Nuveen Multistate Trust Ii NPORT-P Nuveen California High Yield Municipal Bond Fund (May 2024 report)

1

Nuveen

California

High

Yield

Municipal

Bond

Fund

Portfolio

of

Investments

May

31,

2024

(Unaudited)

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

LONG-TERM

INVESTMENTS

-

119.3%   

X

1,280,626,412

MUNICIPAL

BONDS

-

119.3%  

X

1,280,626,412

Consumer

Staples

-

2.9%

$

27,000

California

County

Tobacco

Securitization

Agency,

Tobacco

Settlement

Asset-Backed

Bonds,

Alameda

County

Tobacco

Asset

Securitization

Corporation,

Subordinate

Series

2006A,

0.000%,

6/01/50

6/24

at

20.50

$

5,522,523

1,155

California

County

Tobacco

Securitization

Agency,

Tobacco

Settlement

Asset-Backed

Bonds,

Golden

Gate

Tobacco

Funding

Corporation,

Turbo,

Series

2007A,

5.000%,

6/01/47

6/24

at

100.00

1,087,326

20,000

California

County

Tobacco

Securitization

Agency,

Tobacco

Settlement

Asset-Backed

Bonds,

Stanislaus

County

Tobacco

Funding

Corporation,

Series

2006A,

0.000%,

6/01/46

6/24

at

28.80

5,232,660

12,500

Golden

State

Tobacco

Securitization

Corporation,

California,

Tobacco

Settlement

Asset-Backed

Bonds,

Taxable

Senior

Series

2021A-1,

4.214%,

6/01/50

12/31

at

100.00

9,180,630

3,460

Guam

Economic

Development

&

Commerce

Authority,

Tobacco

Settlement

Asset-Backed

Bonds,

Series

2007A,

5.625%,

6/01/47

6/24

at

100.00

3,345,490

17,600

Inland

Empire

Tobacco

Securitization

Authority,

California,

Tobacco

Settlement

Asset-Backed

Bonds,

Series

2007C-2.

Turbo

Capital

Appreciation,

0.000%,

6/01/47

6/24

at

21.79

3,672,858

7,500

Silicon

Valley

Tobacco

Securitization

Authority,

California,

Tobacco

Settlement

Asset-Backed

Bonds,

Santa

Clara

County

Tobacco

Securitization

Corporation,

Series

2007A,

0.000%,

6/01/47

7/24

at

27.58

1,943,435

5,000

Tobacco

Securitization

Authority

of

Southern

California,

Tobacco

Settlement

Asset-Backed

Bonds,

San

Diego

County

Tobacco

Asset

Securitization

Corporation,

First

Subordinate

CABs,

Series

2006B,

0.000%,

6/01/46

6/24

at

25.89

1,019,917

Total

Consumer

Staples

31,004,839

Education

and

Civic

Organizations

-

18.5%

2,000

(c)

California

Enterprise

Development

Authority,

Charter

School

Revenue

Bonds,

Norton

Science

&

Language

Academy

Project,

Series

2021,

4.000%,

7/01/61

7/27

at

100.00

1,512,226

4,175

(c)

California

Enterprise

Development

Authority,

Charter

School

Revenue

Bonds,

Norton

Science

and

Language

Academy

Project,

Series

2020,

6.250%,

7/01/58

7/27

at

102.00

4,319,330

4,250

(d)

California

Infrastructure

and

Economic

Development

Bank,

Revenue

Bonds,

Los

Angeles

County

Museum

of

Natural

History

Foundation,

Series

2020,

4.000%,

7/01/50,

(UB)

7/30

at

100.00

4,115,007

California

Municipal

Finance

Authority

Charter

School

Revenue

Bonds,

John

Adams

Academies,

Inc.

Project,

Series

2015A:

900

5.000%,

10/01/35

7/24

at

101.00

900,784

1,335

5.250%,

10/01/45

7/24

at

101.00

1,328,117

4,115

(c)

California

Municipal

Finance

Authority

Charter

School

Revenue

Bonds,

John

Adams

Academies,

Inc.

Project,

Series

2017A,

5.000%,

10/01/47

7/24

at

101.00

3,924,046

California

Municipal

Finance

Authority

Charter

School

Revenue

Bonds,

River

Charter

Schools

Project,

Series

2018A:

2,000

(c)

5.500%,

6/01/48

6/26

at

100.00

2,002,605

250

(c)

5.500%,

6/01/53

6/26

at

100.00

248,205

California

Municipal

Finance

Authority,  Revenue

Bonds,

Creative

Center

of

Los

Altos

Project

Pinewood

&

Oakwood

Schools,

Series

2016B:

500

(c)

4.000%,

11/01/36

11/26

at

100.00

447,306

2,200

(c)

4.500%,

11/01/46

11/26

at

100.00

1,883,070

1,150

(c)

California

Municipal

Finance

Authority,

Charter

School

Lease

Revenue

Bonds,

Bella

Mente

Montessori

Academy

Project,

Series

2018A,

5.000%,

6/01/48

6/28

at

100.00

1,117,136

California

Municipal

Finance

Authority,

Charter

School

Lease

Revenue

Bonds,

Santa

Rosa

Academy

Project,

Series

2015:

400

(c)

5.125%,

7/01/35

7/25

at

100.00

403,047

425

(c)

5.375%,

7/01/45

7/25

at

100.00

426,634

Nuveen

California

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

May

31,

2024

(Unaudited)

2

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Education

and

Civic

Organizations

(continued)

$

410

(c)

California

Municipal

Finance

Authority,

Charter

School

Revenue

Bonds,

John

Adams

Academies,

Inc.

-

Lincoln

Project,

Series

2019A,

4.000%,

10/01/29

10/27

at

100.00

$

397,906

California

Municipal

Finance

Authority,

Charter

School

Revenue

Bonds,

John

Adams

Academies,

Inc.

-

Lincoln

Project,

Taxable

Series

2019B:

90

(c)

5.000%,

10/01/39

10/27

at

100.00

89,422

1,515

(c)

5.000%,

10/01/49

10/27

at

100.00

1,429,775

1,000

(c)

5.000%,

10/01/57

10/27

at

100.00

916,809

California

Municipal

Finance

Authority,

Charter

School

Revenue

Bonds,

John

Adams

Academies,

Inc.

Project,

Series

2014A:

1,400

5.000%,

10/01/34

7/24

at

101.00

1,401,766

465

5.000%,

10/01/44

7/24

at

101.00

449,981

3,695

(c)

California

Municipal

Finance

Authority,

Charter

School

Revenue

Bonds,

Palmdale

Aerospace

Academy

Project,

Series

2016A,

5.000%,

7/01/41

7/26

at

100.00

3,697,013

California

Municipal

Finance

Authority,

Charter

School

Revenue

Bonds,

Palmdale

Aerospace

Academy

Project,

Series

2018A:

1,000

(c)

5.000%,

7/01/38

7/28

at

100.00

1,006,443

1,800

(c)

5.000%,

7/01/49

7/28

at

100.00

1,752,259

California

Municipal

Finance

Authority,

Charter

School

Revenue

Bonds,

Urban

Discovery

Academy

Project,

Series

2014A:

715

(c)

5.500%,

8/01/34

8/24

at

100.00

715,453

1,650

(c)

6.000%,

8/01/44

8/24

at

100.00

1,651,830

1,715

California

Municipal

Finance

Authority,

Education

Revenue

Bonds,  American

Heritage

Foundation

Project,

Series

2016A,

5.000%,

6/01/46

6/26

at

100.00

1,678,023

1,145

California

Municipal

Finance

Authority,

Education

Revenue

Bonds,

Literacy

First

Charter

Schools

Project,

Series

2019A,

5.000%,

12/01/39

12/29

at

100.00

1,162,907

2,260

(c)

California

Municipal

Finance

Authority,

Education

Revenue

Bonds,

STREAM

Charter

Schools

Project,

Series

2020A,

5.000%,

6/15/51

6/30

at

100.00

2,046,028

1,000

(c)

California

Municipal

Finance

Authority,

Educational

Facilities

Revenue

Bonds,

Westside

Neighborhood

School

Project,

Series

2024,

6.375%,

6/15/64

6/31

at

102.00

1,046,184

6,465

California

Municipal

Finance

Authority,

Revenue

Bonds,

American

Musical

and

Dramatic

Academy

Inc.,

Series

2023A,

7.250%,

7/01/53

7/33

at

100.00

6,698,986

California

Municipal

Finance

Authority,

Revenue

Bonds,

California

Baptist

University,

Series

2016A:

1,500

(c)

5.000%,

11/01/36

11/26

at

100.00

1,519,975

1,555

(c)

5.000%,

11/01/46

11/26

at

100.00

1,516,056

California

Municipal

Finance

Authority,

Revenue

Bonds,

Claremont

Graduate

University,

Refunding

Series

2020B:

1,000

(c)

5.000%,

10/01/49

10/30

at

100.00

950,353

1,000

(c)

5.000%,

10/01/54

10/30

at

100.00

937,741

270

(c)

California

Municipal

Finance

Authority,

Revenue

Bonds,

Goodwill

Industries

of

Sacramento

Valley

&

Northern

Nevada

Project,

Series

2012A,

6.625%,

1/01/32

7/24

at

100.00

263,719

3,700

California

Municipal

Finance

Authority,

Revenue

Bonds,

Goodwill

Industries

of

Sacramento

Valley

&

Northern

Nevada

Project,

Series

2014A,

5.250%,

1/01/45

1/25

at

100.00

2,875,013

1,000

California

Municipal

Finance

Authority,

Revenue

Bonds,

Linxs

APM

Project,

Senior

Lien

Series

2018A,

4.000%,

12/31/47,

(AMT)

6/28

at

100.00

878,106

7,000

(c)

California

Municipal

Finance

Authority,

Revenue

Bonds,

Simpson

University,

Series

2020A,

6.000%,

10/01/50

10/27

at

103.00

7,087,369

1,000

California

Municipal

Finance

Authority,

Revenue

Bonds,

The

Master's

University

&

Seminary,

Series

2019,

5.000%,

8/01/34

8/29

at

100.00

1,022,765

California

Municipal

Finance

Authority,

School

Facility

Revenue

Bonds,

Saint

Mary's

School-Aliso

Viejo,

Series

2024A:

350

(c)

5.500%,

5/01/44

5/31

at

100.00

353,989

435

(c)

5.750%,

5/01/54

5/31

at

100.00

441,158

2,000

(c)

California

Public

Finance

Authority,

Charter

School

Lease

Revenue

Bonds,

California

Crosspoint

Academy

Project,

Series

2020A,

5.125%,

7/01/55

7/28

at

100.00

1,693,065

700

California

Public

Finance

Authority,

Charter

School

Lease

Revenue

Bonds,

Multicultural

Learning

Center

Project,

Series

2017A,

6.250%,

6/15/47

6/27

at

100.00

708,241

3

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Education

and

Civic

Organizations

(continued)

$

4,500

(c)

California

Public

Finance

Authority,

Educational

Facility

Revenue

Bonds,

Crossroads

Christian

Schools,

Series

2020,

5.000%,

1/01/56

1/26

at

100.00

$

3,854,490

1,075

(c)

California

School

Finance

Authority

Charter

School

Facility

Revenue

Bonds,

Grimmway

Schools-Obligated

Group,

Series

2016A,

5.000%,

7/01/46

7/26

at

100.00

1,075,376

California

School

Finance

Authority

Charter

School

Revenue

Bonds,

Bright

Star

Schools

-

Obligated

Group,

Series

2017:

755

(c)

5.000%,

6/01/37

6/27

at

100.00

759,999

2,000

(c)

5.000%,

6/01/47

6/27

at

100.00

1,947,167

2,090

(c)

5.000%,

6/01/54

6/27

at

100.00

1,997,052

1,000

(c)

California

School

Finance

Authority

Charter

School

Revenue

Bonds,

Ednovate

Obligated

Group,

Series

2018,

5.000%,

6/01/48

6/27

at

100.00

916,396

960

(c)

California

School

Finance

Authority

Charter

School

Revenue

Bonds,

Fenton

Schools

-

Obligated

Group,

Series

2020A,

5.000%,

7/01/40

7/27

at

100.00

944,344

California

School

Finance

Authority

Charter

School

Revenue

Bonds,

John

Adams

Academy

Obligated

Group,

Series

2022A:

3,175

(c)

5.000%,

7/01/52

7/30

at

102.00

2,974,567

8,125

(c)

5.125%,

7/01/62

7/30

at

102.00

7,591,959

305

(c)

California

School

Finance

Authority

School

Facility

Revenue

Bonds,

Green

Dot

Public

Schools

California

Projects,

Series

2018A,

5.000%,

8/01/48

8/28

at

100.00

303,762

1,000

(c)

California

School

Finance

Authority,

California,

Charter

School

Revenue

Bonds,

Alta

Public

Schools

-

Obligated

Group,

Series

2020A,

6.000%,

6/01/59

6/28

at

102.00

970,157

California

School

Finance

Authority,

California,

Charter

School

Revenue

Bonds,

Aspire

Public

Schools,

Refunding

Series

2015A:

585

(c)

5.000%,

8/01/35

8/25

at

100.00

590,366

1,040

(c)

5.000%,

8/01/40

8/25

at

100.00

1,044,996

California

School

Finance

Authority,

California,

Charter

School

Revenue

Bonds,

Aspire

Public

Schools,

Refunding

Series

2016:

1,600

(c)

5.000%,

8/01/41

8/25

at

100.00

1,605,819

460

(c)

5.000%,

8/01/46

8/25

at

100.00

460,662

1,100

(c)

California

School

Finance

Authority,

California,

Charter

School

Revenue

Bonds,

Encore

Education

Obligated

Group,

Series

2016A,

5.000%,

6/01/52

6/26

at

100.00

863,851

California

School

Finance

Authority,

California,

Charter

School

Revenue

Bonds,

Girls

Athletic

Leadership

School

Los

Angeles

Project,

Series

2021A:

1,000

(c)

4.000%,

6/01/41

6/31

at

100.00

816,504

500

(c)

4.000%,

6/01/61

6/31

at

100.00

349,810

2,300

(c)

California

School

Finance

Authority,

California,

Charter

School

Revenue

Bonds,

Lighthouse

Community

Public

Schools

Obligated

Group,

Series

2022A,

6.500%,

6/01/62

6/29

at

100.00

2,376,980

1,300

California

School

Finance

Authority,

California,

Charter

School

Revenue

Bonds,

TEACH

Public

Schools

Obligated

Group,

Series

2016A,

5.875%,

6/01/52

6/26

at

100.00

1,311,279

1,600

(c)

California

School

Finance

Authority,

California,

Charter

School

Revenue

Bonds,

TEACH

Public

Schools

Obligated

Group,

Series

2019A,

5.000%,

6/01/58

6/26

at

100.00

1,484,471

California

School

Finance

Authority,

Charter

School

Lease

Revenue

Bonds,

Pathways

to

College

Project,

Series

2023A:

2,075

(c)

7.250%,

6/15/43

6/31

at

102.00

2,127,343

6,740

(c)

7.375%,

6/15/53

6/31

at

102.00

6,909,126

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Arts

in

Action

Charter

Schools

-

Obligated

Group,

Series

2020A:

2,510

(c)

5.000%,

6/01/40

6/27

at

100.00

1,994,506

5,550

(c)

5.000%,

6/01/50

6/27

at

100.00

4,082,707

8,200

(c)

5.000%,

6/01/59

6/27

at

100.00

5,764,892

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Aspire

Public

School

-

Obligated

Group,Issue

No.6,

Series

2020A:

1,000

(c)

5.000%,

8/01/42

8/28

at

100.00

1,010,559

5,315

(c)

5.000%,

8/01/61

8/28

at

100.00

5,217,207

5,045

(c)

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

CIty

Charter

School

Obligated

Group,

Series

2016A,

5.000%,

6/01/42

6/26

at

100.00

4,831,331

Nuveen

California

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

May

31,

2024

(Unaudited)

4

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Education

and

Civic

Organizations

(continued)

$

805

(c)

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Classical

Academies

Project,

Series

2017A,

5.000%,

10/01/44

10/27

at

100.00

$

803,738

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Community

High

School

Foundation

Inc,

Series

2017:

235

(c)

5.000%,

6/01/37

6/27

at

100.00

234,999

235

(c)

5.000%,

6/01/47

6/27

at

100.00

221,525

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Downtown

College

Prep

-

Obligated

Group,

Series

2016:

1,500

(c)

4.750%,

6/01/36

6/26

at

100.00

1,483,788

1,180

(c)

5.000%,

6/01/46

6/26

at

100.00

1,128,439

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Ivy

Academia,

Series

2021A:

1,150

(c)

4.000%,

6/01/41

6/28

at

103.00

921,760

1,500

(c)

4.000%,

6/01/51

6/28

at

103.00

1,095,013

1,000

(c)

4.000%,

6/01/61

6/28

at

103.00

689,739

675

(c)

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Kepler

Neighborhood

School,

Series

2017A,

5.750%,

5/01/37

5/27

at

100.00

680,887

1,135

(c)

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Larchmont

Charter

School

Project

,

Series

2018A,

5.000%,

6/01/55

6/27

at

100.00

1,126,154

2,475

(c)

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Lifeline

Education

Charter

School

Project,

Series

2020A,

5.000%,

7/01/55

7/28

at

100.00

2,376,923

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Orange

County

Educational

Arts

Academy

Project,

Series

2023A:

560

(c)

5.625%,

6/01/43

6/30

at

100.00

566,807

700

(c)

5.875%,

6/01/53

6/30

at

100.00

708,445

425

(c)

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Partnerships

to

Uplift

Communities

Project,

Refunding

Social

Series

2023,

5.500%,

8/01/47

8/33

at

100.00

433,856

2,500

(c)

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Rocketship

Education

Obligated

Group,

Series

2016A,

5.000%,

6/01/46

6/25

at

100.00

2,431,735

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Rocketship

Education

Obligated

Group,

Series

2017A:

950

(c)

5.125%,

6/01/47

6/26

at

100.00

936,743

1,000

(c)

5.250%,

6/01/52

6/26

at

100.00

991,301

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Rocketship

Public

Schools

Obligated

Group,

Series

2017G:

990

(c)

5.000%,

6/01/37

6/27

at

100.00

995,659

925

(c)

5.000%,

6/01/53

6/27

at

100.00

880,187

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Russell

Westbrook

Why

Not

Academy

Obligated

Group,

Series

2021A:

605

(c)

4.000%,

6/01/31

6/27

at

100.00

563,554

3,000

(c)

4.000%,

6/01/51

6/27

at

100.00

2,231,702

3,000

(c)

4.000%,

6/01/61

6/27

at

100.00

2,112,240

400

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Santa

Clarita

Valley

International

School

Project,

Series

2021A,

4.000%,

6/01/41

6/31

at

100.00

326,602

3,000

(c)

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Scholarship

Prep

Public

Schools

Obligated

Group,

Series

2020A,

5.000%,

6/01/60

6/28

at

100.00

2,606,767

575

(c)

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Scholarship

Prep

Public

Schools

Obligated

Group,

Series

2020B,

5.000%,

6/01/27

No

Opt.

Call

548,417

1,435

(c)

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Scholarship

Prep

Public

Schools

Obligated

Group,

Series

2023A,

6.000%,

6/01/63

6/31

at

100.00

1,440,676

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Social

Bonds

iLead

Lancaster

Project,

Series

2021A:

440

(c)

5.000%,

6/01/41

6/29

at

100.00

421,528

1,200

(c)

5.000%,

6/01/51

6/29

at

100.00

1,101,934

1,320

(c)

5.000%,

6/01/61

6/29

at

100.00

1,180,011

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Valley

International

Preparatory

High

School

Project,

Series

2022A:

1,000

(c)

5.125%,

3/01/52

3/31

at

100.00

747,419

1,000

(c)

5.250%,

3/01/62

3/31

at

100.00

732,905

5

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Education

and

Civic

Organizations

(continued)

$

750

(c)

California

School

Finance

Authority,

Educational

Facilities

Revenue

Bonds,

New

Designs

Charter

School

Adams

Campus

Project,

Series

2019A,

5.000%,

6/01/40

6/27

at

100.00

$

758,301

California

School

Finance

Authority,

Educational

Facilities

Revenue

Bonds,

New

Designs

Charter

School

Adams

Campus

Project,

Series

2024A:

650

(c)

5.000%,

6/01/54

,

(WI/DD)

6/31

at

100.00

648,991

1,700

(c)

5.000%,

6/01/64

,

(WI/DD)

6/31

at

100.00

1,668,257

California

School

Finance

Authority,

Educational

Facility

Revenue

Bonds,

River

Springs

Charter

School

Project,

Series

2017A:

1,725

(c)

5.000%,

7/01/47

7/27

at

100.00

1,660,927

1,340

(c)

5.000%,

7/01/52

7/27

at

100.00

1,268,466

1,230

(c)

California

School

Finance

Authority,

Educational

Facility

Revenue

Bonds,

River

Springs

Charter

School

Project,

Series

2023A,

5.750%,

7/01/42

7/31

at

100.00

1,273,253

California

School

finance

Authority,

School

Facility

Revenue

Bonds,  ICEF

-

View

Park

Elementary

and

Middle

Schools,

Series

2014A:

575

5.625%,

10/01/34

10/24

at

100.00

576,595

1,000

5.875%,

10/01/44

10/24

at

100.00

1,001,647

520

6.000%,

10/01/49

10/24

at

100.00

520,945

California

School

Finance

Authority,

School

Facility

Revenue

Bonds,

Alliance

for

College-Ready

Public

Schools

Project,

Series

2015A:

3,050

(c)

4.125%,

7/01/35

7/25

at

100.00

2,944,706

1,000

(c)

5.000%,

7/01/45

7/25

at

100.00

1,000,574

1,015

(c)

California

School

Finance

Authority,

School

Facility

Revenue

Bonds,

Alta

Public

Schools

Project,

Series

2014A,

6.500%,

11/01/34

11/24

at

100.00

1,020,271

1,200

(c)

California

School

Finance

Authority,

School

Facility

Revenue

Bonds,

Granada

Hills

Charter

High

School

Obligated

Group,

Series

2019,

5.000%,

7/01/54

7/26

at

100.00

1,185,115

California

School

Finance

Authority,

School

Facility

Revenue

Bonds,

Green

Dot

Public

Schools

California

Projects,

Series

2022A:

1,200

5.375%,

8/01/42

8/32

at

100.00

1,247,220

1,150

5.750%,

8/01/52

8/32

at

100.00

1,205,883

600

(c)

California

School

Finance

Authority,

School

Facility

Revenue

Bonds,

KIPP

LA

Projects,

Series

2014A,

5.000%,

7/01/34

7/24

at

100.00

600,469

725

(c)

California

School

Finance

Authority,

School

Facility

Revenue

Bonds,

Value

Schools,

Refunding

Series

2023A,

5.250%,

7/01/48

7/28

at

103.00

727,572

1,355

(c)

California

School

Finance

Authority,

School

Facility

Revenue

Bonds,

Value

Schools,

Series

2016A,

6.000%,

7/01/51

7/26

at

100.00

1,383,027

6,325

(c)

California

Statewide

Communities

Development

Authority

Revenue

Bonds,

California

Baptist

University,

Refunding

Series

2017A,

5.000%,

11/01/41

11/27

at

100.00

6,328,640

University

of

Puerto

Rico,

University

System

Revenue

Bonds,

Refunding

Series

2006P:

1,005

5.000%,

6/01/24

5/24

at

100.00

1,005,000

580

5.000%,

6/01/30

7/24

at

100.00

561,044

University

of

Puerto

Rico,

University

System

Revenue

Bonds,

Series

2006Q:

125

5.000%,

6/01/30

7/24

at

100.00

120,914

1,580

5.000%,

6/01/36

7/24

at

100.00

1,503,299

Total

Education

and

Civic

Organizations

198,126,095

Health

Care

-

8.5%

Antelope

Valley

Healthcare

District,

California,

Revenue

Bonds,

Series

2016A:

3,275

5.250%,

3/01/36

3/26

at

100.00

3,266,459

3,000

5.000%,

3/01/41

3/26

at

100.00

2,872,124

9,100

5.000%,

3/01/46

3/26

at

100.00

8,542,511

4,000

(d)

California

Health

Facilities

Financing

Authority,

California,

Revenue

Bonds,

Sutter

Health,

Refunding

Series

2017A,

4.000%,

11/15/48,

(UB)

11/27

at

100.00

3,841,833

4,740

(d)

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

Cedars-

Sinai

Health

System,

Series

2021A,

4.000%,

8/15/48,

(UB)

8/31

at

100.00

4,593,613

2,485

(d)

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

City

of

Hope

National

Medical

Center,

Series

2019,

5.000%,

11/15/49

11/26

at

100.00

2,511,346

Nuveen

California

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

May

31,

2024

(Unaudited)

6

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Health

Care

(continued)

$

1,665

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

CommonSpirit

Health,

Series

2024A,

5.000%,

12/01/54

6/34

at

100.00

$

1,757,410

5,000

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

Lucile

Salter

Packard

Children's

Hospital

at

Stanford,

Refunding

Forward

Delivery

Series

2022A,

4.000%,

5/15/51

5/32

at

100.00

4,771,550

7,800

(d)

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

Lucile

Salter

Packard

Children's

Hosptial

at

Stanford,

Series

2017A,

5.000%,

11/15/56,

(UB)

11/27

at

100.00

7,985,567

1,455

California

Municipal

Finance

Authority,

Revenue

Bonds,

Clinicas

del

Camino

Real,

Inc.,

Series

2020,

4.000%,

3/01/28

No

Opt.

Call

1,376,595

2,000

(c)

California

Municipal

Finance

Authority,

Revenue

Bonds,

Community

Health

Centers

of

the

Central

Coast,

Inc.,

Series

2021A,

5.000%,

12/01/46

12/30

at

100.00

1,887,796

California

Municipal

Finance

Authority,

Revenue

Bonds,

NorthBay

Healthcare

Group,

Series

2017A:

5,480

5.250%,

11/01/41

11/26

at

100.00

5,298,352

8,200

5.000%,

11/01/47

11/26

at

100.00

7,556,886

1,000

5.250%,

11/01/47

11/26

at

100.00

960,237

1,565

California

Municipal

Financing

Authority,

Certificates

of

Participation,

Palomar

Health,

Series

2022A,

5.250%,

11/01/52

-

AGM

Insured

11/32

at

100.00

1,641,246

16,700

California

Statewide

Communities

Development

Authority,

California,

Revenue

Bonds,

Loma

Linda

University

Medical

Center,

Series

2014A,

5.500%,

12/01/54

12/24

at

100.00

16,744,156

California

Statewide

Communities

Development

Authority,

California,

Revenue

Bonds,

Loma

Linda

University

Medical

Center,

Series

2016A:

2,055

(c)

5.000%,

12/01/41

6/26

at

100.00

2,064,315

2,280

(c)

5.250%,

12/01/56

6/26

at

100.00

2,290,229

315

(c)

California

Statewide

Communities

Development

Authority,

California,

Revenue

Bonds,

Loma

Linda

University

Medical

Center,

Series

2018A,

5.250%,

12/01/48

6/28

at

100.00

319,425

California

Statewide

Community

Development

Authority,

Revenue

Bonds,

Daughters

of

Charity

Health

System,

Series

2005A:

38

(e),(f)

5.750%,

7/01/24

1/22

at

100.00

37,692

22

(e),(f)

5.750%,

7/01/30

1/22

at

100.00

21,819

24

(e),(f)

5.750%,

7/01/35

1/22

at

100.00

23,570

99

(e),(f)

5.500%,

7/01/39

1/22

at

100.00

98,529

2

(e),(f)

California

Statewide

Community

Development

Authority,

Revenue

Bonds,

Daughters

of

Charity

Health

System,

Series

2005H,

5.750%,

7/01/25

1/22

at

100.00

1,964

4,600

Oroville,

California,

Revenue

Bonds,

Oroville

Hospital

Series

2019,

5.250%,

4/01/54

4/29

at

100.00

3,148,047

1,500

Palomar

Pomerado

Health

Care

District,

California,

Certificates

of

Participation,

Series

2017,

4.000%,

11/01/47

11/27

at

100.00

1,162,053

Palomar

Pomerado

Health

System,

California,

Revenue

Bonds,

Refunding

Series

2016:

2,155

5.000%,

11/01/36

11/26

at

100.00

2,031,277

4,790

5.000%,

11/01/39

11/26

at

100.00

4,447,099

200

Washington

Township

Health

Care

District,

California,

Revenue

Bonds,

Series

2017A,

5.000%,

7/01/42

7/27

at

100.00

200,241

Total

Health

Care

91,453,941

Housing/Multifamily

-

17.7%

35,685

(c)

California

Community

Housing

Agency,

California,

Essential

Housing

Revenue

Bonds,

Creekwood,

Series

2021A,

4.000%,

2/01/56

8/31

at

100.00

23,768,687

1,000

(c)

California

Community

Housing

Agency,

California,

Essential

Housing

Revenue

Bonds,

Exchange

at

Bayfront

Apartments,

Series

2021A-1,

3.000%,

2/01/57

8/32

at

100.00

619,477

8,750

(c)

California

Community

Housing

Agency,

California,

Essential

Housing

Revenue

Bonds,

Glendale

Properties,

Junior

Series

2021A-2,

4.000%,

8/01/47

8/31

at

100.00

7,037,773

4,000

(c)

California

Community

Housing

Agency,

California,

Essential

Housing

Revenue

Bonds,

K

Street

Flats,

Series

2021A-2,

4.000%,

8/01/50

8/32

at

100.00

3,112,643

13,145

(c)

California

Community

Housing

Agency,

California,

Essential

Housing

Revenue

Bonds,

Mira

Vista

Hills  Apartments,

Series

2021A,

4.000%,

2/01/56

8/31

at

100.00

9,251,845

7

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Housing/Multifamily

(continued)

$

15,960

(c)

California

Community

Housing

Agency,

California,

Essential

Housing

Revenue

Bonds,

Serenity

at

Larkspur

Apartments,

Series

2020A,

5.000%,

2/01/50

2/30

at

100.00

$

11,166,792

11,960

(c)

California

Community

Housing

Agency,

California,

Essential

Housing

Revenue

Bonds,

Summit

at

Sausalito

Apartments,

Series

2021A-2,

4.000%,

2/01/50

8/32

at

100.00

8,935,598

6,085

(c)

California

Community

Housing

Agency,

California,

Essential

Housing

Revenue

Bonds,

The

Arbors,

Series

2020A,

5.000%,

8/01/50

8/30

at

100.00

5,745,640

16,500

(c)

California

Community

Housing

Agency,

Workforce

Housing

Revenue

Bonds,

Annadel

Apartments,

Series

2019A,

5.000%,

4/01/49

4/29

at

100.00

13,648,612

1,000

California

Housing

Finance

Agency,

California,

Multifamily

Housing

Revenue

Bonds,

Power

Station

Block

7B,

Limited

Obligation

Senior

Series

2024L,

5.200%,

12/01/27

6/27

at

100.00

1,001,094

1,585

(c)

California

Housing

Finance

Agency,

Multifamily

Housing

Revenue

Bonds,

Redwood

Gardens

Apartments,

Subordinate

Lien

Series

2021N-S,

4.000%,

3/01/37

3/31

at

100.00

1,325,291

59

California

Housing

Finance

Agency,

Municipal

Certificate

Revenue

Bonds,

Class

A

Series2019-1,

4.250%,

1/15/35

No

Opt.

Call

57,595

8,424

California

Housing

Finance

Agency,

Municipal

Certificate

Revenue

Bonds,

Class

A

Social

Certificates

Series

2023-1,

4.375%,

9/20/36

No

Opt.

Call

8,329,128

240

California

Municipal

Finance

Authority,

Mobile

Home

Park

Revenue

Bonds,

Caritas

Affordable

Housing

Inc

Projects,

Senior

Series

2014A,

5.250%,

8/15/49

8/24

at

100.00

240,161

1,270

California

Municipal

Finance

Authority,

Mobile

Home

Park

Revenue

Bonds,

Caritas

Affordable

Housing

Inc

Projects,

Series

2014B,

5.875%,

8/15/49

8/24

at

100.00

1,270,980

2,375

California

Municipal

Finance

Authority,

Mobile

Home

Park

Revenue

Bonds,

Royal

York

Estates

Projects

Series

2020A,

4.000%,

2/15/55

2/30

at

100.00

1,900,097

3,000

(c)

California

Municipal

Finance

Authority,

Revenue

Bonds,

Catalyst

Impact

Fund

1

LLC

Series

2024-II,

7.000%,

1/01/39

1/34

at

100.00

3,146,899

California

Public

Finance

Authority,

University

Housing

Revenue

Bonds,

National

Campus

Community

Development

-

Claremont

Properties

LLC

Claremont

Colleges

Project,

Refunding

Series

2023A:

1,335

(c)

5.500%,

7/01/50

7/33

at

105.00

1,355,888

1,715

(c)

6.000%,

7/01/53

7/33

at

105.00

1,782,810

450

(c)

California

Statewide

Communities

Development

Authority,

College

Housing

Revenue

Bonds,

National

Campus

Community

Development

-

Hooper

Street

LLC

Project,

Series

2019,

5.250%,

7/01/52

7/29

at

100.00

450,774

California

Statewide

Communities

Development

Authority,

Revenue

Bonds,

Lancer

Educational

Student

Housing

Project,

Refunding

Series

2016A:

4,600

(c)

5.000%,

6/01/36

6/26

at

100.00

4,656,520

2,090

(c)

5.000%,

6/01/46

6/26

at

100.00

2,084,465

6,885

(c)

CMFA

Special

Finance

Agency

I,

California,

Essential

Housing

Revenue

Bonds,

The

Mix

at

Center

City,

Series

2021A-2,

4.000%,

4/01/56

4/31

at

100.00

5,166,277

1,000

(c)

CMFA

Special

Finance

Agency

I,

California,

Essential

Housing

Revenue

Bonds,

The

Mix

at

Center

City,

Subordinate

Series

2021B,

8.000%,

4/01/56

4/31

at

100.00

760,095

2,500

(c)

CMFA

Special

Finance

Agency

XII,

California,

Essential

Housing

Revenue

Bonds,

Allure

Apartments

Project,

Series

2022A-2,

3.250%,

2/01/57

2/32

at

100.00

1,824,798

1,000

(c)

CMFA

Special

Financing

Agency

VIII,

California,

Essential

Housing

Revenue

Bonds,

Elan

Huntington

Beach,

Senior

Lien

Series

2021A-1,

3.000%,

8/01/56

8/31

at

100.00

696,431

2,905

(c)

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

1818

Platinum

Triangle-Anaheim,

Mezzanine

Lien

Series

2021B,

4.000%,

4/01/57

4/32

at

100.00

2,121,202

11,580

(c)

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Acacia

on

Santa

Rosa

Creek,

Mezzanine

Lien

Series

2021B,

4.000%,

10/01/46

10/31

at

100.00

9,097,938

9,000

(c)

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Altana

Glendale,

Series

2021A-1,

3.500%,

10/01/46

10/31

at

100.00

7,185,563

3,000

(c)

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Center

City

Anaheim,

Series

2020A,

5.000%,

1/01/54

1/31

at

100.00

2,410,591

Nuveen

California

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

May

31,

2024

(Unaudited)

8

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Housing/Multifamily

(continued)

$

5,715

(c)

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Link-Glendale,

Series

2021A-2,

4.000%,

7/01/56

7/31

at

100.00

$

4,191,756

20,010

(c)

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Moda

at

Monrovia

Station,

Social

Series

2021A-2,

4.000%,

10/01/56

10/31

at

100.00

14,639,044

9,360

(c)

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Monterrey

Station

Apartments,

Senior

Lien

Series

2021A-

1,

3.125%,

7/01/56

7/32

at

100.00

6,257,421

2,000

(c)

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Monterrey

Station

Apartments,

Series

2021B,

4.000%,

7/01/58

7/32

at

100.00

1,362,086

4,000

(c)

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Oceanaire-Long

Beach,

Social

Series

2021A-2,

4.000%,

9/01/56

9/31

at

100.00

3,001,538

2,110

(c)

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Pasadena

Portfolio

Social

Bond,

Mezzanine

Senior

Series

2021B,

4.000%,

12/01/56

12/31

at

100.00

1,562,214

2,500

(c)

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Union

South

Bay,

Series

2021A-2,

4.000%,

7/01/56

7/31

at

100.00

1,916,197

2,625

(c)

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Vineyard

Gardens

Apartments,

Senior

Lien

Series

2021A,

3.250%,

10/01/58

4/32

at

100.00

1,794,097

2,000

(c)

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Westgate

Phase

1-Pasadena

Apartments,

Mezzanine

Lien

Series

2021B,

4.000%,

6/01/57

6/31

at

100.00

1,217,551

5,050

(c)

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Westgate

Phase

1-Pasadena

Apartments,

Senior

Lien

Series

2021A-2,

3.125%,

6/01/57

6/31

at

100.00

2,984,028

2,000

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Wood

Creek

Apartments,

Mezzanine

Lien

Series

2021A-

2,

4.000%,

12/01/58

6/32

at

100.00

1,503,817

2,145

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Wood

Creek

Apartments,

Mezzanine

Lien

Series

2021B,

4.000%,

12/01/59

6/32

at

100.00

1,376,093

6,155

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Wood

Creek

Apartments,

Senior

Lien

Series

2021A-1,

3.000%,

12/01/49

6/32

at

100.00

4,237,650

1,000

Independent

Cities

Finance

Authority,

California,

Mobile

Home

Park

Revenue

Bonds,

Palomar

Estates

West,

Refunding

Series

2015,

5.000%,

9/15/36

9/25

at

100.00

1,010,204

315

La

Verne,

California,

Mobile

Home

Park

Revenue

Bonds,

Copacabana

Mobile

Home

Park,

Refunding

Series

2014,

5.000%,

6/15/49

7/24

at

100.00

315,078

2,110

Palmdale

Housing

Authority,

California,

Multifamily

Housing

Revenue

Bonds,

Impression,

La

Quinta,

Park

Vista

&

Summerwood

Apartments,

Series

2015,

5.250%,

6/01/45

6/25

at

100.00

1,975,006

410

Santa

Clara

County

Housing

Authority,

California,

Multifamily

Housing

Revenue

Bonds,

Blossom

River

Project,

Series

1998A,

6.500%,

9/01/39,

(AMT)

7/24

at

100.00

407,988

455

(c),(e)

Wilson

County

Health

and

Educational

Facilities

Board,

Tennessee,

Senior

Living

Revenue

Bonds,

Rutland

Place

Inc.

Project,

Series

2015A,

4.400%,

1/01/46

7/24

at

100.00

295,750

Total

Housing/Multifamily

190,199,182

Industrials

-

0.0%

2,830

(c),(e)

California

Pollution

Control

Financing

Authority,

Solid

Waste

Disposal

Revenue

Bonds,

Aemerge

Redpak

Services,

LLC.,

Series

2016,

7.000%,

12/01/27,

(AMT)

7/24

at

102.00

95,654

Total

Industrials

95,654

9

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Long-Term

Care

-

1.6%

California

Statewide

Communities

Development

Authority,

Revenue

Bonds,

899

Charleston

Project,

Refunding

Series

2014A:

$

4,700

(c)

5.000%,

11/01/34

11/24

at

100.00

$

4,486,687

8,825

(c)

5.250%,

11/01/44

11/24

at

100.00

7,917,557

5,385

(c)

5.375%,

11/01/49

11/24

at

100.00

4,757,493

Total

Long-Term

Care

17,161,737

Tax

Obligation/General

-

11.0%

1,115

Denair

Unified

School

District,

Stanislaus

County,

California,

General

Obligation

Bonds,

Series

2002A,

0.000%,

8/01/26

-

FGIC

Insured

No

Opt.

Call

1,025,506

1,205

Jamul

Dulzura

Union

School

District,

San

Diego

County,

California,

General

Obligation

Bonds,

Election

1995

Series

2004A,

0.000%,

11/01/28

-

NPFG

Insured

No

Opt.

Call

1,018,862

650

(d),(g)

Newman-Crows

Landing

Unified

School

District,

Stanislaus

County,

California,

General

Obligation

Bonds,

2008

Election,

Series

2010B,

0.000%,

8/01/49

-

AGM

Insured

No

Opt.

Call

544,678

2,000

Northern

Inyo

County

Local

Hospital

District,

California,

General

Obligation

Bonds,

Election

2005

Series

2009,

0.000%,

11/01/38

-

AGC

Insured

No

Opt.

Call

1,031,572

5,000

(d)

Oakland

Unified

School

District,

Alameda

County,

California,

General

Obligation

Bonds,

Election

2020,

Series

2023A,

5.250%,

8/01/48

-

AGM

Insured,

(UB)

8/33

at

100.00

5,530,467

5,000

(d)

Oxnard

School

District,

Ventura

County,

California,

General

Obligation

Bonds,

Election

of

2022

Series

2023A,

4.125%,

8/01/50

-

BAM

Insured,

(UB)

8/33

at

100.00

4,891,637

1,350

Paso

Robles

Joint

Unified

School

District,

San

Luis

Obispo

and

Monteray

Counties,

California,

General

Obligation

Bonds,

Election

2006

Series

2010A,

0.000%,

9/01/34

No

Opt.

Call

914,958

9,470

(d)

Pittsburg

Unified

School

District,

Contra

Costa

County,

California,

General

Obligation

Bonds,

Refunding

Series

2016,

4.000%,

8/01/44,

(UB)

8/26

at

100.00

9,126,130

Puerto

Rico,

General

Obligation

Bonds,

Restructured

Series

2022A-1:

2,000

0.000%,

7/01/33

7/31

at

89.94

1,328,259

11,187

4.000%,

7/01/41

7/31

at

103.00

10,398,827

14,952

4.000%,

7/01/46

7/31

at

103.00

13,523,130

5,750

(d)

San

Diego

Public

Facilities

Financing

Authority,

California,

Lease

Revenue

Bonds,

Capital

Improvement

Projects,

Series

2021A,

4.000%,

10/15/50,

(UB)

10/30

at

100.00

5,597,334

10,000

(d)

San

Diego

Unified

School

District,

San

Diego

County,

California,

General

Obligation

Bonds,

Election

of

2012

Series

2017I,

4.000%,

7/01/47,

(UB)

7/27

at

100.00

9,782,491

5,000

(d)

San

Luis

Coastal

Unified

School

District,

San

Luis

Obispo

County,

California,

General

Obligation

Bonds,

Election

of

2022

Series

2023A,

4.000%,

8/01/53,

(UB)

8/32

at

100.00

4,869,369

Santa

Ana

Unified

School

District,

Orange

County,

California,

General

Obligation

Bonds,

2018

Election

Series

2022C:

3,045

(d)

4.000%,

8/01/44,

(UB)

8/32

at

100.00

3,053,991

5,680

(d)

4.000%,

8/01/45,

(UB)

8/32

at

100.00

5,685,039

17,585

(d)

4.250%,

8/01/50,

(UB)

8/32

at

100.00

17,677,070

500

Selma

Unified

School

District,

Fresno

County,

California,

General

Obligation

Bonds,

Election

2016

Series

2020C,

3.000%,

8/01/49

-

AGM

Insured

8/30

at

100.00

382,998

12,460

(d)

Washington

Township

Health

Care

District,

Alameda

County,

California,

General

Obligation

Bonds,

2012

Election

Series

2015B,

4.000%,

8/01/45,

(UB)

8/25

at

100.00

11,614,226

10,100

(d)

West

Contra

Costa

Unified

School

District,

Contra

Costa

County,

California,

General

Obligation

Bonds,

Election

2012,

Series

2015B,

4.000%,

8/01/54,

(UB)

8/25

at

100.00

9,572,869

Total

Tax

Obligation/General

117,569,413

Nuveen

California

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

May

31,

2024

(Unaudited)

10

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Tax

Obligation/Limited

-

31.9%

$

1,000

Adelanto

Community

Facilities

District

Number

2006-2,

San

Bernadino

County,

California,

Special

Tax

Bonds,

Series

2015A,

5.000%,

9/01/45

9/25

at

100.00

$

1,003,864

Alameda

Community

Facilities

District

No.

22-1,

California,

Alameda

Marina,

Special

Tax

Bonds,

Green

Series

2023:

850

5.000%,

9/01/48

9/29

at

103.00

802,215

1,250

5.000%,

9/01/53

9/29

at

103.00

1,162,232

Anaheim

Public

Financing

Authority,

California,

Lease

Revenue

Bonds,

Public

Improvement

Project,

Series

1997C:

330

0.000%,

9/01/28

-

AGM

Insured

No

Opt.

Call

284,206

240

0.000%,

9/01/30

-

AGM

Insured

No

Opt.

Call

192,591

4,475

0.000%,

9/01/34

-

AGM

Insured

No

Opt.

Call

3,069,732

1,985

0.000%,

9/01/35

-

AGM

Insured

No

Opt.

Call

1,306,007

2,580

Beaumont

Financing

Authority,

California,

Local

Agency

Revenue

Bonds,

Improvement

Area

7A-1,

Series

2015A,

5.000%,

9/01/45

9/25

at

100.00

2,589,968

Beaumont

Unified

School

District,

California,

Special

Tax

Bonds,

Community

Facilities

District

2020-1,

Improvement

Area

2

Series

2023:

660

5.000%,

9/01/48

9/29

at

103.00

659,147

875

5.000%,

9/01/53

9/29

at

103.00

863,792

Beaumont,

California,

Special

Tax

Bonds,

Community

Facilities

District

2016-1

Fairway

Canyon,

Series

2019:

300

5.000%,

9/01/44

9/25

at

103.00

305,231

400

5.000%,

9/01/49

9/25

at

103.00

404,914

1,115

Beaumont,

California,

Special

Tax

Bonds,

Community

Facilities

District

93-1

Improvement

Area

17C,

Series

2018,

5.000%,

9/01/48

9/25

at

103.00

1,128,994

1,900

Blythe

Redevelopment

Agency

Successor

Agency,

California,

Tax

Allocation

Bonds,

Redevelopment

Project

1,

Refunding

Series

2015,

5.000%,

5/01/38

11/25

at

100.00

1,917,935

1,500

Brea

Redevelopment

Agency,

Orange

County,

California,

Tax

Allocation

Bonds,

Project

Area

AB,

Series

2003,

0.000%,

8/01/28

-

AMBAC

Insured

No

Opt.

Call

1,270,473

1,700

Brentwood

Infrastructure

Financing

Authority,

California,

Infrastructure

Revenue

Bonds,

Refunding

Subordinated

Series

2014B,

5.000%,

9/02/36

9/24

at

100.00

1,702,485

4,095

California

Community

College

Financing

Authority,

Lease

Revenue

Bonds,

Refunding

Series

2003,

0.000%,

6/01/33

-

AMBAC

Insured

No

Opt.

Call

2,769,874

1,070

California

Municipal

Finance

Authority,

5.000%,

9/01/49

,

(WI/DD)

9/31

at

103.00

1,071,986

California

Municipal

Finance

Authority,

Special

Tax

Revenue

Bonds,

Bold

Program,

Series

2021A:

1,095

4.000%,

9/01/46

9/28

at

103.00

952,242

1,505

4.000%,

9/01/51

9/28

at

103.00

1,263,031

3,990

California

Municipal

Finance

Authority,

Special

Tax

Revenue

Bonds,

Bold

Program,

Series

2022C,

6.250%,

9/01/52

9/29

at

103.00

4,208,550

3,000

California

Municipal

Finance

Authority,

Special

Tax

Revenue

Bonds,

Bold

Program,

Series

2022D,

6.125%,

9/01/52

9/29

at

103.00

3,125,487

1,000

California

Municipal

Finance

Authority,

Special

Tax

Revenue

Bonds,

Bold

Program,

Series

2024A,

5.125%,

9/01/54

9/30

at

103.00

1,000,967

1,000

California

Municipal

Finance

Authority,

Special

Tax

Revenue

Bonds,

Community

Facilities

District

2020-06,

Series

2022B,

6.000%,

9/01/52

9/29

at

103.00

1,048,490

2,160

California

Municipal

Finance

Authority,

Special

Tax

Revenue

Bonds,

Community

Facilities

District

2020-6,

County

of

Placer-PV400,

Series

2022,

5.250%,

9/01/52

9/29

at

103.00

2,177,662

California

Municipal

Finance

Authority,

Special

Tax

Revenue

Bonds,

Community

Facilities

District

2023-11

Improvement

Area

A

Hesperia

Silverwood,

Series

2024:

340

5.000%,

9/01/49

,

(WI/DD)

9/31

at

103.00

335,859

800

5.000%,

9/01/54

,

(WI/DD)

9/31

at

103.00

787,594

California

Municipal

Finance

Authority,

Special

Tax

Revenue

Bonds,

Community

Facilities

District

2023-5,

Improvement

Area

1

Series

2023:

400

5.250%,

9/01/43

9/30

at

103.00

405,792

1,060

5.625%,

9/01/53

9/30

at

103.00

1,085,285

345

California

Statewide

Communities

Development

Authority,

Special

Tax

Bonds,

Community

Facilities

District

2007-1

Orinda

Wilder

Project,

Refunding

Series

2015,

5.000%,

9/01/37

9/25

at

100.00

348,484

11

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Tax

Obligation/Limited

(continued)

California

Statewide

Communities

Development

Authority,

Special

Tax

Bonds,

Community

Facilities

District

2012-02,

Manteca

Lifestyle

Center,

Series

2013A:

$

1,000

5.000%,

9/01/33

7/24

at

100.00

$

1,000,736

2,000

5.125%,

9/01/42

7/24

at

100.00

2,000,809

3,420

California

Statewide

Communities

Development

Authority,

Special

Tax

Bonds,

Community

Facilities

District

2015-01

Improvement

Area

2

University

District,

Series

2017,

5.000%,

9/01/47

9/27

at

100.00

3,454,883

2,500

California

Statewide

Communities

Development

Authority,

Special

Tax

Bonds,

Community

Facilities

District

2015-2

Rio

Bravo,

Series

2015A,

5.625%,

9/01/45

9/25

at

100.00

2,528,316

3,000

California

Statewide

Communities

Development

Authority,

Special

Tax

Bonds,

Community

Facilities

District

2016-02

Delta

Coves,

Series

2019,

5.000%,

9/01/49

9/29

at

100.00

3,032,067

5,250

California

Statewide

Communities

Development

Authority,

Special

Tax

Bonds,

Community

Facilities

District

2017-01

Horse

Creek,

Series

2018,

5.000%,

9/01/48

9/28

at

100.00

5,323,965

1,200

California

Statewide

Communities

Development

Authority,

Special

Tax

Bonds,

Community

Facilities

District

2018-02,

McSweeny,

Improvement

Area

1

Series

2023,

5.250%,

9/01/53

9/30

at

103.00

1,185,036

340

California

Statewide

Communities

Development

Authority,

Special

Tax

Bonds,

Community

Facilities

District

2020-02

Improvement

Area

2

Atwell,

Series

2022,

5.250%,

9/01/52

9/32

at

100.00

341,192

California

Statewide

Communities

Development

Authority,

Special

Tax

Bonds,

Community

Facilities

District

2020-02

Improvement

Area

3

Atwell,

Series

2024:

475

5.000%,

9/01/49

9/30

at

103.00

473,232

650

5.000%,

9/01/54

9/30

at

103.00

643,878

2,000

California

Statewide

Communities

Development

Authority,

Special

Tax

Bonds,

Community

Facilities

District

2021-01

Meadowlands,

Series

2021-

01,

4.000%,

9/01/51

9/31

at

100.00

1,647,796

2,000

California

Statewide

Communities

Development

Authority,

Special

Tax

Bonds,

Community

Facilities

District

2021-02

Citro,

Series

2023,

5.000%,

9/01/53

9/30

at

103.00

2,034,802

1,635

California

Statewide

Communities

Development

Authority,

Special

Tax

Bonds,

Community

Facilities

District

2022-07,

Improvement

Area

Number

1,

Watson

Ranch,

Series

2023,

5.000%,

9/01/53

9/30

at

103.00

1,616,512

California

Statewide

Communities

Development

Authority,

Statewide

Community

Infrastructure

Program

Revenue

Bonds,

Refunding

Series

2015R-1:

3,510

5.000%,

9/02/35

9/25

at

100.00

3,551,191

1,120

5.000%,

9/02/40

9/25

at

100.00

1,126,573

480

California

Statewide

Communities

Development

Authority,

Statewide

Community

Infrastructure

Program

Revenue

Bonds,

Series

2011A,

8.000%,

9/02/41

6/24

at

100.00

455,941

2,275

California

Statewide

Communities

Development

Authority,

Statewide

Community

Infrastructure

Program

Revenue

Bonds,

Series

2014A,

5.000%,

9/02/43

7/24

at

100.00

2,275,622

2,060

California

Statewide

Communities

Development

Authority,

Statewide

Community

Infrastructure

Program

Revenue

Bonds,

Series

2014B,

5.000%,

9/02/44

9/24

at

100.00

2,061,763

2,240

California

Statewide

Communities

Development

Authority,

Statewide

Community

Infrastructure

Program

Revenue

Bonds,

Series

2016A,

5.000%,

9/02/45

9/26

at

100.00

2,259,204

California

Statewide

Communities

Development

Authority,

Statewide

Community

Infrastructure

Program

Revenue

Bonds,

Series

2016B:

1,690

5.000%,

9/02/36

9/26

at

100.00

1,722,691

3,310

5.000%,

9/02/46

9/26

at

100.00

3,330,343

480

California

Statewide

Communities

Development

Authority,

Statewide

Community

Infrastructure

Program

Revenue

Bonds,

Series

2017A,

5.000%,

9/02/46

9/27

at

100.00

485,189

Nuveen

California

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

May

31,

2024

(Unaudited)

12

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Tax

Obligation/Limited

(continued)

$

375

California

Statewide

Communities

Development

Authority,

Statewide

Community

Infrastructure

Program

Revenue

Bonds,

Series

2017B,

5.000%,

9/02/47

9/27

at

100.00

$

381,882

920

California

Statewide

Communities

Development

Authority,

Statewide

Community

Infrastructure

Program

Revenue

Bonds,

Series

2018B,

5.000%,

9/02/48

9/28

at

100.00

928,027

725

California

Statewide

Communities

Development

Authority,

Statewide

Community

Infrastructure

Program

Revenue

Bonds,

Series

2019C,

5.000%,

9/02/44

9/29

at

100.00

733,552

850

California

Statewide

Communities

Development

Authority,

Statewide

Community

Infrastructure

Program

Revenue

Bonds,

Series

2020A,

4.000%,

9/02/50

9/30

at

100.00

694,424

California

Statewide

Communities

Development

Authority,

Statewide

Community

Infrastructure

Program

Revenue

Bonds,

Series

2022C:

1,495

5.125%,

9/02/42

9/32

at

100.00

1,482,488

1,990

5.375%,

9/02/52

9/32

at

100.00

1,978,116

3,965

California

Statewide

Communities

Development

Authority,

Statewide

Infrastructure

Program

Revenue

Bonds,

Series

2020C,

4.000%,

9/02/40

9/30

at

100.00

3,462,158

1,085

Cathedral

City

Public

Financing

Authority,

California,

Tax

Allocation

Bonds,

Merged

Redevelopment

Project,

Series

2000A,

0.000%,

8/01/33

-

NPFG

Insured

No

Opt.

Call

738,485

740

Chino,

California,

Special

Tax

Bonds,

Community

Facilities

District

2003-3

Improvement

Area

10,

Series

2024.,

5.000%,

9/01/54

9/31

at

103.00

740,493

Chula

Vista,

California,

Special

Tax

Bonds,

Community

Facilities

District

16-I

Millenia

Improvement

Area

1,

Series

2018:

895

5.000%,

9/01/43

9/25

at

103.00

913,063

1,115

5.000%,

9/01/48

9/25

at

103.00

1,128,994

320

City

of

Dublin,

California,

Community

Facilities

District

No.

2015-1,

Dublin

Crossing,

Improvement

Area

No.

1,

Special

Tax

Bonds,

Series

2017,

5.000%,

9/01/47

9/27

at

100.00

322,976

Compton

Public

Finance

Authority,

California,

Lease

Revenue

Bonds,

Refunding

&

Various

Capital

Projects,

Series

2008:

410

5.250%,

9/01/27

-

AMBAC

Insured

7/24

at

100.00

410,265

210

5.000%,

9/01/32

-

AMBAC

Insured

7/24

at

100.00

210,041

670

Corona,

California,

Special

Tax

Bonds,

Community

Facilities

District

2002-1

Dos

Lagos

Improvement

Area

1,

Refunding

Series

2017,

5.000%,

9/01/37

9/24

at

103.00

688,849

Corona,

California,

Special

Tax

Bonds,

Community

Facilities

District

2018-1

Bedford,

Series

2018A:

2,155

5.000%,

9/01/43

9/24

at

103.00

2,192,191

1,250

5.000%,

9/01/48

9/24

at

103.00

1,264,871

345

Corona,

California,

Special

Tax

Bonds,

Community

Facilities

District

2018-

2

Sierra

Bella,

Series

2022A,

5.000%,

9/01/51

9/29

at

103.00

350,382

Dixon,

California,

Special

Tax

Bonds,

Community

Facilities

District

2019-1

Homestead,

Improvement

Area

2,

Series

2024:

625

5.000%,

9/01/46

,

(WI/DD)

9/31

at

103.00

632,190

1,000

5.000%,

9/01/54

,

(WI/DD)

9/31

at

103.00

1,002,257

Dublin

Community

Facilities

District

2015-1

Dublin

Crossing,

California,

Special

Tax

Bonds,  Improvement

Area

4,

Series

2022:

1,000

5.500%,

9/01/47

9/29

at

103.00

1,024,182

1,000

5.500%,

9/01/51

9/29

at

103.00

1,018,621

1,250

Dublin

Community

Facilities

District

2015-1

Dublin

Crossing,

California,

Special

Tax

Bonds,  Improvement

Area

5,

Series

2023,

5.375%,

9/01/51

9/29

at

103.00

1,261,251

6,300

Dublin

Community

Facilities

District

2015-1

Dublin

Crossing,

California,

Special

Tax

Bonds,

Improvement  Area

2,

Series

2019,

5.000%,

9/01/39

9/26

at

103.00

6,515,473

250

El

Dorado

County,

California,

Special

Tax

Bonds,

Community

Facilities

District

2005-2,

Series

2006,

5.100%,

9/01/36

9/24

at

100.00

250,648

Elsinore

Valley

Municipal

Water

District,

California,

Special

Tax

Bonds,

Community

Facilities

District

2020-1

Horsethief

Area

1A,

Series

2021A:

1,685

(c)

4.000%,

9/01/41

9/28

at

103.00

1,488,329

1,245

(c)

4.000%,

9/01/51

9/28

at

103.00

1,013,306

13

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Tax

Obligation/Limited

(continued)

Elsinore

Valley

Municipal

Water

District,

California,

Special

Tax

Bonds,

Community

Facilities

District

2020-1

Horsethief

Improvement

Area

2A,

Series

2021A:

$

1,565

(c)

4.000%,

9/01/41

9/28

at

103.00

$

1,382,335

2,325

(c)

4.000%,

9/01/51

9/28

at

103.00

1,895,203

430

Fairfield,

California,

Special

Tax

Bonds,

Community

Facilities

District

2007-

1

Fairfield

Commons

Project,

Series

2008,

6.875%,

9/01/38

9/24

at

100.00

433,023

Folsom

Ranch

Financing

Authority,

California,

Special

Tax

Revenue

Bonds,

Folsom

Community

Facilities

District

20

Russell

Ranch,

Series

2020:

1,250

5.125%,

9/01/47

9/29

at

103.00

1,260,754

1,300

5.125%,

9/01/52

9/29

at

103.00

1,301,549

1,075

Folsom

Ranch

Financing

Authority,

California,

Special

Tax

Revenue

Bonds,

Folsom

Community

Facilities

District

23

Folsom

Ranch

Improvement

Area

1,

Series

2020,

4.000%,

9/01/45

9/27

at

103.00

915,048

4,000

Folsom

Ranch

Financing

Authority,

California,

Special

Tax

Revenue

Bonds,

Folsom

Community

Facilities

District

23

Folsom

Ranch

Improvement

Area

1,

Series

2022,

5.000%,

9/01/52

9/29

at

103.00

3,960,321

Folsom

Ranch

Financing

Authority,

California,

Special

Tax

Revenue

Bonds,

Folsom

Community

Facilities

District

23

Folsom

Ranch

Improvement

Area

2,

Series

2024:

400

5.000%,

9/01/49

9/30

at

103.00

397,379

460

5.000%,

9/01/53

9/30

at

103.00

455,491

1,000

Folsom

Ranch

Financing

Authority,

California,

Special

Tax

Revenue

Bonds,

Series

2022,

5.000%,

9/01/52

9/29

at

103.00

1,000,867

Folsom,

California,

Special

Tax

Bonds,

Community

Facilities

District

16

Islands

at

Parkshore

Improvement

Area

1,

Series

2018:

500

4.000%,

9/01/43

7/24

at

103.00

448,871

1,545

4.000%,

9/01/48

7/24

at

103.00

1,327,530

Fontana,

California,  Special

Tax

Bonds,

Community

Facilities

District

106,

Mountain

View,

Series

2022:

375

4.250%,

9/01/38

9/29

at

103.00

362,354

500

4.500%,

9/01/43

9/29

at

103.00

478,781

4,040

Golden

State

Tobacco

Securitization

Corporation,

California,

Tobacco

Settlement

Asset-Backed

Revenue

Bonds,

Series

2022A-1,

5.000%,

6/01/51

12/31

at

100.00

4,155,899

Hemet

Unified

School

District,

Riverside

County,

California,

Special

Tax

Bonds,

Community

Facilities

District

2021-7,

Series

2023:

1,000

5.000%,

9/01/43

9/30

at

103.00

1,020,642

1,000

5.000%,

9/01/53

9/30

at

103.00

994,732

375

HTA

Claas

6,

Puerto

Rico

Highway

and

Transportation

Authority

Highway

Revenue

Bonds,

Series

2022,

5.250%,

7/01/38

6/24

at

100.00

375,275

1,030

Imperial,

California,

Special

Tax

Bonds,

Community

Facilities

District

2005-

1

Springfield,

Series

2015A,

5.000%,

9/01/36

9/25

at

100.00

1,041,483

155

Indio

Redevelopment

Agency,

California,

Tax

Allocation

Bonds,

Merged

Area

Redevelopment

Project,

Subordinate

Lien

Refunding

Series

2008A,

5.250%,

8/15/28

7/24

at

100.00

155,305

500

Irvine,

California,

Special

Tax

Bonds,

Community

Facilities

District

2013-3

Great

Park,

Improvement

Area

1,

Refunding

Series

2014,

5.000%,

9/01/39

9/24

at

100.00

500,874

3,380

Jurupa

Unified

School

District,

California,

Special

Tax

Bonds,

Community

Facilities

District

9,

Series

2015A,

5.000%,

9/01/45

9/25

at

100.00

3,393,059

1,220

Lake

Elsinore

Unified

School

District,

California,

Special

Tax

Bonds,

Community

Facilities

District

2004-2,

Series

2005,

5.350%,

9/01/35

9/24

at

100.00

1,224,064

1,000

Lake

Elsinore

Unified

School

District,

California,

Special

Tax

Bonds,

Community

Facilities

District

2006-2

Improvement

Area

B,

Series

2018,

4.000%,

9/01/48

9/24

at

100.00

879,691

475

Lake

Elsinore,

California,

Special

Tax

Bonds,

Community

Facilities

District

2006-1

Summerly

Improvement

Area

KK,

Series

2021,

4.000%,

9/01/42

9/28

at

103.00

428,276

600

Lammersville

Joint

Unified

School

District,

San

Joaquin

County,

California,

Special

Tax

Bonds,

Community

Facilities

District

2014-1

Improvement

Area

1

Mountain

House

School

Facilities,

Series

2017,

5.000%,

9/01/47

9/27

at

100.00

604,144

Nuveen

California

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

May

31,

2024

(Unaudited)

14

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Tax

Obligation/Limited

(continued)

Lathrop,

California,

Special

Tax

Bonds,

Community

Facilities

District

2018-

1

Central

Lathrop

Specific

Plan

Improvement

Areas

5,

Series

2019:

$

595

5.650%,

9/01/38

9/26

at

103.00

$

602,900

945

5.750%,

9/01/43

9/26

at

103.00

950,807

Lee

Lake

Public

Financing

Authority,

California,

Junior

Lien

Revenue

Bonds,

Series

2013B:

775

5.125%,

9/01/28

7/24

at

100.00

775,515

390

5.250%,

9/01/32

7/24

at

100.00

390,337

Lincoln,

California,

Special

Tax

Bonds,

Community

Facilities

District

2005-1

Sorrento

Project,

Series

2014A:

925

5.000%,

9/01/39

9/24

at

100.00

926,140

1,815

5.000%,

9/01/43

9/24

at

100.00

1,816,448

1,750

Los

Angeles

County

Community

Facilities

District

2021-01,

California,

Special

Tax

Bond,

Valencia-Facilities

Improvement

Area

1,

Series

2022,

5.000%,

9/01/47

9/29

at

103.00

1,753,942

8,660

Madera

County,

California,

Special

Tax

Bonds,

Community

Facilities

District

2021-1

Tesoro

Viejo

II

Improvement

Area

1,

Series

2022,

5.750%,

9/01/53

9/29

at

103.00

8,403,959

2,022

Manteca

Unified

School

District,

San

Joaquin

County,

California,

Certificates

of

Participation,

Series

2004,

0.000%,

9/15/33

-

NPFG

Insured

No

Opt.

Call

1,388,690

450

Marina

Redevelopment

Agency

Successor

Agency,

California,

Housing

Tax

Allocation

Bonds,

Series

2018B,

5.000%,

9/01/38

9/25

at

103.00

462,174

3,000

Matching

Fund

Special

Purpose

Securitization

Corporation,

Virgin

Islands,

Revenue

Bonds,

Series

2022A,

5.000%,

10/01/39

10/32

at

100.00

3,113,509

Menifee

Union

School

District,

Riverside

County,

California,

Special

Tax

Bonds,

Community

Facilities

District

2006-1,

Series

2014:

500

4.125%,

9/01/39

9/24

at

100.00

474,473

500

4.250%,

9/01/44

9/24

at

100.00

460,234

500

Menifee

Union

School

District,

Riverside

County,

California,

Special

Tax

Bonds,

Community

Facilities

District

2011-1,

Improvement

Area

6,

Series

2021,

4.000%,

9/01/50

9/28

at

103.00

433,245

Menifee

Union

School

District,

Riverside

County,

California,

Special

Tax

Bonds,

Community

Facilities

District

2011-1,

Improvement

Area

7,

Series

2021:

1,325

5.125%,

9/01/47

9/29

at

103.00

1,339,076

2,000

5.250%,

9/01/52

9/29

at

103.00

2,024,401

1,000

Menifee

Union

School

District,

Riverside

County,

California,

Special

Tax

Bonds,

Community

Facilities

District

2014-2,

Series

2017,

5.000%,

9/01/47

9/24

at

103.00

1,010,500

Menifee

Union

School

District,

Riverside

County,

California,

Special

Tax

Bonds,

Community

Facilties

District

2011-1,

Improvement

Area

1,

Series

2015:

2,000

5.000%,

9/01/39

9/24

at

100.00

2,003,102

500

4.250%,

9/01/44

9/24

at

100.00

462,054

1,000

5.000%,

9/01/44

9/24

at

100.00

1,000,918

1,000

Menifee

Union

School

District,

Riverside

County,

California,

Special

Tax

Bonds,

Community

Facilties

District

2016-1,

Improvement

Area

B,

Series

2022,

4.625%,

9/01/52

9/29

at

103.00

931,242

750

Menifee,

California,

Special

Tax

Bonds,

Community

Facilities

District

2021-

1,

Banner

Park

Series

2023A,

5.000%,

9/01/53

9/29

at

103.00

740,393

Menifee,

California,

Special

Tax

Bonds,

Community

Facilities

District

2022-

1,

Quartz

Ranch

Series

2023A:

700

5.000%,

9/01/48

9/30

at

103.00

705,168

1,000

5.000%,

9/01/53

9/30

at

103.00

994,732

835

Moorpark,

California,

Special

Tax

Bonds,

Community

Facilities

District

2004-1,

Refunding

Junior

Lien

Series

2014B,

5.000%,

9/01/33

9/24

at

100.00

836,904

970

Moreno

Valley

Unified

School

District,

Riverside

County,

California,

Special

Tax

Bonds,

Community

Facilities

District

2015-2,

Series

2019,

5.000%,

9/01/48

9/25

at

103.00

978,458

1,085

Moreno

Valley

Unified

School

District,

Riverside

County,

California,

Special

Tax

Bonds,

Community

Facilities

District

2015-3,

Series

2019,

4.000%,

9/01/44

9/25

at

103.00

962,765

825

Murrieta,

California,

Special

Tax

Bonds,

Community

Facilities

District

2005-

5

Golden

City

Improvement

Area

A,

Series

2017,

5.000%,

9/01/46

9/27

at

100.00

836,144

15

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Tax

Obligation/Limited

(continued)

Northstar

Community

Services

District,

California,

Special

Tax

Bonds,

Community

Facilities

District

1,

Refunding

Series

2005:

$

980

(e)

1.908%,

9/01/28

9/24

at

100.00

$

254,925

2,927

(e)

1.943%,

9/01/36

9/24

at

100.00

760,912

1,250

Oceanside,

California,

Special

Tax

Bonds,

Community

Facilities

District

2006-1,

Pacific

Coast

Business

Park,

Series

2017,

5.000%,

9/01/38

9/25

at

102.00

1,275,993

1,200

Ontario,

California,

Special

Tax

Bonds,

Community

Facilities

District

28

New

Haven

Facilities

-

Area

A,

Series

2017,

5.000%,

9/01/47

9/24

at

103.00

1,211,161

845

Ontario,

California,

Special

Tax

Bonds,

Community

Facilities

District

55

Parklane

Facilities,

Series

2022,

5.000%,

9/01/53

9/29

at

103.00

835,445

Orange

County,

California,

Special

Tax

Bonds,

Community

Facilities

District

2021-1

Rienda,

Series

2022A:

350

5.000%,

8/15/42

8/29

at

103.00

355,960

3,400

5.000%,

8/15/47

8/29

at

103.00

3,409,905

500

Orange

County,

California,

Special

Tax

Bonds,

Community

Facilities

District

2023-1

Rienda

Phase

2B,

Series

2023A,

5.500%,

8/15/53

8/31

at

102.00

509,202

Palm

Desert,

California,

Special

Tax

Bonds,

Community

Facilities

District

2021-1

University

Park,

Series

2021:

315

3.000%,

9/01/31

9/28

at

103.00

284,364

1,340

4.000%,

9/01/51

9/28

at

103.00

1,112,515

1,230

Palmdale

Community

Redevelopment

Agency,

California,

Tax

Allocation

Bonds,

Merged

Redevelopment

Project

Areas,

Series

2002,

0.000%,

12/01/30

-

AMBAC

Insured

No

Opt.

Call

962,007

2,990

Pittsburg

Redevelopment

Agency,

California,

Tax

Allocation

Bonds,

Los

Medanos

Community

Development

Project,

Series

1999,

0.000%,

8/01/27

-

AMBAC

Insured

No

Opt.

Call

2,645,747

3,000

Puerto

Rico

Sales

Tax

Financing

Corporation,

Sales

Tax

Revenue

Bonds,

Restructured

2018A-1,

4.750%,

7/01/53

7/28

at

100.00

2,981,162

Puerto

Rico

Sales

Tax

Financing

Corporation,

Sales

Tax

Revenue

Bonds,

Taxable

Restructured

Cofina

Project

Series

2019A-2:

4,645

4.329%,

7/01/40

7/28

at

100.00

4,630,466

2,610

4.536%,

7/01/53

7/28

at

100.00

2,506,451

2,670

4.784%,

7/01/58

7/28

at

100.00

2,646,383

1,200

Rancho

Cardova,

California,

Special

Tax

Bonds,

Community

Facilities

District

2005-1

Sunridge

North

Douglas

Series

2015,

5.000%,

9/01/40

9/25

at

100.00

1,207,750

1,590

Rancho

Cordova,

California,

Special

Tax

Bonds,

Communities

Facilities

District

2014-1

Montelena,

Series

2022,

5.000%,

9/01/42

9/28

at

103.00

1,608,581

Rancho

Cordova,

California,

Special

Tax

Bonds,

Community

Facilities

District

2022-1

Arista

Del

Sol,

Improvement

Area

1

Series

2023:

250

5.000%,

9/01/38

9/29

at

103.00

255,159

525

5.125%,

9/01/43

9/29

at

103.00

532,505

1,300

5.375%,

9/01/53

9/29

at

103.00

1,317,238

1,400

Rancho

Mirage,

California,

Special

Tax

Bonds,

Community

Facilities

District

5

Section

31,

Improvement

Area

1

Series

2024A,

5.000%,

,

(WI/

DD)

No

Opt.

Call

1,402,044

Redwood

City

Redevelopment

Agency,

California,

Tax

Allocation

Bonds,

Project

Area

2,

Series

2003A:

1,755

0.000%,

7/15/29

-

AMBAC

Insured

No

Opt.

Call

1,444,741

1,260

0.000%,

7/15/31

-

AMBAC

Insured

No

Opt.

Call

964,899

1,185

Rio

Vista,

California,

Special

Tax

Bonds,

Community

Faciliites

District

2018-

1

Liberty

Community,

Series

2018-1,

5.000%,

9/01/48

9/25

at

103.00

1,195,333

1,185

River

Islands

Public

Financing

Authority,

California,

Special

Tax

Bonds,

Community

Facilities

District

2003-1

Improvement

Area

1,

Refunding

Series

2022A-1,

4.250%,

9/01/47

-

AGM

Insured

9/29

at

103.00

1,185,664

River

Islands

Public

Financing

Authority,

California,

Special

Tax

Bonds,

Community

Facilities

District

2003-1

Improvement

Area

1,

Subordinate

Series

2022B-2:

1,000

5.000%,

9/01/42

9/29

at

103.00

981,635

1,525

5.250%,

9/01/47

9/29

at

103.00

1,521,776

2,015

5.000%,

9/01/52

9/29

at

103.00

1,888,774

1,000

River

Islands

Public

Financing

Authority,

California,

Special

Tax

Bonds,

Community

Facilities

District

2019-1

Phase

2

Public

Improvements,

Series

2019,

4.000%,

9/01/46

9/26

at

103.00

830,679

Nuveen

California

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

May

31,

2024

(Unaudited)

16

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Tax

Obligation/Limited

(continued)

$

1,295

Riverside

County

Asset

Leasing

Corporation,

California,

Leasehold

Revenue

Bonds,

Riverside

County

Hospital

Project,

Series

1997,

0.000%,

6/01/26

-

NPFG

Insured

No

Opt.

Call

$

1,198,145

2,115

Riverside

County,

California,

Special

Tax

Bonds,

Community

Facilities

District

03-1

Newport

Road,

Series

2014,

5.000%,

9/01/30

9/24

at

100.00

2,119,907

870

Riverside

County,

California,

Special

Tax

Bonds,

Community

Facilities

District

04-2

Lake

Hill

Crest,

Series

2012,

5.000%,

9/01/35

9/24

at

100.00

872,506

660

Riverside

County,

California,

Special

Tax

Bonds,

Community

Facilities

District

05-8

Scott

Road,

Series

2013,

5.000%,

9/01/32

9/24

at

100.00

661,901

Riverside

County,

California,

Special

Tax

Bonds,

Community

Facilities

District

07-2

Clinton

Keith,

Series

2017:

1,000

5.000%,

9/01/42

9/27

at

100.00

1,013,186

535

5.000%,

9/01/45

9/27

at

100.00

540,208

Rocklin

Unified

School

District,

Placer

County,

California,

Special

Tax

Bonds,

Community

Facilities

District

2,

Series

2007:

1,010

0.000%,

9/01/34

-

NPFG

Insured

No

Opt.

Call

673,607

1,155

0.000%,

9/01/35

-

NPFG

Insured

No

Opt.

Call

741,698

815

Rocklin,

Placer

County,

California,

Special

Tax

Bonds,

Community

Facilities

District

10

Whitney

Ranch,

Series

2015,

5.000%,

9/01/39

9/25

at

100.00

823,425

935

Rohnert

Park

Community

Development

Agency,

California,

Tax

Allocation

Bonds,

Series

1999,

0.000%,

8/01/33

No

Opt.

Call

652,003

2,635

Romoland

School

District,

California,

Special

Tax

Bonds,

Community

Facilities

District

2004-1

Heritage

Lake

Improvement

Area

3,

Series

2013,

5.000%,

9/01/43

7/24

at

100.00

2,635,554

Roseville,

California,

Special

Tax

Bonds,

Community

Facilities

District

1

Creekview

Improvement

Area

2,

Series

2023:

480

5.000%,

9/01/43

9/29

at

103.00

478,735

1,500

5.250%,

9/01/53

9/29

at

103.00

1,490,089

1,050

Roseville,

California,

Special

Tax

Bonds,

Community

Facilities

District

1

Hewlett

Parkard

Campus

Oaks,

Series

2016,

5.500%,

9/01/46

9/26

at

100.00

1,063,258

Roseville,

California,

Special

Tax

Bonds,

Community

Facilities

District

1

Ranch

at

Sierra

Vista,

Public

Facilities

Series

2023:

1,000

5.000%,

9/01/43

9/30

at

103.00

1,012,415

1,150

5.000%,

9/01/53

9/30

at

103.00

1,128,401

625

Roseville,

California,

Special

Tax

Bonds,

Community

Facilities

District

1

Villages

at

Sierra

Vista,

Series

2022,

4.500%,

9/01/52

9/29

at

103.00

559,207

1,100

Roseville,

California,

Special

Tax

Bonds,

Community

Facilities

District

1

Westbrook,

Series

2014,

5.000%,

9/01/34

9/24

at

100.00

1,102,041

1,500

(c)

Roseville,

California,

Special

Tax

Bonds,

Community

Facilities

District

5

Fiddyment

Ranch

Public

Facilities,

Series

2017,

5.000%,

9/01/47

9/27

at

100.00

1,506,334

2,755

Roseville,

California,

Special

Tax

Bonds,

SVSP

Westpark-Federico

Community

Facilities

District

1,

Series

2022,

5.000%,

9/01/52

9/29

at

103.00

2,707,354

230

Sabal

Palm

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Series

2016,

5.500%,

11/01/46

11/26

at

100.00

231,858

1,510

(c),(d)

Sacramento

City

Financing

Authority

California,

Lease

Revenue

Bonds,

Master

Lease

Program

Facilities

Projects,

Tender

Option

Bond

Trust

2016-

XG0100,

9.647%,

12/01/33

-

AMBAC

Insured,

(IF)

No

Opt.

Call

2,382,303

Sacramento

City

Financing

Authority,

California,

Tax

Allocation

Revenue

Bonds,

Merged

Downtown

Sacramento

and

Oak

Park

Projects,

Series

2005A:

4,295

0.000%,

12/01/31

-

FGIC

Insured

No

Opt.

Call

3,207,789

4,435

0.000%,

12/01/32

-

FGIC

Insured

No

Opt.

Call

3,172,721

265

Sacramento,

California,

Special

Tax

Bonds,

Community

Facilities

District

05-1

College

Square,

Series

2007,

5.900%,

9/01/37

9/24

at

100.00

266,145

1,600

(c)

Sacramento,

California,

Special

Tax

Bonds,

Community

Facilities

District

2018-01

Railyards,

Improvements

Series

2022,

5.375%,

9/01/52

9/29

at

103.00

1,615,676

Sacramento,

California,

Special

Tax

Bonds,

North

Natomas

Community

Facilities

District

7,

Series

2017-01:

710

(c)

5.000%,

9/01/37

9/24

at

103.00

728,453

1,900

(c)

5.000%,

9/01/47

9/24

at

103.00

1,916,533

428

(e)

Saint

Louis,

Missouri,

Tax

Increment

Financing

Revenue

Bonds,

Grace

Lofts

Redevelopment

Projects,

Series

2007A,

2.100%,

12/31/26

No

Opt.

Call

18,832

17

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Tax

Obligation/Limited

(continued)

$

1,485

San

Bernardino

Community

Facilities

District

Number

2020-1,

California,

Special

Tax

Bonds,

Series

2022,

4.500%,

9/01/52

9/29

at

103.00

$

1,320,656

360

San

Bernardino

County

Financing

Authority,

California,

Revenue

Bonds,

Courthouse

Facilities

Project,

Series

2007,

5.500%,

6/01/37

-

NPFG

Insured

No

Opt.

Call

361,436

550

San

Bernardino

County,

California,

Special

Tax

Bonds,

Community

Facilities

District

2006-1

Lytle

Creek

North

Improvement

Area

1,

Series

2015,

5.000%,

9/01/40

9/25

at

100.00

553,022

San

Francisco

City

and

County

Infrastructure

and

Revitalization

Financing

District

1

Treasure

Island,

California,

Tax

Increment

Revenue

Bonds,

Facilities

Increment

Series

2023A:

905

(c)

5.000%,

9/01/43

9/33

at

100.00

855,626

1,525

(c)

5.500%,

9/01/53

9/33

at

100.00

1,472,417

1,500

(c)

San

Francisco

City

and

County

Infrastructure

and

Revitalization

Financing

District

1

Treasure

Island,

California,

Tax

Increment

Revenue

Bonds,

Housing

Increment

Series

2022B,

5.000%,

9/01/52

9/32

at

100.00

1,367,811

830

San

Francisco

City

and

County

Redevelopment

Agency

Successor

Agency,

California,

Special

Tax

Bonds,

Community

Facilities

District

7,

Hunters

Point

Shipyard

Phase

One

Improvements,

Refunding

Series

2014,

5.000%,

8/01/39

8/24

at

100.00

830,719

1,250

San

Francisco

City

and

County

Redevelopment

Agency

Successor

Agency,

California,

Tax

Allocation

Bonds,

Mission

Bay

South

Redevelopment

Project,

Series

2014A,

5.000%,

8/01/43

8/24

at

100.00

1,250,876

12,610

(c)

San

Francisco

City

and

County

Redevelopment

Agency

Successor

Agency,

California,

Tax

Allocation

Bonds,

Mission

Bay

South

Redevelopment

Project,

Subordinate

Series

2016D,

0.000%,

8/01/43

7/24

at

38.97

4,897,455

1,450

(c)

San

Francisco

City

and

County

Special

Tax

District

2020-1,

California,

Special

Tax

Bonds,

Mission

Rock

Facilities

and

Services,

Series

2023B,

5.750%,

9/01/53

9/30

at

103.00

1,463,918

1,000

(c)

San

Francisco

City

and

County

Special

Tax

District

2020-1,

California,

Special

Tax

Bonds,

Mission

Rock

Facilities

and

Services,

Shoreline

Tax

Zone

1

Series

2023C,

5.750%,

9/01/53

9/30

at

103.00

1,009,599

11,755

(d)

San

Francisco

City

and

County,

California,

Certificates

of

Participation,

49

South

Van

Ness

Avenue

Project,

Green

Series

2019A,

4.000%,

4/01/45,

(UB)

4/27

at

100.00

11,434,013

3,900

(c)

San

Francisco

City

and

County,

California,

Development

Special

Tax

Bonds,

Mission

Rock

Facilities

and

Services

Special

Tax

District

2020-1,

Series

2021C,

4.000%,

9/01/51

9/28

at

103.00

3,135,895

San

Francisco

City

and

County,

California,

Special

Tax

Bonds,

Community

Facilities

District

2014-1

Transbay

Transit

Center,

Green

Series

2022A:

1,000

(d)

5.000%,

9/01/42,

(UB)

9/32

at

100.00

1,045,561

1,735

(d)

5.000%,

9/01/47,

(UB)

9/32

at

100.00

1,791,038

1,150

(d)

5.000%,

9/01/52,

(UB)

9/32

at

100.00

1,175,965

2,900

San

Francisco

City

and

County,

California,

Special

Tax

Bonds,

Community

Facilities

District

2016-1

Treasure

Island

Improvement

Area

1,

Series

2020,

4.000%,

9/01/50

9/27

at

103.00

2,463,455

San

Francisco

City

and

County,

California,

Special

Tax

Bonds,

Community

Facilities

District

2016-1

Treasure

Island

Improvement

Area

2,

Series

2023A:

965

(c)

5.250%,

9/01/48

9/30

at

103.00

925,505

2,050

(c)

5.500%,

9/01/53

9/30

at

103.00

2,004,875

Santa

Ana

Financing

Authority,

California,

Lease

Revenue

Bonds,

Police

Administration

and

Housing

Facility,

Series

1994A:

55

6.250%,

7/01/24

No

Opt.

Call

55,094

5,000

Stockton,

California,

Special

Tax

Revenue

Bonds,

Community

Facilities

District

19-1,

Cannery

Park

II,

Series

2022,

5.000%,

9/01/52

9/29

at

103.00

4,898,891

1,335

Sulphur

Springs

Union

School

District,

California,

Special

Tax

Bonds,

Community

Facilities

District

2006-1,

Series

2018,

5.000%,

9/01/43

9/24

at

103.00

1,351,597

5,400

Sulphur

Springs

Union

School

District,

California,

Special

Tax

Bonds,

Community

Facilities

District

2014-1,

Series

2022,

4.500%,

9/01/52

9/29

at

103.00

4,838,881

4,000

Tejon

Ranch

Public

Facilities

Financing

Authority,

California,

Special

Tax

Bonds,

Community

Facilities

District

2008-1

Tejon

Industrial

Complex

East

2012B,

5.250%,

9/01/42

7/24

at

100.00

4,002,378

Nuveen

California

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

May

31,

2024

(Unaudited)

18

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Tax

Obligation/Limited

(continued)

$

2,000

Tejon

Ranch

Public

Facilities

Financing

Authority,

California,

Special

Tax

Bonds,

Community

Facilities

District

2008-1,

Tejon

Industrial

Complex

Public

Improvements-East,

Series

2015A,

5.000%,

9/01/45

9/25

at

100.00

$

2,009,889

1,045

(c)

Temecula

Public

Financing

Authority,

California,

Special

Tax

Bonds,

Community

Facilities

District

16-01,

Series

2017,

6.250%,

9/01/47

9/27

at

100.00

1,084,996

1,750

Temecula

Public

Financing

Authority,

California,

Special

Tax

Bonds,

Community

Facilities

District

16-01,

Series

2023A,

5.000%,

9/01/49

9/29

at

103.00

1,756,243

400

Temecula

Valley

Unified

School

District,

Riverside

County,

California,

Special

Tax

Bonds,

Community

Facilities

District

2011-1,

Series

2014,

4.250%,

9/01/44

9/24

at

100.00

366,258

1,195

Tracy,

California,

Special

Tax

Bonds,

Community

Facilities

District

2016-1

Tracy

Hills,  Improvement

Area

1,

Series

2019,

5.000%,

9/01/49

9/25

at

103.00

1,196,462

2,700

Tracy,

California,

Special

Tax

Bonds,

Community

Facilities

District

2016-1

Tracy

Hills,  Improvement

Area

2,

Series

2023,

5.875%,

9/01/53

9/29

at

103.00

2,818,095

1,000

Val

Verde

Unified

School

District,

California,

Special

Tax

Bonds,

Community

Facilities

District

2018-2,

Stratford

Improvement

Area

2

Series

2023,

5.000%,

9/01/54

9/29

at

103.00

987,530

700

Victor

Valley

Union

High

School

District,

San

Bernardino

County,

California,

Special

Tax

Bonds,

Community

Facilities

District

2007-1,

Series

2013,

5.000%,

9/01/43

6/24

at

100.00

700,121

1,000

(c)

Virgin

Islands

Public

Finance

Authority,

Gross

Receipts

Taxes

Loan

Note,

Refunding

Series

2014C,

5.000%,

10/01/39

10/24

at

100.00

936,766

West

Patterson

Financing

Authority,

California,

Special

Tax

Bonds,

Community

Facilities

District

2015-1

Arambel-KDN,

Refunding

Series

2015:

350

5.250%,

9/01/35

9/25

at

100.00

355,491

785

5.250%,

9/01/45

9/25

at

100.00

791,321

2,805

West

Sacramento,

California,

Special

Tax

Bonds,

Community

Facilities

District

27

Bridge

District,

Refunding

Series

2016,

5.000%,

9/01/40

9/26

at

100.00

2,832,342

5,605

West

Sacramento,

California,

Special

Tax

Bonds,

Community

Facilities

District

27

Bridge

District,

Series

2017,

5.000%,

9/01/47

9/27

at

100.00

5,623,664

1,890

Westside

Union

School

District,

California,

Special

Tax

Bonds,

Community

Facilities

District

2016-1

Improvement

Area

B,

Series

2023,

5.250%,

9/01/52

9/29

at

103.00

1,831,457

1,445

William

S.

Hart

Union

High

School

District,

Los

Angeles

County,

California,

Special

Tax

Bonds,

Community

Facilities

District

2015-1,

Series

2017,

5.000%,

9/01/47

9/26

at

100.00

1,456,010

1,855

Woodland,

California,

Special

Tax

Bonds,

Community

Facilities

District

2004-1

Spring

Lake,

Refunding

&

Capital

Projects

Series

2016,

4.000%,

9/01/45

9/26

at

100.00

1,658,411

290

(e)

Yorkville

United

City

Business

District,

Illinois,

Storm

Water

and

Water

Improvement

Project

Revenue

Bonds,

Series

2007,

4.800%,

1/01/27

6/24

at

100.00

121,800

Total

Tax

Obligation/Limited

342,068,723

Transportation

-

9.7%

7,000

California

Municipal

Finance

Authority,

Special

Facility

Revenue

Bonds,

United

Airlines,

Inc.

Los

Angeles

International

Airport

Project,

Series

2019,

4.000%,

7/15/29,

(AMT)

No

Opt.

Call

6,955,336

10,845

(d)

Foothill/Eastern

Transportation

Corridor

Agency,

California,

Toll

Road

Revenue

Bonds,

Refunding

Senior

Lien

Series

2021A,

4.000%,

1/15/46,

(UB)

1/31

at

100.00

10,279,538

5,000

Foothill/Eastern

Transportation

Corridor

Agency,

California,

Toll

Road

Revenue

Bonds,

Refunding

Series

2013A,

0.000%,

1/15/37

-

AGM

Insured

No

Opt.

Call

3,035,287

2,500

Foothill/Eastern

Transportation

Corridor

Agency,

California,

Toll

Road

Revenue

Bonds,

Refunding

Term

Rate

Sub-Series

2013B-1,

3.950%,

1/15/53

-

AGM

Insured

7/27

at

100.00

2,351,118

Guam

Port

Authority,

Port

Revenue

Bonds,

Private

Activity

Series

2018B:

250

5.000%,

7/01/36,

(AMT)

7/28

at

100.00

257,278

400

5.000%,

7/01/37,

(AMT)

7/28

at

100.00

410,366

10,000

(d)

Los

Angeles

Department

of

Airports,

California,

Revenue

Bonds,

Los

Angeles

International

Airport,

Subordinate

Lien

Series

2018C,

5.000%,

5/15/44,

(AMT),

(UB)

11/27

at

100.00

10,134,981

19

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Transportation

(continued)

San

Diego

County

Regional

Airport

Authority,

California,

Airport

Revenue

Bonds,

International

Senior

Series

2023B:

$

6,680

5.000%,

7/01/53,

(AMT)

7/33

at

100.00

$

6,884,178

10,000

(d)

5.250%,

7/01/58,

(AMT),

(UB)

7/33

at

100.00

10,477,064

San

Diego

County

Regional

Airport

Authority,

California,

Airport

Revenue

Bonds,

Subordinate

Series

2021B:

5,000

(d)

5.000%,

7/01/51,

(AMT),

(UB)

7/31

at

100.00

5,114,060

13,330

5.000%,

7/01/56,

(AMT)

7/31

at

100.00

13,623,760

20,000

(d)

San

Francisco

Airport

Commission,

California,

Revenue

Bonds,

San

Francisco

International

Airport,

Refunding

Second

Series

2023C,

5.750%,

5/01/48,

(AMT),

(UB)

5/33

at

100.00

22,051,300

5,165

(d)

San

Francisco

Airports

Commission,

California,

Revenue

Bonds,

San

Francisco

International

Airport,

Second

Series

2018D,

5.000%,

5/01/48,

(AMT),

(UB)

5/28

at

100.00

5,210,614

200

San

Joaquin

Hills

Transportation

Corridor

Agency,

Orange

County,

California,

Toll

Road

Revenue

Bonds,

Refunding

Junior

Lien

Series

2014B,

5.250%,

1/15/49

1/25

at

100.00

201,164

50

San

Joaquin

Hills

Transportation

Corridor

Agency,

Orange

County,

California,

Toll

Road

Revenue

Bonds,

Refunding

Series

1997A,

0.000%,

1/15/31

-

NPFG

Insured

No

Opt.

Call

38,358

6,650

(d)

San

Jose,

California,

Airport

Revenue

Bonds,

Refunding

Series

2017A,

4.000%,

3/01/42

-

BAM

Insured,

(AMT),

(UB)

3/27

at

100.00

6,319,764

1,200

(c)

West

Indian

Company

Limited,

Virgin

Islands,

Port

Facilities

Revenue

Bonds,

WICO

Financing,

Series

2022B,

6.500%,

4/01/52,

(AMT)

10/29

at

104.00

1,152,258

Total

Transportation

104,496,424

U.S.

Guaranteed

-

0.2%

(h)

Anaheim

Public

Financing

Authority,

California,

Lease

Revenue

Bonds,

Public

Improvement

Project,

Series

1997C:

2,320

0.000%,

9/01/35

-

AGM

Insured,

(ETM)

No

Opt.

Call

1,563,519

California

School

Finance

Authority,

California,

Charter

School

Revenue

Bonds,

Aspire

Public

Schools,

Refunding

Series

2016:

40

(c)

5.000%,

8/01/46,

(Pre-refunded

8/01/25)

8/25

at

100.00

40,700

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Community

High

School

Foundation

Inc,

Series

2017:

265

(c)

5.000%,

6/01/37,

(Pre-refunded

6/01/27)

6/27

at

100.00

274,322

265

(c)

5.000%,

6/01/47,

(Pre-refunded

6/01/27)

6/27

at

100.00

274,323

Santa

Ana

Financing

Authority,

California,

Lease

Revenue

Bonds,

Police

Administration

and

Housing

Facility,

Series

1994A:

55

6.250%,

7/01/24,

(ETM)

No

Opt.

Call

55,093

Total

U.S.

Guaranteed

2,207,957

Utilities

-

17.3%

27,110

(d)

California

Community

Choice

Financing

Authority,

Clean

Energy

Project

Revenue

Bonds,

Green

Series

2021B-1,

4.000%,

2/01/52,

(Mandatory

Put

8/01/31),

(UB)

5/31

at

100.63

26,915,624

17,780

(d)

California

Community

Choice

Financing

Authority,

Clean

Energy

Project

Revenue

Bonds,

Green

Series

2023F,

5.500%,

10/01/54,

(Mandatory

Put

11/01/30),

(UB)

8/30

at

100.12

19,232,374

44,950

(d)

California

Community

Choice

Financing

Authority,

Clean

Energy

Project

Revenue

Bonds,

Green

Series

2023G,

5.250%,

11/01/54,

(Mandatory

Put

4/01/30),

(UB)

1/30

at

100.19

47,775,143

50,000

(d)

California

Community

Choice

Financing

Authority,

Clean

Energy

Project

Revenue

Bonds,

Green

Series

2024A,

5.000%,

5/01/54,

(Mandatory

Put

4/01/32),

(UB)

1/32

at

100.21

52,978,090

1,100

(c)

California

Pollution

Control

Financing

Authority

Water

Furnishing

Revenue

Bonds

(Poseidon

Resources

(Channelside)

LP

Desalination

Project),

Series

2023

(AMT),

5.000%,

11/21/45,

(AMT)

7/33

at

100.00

1,139,749

25

Long

Beach

Bond

Finance

Authority,

California,

Natural

Gas

Purchase

Revenue

Bonds,

Series

2007A,

5.500%,

11/15/28

No

Opt.

Call

26,044

50

M-S-R

Energy

Authority,

California,

Gas

Revenue

Bonds,

Citigroup

Prepay

Contracts,

Series

2009A,

6.500%,

11/01/39

No

Opt.

Call

61,889

Nuveen

California

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

May

31,

2024

(Unaudited)

20

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Utilities

(continued)

$

360

Pico

Rivera

Water

Authority,

California,

Revenue

Bonds,

Refunding

Water

System

Project,

Series

1999A,

5.500%,

5/01/29

-

NPFG

Insured

No

Opt.

Call

$

374,206

3,000

(c)

Puerto

Rico

Aqueduct

and

Sewerage

Authority,

Revenue

Bonds,

Refunding

Senior

Lien

Series

2020A,

5.000%,

7/01/47

7/30

at

100.00

3,031,158

5

(c)

Puerto

Rico

Aqueduct

and

Sewerage

Authority,

Revenue

Bonds,

Refunding

Senior

Lien

Series

2021B,

5.000%,

7/01/37

7/31

at

100.00

5,205

8,000

(e)

Puerto

Rico

Electric

Power

Authority,

Power

Revenue

Bonds,

Federally

Taxable

Build

America

Bonds,

Series

2010YY,

6.125%,

7/01/40

7/24

at

100.00

2,917,840

1,140

Puerto

Rico

Electric

Power

Authority,

Power

Revenue

Bonds,

Refunding

National

Series

2007VV,

5.250%,

7/01/34

-

NPFG

Insured

No

Opt.

Call

1,125,920

Puerto

Rico

Electric

Power

Authority,

Power

Revenue

Bonds,

Refunding

Series

2010DDD:

1,000

(e)

5.000%,

1/01/24

No

Opt.

Call

364,730

Puerto

Rico

Electric

Power

Authority,

Power

Revenue

Bonds,

Series

2010AAA:

3,000

(e)

5.250%,

7/01/27

7/24

at

100.00

1,094,190

1,020

(e)

5.250%,

7/01/31

7/24

at

100.00

372,025

Puerto

Rico

Electric

Power

Authority,

Power

Revenue

Bonds,

Series

2010ZZ:

275

(e)

5.250%,

7/01/25

7/24

at

100.00

100,301

1,000

(e)

5.250%,

7/01/26

7/24

at

100.00

364,730

Puerto

Rico

Electric

Power

Authority,

Power

Revenue

Bonds,

Series

2013A:

2,925

(e)

5.050%,

1/01/24

7/23

at

100.00

1,066,835

1,415

(e)

4.800%,

7/01/29

7/24

at

100.00

516,093

2,000

(e)

Puerto

Rico

Electric

Power

Authority,

Power

Revenue

Bonds,

Taxable

Series

2010BBB,

5.400%,

7/01/28

7/24

at

100.00

729,460

25

(e)

Puerto

Rico

Electric

Power

Authority,

Revenue

Bonds,

Refunding

Series

2005SS,

4.625%,

7/01/30

7/24

at

100.00

9,118

85

(e)

Puerto

Rico

Electric

Power

Authority,

Revenue

Bonds,

Series

2003NN,

5.500%,

1/31/24

No

Opt.

Call

31,002

1,950

(e)

Puerto

Rico

Electric

Power

Authority,

Revenue

Bonds,

Series

2007TT,

5.000%,

7/01/32

7/24

at

100.00

711,224

Puerto

Rico

Electric

Power

Authority,

Revenue

Bonds,

Series

2008WW:

915

(e)

5.375%,

1/01/24

0

at

100.00

333,728

1,000

(e)

5.250%,

7/01/33

7/24

at

100.00

364,730

295

(e)

5.500%,

7/01/38

7/24

at

100.00

107,595

500

(e)

Puerto

Rico

Electric

Power

Authority,

Revenue

Bonds,

Series

2010AAA,

5.250%,

7/01/24

7/24

at

100.00

182,365

Puerto

Rico

Electric

Power

Authority,

Revenue

Bonds,

Series

2010CCC:

135

(e)

5.000%,

7/01/24

7/24

at

100.00

49,239

200

(e)

4.800%,

7/01/27

7/24

at

100.00

72,946

1,030

(e)

Puerto

Rico

Electric

Power

Authority,

Revenue

Bonds,

Series

2010DDD,

3.625%,

1/01/24

No

Opt.

Call

375,672

Puerto

Rico

Electric

Power

Authority,

Revenue

Bonds,

Series

2010XX:

1,445

(e)

4.625%,

7/01/25

7/24

at

100.00

527,035

95

(e)

5.250%,

7/01/26

7/24

at

100.00

34,649

1,000

(e)

5.250%,

7/01/35

7/24

at

100.00

364,730

Puerto

Rico

Electric

Power

Authority,

Revenue

Bonds,

Series

2010ZZ:

1,695

(e)

5.000%,

1/01/24

No

Opt.

Call

618,217

165

(e)

5.000%,

1/01/24

No

Opt.

Call

60,181

Puerto

Rico

Electric

Power

Authority,

Revenue

Bonds,

Series

2013A:

220

(e)

7.250%,

7/01/30

7/24

at

100.00

80,241

4,430

(e)

6.750%,

7/01/36

7/24

at

100.00

1,615,754

5,385

(e)

5.000%,

7/01/42

7/24

at

100.00

1,964,071

2,380

(e)

Puerto

Rico

Electric

Power

Authority,

Revenue

Bonds,

Taxable

Series

2010EEE,

5.950%,

7/01/30

7/24

at

100.00

868,057

San

Joaquin

County,

California,

Revenue

Bonds,

CSA

County

Service

Area

31,

Refunding

Series

2018A:

1,250

5.000%,

8/01/38

8/28

at

100.00

1,258,841

1,500

5.000%,

8/01/42

8/28

at

100.00

1,502,363

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

The

Fund’s

investments

in

securities

are

recorded

at

their

estimated

fair

value

utilizing

valuation

methods

approved

by

the

Board

of

Directors/

Trustees.

Fair

value

is

defined

as

the

price

that

would

be

received

upon

selling

an

investment

or

transferring

a

liability

in

an

orderly

transaction

to

an

independent

buyer

in

the

principal

or

most

advantageous

market

for

the

investment.

U.S.

GAAP

establishes

the

three-tier

hierarchy

which

is

used

to

maximize

the

use

of

observable

market

data

and

minimize

the

use

of

unobservable

inputs

and

to

establish

classification

of

fair

value

measurements

for

disclosure

purposes.

Observable

inputs

reflect

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Observable

inputs

are

based

on

market

data

obtained

from

sources

independent

of

the

reporting

entity.

Unobservable

inputs

reflect

management’s

assumptions

about

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Unobservable

inputs

are

based

on

the

best

information

available

in

the

circumstances.

The

following

is

a

summary

of

the

three-tiered

hierarchy

of

valuation

input

levels.

Level

1

–

Inputs

are

unadjusted

and

prices

are

determined

using

quoted

prices

in

active

markets

for

identical

securities.

Level

2

–

Prices

are

determined

using

other

significant

observable

inputs

(including

quoted

prices

for

similar

securities,

interest

rates,

credit

spreads,

etc.).

Level

3

–

Prices

are

determined

using

significant

unobservable

inputs

(including

management’s

assumptions

in

determining

the

fair

value

of

investments).

The

following

table

summarizes

the

market

value

of

the

Fund's

investments

as

of

the

end

of

the

reporting

period,

based

on

the

inputs

used

to

value

them:

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Utilities

(continued)

$

6,135

(d)

Southern

California

Public

Power

Authority,

California,

Revenue

Bonds,

Clean

Energy

Project

Revenue

Bonds,

Series

2024A,

5.000%,

4/01/55,

(Mandatory

Put

9/01/30),

(UB)

6/30

at

100.24

$

6,463,492

Southern

California

Public

Power

Authority,

Natural

Gas

Project

1

Revenue

Bonds,

Series

2007A:

1,000

5.000%,

11/01/29

No

Opt.

Call

1,022,287

220

5.000%,

11/01/33

No

Opt.

Call

226,525

2,190

Virgin

Islands

Water

and

Power

Authority,

Electric

System

Revenue

Bonds,

Bond

Anticipation

Notes,

Taxable

Series

2022A,

7.750%,

7/01/24

No

Opt.

Call

2,183,871

150

Virgin

Islands

Water

and

Power

Authority,

Electric

System

Revenue

Bonds,

Bond

Anticipation

Notes,

Taxable

Series

2022B,

10.000%,

7/01/24

No

Opt.

Call

149,763

5,020

(d)

West

County

Facilities

Financing

Authority,

California,

Wastewater

Revenue

Bonds,

Green

Series

2021,

4.000%,

6/01/46,

(UB)

6/31

at

100.00

4,873,145

Total

Utilities

186,242,447

Total

Municipal

Bonds

(cost

$1,319,728,403)

1,280,626,412

Total

Long-Term

Investments

(cost

$1,319,728,403)

1,280,626,412

Principal

Amount

(000)

Description(a)

Coupon

Maturity

Value

SHORT-TERM

INVESTMENTS

-

 4.7%  

X

50,560,000

REPURCHASE

AGREEMENTS

-

4.7%  

X

50,560,000

$

50,560

(i)

Fixed

Income

Clearing

Corporation

5.300%

6/03/24

$

50,560,000

Total

Repurchase

Agreements

(cost

$50,560,000)

50,560,000

Total

Short-Term

Investments

(cost

$50,560,000)

50,560,000

Total

Investments

(cost

$1,370,288,403)

-

124.0%

1,331,186,412

Floating

Rate

Obligations

-

(24.7)%  

(265,450,000)

Other

Assets

&

Liabilities,

Net

-

0.7%

7,749,582

Net

Assets

-

100%

$

1,073,485,994

Nuveen

California

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

May

31,

2024

(Unaudited)

22

Level

1

Level

2

Level

3

Total

Long-Term

Investments:

Municipal

Bonds

$

–

$

1,280,442,838

$

183,574

$

1,280,626,412

Short-Term

Investments:

Repurchase

Agreements

–

50,560,000

–

50,560,000

Total

$

–

$

1,331,002,838

$

183,574

$

1,331,186,412

(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

$394,920,471

or

29.7%

of

Total

Investments.

(d)

Investment,

or

portion

of

investment,

has

been

pledged

to

collateralize

the

net

payment

obligations

for

investments

in

inverse

floating

rate

transactions.

(e)

Defaulted

security.

A

security

whose

issuer

has

failed

to

fully

pay

principal

and/or

interest

when

due,

or

is

under

the

protection

of

bankruptcy.

(f)

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3.

(g)

Step-up

coupon

bond,

a

bond

with

a

coupon

that

increases

("steps

up"),

usually

at

regular

intervals,

while

the

bond

is

outstanding.

The

rate

shown

is

the

coupon

as

of

the

end

of

the

reporting

period.

(h)

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.

(i)

Agreement

with

Fixed

Income

Clearing

Corporation,

5.300%

dated

5/31/24

to

be

repurchased

at

$50,582,331

on

6/3/24,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

0.625%

and

maturity

date

7/15/32,

valued

at

$51,571,212.

AMT

Alternative

Minimum

Tax

ETM

Escrowed

to

maturity

IF

Inverse

floating

rate

security

issued

by

a

tender

option

bond

(“TOB”)

trust,

the

interest

rate

on

which

varies

inversely

with

the

Securities

Industry

Financial

Markets

Association

(SIFMA)

short-term

rate,

which

resets

weekly,

or

a

similar

short-term

rate,

and

is

reduced

by

the

expenses

related

to

the

TOB

trust.

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.

23

Nuveen

California

Municipal

Bond

Fund

Portfolio

of

Investments

May

31,

2024

(Unaudited)

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

LONG-TERM

INVESTMENTS

-

98.7%   

X

1,673,294,812

MUNICIPAL

BONDS

-

98.7%  

X

1,673,294,812

Consumer

Staples

-

0.0%

$

370

California

County

Tobacco

Securitization

Agency,

Tobacco

Settlement

Asset-Backed

Bonds,

Los

Angeles

County

Securitization

Corporation,

Series

2020A,

4.000%,

6/01/49

6/30

at

100.00

$

345,567

Total

Consumer

Staples

345,567

Education

and

Civic

Organizations

-

6.3%

5,000

California

Educational

Facilities

Authority,

Revenue

Bonds,

Chapman

University,

Series

2015,

5.000%,

4/01/45

4/25

at

100.00

5,016,115

3,000

California

Educational

Facilities

Authority,

Revenue

Bonds,

University

of

the

Pacific,

Refunding

Series

2015,

5.000%,

11/01/36

11/25

at

100.00

3,036,165

California

Educational

Facilities

Authority,

Revenue

Bonds,

University

of

the

Pacific,

Series

2023:

2,040

5.000%,

11/01/43

11/33

at

100.00

2,188,534

3,240

4.250%,

11/01/48

11/33

at

100.00

3,138,597

2,435

California

Infrastructure

and

Economic

Development

Bank,

Revenue

Bonds,

California

Science

Center

Phase

III

Project,

Green

Series

2021B,

4.000%,

5/01/41

11/31

at

100.00

2,383,724

3,000

California

Infrastructure

and

Economic

Development

Bank,

Revenue

Bonds,

Los

Angeles

County

Museum

of

Natural

History

Foundation,

Series

2020,

4.000%,

7/01/50

7/30

at

100.00

2,904,711

500

California

Municipal

Finance

Authority

Charter

School

Revenue

Bonds,

John

Adams

Academies,

Inc.

Project,

Series

2015A,

5.250%,

10/01/45

7/24

at

101.00

497,422

1,275

California

Municipal

Finance

Authority,

Revenue

Bonds,

Goodwill

Industries

of

Sacramento

Valley

&

Northern

Nevada

Project,

Series

2014A,

5.000%,

1/01/35

1/25

at

100.00

1,084,125

California

Municipal

Finance

Authority,

Revenue

Bonds,

Linxs

APM

Project,

Senior

Lien

Series

2018A:

8,595

4.000%,

12/31/47,

(AMT)

6/28

at

100.00

7,547,322

6,980

5.000%,

12/31/47,

(AMT)

6/28

at

100.00

6,955,542

California

School

Finance

Authority

Charter

School

Revenue

Bonds,

Bright

Star

Schools

-

Obligated

Group,

Series

2017:

920

(c)

5.000%,

6/01/27

No

Opt.

Call

926,696

250

(c)

5.000%,

6/01/54

6/27

at

100.00

238,882

2,935

(c)

California

School

Finance

Authority

Charter

School

Revenue

Bonds,

Fenton

Schools

-

Obligated

Group,

Series

2020A,

5.000%,

7/01/50

7/27

at

100.00

2,771,640

California

School

Finance

Authority,

California,

Charter

School

Revenue

Bonds,

Aspire

Public

Schools,

Refunding

Series

2015A:

1,045

(c)

5.000%,

8/01/40

8/25

at

100.00

1,050,020

1,100

(c)

5.000%,

8/01/45

8/25

at

100.00

1,102,006

California

School

Finance

Authority,

California,

Charter

School

Revenue

Bonds,

Aspire

Public

Schools,

Refunding

Series

2016:

450

(c)

5.000%,

8/01/36

8/25

at

100.00

453,704

460

(c)

5.000%,

8/01/46

8/25

at

100.00

460,662

815

(c)

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Aspire

Public

School

-

Obligated

Group,Issue

No.6,

Series

2020A,

5.000%,

8/01/52

8/28

at

100.00

811,783

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Community

High

School

Foundation

Inc,

Series

2017:

235

(c)

5.000%,

6/01/47

6/27

at

100.00

221,524

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Downtown

College

Prep

-

Obligated

Group,

Series

2016:

410

(c)

5.000%,

6/01/46

6/26

at

100.00

392,085

500

(c)

5.000%,

6/01/51

6/26

at

100.00

467,714

375

(c)

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Kepler

Neighborhood

School,

Series

2017A,

5.750%,

5/01/37

5/27

at

100.00

378,271

Nuveen

California

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

May

31,

2024

(Unaudited)

24

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Education

and

Civic

Organizations

(continued)

$

550

(c)

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Partnerships

to

Uplift

Communities

Project,

Refunding

Social

Series

2023,

5.500%,

8/01/43

8/33

at

100.00

$

567,119

285

(c)

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Rocketship

Education

Obligated

Group,

Series

2016A,

5.000%,

6/01/36

6/25

at

100.00

285,930

280

(c)

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Stem

Preparatory

Schools

Obligated

Group,

Series

2023A,

5.000%,

6/01/43

6/31

at

100.00

278,272

750

(c)

California

School

Finance

Authority,

School

Facility

Revenue

Bonds,

Alliance

for

College-Ready

Public

Schools

Project,

Series

2015A,

5.000%,

7/01/45

7/25

at

100.00

750,431

830

(c)

California

School

Finance

Authority,

School

Facility

Revenue

Bonds,

Alliance

for

College-Ready

Public

Schools

Project,

Series

2016A,

5.000%,

7/01/46

7/25

at

100.00

830,180

5,235

(c)

California

School

Finance

Authority,

School

Facility

Revenue

Bonds,

Alliance

for

College-Ready

Public

Schools

Project,

Series

2016C,

5.250%,

7/01/52

7/25

at

101.00

5,254,579

680

(c)

California

School

Finance

Authority,

School

Facility

Revenue

Bonds,

Granada

Hills

Charter

High

School

Obligated

Group,

Series

2021A,

4.000%,

7/01/48

7/28

at

100.00

578,720

545

(c)

California

School

Finance

Authority,

School

Facility

Revenue

Bonds,

Value

Schools,

Refunding

Series

2023A,

5.000%,

7/01/40

7/28

at

103.00

548,366

California

State

University,

Systemwide

Revenue

Bonds,

Series

2018A:

3,100

5.000%,

11/01/43

11/28

at

100.00

3,264,827

15,665

5.000%,

11/01/48

11/28

at

100.00

16,376,039

5,210

California

State

University,

Systemwide

Revenue

Bonds,

Series

2019A,

5.000%,

11/01/51

11/29

at

100.00

5,465,941

1,115

San

Diego

County,

California,

Limited

Revenue

Obligations,

Sanford

Burnham

Prebys

Medical

Discovery

Institute,

Series

2015A,

5.000%,

11/01/28

11/25

at

100.00

1,142,474

15,325

University

of

California,

General

Revenue

Bonds,

Limited

Project

Series

2017M,

5.000%,

5/15/47

5/27

at

100.00

15,809,465

11,620

University

of

California,

General

Revenue

Bonds,

Limited

Project

Series

2018O,

5.000%,

5/15/43

5/28

at

100.00

12,174,145

Total

Education

and

Civic

Organizations

107,353,732

Financials

-

0.0%

7

Cofina

Class

2

Trust

Tax-Exempt

Class

2047,

Puerto

Rico.

Unit

Exchanged

From

Cusip

74529JAN5,

0.000%,

8/01/47

No

Opt.

Call

2,117

Total

Financials

2,117

Health

Care

-

13.1%

California

Health

Facilities

Financing

Authority,

California,

Revenue

Bonds,

Sutter

Health,

Refunding

Series

2016B:

17,205

5.000%,

11/15/46

11/26

at

100.00

17,526,336

3,815

California

Health

Facilities

Financing

Authority,

California,

Revenue

Bonds,

Sutter

Health,

Refunding

Series

2017A,

5.000%,

11/15/48

11/27

at

100.00

3,890,324

California

Health

Facilities

Financing

Authority,

California,

Revenue

Bonds,

Sutter

Health,

Series

2018A:

1,225

5.000%,

11/15/36

11/27

at

100.00

1,283,921

11,100

5.000%,

11/15/48

11/27

at

100.00

11,319,162

7,000

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

Cedars-

Sinai

Health

System,

Series

2021A,

4.000%,

8/15/48

8/31

at

100.00

6,783,816

3,850

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

Children's

Hospital

Los

Angeles,

Series

2017A,

5.000%,

8/15/47

8/27

at

100.00

3,896,767

4,750

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

Children's

Hospital

of

Orange

County,

Series

2024A,

5.000%,

11/01/54

5/34

at

100.00

5,110,925

6,100

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

City

of

Hope

National

Medical

Center,

Series

2012A,

4.000%,

11/15/39

7/24

at

100.00

5,747,374

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

City

of

Hope

National

Medical

Center,

Series

2019:

7,850

4.000%,

11/15/45

11/29

at

100.00

7,419,561

2,700

5.000%,

11/15/49

11/26

at

100.00

2,728,626

25

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Health

Care

(continued)

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

CommonSpirit

Health,

Series

2020A:

$

10,750

4.000%,

4/01/40

4/30

at

100.00

$

10,571,803

3,175

4.000%,

4/01/45

4/30

at

100.00

3,049,895

36,320

4.000%,

4/01/49

4/30

at

100.00

33,905,860

2,055

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

CommonSpirit

Health,

Series

2024A,

5.000%,

12/01/54

6/34

at

100.00

2,169,055

3,940

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

El

Camino

Hospital,

Refunding

Series

2015A,

5.000%,

2/01/40

2/25

at

100.00

3,948,250

1,825

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

Providence

Health

&

Services,

Series

2014B,

5.000%,

10/01/44

10/24

at

100.00

1,826,441

250

California

Municipal

Finance

Authority,

Revenue

Bonds,

Eisenhower

Medical

Center,

Refunding

Series

2017A,

5.000%,

7/01/47

7/27

at

100.00

248,796

California

Municipal

Finance

Authority,

Revenue

Bonds,

NorthBay

Healthcare

Group,

Series

2017A:

1,810

5.250%,

11/01/36

11/26

at

100.00

1,812,780

11,500

5.250%,

11/01/41

11/26

at

100.00

11,118,805

6,750

5.000%,

11/01/47

11/26

at

100.00

6,220,608

3,810

5.250%,

11/01/47

11/26

at

100.00

3,658,501

5,300

California

Municipal

Finance

Authority,

Reveue

Bonds,

Community

Medical

Centers,

Series

2017A,

5.000%,

2/01/47

2/27

at

100.00

5,302,883

2,950

California

Municipal

Financing

Authority,

Certificates

of

Participation,

Palomar

Health,

Series

2022A,

5.250%,

11/01/52

-

AGM

Insured

11/32

at

100.00

3,093,722

2,000

California

Public

Finance

Authority,

Revenue

Bonds,

Henry

Mayo

Newhall

Hospital,

Series

2017,

5.000%,

10/15/47

10/26

at

100.00

1,982,124

2,500

California

Statewide

Communities

Development

Authority,

California,

Redlands

Community

Hospital,

Revenue

Bonds,

Series

2016,

5.000%,

10/01/46

10/26

at

100.00

2,522,492

6,000

California

Statewide

Communities

Development

Authority,

California,

Revenue

Bonds,

Loma

Linda

University

Medical

Center,

Series

2014A,

5.250%,

12/01/44

12/24

at

100.00

6,014,690

20,750

(c)

California

Statewide

Communities

Development

Authority,

California,

Revenue

Bonds,

Loma

Linda

University

Medical

Center,

Series

2016A,

5.250%,

12/01/56

6/26

at

100.00

20,843,089

8,400

(c)

California

Statewide

Communities

Development

Authority,

California,

Revenue

Bonds,

Loma

Linda

University

Medical

Center,

Series

2018A,

5.500%,

12/01/58

6/28

at

100.00

8,553,197

California

Statewide

Communities

Development

Authority,

Revenue

Bonds,

Adventist

Health

System/West,

Series

2015A:

1,305

5.000%,

3/01/35

3/26

at

100.00

1,322,780

1,000

5.000%,

3/01/45

3/26

at

100.00

1,005,544

4,650

California

Statewide

Communities

Development

Authority,

Revenue

Bonds,

Adventist

Health

System/West,

Series

2018A,

5.000%,

3/01/48

3/28

at

100.00

4,665,328

10,000

California

Statewide

Communities

Development

Authority,

Revenue

Bonds,

Marin

General

Hospital,

Green

Series

2018A,

4.000%,

8/01/45

6/24

at

100.00

8,549,958

1,365

California

Statewide

Community

Development

Authority,

Health

Revenue

Bonds,

Enloe

Medical

Center,

Refunding

Series

2022A,

5.250%,

8/15/52

-

AGM

Insured

8/32

at

100.00

1,449,276

California

Statewide

Community

Development

Authority,

Revenue

Bonds,

Daughters

of

Charity

Health

System,

Series

2005A:

22

(d),(e)

5.750%,

7/01/24

1/22

at

100.00

21,978

25

(d),(e)

5.750%,

7/01/30

1/22

at

100.00

25,269

2

(d),(e)

5.750%,

7/01/35

1/22

at

100.00

1,646

24

(d),(e)

California

Statewide

Community

Development

Authority,

Revenue

Bonds,

Daughters

of

Charity

Health

System,

Series

2005G,

5.500%,

7/01/24

1/22

at

100.00

23,783

3,000

Kaweah

Delta

Health

Care

District,

California,

Revenue

Bonds,

Series

2015B,

5.000%,

6/01/40

6/25

at

100.00

2,837,190

5,000

Palomar

Health

System,

California,

Revenue

Bonds,

Refunding

Series

2017,

5.000%,

11/01/42

11/27

at

100.00

4,563,533

1,630

Upland,

California,

Certificates

of

Participation,

San

Antonio

Regional

Hospital,

Series

2017,

5.000%,

1/01/47

1/28

at

100.00

1,647,729

Nuveen

California

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

May

31,

2024

(Unaudited)

26

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Health

Care

(continued)

$

2,800

Washington

Township

Health

Care

District,

California,

Revenue

Bonds,

Series

2017A,

5.000%,

7/01/42

7/27

at

100.00

$

2,803,376

Total

Health

Care

221,467,193

Housing/Multifamily

-

14.4%

19,170

(c)

California

Community

Housing

Agency,

California,

Essential

Housing

Revenue

Bonds,

Creekwood,

Series

2021A,

4.000%,

2/01/56

8/31

at

100.00

12,768,550

15,920

(c)

California

Community

Housing

Agency,

California,

Essential

Housing

Revenue

Bonds,

Glendale

Properties,

Junior

Series

2021A-2,

4.000%,

8/01/47

8/31

at

100.00

12,804,725

26,675

(c)

California

Community

Housing

Agency,

California,

Essential

Housing

Revenue

Bonds,

Serenity

at

Larkspur

Apartments,

Series

2020A,

5.000%,

2/01/50

2/30

at

100.00

18,663,796

3,950

(c)

California

Community

Housing

Agency,

California,

Essential

Housing

Revenue

Bonds,

Stoneridge

Apartments,

Series

2021A,

4.000%,

2/01/56

2/31

at

100.00

3,141,891

560

(c)

California

Community

Housing

Agency,

California,

Essential

Housing

Revenue

Bonds,

Summit

at

Sausalito

Apartments,

Series

2021A-2,

4.000%,

2/01/50

8/32

at

100.00

418,389

440

(c)

California

Community

Housing

Agency,

California,

Essential

Housing

Revenue

Bonds,

The

Arbors,

Series

2020A,

5.000%,

8/01/50

8/30

at

100.00

415,461

2,850

(c)

California

Community

Housing

Agency,

California,

Essential

Housing

Revenue

Bonds,

Verdant

at

Green

Valley

Apartments,

Series

2019A,

5.000%,

8/01/49

8/29

at

100.00

2,701,387

21,320

(c)

California

Community

Housing

Agency,

Workforce

Housing

Revenue

Bonds,

Annadel

Apartments,

Series

2019A,

5.000%,

4/01/49

4/29

at

100.00

17,635,661

10,971

California

Housing

Finance

Agency,

Municipal

Certificate

Revenue

Bonds,

Class

A

Series

2019-2,

4.000%,

3/20/33

No

Opt.

Call

10,787,120

12,274

California

Housing

Finance

Agency,

Municipal

Certificate

Revenue

Bonds,

Class

A

Series

2021-1,

3.500%,

11/20/35

No

Opt.

Call

11,461,723

1,501

California

Housing

Finance

Agency,

Municipal

Certificate

Revenue

Bonds,

Class

A

Series2019-1,

4.250%,

1/15/35

No

Opt.

Call

1,457,875

9,740

California

Housing

Finance

Agency,

Municipal

Certificate

Revenue

Bonds,

Class

A

Social

Certificates

Series

2023-1,

4.375%,

9/20/36

No

Opt.

Call

9,630,554

California

Municipal

Finance

Authority,

Mobile

Home

Park

Revenue

Bonds,

Caritas

Affordable

Housing

Inc

Projects,

Senior

Series

2014A:

170

5.250%,

8/15/39

8/24

at

100.00

170,255

455

5.250%,

8/15/49

8/24

at

100.00

455,305

2,950

California

Statewide

Community

Development

Authority,

Multifamily

Housing

Revenue

Senior

Bonds,

Westgate

Courtyards

Apartments,

Series

2001X-1,

5.420%,

12/01/34

-

AMBAC

Insured,

(AMT)

7/24

at

100.00

2,876,338

23,205

(c)

CMFA

Special

Finance

Agency

I,

California,

Essential

Housing

Revenue

Bonds,

The

Mix

at

Center

City,

Series

2021A-2,

4.000%,

4/01/56

4/31

at

100.00

17,412,266

5,675

(c)

CMFA

Special

Finance

Agency,

California,

Essential

Housing

Revenue

Bonds,

Enclave

Apartments,

Senior

Series

2022A-1,

4.000%,

8/01/58

2/32

at

100.00

4,398,133

920

(c)

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

777

Place-Pomona,

Senior

Lien

Series

2021A-1,

3.600%,

5/01/47

5/32

at

100.00

765,305

8,660

(c)

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

777

Place-Pomona,

Senior

Lien

Series

2021A-2,

3.250%,

5/01/57

5/32

at

100.00

6,064,167

1,255

(c)

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Acacia

on

Santa

Rosa

Creek,

Mezzanine

Lien

Series

2021B,

4.000%,

10/01/46

10/31

at

100.00

986,003

5,230

(c)

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Acacia

on

Santa

Rosa

Creek,

Senior

Lien

Series

2021A,

4.000%,

10/01/56

10/31

at

100.00

4,477,496

26,965

(c)

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Altana

Glendale,

Series

2021A-2,

4.000%,

10/01/56

10/31

at

100.00

20,781,969

14,755

(c)

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Center

City

Anaheim,

Series

2020A,

5.000%,

1/01/54

1/31

at

100.00

11,856,089

2,750

(c)

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Jefferson-Anaheim

Series

2021A-1,

2.875%,

8/01/41

8/31

at

100.00

2,490,727

27

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Housing/Multifamily

(continued)

$

4,640

(c)

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Jefferson-Anaheim

Series

2021A-2,

3.125%,

8/01/56

8/31

at

100.00

$

3,412,364

3,205

(c)

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Millennium

South

Bay-Hawthorne,

Series

2021A-1

and

A-2,

3.250%,

7/01/56

7/32

at

100.00

2,211,101

17,875

(c)

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Moda

at

Monrovia

Station,

Social

Series

2021A-2,

4.000%,

10/01/56

10/31

at

100.00

13,077,107

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Monterrey

Station

Apartments,

Senior

Lien

Series

2021A-1:

1,615

(c)

3.000%,

7/01/43

7/32

at

100.00

1,257,781

4,750

(c)

3.125%,

7/01/56

7/32

at

100.00

3,175,508

395

(c)

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Orange

City

Portfolio,

Mezzanine

Lien

Series

2021B,

4.000%,

3/01/57

3/32

at

100.00

288,063

15,375

(c)

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Parallel-Anaheim

Series

2021A,

4.000%,

8/01/56

8/31

at

100.00

13,013,933

3,765

(c)

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Pasadena

Portfolio

Social

Bond,

Mezzanine

Senior

Series

2021B,

4.000%,

12/01/56

12/31

at

100.00

2,787,553

5,730

(c)

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Union

South

Bay,

Series

2021A-2,

4.000%,

7/01/56

7/31

at

100.00

4,391,923

7,475

(c)

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Vineyard

Gardens

Apartments,

Senior

Lien

Series

2021A,

3.250%,

10/01/58

4/32

at

100.00

5,108,905

2,100

(c)

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Waterscape

Apartments,

Mezzanine

Lien

Series

2021B,

4.000%,

9/01/46

9/31

at

100.00

1,726,563

3,995

(c)

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Westgate

Phase

1-Pasadena

Apartments,

Senior

Lien

Series

2021A-1,

3.000%,

6/01/47

6/31

at

100.00

2,777,859

16,280

(c)

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Westgate

Phase

1-Pasadena

Apartments,

Senior

Lien

Series

2021A-2,

3.125%,

6/01/57

6/31

at

100.00

9,619,798

2,100

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Wood

Creek

Apartments,

Mezzanine

Lien

Series

2021A-

2,

4.000%,

12/01/58

6/32

at

100.00

1,579,008

7,545

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Wood

Creek

Apartments,

Senior

Lien

Series

2021A-1,

3.000%,

12/01/49

6/32

at

100.00

5,194,650

520

Independent

Cities

Finance

Authority,

California,

Mobile

Home

Park

Revenue

Bonds,

Palomar

Estates

West,

Refunding

Series

2015,

5.000%,

9/15/25

No

Opt.

Call

522,699

Total

Housing/Multifamily

244,766,000

Long-Term

Care

-

0.1%

1,300

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

Northern

California

Presbyterian

Homes

&

Services

Inc.,

Refunding

Series

2015,

5.000%,

7/01/39

7/25

at

100.00

1,315,880

Total

Long-Term

Care

1,315,880

Tax

Obligation/General

-

10.5%

1,000

Acalanes

Union

High

School

District,

Contra

Costa

County,

California,

General

Obligation

Bonds,

Refunding

Series

2010A,

0.000%,

8/01/26

No

Opt.

Call

926,591

5,570

(f)

Bakersfield

City

School

District,

Kern

County,

California,

General

Obligation

Bonds,

Series

2012C,

0.000%,

5/01/42

5/40

at

100.00

4,206,066

11,350

California

State,

General

Obligation

Bonds,

Refunding

Various

Purpose

Series

2019,

5.000%,

4/01/25

No

Opt.

Call

11,493,020

California

State,

General

Obligation

Bonds,

Various

Purpose

Series

2016:

2,500

5.000%,

9/01/45

9/26

at

100.00

2,561,606

835

5.000%,

9/01/46

9/26

at

100.00

854,955

Nuveen

California

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

May

31,

2024

(Unaudited)

28

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Tax

Obligation/General

(continued)

$

22,700

California

State,

General

Obligation

Bonds,

Various

Purpose

Series

2018,

5.000%,

10/01/47

4/26

at

100.00

$

23,137,098

1,770

California

State,

General

Obligation

Bonds,

Various

Purpose

Series

2020,

4.000%,

11/01/45

11/25

at

100.00

1,724,970

3,385

Chino

Valley

Unified

School

District,

San

Bernardino

County,

California,

General

Obligation

Bonds,

2016

Election

Series

2020B,

5.000%,

8/01/55

8/30

at

100.00

3,552,853

4,900

Corona-Norco

Unified

School

District,

Riverside

County,

California,

General

Obligation

Bonds,

Election

2014,

Series

2019C,

4.000%,

8/01/49

8/28

at

100.00

4,817,284

5,165

Desert

Community

College

District,

Riverside

County,

California,

General

Obligation

Bonds,

Election

of

2016

Series

2024,

4.000%,

8/01/51

8/33

at

100.00

4,943,893

14,500

Grossmont

Healthcare

District,

California,

General

Obligation

Bonds,

Refunding

Series

2015D,

4.000%,

7/15/40

7/25

at

100.00

14,232,154

2,745

Grossmont-Cuyamaca

Community

College

District,

California,

General

Obligation

Bonds,

Refunding

Series

2018,

4.000%,

8/01/47

8/28

at

100.00

2,716,595

7,000

Hacienda

La

Puente

Unified

School

District,

Los

Angeles

County,

California,

General

Obligation

Bonds,

2016

Election,

Series

2017A,

4.000%,

8/01/47

8/27

at

100.00

6,824,928

30

Long

Beach

Unified

School

District,

Los

Angeles

County,

California,

General

Obligation

Bonds,

Election

of

2008,

Series

2009A,

5.500%,

8/01/29

7/24

at

100.00

30,036

6,225

Manteca

Unified

School

District,

San

Joaquin

County,

California,

General

Obligation

Bonds,

Election

2014

Series

2017B,

4.000%,

8/01/42

8/27

at

100.00

6,182,224

10,000

Marin

Healthcare

District,

Marin

County,

California,

General

Obligation

Bonds,

2013

Election,

Series

2015A,

4.000%,

8/01/40

8/25

at

100.00

9,687,649

4,040

Morgan

Hill

Unified

School

District,

Santa

Clara

County,

California,

General

Obligation

Bonds,

Election

2012

Series

2017B,

4.000%,

8/01/47

8/27

at

100.00

4,016,195

2,290

Mount

San

Antonio

Community

College

District,

Los

Angeles

County,

California,

General

Obligation

Bonds,

Election

of

2018,

Series

2019A,

5.000%,

8/01/44

8/29

at

100.00

2,433,006

9,440

Paramount

Unified

School

District,

Los

Angeles

County,

California,

General

Obligation

Bonds,

Election

2006

Series

2011,

6.375%,

8/01/45

2/33

at

100.00

11,149,724

7,070

Puerto

Rico,

General

Obligation

Bonds,

Restructured

Series

2022A-1,

0.000%,

7/01/33

7/31

at

89.94

4,695,454

30,295

San

Francisco

Bay

Area

Rapid

Transit

District,

California,

General

Obligation

Bonds,

Election

of

2016,

Green

Series

2020C-1,

4.000%,

8/01/45

8/29

at

100.00

29,763,217

1,535

(f)

San

Leandro

Unified

School

District,

Alameda

County,

California,

General

Obligation

Bonds,

Election

2006

Series

2010C,

0.000%,

8/01/39

-

AGC

Insured

8/28

at

100.00

1,503,655

2,000

Victor

Valley

Union

High

School

District,

San

Bernardino

County,

California,

General

Obligation

Bonds,

20008

Election

Series

2009A,

5.750%,

8/01/31

-

AGC

Insured

8/26

at

100.00

2,097,278

10,000

Walnut

Creek

School

District,

Contra

Costa

County,

California,

General

Obligation

Bonds,

Election

2022

Series

2023A,

4.000%,

9/01/52

9/32

at

100.00

9,621,785

3,080

Washington

Township

Health

Care

District,

Alameda

County,

California,

General

Obligation

Bonds,

2004

Election

Series

2013B,

5.000%,

8/01/43

8/24

at

100.00

3,081,556

645

Washington

Township

Health

Care

District,

Alameda

County,

California,

General

Obligation

Bonds,

2012

Election

Series

2013A,

5.500%,

8/01/40

8/24

at

100.00

645,851

8,640

Washington

Township

Health

Care

District,

Alameda

County,

California,

General

Obligation

Bonds,

2012

Election

Series

2015B,

4.000%,

8/01/45

8/25

at

100.00

8,053,525

1,100

West

Contra

Costa

Unified

School

District,

Contra

Costa

County,

California,

General

Obligation

Bonds,

Series

2008B,

6.000%,

8/01/24

No

Opt.

Call

1,103,786

3,500

(f)

Yosemite

Community

College

District,

California,

General

Obligation

Bonds,

Capital

Appreciation,

Election

2004,

Series

2010D,

0.000%,

8/01/42

No

Opt.

Call

2,836,178

Total

Tax

Obligation/General

178,893,132

29

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Tax

Obligation/Limited

-

11.3%

$

995

Beaumont

Financing

Authority,

California,

Local

Agency

Revenue

Bonds,

Improvement

Area

19A,

Series

2015B,

5.000%,

9/01/35

9/25

at

100.00

$

1,006,653

1,035

Beaumont,

California,

Special

Tax

Bonds,

Community

Facilities

District

93-1

Improvement

Area

8D,

Series

2018A,

5.000%,

9/01/48

9/25

at

103.00

1,048,786

1,655

Bell

Community

Housing

Authority,

California,

Lease

Revenue

Bonds,

Series

2005,

5.000%,

10/01/36

-

AMBAC

Insured

7/24

at

100.00

1,661,185

1,025

Brea

and

Olinda

Unified

School

District,

Orange

County,

California,

Certificates

of

Participation

Refunding,

Series

2002A,

5.125%,

8/01/26

-

AGM

Insured

7/24

at

100.00

1,025,493

200

Brentwood

Infrastructure

Financing

Authority,

California,

Infrastructure

Revenue

Bonds,

Refunding

Subordinated

Series

2014B,

5.000%,

9/02/36

9/24

at

100.00

200,292

1,995

California

Community

College

Financing

Authority,

Lease

Revenue

Bonds,

Refunding

Series

2003,

0.000%,

6/01/33

-

AMBAC

Insured

No

Opt.

Call

1,349,426

2,040

California

Infrastructure

and

Economic

Development

Bank,

Lease

Revenue

Bonds,

California

State

Teachers

Retirement

System

Headquarters

Expansion,

Green

Bond-Climate

Bond

Certified

Series

2019,

5.000%,

8/01/44

8/29

at

100.00

2,151,682

1,960

California

Infrastructure

and

Economic

Development

Bank,

Revenue

Bonds,

North

County

Center

for

Self-Sufficiency

Corporation,

Series

2004,

5.000%,

12/01/25

-

AMBAC

Insured

7/24

at

100.00

1,961,965

750

California

Municipal

Finance

Authority,

Special

Tax

Revenue

Bonds,

Bold

Program,

Series

2020A,

4.000%,

9/01/45

9/26

at

103.00

667,760

4,325

California

State

Public

Works

Board,

Lease

Revenue

Bonds,

California

Air

Resources

Board,

Southern

California

Headquarters

-

Mary

D.

Nichols

Campus,

Green

Series

2022D,

4.000%,

5/01/47

5/32

at

100.00

4,264,027

2,000

California

State

Public

Works

Board,

Lease

Revenue

Bonds,

Department

of

Corrections

&

Rehabilitation,

Various

Correctional

Facilities

Series

2014A,

5.000%,

9/01/39

9/24

at

100.00

2,006,352

7,750

California

State

Public

Works

Board,

Lease

Revenue

Bonds,

Department

of

General

Services,

May

Lee

State

Office

Complex

Series

2024A,

5.000%,

4/01/45

4/34

at

100.00

8,546,000

California

State

Public

Works

Board,

Lease

Revenue

Bonds,

Judicial

Council

of

California,

New

Stockton

Courthouse,

Series

2014B:

5,120

5.000%,

10/01/32

10/24

at

100.00

5,143,338

2,600

5.000%,

10/01/33

10/24

at

100.00

2,611,851

3,820

5.000%,

10/01/34

10/24

at

100.00

3,837,287

2,000

5.000%,

10/01/39

10/24

at

100.00

2,008,526

355

California

Statewide

Communities

Development

Authority,

Statewide

Community

Infrastructure

Program

Revenue

Bonds,

Series

2011A,

8.000%,

9/02/41

6/24

at

100.00

337,207

1,000

California

Statewide

Communities

Development

Authority,

Statewide

Community

Infrastructure

Program

Revenue

Bonds,

Series

2018A,

5.000%,

9/02/47

9/28

at

100.00

1,015,772

775

City

of

Dublin,

California,

Community

Facilities

District

No.

2015-1,

Dublin

Crossing,

Improvement

Area

No.

1,

Special

Tax

Bonds,

Series

2017,

5.000%,

9/01/37

9/27

at

100.00

795,380

1,800

Dublin

Community

Facilities

District

2015-1

Dublin

Crossing,

California,

Special

Tax

Bonds,

Improvement  Area

2,

Series

2019,

5.000%,

9/01/44

9/26

at

103.00

1,844,730

1,500

Elk

Grove

Financing

Authority,

California,

Special

Tax

Revenue

Bonds,

Series

2015,

5.000%,

9/01/38

-

BAM

Insured

9/25

at

100.00

1,515,725

1,000

Folsom

Ranch

Financing

Authority,

California,

Special

Tax

Revenue

Bonds,

Folsom

Community

Facilities

District

19

Mangini

Ranch,

Series

2019,

5.000%,

9/01/49

9/26

at

103.00

1,010,227

310

Golden

State

Tobacco

Securitization

Corporation,

California,

Tobacco

Settlement

Asset-Backed

Revenue

Bonds,

Series

2022A-1,

5.000%,

6/01/51

12/31

at

100.00

318,893

Government

of

Guam,

Business

Privilege

Tax

Bonds,

Refunding

Series

2015D:

6,000

5.000%,

11/15/32

11/25

at

100.00

6,063,724

3,725

5.000%,

11/15/39

11/25

at

100.00

3,743,299

1,000

Huntington

Beach,

California,

Special

Tax

Bonds,

Community

Facilities

District

2003-1

Huntington

Center,

Refunding

Series

2013,

5.375%,

9/01/33

7/24

at

100.00

1,000,871

Nuveen

California

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

May

31,

2024

(Unaudited)

30

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Tax

Obligation/Limited

(continued)

$

1,090

Irvine,

California,

Limited

Obligation

Improvement

Bonds,

Reassessment

District

15-2,

Series

2015,

5.000%,

9/02/42

9/25

at

100.00

$

1,097,571

Irvine,

California,

Special

Tax

Bonds,

Community

Facilities

District

2013-3

Great

Park,

Improvement

Area

1,

Refunding

Series

2014:

500

5.000%,

9/01/39

9/24

at

100.00

500,873

750

5.000%,

9/01/44

9/24

at

100.00

750,873

1,000

5.000%,

9/01/49

9/24

at

100.00

1,000,860

3,260

Jurupa

Community

Services

District,

California,

Special

Tax

Bonds,

Community

Facilities

District

33

Eastvale

Area,

Series

2014,

5.000%,

9/01/43

9/24

at

100.00

3,263,161

790

Lake

Elsinore

Public

Financing

Authority,

California,

Local

Agency

Revenue

Bonds,

Canyon

Hills

Improvement

Area

A

&

C,

Series

2014C,

5.000%,

9/01/40

9/24

at

100.00

790,894

1,620

Lake

Elsinore

Public

Financing

Authority,

California,

Local

Agency

Revenue

Bonds,

Refunding

Series

2015,

5.000%,

9/01/40

9/25

at

100.00

1,629,292

1,400

Lammersville

Joint

Unified

School

District,

San

Joaquin

County,

California,

Special

Tax

Bonds,

Community

Facilities

District

2014-1

Improvement

Area

1

Mountain

House

School

Facilities,

Series

2017,

5.000%,

9/01/47

9/27

at

100.00

1,409,670

1,000

Lathrop,

California,

Limited

Obligation

Improvement

Bonds,

Crossroads

Assessment

District,

Series

2015,

5.000%,

9/02/40

9/25

at

100.00

1,001,659

1,000

Los

Angeles

County

Facilities

Inc,

California,

Lease

Revenue

Bonds,

Vermont

Corridor

County

Administration

Building,

Series

2018A,

5.000%,

12/01/51

12/28

at

100.00

1,037,771

5,075

Los

Angeles

County

Metropolitan

Transportation

Authority,

California,

Proposition

C

Sales

Tax

Revenue

Bonds,

Green

Senior

Lien

Series

2019A,

5.000%,

7/01/44

7/28

at

100.00

5,337,143

3,000

Los

Angeles

County

Public

Works

Financing

Authority,

California,

Lease

Revenue

Bonds,

Multiple

Capital

Project,

Series

2015A,

5.000%,

12/01/39

12/24

at

100.00

3,012,669

Los

Angeles

County

Public

Works

Financing

Authority,

California,

Lease

Revenue

Bonds,

Series

2019E-1:

7,000

5.000%,

12/01/44

12/29

at

100.00

7,410,728

3,495

5.000%,

12/01/49

12/29

at

100.00

3,663,618

115

Menifee

Union

School

District

Public

Financing

Authority,

California,

Special

Tax

Revenue

Bonds,

Series

2016A,

5.000%,

9/01/36

-

BAM

Insured

9/25

at

100.00

116,930

325

Menifee,

California,

Special

Tax

Bonds,

Community

Facilities

District

2021-

1,

Banner

Park

Series

2023A,

5.000%,

9/01/48

9/29

at

103.00

325,003

1,455

Modesto,

California,

Speical

Tax

Bonds,

Community

Faclities

District

2004-

1

Village

One

2,

Refunding

Series

2014,

5.000%,

9/01/28

9/24

at

100.00

1,459,282

570

ndio,

California,

Special

Tax

Bonds,

Community

Facilities

District

2004-3

Terra

Lago,

Improvement

Area

1,

Series

2015,

5.000%,

9/01/35

9/25

at

100.00

575,985

Oakland

Redevelopment

Successor

Agency,

California,

Tax

Allocation

Bonds,

Refunding

Subordinated

Series

2015-TE:

3,250

5.000%,

9/01/35

-

AGM

Insured

9/25

at

100.00

3,297,946

3,215

5.000%,

9/01/36

-

AGM

Insured

9/25

at

100.00

3,256,405

255

Orange

County,

California,

Special

Tax

Bonds,

Community

Facilities

District

2015-1

Esencia

Village,

Series

2015A,

5.250%,

8/15/45

8/25

at

100.00

256,686

Puerto

Rico

Sales

Tax

Financing

Corporation,

Sales

Tax

Revenue

Bonds,

Restructured

2018A-1:

15,907

0.000%,

7/01/46

7/28

at

41.38

5,095,057

31,031

5.000%,

7/01/58

7/28

at

100.00

31,041,063

Puerto

Rico

Sales

Tax

Financing

Corporation,

Sales

Tax

Revenue

Bonds,

Taxable

Restructured

Cofina

Project

Series

2019A-2:

5,920

4.536%,

7/01/53

7/28

at

100.00

5,685,130

5,025

4.784%,

7/01/58

7/28

at

100.00

4,980,552

Rancho

Cucamonga

Redevelopment

Agency

Successor

Agency,

California,

Tax

Allocation

Bonds,

Rancho

Redevelopment

Project,

Series

2014:

1,600

5.000%,

9/01/30

9/24

at

100.00

1,604,159

2,800

5.000%,

9/01/31

9/24

at

100.00

2,807,222

2,400

5.000%,

9/01/32

9/24

at

100.00

2,406,013

4,180

River

Islands

Public

Financing

Authority,

California,

Special

Tax

Bonds,

Community

Facilities

District

2003-1

Improvement

Area

1,

Refunding

Series

2022A-1,

5.250%,

9/01/52

-

AGM

Insured

9/29

at

103.00

4,491,323

31

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Tax

Obligation/Limited

(continued)

$

415

Riverside

Unified

School

District,

Riverside

County,

California,

Special

Tax

Bonds,

Community

Facilities

District

32,

Series

2020,

4.000%,

9/01/45

9/27

at

103.00

$

367,473

Roseville,

California,

Special

Tax

Bonds,

Community

Facilities

District

1

Westpark,

Refunding

Series

2015:

1,000

5.000%,

9/01/28

9/25

at

100.00

1,011,266

1,000

5.000%,

9/01/29

9/25

at

100.00

1,011,296

1,000

5.000%,

9/01/30

9/25

at

100.00

1,011,103

3,390

San

Francisco

Bay

Area

Rapid

Transit

District,

California,

Sales

Tax

Revenue

Bonds,

Series

2019A,

4.000%,

7/01/38

7/27

at

100.00

3,409,923

375

San

Francisco

City

and

County

Redevelopment

Agency

Successor

Agency,

California,

Special

Tax

Bonds,

Community

Facilities

District

7,

Hunters

Point

Shipyard

Phase

One

Improvements,

Refunding

Series

2014,

5.000%,

8/01/39

8/24

at

100.00

375,325

1,955

San

Francisco

City

and

County

Redevelopment

Agency,

California,

Hotel

Occupancy

Tax

Revenue

Bonds,

Refunding

Series

2011,

5.000%,

6/01/25

-

AGM

Insured

7/24

at

100.00

1,957,121

110

Signal

Hill

Redevelopment

Agency,

California,

Project

1

Tax

Allocation

Bonds,

Series

2011,

7.000%,

10/01/26

7/24

at

100.00

110,252

2,235

Stockton

Public

Financing

Authority,

California,

Revenue

Bonds,

Arch

Road

East

Community

Facility

District

99-02,

Series

2018A,

5.000%,

9/01/43

9/25

at

103.00

2,267,160

Stockton,

California,

Special

Tax

Bonds,

Community

Facilities

District

2018-

2

Westlake

Villages

II

Improvement

Area

2,

Series

2024:

380

5.000%,

9/01/44

9/31

at

103.00

377,491

525

5.000%,

9/01/49

9/31

at

103.00

515,676

650

5.000%,

9/01/54

9/31

at

103.00

637,953

105

(c)

Temecula

Public

Financing

Authority,

California,

Special

Tax

Bonds,

Community

Facilities

District

16-01,

Series

2017,

6.125%,

9/01/37

9/27

at

100.00

110,400

1,345

Tracy,

California,

Special

Tax

Bonds,

Community

Facilities

District

2016-1

Tracy

Hills,  Improvement

Area

2,

Series

2023,

5.625%,

9/01/43

9/29

at

103.00

1,403,802

3,120

Transbay

Joint

Powers

Authority,

California,

Tax

Allocation

Bonds,

Senior

Green

Series

2020A,

5.000%,

10/01/45

4/30

at

100.00

3,149,486

395

Tustin,

California,

Special

Tax

Bonds,

Community

Facilities

District

06-1

Tustin

Legacy/Columbus

Villages,

Refunding

Series

2015A,

5.000%,

9/01/37

9/25

at

100.00

399,947

Tustin,

California,Special

Tax

Bonds,

Community

Facilities

District

14-1

Tustin

Legacy/Standard

Pacific,

Refunding

Series

2015A:

50

5.000%,

9/01/40

9/25

at

100.00

50,329

100

5.000%,

9/01/45

9/25

at

100.00

100,458

625

Val

Verde

Unified

School

District,

California,

Special

Tax

Bonds,

Community

Facilities

District

2018-2,

Stratford

Improvement

Area

2

Series

2023,

5.000%,

9/01/48

9/29

at

103.00

622,454

Vista

Community

Development

Commission

Taxable

Non-Housing

Tax

Allocation

Revenue

Bonds,

California,

Vista

Redevelopment

Project,

Series

2011:

7,600

6.000%,

9/01/33

7/24

at

100.00

7,616,656

7,920

6.125%,

9/01/37

7/24

at

100.00

7,937,190

Total

Tax

Obligation/Limited

190,884,750

Transportation

-

19.6%

50

Alameda

Corridor

Transportation

Authority,

California,

Revenue

Bonds,

Refunding

Subordinate

Lien

Series

2016A,

5.000%,

10/01/25

No

Opt.

Call

50,250

4,375

Burbank-Glendale-Pasadena

Airport

Authority,

California,

Airport

Revenue

Bonds,

Senior

Series

2024B,

4.375%,

7/01/49

-

AGM

Insured,

(AMT)

7/34

at

100.00

4,263,823

18,840

Foothill/Eastern

Transportation

Corridor

Agency,

California,

Toll

Road

Revenue

Bonds,

Refunding

Senior

Lien

Series

2021A,

4.000%,

1/15/46

1/31

at

100.00

17,857,677

5,050

Los

Angeles

Department

of

Airports,

California,

Revenue

Bonds,

Los

Angeles

International

Airport,

Green

Series

2022G,

5.000%,

5/15/52,

(AMT)

11/31

at

100.00

5,215,988

Nuveen

California

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

May

31,

2024

(Unaudited)

32

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Transportation

(continued)

Los

Angeles

Department

of

Airports,

California,

Revenue

Bonds,

Los

Angeles

International

Airport,

Refunding

&

Subordinate

Series

2022C:

$

1,550

4.000%,

5/15/37,

(AMT)

5/32

at

100.00

$

1,531,587

1,250

4.000%,

5/15/38,

(AMT)

5/32

at

100.00

1,225,863

1,930

4.000%,

5/15/39,

(AMT)

5/32

at

100.00

1,890,812

2,255

Los

Angeles

Department

of

Airports,

California,

Revenue

Bonds,

Los

Angeles

International

Airport,

Refunding

Subordinate

Lien

Private

Activity

Series

2021A,

5.000%,

5/15/46,

(AMT)

5/31

at

100.00

2,337,238

3,135

Los

Angeles

Department

of

Airports,

California,

Revenue

Bonds,

Los

Angeles

International

Airport,

Senior

Lien

Series

2015D,

5.000%,

5/15/35,

(AMT)

5/25

at

100.00

3,158,597

355

Los

Angeles

Department

of

Airports,

California,

Revenue

Bonds,

Los

Angeles

International

Airport,

Senior

Lien

Series

2015E,

5.000%,

5/15/41

5/25

at

100.00

359,233

6,925

Los

Angeles

Department

of

Airports,

California,

Revenue

Bonds,

Los

Angeles

International

Airport,

Subordinate

Lien

Series

2016B,

5.000%,

5/15/46,

(AMT)

5/26

at

100.00

6,963,724

Los

Angeles

Department

of

Airports,

California,

Revenue

Bonds,

Los

Angeles

International

Airport,

Subordinate

Lien

Series

2018C:

1,935

5.000%,

5/15/36,

(AMT)

11/27

at

100.00

1,992,536

24,440

5.000%,

5/15/44,

(AMT)

11/27

at

100.00

24,769,893

Los

Angeles

Department

of

Airports,

California,

Revenue

Bonds,

Los

Angeles

International

Airport,

Subordinate

Lien

Series

2019D:

2,000

5.000%,

5/15/30,

(AMT)

11/28

at

100.00

2,086,150

2,415

5.000%,

5/15/34,

(AMT)

11/28

at

100.00

2,519,606

1,695

5.000%,

5/15/35,

(AMT)

11/28

at

100.00

1,766,165

3,500

5.000%,

5/15/39,

(AMT)

11/28

at

100.00

3,616,242

Los

Angeles

Department

of

Airports,

California,

Revenue

Bonds,

Los

Angeles

International

Airport,

Subordinate

Lien

Series

2019F:

3,600

5.000%,

5/15/37,

(AMT)

5/29

at

100.00

3,766,874

10,000

5.000%,

5/15/44,

(AMT)

5/29

at

100.00

10,267,698

Los

Angeles

Department

of

Airports,

California,

Revenue

Bonds,

Los

Angeles

International

Airport,

Subordinate

Lien

Series

2021D:

9,680

5.000%,

5/15/37,

(AMT)

11/31

at

100.00

10,324,400

Los

Angeles

Department

of

Airports,

California,

Revenue

Bonds,

Los

Angeles

International

Airport,

Subordinate

Lien

Series

2022A:

6,995

5.000%,

5/15/45,

(AMT)

5/32

at

100.00

7,297,300

1,000

4.000%,

5/15/49,

(AMT)

5/32

at

100.00

917,653

16,305

Riverside

County

Transportation

Commission,

California,

Toll

Revenue

Second

Lien

Bonds,

RCTC

91

Express

Lanes,

Refunding

Series

2021C,

4.000%,

6/01/47

6/31

at

100.00

15,378,302

Riverside

County

Transportation

Commission,

California,

Toll

Revenue

Senior

Lien

Bonds,

RCTC

91

Express

Lanes,

Refunding

Series

2021B-1:

3,085

4.000%,

6/01/40

6/31

at

100.00

3,040,159

10,815

4.000%,

6/01/46

6/31

at

100.00

10,274,945

4,230

San

Diego

County

Regional

Airport

Authority,

California,

Airport

Revenue

Bonds,

International

Senior

Series

2023B,

5.000%,

7/01/48,

(AMT)

7/33

at

100.00

4,392,847

San

Diego

County

Regional

Airport

Authority,

California,

Airport

Revenue

Bonds,

Subordinate

Series

2017A:

2,625

5.000%,

7/01/47

7/27

at

100.00

2,696,762

2,000

5.000%,

7/01/47,

(AMT)

7/27

at

100.00

2,014,355

4,000

San

Diego

County

Regional

Airport

Authority,

California,

Airport

Revenue

Bonds,

Subordinate

Series

2019B,

5.000%,

7/01/49,

(AMT)

7/29

at

100.00

4,059,698

San

Diego

County

Regional

Airport

Authority,

California,

Airport

Revenue

Bonds,

Subordinate

Series

2021B:

2,500

5.000%,

7/01/46,

(AMT)

7/31

at

100.00

2,578,761

7,000

5.000%,

7/01/51,

(AMT)

7/31

at

100.00

7,159,685

16,055

San

Francisco

Airport

Commission,

California,

Revenue

Bonds,

San

Francisco

International

Airport,

Refunding

Second

Series

2023C,

5.500%,

5/01/41,

(AMT)

5/33

at

100.00

17,681,705

2,175

San

Francisco

Airport

Commission,

California,

Revenue

Bonds,

San

Francisco

International

Airport,

Refunding

Second

Series

2024A,

5.250%,

5/01/49,

(AMT)

,

(WI/DD)

5/34

at

100.00

2,322,876

33

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Transportation

(continued)

$

14,120

San

Francisco

Airports

Commission,

California,

Revenue

Bonds,

San

Francisco

International

Airport,

Governmental

Purpose

Second

Series

2017B,

5.000%,

5/01/47

5/27

at

100.00

$

14,529,239

San

Francisco

Airports

Commission,

California,

Revenue

Bonds,

San

Francisco

International

Airport,

Refunding

Second

Series

2019A:

5,150

5.000%,

5/01/44,

(AMT)

5/29

at

100.00

5,268,543

3,515

5.000%,

5/01/49,

(AMT)

5/29

at

100.00

3,578,255

4,435

San

Francisco

Airports

Commission,

California,

Revenue

Bonds,

San

Francisco

International

Airport,

Second

Series

2014A,

5.000%,

5/01/39,

(AMT)

8/24

at

100.00

4,446,100

San

Francisco

Airports

Commission,

California,

Revenue

Bonds,

San

Francisco

International

Airport,

Second

Series

2016B:

10,000

5.000%,

5/01/41,

(AMT)

5/26

at

100.00

10,077,633

17,855

5.000%,

5/01/46,

(AMT)

5/26

at

100.00

17,907,346

5,000

San

Francisco

Airports

Commission,

California,

Revenue

Bonds,

San

Francisco

International

Airport,

Second

Series

2017A,

5.000%,

5/01/47,

(AMT)

5/27

at

100.00

5,044,864

San

Francisco

Airports

Commission,

California,

Revenue

Bonds,

San

Francisco

International

Airport,

Second

Series

2018D:

7,170

5.000%,

5/01/43,

(AMT)

5/28

at

100.00

7,289,030

9,315

5.000%,

5/01/48,

(AMT)

5/28

at

100.00

9,397,263

San

Francisco

Airports

Commission,

California,

Revenue

Bonds,

San

Francisco

International

Airport,

Second

Series

2019E:

1,025

5.000%,

5/01/40,

(AMT)

5/29

at

100.00

1,058,484

18,500

5.000%,

5/01/45,

(AMT)

5/29

at

100.00

18,902,155

16,460

San

Joaquin

Hills

Transportation

Corridor

Agency,

Orange

County,

California,

Refunding

Senior

Lien

Toll

Road

Revenue

Bonds,

Series

2021A,

4.000%,

1/15/50

1/32

at

100.00

15,550,417

10,000

San

Joaquin

Hills

Transportation

Corridor

Agency,

Orange

County,

California,

Toll

Road

Revenue

Bonds,

Refunding

Junior

Lien

Series

2014B,

5.250%,

1/15/44

1/25

at

100.00

10,062,665

23,160

San

Joaquin

Hills

Transportation

Corridor

Agency,

Orange

County,

California,

Toll

Road

Revenue

Bonds,

Refunding

Series

1997A,

0.000%,

1/15/25

-

NPFG

Insured

No

Opt.

Call

22,588,949

Total

Transportation

331,480,347

U.S.

Guaranteed

-

11.5%

(g)

8,310

Antelope

Valley

Community

College

District,

Los

Angeles

County,

California,

General

Obligation

Bonds,

Election

2016

Series

2017A,

5.250%,

8/01/42,

(Pre-refunded

2/15/27)

2/27

at

100.00

8,760,974

8,455

Antelope

Valley

Community

College

District,

Los

Angeles

County,

California,

General

Obligation

Bonds,

Refunding

Series

2015,

0.000%,

8/01/30,

(Pre-refunded

2/15/25)

2/25

at

80.12

6,623,529

3,915

California

Educational

Facilities

Authority,

Revenue

Bonds,

Pepperdine

University,

Series

2015,

5.000%,

9/01/40,

(Pre-refunded

9/01/25)

9/25

at

100.00

3,997,751

2,430

California

Health

Facilities

Financing

Authority,

California,

Revenue

Bonds,

Sutter

Health,

Refunding

Series

2015A,

5.000%,

8/15/43,

(Pre-refunded

8/15/25)

8/25

at

100.00

2,478,237

California

Health

Facilities

Financing

Authority,

California,

Revenue

Bonds,

Sutter

Health,

Refunding

Series

2016B:

5,360

5.000%,

11/15/46,

(Pre-refunded

11/15/26)

11/26

at

100.00

5,566,517

10,845

California

Health

Facilities

Financing

Authority,

California,

Revenue

Bonds,

Sutter

Health,

Series

2016A,

5.000%,

11/15/41,

(Pre-refunded

11/15/25)

11/25

at

100.00

11,113,524

1,245

California

Municipal

Finance

Authority,

Revenue

Bonds,

Touro

College

and

University

System,

Series

2014A,

5.250%,

1/01/34,

(Pre-refunded

7/01/24)

7/24

at

100.00

1,246,319

California

School

Finance

Authority,

California,

Charter

School

Revenue

Bonds,

Aspire

Public

Schools,

Refunding

Series

2016:

40

(c)

5.000%,

8/01/46,

(Pre-refunded

8/01/25)

8/25

at

100.00

40,700

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Community

High

School

Foundation

Inc,

Series

2017:

265

(c)

5.000%,

6/01/47,

(Pre-refunded

6/01/27)

6/27

at

100.00

274,323

Nuveen

California

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

May

31,

2024

(Unaudited)

34

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

U.S.

Guaranteed

(g)

(continued)

California

Statewide

Communities

Development

Authority,

Revenue

Bonds,

Cottage

Health

System

Obligated

Group,

Series

2015:

$

1,310

5.000%,

11/01/28,

(Pre-refunded

11/01/24)

11/24

at

100.00

$

1,316,069

1,100

5.000%,

11/01/31,

(Pre-refunded

11/01/24)

11/24

at

100.00

1,105,097

1,690

5.000%,

11/01/32,

(Pre-refunded

11/01/24)

11/24

at

100.00

1,697,830

5,270

Charter

Oak

Unified

School

District,

Los

Angeles

County,

California,

General

Obligation

Bonds,

Election

2012

Refunding

Series

2015A,

5.000%,

8/01/40,

(Pre-refunded

8/01/25)

-

AGM

Insured

8/25

at

100.00

5,368,281

500

Corona-Norco

Unified

School

District,

Riverside

County,

California,

General

Obligation

Bonds,

Capital

Appreciation,

Election

2006

Refunding

Series

2009C,

6.800%,

8/01/39,

(Pre-refunded

8/01/27)

-

AGM

Insured

8/27

at

100.00

553,052

Golden

State

Tobacco

Securitization

Corporation,

California,

Enhanced

Tobacco

Settlement

Asset-Backed

Revenue

Bonds,

Refunding

Series

2015A:

17,210

5.000%,

6/01/40,

(Pre-refunded

6/01/25)

6/25

at

100.00

17,502,830

21,090

5.000%,

6/01/40,

(Pre-refunded

6/01/25)

6/25

at

100.00

21,448,848

4,390

Golden

State

Tobacco

Securitization

Corporation,

California,

Enhanced

Tobacco

Settlement

Asset-Backed

Revenue

Bonds,

Series

2005A,

0.000%,

6/01/28

-

AMBAC

Insured,

(ETM)

No

Opt.

Call

3,810,991

Los

Angeles

Department

of

Airports,

California,

Revenue

Bonds,

Los

Angeles

International

Airport,

Subordinate

Lien

Series

2021D:

545

5.000%,

5/15/37,

(Pre-refunded

11/15/31),

(AMT)

11/31

at

100.00

587,695

Ohlone

Community

College

District,

Alameda

County,

California,

General

Obligation

Bonds,

Election

2010

Series

2014B:

2,060

0.000%,

8/01/33,

(Pre-refunded

8/01/24)

8/24

at

66.18

1,354,844

2,245

0.000%,

8/01/34,

(Pre-refunded

8/01/24)

8/24

at

62.90

1,403,445

2,445

0.000%,

8/01/35,

(Pre-refunded

8/01/24)

8/24

at

59.60

1,448,297

2,645

0.000%,

8/01/36,

(Pre-refunded

8/01/24)

8/24

at

56.53

1,486,036

2,860

0.000%,

8/01/37,

(Pre-refunded

8/01/24)

8/24

at

53.57

1,522,549

3,315

0.000%,

8/01/39,

(Pre-refunded

8/01/24)

8/24

at

48.31

1,591,477

5,870

Riverside

Community

College

District,

California,

General

Obligation

Bonds,

Refunding  Series

2015,

5.000%,

8/01/29,

(Pre-refunded

8/01/25)

8/25

at

100.00

5,982,835

2,000

San

Diego

Community

College

District,

San

Diego

County,

California,

General

Obligation

Bonds,

Refunding

Series

2016,

5.000%,

8/01/41,

(Pre-

refunded

8/01/26)

8/26

at

100.00

2,077,906

62,000

San

Diego

Unified

School

District,

San

Diego

County,

California,

General

Obligation

Bonds,

Series

2009-1,

6.000%,

7/01/33,

(Pre-refunded

7/01/24)

7/24

at

100.00

62,102,157

4,960

San

Dieguito

Union

High

School

District,

San

Diego

County,

California,

General

Obligation

Bonds,

Election

2012,

Series

2015B-2,

4.000%,

8/01/32,

(Pre-refunded

8/01/25)

8/25

at

100.00

4,999,336

San

Francisco

Airports

Commission,

California,

Revenue

Bonds,

San

Francisco

International

Airport,

Second

Series

2018D:

5

5.000%,

5/01/48,

(Pre-refunded

5/01/46),

(AMT)

5/46

at

100.00

5,178

6,240

San

Mateo

Union

High

School

District,

San

Mateo

County,

California,

General

Obligation

Bonds,

Election

of

2010,

Series

2015A,

4.000%,

9/01/31,

(Pre-refunded

9/01/25)

9/25

at

100.00

6,299,495

7,800

Southwestern

Community

College

District,

San

Diego

County,

California,

General

Obligation

Bonds,

Election

of

2008,

Series

2015D,

5.000%,

8/01/44,

(Pre-refunded

8/01/25)

8/25

at

100.00

7,945,463

1,395

Walnut

Valley

Unified

School

District,

Los

Angeles

County,

California,

General

Obligation

Bonds,

Election

2007

Measure

S,

Series

2014C,

5.000%,

8/01/39,

(Pre-refunded

8/01/24)

8/24

at

100.00

1,397,755

1,700

Yosemite

Community

College

District,

California,

General

Obligation

Bonds,

Refunding

Series

2015,

5.000%,

8/01/32,

(Pre-refunded

8/01/25)

8/25

at

100.00

1,732,678

Total

U.S.

Guaranteed

194,842,018

35

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Utilities

-

11.9%

$

16,040

California

Community

Choice

Financing

Authority,

Clean

Energy

Project

Revenue

Bonds,

Green

Series

2024A,

5.000%,

5/01/54,

(Mandatory

Put

4/01/32)

1/32

at

100.21

$

16,995,371

California

Pollution

Control

Financing

Authority,

Water

Furnishing

Revenue

Bonds,

Poseidon

Resources

Channelside

LP

Desalination

Project,

Series

2012:

5,000

(c)

5.000%,

7/01/37,

(AMT)

7/24

at

100.00

5,013,353

18,060

(c)

5.000%,

11/21/45,

(AMT)

7/24

at

100.00

18,083,716

4,405

(c)

California

Pollution

Control

Financing

Authority,

Water

Furnishing

Revenue

Bonds,

San

Diego

County

Water

Authoriity

Desalination

Project

Pipeline,

Refunding

Series

2019,

5.000%,

7/01/39

1/29

at

100.00

4,566,941

2,930

Los

Angeles

Department

of

Water

and

Power,

California,

Power

System

Revenue

Bonds,

Series

2017A,

5.000%,

7/01/47

1/27

at

100.00

3,014,369

32,975

Los

Angeles

Department

of

Water

and

Power,

California,

Power

System

Revenue

Bonds,

Series

2020B,

5.000%,

7/01/50

7/30

at

100.00

35,048,277

11,065

Los

Angeles

Department

of

Water

and

Power,

California,

Power

System

Revenue

Bonds,

Series

2021B,

5.000%,

7/01/51

1/31

at

100.00

11,799,320

2,040

Los

Angeles

Department

of

Water

and

Power,

California,

Power

System

Revenue

Bonds,

Series

2022B,

5.000%,

7/01/47

7/32

at

100.00

2,215,463

5,165

Los

Angeles

Department

of

Water

and

Power,

California,

Power

System

Revenue

Bonds,

Series

2022C,

5.000%,

7/01/52

1/32

at

100.00

5,546,445

5,000

Los

Angeles

Department

of

Water

and

Power,

California,

Power

System

Revenue

Bonds,

Series

2023D,

5.000%,

7/01/43

7/33

at

100.00

5,533,383

6,640

Los

Angeles

Department

of

Water

and

Power,

California,

Water

System

Revenue

Bonds,

Series

2022D,

5.000%,

7/01/52

7/32

at

100.00

7,167,575

5,000

Los

Angeles

Department

of

Water

and

Power,

California,

Waterworks

Revenue

Bonds,

Series

2016A,

5.000%,

7/01/46

1/26

at

100.00

5,084,357

5,000

Los

Angeles

Department

of

Water

and

Power,

California,

Waterworks

Revenue

Bonds,

Series

2018B,

5.000%,

7/01/48

7/28

at

100.00

5,224,779

16,990

Los

Angeles

Department

of

Water

and

Power,

California,

Waterworks

Revenue

Bonds,

Series

2020C,

5.000%,

7/01/39

7/30

at

100.00

18,574,392

9,000

Los

Angeles,

California,

Wastewater

System

Revenue

Bonds,

Refunding

Green

Series

2015A,

5.000%,

6/01/44

6/25

at

100.00

9,090,206

2,600

Los

Angeles,

California,

Wastewater

System

Revenue

Bonds,

Refunding

Subordinate

Lien

Series

2013A,

5.000%,

6/01/35

6/24

at

100.00

2,605,101

16,465

Metropolitan

Water

District

of

Southern

California,

Water

Revenue

Bonds,

Refunding

Series

2023A,

5.000%,

4/01/53

4/33

at

100.00

17,826,183

2,700

Pico

Rivera

Water

Authority,

California,

Revenue

Bonds,

Refunding

Water

System

Project,

Series

1999A,

5.500%,

5/01/29

-

NPFG

Insured

No

Opt.

Call

2,806,547

2,180

(c)

Puerto

Rico

Aqueduct

and

Sewerage

Authority,

Revenue

Bonds,

Refunding

Senior

Lien

Series

2020A,

5.000%,

7/01/47

7/30

at

100.00

2,202,641

250

(c)

Puerto

Rico

Aqueduct

and

Sewerage

Authority,

Revenue

Bonds,

Refunding

Senior

Lien

Series

2021A,

4.000%,

7/01/42

7/31

at

100.00

231,425

5,110

(c)

Puerto

Rico

Aqueduct

and

Sewerage

Authority,

Revenue

Bonds,

Refunding

Senior

Lien

Series

2021B,

4.000%,

7/01/42

7/31

at

100.00

4,730,322

17,000

Southern

California

Public

Power

Authority,

Southern

Transmission

System

Renewal

Project

Revenue

Bonds,

Series

2024-1,

5.000%,

7/01/53

7/34

at

100.00

18,583,910

Total

Utilities

201,944,076

Total

Municipal

Bonds

(cost

$1,723,651,168)

1,673,294,812

Total

Long-Term

Investments

(cost

$1,723,651,168)

1,673,294,812

Nuveen

California

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

May

31,

2024

(Unaudited)

36

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

-

 0.2%  

X

2,500,000

MUNICIPAL

BONDS

-

0.2%  

X

2,500,000

Utilities

-

0

.2

%

$

2,500

(h)

Modesto,

California,

Water

Revenue

Certificates

of

Participation,

Series

2008A,

2.750%,

10/01/36,

(Mandatory

Put

6/07/24)

5/24

at

100.00

$

2,500,000

Total

Utilities

2,500,000

Total

Municipal

Bonds

(cost

$2,500,000)

2,500,000

Total

Short-Term

Investments

(cost

$2,500,000)

2,500,000

Total

Investments

(cost

$1,726,151,168)

-

98.9%

1,675,794,812

Other

Assets

&

Liabilities,

Net

-

1.1%

19,493,013

Net

Assets

-

100%

$

1,695,287,825

Level

1

Level

2

Level

3

Total

Long-Term

Investments:

Municipal

Bonds

$

–

$

1,673,222,136

$

72,676

$

1,673,294,812

Short-Term

Investments:

Municipal

Bonds

–

2,500,000

–

2,500,000

Total

$

–

$

1,675,722,136

$

72,676

$

1,675,794,812

(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

$283,649,167

or

16.9%

of

Total

Investments.

(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)

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3.

(f)

Step-up

coupon

bond,

a

bond

with

a

coupon

that

increases

("steps

up"),

usually

at

regular

intervals,

while

the

bond

is

outstanding.

The

rate

shown

is

the

coupon

as

of

the

end

of

the

reporting

period.

(g)

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.

(h)

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.

37

AMT

Alternative

Minimum

Tax

ETM

Escrowed

to

maturity

WI/DD

When-issued

or

delayed

delivery

security.

38

Nuveen

Connecticut

Municipal

Bond

Fund

Portfolio

of

Investments

May

31,

2024

(Unaudited)

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

LONG-TERM

INVESTMENTS

-

94.1%   

X

224,296,091

MUNICIPAL

BONDS

-

94.1%  

X

224,296,091

Education

and

Civic

Organizations

-

19.5%

$

1,220

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Avon

Old

Farms

School,

Series

2021D-1,

4.000%,

7/01/41

7/31

at

100.00

$

1,162,074

380

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Choate

Rosemary

Hall,

Series

2020F,

4.000%,

7/01/39

7/30

at

100.00

376,091

1,250

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Connecticut

College,

Series

2022M,

4.000%,

7/01/52

7/32

at

100.00

1,122,182

1,885

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Fairfield

University,

Series

2016Q-1,

5.000%,

7/01/46

7/26

at

100.00

1,899,053

750

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Fairfield

University,

Series

2017R,

4.000%,

7/01/47

7/27

at

100.00

707,064

2,500

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Fairfield

University,

Series

2022U,

4.000%,

7/01/52

7/32

at

100.00

2,280,743

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Hopkins

School,

Series

2022E:

1,545

5.250%,

7/01/47

7/32

at

100.00

1,640,098

1,000

5.000%,

7/01/53

7/32

at

100.00

1,040,758

1,130

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Loomis

Chaffe

School,

Series

2023L,

4.000%,

7/01/43

7/33

at

100.00

1,102,772

5,095

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Quinnipiac

University,

Refunding

Series

2015L,

5.000%,

7/01/45

7/25

at

100.00

5,118,559

1,750

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Quinnipiac

University,

Series

2016M,

5.000%,

7/01/35

7/26

at

100.00

1,780,537

2,000

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Quinnipiac

University,

Series

2023N,

5.000%,

7/01/48

7/33

at

100.00

2,070,753

5,110

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Sacred

Heart

University,

Series

2017I-1,

5.000%,

7/01/42

7/27

at

100.00

5,132,834

2,000

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Sacred

Heart

University,

Series

2020K,

5.000%,

7/01/40

7/30

at

100.00

2,081,833

3,465

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Sacred

Heart

University,

Series

L,

5.000%,

7/01/42

7/32

at

100.00

3,635,814

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

The

Taft

School

Issue,

Series

2021L:

790

3.000%,

7/01/41

7/31

at

100.00

641,215

2,210

3.000%,

7/01/46

7/31

at

100.00

1,683,125

1,500

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Trinity

College,

Series

2020R,

4.000%,

6/01/45

6/30

at

100.00

1,426,072

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Trinity

College,

Series

2021S:

4,000

4.000%,

6/01/46

12/31

at

100.00

3,744,191

3,100

4.000%,

6/01/51

12/31

at

100.00

2,831,932

1,900

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

University

of

Hartford,

Series

2022P,

5.375%,

7/01/52

7/32

at

100.00

1,763,873

2,000

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

University

of

New

Haven,

Series

2018K-1,

5.000%,

7/01/37

7/28

at

100.00

2,002,153

1,200

University

of

Connecticut,

Student

Fee

Revenue

Bonds,

Special

Obligation

Series

2023A,

5.250%,

11/15/48

11/33

at

100.00

1,318,169

Total

Education

and

Civic

Organizations

46,561,895

Health

Care

-

16.0%

4,600

Connecticut

Health

and

Educational

Facilities

Authority

Revenue

Bonds,

Hartford

HealthCare,

Series

2015F,

5.000%,

7/01/45

7/25

at

100.00

4,617,908

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Connecticut

Childrens

Medical

Center

and

Subsidiaries,

Series

2023E:

1,000

5.250%,

7/15/48

1/33

at

100.00

1,059,571

2,430

4.250%,

7/15/53

1/33

at

100.00

2,340,972

695

(c)

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Griffin

Hospital,

Series

2020G-1,

5.000%,

7/01/39

7/29

at

100.00

654,647

39

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Health

Care

(continued)

$

1,085

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Hartford

HealthCare

Issue,

Series

2020A,

4.000%,

7/01/40

1/30

at

100.00

$

1,021,223

3,000

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Hartford

HealthCare

Issue,

Series

2021A,

4.000%,

7/01/51

7/31

at

100.00

2,689,227

500

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Hartford

HealthCare,

Series

2014E,

5.000%,

7/01/42

7/24

at

100.00

500,087

1,995

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Middlesex

Hospital,

Series

2015O,

5.000%,

7/01/36

7/25

at

100.00

2,006,880

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Nuvance

Health

Series

2019A:

2,455

4.000%,

7/01/34

7/29

at

100.00

2,314,590

2,860

4.000%,

7/01/41

7/29

at

100.00

2,573,966

6,020

4.000%,

7/01/49

7/29

at

100.00

5,145,074

1,500

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Stamford

Hospital,

Forward

Delivery

Series

2022M,

4.000%,

7/01/42

7/32

at

100.00

1,365,185

1,885

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Stamford

Hospital,

Series

2016K,

4.000%,

7/01/46

7/26

at

100.00

1,635,757

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Trinity

Health

Credit

Group,

Series

2016CT:

2,350

5.000%,

12/01/41

6/26

at

100.00

2,377,866

2,000

5.000%,

12/01/45

6/26

at

100.00

2,012,879

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Yale-New

Haven

Health

Issue,

Series

2014E:

2,400

5.000%,

7/01/32

7/24

at

100.00

2,401,105

2,520

5.000%,

7/01/33

7/24

at

100.00

2,521,057

830

5.000%,

7/01/34

7/24

at

100.00

830,314

Total

Health

Care

38,068,308

Housing/Multifamily

-

0.7%

1,890

Connecticut

Housing

Finance

Authority,

Housing

Mortgage

Finance

Program

Bonds,

Series

2019B-1,

3.300%,

11/15/39

11/28

at

100.00

1,628,663

Total

Housing/Multifamily

1,628,663

Housing/Single

Family

-

2.8%

Connecticut

Housing

Finance

Authority,

Housing

Mortgage

Finance

Program

Bonds,

Green

Series

2021B-3:

1,440

2.150%,

11/15/41

11/30

at

100.00

963,839

1,560

2.300%,

11/15/46

11/30

at

100.00

967,214

3,300

Connecticut

Housing

Finance

Authority,

Housing

Mortgage

Finance

Program

Bonds,

Series

2020C-3,

3.310%,

11/15/50,

(Mandatory

Put

6/07/24)

No

Opt.

Call

3,300,000

195

Connecticut

Housing

Finance

Authority,

Housing

Mortgage

Finance

Program

Bonds,

Series

2020E-3,

1.850%,

5/15/38

5/30

at

100.00

135,024

1,430

Connecticut

Housing

Finance

Authority,

Housing

Mortgage

Finance

Program

Bonds,

Social

Series

2024A,

4.600%,

11/15/49

11/32

at

100.00

1,413,966

Total

Housing/Single

Family

6,780,043

Long-Term

Care

-

2.9%

1,100

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Duncaster,

Inc.,

Series

2014A,

5.000%,

8/01/44

8/24

at

100.00

1,061,987

1,200

(c)

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Healthcare

Facility

Expansion

Church

Home

of

Hartford

Inc.

Project,

Series

2016A,

5.000%,

9/01/46

9/26

at

100.00

1,036,422

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Mary

Wade

Home

Issue,

Series

2019A-1:

900

(c)

4.500%,

10/01/34

10/24

at

104.00

792,677

200

(c)

5.000%,

10/01/54

10/24

at

104.00

154,007

2,650

(c)

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

McLean

Affiliates,

Series

2020A,

5.000%,

1/01/45

1/26

at

102.00

2,299,597

Nuveen

Connecticut

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

May

31,

2024

(Unaudited)

40

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Long-Term

Care

(continued)

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

The

Jerome

Home

Issue,

Series

2021E:

$

730

4.000%,

7/01/41

7/28

at

103.00

$

623,468

1,250

4.000%,

7/01/51

7/28

at

103.00

957,118

Total

Long-Term

Care

6,925,276

Tax

Obligation/General

-

24.3%

Bridgeport,

Connecticut,

General

Obligation

Bonds,

Series

2014A:

600

5.000%,

7/01/32

-

AGM

Insured

7/24

at

100.00

600,424

1,000

5.000%,

7/01/33

-

AGM

Insured

7/24

at

100.00

1,000,665

1,065

5.000%,

7/01/34

-

AGM

Insured

7/24

at

100.00

1,065,664

2,000

Bridgeport,

Connecticut,

General

Obligation

Bonds,

Series

2016D,

5.000%,

8/15/41

-

AGM

Insured

8/26

at

100.00

2,023,150

2,425

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Connecticut

State

University

System,

Series

2016P-1,

5.000%,

11/01/28

11/26

at

100.00

2,505,101

Connecticut

Housing

Finance

Authority,

State

Supported

Special

Obligation

Bonds,

Series

2021-27:

1,000

2.400%,

6/15/41

6/31

at

100.00

719,015

1,000

2.550%,

6/15/46

6/31

at

100.00

661,870

1,000

Connecticut

Housing

Finance

Authority,

State

Supported

Special

Obligation

Bonds,

Series

2021-28,

2.375%,

6/15/40

6/31

at

100.00

730,497

3,000

Connecticut

State,

General

Obligation

Bonds,

Series

2014F,

5.000%,

11/15/34

11/24

at

100.00

3,009,661

2,370

Connecticut

State,

General

Obligation

Bonds,

Series

2015F,

5.000%,

11/15/34

11/25

at

100.00

2,403,013

Connecticut

State,

General

Obligation

Bonds,

Series

2017A:

1,000

5.000%,

4/15/34

4/27

at

100.00

1,037,800

3,270

5.000%,

4/15/35

4/27

at

100.00

3,393,417

1,510

Connecticut

State,

General

Obligation

Bonds,

Series

2018A,

5.000%,

4/15/37

4/28

at

100.00

1,580,362

1,325

Connecticut

State,

General

Obligation

Bonds,

Series

2018C,

5.000%,

6/15/38

6/28

at

100.00

1,383,917

Connecticut

State,

General

Obligation

Bonds,

Series

2019A:

1,150

5.000%,

4/15/36

4/29

at

100.00

1,230,178

1,450

4.000%,

4/15/37

4/29

at

100.00

1,449,831

650

5.000%,

4/15/39

4/29

at

100.00

688,267

2,000

Connecticut

State,

General

Obligation

Bonds,

Series

2020A,

4.000%,

1/15/37

1/30

at

100.00

2,030,672

2,000

Connecticut

State,

General

Obligation

Bonds,

Series

2021A,

3.000%,

1/15/40

1/31

at

100.00

1,656,976

300

East

Haddam,

Connecticut,

General

Obligation

Bonds,

Series

2020A,

3.000%,

12/01/37

12/28

at

100.00

259,352

East

Lyme,

Connecticut,

General

Obligation

Bonds,

Series

2020:

500

3.000%,

7/15/39

7/28

at

100.00

411,204

325

3.000%,

7/15/40

7/28

at

100.00

263,427

500

Hamden,

Connecticut,

General

Obligation

Bonds,

Series

2016,

5.000%,

8/15/33

-

BAM

Insured

8/24

at

100.00

500,934

1,035

Hartford

County

Metropolitan

District,

Connecticut,

General

Obligation

Bonds,

Series

2018,

5.000%,

7/15/35

7/28

at

100.00

1,095,697

1,075

Hartford

County

Metropolitan

District,

Connecticut,

General

Obligation

Bonds,

Series

2019A,

4.000%,

7/15/39

7/29

at

100.00

1,071,876

3,000

Hartford

County

Metropolitan

District,

Connecticut,

General

Obligation

Bonds,

Series

2023,

4.000%,

8/01/43

8/33

at

100.00

2,946,197

Naugatuck,

Connecticut,

General

Obligation

Bonds,

Tax

Increment

Series

2023:

2,285

5.250%,

10/15/48

10/33

at

100.00

2,461,995

1,000

4.625%,

10/15/53

10/33

at

100.00

1,018,111

5,000

New

Britain,

Connecticut,

General

Obligation

Bonds,

Series

2022A,

5.000%,

3/01/47

-

BAM

Insured

3/32

at

100.00

5,246,545

1,000

New

Haven,

Connecticut,

General

Obligation

Bonds,

Refunding

Series

2016A,

5.000%,

8/15/36

-

AGM

Insured

8/26

at

100.00

1,020,131

41

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Tax

Obligation/General

(continued)

New

Haven,

Connecticut,

General

Obligation

Bonds,

Series

2015:

$

795

5.000%,

9/01/32

-

AGM

Insured

9/25

at

100.00

$

804,942

1,620

5.000%,

9/01/33

-

AGM

Insured

9/25

at

100.00

1,638,993

500

5.000%,

9/01/35

-

AGM

Insured

9/25

at

100.00

505,795

485

North

Haven,

Connecticut,

General

Obligation

Bonds,

Series

2006,

5.000%,

7/15/24

No

Opt.

Call

485,688

1,035

Oxford,

Connecticut,

General

Obligation

Bonds,

Series

2019A,

4.000%,

8/01/39

8/29

at

100.00

1,038,337

2,370

Stratford,

Connecticut,

General

Obligation

Bonds,

Series

2017,

4.000%,

1/01/39

-

BAM

Insured

1/27

at

100.00

2,366,097

Waterbury,

Connecticut,

General

Obligation

Bonds,

Lot

A

Series

2015:

555

5.000%,

8/01/30

-

BAM

Insured

8/25

at

100.00

565,341

485

5.000%,

8/01/31

-

BAM

Insured

8/25

at

100.00

494,050

765

5.000%,

8/01/32

-

BAM

Insured

8/25

at

100.00

779,208

555

5.000%,

8/01/33

-

BAM

Insured

8/25

at

100.00

565,201

555

5.000%,

8/01/34

-

BAM

Insured

8/25

at

100.00

565,259

2,000

West

Haven,

Connecticut,

General

Obligation

Bonds,

Series

2012,

5.000%,

8/01/24

-

AGM

Insured

7/24

at

100.00

2,001,017

750

West

Haven,

Connecticut,

General

Obligation

Bonds,

Series

2020,

4.000%,

3/15/40

-

BAM

Insured

3/30

at

100.00

724,684

Total

Tax

Obligation/General

58,000,561

Tax

Obligation/Limited

-

15.8%

1,800

Connecticut

Higher

Education

Supplemental

Loan

Authority,

State

Supported

Revenue

Bonds,

CHESLA

Loan

Program,

Series

2020B,

3.250%,

11/15/36,

(AMT)

11/29

at

100.00

1,558,809

1,390

Connecticut

State,

Special

Tax

Obligation

Bonds,

Transportation

Infrastructure

Purposes

Series

2015A,

5.000%,

8/01/33

8/25

at

100.00

1,406,671

Connecticut

State,

Special

Tax

Obligation

Bonds,

Transportation

Infrastructure

Purposes

Series

2016A:

1,000

5.000%,

9/01/32

9/26

at

100.00

1,023,684

3,500

5.000%,

9/01/33

9/26

at

100.00

3,582,747

Connecticut

State,

Special

Tax

Obligation

Bonds,

Transportation

Infrastructure

Purposes

Series

2018A:

2,000

5.000%,

1/01/37

1/28

at

100.00

2,087,974

2,000

5.000%,

1/01/38

1/28

at

100.00

2,081,521

1,500

Connecticut

State,

Special

Tax

Obligation

Bonds,

Transportation

Infrastructure

Purposes,

Series

2021A,

4.000%,

5/01/40

5/31

at

100.00

1,493,215

2,080

Connecticut

State,

Special

Tax

Obligation

Bonds,

Transportation

Infrastructure

Purposes,

Series

2023A,

5.250%,

7/01/44

1/34

at

100.00

2,311,033

1,000

(c)

Great

Pond

Improvement

District,

Connecticut,

Special

Obligation

Revenue

Bonds,

Great

Pond

Phase

1

Project,

Series

2019,

4.750%,

10/01/48

10/26

at

102.00

917,849

500

(c)

Great

Pond

Improvement

District,

Connecticut,

Special

Obligation

Revenue

Bonds,

Great

Pond

Phase

2

Project,

Series

2022,

5.750%,

10/01/52

10/28

at

103.00

508,559

2,720

(c)

Harbor

Point

Infrastructure

Improvement

District,

Connecticut,

Special

Obligation

Revenue

Bonds,

Harbor

Point

Project,

Refunding

Series

2017,

5.000%,

4/01/39

4/27

at

100.00

2,685,767

635

Matching

Fund

Special

Purpose

Securitization

Corporation,

Virgin

Islands,

Revenue

Bonds,

Series

2022A,

5.000%,

10/01/39

10/32

at

100.00

659,026

1,825

Naugatuck,

Connecticut,

Certificates

of

Participation,

Incineration

Facilities

Project,

Series

2021A,

4.000%,

8/15/41,

(AMT)

8/29

at

100.00

1,668,109

Puerto

Rico

Sales

Tax

Financing

Corporation,

Sales

Tax

Revenue

Bonds,

Restructured

2018A-1:

1,860

0.000%,

7/01/46

7/28

at

41.38

595,763

4,250

4.750%,

7/01/53

7/28

at

100.00

4,223,313

1,000

5.000%,

7/01/58

7/28

at

100.00

1,000,325

2,050

Puerto

Rico

Sales

Tax

Financing

Corporation,

Sales

Tax

Revenue

Bonds,

Taxable

Restructured

Cofina

Project

Series

2019A-2,

4.784%,

7/01/58

7/28

at

100.00

2,031,867

100

Steel

Point

Infrastructure

Improvement

District,

Connecticut,

Special

Obligation

Revenue

Bonds,

Steelpointe

Harbor

Project,

Series

2021,

4.000%,

4/01/51

4/30

at

100.00

80,560

Nuveen

Connecticut

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

May

31,

2024

(Unaudited)

42

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Tax

Obligation/Limited

(continued)

$

500

(c)

Steel

Point

Infrastructure

Improvement

District,

Connecticut,

Special

Obligation

Revenue

Bonds,

Steelpointe

Harbor

Project,

Series

2024,

6.000%,

4/01/52

4/34

at

100.00

$

522,492

1,590

University

of

Connecticut,

General

Obligation

Bonds,

Series

2015A,

5.000%,

2/15/34

2/25

at

100.00

1,599,599

3,000

University

of

Connecticut,

General

Obligation

Bonds,

Series

2017A,

5.000%,

1/15/36

1/27

at

100.00

3,086,901

University

of

Connecticut,

General

Obligation

Bonds,

Series

2019A:

1,000

5.000%,

11/01/36

11/28

at

100.00

1,057,223

1,000

4.000%,

11/01/38

11/28

at

100.00

1,002,225

420

University

of

Connecticut,

General

Obligation

Bonds,

Series

2023A,

5.000%,

8/15/43

8/33

at

100.00

458,769

Total

Tax

Obligation/Limited

37,644,001

Transportation

-

2.7%

Connecticut

Airport

Authority,

Connecticut,

Customer

Facility

Charge

Revenue

Bonds,

Ground

Transportation

Center

Project,

Series

2019A:

1,500

4.000%,

7/01/49,

(AMT)

7/29

at

100.00

1,320,935

5,000

5.000%,

7/01/49,

(AMT)

7/29

at

100.00

5,031,941

Total

Transportation

6,352,876

U.S.

Guaranteed

-

2.4%

(d)

950

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Westminster

School,

Series

2014H,

3.250%,

7/01/32,

(Pre-refunded

7/01/24)

7/24

at

100.00

949,474

Greater

New

Haven

Water

Pollution

Control

Authority,

Connecticut,

Regional

Wastewater

System

Revenue

Bonds,

Refunding

Series

2014B:

500

5.000%,

8/15/30,

(Pre-refunded

8/15/24)

8/24

at

100.00

501,150

1,000

5.000%,

8/15/32,

(Pre-refunded

8/15/24)

8/24

at

100.00

1,002,301

2,250

Hartford

County

Metropolitan

District,

Connecticut,

Clean

Water

Project

Revenue

Bonds,

Refunding

Green

Bond

Series

2014A,

5.000%,

11/01/35,

(Pre-refunded

11/01/24)

11/24

at

100.00

2,261,528

1,055

South

Central

Connecticut

Regional

Water

Authority

Water

System

Revenue

Bonds,

Thirtieth

Series

2014A,

5.000%,

8/01/44,

(Pre-refunded

8/01/24)

8/24

at

100.00

1,056,946

Total

U.S.

Guaranteed

5,771,399

Utilities

-

7.0%

2,000

Connecticut,

State

Revolving

Fund

General

Revenue

Bonds,

Green

Series

2019A,

5.000%,

2/01/39

2/29

at

100.00

2,125,657

60

Greater

New

Haven

Water

Pollution

Control

Authority,

Connecticut,

Regional

Wastewater

System

Revenue

Bonds,

Series

2005A,

5.000%,

8/15/35

-

NPFG

Insured

7/24

at

100.00

60,002

Guam

Government

Waterworks

Authority,

Water

and

Wastewater

System

Revenue

Bonds,

Refunding

Series

2017:

1,000

5.000%,

7/01/37

7/27

at

100.00

1,029,259

1,000

5.000%,

7/01/40

7/27

at

100.00

1,024,144

295

Guam

Government

Waterworks

Authority,

Water

and

Wastewater

System

Revenue

Bonds,

Series

2020A,

5.000%,

1/01/50

7/30

at

100.00

300,401

1,000

Guam

Power

Authority,

Revenue

Bonds,

Series

2014A,

5.000%,

10/01/39

10/24

at

100.00

1,002,424

2,000

(c)

Puerto

Rico

Aqueduct

and

Sewerage

Authority,

Revenue

Bonds,

Refunding

Senior

Lien

Series

2021B,

5.000%,

7/01/33

7/31

at

100.00

2,108,794

2,685

South

Central

Connecticut

Regional

Water

Authority,

Connecticut,

Water

System

Revenue

Bonds,

Thirty-Seventh

Series

2023A-1,

5.000%,

8/01/51

8/33

at

100.00

2,853,553

1,685

South

Central

Connecticut

Regional

Water

Authority,

Water

System

Revenue

Bonds,

Refunding

Thirty-third

Series

2017B-1,

5.000%,

8/01/41

8/28

at

100.00

1,761,607

2,915

South

Central

Connecticut

Regional

Water

Authority,

Water

System

Revenue

Bonds,

Thirty-Fourth

Series

2019C,

5.000%,

8/01/44

8/29

at

100.00

3,057,871

500

Stamford,

Connecticut,

Water

Pollution

Control

System

and

Facility

Revenue

Bonds,

Series

2013A,

5.250%,

8/15/43

7/24

at

100.00

500,177

43

Part

F

of

Form

N-PORT

was

prepared

in

accordance

with

U.S.

generally

accepted

accounting

principles

(“U.S.

GAAP”)

and

in

conformity

with

the

applicable

rules

and

regulations

of

the

U.S.

Securities

and

Exchange

Commission

(“SEC”)

related

to

interim

filings.

Part

F

of

Form

N-PORT

does

not

include

all

information

and

footnotes

required

by

U.S.

GAAP

for

complete

financial

statements.

Certain

footnote

disclosures

normally

included

in

financial

statements

prepared

in

accordance

with

U.S.

GAAP

have

been

condensed

or

omitted

from

this

report

pursuant

to

the

rules

of

the

SEC.

For

a

full

set

of

the

Fund’s

notes

to

financial

statements,

please

refer

to

the

Fund’s

most

recently

filed

annual

or

semi-annual

report.

Fair

Value

Measurements

The

Fund’s

investments

in

securities

are

recorded

at

their

estimated

fair

value

utilizing

valuation

methods

approved

by

the

Board

of

Directors/

Trustees.

Fair

value

is

defined

as

the

price

that

would

be

received

upon

selling

an

investment

or

transferring

a

liability

in

an

orderly

transaction

to

an

independent

buyer

in

the

principal

or

most

advantageous

market

for

the

investment.

U.S.

GAAP

establishes

the

three-tier

hierarchy

which

is

used

to

maximize

the

use

of

observable

market

data

and

minimize

the

use

of

unobservable

inputs

and

to

establish

classification

of

fair

value

measurements

for

disclosure

purposes.

Observable

inputs

reflect

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Observable

inputs

are

based

on

market

data

obtained

from

sources

independent

of

the

reporting

entity.

Unobservable

inputs

reflect

management’s

assumptions

about

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Unobservable

inputs

are

based

on

the

best

information

available

in

the

circumstances.

The

following

is

a

summary

of

the

three-tiered

hierarchy

of

valuation

input

levels.

Level

1

–

Inputs

are

unadjusted

and

prices

are

determined

using

quoted

prices

in

active

markets

for

identical

securities.

Level

2

–

Prices

are

determined

using

other

significant

observable

inputs

(including

quoted

prices

for

similar

securities,

interest

rates,

credit

spreads,

etc.).

Level

3

–

Prices

are

determined

using

significant

unobservable

inputs

(including

management’s

assumptions

in

determining

the

fair

value

of

investments).

The

following

table

summarizes

the

market

value

of

the

Fund's

investments

as

of

the

end

of

the

reporting

period,

based

on

the

inputs

used

to

value

them:

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Utilities

(continued)

$

750

Stamford,

Connecticut,

Water

Pollution

Control

System

and

Facility

Revenue

Bonds,

Series

2019,

4.000%,

4/01/44

4/29

at

100.00

$

739,180

Total

Utilities

16,563,069

Total

Municipal

Bonds

(cost

$235,128,340)

224,296,091

Total

Long-Term

Investments

(cost

$235,128,340)

224,296,091

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

SHORT-TERM

INVESTMENTS

-

 4.6%  

X

11,000,000

MUNICIPAL

BONDS

-

4.6%  

X

11,000,000

Housing/Multifamily

-

1

.3

%

$

3,000

(e)

Connecticut

Housing

Finance

Authority,

Housing

Mortgage

Finance

Program

Bonds,

Series

2016E-3,

3.310%,

11/15/46,

(Mandatory

Put

6/07/24)

5/24

at

100.00

$

3,000,000

Total

Housing/Multifamily

3,000,000

Housing/Single

Family

-

3

.3

%

8,000

(e)

Connecticut

Housing

Finance

Authority,

Housing

Mortgage

Finance

Program

Bonds,

Series

2017F-3,

3.310%,

5/15/40,

(Mandatory

Put

6/07/24)

5/24

at

100.00

8,000,000

Total

Housing/Single

Family

8,000,000

Total

Municipal

Bonds

(cost

$11,000,000)

11,000,000

Total

Short-Term

Investments

(cost

$11,000,000)

11,000,000

Total

Investments

(cost

$246,128,340)

-

98.7%

235,296,091

Other

Assets

&

Liabilities,

Net

-

1.3%

3,046,679

Net

Assets

-

100%

$

238,342,770

Nuveen

Connecticut

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

May

31,

2024

(Unaudited)

44

Level

1

Level

2

Level

3

Total

Long-Term

Investments:

Municipal

Bonds

$

–

$

224,296,091

$

–

$

224,296,091

Short-Term

Investments:

Municipal

Bonds

–

11,000,000

–

11,000,000

Total

$

–

$

235,296,091

$

–

$

235,296,091

(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

$11,680,811

or

5.0%

of

Total

Investments.

(d)

Backed

by

an

escrow

or

trust

containing

sufficient

U.S.

Government

or

U.S.

Government

agency

securities,

which

ensure

the

timely

payment

of

principal

and

interest.

(e)

Investment

has

a

maturity

of

greater

than

one

year,

but

has

variable

rate

and/or

demand

features

which

qualify

it

as

a

short-term

investment.

The

rate

disclosed,

as

well

as

the

reference

rate

and

spread,

where

applicable,

is

that

in

effect

as

of

the

end

of

the

reporting

period.

This

rate

changes

periodically

based

on

market

conditions

or

a

specified

market

index.

AMT

Alternative

Minimum

Tax

45

Nuveen

Massachusetts

Municipal

Bond

Fund

Portfolio

of

Investments

May

31,

2024

(Unaudited)

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

LONG-TERM

INVESTMENTS

-

96.9%   

X

551,377,776

MUNICIPAL

BONDS

-

96.9%  

X

551,377,776

Education

and

Civic

Organizations

-

22.7%

Lowell,

Massachusetts,

Collegiate

Charter

School

Revenue

Bonds,

Series

2019:

$

2,065

5.000%,

6/15/39

6/26

at

100.00

$

2,072,476

1,750

5.000%,

6/15/49

6/26

at

100.00

1,696,513

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Berklee

College

of

Music,

Series

2016:

1,260

5.000%,

10/01/39

10/26

at

100.00

1,279,790

5,165

5.000%,

10/01/46

10/26

at

100.00

5,202,396

3,000

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Boston

College,

Series

2013S,

5.000%,

7/01/32

6/24

at

100.00

3,000,842

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Boston

College,

Series

2017T:

2,350

5.000%,

7/01/39

7/27

at

100.00

2,438,656

1,020

5.000%,

7/01/42

7/27

at

100.00

1,052,768

3,110

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Boston

University,

Refunding

Series

2023FF,

5.000%,

10/01/48

10/33

at

100.00

3,320,325

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Brandeis

University

Issue,

Series

2018R:

1,195

5.000%,

10/01/37

10/28

at

100.00

1,263,843

840

5.000%,

10/01/38

10/28

at

100.00

884,407

1,000

5.000%,

10/01/39

10/28

at

100.00

1,049,272

3,000

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Emerson

College,

Series

2015,

5.000%,

1/01/35

1/25

at

100.00

3,016,181

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Emerson

College,

Series

2016A:

1,510

5.250%,

1/01/42

1/27

at

100.00

1,530,400

1,500

5.000%,

1/01/47

1/27

at

100.00

1,500,110

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Emerson

College,

Series

2017A:

1,600

5.000%,

1/01/37

1/28

at

100.00

1,636,107

6,020

5.000%,

1/01/40

1/28

at

100.00

6,103,335

2,000

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Emerson

College,

Series

2018,

5.000%,

1/01/43

1/28

at

100.00

2,010,261

2,500

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Emmanuel

College,

Series

2016A,

5.000%,

10/01/43

10/26

at

100.00

2,499,552

2,055

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Lesley

University,

Series

2016,

5.000%,

7/01/36

7/26

at

100.00

2,081,003

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

MCPHS

University

Issue,

Series

2015H:

550

3.500%,

7/01/35

7/25

at

100.00

506,538

235

5.000%,

7/01/37

7/25

at

100.00

237,994

700

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Merrimack

College,

Series

2017,

5.000%,

7/01/37

7/26

at

100.00

710,320

1,000

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Merrimack

College,

Series

2022,

5.000%,

7/01/52

7/32

at

100.00

996,085

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Northeastern

University,

Series

2014A:

1,125

5.000%,

3/01/39

6/24

at

100.00

1,096,977

2,065

5.000%,

3/01/44

6/24

at

100.00

1,964,840

2,080

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Northeastern

University,

Series

2022,

5.000%,

10/01/44

10/32

at

100.00

2,244,592

1,680

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Simmons

University

Issue,

Series

2020M,

5.000%,

10/01/39

10/30

at

100.00

1,698,596

2,750

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Springfield

College,

Green

Series

2021B,

4.000%,

6/01/41

6/30

at

100.00

2,452,448

2,495

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Sterling

and

Francine

Clark

Art

Institute,

Series

2015,

5.000%,

7/01/33

7/25

at

100.00

2,530,829

Nuveen

Massachusetts

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

May

31,

2024

(Unaudited)

46

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Education

and

Civic

Organizations

(continued)

$

2,415

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Sterling

and

Francine

Clark

Art

Institute,

Series

2016,

4.000%,

7/01/41

1/27

at

100.00

$

2,356,801

610

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Suffolk

University,

Refunding

Series

2019,

5.000%,

7/01/37

7/29

at

100.00

622,593

1,500

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

The

Broad

Institute,

Series

2017,

5.000%,

4/01/36

10/27

at

100.00

1,560,506

875

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Tufts

University,

Series

2015Q,

5.000%,

8/15/38

8/25

at

100.00

884,972

1,000

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Wheaton

College,

Series

2017H,

5.000%,

1/01/37

1/28

at

100.00

1,016,598

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Woods

Hole

Oceanographic

Institution,

Series

2018:

1,000

5.000%,

6/01/37

6/28

at

100.00

1,046,634

1,000

5.000%,

6/01/38

6/28

at

100.00

1,041,534

6,210

5.000%,

6/01/48

6/28

at

100.00

6,359,120

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Worcester

Polytechnic

Institute,

Series

2017B:

5,000

5.000%,

9/01/42

9/27

at

100.00

5,136,662

7,000

5.000%,

9/01/45

9/27

at

100.00

7,146,046

745

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Worcester

Polytechnic

Institute,

Series

2019,

5.000%,

9/01/33

9/29

at

100.00

796,530

Massachusetts

Development

Finance

Authority,

Revenue

Bonds,

Suffolk

University,

Refunding

Series

2017:

700

5.000%,

7/01/35

7/27

at

100.00

713,066

500

5.000%,

7/01/36

7/27

at

100.00

508,463

2,345

Massachusetts

Development

Finance

Authority,

Revenue

Bonds,

WGBH

Educational

Foundation,

Refunding

Series

2016,

5.000%,

1/01/36

7/26

at

100.00

2,410,903

2,100

Massachusetts

Development

Finance

Authority,

Revenue

Bonds,

WGBH

Educational

Foundation,

Series

2002A,

5.750%,

1/01/42

-

AMBAC

Insured

No

Opt.

Call

2,506,497

1,655

Massachusetts

Educational

Financing

Authority,

Education

Loan

Revenue

Bonds,

Issue

J,

Series

2016,

5.000%,

7/01/24,

(AMT)

No

Opt.

Call

1,655,795

Massachusetts

Educational

Financing

Authority,

Education

Loan

Revenue

Bonds,

Issue

K,

Series

2017A:

1,480

5.000%,

7/01/24,

(AMT)

No

Opt.

Call

1,480,711

2,800

5.000%,

7/01/26,

(AMT)

No

Opt.

Call

2,844,180

Massachusetts

Educational

Financing

Authority,

Education

Loan

Revenue

Bonds,

Issue

L,

Senior

Series

2020B:

850

5.000%,

7/01/29,

(AMT)

No

Opt.

Call

873,749

1,000

5.000%,

7/01/30,

(AMT)

No

Opt.

Call

1,034,211

1,000

Massachusetts

Educational

Financing

Authority,

Student

Loan

Revenue

Bonds,

Issue

I

Series

2014,

5.000%,

1/01/27,

(AMT)

1/25

at

100.00

1,004,902

4,355

University

of

Massachusetts

Building

Authority,

Project

Revenue

Bonds,

Senior

Series

2015-1,

5.000%,

11/01/40

11/25

at

100.00

4,402,728

University

of

Massachusetts

Building

Authority,

Project

Revenue

Bonds,

Senior

Series

2022-1:

5,550

4.000%,

11/01/46

5/32

at

100.00

5,383,634

10,605

5.000%,

11/01/52

5/30

at

100.00

11,138,949

6,655

University

of

Massachusetts

Building

Authority,

Project

Revenue

Bonds,

Senior

Series

2024-1,

5.000%,

11/01/47

5/34

at

100.00

7,220,300

Total

Education

and

Civic

Organizations

129,223,540

Health

Care

-

20.3%

2,160

Massachusetts

Development

Finance

Agency

Revenue

Bonds,

South

Shore

Hospital,

Series

2016I,

5.000%,

7/01/41

7/26

at

100.00

2,162,490

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Baystate

Medical

Center

Issue,

Series

2014N:

1,000

5.000%,

7/01/34

7/24

at

100.00

1,000,497

5,700

5.000%,

7/01/44

7/24

at

100.00

5,700,969

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Beth

Israel

Lahey

Health

Issue,

Series

2019K:

1,250

5.000%,

7/01/36

7/29

at

100.00

1,321,271

1,400

5.000%,

7/01/38

7/29

at

100.00

1,468,147

47

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Health

Care

(continued)

$

15,000

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Boston

Children's

Hospital

Series

2024T,

5.250%,

3/01/54

3/34

at

100.00

$

16,172,395

7,800

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Boston

Medical

Center

Issue,

Green

Bonds,

Series

2015D,

5.000%,

7/01/44

7/25

at

100.00

7,614,447

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Boston

Medical

Center

Issue,

Series

2016E:

2,000

5.000%,

7/01/32

7/26

at

100.00

2,034,846

1,825

5.000%,

7/01/36

7/26

at

100.00

1,847,731

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Boston

Medical

Center

Issue,

Series

2023G:

3,000

5.250%,

7/01/48

7/33

at

100.00

3,170,931

9,500

5.250%,

7/01/52

7/33

at

100.00

10,007,087

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

CareGroup

Issue,

Refunding

Series

2016-I:

1,675

5.000%,

7/01/30

7/26

at

100.00

1,709,387

1,500

5.000%,

7/01/37

7/26

at

100.00

1,524,795

1,935

5.000%,

7/01/38

7/26

at

100.00

1,959,920

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

CareGroup

Issue,

Series

2015H-1:

900

5.000%,

7/01/30

7/25

at

100.00

906,069

1,000

5.000%,

7/01/32

7/25

at

100.00

1,007,079

500

5.000%,

7/01/33

7/25

at

100.00

503,548

4,100

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

CareGroup

Issue,

Series

2018J-2,

5.000%,

7/01/48

7/28

at

100.00

4,141,967

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Dana-

Farber

Cancer

Institute

Issue,

Series

2016N:

1,925

5.000%,

12/01/41

12/26

at

100.00

1,960,079

6,100

5.000%,

12/01/46

12/26

at

100.00

6,169,732

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Lahey

Health

System

Obligated

Group

Issue,

Series

2015F:

2,645

5.000%,

8/15/35

8/25

at

100.00

2,665,435

5,325

5.000%,

8/15/45

8/25

at

100.00

5,337,284

11,000

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Mass

General

Brigham,

Series

2024D,

5.000%,

7/01/47

1/34

at

100.00

11,674,134

1,545

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Milford

Regional

Medical

Center

Issue,

Series

2014F,

5.750%,

7/15/43

7/24

at

100.00

1,499,439

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Milford

Regional

Medical

Center

Issue,

Series

2020G:

100

(c)

5.000%,

7/15/30

No

Opt.

Call

99,412

100

(c)

5.000%,

7/15/37

7/30

at

100.00

97,804

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Partners

HealthCare

System

Issue,

Series

2016Q:

1,250

4.000%,

7/01/41

7/26

at

100.00

1,216,551

4,710

5.000%,

7/01/47

7/26

at

100.00

4,751,581

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Partners

HealthCare

System

Issue,

Series

2017S-1:

2,200

5.000%,

7/01/37

1/28

at

100.00

2,295,113

3,430

4.000%,

7/01/41

1/28

at

100.00

3,325,669

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Southcoast

Health

System

Obligated

Group

Issue,

Series

2013F:

1,750

5.000%,

7/01/27

7/24

at

100.00

1,750,642

1,000

5.000%,

7/01/37

7/24

at

100.00

1,000,568

3,800

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

The

Lowell

General

Hospital,

Series

2013G,

5.000%,

7/01/44

7/24

at

100.00

3,591,851

890

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

UMass

Memorial

Health

Care

Obligated

Group

Issue,

Series

2017K,

5.000%,

7/01/38

1/27

at

100.00

901,914

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

UMass

Memorial

Health

Care

Obligated

Group

Issue,

Series

2017L:

400

3.625%,

7/01/37

7/27

at

100.00

347,397

1,855

5.000%,

7/01/44

7/27

at

100.00

1,870,078

Nuveen

Massachusetts

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

May

31,

2024

(Unaudited)

48

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Health

Care

(continued)

$

555

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

UMass

Memorial

Health

Care,

Series

2016I,

5.000%,

7/01/36

7/26

at

100.00

$

563,456

500

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Wellforce

Issue,

Series

2019A,

5.000%,

7/01/44

1/29

at

100.00

482,066

Total

Health

Care

115,853,781

Housing/Multifamily

-

2.2%

4,986

Massachusetts

Development

Finance

Agency,

Multifamily

Housing

Revenue

Bonds,

Salem

Heights

II

Preservation

Associates

LP,

Social

Series

2021A,

2.300%,

1/01/42

No

Opt.

Call

3,285,699

1,995

Massachusetts

Housing

Finance

Agency,

Housing

Bonds,

Series

2019B-1,

3.100%,

12/01/44

12/28

at

100.00

1,528,503

2,000

Massachusetts

Housing

Finance

Agency,

Housing

Bonds,

Series

2020A-1,

3.000%,

12/01/45

12/28

at

100.00

1,482,115

1,800

Massachusetts

Housing

Finance

Agency,

Housing

Bonds,

Sustainability

Green

Series

2020C-1,

2.450%,

12/01/45

12/29

at

100.00

1,177,054

Massachusetts

Housing

Finance

Agency,

Housing

Bonds,

Sustainability

Green

Series

2020D-1:

1,500

2.200%,

12/01/40

6/30

at

100.00

1,037,560

1,100

2.375%,

12/01/45

6/30

at

100.00

706,568

500

Massachusetts

Housing

Finance

Agency,

Housing

Bonds,

Sustainability

Green

Series

2021A-1,

2.000%,

12/01/36

6/30

at

100.00

373,167

2,685

Massachusetts

Housing

Finance

Agency,

Housing

Bonds,

Sustainability

Green

Series

2022C-1,

5.000%,

12/01/47

6/32

at

100.00

2,792,224

Total

Housing/Multifamily

12,382,890

Housing/Single

Family

-

1.8%

1,500

Massachusetts

Housing

Finance

Agency,

Single

Family

Housing

Revenue

Bonds,

Series

2020-218,

2.400%,

6/01/44

12/29

at

100.00

1,026,612

5,000

Massachusetts

Housing

Finance

Agency,

Single

Family

Housing

Revenue

Bonds,

Series

2023,

3.250%,

6/01/24

5/24

at

100.00

5,000,000

1,500

Massachusetts

Housing

Finance

Agency,

Single

Family

Housing

Revenue

Bonds,

Social

Series

2021-221,

2.300%,

6/01/44

6/30

at

100.00

995,017

Massachusetts

Housing

Finance

Agency,

Single

Family

Housing

Revenue

Bonds,

Social

Series

2021-223:

1,200

1.950%,

6/01/32

12/30

at

100.00

961,566

750

2.000%,

12/01/32

12/30

at

100.00

603,792

1,380

2.050%,

6/01/33

12/30

at

100.00

1,104,053

500

2.100%,

12/01/33

12/30

at

100.00

398,622

Total

Housing/Single

Family

10,089,662

Long-Term

Care

-

0.7%

Massachusetts

Development

Finance

Agency

Revenue

Refunding

Bonds,

NewBridge

on

the

Charles,

Inc.

Issue,

Series

2017:

1,910

(c)

4.125%,

10/01/42

6/24

at

104.00

1,738,674

275

(c)

5.000%,

10/01/47

6/24

at

104.00

275,148

560

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Berkshire

Retirement

Community

Lennox,

Series

2015,

5.000%,

7/01/31

7/25

at

100.00

561,769

400

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Orchard

Cove,

Inc.,

Refunding

Series

2019,

5.000%,

10/01/39

10/24

at

104.00

407,918

1,020

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Salem

Community

Corporation,

Refunding

Series

2022,

5.125%,

1/01/40

1/32

at

100.00

979,245

Total

Long-Term

Care

3,962,754

Tax

Obligation/General

-

19.8%

825

Andover,

Massachusetts,

General

Obligation

Bonds,

Municipal

Purpose

Loan

Series

2022,

4.000%,

7/15/42

7/31

at

100.00

826,196

Central

Berkshire

Regional

School

District,

Dalton,

Massachusetts,

General

Obligation

Bonds,

State

Qualified

Series

2019:

1,400

3.000%,

6/01/38

6/28

at

100.00

1,229,262

1,440

3.000%,

6/01/39

6/28

at

100.00

1,244,862

1,490

3.000%,

6/01/40

6/28

at

100.00

1,264,863

49

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Tax

Obligation/General

(continued)

$

1,740

Hudson,

Massachusetts,

General

Obligation

Bonds,

Municipal

Purpose

Loan

Series

2011,

5.000%,

2/15/32

7/24

at

100.00

$

1,741,850

7,400

Lincoln,

Massachusetts,

General

Obligation

Bonds,

School

Series

2019,

4.000%,

3/01/49

3/28

at

100.00

7,090,013

2,000

Massachusetts

Development

Finance

Agency,

Special

Obligation

Bonds,

Commonwealth

Contract  Assistance,

Series

2015A,

4.000%,

5/01/45

5/25

at

100.00

1,939,003

3,000

Massachusetts

State,

General

Obligation

Bonds,

Consolidated

Loan,

Series

2015C,

5.000%,

7/01/45

7/25

at

100.00

3,021,758

3,000

Massachusetts

State,

General

Obligation

Bonds,

Consolidated

Loan,

Series

2017A,

5.000%,

4/01/42

4/27

at

100.00

3,082,865

Massachusetts

State,

General

Obligation

Bonds,

Consolidated

Loan,

Series

2018A:

3,750

5.000%,

1/01/42

1/28

at

100.00

3,890,729

2,490

5.000%,

1/01/45

1/28

at

100.00

2,572,097

5,000

5.000%,

1/01/47

1/28

at

100.00

5,152,331

11,110

Massachusetts

State,

General

Obligation

Bonds,

Consolidated

Loan,

Series

2019A,

5.000%,

1/01/49

1/29

at

100.00

11,506,408

7,000

Massachusetts

State,

General

Obligation

Bonds,

Consolidated

Loan,

Series

2022C,

5.250%,

10/01/47

10/32

at

100.00

7,632,166

5,450

Massachusetts

State,

General

Obligation

Bonds,

Consolidated

Loan,

Series

2024A,

5.000%,

1/01/54

1/34

at

100.00

5,812,593

10,000

Massachusetts

State,

General

Obligation

Bonds,

Consolidated

Series

2023D,

5.000%,

10/01/53

10/33

at

100.00

10,664,008

15,000

Massachusetts

State,

General

Obligation

Bonds,

Series

2022E,

5.000%,

11/01/52

11/32

at

100.00

15,934,263

1,000

North

Reading,

Massachusetts,

General

Obligation

Bonds,

Municipal

Purpose

Loan

Series

2012,

5.000%,

5/15/35

7/24

at

100.00

1,001,058

1,685

Northeast

Metropolitan

Regional

Vocational

Technical

School

District,

Massachusetts,

General

Obligation

Bonds,

School

Series

2022,

4.000%,

4/15/47

4/31

at

100.00

1,603,499

1,965

Northeast

Metropolitan

Regional

Vocational

Technical

School

District,

Massachusetts,

General

Obligation

Bonds,

School

Series

2024,

4.000%,

5/15/46

5/33

at

100.00

1,883,062

1,950

Pentucket

Regional

School

District,

Massachusetts,

General

Obligation

Bonds,

Series

2019,

3.000%,

9/01/42

9/27

at

100.00

1,581,568

3,000

Puerto

Rico,

General

Obligation

Bonds,

Restructured

Series

2022A-1,

4.000%,

7/01/46

7/31

at

103.00

2,713,309

2,000

Quincy,

Massachusetts,

General

Obligation

Bonds,

Municipal

Purpose

Loan

Series

2022A,

5.000%,

6/01/50

6/32

at

100.00

2,123,037

3,000

Quincy,

Massachusetts,

General

Obligation

Bonds,

Municipal

Purpose

Loan

Series

2022B,

5.000%,

7/01/47

7/32

at

100.00

3,204,131

3,215

Scituate,

Massachusetts,

General

Obligation

Bonds,

Municipal

Purpose

Loan

Series

2015,

4.000%,

9/15/33

9/24

at

100.00

3,217,350

5,535

Taunton,

Massachusetts,

General

Obligation

Bonds,

Municipal

Purpose

Loan

Series

2024,

4.000%,

3/01/51

3/33

at

100.00

5,223,673

2,170

Tisbury,

Massachusetts,

General

Obligation

Bonds,

Municipal

Purpose

Loan

Series

2022,

4.000%,

8/15/42

8/30

at

100.00

2,140,652

3,440

Webster,

Massachusetts,

General

Obligation

Bonds,

Qualified

School

Project,

Chapter

70B,

Loan

Series

2022,

4.000%,

12/01/42

12/31

at

100.00

3,415,168

Total

Tax

Obligation/General

112,711,774

Tax

Obligation/Limited

-

17.8%

Government

of

Guam,

Business

Privilege

Tax

Bonds,

Refunding

Series

2015D:

1,355

5.000%,

11/15/27

11/25

at

100.00

1,370,319

1,000

5.000%,

11/15/39

11/25

at

100.00

1,004,913

Guam

Government,

Limited

Obligation

Section

30

Revenue

Bonds,

Series

2016A:

1,160

5.000%,

12/01/31

12/26

at

100.00

1,185,249

2,000

5.000%,

12/01/46

12/26

at

100.00

1,998,613

1,010

Martha's

Vineyard

Land

Bank,

Massachusetts,

Revenue

Bonds,

Refunding

Green

Series

2014,

5.000%,

5/01/33

-

BAM

Insured

11/24

at

100.00

1,013,740

Nuveen

Massachusetts

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

May

31,

2024

(Unaudited)

50

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Tax

Obligation/Limited

(continued)

$

500

Martha's

Vineyard

Land

Bank,

Massachusetts,

Revenue

Bonds,

Refunding

Green

Series

2017,

5.000%,

5/01/36

-

BAM

Insured

5/27

at

100.00

$

520,638

10,000

Massachusetts

Bay

Transportation

Authority,

Sales

Tax

Revenue

Bonds,

Senior

Series

2023A-1,

5.250%,

7/01/48

7/33

at

100.00

10,976,352

Massachusetts

Bay

Transportation

Authority,

Sales

Tax

Revenue

Bonds,

Subordinated

Series

2017A-2:

2,050

5.000%,

7/01/44

7/27

at

100.00

2,100,280

3,065

5.000%,

7/01/46

7/27

at

100.00

3,130,992

4,330

Massachusetts

Bay

Transportation

Authority,

Sales

Tax

Revenue

Bonds,

Subordinated

Series

2021A-1,

4.000%,

7/01/39

7/31

at

100.00

4,390,210

2,505

Massachusetts

Bay

Transportation

Authority,

Sales

Tax

Revenue

Bonds,

Subordinated

Sustainability

Series

2017A-1,

5.000%,

7/01/41

7/27

at

100.00

2,584,927

650

Massachusetts

School

Building

Authority,

Dedicated

Sales

Tax

Revenue

Bonds,

Refunding

Senior

Series

2015C,

5.000%,

8/15/37

8/25

at

100.00

659,335

Massachusetts

School

Building

Authority,

Dedicated

Sales

Tax

Revenue

Bonds,

Senior

Social

Series

2020A:

5,000

4.000%,

8/15/45

8/30

at

100.00

4,866,616

3,020

5.000%,

8/15/50

8/30

at

100.00

3,153,840

7,000

Massachusetts

School

Building

Authority,

Dedicated

Sales

Tax

Revenue

Bonds,

Subordinated

Series

2018A,

5.250%,

2/15/48

2/28

at

100.00

7,261,463

4,480

Massachusetts

School

Building

Authority,

Dedicated

Sales

Tax

Revenue

Bonds,

Subordinated

Series

2019A,

5.000%,

2/15/44

2/29

at

100.00

4,689,151

5,000

Massachusetts

State,

Special

Obligation

Dedicated

Tax

Revenue

Bonds,

Refunding

Series

2005,

5.500%,

1/01/34

-

NPFG

Insured

No

Opt.

Call

5,591,291

2,800

Massachusetts

State,

Transportation

Fund

Revenue

Bonds,

Rail

Enhancement

&

Accelerated

Bridge

Program,

Series

2016A,

5.000%,

6/01/41

6/26

at

100.00

2,855,371

8,180

Massachusetts

State,

Transportation

Fund

Revenue

Bonds,

Rail

Enhancement

&

Accelerated

Bridge

Programs,

Series

2017A,

5.000%,

6/01/47

6/27

at

100.00

8,386,565

5,540

Massachusetts

State,

Transportation

Fund

Revenue

Bonds,

Rail

Enhancement

&

Accelerated

Bridge

Programs,

Series

2019A,

5.000%,

6/01/49

6/29

at

100.00

5,756,608

10,000

Massachusetts

State,

Transportation

Fund

Revenue

Bonds,

Rail

Enhancement

Program,

Sustainability  Green

Series

2022A,

5.000%,

6/01/50

6/31

at

100.00

10,554,899

1,665

Massachusetts

State,

Transportation

Fund

Revenue

Bonds,

Refunding

Series

2021A,

5.000%,

6/01/42

6/31

at

100.00

1,793,506

1,510

Matching

Fund

Special

Purpose

Securitization

Corporation,

Virgin

Islands,

Revenue

Bonds,

Series

2022A,

5.000%,

10/01/39

10/32

at

100.00

1,567,133

Puerto

Rico

Sales

Tax

Financing

Corporation,

Sales

Tax

Revenue

Bonds,

Restructured

2018A-1:

3,177

4.550%,

7/01/40

7/28

at

100.00

3,199,699

4,725

4.750%,

7/01/53

7/28

at

100.00

4,695,330

5,840

Puerto

Rico

Sales

Tax

Financing

Corporation,

Sales

Tax

Revenue

Bonds,

Taxable

Restructured

Cofina

Project

Series

2019A-2,

4.784%,

7/01/58

7/28

at

100.00

5,788,343

Total

Tax

Obligation/Limited

101,095,383

Transportation

-

3.2%

1,250

Massachusetts

Department

of

Transportation,

Metropolitan

Highway

System

Revenue

Bonds,

Refunding

Senior

Lien

Series

2019A,

5.000%,

1/01/37

1/29

at

100.00

1,337,293

1,500

Massachusetts

Port

Authority,

Revenue

Bonds,

Refunding

Series

2017A,

5.000%,

7/01/42,

(AMT)

7/27

at

100.00

1,517,159

5,750

Massachusetts

Port

Authority,

Revenue

Bonds,

Refunding

Series

2021B,

5.000%,

7/01/44,

(AMT)

7/24

at

100.00

5,748,341

1,780

Massachusetts

Port

Authority,

Revenue

Bonds,

Series

2014A,

5.000%,

7/01/34

7/24

at

100.00

1,781,391

Massachusetts

Port

Authority,

Revenue

Bonds,

Series

2015A:

1,425

5.000%,

7/01/40

7/25

at

100.00

1,441,268

2,000

5.000%,

7/01/45

7/25

at

100.00

2,017,865

1,750

Massachusetts

Port

Authority,

Revenue

Bonds,

Series

2015B,

5.000%,

7/01/45,

(AMT)

7/25

at

100.00

1,753,734

51

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Transportation

(continued)

$

2,500

Massachusetts

Port

Authority,

Revenue

Bonds,

Series

2021E,

5.000%,

7/01/46,

(AMT)

7/31

at

100.00

$

2,594,119

Total

Transportation

18,191,170

U.S.

Guaranteed

-

2.7%

(d)

5,915

Massachusetts

Development

Finance

Agency

Revenue

Bonds,

Children's

Hospital

Issue,

Series

2014P,

5.000%,

10/01/46,

(Pre-refunded

10/01/24)

10/24

at

100.00

5,939,245

6,000

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Atrius

Health

Issue,

Series

2019A,

5.000%,

6/01/39,

(Pre-refunded

6/01/29)

6/29

at

100.00

6,439,856

1,820

Massachusetts

Water

Resources

Authority,

General

Revenue

Bonds,

Green

Series

2016C,

5.000%,

8/01/40,

(Pre-refunded

8/01/26)

8/26

at

100.00

1,881,252

1,000

Massachusetts

Water

Resources

Authority,

General

Revenue

Bonds,

Series

2016B,

5.000%,

8/01/40,

(Pre-refunded

8/01/26)

8/26

at

100.00

1,033,655

Total

U.S.

Guaranteed

15,294,008

Utilities

-

5.7%

4,000

Boston

Water

and

Sewer

Commission,

Massachusetts,

General

Revenue

Bonds,

Senior

Series

2018A,

4.000%,

11/01/40

5/26

at

100.00

4,009,744

2,805

Guam

Government

Waterworks

Authority,

Water

and

Wastewater

System

Revenue

Bonds,

Refunding

Series

2017,

5.000%,

7/01/40

7/27

at

100.00

2,872,724

920

Guam

Government

Waterworks

Authority,

Water

and

Wastewater

System

Revenue

Bonds,

Series

2016,

5.000%,

1/01/46

7/26

at

100.00

931,085

2,500

Guam

Government

Waterworks

Authority,

Water

and

Wastewater

System

Revenue

Bonds,

Series

2020A,

5.000%,

1/01/50

7/30

at

100.00

2,545,769

1,650

Massachusetts

Clean

Water

Trust,

State

Revolving

Fund

Bonds,

Green

23B

Series

2021,

5.000%,

2/01/41

2/31

at

100.00

1,794,937

5,785

Massachusetts

Clean

Water

Trust,

State

Revolving

Fund

Bonds,

Sustainability

24B

Series

2022,

5.000%,

2/01/43

2/32

at

100.00

6,306,249

Massachusetts

Municipal

Wholesale

Electric

Company,

MMWEC,

Revenue

Bonds,

Project

2015A,

Series

2021A:

1,000

4.000%,

7/01/39

1/32

at

100.00

1,008,188

1,310

4.000%,

7/01/40

1/32

at

100.00

1,309,193

1,400

4.000%,

7/01/41

1/32

at

100.00

1,381,384

2,000

4.000%,

7/01/46

1/32

at

100.00

1,894,411

1,250

Massachusetts

Water

Resources

Authority,

General

Revenue

Bonds,

Green

Series

2023B,

5.250%,

8/01/48

8/33

at

100.00

1,370,934

Massachusetts

Water

Resources

Authority,

General

Revenue

Bonds,

Series

2017B:

1,000

5.000%,

8/01/39

8/27

at

100.00

1,040,705

1,870

5.000%,

8/01/42

8/27

at

100.00

1,930,195

3,000

(c)

Puerto

Rico

Aqueduct

and

Sewerage

Authority,

Revenue

Bonds,

Refunding

Senior

Lien

Series

2021B,

5.000%,

7/01/37

7/31

at

100.00

3,123,161

1,010

Springfield

Water

and

Sewer

Commission,

Massachusetts,

General

Revenue

Bonds,

Series

2017C,

5.000%,

4/15/33

4/27

at

100.00

1,054,135

Total

Utilities

32,572,814

Total

Municipal

Bonds

(cost

$561,786,224)

551,377,776

Total

Long-Term

Investments

(cost

$561,786,224)

551,377,776

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

SHORT-TERM

INVESTMENTS

-

 2.3%  

X

12,880,000

MUNICIPAL

BONDS

-

2.3%  

X

12,880,000

Education

and

Civic

Organizations

-

0

.7

%

$

3,635

(e)

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Boston

University,

Variable

Rate

Demand

Series

2008U-6C,

3.950%,

10/01/42,

(Mandatory

Put

5/31/24)

5/24

at

100.00

$

3,635,000

Total

Education

and

Civic

Organizations

3,635,000

Nuveen

Massachusetts

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

May

31,

2024

(Unaudited)

52

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

Health

Care

-

1

.6

%

$

5,000

(c),(e)

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Sturdy

Memorial

Hospital,

Tender

Option

Bond

2024-008,

3.460%,

5/01/54,

(Mandatory

Put

7/05/24)

5/27

at

100.00

$

5,000,000

300

(e)

Massachusetts

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Baystate

Medical

Center,

Series

2009J-2,

4.000%,

7/01/44,

(Mandatory

Put

5/31/24)

5/24

at

100.00

300,000

945

(e)

Massachusetts

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Baystate

Medical

Center,

Series

2009K-1,

4.000%,

7/01/39,

(Mandatory

Put

5/31/24)

5/24

at

100.00

945,000

3,000

(e)

Massachusetts

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Partners

HealthCare

System

Inc.,

Variable

Rate

Demand

Obligations,

Series

1997P,

3.100%,

7/01/27,

(Mandatory

Put

6/07/24)

6/24

at

100.00

3,000,000

Total

Health

Care

9,245,000

Total

Municipal

Bonds

(cost

$12,880,000)

12,880,000

Total

Short-Term

Investments

(cost

$12,880,000)

12,880,000

Total

Investments

(cost

$574,666,224)

-

99.2%

564,257,776

Other

Assets

&

Liabilities,

Net

-

0.8%

4,661,755

Net

Assets

-

100%

$

568,919,531

Level

1

Level

2

Level

3

Total

Long-Term

Investments:

Municipal

Bonds

$

–

$

551,377,776

$

–

$

551,377,776

Short-Term

Investments:

Municipal

Bonds

–

12,880,000

–

12,880,000

Total

$

–

$

564,257,776

$

–

$

564,257,776

(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

$10,334,199

or

1.8%

of

Total

Investments.

53

(d)

Backed

by

an

escrow

or

trust

containing

sufficient

U.S.

Government

or

U.S.

Government

agency

securities,

which

ensure

the

timely

payment

of

principal

and

interest.

(e)

Investment

has

a

maturity

of

greater

than

one

year,

but

has

variable

rate

and/or

demand

features

which

qualify

it

as

a

short-term

investment.

The

rate

disclosed,

as

well

as

the

reference

rate

and

spread,

where

applicable,

is

that

in

effect

as

of

the

end

of

the

reporting

period.

This

rate

changes

periodically

based

on

market

conditions

or

a

specified

market

index.

AMT

Alternative

Minimum

Tax

54

Nuveen

New

Jersey

Municipal

Bond

Fund

Portfolio

of

Investments

May

31,

2024

(Unaudited)

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

LONG-TERM

INVESTMENTS

-

98.8%   

X

372,861,349

MUNICIPAL

BONDS

-

98.8%  

X

372,861,349

Consumer

Discretionary

-

0.2%

Middlesex

County

Improvement

Authority,

New

Jersey,

Senior

Revenue

Bonds,

Heldrich

Center

Hotel/Conference

Center

Project,

Series

2005A:

$

935

(c)

5.000%,

1/01/32

7/24

at

100.00

$

663,850

240

(c)

5.125%,

1/01/37

7/24

at

100.00

170,400

Total

Consumer

Discretionary

834,250

Consumer

Staples

-

3.3%

Tobacco

Settlement

Financing

Corporation,

New

Jersey,

Tobacco

Settlement

Asset-Backed

Bonds,

Series

2018A:

3,460

4.000%,

6/01/37

6/28

at

100.00

3,432,289

3,610

5.000%,

6/01/46

6/28

at

100.00

3,672,672

5,205

Tobacco

Settlement

Financing

Corporation,

New

Jersey,

Tobacco

Settlement

Asset-Backed

Bonds,

Series

2018B,

5.000%,

6/01/46

6/28

at

100.00

5,240,480

Total

Consumer

Staples

12,345,441

Education

and

Civic

Organizations

-

14.7%

2,240

Atlantic

County

Improvement

Authority,

New

Jersey,

General

Obligation

Lease

Revenue

Bonds,

Stockton

University

Atlantic

City

Campus

Phase

II,

Series

2021A,

4.000%,

7/01/47

-

AGM

Insured

7/31

at

100.00

2,075,156

715

Camden

County

Improvement

Authority,

New

Jersey,

School

Revenue

Bonds,

KIPP:

Cooper

Norcross

Academy

2022

Project,

Social

Series

2022,

6.000%,

6/15/62

12/30

at

100.00

756,024

1,000

Essex

County

Improvement

Authority,

New

Jersey,

General

Obligation

Lease

Revenue

Bonds,

Institute

of

Technology

CHF-Newark,

LLC-NJIT

Student

Housing

Project,

Series

2021A,

4.000%,

8/01/60

-

BAM

Insured

8/31

at

100.00

915,957

Gloucester

County

Improvement

Authority,

New

Jersey,

Revenue

Bonds,

Rowan

University

Project,

County

Gauranteed

Loan,

Series

2019:

1,050

5.000%,

7/01/44

7/29

at

100.00

1,099,457

1,000

4.000%,

7/01/48

7/29

at

100.00

974,160

Gloucester

County

Improvement

Authority,

New

Jersey,

Revenue

Bonds,

Rowan

University

Project,

County

Guaranteed

Loan,

Series

2024:

1,080

5.000%,

7/01/49

-

BAM

Insured

1/32

at

100.00

1,140,143

1,000

5.000%,

7/01/54

-

BAM

Insured

1/32

at

100.00

1,050,067

1,000

Gloucester

County

Improvement

Authority,

New

Jersey,

Revenue

Bonds,

Rowan

University

Student

Center

Project,

Series

2024,

4.000%,

2/27/25

12/24

at

100.00

1,000,662

225

New

Jersey

Economic

Development

Authority,

Charter

School

Revenue

Bonds,

Foundation

Academy

Charter

School,

Series

2018A,

5.000%,

7/01/38

1/28

at

100.00

226,505

New

Jersey

Economic

Development

Authority,

Charter

School

Revenue

Bonds,

North

Star

Academy

Charter

School

of

Newark,

Series

2017:

2,805

4.000%,

7/15/37

7/27

at

100.00

2,679,720

100

5.000%,

7/15/47

7/27

at

100.00

100,323

100

(d)

New

Jersey

Economic

Development

Authority,

Charter

School

Revenue

Bonds,

Teaneck

Community

Charter

School,

Series

2017A,

5.125%,

9/01/52

9/27

at

100.00

97,586

945

New

Jersey

Economic

Development

Authority,

Revenue

Bonds,

The

Seeing

Eye

Inc.,

Refunding

Series

2015,

5.000%,

3/01/25

No

Opt.

Call

953,043

New

Jersey

Economic

Development

Authority,

Revenue

Bonds,

The

Seeing

Eye

Inc.,

Refunding

Series

2017:

355

3.000%,

6/01/32

12/27

at

100.00

326,557

195

5.000%,

6/01/32

12/27

at

100.00

201,270

1,145

New

Jersey

Educational

Facilities

Authority,

Revenue

Bonds,

College

of

New

Jersey,

Refunding

Series

2016F,

3.000%,

7/01/40

7/26

at

100.00

912,395

1,470

New

Jersey

Educational

Facilities

Authority,

Revenue

Bonds,

Kean

University,

Refunding

Series

2015H,

4.000%,

7/01/39

-

AGM

Insured

7/25

at

100.00

1,430,930

55

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Education

and

Civic

Organizations

(continued)

New

Jersey

Educational

Facilities

Authority,

Revenue

Bonds,

Montclair

State

University,

Refunding

Series

2015D:

$

1,000

5.000%,

7/01/31

7/25

at

100.00

$

1,012,165

1,055

3.750%,

7/01/33

7/25

at

100.00

1,024,103

New

Jersey

Educational

Facilities

Authority,

Revenue

Bonds,

Montclair

State

University,

Refunding

Series

2024A:

1,000

5.000%,

7/01/42

-

AGM

Insured

7/34

at

100.00

1,099,537

1,000

5.000%,

7/01/43

-

AGM

Insured

7/34

at

100.00

1,092,197

New

Jersey

Educational

Facilities

Authority,

Revenue

Bonds,

Princeton

University,

Refunding

Series

2024C:

2,500

5.000%,

3/01/26

No

Opt.

Call

2,571,226

3,000

5.000%,

3/01/27

No

Opt.

Call

3,135,122

2,000

New

Jersey

Educational

Facilities

Authority,

Revenue

Bonds,

Princeton

University,

Series

2024B,

5.250%,

3/01/54

3/34

at

100.00

2,199,875

New

Jersey

Educational

Facilities

Authority,

Revenue

Bonds,

Rider

University,

Series  2017F:

360

3.750%,

7/01/37

7/27

at

100.00

276,590

1,370

4.000%,

7/01/42

7/27

at

100.00

991,318

2,265

5.000%,

7/01/47

7/27

at

100.00

1,747,854

1,225

New

Jersey

Educational

Facilities

Authority,

Revenue

Bonds,

Seton

Hall

University,

Refunding

Series

2015C,

5.000%,

7/01/32

7/25

at

100.00

1,236,020

710

New

Jersey

Educational

Facilities

Authority,

Revenue

Bonds,

Seton

Hall

University,

Series

2013D,

5.000%,

7/01/38

7/24

at

100.00

710,249

New

Jersey

Educational

Facilities

Authority,

Revenue

Bonds,

Seton

Hall

University,

Series

2016C:

1,870

3.000%,

7/01/41

7/26

at

100.00

1,488,367

2,430

3.000%,

7/01/46

7/26

at

100.00

1,791,217

1,085

4.000%,

7/01/46

7/26

at

100.00

957,445

1,000

New

Jersey

Educational

Facilities

Authority,

Revenue

Bonds,

Seton

Hall

University,

Series

2020C,

3.250%,

7/01/49

-

AGM

Insured

7/30

at

100.00

789,900

3,500

New

Jersey

Educational

Facilities

Authority,

Revenue

Bonds,

Stevens

Institute

of

Technology

Issue,

Green

Series

2020A,

4.000%,

7/01/50

7/30

at

100.00

3,034,291

New

Jersey

Educational

Facilities

Authority,

Revenue

Bonds,

Stevens

Institute

of

Technology,

Series

2017A:

500

4.000%,

7/01/47

7/27

at

100.00

441,655

380

5.000%,

7/01/47

7/27

at

100.00

382,187

835

New

Jersey

Higher

Education

Student

Assistance

Authority,

Student

Loan

Revenue

Bonds,

Refunding

Senior

Series

2021B,

2.500%,

12/01/40,

(AMT)

12/29

at

100.00

734,287

New

Jersey

Higher

Education

Student

Assistance

Authority,

Student

Loan

Revenue

Bonds,

Refunding

Series

2018A:

910

3.750%,

12/01/31,

(AMT)

6/28

at

100.00

884,389

205

4.000%,

12/01/35,

(AMT)

6/28

at

100.00

203,875

1,375

New

Jersey

Higher

Education

Student

Assistance

Authority,

Student

Loan

Revenue

Bonds,

Refunding

Series

2023B,

4.000%,

12/01/44,

(AMT)

12/33

at

100.00

1,286,363

500

New

Jersey

Higher

Education

Student

Assistance

Authority,

Student

Loan

Revenue

Bonds,

Refunding

Series

2024B,

4.250%,

12/01/45,

(AMT)

12/34

at

100.00

483,511

1,270

New

Jersey

Higher

Education

Student

Assistance

Authority,

Student

Loan

Revenue

Bonds,

Refunding

Subordinate

Series

2021C,

3.250%,

12/01/51,

(AMT)

12/29

at

100.00

895,669

New

Jersey

Higher

Education

Student

Assistance

Authority,

Student

Loan

Revenue

Bonds,

Senior

Lien

Series

2016-1A:

615

3.500%,

12/01/32,

(AMT)

12/25

at

100.00

602,123

145

4.000%,

12/01/39,

(AMT)

12/25

at

100.00

144,660

New

Jersey

Higher

Education

Student

Assistance

Authority,

Student

Loan

Revenue

Bonds,

Senior

Lien

Series

2017-1A:

170

3.750%,

12/01/33,

(AMT)

12/26

at

100.00

168,618

15

4.000%,

12/01/40,

(AMT)

12/26

at

100.00

14,904

765

New

Jersey

Higher

Education

Student

Assistance

Authority,

Student

Loan

Revenue

Bonds,

Senior

Series

2019B,

3.250%,

12/01/39,

(AMT)

6/28

at

100.00

701,850

485

New

Jersey

Higher

Education

Student

Assistance

Authority,

Student

Loan

Revenue

Bonds,

Senior

Series

2020B,

3.500%,

12/01/39,

(AMT)

12/28

at

100.00

457,976

725

New

Jersey

Higher

Education

Student

Assistance

Authority,

Student

Loan

Revenue

Bonds,

Series

2015-1A,

4.000%,

12/01/30,

(AMT)

12/24

at

100.00

706,518

Nuveen

New

Jersey

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

May

31,

2024

(Unaudited)

56

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Education

and

Civic

Organizations

(continued)

$

1,740

New

Jersey

Higher

Education

Student

Assistance

Authority,

Student

Loan

Revenue

Bonds,

Subordinate

Series

2017-C,

4.250%,

12/01/47,

(AMT)

12/26

at

100.00

$

1,625,752

1,460

New

Jersey

Higher

Education

Student

Assistance

Authority,

Student

Loan

Revenue

Bonds,

Subordinate

Series

2019C,

3.625%,

12/01/49,

(AMT)

6/28

at

100.00

1,136,276

2,005

New

Jersey

Institute

of

Technology,

New

Jersey,

General

Obligation

Bonds,

Series

2015A,

5.000%,

7/01/45

7/25

at

100.00

2,011,616

1,335

Passaic

County

Improvement

Authority,

New

Jersey,

Charter

School

Revenue

Bonds,

Paterson

Arts

&

Science

Charter

School,

Series

2023,

5.375%,

7/01/53

7/31

at

100.00

1,355,408

Total

Education

and

Civic

Organizations

55,335,068

Financials

-

0.1%

351

New

Jersey

Economic

Development

Authority,

Revenue

Refunding

Bonds,

Kapkowski

Road

Landfill

Project,

Series

2002,

6.500%,

4/01/28

No

Opt.

Call

351,691

Total

Financials

351,691

Health

Care

-

7.4%

New

Jersey

Health

Care

Facilities

Authority,

Revenue

Bonds,

Atlanticare

Health

System

Obligated

Group

Issue,

Series

2021:

1,800

2.375%,

7/01/46

7/31

at

100.00

1,119,076

1,800

3.000%,

7/01/46

7/31

at

100.00

1,358,243

1,000

3.000%,

7/01/51

7/31

at

100.00

725,336

115

New

Jersey

Health

Care

Facilities

Finance

Authority,

Revenue

Bonds,

AHS

Hospital

Corporation,

Series

2008A,

5.000%,

7/01/27

7/24

at

100.00

115,035

1,775

New

Jersey

Health

Care

Facilities

Financing

Authority,

Revenue

Bonds,

AHS

Hospital

Corporation,

Refunding

Series

2016,

4.000%,

7/01/41

1/27

at

100.00

1,729,612

965

New

Jersey

Health

Care

Facilities

Financing

Authority,

Revenue

Bonds,

Hackensack

Meridian

Health

Obligated

Group,

Refunding

Series

2017A,

5.000%,

7/01/57

7/27

at

100.00

973,979

3,105

New

Jersey

Health

Care

Facilities

Financing

Authority,

Revenue

Bonds,

Inspira

Health

Obligated

Group

Issue,

Refunding

Series

2016A,

4.000%,

7/01/41

7/26

at

100.00

2,999,252

2,540

New

Jersey

Health

Care

Facilities

Financing

Authority,

Revenue

Bonds,

Inspira

Health

Obligated

Group

Issue,

Series

2017A,

5.000%,

7/01/42

7/27

at

100.00

2,579,636

New

Jersey

Health

Care

Facilities

Financing

Authority,

Revenue

Bonds,

Princeton

HealthCare

System,

Series

2016A:

610

5.000%,

7/01/33

7/26

at

100.00

623,648

600

5.000%,

7/01/34

7/26

at

100.00

613,160

2,635

New

Jersey

Health

Care

Facilities

Financing

Authority,

Revenue

Bonds,

RWJ

Barnabas

Health

Obligated

Group,

Refunding

Series

2016A,

5.000%,

7/01/43

7/26

at

100.00

2,666,832

New

Jersey

Health

Care

Facilities

Financing

Authority,

Revenue

Bonds,

RWJ

Barnabas

Health

Obligated

Group,

Series

2021A:

2,755

4.000%,

7/01/45

7/31

at

100.00

2,610,468

2,145

3.000%,

7/01/51

7/31

at

100.00

1,561,041

New

Jersey

Health

Care

Facilities

Financing

Authority,

Revenue

Bonds,

Saint

Joseph's

Healthcare

System

Obligated

Group

Issue,

Refunding

Series

2016:

2,710

3.000%,

7/01/32

7/26

at

100.00

2,313,053

370

4.000%,

7/01/34

7/26

at

100.00

347,705

1,835

5.000%,

7/01/41

7/26

at

100.00

1,818,524

1,450

4.000%,

7/01/48

7/26

at

100.00

1,265,035

New

Jersey

Health

Care

Facilities

Financing

Authority,

Revenue

Bonds,

Valley

Health

System

Obligated

Group,

Series

2019:

1,865

4.000%,

7/01/44

7/29

at

100.00

1,782,127

1,215

3.000%,

7/01/49

7/29

at

100.00

940,206

Total

Health

Care

28,141,968

57

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Housing/Multifamily

-

5.6%

New

Jersey

Economic

Development

Authority,

Revenue

Bonds,

Provident

Group

-

Kean

Properties

LLC

-

Kean

University

Student

Housing

Project,

Series

2017A:

$

150

5.000%,

7/01/47

1/27

at

100.00

$

144,235

450

5.000%,

1/01/50

1/27

at

100.00

429,375

2,440

New

Jersey

Economic

Development

Authority,

Revenue

Bonds,

West

Campus

Housing

LLC

-

New

Jersey

City

University

Student

Housing

Project,

Series

2015,

5.000%,

7/01/47

7/25

at

100.00

2,056,696

520

New

Jersey

Housing

&

Mortgage

Finance

Agency,

5.250%,

12/20/65

3/34

at

100.00

528,368

1,447

New

Jersey

Housing

&

Mortgage

Finance

Agency,

Multifamily

Conduit

Revenue

Bonds,

Cherry

Garden

Apartments

Project,

Series

2021B,

2.375%,

1/01/39

No

Opt.

Call

1,062,236

1,310

New

Jersey

Housing

and

Mortgage

Finance

Agency,

Multifamily

Revenue

Bonds,

Series

2015A,

4.000%,

11/01/45

11/24

at

100.00

1,207,523

1,135

New

Jersey

Housing

and

Mortgage

Finance

Agency,

Multifamily

Revenue

Bonds,

Series

2016A,

3.750%,

11/01/45

11/25

at

100.00

965,912

2,145

New

Jersey

Housing

and

Mortgage

Finance

Agency,

Multifamily

Revenue

Bonds,

Series

2016B,

3.600%,

11/01/40

11/25

at

100.00

1,926,802

875

New

Jersey

Housing

and

Mortgage

Finance

Agency,

Multifamily

Revenue

Bonds,

Series

2017D,

3.900%,

11/01/32,

(AMT)

5/26

at

100.00

846,673

New

Jersey

Housing

and

Mortgage

Finance

Agency,

Multifamily

Revenue

Bonds,

Series

2018A:

1,935

3.600%,

11/01/33

11/27

at

100.00

1,803,563

1,865

3.875%,

11/01/38

11/27

at

100.00

1,744,414

1,045

3.950%,

11/01/43

11/27

at

100.00

951,015

650

4.000%,

11/01/48

11/27

at

100.00

592,699

500

4.100%,

11/01/53

11/27

at

100.00

448,155

New

Jersey

Housing

and

Mortgage

Finance

Agency,

Multifamily

Revenue

Bonds,

Series

2019A:

1,750

2.900%,

11/01/39

11/28

at

100.00

1,426,825

530

3.000%,

11/01/44

11/28

at

100.00

397,740

870

3.050%,

11/01/49

11/28

at

100.00

640,619

490

3.150%,

5/01/53

11/28

at

100.00

342,489

600

New

Jersey

Housing

and

Mortgage

Finance

Agency,

Multifamily

Revenue

Bonds,

Series

2020A,

2.450%,

11/01/45

11/29

at

100.00

382,768

2,470

New

Jersey

Housing

and

Mortgage

Finance

Agency,

Multifamily

Revenue

Bonds,

Series

2021A,

2.450%,

11/01/41

11/30

at

100.00

1,760,623

New

Jersey

Housing

and

Mortgage

Finance

Agency,

Multifamily

Revenue

Bonds,

Series

2023C:

1,090

4.850%,

5/01/33,

(AMT)

5/32

at

100.00

1,086,418

250

5.000%,

11/01/38,

(AMT)

5/32

at

100.00

254,642

Total

Housing/Multifamily

20,999,790

Housing/Single

Family

-

5.7%

New

Jersey

Housing

and

Mortgage

Finance

Agency,

Single

Family

Housing

Revenue

Bonds,

Series

2018A:

1,725

3.600%,

4/01/33

10/27

at

100.00

1,600,383

1,130

3.750%,

10/01/35

10/27

at

100.00

1,040,074

2,150

New

Jersey

Housing

and

Mortgage

Finance

Agency,

Single

Family

Housing

Revenue

Bonds,

Series

2018B,

3.800%,

10/01/32,

(AMT)

10/27

at

100.00

2,067,079

2,710

New

Jersey

Housing

and

Mortgage

Finance

Agency,

Single

Family

Housing

Revenue

Bonds,

Series

2019C,

4.000%,

4/01/49

4/28

at

100.00

2,460,486

New

Jersey

Housing

and

Mortgage

Finance

Agency,

Single

Family

Housing

Revenue

Bonds,

Series

2020E:

1,540

2.250%,

10/01/40

4/29

at

100.00

1,114,229

1,225

3.500%,

4/01/51

4/29

at

102.44

1,192,185

2,000

New

Jersey

Housing

and

Mortgage

Finance

Agency,

Single

Family

Housing

Revenue

Bonds,

Series

2024K,

4.150%,

10/01/39

10/32

at

100.00

1,983,350

7,090

New

Jersey

Housing

and

Mortgage

Finance

Agency,

Single

Family

Housing

Revenue

Bonds,

Social

Series

2021H,

2.300%,

10/01/46

4/30

at

100.00

4,561,247

Nuveen

New

Jersey

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

May

31,

2024

(Unaudited)

58

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Housing/Single

Family

(continued)

New

Jersey

Housing

and

Mortgage

Finance

Agency,

Single

Family

Housing

Revenue

Bonds,

Social

Series

2022I:

$

1,885

4.500%,

10/01/42

4/31

at

100.00

$

1,896,535

1,445

4.600%,

10/01/46

4/31

at

100.00

1,422,085

New

Jersey

Housing

and

Mortgage

Finance

Agency,

Single

Family

Housing

Revenue

Bonds,

Social

Series

2023J:

1,000

4.500%,

10/01/43

4/32

at

100.00

1,004,449

1,150

4.700%,

10/01/48

4/32

at

100.00

1,155,342

Total

Housing/Single

Family

21,497,444

Long-Term

Care

-

0.6%

530

New

Jersey

Economic

Development

Authority,

Fixed

Rate

Revenue

Bonds,

Lions

Gate

Project,

Series

2014,

5.250%,

1/01/44

7/24

at

100.00

497,893

2,170

(c),(d)

New

Jersey

Economic

Development

Authority,

Revenue

Bonds,

White

Horse

HMT

Urban

Renewal

LLC

Project,

Series

2020,

5.000%,

1/01/40

1/28

at

102.00

1,485,555

495

(c),(d)

New

Jersey

Health

Care

Facilities

Financing

Authority,

Revenue

Bonds,

Village

Drive

Healthcare

Urban

Renewal

LLC,

Series

2018,

5.750%,

10/01/38

10/26

at

102.00

362,038

Total

Long-Term

Care

2,345,486

Tax

Obligation/General

-

16.0%

1,000

Bernardsville,

New

Jersey,

General

Obligation

Bonds,

Bond

Anticipation

Notes

Series

2024,

4.000%,

3/27/25

No

Opt.

Call

1,001,613

5,000

Bridgewater

&

Raritan

School

District,

Somerset

County,

New

Jersey,

General

Obligation

Bonds,

Series

2024,

4.000%,

7/15/45

1/33

at

100.00

4,975,958

800

Cumberland

County

Improvement

Authority,

New

Jersey,

General

Obligation

Lease

Revenue

Bonds,

Vineland

Public

Safety

Building

Project,

Series

2017,

3.250%,

12/15/37

12/27

at

100.00

708,659

1,470

Cumberland

County,

New

Jersey,

General

Obligation

Bonds,

Series

2021,

2.000%,

5/15/29

5/28

at

100.00

1,299,468

2,400

Essex

County

Improvement

Authority,

New

Jersey,

Lease

Revenue

Bonds,

Essex

County

Family

Court

Building

House

Projects,

County

Guaranteed

Series

2023,

5.000%,

7/03/24

No

Opt.

Call

2,401,227

15

Flemington-Raritan

Regional

School

District,

Hunterdon

County,

New

Jersey,

General

Obligation

Bonds,

Series

2019,

2.375%,

9/01/34

9/26

at

100.00

12,205

Gloucester

Township,

New

Jersey,

General

Obligation

Bonds,

Series

2019:

1,065

2.000%,

2/01/28

-

BAM

Insured

No

Opt.

Call

970,417

1,500

2.250%,

2/01/29

-

BAM

Insured

No

Opt.

Call

1,359,630

180

Hamilton

Township,

Mercer

County

Board

of

Education,

New

Jersey,

General

Obligation

Bonds,

Series

2017,

3.250%,

12/15/38

12/27

at

100.00

157,146

1,040

Harrison,

New

Jersey,

General

Obligation

Bonds,

Parking

Utility

Series

2018,

3.375%,

3/01/34

-

BAM

Insured

3/28

at

100.00

977,414

1,000

Hudson

County

Improvement

Authority,

New

Jersey,

County

Secured

Lease

Revenue

Bonds,

Hudson

County

Courthouse

Project,

Series

2020,

4.000%,

10/01/51

10/30

at

100.00

940,185

6,490

Hudson

County

Improvement

Authority,

New

Jersey,

County

Secured

Lease

Revenue

Bonds,

Hudson

County

Vocational

Technical

Schools

Project,

Series

2016,

5.000%,

5/01/46

5/26

at

100.00

6,576,735

1,000

Jersey

City

Board

of

Education,

Hudson

County,

New

Jersey,

General

Obligation

Bonds,

School

Energy

Savings

Refunding

Series

2023,

4.250%,

8/15/45

-

AGM

Insured

8/33

at

100.00

1,010,903

1,295

Jersey

City,

New

Jersey,

General

Obligation

Bonds,

General

Improvement

Series

2022A,

3.000%,

2/15/37

2/29

at

100.00

1,152,727

2,000

Livingston

Township,

New

Jersey,

General

Obligation

Bonds,

Series

2023,

5.000%,

12/10/24

No

Opt.

Call

2,013,006

Monmouth

County

Improvement

Authority,

New

Jersey,

Governmental

Pooled

Loan

Revenue

Bonds,

Series

2022C:

1,045

5.000%,

8/15/39

8/32

at

100.00

1,163,810

1,125

5.000%,

8/15/40

8/32

at

100.00

1,243,792

59

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Tax

Obligation/General

(continued)

Monmouth

County

Improvement

Authority,

New

Jersey,

Governmental

Pooled

Loan

Revenue

Bonds,

Series

2023:

$

1,000

5.000%,

12/01/34

12/33

at

100.00

$

1,151,672

650

5.000%,

12/01/35

12/33

at

100.00

747,454

575

5.000%,

12/01/36

12/33

at

100.00

658,388

500

5.000%,

12/01/41

12/33

at

100.00

555,919

1,900

New

Brunswick

Parking

Authority,

Middlesex

County,

New

Jersey,

Guaranteed

Parking

Revenue

Bonds,

Refunding

Series

2016A,

5.000%,

9/01/32

-

BAM

Insured

9/26

at

100.00

1,947,874

New

Jersey

State,

General

Obligation

Bonds,

Covid-19

Emergency

Series

2020A:

585

5.000%,

6/01/24

No

Opt.

Call

585,000

1,000

5.000%,

6/01/25

No

Opt.

Call

1,014,463

105

5.000%,

6/01/26

No

Opt.

Call

108,122

2,610

4.000%,

6/01/31

No

Opt.

Call

2,708,057

1,130

3.000%,

6/01/32

No

Opt.

Call

1,056,048

140

4.000%,

6/01/32

No

Opt.

Call

145,691

605

Newark

Board

of

Education,

Essex

County,

New

Jersey,

General

Obligation

Bonds,

School

Energy

Savings

Series

2021,

4.000%,

7/15/36

-

BAM

Insured

7/31

at

100.00

607,580

Newark,

Essex

County,

New

Jersey,

Mass

Transit

Access

Tax

Revenue

Bonds,

Mulberry

Pedestrian

Bridge

Redevelopment

Project,

Series

2022:

500

5.375%,

11/15/52

-

AGM

Insured

11/32

at

100.00

543,422

600

6.000%,

11/15/62

-

AGM

Insured

11/32

at

100.00

672,036

1,500

Ocean

City,

New

Jersey,

General

Obligation

Bonds,

General

Improvement

Series

2019,

2.250%,

9/15/33

9/26

at

100.00

1,229,450

2,625

Passaic

County,

New

Jersey,

General

Obligation

Bonds,

General

Improvement

Series

2019A,

1.000%,

12/01/34

12/27

at

100.00

1,905,142

Puerto

Rico,

General

Obligation

Bonds,

Restructured

Series

2022A-1:

1,054

5.625%,

7/01/29

No

Opt.

Call

1,134,474

1,477

4.000%,

7/01/33

7/31

at

103.00

1,476,961

669

4.000%,

7/01/37

7/31

at

103.00

649,064

1,145

Somers

Point,

New

Jersey,

General

Obligation

Bonds,

Improvement

Sewer

Utility

Series

2019,

2.000%,

10/01/31

10/26

at

100.00

963,266

2,460

South

Orange

&

Maplewood

School

District,

Essex

County,

New

Jersey,

General

Obligation

Bonds,

Series

2021,

2.375%,

8/15/46

8/29

at

100.00

1,561,669

1,000

South

Orange

Village

Township,

New

Jersey,

General

Obligation

Bonds,

Series

2023,

5.000%,

6/28/24

No

Opt.

Call

1,000,601

3,630

Union

County

Utilities

Authority,

New

Jersey,

Resource

Recovery

Facility

Lease

Revenue

Bonds,

Covantan

Union

Inc.

Lessee,

Refunding

Series

2011B,

5.250%,

12/01/31,

(AMT)

7/24

at

100.00

3,632,521

2,515

Union

County

Utilities

Authority,

New

Jersey,

Solid

Waste

System

County

Deficiency

Revenue

Bonds,

Series

2011A,

5.000%,

6/15/41

7/24

at

100.00

2,515,352

2,000

Union

Township,

Union

County,

New

Jersey,

General

Obligation

Bonds,

Bond

Anticipation

Notes

Series

2024,

4.500%,

1/21/25

No

Opt.

Call

2,010,740

1,280

Verona

Township

Board

of

Education,

Essex

County,

New

Jersey,

General

Obligation

Bonds,

Refunding

Series

2020,

2.250%,

3/01/39

3/27

at

100.00

927,514

1,020

Woodbury

School

District,

New

Jersey,

General

Obligation

Bonds,

Series

2023,

4.000%,

8/15/41

-

BAM

Insured

8/30

at

100.00

1,000,178

Total

Tax

Obligation/General

60,473,553

Tax

Obligation/Limited

-

17.8%

1,000

Bergen

County

Improvement

Authority,

New

Jersey,

County

Guaranteed

Governmental

Pooled

Project

Notes,

Series

2024,

4.500%,

5/28/25

No

Opt.

Call

1,006,092

650

Bergen

County

Improvement

Authority,

New

Jersey,

Guaranteed

Lease

Revenue

Bonds,

County

Administration

Complex

Project,

Series

2005,

5.000%,

11/15/26

No

Opt.

Call

675,567

1,000

Burlington

County

Bridge

Commission,

New

Jersey,

Governmental

Leasing

Program

Revenue

Bonds,

Series

2023D,

5.000%,

12/13/24

No

Opt.

Call

1,005,031

225

Camden

County

Improvement

Authority,

New

Jersey,

County

Guaranteed

Loan

Revenue

Bonds,

Capital

Program,

Series

2022,

5.000%,

1/15/33

1/32

at

100.00

250,536

1,785

Camden

County

Improvement

Authority,

New

Jersey,

County

Guaranteed

Loan

Revenue

Bonds,

City

Hall

Project,

Series

2018,

3.250%,

12/01/37

12/28

at

100.00

1,624,019

Nuveen

New

Jersey

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

May

31,

2024

(Unaudited)

60

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Tax

Obligation/Limited

(continued)

$

170

Garden

State

Preservation

Trust,

New

Jersey,

Open

Space

and

Farmland

Preservation

Bonds,

Series

2005A,

5.750%,

11/01/28

-

AGM

Insured

No

Opt.

Call

$

178,304

Middlesex

County

Improvement

Authority,

New

Jersey,

General

Obligation

Lease

Revenue

Bonds,

New

Jersey

Health

+

Life

Science

Exchange

-

H-1

Project

Series

2023A:

2,940

5.000%,

8/15/49

8/33

at

100.00

3,162,944

2,000

4.000%,

8/15/53

8/33

at

100.00

1,901,451

1,050

5.000%,

8/15/53

8/33

at

100.00

1,115,625

New

Jersey

Economic

Development

Authority,

New

Jersey,

Transit

Transportation

Project

Revenue

Bonds,

Portal

North

Bridge

Project

Series

2022A:

3,600

5.250%,

11/01/47

11/32

at

100.00

3,869,956

4,025

5.000%,

11/01/52

11/32

at

100.00

4,192,630

3,150

New

Jersey

Economic

Development

Authority,

Revenue

Bonds,

Motor

Vehicle

Surcharge,

Refunding

Subordinate

Series

2017A,

3.375%,

7/01/30

7/27

at

100.00

2,970,642

2,010

New

Jersey

Economic

Development

Authority,

Revenue

Bonds,

New

Jersey

Transit

Corporation

Projects

Sublease,

Refunding

Series

2017B,

5.000%,

11/01/25

No

Opt.

Call

2,047,310

New

Jersey

Transportation

Trust

Fund

Authority,

Federal

Highway

Reimbursement

Revenue

Notes,

Series

2016A-1:

255

5.000%,

6/15/29

6/26

at

100.00

260,617

175

5.000%,

6/15/30

6/26

at

100.00

178,714

3,845

New

Jersey

Transportation

Trust

Fund

Authority,

Federal

Highway

Reimbursement

Revenue

Notes,

Series

2018A,

5.000%,

6/15/31

6/26

at

100.00

3,921,427

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

Program

Bonds,

Series

2022CC:

1,000

5.250%,

6/15/41

12/32

at

100.00

1,094,234

1,170

5.250%,

6/15/46

12/32

at

100.00

1,262,957

1,500

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

Program

Bonds,

Series

2023AA,

4.250%,

6/15/44

6/33

at

100.00

1,473,752

14,360

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

System

Bonds,

Capital

Appreciation

Series

2010A,

0.000%,

12/15/30

No

Opt.

Call

11,116,431

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

System

Bonds,

Refunding

Series

2006C:

6,925

0.000%,

12/15/32

-

AGM

Insured

No

Opt.

Call

4,965,761

4,765

0.000%,

12/15/33

-

AGM

Insured

No

Opt.

Call

3,270,246

1,045

0.000%,

12/15/34

-

AGM

Insured

No

Opt.

Call

687,121

1,550

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

System

Bonds,

Series

2010D,

5.000%,

12/15/24

No

Opt.

Call

1,559,485

775

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

System

Bonds,

Series

2019AA,

5.000%,

6/15/46

12/28

at

100.00

794,701

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

System

Bonds,

Series

2019BB:

2,360

3.500%,

6/15/46

12/28

at

100.00

1,983,882

1,000

4.000%,

6/15/50

12/28

at

100.00

926,770

1,140

Passaic

County

Improvement

Authority,

New

Jersey,

Lease

Revenue

Bonds,

Preakness

Healthcare

Center

Expansion

Project,

Refunding

Series

2015,

3.750%,

5/01/36

5/25

at

100.00

1,122,426

1,570

Passaic

County

Improvement

Authority,

New

Jersey,

Lease

Revenue

Bonds,

Preakness

Healthcare

Center

Expansion

Project,

Series

2012,

3.500%,

5/01/35

7/24

at

100.00

1,539,086

575

Puerto

Rico

Public

Finance

Corporation,

Commonwealth

Appropriation

Bonds,

Series

1998A,

5.125%,

6/01/24

-

AMBAC

Insured

No

Opt.

Call

575,000

2,740

Puerto

Rico

Sales

Tax

Financing

Corporation,

Sales

Tax

Revenue

Bonds,

Restructured

2018A-1,

5.000%,

7/01/58

7/28

at

100.00

2,740,889

1,749

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

1,743,527

1,835

Union

County

Improvement

Authority,

New

Jersey,

Lease

Revenue

Bonds,

Plainfield

-

Park

Madison

Redevelopment

Project,

Refunding

Series

2013A,

5.000%,

3/01/34

No

Opt.

Call

2,022,653

Total

Tax

Obligation/Limited

67,239,786

61

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Transportation

-

13.7%

$

1,000

Delaware

River

and

Bay

Authority,

Delaware

and

New

Jersey,

Revenue

Bonds,

Refunding

Series

2024B,

5.000%,

1/01/41

1/34

at

100.00

$

1,091,152

1,990

Delaware

River

and

Bay

Authority,

Delaware

and

New

Jersey,

Revenue

Bonds,

Series

2019,

4.000%,

1/01/44

1/29

at

100.00

1,957,247

335

Delaware

River

and

Bay

Authority,

Delaware

and

New

Jersey,

Revenue

Bonds,

Series

2024A,

5.000%,

1/01/49

1/34

at

100.00

357,073

1,090

Delaware

River

Joint

Toll

Bridge

Commission,

New

Jersey

and

Pennsylvania,

Bridge

System

Revenue

Bonds,

Refunding

Series

2015,

4.000%,

7/01/35

-

BAM

Insured

7/25

at

100.00

1,090,026

Delaware

River

Joint

Toll

Bridge

Commission,

New

Jersey

and

Pennsylvania,

Bridge

System

Revenue

Bonds,

Series

2017:

1,000

5.000%,

7/01/42

7/27

at

100.00

1,036,264

3,865

5.000%,

7/01/47

7/27

at

100.00

3,938,958

Delaware

River

Joint

Toll

Bridge

Commission,

New

Jersey

and

Pennsylvania,

Bridge

System

Revenue

Bonds,

Series

2019A:

1,285

5.000%,

7/01/31

7/29

at

100.00

1,382,965

1,000

3.000%,

7/01/49

7/29

at

100.00

714,366

2,760

Delaware

River

Port

Authority,

New

Jersey

and

Pennsylvania,

Revenue

Bonds,  Series

2013,

5.000%,

1/01/40

7/24

at

100.00

2,762,451

New

Jersey

Economic

Development

Authority,

Private

Activity

Bonds,

The

Goethals

Bridge

Replacement

Project,

Series

2013:

1,705

5.000%,

1/01/31

-

AGM

Insured,

(AMT)

7/24

at

100.00

1,707,882

1,645

5.625%,

1/01/52,

(AMT)

7/24

at

100.00

1,646,102

1,765

New

Jersey

Economic

Development

Authority,

Special

Facilities

Revenue

Bonds,

Continental

Airlines

Inc.,

Series

1999,

5.250%,

9/15/29,

(AMT)

7/24

at

100.50

1,767,058

380

New

Jersey

Economic

Development

Authority,

Special

Facilities

Revenue

Bonds,

Continental

Airlines

Inc.,

Series

2000A

&

2000B,

5.625%,

11/15/30,

(AMT)

7/24

at

101.00

383,224

New

Jersey

Economic

Development

Authority,

Special

Facility

Revenue

Bonds,

Port

Newark

Container

Terminal

LLC

Project,

Refunding

Series

2017:

1,000

5.000%,

10/01/37,

(AMT)

10/27

at

100.00

1,024,860

2,390

5.000%,

10/01/47,

(AMT)

10/27

at

100.00

2,407,296

1,315

New

Jersey

Turnpike

Authority,

Revenue

Bonds,

Series

2005A,

5.250%,

1/01/29

-

AGM

Insured

No

Opt.

Call

1,426,166

1,145

New

Jersey

Turnpike

Authority,

Turnpike

Revenue

Bonds,

Series

2021A,

4.000%,

1/01/51

1/31

at

100.00

1,089,062

New

Jersey

Turnpike

Authority,

Turnpike

Revenue

Bonds,

Series

2022A:

1,250

4.000%,

1/01/42

7/32

at

100.00

1,253,346

2,500

4.000%,

1/01/43

7/32

at

100.00

2,497,300

New

Jersey

Turnpike

Authority,

Turnpike

Revenue

Bonds,

Series

2022B:

1,000

5.000%,

1/01/46

1/33

at

100.00

1,071,473

1,530

4.500%,

1/01/48

1/33

at

100.00

1,543,534

2,250

5.250%,

1/01/52

1/33

at

100.00

2,437,726

New

Jersey

Turnpike

Authority,

Turnpike

Revenue

Bonds,

Series

2024B:

1,025

4.125%,

1/01/54

1/34

at

100.00

987,152

1,305

5.250%,

1/01/54

1/34

at

100.00

1,420,471

2,950

Port

Authority

of

New

York

and

New

Jersey,

Consolidated

Revenue

Bonds,

Two

Hundred

Forty

Second

Series

2023,

5.000%,

12/01/53,

(AMT)

12/33

at

100.00

3,036,718

1,000

Port

Authority

of

New

York

and

New

Jersey,

Consolidated

Revenue

Bonds,

Two

Hundred

Second

Series

2017,

5.000%,

10/15/33,

(AMT)

4/27

at

100.00

1,021,959

3,725

Port

Authority

of

New

York

and

New

Jersey,

Consolidated

Revenue

Bonds,

Two

Hundred

Thirty

Series

2022,

3.000%,

12/01/31

No

Opt.

Call

3,547,837

2,000

Port

Authority

of

New

York

and

New

Jersey,

Consolidated

Revenue

Bonds,

Two

Hundred

Twelfth

Series

2019,

4.000%,

9/01/38

9/29

at

100.00

2,027,375

1,000

South

Jersey

Transportation

Authority,

New

Jersey,

Transportation

System

Revenue

Bonds,

Refunding

Series

2014A,

5.000%,

11/01/39

11/24

at

100.00

1,001,232

1,000

South

Jersey

Transportation

Authority,

New

Jersey,

Transportation

System

Revenue

Bonds,

Refunding

Series

2019A,

5.000%,

11/01/33

-

AGM

Insured

11/29

at

100.00

1,069,389

Nuveen

New

Jersey

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

May

31,

2024

(Unaudited)

62

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Transportation

(continued)

South

Jersey

Transportation

Authority,

New

Jersey,

Transportation

System

Revenue

Bonds,

Series

2022A:

$

2,350

4.625%,

11/01/47

11/32

at

100.00

$

2,364,527

650

5.250%,

11/01/52

-

BAM

Insured

11/32

at

100.00

693,366

Total

Transportation

51,755,557

U.S.

Guaranteed

-

2.7%

(e)

1,945

Cumberland

County

Improvement

Authority,

New

Jersey,

County

General

Obligation

Revenue

Bonds,

Technical

High

School

Project,

Series

2014,

5.000%,

9/01/39,

(Pre-refunded

9/01/24)

-

AGM

Insured

9/24

at

100.00

1,950,698

New

Jersey

Economic

Development

Authority,

Revenue

Bonds,

United

Methodist

Homes

of

New

Jersey

Obligated

Group

Issue,

Refunding

Series

2014A:

85

3.750%,

7/01/24,

(ETM)

No

Opt.

Call

84,934

405

5.000%,

7/01/29,

(Pre-refunded

7/01/24)

7/24

at

100.00

405,150

New

Jersey

Economic

Development

Authority,

School

Facilities

Construction

Bonds,

Series

2015WW:

250

5.250%,

6/15/40,

(Pre-refunded

6/15/25)

6/25

at

100.00

254,508

4,110

5.250%,

6/15/40,

(Pre-refunded

6/15/25)

6/25

at

100.00

4,184,114

215

New

Jersey

Health

Care

Facilities

Financing

Authority,

Revenue

Bonds,

Kennedy

Health

System

Obligated

Group

Issue,

Refunding

Series

2012,

3.750%,

7/01/27,

(ETM)

No

Opt.

Call

214,418

3,000

New

Jersey

Turnpike

Authority,

Revenue

Bonds,

Series

2014A,

5.000%,

1/01/31,

(Pre-refunded

7/01/24)

7/24

at

100.00

3,002,535

Total

U.S.

Guaranteed

10,096,357

Utilities

-

11.0%

New

Jersey

Economic

Development

Authority,

Energy

Facilities

Revenue

Bonds,

UMM

Energy

Partners,

LLC

Project,

Series

2012A:

500

5.000%,

6/15/37,

(AMT)

7/24

at

100.00

498,293

1,000

5.125%,

6/15/43,

(AMT)

7/24

at

100.00

990,879

1,975

New

Jersey

Economic

Development

Authority,

Natural

Gas

Facilities

Revenue

Bonds,

New

Jersey

Natural

Gas

Company

Project,

Refunding

Series

2011A,

2.750%,

8/01/39

8/24

at

100.00

1,559,514

500

New

Jersey

Economic

Development

Authority,

Natural

Gas

Facilities

Revenue

Bonds,

New

Jersey

Natural

Gas

Company

Project,

Refunding

Series

2011C,

3.000%,

8/01/41,

(AMT)

8/24

at

100.00

388,320

3,195

New

Jersey

Economic

Development

Authority,

Water

Facilities

Revenue

Bonds,

Middlesex

Water

Company,

Series

2019,

4.000%,

8/01/59,

(AMT)

8/29

at

100.00

2,825,903

5,000

New

Jersey

Economic

Development

Authority,

Water

Facilities

Revenue

Bonds,

New

Jersey-American

Water

Company

Inc.

Project,

Refunding

Series

2019A,

2.200%,

10/01/39,

(AMT),

(Mandatory

Put

12/03/29)

12/29

at

100.00

4,321,742

New

Jersey

Infrastructure

Bank,

Environmental

Infrastructure

Bonds,

Green

Series

2021A-1:

1,205

3.000%,

9/01/31

9/30

at

100.00

1,142,491

3,985

3.000%,

9/01/32

9/30

at

100.00

3,708,693

5,085

3.000%,

9/01/33

9/30

at

100.00

4,635,338

New

Jersey

Infrastructure

Bank,

Environmental

Infrastructure

Bonds,

Green

Series

2022A-2:

6,295

5.000%,

9/01/47

9/32

at

100.00

6,790,989

2,000

5.000%,

9/01/52

9/32

at

100.00

2,139,103

New

Jersey

Infrastructure

Bank,

Environmental

Infrastructure

Bonds,

Green

Series

2023A-W1:

1,500

5.000%,

9/01/30

No

Opt.

Call

1,661,437

500

5.000%,

9/01/34

No

Opt.

Call

580,925

North

Hudson

Sewerage

Authority,

New

Jersey,

Gross

Revenue

Lease

Certificates,

Senior

Lien

Series

2023:

700

5.000%,

6/01/36

-

BAM

Insured

12/33

at

100.00

790,321

500

5.000%,

6/01/37

-

BAM

Insured

12/33

at

100.00

559,606

500

5.000%,

6/01/38

-

BAM

Insured

12/33

at

100.00

556,817

750

5.000%,

6/01/39

-

BAM

Insured

12/33

at

100.00

831,626

375

5.000%,

6/01/44

-

BAM

Insured

12/33

at

100.00

407,100

63

Part

F

of

Form

N-PORT

was

prepared

in

accordance

with

U.S.

generally

accepted

accounting

principles

(“U.S.

GAAP”)

and

in

conformity

with

the

applicable

rules

and

regulations

of

the

U.S.

Securities

and

Exchange

Commission

(“SEC”)

related

to

interim

filings.

Part

F

of

Form

N-PORT

does

not

include

all

information

and

footnotes

required

by

U.S.

GAAP

for

complete

financial

statements.

Certain

footnote

disclosures

normally

included

in

financial

statements

prepared

in

accordance

with

U.S.

GAAP

have

been

condensed

or

omitted

from

this

report

pursuant

to

the

rules

of

the

SEC.

For

a

full

set

of

the

Fund’s

notes

to

financial

statements,

please

refer

to

the

Fund’s

most

recently

filed

annual

or

semi-annual

report.

Fair

Value

Measurements

The

Fund’s

investments

in

securities

are

recorded

at

their

estimated

fair

value

utilizing

valuation

methods

approved

by

the

Board

of

Directors/

Trustees.

Fair

value

is

defined

as

the

price

that

would

be

received

upon

selling

an

investment

or

transferring

a

liability

in

an

orderly

transaction

to

an

independent

buyer

in

the

principal

or

most

advantageous

market

for

the

investment.

U.S.

GAAP

establishes

the

three-tier

hierarchy

which

is

used

to

maximize

the

use

of

observable

market

data

and

minimize

the

use

of

unobservable

inputs

and

to

establish

classification

of

fair

value

measurements

for

disclosure

purposes.

Observable

inputs

reflect

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Observable

inputs

are

based

on

market

data

obtained

from

sources

independent

of

the

reporting

entity.

Unobservable

inputs

reflect

management’s

assumptions

about

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Unobservable

inputs

are

based

on

the

best

information

available

in

the

circumstances.

The

following

is

a

summary

of

the

three-tiered

hierarchy

of

valuation

input

levels.

Level

1

–

Inputs

are

unadjusted

and

prices

are

determined

using

quoted

prices

in

active

markets

for

identical

securities.

Level

2

–

Prices

are

determined

using

other

significant

observable

inputs

(including

quoted

prices

for

similar

securities,

interest

rates,

credit

spreads,

etc.).

Level

3

–

Prices

are

determined

using

significant

unobservable

inputs

(including

management’s

assumptions

in

determining

the

fair

value

of

investments).

The

following

table

summarizes

the

market

value

of

the

Fund's

investments

as

of

the

end

of

the

reporting

period,

based

on

the

inputs

used

to

value

them:

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Utilities

(continued)

$

695

Passaic

County

Utilities

Authority,

New

Jersey,

Solid

Waste

Disposal

Revenue

Bonds,

Refunding

Series

2018,

5.000%,

3/01/37

No

Opt.

Call

$

774,232

1,920

Passaic

Valley

Water

Commission,

New

Jersey,

Water

System

Revenue

Bonds,

Series

2023,

4.000%,

12/01/53

-

AGM

Insured

12/32

at

100.00

1,849,949

5,000

Salem

County

Pollution

Control

Financing

Authority,

New

Jersey,

Revenue

Bonds,

Atlantic

City

Electric

Company

Project,

Refunding

Series

2020,

2.250%,

6/01/29

No

Opt.

Call

4,431,680

Total

Utilities

41,444,958

Total

Municipal

Bonds

(cost

$392,027,703)

372,861,349

Total

Long-Term

Investments

(cost

$392,027,703)

372,861,349

Other

Assets

&

Liabilities,

Net

-

1.2%

4,399,780

Net

Assets

-

100%

$

377,261,129

Level

1

Level

2

Level

3

Total

Long-Term

Investments:

Municipal

Bonds

$

–

$

372,861,349

$

–

$

372,861,349

Total

$

–

$

372,861,349

$

–

$

372,861,349

(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

$1,945,179

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.

AMT

Alternative

Minimum

Tax

ETM

Escrowed

to

maturity

64

Nuveen

New

York

Municipal

Bond

Fund

Portfolio

of

Investments

May

31,

2024

(Unaudited)

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

LONG-TERM

INVESTMENTS

-

99.4%   

X

1,042,895,182

MUNICIPAL

BONDS

-

99.4%  

X

1,042,895,182

Consumer

Staples

-

3.4%

$

15,110

Erie

County

Tobacco

Asset

Securitization

Corporation,

New

York,

Tobacco

Settlement

Asset-Backed

Bonds,

Series

2005A,

5.000%,

6/01/38

7/24

at

100.00

$

14,393,331

76,105

(c)

Erie

County

Tobacco

Asset

Securitization

Corporation,

New

York,

Tobacco

Settlement

Asset-Backed

Bonds,

Series

2005C,

0.000%,

6/01/50

7/24

at

19.66

8,874,771

895

New

York

Counties

Tobacco

Trust

VI,

New

York,

Tobacco

Settlement

Pass-

Through

Bonds,

Series

2016A-1,

5.625%,

6/01/35

No

Opt.

Call

912,177

6,885

New

York

Counties

Tobacco

Trust

VI,

New

York,

Tobacco

Settlement

Pass-

Through

Bonds,

Series

Series

2016A-1,

5.750%,

6/01/43

No

Opt.

Call

6,853,490

1,330

New

York

Counties

Tobacco

Trust

VI,

New

York,

Tobacco

Settlement

Pass-

Through

Bonds,

Turbo

Term

Series

2016A.

Including

2016A-1,

2016A-2A

and

2016A-2B,

5.000%,

6/01/45

6/26

at

100.00

1,229,100

10,000

Suffolk

Tobacco

Asset

Securitization

Corporation,

New

York,

Tobacco

Settlement

Asset-Backed

Bonds,

Series

2021B-2,

0.000%,

6/01/66

6/31

at

27.72

936,252

3,000

TSASC

Inc.,

New

York,

Tobacco

Asset-Backed

Bonds,

Series

2006,

5.000%,

6/01/48

6/27

at

100.00

2,540,307

Total

Consumer

Staples

35,739,428

Education

and

Civic

Organizations

-

9.2%

1,990

Buffalo

and

Erie

County

Industrial

Land

Development

Corporation,

New

York,

Revenue

Bonds,

Enterprise

Charter

School

Project,

Series

2011A,

7.500%,

12/01/40

7/24

at

100.00

1,746,127

1,360

Build

New

York

City

Resource

Corporation,

New

York,

Revenue

Bonds,

Classical

Charter

Schools

Series

2023A,

4.500%,

6/15/43

6/31

at

100.00

1,299,482

550

Build

New

York

City

Resource

Corporation,

New

York,

Revenue

Bonds,

Global

Community

Charter

School

Project,

Series

2022A,

5.000%,

6/15/52

6/32

at

100.00

534,642

3,360

Build

New

York

City

Resource

Corporation,

New

York,

Revenue

Bonds,

KIPP

New

York

City

Public

School

Facilities,

Canal

West

Project,

Series

2022,

5.250%,

7/01/52

7/32

at

100.00

3,436,208

Build

New

York

City

Resource

Corporation,

New

York,

Revenue

Bonds,

Metropolitan

College

of

New

York,

Series

2014:

2,240

5.000%,

11/01/39

11/24

at

100.00

1,344,000

2,200

5.500%,

11/01/44

11/24

at

100.00

1,320,000

1,265

Build

New

York

City

Resource

Corporation,

New

York,

Revenue

Bonds,

New

World

Preparatory

Charter

School

Project,

Series

2021A,

4.000%,

6/15/41

6/31

at

100.00

1,076,908

2,395

(c)

Build

NYC

Resource

Corporation,

New

York,

Revenue

Bonds,

Family

Life

Academy

Charter

School,

Series

2020C-1,

5.000%,

6/01/55

12/30

at

100.00

1,998,445

Build

NYC

Resource

Corporation,

New

York,

Revenue

Bonds,

Richmond

Preparatory

Charter

School

Project,

Social

Impact

Project

Series

2021A:

580

(c)

5.000%,

6/01/41

6/29

at

100.00

557,523

2,620

(c)

5.000%,

6/01/56

6/29

at

100.00

2,365,704

2,965

(c)

Dormitory

Authority

of

the

State

of

New

York,

General

Revenue

Bonds,

American

Musical

and

Dramatic

Academy

Inc.,

Series

2023A,

7.250%,

7/01/53

7/33

at

100.00

3,072,311

Dormitory

Authority

of

the

State

of

New

York,

General

Revenue

Bonds,

Yeshiva

University,

Series

2022A:

3,835

5.000%,

7/15/42

7/32

at

100.00

3,858,730

3,015

5.000%,

7/15/50

7/32

at

100.00

2,954,516

Dormitory

Authority

of

the

State

of

New

York,

Housing

Revenue

Bonds,

Fashion

Institute

of

Technology,

Series

2007:

1,670

5.250%,

7/01/29

-

FGIC

Insured

No

Opt.

Call

1,685,502

735

5.250%,

7/01/34

-

FGIC

Insured

No

Opt.

Call

746,701

9,000

Dormitory

Authority

of

the

State

of

New

York,

Revenue

Bonds,

Fordham

University,

Series

2020,

4.000%,

7/01/46

7/29

at

100.00

8,696,079

65

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Education

and

Civic

Organizations

(continued)

Dormitory

Authority

of

the

State

of

New

York,

Revenue

Bonds,

New

School

University,

Series

2015A:

$

1,480

5.000%,

7/01/40

7/25

at

100.00

$

1,488,000

2,790

5.000%,

7/01/45

7/25

at

100.00

2,799,116

1,055

Dormitory

Authority

of

the

State

of

New

York,

Revenue

Bonds,

New

York

University,

Series

2001-1,

5.500%,

7/01/40

-

AMBAC

Insured

No

Opt.

Call

1,214,963

3,250

Dormitory

Authority

of

the

State

of

New

York,

Revenue

Bonds,

Rockefeller

University,

Green

Series

2019B,

5.000%,

7/01/50

7/29

at

100.00

3,372,188

1,000

Dormitory

Authority

of

the

State

of

New

York,

Revenue

Bonds,

Rockefeller

University,

Series

2020A,

5.000%,

7/01/53

7/30

at

100.00

1,045,539

8,665

Dormitory

Authority

of

the

State

of

New

York,

Revenue

Bonds,

Rockefeller

University,

Series

2022A,

4.000%,

7/01/42

7/32

at

100.00

8,554,256

3,450

(c)

Dormitory

Authority

of

the

State

of

New

York,

Revenue

Bonds,

Vaughn

College

of

Aeronautics

&

Technology,

Series

2016A,

5.500%,

12/01/36

12/26

at

100.00

3,210,898

7,010

Glen

Cove

Local

Economic

Assistance

Corporation,

New

York,

Revenue

Bonds,

Garvies

Point

Public

Improvement

Project,

Capital

Appreciation

Series

2016B,

0.000%,

1/01/45

No

Opt.

Call

1,927,179

3,040

Glen

Cove

Local

Economic

Assistance

Corporation,

New

York,

Revenue

Bonds,

Garvies

Point

Public

Improvement

Project,

Capital

Appreciation

Series

2016C,

5.625%,

1/01/55

1/34

at

100.00

2,695,562

200

Hempstead

Town

Local

Development

Corporation,

New

York,

Education

Revenue

Bonds,

Evergreen

Charter

School

Project,

Series

2022A,

5.500%,

6/15/57

6/32

at

100.00

202,715

7,835

Monroe

County

Industrial

Development

Corporation,

New

York,

Revenue

Bonds,  University

of

Rochester

Project,

Series

2020A,

4.000%,

7/01/50

7/30

at

100.00

7,431,335

5,750

Monroe

County

Industrial

Development

Corporation,

New

York,

Revenue

Bonds,  University

of

Rochester

Project,

Series

2023A,

5.000%,

7/01/53

7/33

at

100.00

6,136,949

300

(c)

Monroe

County

Industrial

Development

Corporation,

New

York,

Revenue

Bonds,

Academy

of

Health

Sciences

Charter

School

Project,

Social

Impact

Series

2022,

5.875%,

7/01/52

7/32

at

100.00

302,958

405

New

Rochelle

Corporation,

New

York,

Local

Development

Revenue

Bonds,

Iona

College

Project,

Series

2015A,

5.000%,

7/01/40

7/25

at

100.00

406,353

2,095

New

York

City

Industrial

Development

Agency,

New

York,

PILOT

Payment

in

Lieu

of

Taxes

Revenue

Bonds,

Queens

Baseball

Stadium

Project,

Refunding

Series

2021A,

3.000%,

1/01/37

-

AGM

Insured

1/31

at

100.00

1,829,424

2,620

New

York

City

Industrial

Development

Agency,

New

York,

PILOT

Payment

in

Lieu

of

Taxes

Revenue

Bonds,

Yankee

Stadium

Project,

Series

2020A,

4.000%,

3/01/45

-

AGM

Insured

9/30

at

100.00

2,483,012

750

Oneida

County

Local

Development

Corporation,

New

York,

Revenue

Bonds,

Utica

College

Project,

Series

2019,

4.000%,

7/01/39

7/29

at

100.00

661,462

10,000

Onondaga

County

Trust

For

Cultural

Resources,

New

York,

Revenue

Bonds,

Syracuse

University

Project,

Series

2019,

5.000%,

12/01/45

12/29

at

100.00

10,472,290

1,285

Troy

Capital

Resource

Corporation,

New

York,  Revenue

Bonds,

Rensselaer

Polytechnic

Institute,

Refunding

Series

2020A.

Forward

Delivery,

4.000%,

9/01/40

9/30

at

100.00

1,207,596

1,765

Westchester

County

Local

Development

Corporation,

New

York,

Revenue

Bonds,

Pace

University,

Series

2014A,

5.500%,

5/01/42

7/24

at

100.00

1,765,223

Yonkers

Economic

Development

Corporation,

New

York,

Educational

Revenue

Bonds,

Lamartine/Warburton

LLC-Charter

School

of

Educational

Excellence

Project,

Series

2019A:

200

4.000%,

10/15/29

No

Opt.

Call

197,143

205

5.000%,

10/15/39

10/29

at

100.00

206,908

Total

Education

and

Civic

Organizations

96,303,947

Financials

-

1.0%

5,710

Liberty

Development

Corporation,

New

York,

Goldman

Sachs

Headquarter

Revenue

Bonds,

Series

2005,

5.250%,

10/01/35

No

Opt.

Call

6,486,586

3,475

Liberty

Development

Corporation,

New

York,

Goldman

Sachs

Headquarters

Revenue

Bonds

Series

2007,

5.500%,

10/01/37

No

Opt.

Call

4,032,401

Total

Financials

10,518,987

Nuveen

New

York

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

May

31,

2024

(Unaudited)

66

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Health

Care

-

18.0%

Dormitory

Authority

of

the

State

of

New

York,

General

Revenue

Bonds,

Northwell

Health

Obligated

Group,

Series

2022A:

$

15,600

4.000%,

5/01/45

5/32

at

100.00

$

14,532,860

18,290

4.250%,

5/01/52

5/32

at

100.00

17,219,841

9,255

5.000%,

5/01/52

5/32

at

100.00

9,587,240

15,000

Dormitory

Authority

of

the

State

of

New

York,

Revenue

Bonds,

Memorial

Sloan

Kettering

Cancer

Center

Series

2022-1A,

4.000%,

7/01/51

7/32

at

100.00

14,083,623

3,600

Dormitory

Authority

of

the

State

of

New

York,

Revenue

Bonds,

Montefiore

Obligated

Group,

Series

2018A,

5.000%,

8/01/35

8/28

at

100.00

3,645,941

Dormitory

Authority

of

the

State

of

New

York,

Revenue

Bonds,

Montefiore

Obligated

Group,

Series

2020A:

1,200

5.000%,

9/01/30

3/30

at

100.00

1,220,227

2,680

5.000%,

9/01/34

3/30

at

100.00

2,652,372

2,620

5.000%,

9/01/35

3/30

at

100.00

2,590,850

11,400

4.000%,

9/01/50

3/30

at

100.00

9,713,436

2,300

Dormitory

Authority

of

the

State

of

New

York,

Revenue

Bonds,

North

Shore

Long

Island

Jewish

Obligated

Group,

Series

2015A,

5.000%,

5/01/43

5/25

at

100.00

2,303,368

Dormitory

Authority

of

the

State

of

New

York,

Revenue

Bonds,

NYU

Langone

Hospitals

Obligated

Group,

Series

2020A:

14,500

4.000%,

7/01/50

7/30

at

100.00

13,884,175

33,955

4.000%,

7/01/53

7/30

at

100.00

32,135,402

Dormitory

Authority

of

the

State

of

New

York,

Revenue

Bonds,

Orange

Regional

Medical

Center

Obligated

Group,

Series

2015:

600

(c)

5.000%,

12/01/24

No

Opt.

Call

598,125

500

(c)

5.000%,

12/01/25

6/25

at

100.00

495,075

450

(c)

5.000%,

12/01/29

6/25

at

100.00

440,750

1,100

(c)

5.000%,

12/01/32

6/25

at

100.00

1,068,477

1,100

(c)

5.000%,

12/01/33

6/25

at

100.00

1,065,446

1,000

(c)

5.000%,

12/01/35

6/25

at

100.00

967,750

1,300

(c)

5.000%,

12/01/40

6/25

at

100.00

1,221,381

Dormitory

Authority

of

the

State

of

New

York,

Revenue

Bonds,

Orange

Regional

Medical

Center

Obligated

Group,

Series

2017:

1,510

(c)

5.000%,

12/01/24

No

Opt.

Call

1,505,281

2,000

(c)

5.000%,

12/01/26

No

Opt.

Call

1,962,385

1,200

(c)

5.000%,

12/01/27

6/27

at

100.00

1,169,108

4,250

(c)

5.000%,

12/01/36

6/27

at

100.00

3,761,743

Dutchess

County

Local

Development

Corporation,

New

York,

Revenue

Bonds,

Health

Quest

Systems,

Inc.

Project,

Series

2016B:

6,280

5.000%,

7/01/35

7/26

at

100.00

6,321,050

2,385

4.000%,

7/01/41

7/26

at

100.00

2,141,346

12,325

5.000%,

7/01/46

7/26

at

100.00

12,058,239

1,000

Dutchess

County

Local

Development

Corporation,

New

York,

Revenue

Bonds,

Nuvance

Health

Issue,

Series

2019B,

5.000%,

7/01/26

No

Opt.

Call

1,002,356

1,395

Monroe

County

Industrial

Development

Corporation,

New

York,

Revenue

Bonds,

Rochester

General

Hospital

Project,

Series

2013A,

5.000%,

12/01/42

7/24

at

100.00

1,390,686

6,605

Monroe

County

Industrial

Development

Corporation,

New

York,

Revenue

Bonds,

Rochester

General

Hospital

Project,

Series

2017,

5.000%,

12/01/46

12/26

at

100.00

6,616,451

2,600

Monroe

County

Industrial

Development

Corporation,

New

York,

Revenue

Bonds,

Rochester

Regional

Health

Project,

Series

2020A,

4.000%,

12/01/46

12/30

at

100.00

2,268,669

375

Monroe

County

Industrial

Development

Corporation,

New

York,

Tax-

Exempt

Revenue

Bonds,

Highland

Hospital

of

Rochester

Project,

Series

2015,

5.000%,

7/01/34

7/25

at

100.00

378,951

20,010

Westchester

County

Local

Development

Corporation,

New

York,

Revenue

Bonds,

Westchester

Medical

Center

Obligated

Group

Project,

Refunding

Series

2016,

5.000%,

11/01/46

11/25

at

100.00

18,863,923

380

Westchester

County

Local

Development

Corporation,

New

York,

Revenue

Bonds,

Westchester

Medical

Center

Obligated

Group

Project,

Series

2023,

6.250%,

11/01/52

11/33

at

100.00

423,265

Total

Health

Care

189,289,792

67

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Housing/Multifamily

-

0.1%

$

1,275

New

York

State

Housing

Finance

Agency,

Multifamily

Housing

Revenue

Bonds,

Cannon

Street

Senior

Housing

Project,

Series

2007A,

5.300%,

2/15/39,

(AMT)

7/24

at

100.00

$

1,275,273

Total

Housing/Multifamily

1,275,273

Industrials

-

2.4%

17,020

(c)

New

York

Liberty

Development

Corporation,

New

York,

Liberty

Revenue

Bonds,

3

World

Trade

Center

Project,

Class

1

Series

2014,

5.000%,

11/15/44

11/24

at

100.00

17,050,658

7,550

(c)

New

York

Liberty

Development

Corporation,

New

York,

Liberty

Revenue

Bonds,

3

World

Trade

Center

Project,

Class

2

Series

2014,

5.150%,

11/15/34

11/24

at

100.00

7,582,660

80

New

York

Liberty

Development

Corporation,

New

York,

Liberty

Revenue

Bonds,

7

World

Trade

Center

Project,

Refunding

Green

Series

2022A-CL2,

3.500%,

9/15/52

3/30

at

100.00

62,736

Total

Industrials

24,696,054

Long-Term

Care

-

0.1%

535

Dormitory

Authority

of

the

State

of

New

York,

Non-State

Supported

Debt,

Ozanam

Hall

of

Queens

Nursing

Home

Revenue

Bonds,

Series

2006,

5.000%,

11/01/31

7/24

at

100.00

507,226

550

Monroe

County

Industrial

Development

Corporation,

New

York,

Revenue

Bonds,

Saint

Ann's

Community

Project,

Series

2019,

5.000%,

1/01/40

1/26

at

103.00

474,265

New

York

City

Industrial

Development

Agency,

New

York,

Civic

Facility

Revenue

Bonds,

Special

Needs

Facilities

Pooled

Program,

Series

2008A-1:

395

(c)

6.100%,

7/01/28

7/24

at

100.00

340,490

210

(c)

6.200%,

7/01/33

7/24

at

100.00

159,567

Total

Long-Term

Care

1,481,548

Materials

-

0.2%

Build

New

York

City

Resource

Corporation,

New

York,

Solid

Waste

Disposal

Revenue

Bonds,

Pratt

Paper

NY,

Inc.

Project,

Series

2014:

220

(c)

4.500%,

1/01/25,

(AMT)

No

Opt.

Call

220,046

2,145

(c)

5.000%,

1/01/35,

(AMT)

1/25

at

100.00

2,155,231

Total

Materials

2,375,277

Tax

Obligation/General

-

4.6%

5,845

New

York

City,

New

York,

General

Obligation

Bonds,

Fiscal

2018

Series

B-1,

5.000%,

10/01/39

10/27

at

100.00

6,052,043

New

York

City,

New

York,

General

Obligation

Bonds,

Fiscal

2018

Series

E-1:

7,210

5.000%,

3/01/39

3/28

at

100.00

7,515,592

6,050

5.000%,

3/01/40

3/28

at

100.00

6,293,317

3,875

New

York

City,

New

York,

General

Obligation

Bonds,

Fiscal

2018

Series

F-1,

5.000%,

4/01/45

4/28

at

100.00

4,005,387

5,450

New

York

City,

New

York,

General

Obligation

Bonds,

Fiscal

2022

Series

A-1,

5.000%,

8/01/47

8/31

at

100.00

5,766,951

5,790

New

York

City,

New

York,

General

Obligation

Bonds,

Fiscal

2023

Series

B-1,

5.250%,

10/01/47

10/32

at

100.00

6,287,224

Puerto

Rico,

General

Obligation

Bonds,

Restructured

Series

2022A-1:

10,000

4.000%,

7/01/33

7/31

at

103.00

9,999,739

2,770

4.000%,

7/01/41

7/31

at

103.00

2,574,788

Total

Tax

Obligation/General

48,495,041

Tax

Obligation/Limited

-

19.8%

Dormitory

Authority

of

the

State

of

New

York,

Residential

Insitutions

for

Children

Revenue

Bonds,

Series

2008-A1:

1,585

5.000%,

6/01/33

7/24

at

100.00

1,595,446

1,985

5.000%,

6/01/38

7/24

at

100.00

1,986,080

20

Dormitory

Authority

of

the

State

of

New

York,

Revenue

Bonds,

School

Districts

Financing

Program,

Series

2009C,

5.125%,

10/01/36

-

AGC

Insured

7/24

at

100.00

20,022

Nuveen

New

York

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

May

31,

2024

(Unaudited)

68

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Tax

Obligation/Limited

(continued)

$

8,865

Dormitory

Authority

of

the

State

of

New

York,

State

Personal

Income

Tax

Revenue

Bonds,

General

Purpose,

Series

2019D,

4.000%,

2/15/38

2/30

at

100.00

$

8,839,128

2,040

Dormitory

Authority

of

the

State

of

New

York,

State

Personal

Income

Tax

Revenue

Bonds,

General

Purpose,

Series

2021A,

5.000%,

3/15/49

3/31

at

100.00

2,142,015

17,140

Dormitory

Authority

of

the

State

of

New

York,

State

Sales

Tax

Revenue

Bonds,

Series

2017A

Group

C,

5.000%,

3/15/41

3/27

at

100.00

17,655,067

10,000

Dormitory

Authority

of

the

State

of

New

York,

State

Sales

Tax

Revenue

Bonds,

Series

2018A,

5.000%,

3/15/42

3/28

at

100.00

10,391,381

Government

of

Guam,

Business

Privilege

Tax

Bonds,

Refunding

Series

2015D:

2,135

5.000%,

11/15/26

11/25

at

100.00

2,158,603

1,455

5.000%,

11/15/29

11/25

at

100.00

1,471,607

2,170

Hudson

Yards

Infrastructure

Corporation,

New

York,

Revenue

Bonds,

Green

Fiscal

2022

Series

A,

4.000%,

2/15/36

2/32

at

100.00

2,240,206

Hudson

Yards

Infrastructure

Corporation,

New

York,

Revenue

Bonds,

Second

Indenture

Fiscal

2017

Series

A:

5,710

5.000%,

2/15/39

2/27

at

100.00

5,886,324

3,955

5.000%,

2/15/42

2/27

at

100.00

4,048,338

1,045

5.000%,

2/15/45

2/27

at

100.00

1,067,651

5,450

Metropolitan

Transportation

Authority,

New

York,

Dedicated

Tax

Fund

Bonds,

Series

2022A,

5.000%,

11/15/46

5/32

at

100.00

5,836,140

4,000

Monroe

County

Industrial

Development

Agency,

New

York,

School

Facility

Revenue

Bonds,

Rochester

Schools

Modernization

Project,

Series

2013,

5.000%,

5/01/28

7/24

at

100.00

4,002,809

9,335

New

York

City

Transitional

Finance

Authority,

New

York,

Building

Aid

Revenue

Bonds,

Fiscal

2020

Subseries

S-1B,

4.000%,

7/15/43

7/29

at

100.00

8,954,743

New

York

City

Transitional

Finance

Authority,

New

York,

Building

Aid

Revenue

Bonds,

Fiscal

Series

2016S-1:

1,615

5.000%,

7/15/34

1/26

at

100.00

1,643,944

1,165

5.000%,

7/15/35

1/26

at

100.00

1,185,695

5,000

New

York

City

Transitional

Finance

Authority,

New

York,

Future

Tax

Secured

Bonds,

Subordinate

Fiscal

2015

Series

E-1,

5.000%,

2/01/34

2/25

at

100.00

5,028,542

5,000

New

York

City

Transitional

Finance

Authority,

New

York,

Future

Tax

Secured

Bonds,

Subordinate

Fiscal

2017

Series

A-1,

5.000%,

5/01/40

5/26

at

100.00

5,078,499

5,000

New

York

City

Transitional

Finance

Authority,

New

York,

Future

Tax

Secured

Bonds,

Subordinate

Fiscal

2017

Series

B-1,

5.000%,

8/01/36

8/26

at

100.00

5,120,977

5,375

New

York

City

Transitional

Finance

Authority,

New

York,

Future

Tax

Secured

Bonds,

Subordinate

Fiscal

2017

Series

E-1,

5.000%,

2/01/43

2/27

at

100.00

5,476,353

5,000

New

York

City

Transitional

Finance

Authority,

New

York,

Future

Tax

Secured

Bonds,

Subordinate

Fiscal

2017

Series

F-1,

5.000%,

5/01/38

5/27

at

100.00

5,148,342

4,020

New

York

City

Transitional

Finance

Authority,

New

York,

Future

Tax

Secured

Bonds,

Subordinate

Fiscal

2020

Subseries

B-1,

4.000%,

11/01/47

11/29

at

100.00

3,834,439

5,000

New

York

City,

New

York,

Educational

Construction

Fund

Revenue

Bonds,

Series

2021B,

5.000%,

4/01/52

4/31

at

100.00

5,242,245

9,585

New

York

State

Thruway

Authority,

State

Personal

Income

Tax

Revenue

Bonds,

Bidding

Group

1

Series

2022A,

5.000%,

3/15/45

9/32

at

100.00

10,268,030

15,000

New

York

State

Thruway

Authority,

State

Personal

Income

Tax

Revenue

Bonds,

Climate

Certified

Green

Series

2022C,

4.125%,

3/15/57

9/32

at

100.00

14,161,028

New

York

State

Urban

Development

Corporation,

State

Personal

Income

Tax

Revenue

Bonds,

General

Purpose,

Series

2020C:

7,000

5.000%,

3/15/47

9/30

at

100.00

7,339,417

3,800

4.000%,

3/15/49

9/30

at

100.00

3,582,789

500

Oneida

Indian

Nation,

New

York,

Tax

Revenue

Bonds,

Series

2024B,

6.000%,

9/01/43

9/31

at

102.00

529,017

Puerto

Rico

Sales

Tax

Financing

Corporation,

Sales

Tax

Revenue

Bonds,

Restructured

2018A-1:

2,393

0.000%,

7/01/46

7/28

at

41.38

766,484

28,646

5.000%,

7/01/58

7/28

at

100.00

28,655,290

69

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Tax

Obligation/Limited

(continued)

Syracuse

Industrial

Development

Authority,

New

York,

PILOT

Revenue

Bonds,

Carousel

Center

Project,

Refunding

Series

2016A:

$

5,750

5.000%,

1/01/29,

(AMT)

1/26

at

100.00

$

4,379,956

1,930

5.000%,

1/01/32,

(AMT)

1/26

at

100.00

1,456,733

1,250

5.000%,

1/01/34,

(AMT)

1/26

at

100.00

941,823

5,430

5.000%,

1/01/36,

(AMT)

1/26

at

100.00

4,089,371

2,340

Triborough

Bridge

and

Tunnel

Authority,

New

York,

Payroll

Mobility

Tax

Bonds,

Senior

Lien

Series

2021B-1,

4.000%,

5/15/56

5/31

at

100.00

2,179,960

9,500

Triborough

Bridge

and

Tunnel

Authority,

New

York,

Payroll

Mobility

Tax

Bonds,

Senior

Lien

Series

2022

A,

4.000%,

5/15/51

5/32

at

100.00

8,965,023

1,650

Triborough

Bridge

and

Tunnel

Authority,

New

York,

Payroll

Mobility

Tax

Bonds,

Senior

Lien

Subseries

2021A-1,

5.000%,

5/15/51

5/31

at

100.00

1,736,186

2,255

Triborough

Bridge

and

Tunnel

Authority,

New

York,

Payroll

Mobility

Tax

Senior

Lien

Bonds,

Series

2022C,

4.125%,

5/15/52

5/32

at

100.00

2,160,705

Total

Tax

Obligation/Limited

207,266,408

Transportation

-

31.0%

2,700

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Green

Climate

Bond

Certified

Series

2016A-1,

5.250%,

11/15/56

5/26

at

100.00

2,739,196

2,000

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Green

Climate

Bond

Certified

Series

2020A-1,

5.000%,

11/15/48

5/30

at

100.00

2,067,028

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Green

Climate

Bond

Certified

Series

2020C-1:

3,600

4.750%,

11/15/45

5/30

at

100.00

3,663,986

9,200

5.000%,

11/15/50

5/30

at

100.00

9,480,009

2,000

5.250%,

11/15/55

5/30

at

100.00

2,061,543

2,500

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Refunding

Green

Series

2016B,

5.000%,

11/15/37

11/26

at

100.00

2,568,156

7,500

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Refunding

Series

2015D-1,

5.000%,

11/15/30

11/25

at

100.00

7,636,989

6,655

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Refunding

Series

2017D,

4.000%,

11/15/42

5/28

at

100.00

6,293,108

5,800

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Series

2014D-1,

5.000%,

11/15/39

11/24

at

100.00

5,830,808

8,450

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Series

2015C-1,

5.250%,

11/15/30

11/25

at

100.00

8,633,893

2,500

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Series

2016C-1,

5.000%,

11/15/34

11/26

at

100.00

2,576,423

New

York

City

Industrial

Development

Agency,

New

York,

Civic

Facility

Revenue

Bonds,

Bronx

Parking

Development

Company,

LLC

Project,

Series

2007:

2,800

(d)

2.300%,

10/01/37

7/24

at

100.00

1,792,000

2,000

(d)

2.350%,

10/01/46

7/24

at

100.00

1,280,000

8,195

New

York

City,

Industrial

Development

Agency,

Senior

Airport

Facilities

Revenue

Refunding

Bonds,

TrIPs

Obligated

Group,

Series

2012A,

5.000%,

7/01/28,

(AMT)

7/24

at

100.00

8,112,216

2,695

New

York

Liberty

Development

Corporation,

New

York,

Liberty

Revenue

Bonds,

Secured

by

Port

Authority

Consolidated

Bonds,

Refunding

Series

1WTC-2021,

4.000%,

2/15/43

-

BAM

Insured

2/30

at

100.00

2,671,035

New

York

State

Thruway

Authority,

General

Revenue

Bonds,

Series

2020N:

5,000

4.000%,

1/01/42

1/30

at

100.00

4,913,765

3,000

4.000%,

1/01/43

1/30

at

100.00

2,928,217

8,515

New

York

State

Thruway

Authority,

General

Revenue

Junior

Indebtedness

Obligations,

Series

2016A,

5.000%,

1/01/51

1/26

at

100.00

8,562,394

New

York

Transportation

Development

Corporation,

New

York,

Facility

Revenue

Bonds,

Thruway

Service

Areas

Project,

Series

2021:

1,915

4.000%,

10/31/41,

(AMT)

10/31

at

100.00

1,680,027

3,720

4.000%,

10/31/46,

(AMT)

10/31

at

100.00

3,122,163

23,765

4.000%,

4/30/53,

(AMT)

10/31

at

100.00

19,147,734

Nuveen

New

York

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

May

31,

2024

(Unaudited)

70

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Transportation

(continued)

New

York

Transportation

Development

Corporation,

New

York,

Special

Facilities

Bonds,

LaGuardia

Airport

Terminal

B

Redevelopment

Project,

Series

2016A:

$

4,750

4.000%,

7/01/31,

(AMT)

7/24

at

100.00

$

4,634,735

12,020

5.000%,

7/01/46,

(AMT)

7/24

at

100.00

11,963,596

24,965

5.250%,

1/01/50,

(AMT)

7/24

at

100.00

24,859,348

New

York

Transportation

Development

Corporation,

New

York,

Special

Facility

Revenue

Bonds,

American

Airlines,

Inc.

John

F

Kennedy

International

Airport

Project,

Refunding

Series

2016:

8,865

5.000%,

8/01/26,

(AMT)

6/24

at

100.00

8,867,849

12,610

5.000%,

8/01/31,

(AMT)

6/24

at

100.00

12,611,286

1,745

New

York

Transportation

Development

Corporation,

New

York,

Special

Facility

Revenue

Bonds,

American

Airlines,

Inc.

John

F

Kennedy

International

Airport

Project,

Series

2020,

5.375%,

8/01/36,

(AMT)

8/30

at

100.00

1,842,936

New

York

Transportation

Development

Corporation,

New

York,

Special

Facility

Revenue

Bonds,

New

Terminal

1

John

F

Kennedy

International

Airport

Project,

Green

Series

2023:

2,080

6.000%,

6/30/54,

(AMT)

6/31

at

100.00

2,281,611

14,915

5.375%,

6/30/60,

(AMT)

6/31

at

100.00

15,468,435

New

York

Transportation

Development

Corporation,

New

York,

Special

Facility

Revenue

Bonds,

Terminal

4

John

F

Kennedy

International

Airport

Project,

Series

2020A:

2,500

5.000%,

12/01/24,

(AMT)

No

Opt.

Call

2,506,553

1,280

5.000%,

12/01/37,

(AMT)

12/30

at

100.00

1,335,091

215

4.000%,

12/01/38,

(AMT)

12/30

at

100.00

207,851

120

4.000%,

12/01/39,

(AMT)

12/30

at

100.00

115,381

New

York

Transportation

Development

Corporation,

New

York,

Special

Facility

Revenue

Bonds,

Terminal

4

John

F

Kennedy

International

Airport

Project,

Series

2020C:

1,540

5.000%,

12/01/34

12/30

at

100.00

1,652,788

1,745

5.000%,

12/01/35

12/30

at

100.00

1,870,755

New

York

Transportation

Development

Corporation,

New

York,

Special

Facility

Revenue

Bonds,

Terminal

4

John

F

Kennedy

International

Airport

Project,

Series

2022:

2,010

5.000%,

12/01/35,

(AMT)

12/32

at

100.00

2,126,858

10,000

5.000%,

12/01/36,

(AMT)

12/32

at

100.00

10,614,013

3,000

5.000%,

12/01/37,

(AMT)

12/32

at

100.00

3,166,692

1,000

5.000%,

12/01/40,

(AMT)

12/32

at

100.00

1,041,781

New

York

Transportation

Development

Corporation,

Special

Facility

Revenue

Bonds,

Delta

Air

Lines,

Inc.

-

LaGuardia

Airport

Terminals

C&D

Redevelopment

Project,

Series

2018:

1,300

5.000%,

1/01/27,

(AMT)

No

Opt.

Call

1,335,350

10,200

5.000%,

1/01/28,

(AMT)

No

Opt.

Call

10,598,300

10,035

5.000%,

1/01/31,

(AMT)

1/28

at

100.00

10,352,612

1,300

New

York

Transportation

Development

Corporation,

Special

Facility

Revenue

Bonds,

Delta

Air

Lines,

Inc.

-

LaGuardia

Airport

Terminals

C&D

Redevelopment

Project,

Series

2020,

4.375%,

10/01/45,

(AMT)

10/30

at

100.00

1,264,339

5,400

New

York

Transportation

Development

Corporation,

Special

Facility

Revenue

Bonds,

Delta

Air

Lines,

Inc.

-

LaGuardia

Airport

Terminals

C&D

Redevelopment

Project,

Series

2023,

6.000%,

4/01/35,

(AMT)

4/31

at

100.00

6,139,384

Niagara

Frontier

Transportation

Authority,

New

York,

Airport

Revenue

Bonds,

Buffalo

International

Airport,

Series

2014A:

2,000

5.000%,

4/01/25,

(AMT)

7/24

at

100.00

2,000,617

3,775

5.000%,

4/01/26,

(AMT)

7/24

at

100.00

3,760,595

480

Port

Authority

of

New

York

and

New

Jersey,

Consolidated

Revenue

Bonds,

One

Hundred

Eighty-Ninth

Series

2015,

5.000%,

5/01/45

5/25

at

100.00

483,177

15,000

Port

Authority

of

New

York

and

New

Jersey,

Consolidated

Revenue

Bonds,

One

Hundred

Ninety-Eighth

Series

2016,

5.250%,

11/15/56

11/26

at

100.00

15,178,364

2,500

Port

Authority

of

New

York

and

New

Jersey,

Consolidated

Revenue

Bonds,

Two

Hundred

Eighteen

Series

2019,

5.000%,

11/01/44,

(AMT)

11/29

at

100.00

2,550,699

10,230

Port

Authority

of

New

York

and

New

Jersey,

Consolidated

Revenue

Bonds,

Two

Hundred

Fifth

Series

2017,

5.000%,

11/15/47

11/27

at

100.00

10,548,006

71

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Transportation

(continued)

$

7,495

Port

Authority

of

New

York

and

New

Jersey,

Consolidated

Revenue

Bonds,

Two

Hundred

Forty-Fourth

Series

2024,

5.000%,

7/15/54

7/34

at

100.00

$

8,048,267

5,000

Port

Authority

of

New

York

and

New

Jersey,

Consolidated

Revenue

Bonds,

Two

Hundred

Thirty-Six

Series

2022,

5.000%,

1/15/47,

(AMT)

1/33

at

100.00

5,192,899

4,800

Port

Authority

of

New

York

and

New

Jersey,

Consolidated

Revenue

Bonds,

Two

Hundred

Twentieth

Series

2019,

4.000%,

11/01/59,

(AMT)

11/29

at

100.00

4,275,407

8,055

Triborough

Bridge

and

Tunnel

Authority,

New

York,

General

Purpose

Revenue

Bonds,

MTA

Bridges

&

Tunnels,

Refunding

Series

2017B,

5.000%,

11/15/38

5/27

at

100.00

8,304,462

3,905

Triborough

Bridge

and

Tunnel

Authority,

New

York,

General

Purpose

Revenue

Bonds,

MTA

Bridges

&

Tunnels,

Series

2014A,

5.000%,

11/15/39

7/24

at

100.00

3,906,165

10,900

Triborough

Bridge

and

Tunnel

Authority,

New

York,

General

Purpose

Revenue

Bonds,

MTA

Bridges

&

Tunnels,

Series

2019A,

5.000%,

11/15/49

5/29

at

100.00

11,248,641

5,000

Triborough

Bridge

and

Tunnel

Authority,

New

York,

General

Revenue

Bonds,

MTA

Bridges

&

Tunnels,

Series

2021A,

5.000%,

11/15/56

5/31

at

100.00

5,223,309

Total

Transportation

325,338,842

U.S.

Guaranteed

-

2.0%

(e)

1,230

Build

New

York

City

Resource

Corporation,

New

York,

Revenue

Bonds,

YMCA

of

Greater

New

York

Project,

Series

2015,

4.000%,

8/01/36,

(Pre-

refunded

8/01/25)

8/25

at

100.00

1,235,010

Dormitory

Authority

of

the

State

of

New

York,

Insured

Revenue

Bonds,

Touro

College

and

University

System,

Series

2014A:

2,930

5.500%,

1/01/39,

(Pre-refunded

7/01/24)

7/24

at

100.00

2,933,500

3,065

5.500%,

1/01/44,

(Pre-refunded

7/01/24)

7/24

at

100.00

3,068,662

5

Dormitory

Authority

of

the

State

of

New

York,

State

Personal

Income

Tax

Revenue

Bonds,

General

Purpose

Series

2015B

Group

B,

5.000%,

2/15/32,

(Pre-refunded

2/15/25)

2/25

at

100.00

5,040

3,290

Dormitory

Authority

of

the

State

of

New

York,

State

Personal

Income

Tax

Revenue

Bonds,

General

Purpose

Series

2015E,

4.000%,

3/15/28,

(Pre-

refunded

9/15/25)

9/25

at

100.00

3,321,508

7,255

Dormitory

Authority

of

the

State

of

New

York,

State

Personal

Income

Tax

Revenue

Bonds,

General

Purpose

Series

2022A,

5.000%,

3/15/25,

(ETM)

No

Opt.

Call

7,347,477

2,885

New

York

City

Municipal

Water

Finance

Authority,

New

York,

Water

and

Sewer

System

Second

General

Resolution

Revenue

Bonds,

Fiscal

2015

Series

GG,

5.000%,

6/15/27,

(Pre-refunded

6/15/25)

6/25

at

100.00

2,932,413

Total

U.S.

Guaranteed

20,843,610

Utilities

-

7.6%

4,875

Long

Island

Power

Authority,

New

York,

Electric

System

General

Revenue

Bonds,

Green

Series

2023E,

5.000%,

9/01/53

9/33

at

100.00

5,231,531

Long

Island

Power

Authority,

New

York,

Electric

System

General

Revenue

Bonds,

Series

2000A:

2,000

0.000%,

6/01/24

-

AGM

Insured

No

Opt.

Call

2,000,000

2,000

0.000%,

6/01/25

-

AGM

Insured

No

Opt.

Call

1,919,070

Long

Island

Power

Authority,

New

York,

Electric

System

General

Revenue

Bonds,

Series

2017:

2,215

5.000%,

9/01/42

9/27

at

100.00

2,277,842

695

5.000%,

9/01/47

9/27

at

100.00

710,487

5,000

New

York

City

Municipal

Water

Finance

Authority,

New

York,

Water

and

Sewer

System

Second

General

Resolution

Revenue

Bonds,

Fiscal

2017

Series

DD,

5.250%,

6/15/47

12/26

at

100.00

5,131,691

7,465

New

York

City

Municipal

Water

Finance

Authority,

New

York,

Water

and

Sewer

System

Second

General

Resolution

Revenue

Bonds,

Fiscal

2018

Series

CC-1,

5.000%,

6/15/48

6/27

at

100.00

7,622,925

9,885

New

York

City

Municipal

Water

Finance

Authority,

New

York,

Water

and

Sewer

System

Second

General

Resolution

Revenue

Bonds,

Fiscal

2020

Series

CC-1,

4.000%,

6/15/49

12/29

at

100.00

9,482,490

25,000

New

York

City

Municipal

Water

Finance

Authority,

New

York,

Water

and

Sewer

System

Second

General

Resolution

Revenue

Bonds,

Fiscal

2024

Series

CC-1,

5.250%,

6/15/54

6/34

at

100.00

27,236,348

4,980

New

York

State

Power

Authority,

General

Revenue

Bonds,

Series

2020A,

4.000%,

11/15/55

5/30

at

100.00

4,666,050

Nuveen

New

York

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

May

31,

2024

(Unaudited)

72

Part

F

of

Form

N-PORT

was

prepared

in

accordance

with

U.S.

generally

accepted

accounting

principles

(“U.S.

GAAP”)

and

in

conformity

with

the

applicable

rules

and

regulations

of

the

U.S.

Securities

and

Exchange

Commission

(“SEC”)

related

to

interim

filings.

Part

F

of

Form

N-PORT

does

not

include

all

information

and

footnotes

required

by

U.S.

GAAP

for

complete

financial

statements.

Certain

footnote

disclosures

normally

included

in

financial

statements

prepared

in

accordance

with

U.S.

GAAP

have

been

condensed

or

omitted

from

this

report

pursuant

to

the

rules

of

the

SEC.

For

a

full

set

of

the

Fund’s

notes

to

financial

statements,

please

refer

to

the

Fund’s

most

recently

filed

annual

or

semi-annual

report.

Fair

Value

Measurements

The

Fund’s

investments

in

securities

are

recorded

at

their

estimated

fair

value

utilizing

valuation

methods

approved

by

the

Board

of

Directors/

Trustees.

Fair

value

is

defined

as

the

price

that

would

be

received

upon

selling

an

investment

or

transferring

a

liability

in

an

orderly

transaction

to

an

independent

buyer

in

the

principal

or

most

advantageous

market

for

the

investment.

U.S.

GAAP

establishes

the

three-tier

hierarchy

which

is

used

to

maximize

the

use

of

observable

market

data

and

minimize

the

use

of

unobservable

inputs

and

to

establish

classification

of

fair

value

measurements

for

disclosure

purposes.

Observable

inputs

reflect

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Observable

inputs

are

based

on

market

data

obtained

from

sources

independent

of

the

reporting

entity.

Unobservable

inputs

reflect

management’s

assumptions

about

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Unobservable

inputs

are

based

on

the

best

information

available

in

the

circumstances.

The

following

is

a

summary

of

the

three-tiered

hierarchy

of

valuation

input

levels.

Level

1

–

Inputs

are

unadjusted

and

prices

are

determined

using

quoted

prices

in

active

markets

for

identical

securities.

Level

2

–

Prices

are

determined

using

other

significant

observable

inputs

(including

quoted

prices

for

similar

securities,

interest

rates,

credit

spreads,

etc.).

Level

3

–

Prices

are

determined

using

significant

unobservable

inputs

(including

management’s

assumptions

in

determining

the

fair

value

of

investments).

The

following

table

summarizes

the

market

value

of

the

Fund's

investments

as

of

the

end

of

the

reporting

period,

based

on

the

inputs

used

to

value

them:

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Utilities

(continued)

$

4,080

New

York

State

Power

Authority,

Green

Transmission

Project

Revenue

Bonds,

Green

Series

2023A,

5.000%,

11/15/48

-

AGM

Insured

11/33

at

100.00

$

4,412,908

9,400

(c)

Niagara

Area

Development

Corporation,

New

York,

Solid

Waste

Disposal

Facility

Revenue

Refunding

Bonds,

Covanta

Energy

Project,

Series

2018A,

4.750%,

11/01/42,

(AMT)

7/24

at

100.00

8,579,633

Total

Utilities

79,270,975

Total

Municipal

Bonds

(cost

$1,045,652,879)

1,042,895,182

Total

Long-Term

Investments

(cost

$1,045,652,879)

1,042,895,182

Other

Assets

&

Liabilities,

Net

-

0.6%

6,593,725

Net

Assets

-

100%

$

1,049,488,907

Level

1

Level

2

Level

3

Total

Long-Term

Investments:

Municipal

Bonds

$

–

$

1,042,895,182

$

–

$

1,042,895,182

Total

$

–

$

1,042,895,182

$

–

$

1,042,895,182

(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

$70,726,417

or

6.8%

of

Total

Investments.

(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.

AMT

Alternative

Minimum

Tax

ETM

Escrowed

to

maturity