,411

1,000

Wright

State

University,

Ohio,

General

Reciepts

Bonds,

Refunding

Series

2021A,

5.000%,

5/01/31

-

BAM

Insured

No

Opt.

Call

1,122,121

1,025

Youngstown

State

University,

Ohio,

General

Receipts

Bonds,

Series

2021,

4.000%,

12/15/30

-

AGM

Insured

No

Opt.

Call

1,081,955

TOTAL

EDUCATION

AND

CIVIC

ORGANIZATIONS

61,940,883

HEALTH

CARE

-

9.0%

2,500

Allen

County,

Ohio,

Hospital

Facilities

Revenue

Bonds,

Mercy

Health,

Series

2017A,

5.000%,

8/01/42

2/28

at

100.00

2,580,676

3,710

Chillicothe,

Ohio,

Hospital

Facilities

Revenue

Bonds,

Adena

Health

System

Obligated

Group

Project,

Refunding

&

Improvement

Series

2017,

5.000%,

12/01/37

12/27

at

100.00

3,829,902

Cleveland

Clinic

Health

System

Obligated

Group,

Ohio,

Martin

County

Health

Facilities

Authority,

Hospital

Revenue

Bonds,

Series

2019B:

1,900

4.000%,

1/01/42

1/29

at

100.00

1,901,275

5,000

4.000%,

1/01/43

1/29

at

100.00

4,956,778

6,500

4.000%,

1/01/46

1/29

at

100.00

6,419,550

Fairfield

County,

Ohio,

Hospital

Facilities

Revenue

Bonds,

Fairfield

Medical

Center

Project,

Series

2013:

1,600

5.000%,

6/15/43

9/24

at

100.00

1,455,099

495

5.250%,

6/15/43

9/24

at

100.00

464,219

Franklin

County,

Ohio,

Revenue

Bonds,

Trinity

Health

Credit

Group,

Series

2017OH:

1,000

4.000%,

12/01/46

6/27

at

100.00

970,191

2,255

5.000%,

12/01/46

6/27

at

100.00

2,304,691

Hamilton

County,

Ohio,

Hospital

Facilities

Revenue

Bonds,

Cincinnati

Children's

Hospital

Medical

Center,

Series

2019CC:

600

5.000%,

11/15/41

No

Opt.

Call

711,111

3,000

5.000%,

11/15/49

No

Opt.

Call

3,524,839

2,230

Miami

County,

Ohio,

Hospital

Facilities

Revenue

Bonds,

Kettering

Health

Network

Obligated

Group

Project,

Refunding

Improvement

Series

2019,

5.000%,

8/01/39

8/28

at

100.00

2,314,817

35

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

HEALTH

CARE

(continued)

$

5,000

(c)

Muskingum

County,

Ohio,

Hospital

Facilities

Revenue

Bonds,

Genesis

HealthCare

System

Obligated

Group

Project,

Series

2013,

5.000%,

2/15/44

9/24

at

100.00

$

4,934,833

1,000

Ohio

State,

Hospital

Revenue

Bonds,

Children's

Hospital

Medical

Center

of

Akron,

Series

2024A,

5.250%,

8/14/48

8/34

at

100.00

1,109,122

Ohio

State,

Hospital

Revenue

Bonds,

Cleveland

Clinic

Health

System

Obligated

Group,

Refunding

Series

2017A:

1,155

5.000%,

1/01/30

1/28

at

100.00

1,234,457

2,755

5.000%,

1/01/33

1/28

at

100.00

2,920,101

3,000

Ohio

State,

Hospital

Revenue

Bonds,

Cleveland

Clinic

Health

System

Obligated

Group,

Series

2024A,

5.000%,

1/01/35

10/34

at

100.00

3,512,069

Ohio

State,

Hospital

Revenue

Bonds,

University

Hospitals

Health

System,

Inc.,

Fixed

Interest

Rate

Series

2020A:

2,280

4.000%,

1/15/50

1/30

at

100.00

2,117,312

2,725

5.000%,

1/15/50

1/30

at

100.00

2,829,073

1,630

Scioto

County,

Ohio,

Hospital

Facilities

Revenue

Bonds,

Southern

Ohio

Medical

Center,

Refunding

Series

2016,

5.000%,

2/15/32

2/26

at

100.00

1,655,967

TOTAL

HEALTH

CARE

51,746,082

HOUSING/MULTIFAMILY

-

0.5%

3,000

Columbus

Metropolitan

Housing

Authority,

Ohio,

General

Revenue

Bonds,

Series

2021,

4.000%,

8/01/36

8/31

at

100.00

2,942,050

TOTAL

HOUSING/MULTIFAMILY

2,942,050

INDUSTRIALS

-

0.2%

1,000

Dayton-Montgomery

County

Port

Authority,

Ohio,

Development

Revenue

Bonds,

Dayton

Regional

Stem

Schools

Inc.

Project,

Series

2024,

5.000%,

12/01/54

12/32

at

100.00

1,024,838

TOTAL

INDUSTRIALS

1,024,838

TAX

OBLIGATION/GENERAL

-

22.9%

3,150

Apollo

Career

Center

Joint

Vocational

School

District,

Allen,

Auglaize,

Hardin,

Hancock,

Putnam

&

Van

Wert

Counties,

Ohio,

General

Obligation

Bonds,

Various

Purpose

School

Improvement

Refunding

Series

2017,

5.000%,

12/01/41

12/27

at

100.00

3,302,092

1,750

Athens

City

School

District,

Athens

County,

Ohio,

General

Obligation

Bonds,

School

Facilities

Series

2024,

5.000%,

12/01/49

12/31

at

100.00

1,862,647

5,185

Brunswick

City

School

District,

Medina

County,

Ohio,

General

Obligation

Bonds,

Classroom

Facilities

School

Improvement

Series

2023,

5.250%,

12/01/53

-

BAM

Insured

6/31

at

100.00

5,576,077

1,180

Canal

Winchester

Local

School

District,

Franklin

and

Fairfield

Counties,

Ohio,

General

Obligation

Bonds,

Series

2005B,

0.000%,

12/01/33

-

NPFG

Insured

No

Opt.

Call

856,404

380

Cincinnati

City

School

District,

Hamilton

County,

Ohio,

General

Obligation

Bonds,

Refunding

Classroom

Facilities

Construction

&

Improvement

Series

2006,

5.250%,

12/01/27

-

FGIC

Insured

No

Opt.

Call

412,623

2,250

City

of

Mayfield

Heights,

Ohio,

General

Obligation

Bonds,

Aquatic

and

Community

Center

Limited

Tax

Series

2023,

4.000%,

12/01/48

6/30

at

100.00

2,198,775

Cleveland,

Ohio,

General

Obligation

Bonds,

Various

Purpose

Series

2023A:

135

5.000%,

12/01/41

6/33

at

100.00

150,656

300

5.000%,

12/01/43

6/33

at

100.00

332,037

1,000

Colerain

Township,

Hamilton

County,

Ohio,

General

Obligation

Bonds,

Fire

Station

Series

2022,

5.250%,

12/01/52

12/29

at

100.00

1,065,540

Columbus

City

School

District,

Franklin

County,

Ohio,

General

Obligation

Bonds,

School

Facilities

Construction

and

Improvement,

Refunding

Series

2006:

960

0.000%,

12/01/28

-

AGM

Insured

No

Opt.

Call

841,500

5,530

Columbus,

Ohio,

General

Obligation

Bonds,

Refunding

Various

Purpose

Series

2017-1,

5.000%,

4/01/29

10/27

at

100.00

5,925,032

5,000

Columbus,

Ohio,

General

Obligation

Bonds,

Various

Purpose

Series

2018A,

5.000%,

4/01/29

10/28

at

100.00

5,472,105

Nuveen

Ohio

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

August

31,

2024

(Unaudited)

36

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

TAX

OBLIGATION/GENERAL

(continued)

Columbus,

Ohio,

General

Obligation

Bonds,

Various

Purpose

Series

2021A:

$

5,175

5.000%,

4/01/36

10/30

at

100.00

$

5,781,433

2,000

5.000%,

4/01/38

10/30

at

100.00

2,220,208

1,325

5.000%,

4/01/41

10/30

at

100.00

1,452,076

5,000

Dublin

City

School

District,

Franklin,

Delaware

and

Union

Counties,

Ohio,

General

Obligation

Bonds,

School

Facilities

Construction

&

Improvement

Series

2019A,

4.000%,

12/01/44

12/28

at

100.00

5,008,482

2,250

Dublin

City

School

District,

Franklin,

Delaware

and

Union

Counties,

Ohio,

General

Obligation

Bonds,

School

Facilities

Series

2024,

5.000%,

12/01/48

12/33

at

100.00

2,472,495

450

Dublin,

Ohio,

General

Obligation

Bonds,

Limited

Tax

Various

Purpose

Series

2015,

5.000%,

12/01/24

No

Opt.

Call

452,236

2,500

Fairborn

City

School

District,

Greene

County,

Ohio,

General

Obligation

Bonds,

School

Facilities

Construction

&

Improvement

Series

2021A,

4.000%,

12/01/50

12/30

at

100.00

2,410,842

4,225

Franklin

County,

Ohio,

General

Obligation

Bonds,

Refunding

Series

2015,

5.000%,

12/01/31

12/25

at

100.00

4,329,557

2,000

Gahanna-Jefferson

City

School

District,

Franklin

County,

Ohio,

General

Obligation

Bonds,

Construction

&

Improvement

Series

2018,

5.000%,

12/01/48

6/28

at

100.00

2,102,924

Graham

Local

School

District,

Champaign

and

Shelby

Counties,

Ohio,

General

Obligation

Bonds,

School

Improvement

Series

2013:

500

0.000%,

12/01/29

No

Opt.

Call

421,155

850

0.000%,

12/01/30

No

Opt.

Call

687,821

Grandview

Heights

City

School

District,

Franklin

County,

Ohio,

General

Obligation

Bonds,

School

Facilities

Construction

&

Improvement

Series

2019:

3,960

4.000%,

12/01/51

6/29

at

100.00

3,820,500

1,150

5.000%,

12/01/53

6/29

at

100.00

1,200,392

2,595

Hilliard

City

School

District,

Franklin

County,

Ohio,

General

Obligation

Bonds,

School

Improvement

Series

2017,

4.000%,

12/01/46

12/26

at

100.00

2,524,964

1,095

Kenston

Local

School

District,

Geauga

County,

Ohio,

General

Obligation

Bonds,

School

improvement

Series

2012,

0.000%,

12/01/27

No

Opt.

Call

991,672

1,560

Kettering

City

School

District,

Montgomery

County,

Ohio,

General

Obligation

Bonds,

Refunding

Series

2007,

5.250%,

12/01/31

-

AGM

Insured

No

Opt.

Call

1,693,281

1,000

Little

Miami

Local

School

District,

Warren

and

Clermont

Counties,

Ohio,

General

Obligation

Bonds,

School

Improvement

Series

2018A,

5.000%,

11/01/43

11/25

at

100.00

1,016,501

500

Medina

County,

Ohio,

General

Obligation

Bonds,

Courthouse

Facility

Improvement

Limited

Tax

Series

2021,

4.000%,

12/01/46

6/26

at

100.00

490,054

1,000

Middletown

City

School

District,

Butler

County,

Ohio,

General

Obligation

Bonds,

Refunding

Series

2007,

5.250%,

12/01/28

-

AGM

Insured

No

Opt.

Call

1,094,081

North

Olmsted

City

School

District,

Ohio,

General

Obligation

Bonds,

School

Improvement

Programmatic

Series

2023A:

2,030

5.000%,

10/15/48

4/31

at

100.00

2,154,356

3,995

5.250%,

10/15/56

4/31

at

100.00

4,265,132

3,805

Oakwood

City

School

District,

Montgomery

County,

Ohio,

General

Obligation

Bonds,

Series

2019,

4.000%,

12/01/48

12/28

at

100.00

3,735,509

Ohio

State,

General

Obligation

Bonds,

Common

Schools

Series

2017B:

4,500

5.000%,

9/15/27

No

Opt.

Call

4,833,619

4,000

5.000%,

9/01/30

No

Opt.

Call

4,543,111

6,500

Ohio

State,

General

Obligation

Bonds,

Common

Schools

Series

2019A,

5.000%,

6/15/37

6/29

at

100.00

7,061,764

Ohio

State,

General

Obligation

Bonds,

Highway

Capital

Improvement,

Series

2018V:

2,500

5.000%,

5/01/33

5/28

at

100.00

2,685,761

1,250

5.000%,

5/01/34

5/28

at

100.00

1,339,179

Ohio

State,

General

Obligation

Bonds,

Highway

Capital

Improvement,

Series

2020W:

1,035

5.000%,

5/01/32

5/30

at

100.00

1,158,053

2,315

5.000%,

5/01/35

5/30

at

100.00

2,570,097

37

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

TAX

OBLIGATION/GENERAL

(continued)

Ohio

State,

General

Obligation

Bonds,

Infrastructure

Improvement

Refunding

Series

2020B:

$

350

5.000%,

8/01/32

8/28

at

100.00

$

378,040

270

5.000%,

8/01/36

8/28

at

100.00

288,444

Ohio

State,

General

Obligation

Bonds,

Infrastructure

Improvement

Series

2022A:

1,000

5.000%,

3/01/39

3/33

at

100.00

1,140,261

1,470

5.000%,

3/01/40

3/33

at

100.00

1,666,017

Olentangy

Local

School

District,

Delaware

and

Franklin

Counties,

Ohio,

General

Obligation

Bonds,

School

Facilities

Construction

&

Improvement

Series

2016:

1,000

5.000%,

12/01/38

6/26

at

100.00

1,029,977

1,875

5.000%,

12/01/41

6/26

at

100.00

1,927,027

4,250

Pickerington

Local

School

District,

Fairfield

and

Franklin

Counties,

Ohio,

General

Obligation

Bonds,

School

Facilities

Construction

&

Improvement,

Series

2023,

5.250%,

12/01/59

12/32

at

100.00

4,621,864

50

Princeton

City

School

District,

Hamilton

County,

Ohio,

Certificates

of

Participation,

Series

2013,

5.000%,

12/01/33

9/24

at

100.00

50,062

375

Salem

City

School

District,

Columbiana

County,

Ohio,

General

Obligation

Bonds,

School

Facilities

Series

2024,

5.000%,

11/01/44

11/31

at

100.00

404,823

2,000

Shaker

Heights

City

School

District,

Ohio,

General

Obligation

Bonds,

School

Facilities

Improvement

Series

2024,

5.250%,

12/15/59

6/34

at

100.00

2,218,928

2,380

Southwest

Local

School

District,

Hamilton

and

Butler

Counties,

Ohio,

General

Obligation

Bonds,

School

Improvement

Series

2018A,

4.000%,

1/15/55

1/28

at

100.00

2,313,362

4,000

South-Western

City

School

District,

Franklin

and

Pickaway

Counties,

Ohio,

General

Obligation

Bonds,

School

Facilities

Construction

&

Improvement

Series

2019A,

4.000%,

12/01/48

12/29

at

100.00

3,963,309

1,715

Troy

City

School

District,

Miami

County,

Ohio,

General

Obligation

Bonds,

School

Improvement

Series

2024,

5.000%,

12/01/54

12/33

at

100.00

1,859,720

1,575

Wadsworth

City

School

District,

Medina

County,

Ohio,

General

Obligation

Bonds,

School

Improvement

Series

2021,

4.000%,

12/01/56

12/26

at

100.00

1,507,996

5,000

Worthington

City

School

District,

Franklin

County,

Ohio,

General

Obligation

Bonds,

Facilities

Series

2023,

5.500%,

12/01/54

12/32

at

100.00

5,576,608

TOTAL

TAX

OBLIGATION/GENERAL

131,459,181

TAX

OBLIGATION/LIMITED

-

21.0%

Blue

Ash,

Ohio,

Tax

Increment

Financing

Revenue

Bonds,

Duke

Realty

Ohio,

Series

2006:

460

5.000%,

12/01/25

9/24

at

100.00

460,934

1,165

5.000%,

12/01/30

9/24

at

100.00

1,166,606

1,890

5.000%,

12/01/35

9/24

at

100.00

1,891,979

2,465

Certificates

of

Participation

(Hillsdale

Local

School

District,

Ashland

and

Wayne

Counties,

Ohio,

School

Facilities

Project),

Series

2020,

4.000%,

12/01/38

-

BAM

Insured

6/30

at

100.00

2,492,981

5,500

Cleveland

Public

Library,

Cuyahoga

County,

Ohio,

Library

Facilities

Notes,

Series

2019A,

4.000%,

12/01/45

12/29

at

100.00

5,448,764

Cleveland,

Ohio,

Income

Tax

Revenue

Bonds,

Bridges

&

Roadways

Improvements,

Subordinate

Lien

Series

2017B-2:

1,250

5.000%,

10/01/31

4/28

at

100.00

1,335,916

1,000

5.000%,

10/01/32

4/28

at

100.00

1,067,379

1,195

(d)

Columbus-Franklin

County

Finance

Authority,

Ohio,

Revenue

Bonds,

Bridge

Park

G

Block

Project,

Public

Infrastructure

Series

2022,

5.000%,

12/01/34

12/29

at

100.00

1,245,611

500

Columbus-Franklin

County

Finance

Authority,

Ohio,

Tax

Increment

Financing

Revenue

Bonds,

Bridge

Park

D

Block

Project,

Series

2019A-1,

5.000%,

12/01/51

6/29

at

100.00

502,930

895

(d)

Columbus-Franklin

County

Finance

Authority,

Ohio,

Tax

Increment

Financing

Revenue

Bonds,

Easton

Project,

Series

2020,

5.000%,

6/01/28

No

Opt.

Call

907,820

4,000

Cuyahoga

County,

Ohio,

Sales

Tax

Revenue

Bonds,

Ballpark

Improvement

Project,

Series

2022A,

4.000%,

1/01/36

1/31

at

100.00

4,197,410

Nuveen

Ohio

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

August

31,

2024

(Unaudited)

38

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

TAX

OBLIGATION/LIMITED

(continued)

Cuyahoga

County,

Ohio,

Sales

Tax

Revenue

Bonds,

Refunding

Various

Purpose

Series

2014:

$

1,000

5.000%,

12/01/28

12/24

at

100.00

$

1,004,856

2,940

Dublin,

Ohio,

Special

Obligation

Non-Tax

Revenue

Bonds,

Series

2015A,

5.000%,

12/01/38

12/25

at

100.00

2,999,086

495

Fairborn

City

School

District,

Greene,

Clark

and

Montgomery

Counties,

Ohio,

Certificates

of

Participation,

School

Facilities

Project,

Series

2021,

4.000%,

12/01/37

-

BAM

Insured

12/28

at

100.00

501,298

3,560

Franklin

County

Convention

Facilities

Authority,

Ohio,

Lease

Appropriation

Bonds,

Greater

Columbus

Convention

Center

Hotel

Expansion

Project,

Series

2019,

5.000%,

12/01/46

12/29

at

100.00

3,742,209

Franklin

County,

Ohio,

Sales

Tax

Revenue

Bonds,

Various

Purpose

Series

2018:

1,000

5.000%,

6/01/37

6/28

at

100.00

1,064,313

11,000

5.000%,

6/01/43

6/28

at

100.00

11,540,939

6,000

5.000%,

6/01/48

6/28

at

100.00

6,257,096

1,220

Great

Oaks

Career

Campuses

Board

of

Education,

Brown,

Butler,

Clermont,

Clinton,

Fayette,

Greene,

Hamilton,

Highland,

Madison,

Pickaway,

Ross

and

Warren,

Ohio,

Certificates

of

Participation,

School

Improvement

Project,

Series

2021,

4.000%,

12/01/37

12/29

at

100.00

1,246,454

1,000

Greater

Cincinnati

Port

Development

Authority,

Ohio,

Tax

Increment

Revenue

Bonds,

RBM

Phase

3

Garage

Project

Series

2024,

5.125%,

12/01/55

12/34

at

100.00

1,008,007

1,675

Greater

Cleveland

Regional

Transit

Authority,

Ohio,

Sales

Tax

Supported

Capital

Improvement

Bonds,

Refunding

Series

2014A,

5.000%,

12/01/25

No

Opt.

Call

1,723,723

Hamilton

County,

Ohio,

Sales

Tax

Bonds,

Subordinate

Series

2000B:

500

0.000%,

12/01/26

-

AMBAC

Insured

No

Opt.

Call

467,128

1,750

0.000%,

12/01/28

-

AGM

Insured

No

Opt.

Call

1,533,984

3,300

0.000%,

12/01/28

-

AMBAC

Insured

No

Opt.

Call

2,886,618

5,000

JobsOhio

Beverage

System,

Ohio,

Statewide

Liquor

Profits

Revenue

Bonds,

Taxable

Refunding

Senior

Lien

Series

2020A,

2.833%,

1/01/38

No

Opt.

Call

4,127,962

Mayfield

City

School

District,

Ohio,

Certificates

of

Participation,

Middle

School

Project,

Series

2009B:

435

0.000%,

9/01/27

No

Opt.

Call

396,383

855

0.000%,

9/01/28

No

Opt.

Call

753,841

1,035

Norwood,

Hamilton

County,

Ohio,

Special

Obligation

Development

Revenue

Bonds,

Central

Parke

Project,

Series

2017,

6.000%,

12/01/46

6/27

at

100.00

961,861

5,745

Ohio

State,

Capital

Facilities

Lease

Appropriation

Bonds,

Administrative

Building

Fund

Project,

Series

2015A,

4.000%,

4/01/35

4/25

at

100.00

5,758,534

Ohio

State,

Capital

Facilities

Lease

Appropriation

Bonds,

Juvenile

Correctional

Building

Fund

Projects,

Series

2019A:

2,465

5.000%,

4/01/38

4/29

at

100.00

2,654,487

2,485

5.000%,

4/01/39

4/29

at

100.00

2,655,839

1,250

Ohio

State,

Capital

Facilities

Lease-Appropriation

Bonds,

Adult

Correctional

Building

Fund

Projects,

Series

2017A,

5.000%,

10/01/36

10/27

at

100.00

1,319,914

1,200

Ohio

State,

Capital

Facilities

Lease-Appropriation

Bonds,

Parks

&

Recreation

Improvement

Fund

Projects,

Series

2017A,

5.000%,

12/01/31

12/27

at

100.00

1,283,844

Ohio

State,

Capital

Facilities

Lease-Appropriation

Bonds,

Parks

&

Recreation

Improvement

Fund

Projects,

Series

2022A:

1,325

5.000%,

12/01/28

No

Opt.

Call

1,456,538

1,750

5.000%,

12/01/30

No

Opt.

Call

1,986,339

1,660

Ohio

State,

Certificates

of

Participation,

Ohio

Attorney

General

Claims

Fund

Project,

Series

2021,

4.000%,

9/01/35

9/31

at

100.00

1,744,060

1,360

Ohio

State,

Transportation

Project

Revenue

Bonds,

Toledo-Lucas

County

Port

Authority

Seaport

and

Docks

Project,

State

Transportation

Infrastructure

GRF

Bond

Fund,

Series

2019-2,

5.000%,

11/15/39,

(AMT)

5/27

at

100.00

1,407,558

2,095

Pickaway

County,

Ohio,

Sales

Tax

Specia

Obligation

Bonds,

Series

2018,

5.000%,

12/01/44

12/28

at

100.00

2,187,034

2,000

Pinnacle

Community

Infrastructure

Financing

Authority,

Grove

City,

Ohio,

Community

Facilities

Bonds,

Series

2015A,

4.000%,

12/01/31

-

AGM

Insured

12/25

at

100.00

2,014,508

39

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

TAX

OBLIGATION/LIMITED

(continued)

Port

of

Greater

Cincinnati

Development

Authority,

Ohio,

Duke

Energy

Convention

Center

Project,

TOT

First

Subordinate

Development

Revenue

Bonds,

Refunding

Series

2024B:

$

1,125

5.000%,

12/01/44

6/34

at

100.00

$

1,227,802

1,850

4.250%,

12/01/48

-

AGM

Insured

6/34

at

100.00

1,830,695

1,540

Port

of

Greater

Cincinnati

Development

Authority,

Ohio,

Duke

Energy

Convention

Center

Project,

TOT

Revenue

Bonds,

Refunding,

Senior

Series

2024A,

5.000%,

12/01/53

6/34

at

100.00

1,640,939

775

(d)

Port

of

Greater

Cincinnati

Development

Authority,

Ohio,

Public

Improvement

TOT

Revenue

Bonds,

Series

2021,

4.250%,

12/01/50

12/28

at

100.00

704,194

485

Port

of

Greater

Cincinnati

Development

Authority,

Ohio,

Special

Obligation

Development

TIF

Revenue

Bonds,

RBM

Development

-

Phase

2B

Project,

Series

2018A,

6.000%,

12/01/50

12/28

at

100.00

486,594

990

Port

of

Greater

Cincinnati

Development

Authority,

Ohio,

Special

Obligation

Tax

Increment

Financing

Revenue

Bonds,

Cooperative

Township

Public

Parking

Project,

Gallery

at

Kenwood,

Senior

Lien

Series

2019A,

5.000%,

11/01/51

11/30

at

100.00

845,522

Puerto

Rico

Sales

Tax

Financing

Corporation,

Sales

Tax

Revenue

Bonds,

Restructured

2018A-1:

4,430

0.000%,

7/01/33

7/28

at

86.06

3,125,639

6,605

4.500%,

7/01/34

7/25

at

100.00

6,614,741

1,257

5.000%,

7/01/58

7/28

at

100.00

1,262,559

500

Puerto

Rico

Sales

Tax

Financing

Corporation,

Sales

Tax

Revenue

Bonds,

Restructured

Cofina

Project

Series

2019A-2A,

4.550%,

7/01/40

7/28

at

100.00

501,190

4,915

Puerto

Rico

Sales

Tax

Financing

Corporation,

Sales

Tax

Revenue

Bonds,

Taxable

Restructured

Cofina

Project

Series

2019A-2,

4.329%,

7/01/40

7/28

at

100.00

4,860,892

195

Riversouth

Authority,

Ohio,

Lazarus

Building

Redevelopment

Bonds,

Series

2007A,

5.750%,

12/01/27

9/24

at

100.00

195,068

800

Riversouth

Authority,

Ohio,

Riversouth

Area

Redevelopment

Bonds,

Payable

from

City

of

Columbus,

Ohio

Annual

Rental

Appropriations,

Refunding

Series

2012A,

5.000%,

12/01/24

9/24

at

100.00

801,609

1,000

Riversouth

Authority,

Ohio,

Scioto

Peninsula

Area

Redevelopment

Bonds,

Payable

from

City

of

Columbus,

Ohio

Annual

Rental

Appropriations,

Series

2016,

5.000%,

12/01/29

12/25

at

100.00

1,027,378

2,955

Shaker

Heights

Public

Library,

Ohio,

Certificates

of

Participation,

Series

2019,

4.000%,

12/01/44

12/24

at

100.00

2,954,907

1,000

Tolles

Career

and

Technical

Center,

Madison,

Franklin,

Delaware,

Fayette,

and

Union

Counties,

Ohio,

Certificates

of

Participation,

School

Facilities

Project

Series

2024,

5.250%,

12/01/53

12/31

at

100.00

1,064,068

Triway

Local

School

District,

Ohio,

Certificates

of

Participation,

Series

2021:

2,395

4.000%,

12/01/41

-

BAM

Insured

12/28

at

100.00

2,392,864

1,460

4.000%,

12/01/42

-

BAM

Insured

12/28

at

100.00

1,451,832

TOTAL

TAX

OBLIGATION/LIMITED

120,391,236

TRANSPORTATION

-

4.3%

750

Ohio

Higher

Educational

Facility

Commission,

Senior

Hospital

Parking

Revenue

Bonds,

University

Circle

Incorporated

2020

Project,

Series

2020,

5.000%,

1/15/50

1/30

at

100.00

782,185

Ohio

State,

Private

Activity

Bonds,

Portsmouth

Gateway

Group,

LLC

-

Borrower,

Portsmouth

Bypass

Project,

Series

2015:

3,500

5.000%,

12/31/35

-

AGM

Insured,

(AMT)

6/25

at

100.00

3,538,703

5,245

5.000%,

12/31/39

-

AGM

Insured,

(AMT)

6/25

at

100.00

5,294,469

7,725

5.000%,

6/30/53,

(AMT)

6/25

at

100.00

7,780,324

2,000

Ohio

State,

Turnpike

Revenue

Bonds,

Ohio

Turnpike

and

Infrastructutre

Commission,

Infrastructure

Projects,

Junior

Lien

Series

2018A,

4.000%,

2/15/46

2/28

at

100.00

1,985,801

5,000

Ohio

State,

Turnpike

Revenue

Bonds,

Ohio

Turnpike

and

Infrastructutre

Commission,

Series

2021A,

5.000%,

2/15/51

2/31

at

100.00

5,315,991

TOTAL

TRANSPORTATION

24,697,473

Nuveen

Ohio

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

August

31,

2024

(Unaudited)

40

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

U.S.

GUARANTEED

-

5.4%

(e)

$

4,310

Cincinnati,

Ohio,

Water

System

Revenue

Bonds,

Series

2016A,

5.000%,

12/01/41,

(Pre-refunded

12/01/26)

12/26

at

100.00

$

4,547,181

Columbus

City

School

District,

Franklin

County,

Ohio,

General

Obligation

Bonds,

School

Facilities

Construction

and

Improvement,

Refunding

Series

2006:

40

0.000%,

12/01/28

-

AGM

Insured,

(ETM)

No

Opt.

Call

35,401

Cuyahoga

County,

Ohio,

Sales

Tax

Revenue

Bonds,

Refunding

Various

Purpose

Series

2014:

1,810

5.000%,

12/01/32,

(Pre-refunded

12/01/24)

12/24

at

100.00

1,818,994

1,385

5.000%,

12/01/34,

(Pre-refunded

12/01/24)

12/24

at

100.00

1,391,882

1,055

5.000%,

12/01/35,

(Pre-refunded

12/01/24)

12/24

at

100.00

1,060,242

10,345

Franklin

County

Convention

Facilities

Authority,

Ohio,

Excise

Tax

and

Lease

Revenue

Bonds,

Columbus

City

&

Franklin

County

Lessees,

Refunding

Anticipation

Series

2014,

5.000%,

12/01/35,

(Pre-refunded

12/01/24)

12/24

at

100.00

10,388,999

1,000

Gallia

County

Local

School

District,

Gallia

and

Jackson

Counties,

Ohio,

General

Obligation

Bonds,

Refunding

School

Improvement

Series

2014,

5.000%,

11/01/32,

(Pre-refunded

11/01/24)

11/24

at

100.00

1,003,044

Greater

Cleveland

Regional

Transit

Authority,

Ohio,

Sales

Tax

Supported

Capital

Improvement

Bonds,

Refunding

Series

2015:

1,050

5.000%,

12/01/32,

(Pre-refunded

12/01/25)

12/25

at

100.00

1,081,718

1,105

5.000%,

12/01/33,

(Pre-refunded

12/01/25)

12/25

at

100.00

1,138,380

Ohio

State

University,

General

Receipts

Bonds,

Series

2014A:

4,820

5.000%,

12/01/34,

(Pre-refunded

12/01/24)

12/24

at

100.00

4,842,284

1,000

Upper

Arlington

City

School

District,

Franklin

County,

Ohio,

General

Obligation

Bonds,

School

Facilities

&

Improvement

Series

2018A,

5.000%,

12/01/48,

(Pre-refunded

12/01/27)

12/27

at

100.00

1,080,053

2,275

Willoughby-Eastlake

City

School

District,

Ohio,

General

Obligation

Bonds,

School

Improvement

Series

2016,

5.000%,

12/01/46,

(Pre-refunded

12/01/25)

12/25

at

100.00

2,341,176

TOTAL

U.S.

GUARANTEED

30,729,354

UTILITIES

-

15.5%

3,570

American

Municipal

Power

Inc.,

Ohio,

Combined

Hydroelectric

Projects

Revenue

Bonds,

Green

Series

2016A,

5.000%,

2/15/46

2/26

at

100.00

3,637,178

2,000

American

Municipal

Power

Inc.,

Ohio,

Fremont

Energy

Center

Revenue

Bonds,

Refunding

Series

2017A,

4.000%,

2/15/42

2/28

at

100.00

1,940,013

2,930

American

Municipal

Power,

Inc.,

Ohio,

Greenup

Hydroelectric

Project

Revenue

Bonds,

Refunding

Series

2016A,

5.000%,

2/15/41

2/26

at

100.00

2,991,377

1,665

American

Municipal

Power,

Inc.,

Ohio,

Solar

Electricity

Prepayment

Project

Revenue

Bonds,

Green

Bonds

Series

2019A,

5.000%,

2/15/44

2/29

at

100.00

1,739,464

250

American

Municipal

Power,

Inc.,

Ohio,

Solar

Electricity

Prepayment

Project

Revenue

Bonds,

Green

Bonds

Series

2020A,

4.000%,

2/15/40

2/29

at

100.00

249,238

1,315

Cleveland,

Ohio,

Public

Power

System

Revenue

Bonds,

Refunding

Series

2018,

5.000%,

11/15/37

-

AGM

Insured

5/28

at

100.00

1,393,336

Cleveland,

Ohio,

Public

Power

System

Revenue

Bonds,

Refunding

Series

2020A:

1,000

4.000%,

11/15/37

-

AGM

Insured

11/29

at

100.00

1,019,344

1,000

4.000%,

11/15/38

-

AGM

Insured

11/29

at

100.00

1,014,831

2,000

Cleveland,

Ohio,

Public

Power

System

Revenue

Bonds,

Series

2008B-1,

0.000%,

11/15/33

-

NPFG

Insured

No

Opt.

Call

1,418,931

Cleveland,

Ohio,

Public

Power

System

Revenue

Bonds,

Series

2008B-2:

4,740

(c)

0.000%,

11/15/34

-

NPFG

Insured

No

Opt.

Call

3,217,093

7,500

(c)

0.000%,

11/15/38

-

NPFG

Insured

No

Opt.

Call

4,027,376

Columbus,

Ohio,

Sewerage

System

Revenue

Bonds,

Refunding

Series

2015:

5,000

5.000%,

6/01/29

6/26

at

100.00

5,189,381

6,750

5.000%,

6/01/32

6/26

at

100.00

6,992,797

1,200

Hamilton

County,

Ohio,

Sewer

System

Revenue

Bonds,

Metropolitan

Sewer

District

of

Greater

Cincinnati,

Refunding

Series

2020A,

5.000%,

12/01/34

12/30

at

100.00

1,344,535

41

Investments

in

Derivatives

Total

Return

Swaps

–

OTC

Uncleared

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

UTILITIES

(continued)

Hamilton,

Ohio,

Electric

System

Revenue

Bonds,

Refunding

&

Improvement

Series

2019:

$

865

4.000%,

10/01/37

-

BAM

Insured

10/29

at

100.00

$

879,104

1,000

4.000%,

10/01/38

-

BAM

Insured

10/29

at

100.00

1,007,751

1,015

4.000%,

10/01/39

-

BAM

Insured

10/29

at

100.00

1,019,935

1,100

Lancaster

Port

Authority,

Ohio,

Gas

Supply

Revenue

Bonds,

Series

2019,

5.000%,

8/01/49,

(Mandatory

Put

2/01/25)

11/24

at

100.68

1,105,975

1,000

Mahoning

County,

Ohio,

Sewer

System

Revenue

Bonds,

Refunding

and

Improvement

Series

2022,

5.000%,

12/01/42

12/31

at

100.00

1,070,847

1,000

Marysville,

Ohio,

Water

System

Mortgage

Revenue

Bonds,

Refunding

Series

2016,

4.000%,

12/01/38

12/25

at

100.00

1,002,333

Northeast

Ohio

Regional

Sewer

District,

Wastewater

Improvement

Revenue

Bonds,

Refunding

&

Improvement

Series

2017:

5,570

5.000%,

11/15/33

5/28

at

100.00

5,977,743

5,275

4.000%,

11/15/43

5/28

at

100.00

5,243,116

1,900

Ohio

Water

Development

Authority,

Revenue

Bonds,

Drinking

Water

Assistance

Fund,

Series

2016,

5.000%,

12/01/36

12/26

at

100.00

1,981,986

Ohio

Water

Development

Authority,

Revenue

Bonds,

Fresh

Water

Development,

Series

2019:

3,800

5.000%,

12/01/38

12/29

at

100.00

4,123,372

5,320

5.000%,

6/01/44

12/29

at

100.00

5,672,357

4,000

Ohio

Water

Development

Authority,

Water

Pollution

Control

Loan

Fund

Revenue

Bonds,

Kestrel

Verifiers,

Green

Series

2021A,

5.000%,

12/01/46

12/31

at

100.00

4,346,167

5,000

Ohio

Water

Development

Authority,

Water

Pollution

Control

Loan

Fund

Revenue

Bonds,

Refunding

Series

2019B,

5.000%,

12/01/44

12/29

at

100.00

5,329,718

5,000

Ohio

Water

Development

Authority,

Water

Pollution

Control

Loan

Fund

Revenue

Bonds,

Series

2017A,

5.000%,

12/01/31

6/27

at

100.00

5,286,128

8,500

Ohio

Water

Development

Authority,

Water

Pollution

Control

Loan

Fund

Revenue

Bonds,

Series

2020A,

5.000%,

12/01/50

6/30

at

100.00

9,005,330

TOTAL

UTILITIES

89,226,756

TOTAL

MUNICIPAL

BONDS

(cost

$543,793,609)

541,346,510

Shares

Description

(a)

Value

X

25,192,835

COMMON

STOCKS

-

4.4%  

X

25,192,835

UTILITIES

-

4.4%

10,037

(f),(g),(h)

Vistra

Vision

LLC

$

25,192,835

TOTAL

UTILITIES

25,192,835

TOTAL

COMMON

STOCKS

(cost

$9,249,818)

25,192,835

TOTAL

LONG-TERM

INVESTMENTS

(cost

$553,043,427)

566,539,345

OTHER

ASSETS

&

LIABILITIES,

NET

-

1.3%

7,437,830

NET

ASSETS

-

100%

$

573,977,175

Counterparty

Pay/

Receive

(i)

Underlying

Reference

Units

Fund

Pay/Receive

Floating

Rate

Floating

Rate

Payment

Frequency

Notional

Amount

Unrealized

Appreciation

(Depreciation)(j)

Bank

of

America,

N.A.

Pay

MLNVUTES

Index

(k)

(11,493)

Receive

SOFR

minus

0.50%

Maturity

Date

2/10/26

$(1,168,838)

$(73,905)

Bank

of

America,

N.A.

Pay

MLNVUTES

Index

(k)

(12,845)

Receive

SOFR

minus

0.50%

Maturity

Date

2/10/26

(1,306,336)

(57,179)

Bank

of

America,

N.A.

Pay

MLNVUTES

Index

(k)

(11,493)

Receive

SOFR

minus

0.50%

Maturity

Date

2/10/26

(1,168,838)

(50,684)

Bank

of

America,

N.A.

Pay

MLNVUTES

Index

(k)

(11,493)

Receive

SOFR

minus

0.50%

Maturity

Date

2/10/26

(1,168,838)

(52,180)

Bank

of

America,

N.A.

Pay

MLNVUTES

Index

(k)

(11,493)

Receive

SOFR

minus

0.50%

Maturity

Date

2/10/26

(1,168,838)

(35,755)

Nuveen

Ohio

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

August

31,

2024

(Unaudited)

42

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:

Bank

of

America,

N.A.

Pay

MLNVUTES

Index

(k)

(11,493)

Receive

SOFR

minus

0.50%

Maturity

Date

2/10/26

(1,168,838)

(40,523)

Bank

of

America,

N.A.

Pay

MLNVUTES

Index

(k)

(11,493)

Receive

SOFR

minus

0.50%

Maturity

Date

2/10/26

(1,168,838)

(26,713)

Bank

of

America,

N.A.

Pay

MLNVUTES

Index

(k)

(11,493)

Receive

SOFR

minus

0.50%

Maturity

Date

2/10/26

(1,168,838)

(31,672)

Bank

of

America,

N.A.

Pay

MLNVUTES

Index

(k)

(11,493)

Receive

SOFR

minus

0.50%

Maturity

Date

2/10/26

(1,168,838)

(29,406)

Goldman

Sachs

International

Pay

GSCBVSTR

Index

(l)

(6,345)

Receive

SOFR

minus

0.50%

Maturity

Date

2/24/26

(593,938)

(14,429)

Goldman

Sachs

International

Pay

GSCBVSTR

Index

(l)

(7,830)

Receive

SOFR

minus

0.50%

Maturity

Date

2/24/26

(732,945)

(4,794)

Goldman

Sachs

International

Pay

GSCBVSTR

Index

(l)

(6,075)

Receive

SOFR

minus

0.50%

Maturity

Date

2/24/26

(568,664)

(1,414)

Goldman

Sachs

International

Pay

GSCBVSTR

Index

(l)

(11,475)

Receive

SOFR

minus

0.50%

Maturity

Date

2/24/26

(1,074,144)

7,744

Goldman

Sachs

International

Pay

GSCBVSTR

Index

(l)

(7,830)

Receive

SOFR

minus

0.50%

Maturity

Date

2/24/26

(732,945)

4,666

Goldman

Sachs

International

Pay

GSCBVSTR

Index

(l)

(13,500)

Receive

SOFR

minus

0.50%

Maturity

Date

2/24/26

(1,263,699)

699

Goldman

Sachs

International

Pay

GSCBVSTR

Index

(l)

(12,825)

Receive

SOFR

minus

0.50%

Maturity

Date

2/24/26

(1,200,514)

(11,058)

Goldman

Sachs

International

Pay

GSCBVSTR

Index

(l)

(13,770)

Receive

SOFR

minus

0.50%

Maturity

Date

2/24/26

(1,288,973)

(6,182)

Toronto-

Dominion

Bank

Pay

TDCENRGY

Index

(m)

(10,002)

Receive

SOFR

minus

0.60%

Maturity

Date

3/10/26

(1,030,650)

672

Total

$(19,143,512)

$(422,113)

Level

1

Level

2

Level

3

Total

Long-Term

Investments:

Municipal

Bonds

$

–

$

541,346,510

$

–

$

541,346,510

Common

Stocks

–

–

25,192,835

25,192,835

Investments

in

Derivatives:

Total

Return

Swaps

-

OTC

Uncleared*

–

(422,113)

–

(422,113)

Total

$

–

$

540,924,397

$

25,192,835

$

566,117,232

*

Represents

net

unrealized

appreciation

(depreciation).

(a)

All

percentages

shown

in

the

Portfolio

of

Investments

are

based

on

net

assets.

(b)

Optional

Call

Provisions:

Dates

(month

and

year)

and

prices

of

the

earliest

optional

call

or

redemption.

There

may

be

other

call

provisions

at

varying

prices

at

later

dates.

Certain

mortgage-backed

securities

may

be

subject

to

periodic

principal

paydowns.

(c)

Investment,

or

portion

of

investment,

has

been

pledged

to

collateralize

the

net

payment

obligations

for

investments

in

derivatives.

43

(d)

Security

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

As

of

the

end

of

the

reporting

period,

the

aggregate

value

of

these

securities

is

$2,857,625

or

0.5%

of

Total

Investments.

(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)

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3.

(g)

On

March

1,

2024,

Vistra

Corp.

(“Vistra”)

completed

its

acquisition

of

Energy

Harbor

Corp

(“ENGH”).  ENGH

was

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.  On

September

18,

2024,

Vistra

and

Nuveen

agreed

to

terms

for

the

sale

of

the

Vistra

Vision

interest.

In

exchange

for

its

membership

interest

in

Vistra

Vision,

Nuveen

will

receive

a

series

of

cash

payments

from

Vistra

over

a

two-year

period

from

September

18,

2024

through

December

31,

2026.

(h)

Non-income

producing;

issuer

has

not

declared

an

ex-dividend

date

within

the

past

twelve

months.

(i)

Receive

represents

that

the

Fund

receives

payments

for

any

positive

net

return

on

the

underlying

reference.

The

Fund

makes

payments

for

any

negative

net

return

on

such

underlying

reference.

Pay

represents

that

the

Fund

receives

payments

for

any

negative

net

return

on

the

underlying

reference.

The

Fund

makes

payments

for

any

positive

net

return

on

such

underlying

reference.

(j)

(k)

The

unrealized

appreciation/depreciation

on

the

total

return

swap

contracts

is

equal

to

their

market

value.

The

following

table

represents

the

individual

postions

within

each

Bank

of

America,

N.A.

total

return

swaps:

Description

Shares

Value

%

of

Index

COMMON

STOCKS

AES

Corp/The

(10,747)

$(184,103)

15.8%

Atlantica

Sustainable

Infrastructure

PLC

(1,429)

(31,174)

2.7%

Brookfield

Renewable

Corp

(744)

(21,195)

1.8%

Clearway

Energy

Inc

(381)

(11,044)

0.9%

Constellation

Energy

Corp

(1,618)

(318,358)

27.2%

NextEra

Energy

Inc

(665)

(53,551)

4.6%

Northland

Power

Inc

(1,242)

(25,613)

2.2%

Public

Service

Enterprise

Group

Inc

(2,320)

(187,309)

16.0%

Vistra

Corp

(3,939)

(336,492)

28.8%

Total

$(1,168,838)

100%

Description

Shares

Value

%

of

Index

COMMON

STOCKS

AES

Corp/The

(12,012)

$(205,760)

15.8%

Atlantica

Sustainable

Infrastructure

PLC

(1,597)

(34,841)

2.7%

Brookfield

Renewable

Corp

(831)

(23,688)

1.8%

Clearway

Energy

Inc

(426)

(12,343)

0.9%

Constellation

Energy

Corp

(1,809)

(355,808)

27.2%

NextEra

Energy

Inc

(743)

(59,850)

4.6%

Northland

Power

Inc

(1,388)

(28,626)

2.2%

Public

Service

Enterprise

Group

Inc

(2,592)

(209,344)

16.0%

Vistra

Corp

(4,402)

(376,076)

28.8%

Total

$(1,306,336)

100%

Description

Shares

Value

%

of

Index

COMMON

STOCKS

AES

Corp/The

(10,747)

$(184,103)

15.8%

Atlantica

Sustainable

Infrastructure

PLC

(1,429)

(31,174)

2.7%

Brookfield

Renewable

Corp

(744)

(21,195)

1.8%

Clearway

Energy

Inc

(381)

(11,044)

0.9%

Constellation

Energy

Corp

(1,618)

(318,358)

27.2%

NextEra

Energy

Inc

(665)

(53,551)

4.6%

Northland

Power

Inc

(1,242)

(25,613)

2.2%

Public

Service

Enterprise

Group

Inc

(2,320)

(187,309)

16.0%

Vistra

Corp

(3,939)

(336,492)

28.8%

Total

$(1,168,838)

100%

Description

Shares

Value

%

of

Index

COMMON

STOCKS

AES

Corp/The

(10,747)

$(184,103)

15.8%

Atlantica

Sustainable

Infrastructure

PLC

(1,429)

(31,174)

2.7%

Brookfield

Renewable

Corp

(744)

(21,195)

1.8%

Clearway

Energy

Inc

(381)

(11,044)

0.9%

Constellation

Energy

Corp

(1,618)

(318,358)

27.2%

NextEra

Energy

Inc

(665)

(53,551)

4.6%

Northland

Power

Inc

(1,242)

(25,613)

2.2%

Public

Service

Enterprise

Group

Inc

(2,320)

(187,309)

16.0%

Vistra

Corp

(3,939)

(336,492)

28.8%

Total

$(1,168,838)

100%

Nuveen

Ohio

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

August

31,

2024

(Unaudited)

44

Description

Shares

Value

%

of

Index

COMMON

STOCKS

AES

Corp/The

(10,747)

$(184,103)

15.8%

Atlantica

Sustainable

Infrastructure

PLC

(1,429)

(31,174)

2.7%

Brookfield

Renewable

Corp

(744)

(21,195)

1.8%

Clearway

Energy

Inc

(381)

(11,044)

0.9%

Constellation

Energy

Corp

(1,618)

(318,358)

27.2%

NextEra

Energy

Inc

(665)

(53,551)

4.6%

Northland

Power

Inc

(1,242)

(25,613)

2.2%

Public

Service

Enterprise

Group

Inc

(2,320)

(187,309)

16.0%

Vistra

Corp

(3,939)

(336,492)

28.8%

Total

$(1,168,838)

100%

Description

Shares

Value

%

of

Index

COMMON

STOCKS

AES

Corp/The

(10,747)

$(184,103)

15.8%

Atlantica

Sustainable

Infrastructure

PLC

(1,429)

(31,174)

2.7%

Brookfield

Renewable

Corp

(744)

(21,195)

1.8%

Clearway

Energy

Inc

(381)

(11,044)

0.9%

Constellation

Energy

Corp

(1,618)

(318,358)

27.2%

NextEra

Energy

Inc

(665)

(53,551)

4.6%

Northland

Power

Inc

(1,242)

(25,613)

2.2%

Public

Service

Enterprise

Group

Inc

(2,320)

(187,309)

16.0%

Vistra

Corp

(3,939)

(336,492)

28.8%

Total

$(1,168,838)

100%

Description

Shares

Value

%

of

Index

COMMON

STOCKS

AES

Corp/The

(10,747)

$(184,103)

15.8%

Atlantica

Sustainable

Infrastructure

PLC

(1,429)

(31,174)

2.7%

Brookfield

Renewable

Corp

(744)

(21,195)

1.8%

Clearway

Energy

Inc

(381)

(11,044)

0.9%

Constellation

Energy

Corp

(1,618)

(318,358)

27.2%

NextEra

Energy

Inc

(665)

(53,551)

4.6%

Northland

Power

Inc

(1,242)

(25,613)

2.2%

Public

Service

Enterprise

Group

Inc

(2,320)

(187,309)

16.0%

Vistra

Corp

(3,939)

(336,492)

28.8%

Total

$(1,168,838)

100%

Description

Shares

Value

%

of

Index

COMMON

STOCKS

AES

Corp/The

(10,747)

$(184,103)

15.8%

Atlantica

Sustainable

Infrastructure

PLC

(1,429)

(31,174)

2.7%

Brookfield

Renewable

Corp

(744)

(21,195)

1.8%

Clearway

Energy

Inc

(381)

(11,044)

0.9%

Constellation

Energy

Corp

(1,618)

(318,358)

27.2%

NextEra

Energy

Inc

(665)

(53,551)

4.6%

Northland

Power

Inc

(1,242)

(25,613)

2.2%

Public

Service

Enterprise

Group

Inc

(2,320)

(187,309)

16.0%

Vistra

Corp

(3,939)

(336,492)

28.8%

Total

$(1,168,838)

100%

Description

Shares

Value

%

of

Index

COMMON

STOCKS

AES

Corp/The

(10,747)

$(184,103)

15.8%

Atlantica

Sustainable

Infrastructure

PLC

(1,429)

(31,174)

2.7%

Brookfield

Renewable

Corp

(744)

(21,195)

1.8%

Clearway

Energy

Inc

(381)

(11,044)

0.9%

Constellation

Energy

Corp

(1,618)

(318,358)

27.2%

NextEra

Energy

Inc

(665)

(53,551)

4.6%

Northland

Power

Inc

(1,242)

(25,613)

2.2%

Public

Service

Enterprise

Group

Inc

(2,320)

(187,309)

16.0%

Vistra

Corp

(3,939)

(336,492)

28.8%

Total

$(1,168,838)

100%

(l)

The

following

table

represents

the

individual

positions

within

each

Goldman

Sachs

International

total

return

swaps:

Description

Shares

Value

%

of

Index

COMMON

STOCKS

AES

Corp/The

(5,480)

$(93,879)

15.8%

Atlantica

Sustainable

Infrastructure

PLC

(771)

(16,814)

2.8%

Brookfield

Renewable

Corp

(401)

(11,431)

1.9%

Clearway

Energy

Inc

(100)

(2,898)

0.5%

Constellation

Energy

Corp

(814)

(160,180)

27.0%

45

Innergex

Renewable

Energy

Inc

(333)

(3,032)

0.5%

NextEra

Energy

Inc

(345)

(27,791)

4.7%

Northland

Power

Inc

(691)

(14,260)

2.4%

Public

Service

Enterprise

Group

Inc

(1,208)

(97,549)

16.4%

Vistra

Corp

(1,944)

(166,104)

28.0%

Total

$(593,938)

100%

Description

Shares

Value

%

of

Index

COMMON

STOCKS

AES

Corp/The

(6,763)

$(115,851)

15.8%

Atlantica

Sustainable

Infrastructure

PLC

(1,211)

(20,749)

2.8%

Brookfield

Renewable

Corp

(823)

(14,106)

1.9%

Clearway

Energy

Inc

(209)

(3,577)

0.5%

Constellation

Energy

Corp

(11,539)

(197,669)

27.0%

Innergex

Renewable

Energy

Inc

(218)

(3,742)

0.5%

NextEra

Energy

Inc

(2,002)

(34,296)

4.7%

Northland

Power

Inc

(1,027)

(17,597)

2.4%

Public

Service

Enterprise

Group

Inc

(7,027)

(120,380)

16.4%

Vistra

Corp

(11,966)

(204,979)

28.0%

Total

$(732,945)

100%

Description

Shares

Value

%

of

Index

COMMON

STOCKS

AES

Corp/The

(5,247)

$(89,884)

15.8%

Atlantica

Sustainable

Infrastructure

PLC

(940)

(16,098)

2.8%

Brookfield

Renewable

Corp

(639)

(10,944)

1.9%

Clearway

Energy

Inc

(162)

(2,775)

0.5%

Constellation

Energy

Corp

(8,953)

(153,364)

27.0%

Innergex

Renewable

Energy

Inc

(169)

(2,903)

0.5%

NextEra

Energy

Inc

(1,553)

(26,609)

4.7%

Northland

Power

Inc

(797)

(13,653)

2.4%

Public

Service

Enterprise

Group

Inc

(5,452)

(93,398)

16.4%

Vistra

Corp

(9,284)

(159,036)

28.0%

Total

$(568,664)

100%

Description

Shares

Value

%

of

Index

COMMON

STOCKS

AES

Corp/The

(9,911)

$(169,782)

15.8%

Atlantica

Sustainable

Infrastructure

PLC

(1,775)

(30,408)

2.8%

Brookfield

Renewable

Corp

(1,207)

(20,672)

1.9%

Clearway

Energy

Inc

(306)

(5,242)

0.5%

Constellation

Energy

Corp

(16,911)

(289,688)

27.0%

Innergex

Renewable

Energy

Inc

(320)

(5,483)

0.5%

NextEra

Energy

Inc

(2,934)

(50,261)

4.7%

Northland

Power

Inc

(1,505)

(25,789)

2.4%

Public

Service

Enterprise

Group

Inc

(10,299)

(176,419)

16.4%

Vistra

Corp

(17,537)

(300,401)

28.0%

Total

$(1,074,144)

100%

Description

Shares

Value

%

of

Index

COMMON

STOCKS

AES

Corp/The

(6,763)

$(115,851)

15.8%

Atlantica

Sustainable

Infrastructure

PLC

(1,211)

(20,749)

2.8%

Brookfield

Renewable

Corp

(823)

(14,106)

1.9%

Clearway

Energy

Inc

(209)

(3,577)

0.5%

Constellation

Energy

Corp

(11,539)

(197,669)

27.0%

Innergex

Renewable

Energy

Inc

(218)

(3,742)

0.5%

NextEra

Energy

Inc

(2,002)

(34,296)

4.7%

Northland

Power

Inc

(1,027)

(17,597)

2.4%

Public

Service

Enterprise

Group

Inc

(7,027)

(120,380)

16.4%

Vistra

Corp

(11,966)

(204,979)

28.0%

Total

$(732,945)

100%

Description

Shares

Value

%

of

Index

COMMON

STOCKS

AES

Corp/The

(11,660)

$(199,743)

15.8%

Atlantica

Sustainable

Infrastructure

PLC

(2,088)

(35,774)

2.8%

Brookfield

Renewable

Corp

(1,420)

(24,321)

1.9%

Clearway

Energy

Inc

(360)

(6,167)

0.5%

Constellation

Energy

Corp

(19,895)

(340,809)

27.0%

Innergex

Renewable

Energy

Inc

(377)

(6,451)

0.5%

NextEra

Energy

Inc

(3,452)

(59,131)

4.7%

Northland

Power

Inc

(1,771)

(30,339)

2.4%

Public

Service

Enterprise

Group

Inc

(12,116)

(207,552)

16.4%

Vistra

Corp

(20,631)

(353,412)

28.0%

Nuveen

Ohio

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

August

31,

2024

(Unaudited)

46

Total

$(1,263,699)

100%

Description

Shares

Value

%

of

Index

COMMON

STOCKS

AES

Corp/The

(11,077)

$(189,756)

15.8%

Atlantica

Sustainable

Infrastructure

PLC

(1,984)

(33,985)

2.8%

Brookfield

Renewable

Corp

(1,349)

(23,105)

1.9%

Clearway

Energy

Inc

(342)

(5,858)

0.5%

Constellation

Energy

Corp

(18,901)

(323,769)

27.0%

Innergex

Renewable

Energy

Inc

(358)

(6,128)

0.5%

NextEra

Energy

Inc

(3,279)

(56,174)

4.7%

Northland

Power

Inc

(1,683)

(28,822)

2.4%

Public

Service

Enterprise

Group

Inc

(11,510)

(197,174)

16.4%

Vistra

Corp

(19,600)

(335,742)

28.0%

Total

$(1,200,514)

100%

Description

Shares

Value

%

of

Index

COMMON

STOCKS

AES

Corp/The

(11,894)

$(203,738)

15.8%

Atlantica

Sustainable

Infrastructure

PLC

(2,130)

(36,489)

2.8%

Brookfield

Renewable

Corp

(1,448)

(24,807)

1.9%

Clearway

Energy

Inc

(367)

(6,290)

0.5%

Constellation

Energy

Corp

(20,293)

(347,625)

27.0%

Innergex

Renewable

Energy

Inc

(384)

(6,580)

0.5%

NextEra

Energy

Inc

(3,521)

(60,313)

4.7%

Northland

Power

Inc

(1,807)

(30,946)

2.4%

Public

Service

Enterprise

Group

Inc

(12,359)

(211,703)

16.4%

Vistra

Corp

(21,044)

(360,481)

28.0%

Total

$(1,288,973)

100%

Description

Shares

Value

%

of

Index

COMMON

STOCKS

AES

Corp/The

(11,894)

$(203,738)

15.8%

Atlantica

Sustainable

Infrastructure

PLC

(2,130)

(36,489)

2.8%

Brookfield

Renewable

Corp

(1,448)

(24,807)

1.9%

Clearway

Energy

Inc

(367)

(6,290)

0.5%

Constellation

Energy

Corp

(20,293)

(347,625)

27.0%

Innergex

Renewable

Energy

Inc

(384)

(6,580)

0.5%

NextEra

Energy

Inc

(3,521)

(60,313)

4.7%

Northland

Power

Inc

(1,807)

(30,946)

2.4%

Public

Service

Enterprise

Group

Inc

(12,359)

(211,703)

16.4%

Vistra

Corp

(21,044)

(360,481)

28.0%

Total

$(1,288,973)

100%

(m)

The

following

table

represents

the

individual

positions

within

each

Toronto-Dominion

Bank

total

return

swaps:

Description

Shares

Value

%

of

Index

COMMON

STOCKS

AES

Corp/The

(10,103)

$(173,056)

16.8%

Brookfield

Renewable

Corp

(724)

(20,623)

2.0%

Clearway

Energy

Inc

(178)

(5,164)

0.5%

Constellation

Energy

Corp

(1,451)

(285,408)

27.7%

Innergex

Renewable

Energy

Inc

(624)

(5,679)

0.6%

NextEra

Energy

Inc

(618)

(49,791)

4.8%

Northland

Power

Inc

(1,354)

(27,941)

2.7%

Public

Service

Enterprise

Group

Inc

(2,199)

(177,591)

17.2%

Vistra

Corp

(3,341)

(285,397)

27.7%

Total

$(1,030,650)

100%

AMT

Alternative

Minimum

Tax

ETM

Escrowed

to

maturity

47

Nuveen

Wisconsin

Municipal

Bond

Fund

Portfolio

of

Investments

August

31,

2024

(Unaudited)

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

LONG-TERM

INVESTMENTS

-

114.2%   

X

76,480,953

MUNICIPAL

BONDS

-

104.3%  

X

76,480,953

CONSUMER

DISCRETIONARY

-

0.3%

$

250

International

Falls,

Minnesota,

Solid

Waste

Disposal

Revenue

Bonds,

Boise

Cascade

Corporation

Project,

Refunding

Series

1999,

6.850%,

12/01/29,

(AMT)

9/24

at

100.00

$

250,542

TOTAL

CONSUMER

DISCRETIONARY

250,542

EDUCATION

AND

CIVIC

ORGANIZATIONS

-

6.0%

1,060

(c),(d)

Public

Finance

Authority,

Wisconsin,

Educational

Revenue

Bonds,

Lake

Norman

Charter

School,

Series

2018A,

4.000%,

6/15/28

6/26

at

100.00

1,058,560

500

(d)

Wisconsin

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Hmong

American

Peace

Academy,

Series

2020,

4.000%,

3/15/40

3/30

at

100.00

475,793

500

(d)

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Lawrence

University,

Series

2020,

4.000%,

2/01/45

2/30

at

100.00

449,470

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Milwaukee

School

of

Engineering,

Series

2021B:

500

2.125%,

4/01/39

-

AGM

Insured

4/31

at

100.00

371,046

500

2.125%,

4/01/40

-

AGM

Insured

4/31

at

100.00

362,789

415

2.250%,

4/01/41

-

AGM

Insured

4/31

at

100.00

302,318

500

2.250%,

4/01/42

-

AGM

Insured

4/31

at

100.00

359,975

1,000

(d)

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Milwaukee

Science

Education

Consortium,

Inc.,

Academy

of

Science

Series

2023A,

5.000%,

3/15/53

3/33

at

100.00

994,918

TOTAL

EDUCATION

AND

CIVIC

ORGANIZATIONS

4,374,869

HEALTH

CARE

-

20.6%

Puerto

Rico

Industrial,

Tourist,

Educational,

Medical

and

Environmental

Control

Facilities

Financing

Authority,

Hospital

Revenue

Bonds,

(Hospital

Auxilio

Mutuo

Obligated

Group

Project,

Refunding

Series

2021:

155

5.000%,

7/01/29

No

Opt.

Call

167,597

190

(d)

5.000%,

7/01/31

No

Opt.

Call

209,033

3,765

Wisconsin

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Beloit

Health

System,

Inc.,

Series

2020,

4.000%,

7/01/36

7/29

at

100.00

3,723,750

8,565

Wisconsin

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Marshfield

Clinic

Health

System,

Inc.,

Series

2017C,

5.000%,

2/15/47,

(UB)

2/27

at

100.00

8,584,711

1,000

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Aspirus,

Inc.

Obligated

Group,

Series

2015A,

5.000%,

8/15/34

2/25

at

100.00

1,008,071

1,250

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Bellin

Memorial

Hospital,

Inc.,

Series

2019A,

4.000%,

12/01/44

12/29

at

100.00

1,210,696

175

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Marshfield

Clinic

Health

System,

Inc.,

Series

2020A,

4.000%,

2/15/37

-

AGM

Insured

2/30

at

100.00

175,306

TOTAL

HEALTH

CARE

15,079,164

HOUSING/MULTIFAMILY

-

27.0%

2,000

Hudson

Housing

Authority,

Wisconsin,

Multifamily

Housing

Revenue

Bonds,

Cedar

Ridge

Apartments

Project,

Series

2013A,

5.125%,

6/01/30

9/24

at

100.00

1,999,963

2,000

Wisconsin

Housing

and

Economic

Development

Authority

Multi

Family

Housing

Bonds,Western

Technical

College

Student

Housing

Project,

Series

2013B,

4.700%,

4/01/38

9/24

at

100.00

2,001,340

750

(d)

Wisconsin

Housing

and

Economic

Development

Authority,

Housing

Revenue

Bonds,

Series

2017A,

4.150%,

5/01/55

11/26

at

100.00

716,982

2,000

Wisconsin

Housing

and

Economic

Development

Authority,

Housing

Revenue

Bonds,

Series

2018A,

4.300%,

11/01/53,

(UB)

11/27

at

100.00

1,949,495

4,520

(d)

Wisconsin

Housing

and

Economic

Development

Authority,

Housing

Revenue

Bonds,

Series

2019A,

3.375%,

5/01/57

11/28

at

100.00

3,533,478

2,000

Wisconsin

Housing

and

Economic

Development

Authority,

Housing

Revenue

Bonds,

Series

2022A,

5.150%,

11/01/50

11/31

at

100.00

2,095,329

Nuveen

Wisconsin

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

August

31,

2024

(Unaudited)

48

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

HOUSING/MULTIFAMILY

(continued)

$

3,000

Wisconsin

Housing

and

Economic

Development

Authority,

Housing

Revenue

Bonds,

Series

2023D,

5.000%,

11/01/57

5/32

at

100.00

$

3,070,129

2,000

Wisconsin

Housing

and

Economic

Development

Authority,

Multifamily

Housing

Bonds,

100

E.

National

Project

Series

2024j,

5.000%,

8/01/58,

(Mandatory

Put

8/01/26)

8/26

at

100.00

2,074,235

2,500

(c)

Wisconsin

Housing

and

Economic

Development

Authority,

Multifamily

Housing

Bonds,

Meadow

Village

Project

Series

2020A,

5.000%,

7/01/37

7/28

at

102.00

2,344,247

TOTAL

HOUSING/MULTIFAMILY

19,785,198

INDUSTRIALS

-

0.9%

675

Milwaukee

Redevelopment

Authority,

Wisconsin,

HSI

Industrial

I

LLC

Project

Revenue

Bonds,

Series

2008,

5.125%,

6/01/29,

(AMT)

9/24

at

100.00

676,206

TOTAL

INDUSTRIALS

676,206

LONG-TERM

CARE

-

21.1%

500

Winnebago

County

Housing

Authority,

Illinois,

Revenue

Bonds,

Lutheran

Homes

of

Oshkosh,

Inc.

Project,

Refunding

Series

2015A,

4.450%,

3/01/30

9/24

at

100.00

446,023

150

Wisconsin

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

PHW

Muskego,

Inc.

Project,

Series

2021,

4.000%,

10/01/61

10/28

at

102.00

110,643

2,000

(d)

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Clement

Manor,

Inc.,

Series

2019,

5.000%,

8/01/49

8/26

at

103.00

1,883,217

2,000

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Dickson

Hollow

Project.

Series

2014,

5.375%,

10/01/44

9/24

at

101.00

1,981,732

500

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

PHM

/

New

Richmond

Senior

Housing,

Inc.,

Refunding

Series

2021,

3.250%,

7/01/37

7/26

at

101.00

378,905

2,000

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

PHW

Oconomowoc,

Inc.

Project,

Series

2018,

5.125%,

10/01/48

9/24

at

102.00

1,855,217

1,750

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Rogers

Memorial

Hospital,

Inc.,

Series

2014B,

5.000%,

7/01/44

9/24

at

100.00

1,733,317

2,475

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Rogers

Memorial

Hospital,

Inc.,

Series

2019A,

5.000%,

7/01/49

7/26

at

100.00

2,509,787

525

(d)

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Saint

John's

Communities

Inc.,

Refunding

Series

2021B,

4.000%,

9/15/45

9/27

at

103.00

470,399

650

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Saint

John's

Communities

Inc.,

Refunding

Series

2022.

Forward

Delivery,

4.000%,

9/15/45

9/27

at

103.00

582,399

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Three

Pillars

Senior

Living

Communities,

Series

2021A:

1,000

4.000%,

8/15/51

8/31

at

100.00

851,509

1,000

4.000%,

8/15/55

8/31

at

100.00

836,473

2,000

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Woodland

Hills

Senior

Housing

Project,

Series

2014,

5.000%,

12/01/44

9/24

at

101.00

1,821,750

TOTAL

LONG-TERM

CARE

15,461,371

TAX

OBLIGATION/LIMITED

-

24.8%

6,500

Ashwaubenon

Community

Development

Authority,

Wisconsin,

Lease

Revenue

Bonds,

Brown

County

Expo

Center

Project,

Series

2019,

0.000%,

6/01/49

6/29

at

47.10

2,170,221

Brookfield

Community

Development

and

Redevelopment

Authority,

Wisconsin,

Community

Development

Revenue

Bonds,

Series

2015A:

1,000

(d)

3.550%,

6/01/34

6/25

at

100.00

999,868

530

3.600%,

6/01/35

6/25

at

100.00

530,042

1,000

(d)

Kaukauna

Redevelopment

Authority,

Outagamie

and

Calumet

Counties,

Wisconsin,

Redevelopment

Lease

Revenue

Bonds,

Series

2015,

4.125%,

6/01/40

6/25

at

100.00

1,000,512

1,740

Matching

Fund

Special

Purpose

Securitization

Corporation,

Virgin

Islands,

Revenue

Bonds,

Series

2022A,

5.000%,

10/01/39

10/32

at

100.00

1,814,436

49

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

TAX

OBLIGATION/LIMITED

(continued)

Milwaukee

Redevelopment

Authority,

Wisconsin,

Lease

Revenue

Bonds,

Public

Schools,

Series

2016A:

$

800

5.000%,

11/15/30

11/26

at

100.00

$

837,631

500

5.000%,

11/15/31

11/26

at

100.00

523,410

550

5.000%,

11/15/32

11/26

at

100.00

575,512

Milwaukee

Redevelopment

Authority,

Wisconsin,

Lease

Revenue

Bonds,

Public

Schools,

Series

2017:

630

5.000%,

11/15/28

11/26

at

100.00

661,150

500

5.000%,

11/15/34

11/26

at

100.00

523,192

1,000

5.000%,

11/15/35

11/26

at

100.00

1,042,467

2,085

(d)

Southeast

Wisconsin

Professional

Baseball

Park

District,

Sales

Tax

Revenue

Refunding

Bonds,

Series

1998A,

5.500%,

12/15/26

-

NPFG

Insured

No

Opt.

Call

2,152,917

Virgin

Islands

Public

Finance

Authority,

Gross

Receipts

Taxes

Loan

Note,

Refunding

Series

2006:

120

(d)

5.000%,

10/01/25

-

NPFG

Insured

9/24

at

100.00

121,292

125

(d)

5.000%,

10/01/28

-

FGIC

Insured

9/24

at

100.00

126,357

Wisconsin

Center

District,

Appropiation

Revenue

Bonds,

Milwaukee

Arena

Project,

Series

2016:

390

5.000%,

12/15/27

6/26

at

100.00

405,229

1,000

5.000%,

12/15/30

6/26

at

100.00

1,037,808

500

5.000%,

12/15/31

6/26

at

100.00

518,816

Wisconsin

Center

District,

Dedicated

Tax

Revenue

Bonds,

Refunding

Junior

Series

1999:

675

5.250%,

12/15/27

No

Opt.

Call

702,332

Wisconsin

Center

District,

Dedicated

Tax

Revenue

Bonds,

Refunding

Senior

Series

2003A:

2,035

0.000%,

12/15/28

-

AGM

Insured

No

Opt.

Call

1,756,298

945

0.000%,

12/15/31

No

Opt.

Call

722,995

TOTAL

TAX

OBLIGATION/LIMITED

18,222,485

U.S.

GUARANTEED

-

0.3%

(e)

Wisconsin

Center

District,

Dedicated

Tax

Revenue

Bonds,

Refunding

Junior

Series

1999:

190

5.250%,

12/15/27,

(ETM)

No

Opt.

Call

197,598

10

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Monroe

Clinic

Inc.,

Refunding

Series

2016,

5.000%,

2/15/30,

(Pre-

refunded

8/15/25)

8/25

at

100.00

10,166

TOTAL

U.S.

GUARANTEED

207,764

UTILITIES

-

3.3%

100

(d)

Guam

Government

Waterworks

Authority,

Water

and

Wastewater

System

Revenue

Bonds,  Refunding

Series

2024A,

5.000%,

1/01/46

7/34

at

100.00

107,045

Puerto

Rico

Electric

Power

Authority,

Power

Revenue

Bonds,

Refunding

National

Series

2007VV:

130

5.250%,

7/01/26

-

NPFG

Insured

No

Opt.

Call

128,801

185

5.250%,

7/01/31

-

AGM

Insured

No

Opt.

Call

185,026

250

5.250%,

7/01/35

-

NPFG

Insured

No

Opt.

Call

246,232

575

Puerto

Rico

Electric

Power

Authority,

Power

Revenue

Bonds,

Refunding

Series

2005SS,

5.000%,

7/01/30

-

AGM

Insured

9/24

at

100.00

573,834

1,200

Virgin

Islands

Water

and

Power

Authority,

Electric

System

Revenue

Bonds,

Refunding

Series

2007A,

5.000%,

7/01/25

9/24

at

100.00

1,182,416

TOTAL

UTILITIES

2,423,354

TOTAL

MUNICIPAL

BONDS

(cost

$80,626,541)

76,480,953

Nuveen

Wisconsin

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

August

31,

2024

(Unaudited)

50

Investment

in

Derivatives

Total

Return

Swaps

–

OTC

Uncleared

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.

Shares

Description

(a)

Value

X

7,252,763

COMMON

STOCKS

-

9.9%  

X

7,252,763

UTILITIES

-

9.9%

2,890

(f),(g),(h)

Vistra

Vision

LLC

$

7,252,763

TOTAL

UTILITIES

7,252,763

TOTAL

COMMON

STOCKS

(cost

$2,869,332)

7,252,763

TOTAL

LONG-TERM

INVESTMENTS

(cost

$83,495,873)

83,733,716

FLOATING

RATE

OBLIGATIONS

-

(10.9)%  

(8,020,000)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(3.3)%

(2,370,135)

NET

ASSETS

-

100%

$

73,343,581

Fund

Unrealized

Pay/

Underlying

Pay/

Receive

Floating

Payment

Maturity

Notional

Appreciation

Coun

terparty

Receive

(i)

Reference

Units

Floating

Rate

Rate

Frequency

Date

Amount

(Depreciation)

(j)

Bank

of

America,

N.A.

Pay

MLNVUTES

Index

(k)

(3,309)

Receive

SOFR

minus

0.50%

Maturity

Date

2/9/26

$(336,525)

$(21,279)

Bank

of

America,

N.A.

Pay

MLNVUTES

Index

(k)

(3,698)

Receive

SOFR

minus

0.50%

Maturity

Date

2/9/26

(376,087)

(16,462)

Bank

of

America,

N.A.

Pay

MLNVUTES

Index

(k)

(3,309)

Receive

SOFR

minus

0.50%

Maturity

Date

2/9/26

(336,525)

(14,593)

Bank

of

America,

N.A.

Pay

MLNVUTES

Index

(k)

(3,309)

Receive

SOFR

minus

0.50%

Maturity

Date

2/9/26

(336,525)

(15,024)

Bank

of

America,

N.A.

Pay

MLNVUTES

Index

(k)

(3,309)

Receive

SOFR

minus

0.50%

Maturity

Date

2/9/26

(336,525)

(10,295)

Bank

of

America,

N.A.

Pay

MLNVUTES

Index

(k)

(3,309)

Receive

SOFR

minus

0.50%

Maturity

Date

2/9/26

(336,525)

(11,668)

Bank

of

America,

N.A.

Pay

MLNVUTES

Index

(k)

(3,309)

Receive

SOFR

minus

0.50%

Maturity

Date

2/9/26

(336,525)

(7,692)

Bank

of

America,

N.A.

Pay

MLNVUTES

Index

(k)

(3,309)

Receive

SOFR

minus

0.50%

Maturity

Date

2/9/26

(336,525)

(9,119)

Bank

of

America,

N.A.

Pay

MLNVUTES

Index

(k)

(3,309)

Receive

SOFR

minus

0.50%

Maturity

Date

2/9/26

(336,525)

(8,466)

Goldman

Sachs

International

Pay

GSCBVSTR

Index

(l)

(1,833)

Receive

SOFR

minus

0.50%

Maturity

Date

2/23/26

(171,582)

(4,166)

Goldman

Sachs

International

Pay

GSCBVSTR

Index

(l)

(2,262)

Receive

SOFR

minus

0.50%

Maturity

Date

2/23/26

(211,740)

(1,385)

Goldman

Sachs

International

Pay

GSCBVSTR

Index

(l)

(1,755)

Receive

SOFR

minus

0.50%

Maturity

Date

2/23/26

(164,281)

(408)

Goldman

Sachs

International

Pay

GSCBVSTR

Index

(l)

(3,315)

Receive

SOFR

minus

0.50%

Maturity

Date

2/23/26

(310,308)

2,237

Goldman

Sachs

International

Pay

GSCBVSTR

Index

(l)

(2,262)

Receive

SOFR

minus

0.50%

Maturity

Date

2/23/26

(211,740)

1,348

Goldman

Sachs

International

Pay

GSCBVSTR

Index

(l)

(3,900)

Receive

SOFR

minus

0.50%

Maturity

Date

2/23/26

(365,068)

202

Goldman

Sachs

International

Pay

GSCBVSTR

Index

(l)

(3,705)

Receive

SOFR

minus

0.50%

Maturity

Date

2/23/26

(346,815)

(3,194)

Goldman

Sachs

International

Pay

GSCBVSTR

Index

(l)

(3,978)

Receive

SOFR

minus

0.50%

Maturity

Date

2/23/26

(372,370)

(1,786)

Toronto-Dominion

Bank

Pay

TDCENRGY

Index

(m)

(2,868)

Receive

SOFR

minus

0.60%

Maturity

Date

3/9/26

(295,531)

193

Total

$

(5,517,722)

$

(121,557)

51

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

$

–

$

76,480,953

$

–

$

76,480,953

Common

Stocks

–

–

7,252,763

7,252,763

Investments

in

Derivatives:

Total

Return

Swaps

-

OTC

Uncleared*

–

(121,557)

–

(121,557)

Total

$

–

$

76,359,396

$

7,252,763

$

83,612,159

*

Represents

net

unrealized

appreciation

(depreciation).

(a)

All

percentages

shown

in

the

Portfolio

of

Investments

are

based

on

net

assets.

(b)

Optional

Call

Provisions:

Dates

(month

and

year)

and

prices

of

the

earliest

optional

call

or

redemption.

There

may

be

other

call

provisions

at

varying

prices

at

later

dates.

Certain

mortgage-backed

securities

may

be

subject

to

periodic

principal

paydowns.

(c)

Security

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

As

of

the

end

of

the

reporting

period,

the

aggregate

value

of

these

securities

is

$3,402,807

or

4.1%

of

Total

Investments.

(d)

Investment,

or

portion

of

investment,

has

been

pledged

to

collateralize

the

net

payment

obligations

for

investments

in

derivatives.

(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)

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3.

(g)

On

March

1,

2024,

Vistra

Corp.

(“Vistra”)

completed

its

acquisition

of

Energy

Harbor

Corp

(“ENGH”).  ENGH

was

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.  On

September

18,

2024,

Vistra

and

Nuveen

agreed

to

terms

for

the

sale

of

the

Vistra

Vision

interest.

In

exchange

for

its

membership

interest

in

Vistra

Vision,

Nuveen

will

receive

a

series

of

cash

payments

from

Vistra

over

a

two-year

period

from

September

18,

2024

through

December

31,

2026.

(h)

Non-income

producing;

issuer

has

not

declared

an

ex-dividend

date

within

the

past

twelve

months.

(i)

Unrealized

appreciation/depreciation

on

the

total

return

swap

contracts

is

equal

to

their

market

value.

(j)

Receive

represents

that

the

Fund

receives

payments

for

any

positive

net

return

on

the

underlying

reference.

The

Fund

makes

payments

for

any

negative

net

return

on

such

underlying

reference.

Pay

represents

that

the

Fund

receives

payments

for

any

negative

net

return

on

the

underlying

reference.

The

Fund

makes

payments

for

any

positive

net

return

on

such

underlying

reference.

(k)

The

following

table

represents

the

individual

positions

within

each

Bank

of

America,

N.A.

total

return

swaps:

Description

Shares

Value

%

of

Index

COMMON

STOCKS

AES

Corp/The

(3,094)

$(53,006)

15.8%

Atlantica

Sustainable

Infrastructure

PLC

(412)

(8,975)

2.7%

Brookfield

Renewable

Corp

(214)

(6,102)

1.8%

Clearway

Energy

Inc

(110)

(3,180)

0.9%

Constellation

Energy

Corp

(466)

(91,660)

27.2%

NextEra

Energy

Inc

(192)

(15,418)

4.6%

Northland

Power

Inc

(357)

(7,374)

2.2%

Public

Service

Enterprise

Group

Inc

(668)

(53,929)

16.0%

Vistra

Corp

(1,134)

(96,881)

28.8%

Total

$(336,525)

100%

Description

Shares

Value

%

of

Index

COMMON

STOCKS

Nuveen

Wisconsin

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

August

31,

2024

(Unaudited)

52

AES

Corp/The

(3,458)

$(59,237)

15.8%

Atlantica

Sustainable

Infrastructure

PLC

(460)

(10,030)

2.7%

Brookfield

Renewable

Corp

(239)

(6,820)

1.8%

Clearway

Energy

Inc

(123)

(3,553)

0.9%

Constellation

Energy

Corp

(521)

(102,435)

27.2%

NextEra

Energy

Inc

(214)

(17,231)

4.6%

Northland

Power

Inc

(399)

(8,241)

2.2%

Public

Service

Enterprise

Group

Inc

(746)

(60,269)

16.0%

Vistra

Corp

(1,267)

(108,270)

28.8%

Total

$(376,087)

100%

Description

Shares

Value

%

of

Index

COMMON

STOCKS

AES

Corp/The

(3,094)

$(53,006)

15.8%

Atlantica

Sustainable

Infrastructure

PLC

(412)

(8,975)

2.7%

Brookfield

Renewable

Corp

(214)

(6,102)

1.8%

Clearway

Energy

Inc

(110)

(3,180)

0.9%

Constellation

Energy

Corp

(466)

(91,660)

27.2%

NextEra

Energy

Inc

(192)

(15,418)

4.6%

Northland

Power

Inc

(357)

(7,374)

2.2%

Public

Service

Enterprise

Group

Inc

(668)

(53,929)

16.0%

Vistra

Corp

(1,134)

(96,881)

28.8%

Total

$(336,525)

100%

Description

Shares

Value

%

of

Index

COMMON

STOCKS

AES

Corp/The

(3,094)

$(53,006)

15.8%

Atlantica

Sustainable

Infrastructure

PLC

(412)

(8,975)

2.7%

Brookfield

Renewable

Corp

(214)

(6,102)

1.8%

Clearway

Energy

Inc

(110)

(3,180)

0.9%

Constellation

Energy

Corp

(466)

(91,660)

27.2%

NextEra

Energy

Inc

(192)

(15,418)

4.6%

Northland

Power

Inc

(357)

(7,374)

2.2%

Public

Service

Enterprise

Group

Inc

(668)

(53,929)

16.0%

Vistra

Corp

(1,134)

(96,881)

28.8%

Total

$(336,525)

100%

Description

Shares

Value

%

of

Index

COMMON

STOCKS

AES

Corp/The

(3,094)

$(53,006)

15.8%

Atlantica

Sustainable

Infrastructure

PLC

(412)

(8,975)

2.7%

Brookfield

Renewable

Corp

(214)

(6,102)

1.8%

Clearway

Energy

Inc

(110)

(3,180)

0.9%

Constellation

Energy

Corp

(466)

(91,660)

27.2%

NextEra

Energy

Inc

(192)

(15,418)

4.6%

Northland

Power

Inc

(357)

(7,374)

2.2%

Public

Service

Enterprise

Group

Inc

(668)

(53,929)

16.0%

Vistra

Corp

(1,134)

(96,881)

28.8%

Total

$(336,525)

100%

Description

Shares

Value

%

of

Index

COMMON

STOCKS

AES

Corp/The

(3,094)

$(53,006)

15.8%

Atlantica

Sustainable

Infrastructure

PLC

(412)

(8,975)

2.7%

Brookfield

Renewable

Corp

(214)

(6,102)

1.8%

Clearway

Energy

Inc

(110)

(3,180)

0.9%

Constellation

Energy

Corp

(466)

(91,660)

27.2%

NextEra

Energy

Inc

(192)

(15,418)

4.6%

Northland

Power

Inc

(357)

(7,374)

2.2%

Public

Service

Enterprise

Group

Inc

(668)

(53,929)

16.0%

Vistra

Corp

(1,134)

(96,881)

28.8%

Total

$(336,525)

100%

Description

Shares

Value

%

of

Index

COMMON

STOCKS

AES

Corp/The

(3,094)

$(53,006)

15.8%

Atlantica

Sustainable

Infrastructure

PLC

(412)

(8,975)

2.7%

Brookfield

Renewable

Corp

(214)

(6,102)

1.8%

53

Clearway

Energy

Inc

(110)

(3,180)

0.9%

Constellation

Energy

Corp

(466)

(91,660)

27.2%

NextEra

Energy

Inc

(192)

(15,418)

4.6%

Northland

Power

Inc

(357)

(7,374)

2.2%

Public

Service

Enterprise

Group

Inc

(668)

(53,929)

16.0%

Vistra

Corp

(1,134)

(96,881)

28.8%

Total

$(336,525)

100%

Description

Shares

Value

%

of

Index

COMMON

STOCKS

AES

Corp/The

(3,094)

$(53,006)

15.8%

Atlantica

Sustainable

Infrastructure

PLC

(412)

(8,975)

2.7%

Brookfield

Renewable

Corp

(214)

(6,102)

1.8%

Clearway

Energy

Inc

(110)

(3,180)

0.9%

Constellation

Energy

Corp

(466)

(91,660)

27.2%

NextEra

Energy

Inc

(192)

(15,418)

4.6%

Northland

Power

Inc

(357)

(7,374)

2.2%

Public

Service

Enterprise

Group

Inc

(668)

(53,929)

16.0%

Vistra

Corp

(1,134)

(96,881)

28.8%

Total

$(336,525)

100%

Description

Shares

Value

%

of

Index

COMMON

STOCKS

AES

Corp/The

(3,094)

$(53,006)

15.8%

Atlantica

Sustainable

Infrastructure

PLC

(412)

(8,975)

2.7%

Brookfield

Renewable

Corp

(214)

(6,102)

1.8%

Clearway

Energy

Inc

(110)

(3,180)

0.9%

Constellation

Energy

Corp

(466)

(91,660)

27.2%

NextEra

Energy

Inc

(192)

(15,418)

4.6%

Northland

Power

Inc

(357)

(7,374)

2.2%

Public

Service

Enterprise

Group

Inc

(668)

(53,929)

16.0%

Vistra

Corp

(1,134)

(96,881)

28.8%

Total

$(336,525)

100%

(l)

The

following

table

represents

the

individual

positions

within

each

Goldman

Sachs

International

total

return

swaps:

Description

Shares

Value

%

of

Index

COMMON

STOCKS

AES

Corp/The

(1,583)

$(27,121)

15.8%

Atlantica

Sustainable

Infrastructure

PLC

(223)

(4,857)

2.8%

Brookfield

Renewable

Corp

(116)

(3,302)

1.9%

Clearway

Energy

Inc

(29)

(837)

0.5%

Constellation

Energy

Corp

(235)

(46,274)

27.0%

Innergex

Renewable

Energy

Inc

(96)

(876)

0.5%

NextEra

Energy

Inc

(100)

(8,029)

4.7%

Northland

Power

Inc

(200)

(4,119)

2.4%

Public

Service

Enterprise

Group

Inc

(349)

(28,181)

16.4%

Vistra

Corp

(562)

(47,986)

28.0%

Total

$(171,582)

100%

Description

Shares

Value

%

of

Index

COMMON

STOCKS

AES

Corp/The

(1,954)

$(33,468)

15.8%

Atlantica

Sustainable

Infrastructure

PLC

(350)

(5,994)

2.8%

Brookfield

Renewable

Corp

(238)

(4,075)

1.9%

Clearway

Energy

Inc

(60)

(1,033)

0.5%

Constellation

Energy

Corp

(3,334)

(57,104)

27.0%

Innergex

Renewable

Energy

Inc

(63)

(1,081)

0.5%

NextEra

Energy

Inc

(578)

(9,908)

4.7%

Northland

Power

Inc

(297)

(5,084)

2.4%

Public

Service

Enterprise

Group

Inc

(2,030)

(34,776)

16.4%

Vistra

Corp

(3,457)

(59,216)

28.0%

Total

$(211,740)

100%

Description

Shares

Value

%

of

Index

COMMON

STOCKS

AES

Corp/The

(1,516)

$(25,967)

15.8%

Atlantica

Sustainable

Infrastructure

PLC

(271)

(4,651)

2.8%

Brookfield

Renewable

Corp

(185)

(3,162)

1.9%

Nuveen

Wisconsin

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

August

31,

2024

(Unaudited)

54

Clearway

Energy

Inc

(47)

(802)

0.5%

Constellation

Energy

Corp

(2,586)

(44,305)

27.0%

Innergex

Renewable

Energy

Inc

(49)

(839)

0.5%

NextEra

Energy

Inc

(449)

(7,687)

4.7%

Northland

Power

Inc

(230)

(3,944)

2.4%

Public

Service

Enterprise

Group

Inc

(1,575)

(26,982)

16.4%

Vistra

Corp

(2,682)

(45,944)

28.0%

Total

$(164,281)

100%

Description

Shares

Value

%

of

Index

COMMON

STOCKS

AES

Corp/The

(2,863)

$(49,048)

15.8%

Atlantica

Sustainable

Infrastructure

PLC

(513)

(8,784)

2.8%

Brookfield

Renewable

Corp

(349)

(5,972)

1.9%

Clearway

Energy

Inc

(88)

(1,514)

0.5%

Constellation

Energy

Corp

(4,885)

(83,688)

27.0%

Innergex

Renewable

Energy

Inc

(92)

(1,584)

0.5%

NextEra

Energy

Inc

(848)

(14,520)

4.7%

Northland

Power

Inc

(435)

(7,450)

2.4%

Public

Service

Enterprise

Group

Inc

(2,975)

(50,966)

16.4%

Vistra

Corp

(5,066)

(86,782)

28.0%

Total

$(310,308)

100%

Description

Shares

Value

%

of

Index

COMMON

STOCKS

AES

Corp/The

(1,954)

$(33,468)

15.8%

Atlantica

Sustainable

Infrastructure

PLC

(350)

(5,994)

2.8%

Brookfield

Renewable

Corp

(238)

(4,075)

1.9%

Clearway

Energy

Inc

(60)

(1,033)

0.5%

Constellation

Energy

Corp

(3,334)

(57,104)

27.0%

Innergex

Renewable

Energy

Inc

(63)

(1,081)

0.5%

NextEra

Energy

Inc

(578)

(9,908)

4.7%

Northland

Power

Inc

(297)

(5,084)

2.4%

Public

Service

Enterprise

Group

Inc

(2,030)

(34,776)

16.4%

Vistra

Corp

(3,457)

(59,216)

28.0%

Total

$(211,740)

100%

Description

Shares

Value

%

of

Index

COMMON

STOCKS

AES

Corp/The

(3,369)

$(57,704)

15.8%

Atlantica

Sustainable

Infrastructure

PLC

(603)

(10,335)

2.8%

Brookfield

Renewable

Corp

(410)

(7,026)

1.9%

Clearway

Energy

Inc

(104)

(1,781)

0.5%

Constellation

Energy

Corp

(5,748)

(98,456)

27.0%

Innergex

Renewable

Energy

Inc

(109)

(1,864)

0.5%

NextEra

Energy

Inc

(997)

(17,082)

4.7%

Northland

Power

Inc

(512)

(8,765)

2.4%

Public

Service

Enterprise

Group

Inc

(3,500)

(59,959)

16.4%

Vistra

Corp

(5,960)

(102,097)

28.0%

Total

$(365,068)

100%

Description

Shares

Value

%

of

Index

COMMON

STOCKS

AES

Corp/The

(3,200)

$(54,818)

15.8%

Atlantica

Sustainable

Infrastructure

PLC

(573)

(9,818)

2.8%

Brookfield

Renewable

Corp

(390)

(6,675)

1.9%

Clearway

Energy

Inc

(99)

(1,692)

0.5%

Constellation

Energy

Corp

(5,460)

(93,533)

27.0%

Innergex

Renewable

Energy

Inc

(103)

(1,770)

0.5%

NextEra

Energy

Inc

(947)

(16,228)

4.7%

Northland

Power

Inc

(486)

(8,326)

2.4%

Public

Service

Enterprise

Group

Inc

(3,325)

(56,961)

16.4%

Vistra

Corp

(5,662)

(96,992)

28.0%

Total

$(346,815)

100%

Description

Shares

Value

%

of

Index

COMMON

STOCKS

AES

Corp/The

(3,436)

$(58,858)

15.8%

55

Atlantica

Sustainable

Infrastructure

PLC

(615)

(10,541)

2.8%

Brookfield

Renewable

Corp

(418)

(7,166)

1.9%

Clearway

Energy

Inc

(106)

(1,817)

0.5%

Constellation

Energy

Corp

(5,863)

(100,425)

27.0%

Innergex

Renewable

Energy

Inc

(111)

(1,901)

0.5%

NextEra

Energy

Inc

(1,017)

(17,424)

4.7%

Northland

Power

Inc

(522)

(8,940)

2.4%

Public

Service

Enterprise

Group

Inc

(3,570)

(61,159)

16.4%

Vistra

Corp

(6,079)

(104,139)

28.0%

Total

$(372,370)

100%

(m)

The

following

table

represents

the

individual

positions

within

each

Toronto-Dominion

Bank

total

return

swaps:

Description

Shares

Value

%

of

Index

COMMON

STOCKS

AES

Corp/The

(2,897)

$(49,623)

16.8%

Brookfield

Renewable

Corp

(208)

(5,914)

2.0%

Clearway

Energy

Inc

(51)

(1,481)

0.5%

Constellation

Energy

Corp

(416)

(81,838)

27.7%

Innergex

Renewable

Energy

Inc

(179)

(1,628)

0.6%

NextEra

Energy

Inc

(177)

(14,277)

4.8%

Northland

Power

Inc

(388)

(8,012)

2.7%

Public

Service

Enterprise

Group

Inc

(631)

(50,923)

17.2%

Vistra

Corp

(958)

(81,835)

27.7%

Total

$(295,531)

100%

AMT

Alternative

Minimum

Tax

ETM

Escrowed

to

maturity

UB

Underlying

bond

of

an

inverse

floating

rate

trust

reflected

as

a

financing

transaction.

Inverse

floating

rate

trust

is

a

Recourse

Trust

unless

otherwise

noted.