Nuveen Select Maturities Municipal Fund (NIM) NPORT-P Nuveen Select Maturities Municipal Fund (Jun 2022 report)

1

Nuveen

Select

Maturities

Municipal

Fund

Portfolio

of

Investments

June

30,

2022

(Unaudited)

NIM

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

LONG-TERM

INVESTMENTS

-

98.6%   

X

117,306,713

MUNICIPAL

BONDS

-

95.2%

X

117,306,713

Alabama

-

1.7%

$

85

Birmingham-Jefferson

Civic

Center

Authority,

Alabama,

Special

Tax

Bonds,

Series

2018A,

4.000%,

7/01/37

7/28

at

100.00

Aa3

$

85,240

215

Black

Belt

Energy

Gas

District,

Alabama,

Gas

PrePay

Revenue

Bonds,

Project

3

Series

2018A,

4.000%,

12/01/48,

(Mandatory

Put

12/01/23)

9/23

at

100.31

A2

218,771

345

Black

Belt

Energy

Gas

District,

Alabama,

Gas

Supply

Revenue

Bonds,

Series

2021A,

4.000%,

6/01/51,

(Mandatory

Put

12/01/31)

9/31

at

100.53

Aa2

350,130

120

Black

Belt

Energy

Gas

District,

Alabama,

Gas

Supply

Revenue

Bonds,

Series

2022

Sub

D-1,

4.000%,

7/01/52,

(Mandatory

Put

6/01/27)

(WI/DD,

Settling

7/01/22)

3/27

at

100.17

N/R

123,611

625

Mobile

Industrial

Development

Board,

Alabama,

Pollution

Control

Revenue

Refunding

Bonds,

Alabama

Power

Company

Barry

Plan,

Series

2008,

2.900%,

7/15/34,

(Mandatory

Put

12/12/23)

No

Opt.

Call

A1

629,975

100

Mobile

Spring

Hill

College

Educational

Building

Authority,

Alabama,

Revenue

Bonds,

Spring

Hill

College

Project,

Series

2015,

5.000%,

4/15/27

4/25

at

100.00

N/R

101,463

135

Selma

Industrial

Development

Board,

Alabama,

Gulf

Opportunity

Zone

Revenue

Bonds,

International

Paper

Company

Project,

Refunding

Series

2020A,

1.375%,

5/01/34,

(Mandatory

Put

6/16/25)

No

Opt.

Call

BBB

127,711

260

Southeast

Alabama

Gas

Supply

District,

Alabama,

Gas

Supply

Revenue

Bonds,

Project

2,

Fixed

Rate

Series

2018A,

4.000%,

6/01/49,

(Mandatory

Put

6/01/24)

3/24

at

100.29

A1

262,595

184

Tuscaloosa

County

Industrial

Development

Authority,

Alabama,

Gulf

Opportunity

Zone

Bonds,

Hunt

Refining

Project,

Refunding

Series

2019A,

4.500%,

5/01/32,

144A

5/29

at

100.00

N/R

165,753

2,069

Total

Alabama

2,065,249

Alaska

-

0.4%

370

Alaska

Housing

Finance

Corporation,

Mortgage

Revenue

Bonds,

General

Series

2020A-II,

2.000%,

12/01/35

6/29

at

100.00

AA+

287,886

100

Alaska

Housing

Finance

Corporation,

Mortgage

Revenue

Bonds,

General

Series

2022A-II,

2.350%,

12/01/39

12/30

at

100.00

N/R

79,036

150

Alaska

Housing

Finance

Corporation,

Mortgage

Revenue

Bonds,

Series

2022B-1,

2.150%,

6/01/36

12/30

at

100.00

N/R

120,461

110

Northern

Tobacco

Securitization

Corporation,

Alaska,

Tobacco

Settlement

Asset-Backed

Bonds,

Series

2021B-2

Class

2,

0.000%,

6/01/66

6/31

at

30.73

N/R

11,848

730

Total

Alaska

499,231

Arizona

-

2.0%

120

Arizona

State,

Certificates

of

Participation,

Refunding

Series

2019A,

5.000%,

10/01/27,

(ETM)

No

Opt.

Call

Aa2

(4)

135,695

600

Chandler

Industrial

Development

Authority,

Arizona,

Industrial

Development

Revenue

Bonds,

Intel

Corporation

Project,

Series

2005,

2.400%,

12/01/35,

(Mandatory

Put

8/14/23)

No

Opt.

Call

A+

601,698

135

Chandler

Industrial

Development

Authority,

Arizona,

Industrial

Development

Revenue

Bonds,

Intel

Corporation

Project,

Series

2007,

2.700%,

12/01/37,

(AMT),

(Mandatory

Put

8/14/23)

No

Opt.

Call

A+

135,823

Nuveen

Select

Maturities

Municipal

Fund

(continued)

Portfolio

of

Investments

June

30,

2022

(Unaudited)

2

NIM

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Arizona

(continued)

$

375

Chandler

Industrial

Development

Authority,

Arizona,

Industrial

Development

Revenue

Bonds,

Intel

Corporation

Project,

Series

2019,

5.000%,

6/01/49,

(AMT),

(Mandatory

Put

6/03/24)

6/24

at

100.00

A+

$

392,513

115

Pima

County

Industrial

Development

Authority,

Arizona,

Revenue

Bonds,

Tucson

Electric

Power

Company

Project,

Series

2013A,

4.000%,

9/01/29

3/23

at

100.00

A-

115,997

Salt

Verde

Financial

Corporation,

Arizona,

Senior

Gas

Revenue

Bonds,

Citigroup

Energy

Inc

Prepay

Contract

Obligations,

Series

2007:

245

5.000%,

12/01/32

No

Opt.

Call

A3

264,754

730

5.000%,

12/01/37

No

Opt.

Call

A3

784,838

2,320

Total

Arizona

2,431,318

Arkansas

-

0.1%

165

Arkansas

Development

Finance

Authority,

Revenue

Bonds,

Baptist

Memorial

Health

Care,

Refunding

Series

2020B-2,

5.000%,

9/01/44,

(Mandatory

Put

9/01/27)

3/27

at

100.00

BBB+

178,283

California

-

7.9%

100

Bay

Area

Toll

Authority,

California,

Revenue

Bonds,

San

Francisco

Bay

Area

Toll

Bridge,

Term

Rate

Series

2018A,

2.625%,

4/01/45,

(Mandatory

Put

4/01/26)

10/25

at

100.00

AA

98,781

100

California

Community

Choice

Financing

Authority,

Clean

Energy

Project

Revenue

Bonds,

Green

Series

2021B-1,

4.000%,

2/01/52,

(Mandatory

Put

8/01/31)

5/31

at

100.63

A1

100,002

95

California

County

Tobacco

Securitization

Agency,

Tobacco

Settlement

Asset-Backed

Bonds,

Los

Angeles

County

Securitization

Corporation,

Series

2020A,

5.000%,

6/01/30

No

Opt.

Call

A

103,223

390

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

El

Camino

Hospital,

Series

2017,

3.750%,

2/01/32

2/27

at

100.00

AA

398,787

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

Providence

Saint

Joseph

Health,

Term

Rate

Series

2019C:

10

5.000%,

10/01/39,

(Pre-refunded

10/01/25)

No

Opt.

Call

N/R

(4)

10,888

15

5.000%,

10/01/39,

(Mandatory

Put

10/01/25)

10/25

at

100.00

N/R

16,069

135

California

Housing

Finance

Agency,

Municipal

Certificate

Revenue

Bonds,

Class

A

Series

2019-2,

4.000%,

3/20/33

No

Opt.

Call

BBB+

133,048

99

California

Housing

Finance

Agency,

Municipal

Certificate

Revenue

Bonds,

Class

A

Series

2021-3,

3.250%,

8/20/36

No

Opt.

Call

N/R

90,355

275

California

Municipal

Finance

Authority,

Charter

School

Revenue

Bonds,

Palmdale

Aerospace

Academy

Project,

Series

2016A,

5.000%,

7/01/31,

144A

7/26

at

100.00

BB

277,866

1,040

California

Municipal

Finance

Authority,

Revenue

Bonds,

Linxs

APM

Project,

Senior

Lien

Series

2018A,

3.250%,

12/31/32

-

AGM

Insured,

(AMT)

6/28

at

100.00

AA

958,714

105

California

Pollution

Control

Financing

Authority,

Solid

Waste

Disposal

Revenue

Bonds,

Waste

Management

Inc.,

Refunding

Series

2015B-2,

3.125%,

11/01/40,

(AMT),

(Mandatory

Put

11/03/25)

No

Opt.

Call

A-

104,356

290

California

Pollution

Control

Financing

Authority,

Solid

Waste

Disposal

Revenue

Bonds,

Waste

Management

Inc.,

Series

2015A-1,

3.375%,

7/01/25,

(AMT)

No

Opt.

Call

A-

287,596

205

California

Pollution

Control

Financing

Authority,

Solid

Waste

Disposal

Revenue

Bonds,

Waste

Management,

Inc.

Project,

Refunding

Series

2015B-1,

3.000%,

11/01/25,

(AMT)

No

Opt.

Call

A-

200,734

150

California

Statewide

Communities

Development

Authority,

California,

Revenue

Bonds,

Loma

Linda

University

Medical

Center,

Series

2014A,

5.250%,

12/01/29

12/24

at

100.00

BB

153,754

3

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

California

(continued)

California

Statewide

Communities

Development

Authority,

California,

Revenue

Bonds,

Loma

Linda

University

Medical

Center,

Series

2018A:

$

710

5.000%,

12/01/27,

144A

No

Opt.

Call

BB

$

739,053

30

5.000%,

12/01/33,

144A

6/28

at

100.00

BB

30,229

175

California

Statewide

Communities

Development

Authority,

Revenue

Bonds,

Kaiser

Permanente,

Series

2009C-3,

5.000%,

4/01/45,

(Mandatory

Put

11/01/29)

No

Opt.

Call

AA-

198,503

260

California

Statewide

Community

Development

Authority,

Revenue

Bonds,

Kaiser

Permanente

System,

Variable

Rate

Demand

Obligation

Series

2003D,

5.000%,

5/01/33,

(Mandatory

Put

11/01/29)

No

Opt.

Call

AA-

294,918

100

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Monterrey

Station

Apartments,

Senior

Lien

Series

2021A-1,

3.000%,

7/01/43,

144A

7/32

at

100.00

N/R

76,356

200

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Pasadena

Portfolio

Social

Bond,

Series

2021A-1,

2.650%,

12/01/46,

144A

12/31

at

100.00

N/R

158,170

250

Delano,

California,

Certificates

of

Participation,

Delano

Regional

Medical

Center,

Series

2012,

5.000%,

1/01/24,

(Pre-refunded

1/01/23)

1/23

at

100.00

N/R

(4)

253,888

120

Golden

State

Tobacco

Securitization

Corporation,

California,

Tobacco

Settlement

Asset-Backed

Bonds,

Capital

Appreciation

Series

2021B-2,

0.000%,

6/01/66

12/31

at

27.75

N/R

11,813

100

Lake

Elsinore

Public

Financing

Authority,

California,

Local

Agency

Revenue

Bonds,

Canyon

Hills

Improvement

Area

A

&

C,

Series

2014C,

5.000%,

9/01/32

9/24

at

100.00

N/R

102,292

155

Lake

Elsinore

Redevelopment

Agency,

California,

Special

Tax

Bonds,

Community

Facilities

District

90-2,

Series

2007A,

4.500%,

10/01/24

-

AGM

Insured

8/22

at

100.00

AA

155,226

1,000

Mount

San

Antonio

Community

College

District,

Los

Angeles

County,

California,

General

Obligation

Bonds,

Election

of

2008,

Series

2013A,

0.000%,

8/01/28

(5)

2/28

at

100.00

Aa1

1,083,040

2,000

Palomar

Pomerado

Health,

California,

General

Obligation

Bonds,

Series

2009A,

0.000%,

8/01/25

-

AGC

Insured

No

Opt.

Call

AA

1,814,240

35

Riverside

County

Transportation

Commission,

California,

Toll

Revenue

Senior

Lien

Bonds,

Series

2013A,

5.750%,

6/01/44,

(Pre-refunded

6/01/23)

6/23

at

100.00

A

(4)

36,303

80

San

Diego

Association

of

Governments,

California,

Capital

Grants

Receipts

Revenue

Bonds,

Mid-Coast

Corridor

Transit

Project,

Green

Series

2019B,

1.800%,

11/15/27

11/26

at

100.00

A-

75,531

2,000

San

Diego

Community

College

District,

California,

General

Obligation

Bonds,

Refunding

Series

2011,

0.000%,

8/01/37

No

Opt.

Call

AAA

1,131,260

415

San

Joaquin

Hills

Transportation

Corridor

Agency,

Orange

County,

California,

Toll

Road

Revenue

Bonds,

Refunding

Senior

Lien

Series

2014A,

5.000%,

1/15/29,

(Pre-refunded

1/15/25)

1/25

at

100.00

A-

(4)

444,984

215

Washington

Township

Health

Care

District,

California,

Revenue

Bonds,

Refunding

Series

2015A,

5.000%,

7/01/25

No

Opt.

Call

Baa2

228,031

10,854

Total

California

9,768,010

Colorado

-

1.9%

750

Colorado

Bridge

Enterprise,

Revenue

Bonds,

Central

70

Project,

Senior

Series

2017,

4.000%,

6/30/30,

(AMT)

12/27

at

100.00

A-

777,090

385

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

CommonSpirit

Health,

Series

2019B-2,

5.000%,

8/01/49,

(Mandatory

Put

8/01/26)

2/26

at

100.00

BBB+

406,968

Nuveen

Select

Maturities

Municipal

Fund

(continued)

Portfolio

of

Investments

June

30,

2022

(Unaudited)

4

NIM

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Colorado

(continued)

$

300

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

Parkview

Medical

Center,

Series

2016,

3.125%,

9/01/42

9/26

at

100.00

Baa1

$

231,216

10

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

SCL

Health

System,

Refunding

Series

2019A,

5.000%,

1/01/26

No

Opt.

Call

AA-

10,892

35

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

Sisters

of

Charity

of

Leavenworth

Health

Services

Corporation,

Series

2013A,

5.500%,

1/01/35

1/24

at

100.00

AA-

36,320

100

Colorado

Housing

and

Finance

Authority,

Single

Family

Mortgage

Bonds,

Class

I

Series

2021H,

2.000%,

5/01/42

5/30

at

100.00

AAA

74,763

100

Denver

Urban

Renewal

Authority,

Colorado,

Tax

Increment

Revenue

Bonds,

9th

and

Colorado

Urban

Redevelopment

Area,

Series

2018A,

5.250%,

12/01/39,

144A

12/23

at

103.00

N/R

101,802

E-470

Public

Highway

Authority,

Colorado,

Senior

Revenue

Bonds,

Series

2000B:

335

0.000%,

9/01/29

-

NPFG

Insured

No

Opt.

Call

A

259,297

380

0.000%,

9/01/33

-

NPFG

Insured

No

Opt.

Call

A

242,417

100

Regional

Transportation

District,

Colorado,

Private

Activity

Bonds,

Denver

Transit

Partners

Eagle

P3

Project,

Series

2020A,

5.000%,

1/15/31

No

Opt.

Call

A-

105,732

100

Southlands

Metropolitan

District

1,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2017A-1,

3.500%,

12/01/27

No

Opt.

Call

Ba1

93,986

2,595

Total

Colorado

2,340,483

Connecticut

-

1.2%

370

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Hartford

HealthCare

Issue,

Series

2020A,

4.000%,

7/01/36

1/30

at

100.00

A+

360,569

50

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Stamford

Hospital,

Series

2021L-1,

4.000%,

7/01/28

No

Opt.

Call

BBB+

50,639

100

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Yale

University,

Series

2016A-2,

2.000%,

7/01/42,

(Mandatory

Put

7/01/26)

No

Opt.

Call

AAA

96,969

200

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Yale

University,

Series

2017B-2,

0.550%,

7/01/37,

(Mandatory

Put

7/03/23)

No

Opt.

Call

AAA

196,686

160

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Yale-New

Haven

Health

Issue,

Series

2014D,

1.800%,

7/01/49,

(Mandatory

Put

7/01/24)

1/24

at

100.00

AA-

157,886

90

Connecticut

Housing

Finance

Authority,

Housing

Mortgage

Finance

Program

Bonds,

Series

2020E-3,

1.850%,

5/15/38

5/30

at

100.00

AAA

67,341

450

Connecticut

Housing

Finance

Authority,

Housing

Mortgage

Finance

Program

Bonds,

Social

Series

2022C-1,

4.250%,

11/15/37

,

(WI/DD,

Settling

7/21/22)

11/31

at

100.00

N/R

454,239

90

Connecticut

State,

General

Obligation

Bonds,

Series

2013C,

5.000%,

7/15/22

No

Opt.

Call

Aa3

90,095

20

Connecticut

State,

General

Obligation

Bonds,

Series

2019A,

5.000%,

4/15/23

No

Opt.

Call

Aa3

20,528

1,530

Total

Connecticut

1,494,952

Delaware

-

0.3%

210

Delaware

Economic

Development

Authority,

Exempt

Facility

Revenue

Bonds,

NRG

Energy

Project,

Refunding

Series

2020A,

1.250%,

10/01/45,

(Mandatory

Put

10/01/25)

10/25

at

100.00

BBB-

195,791

5

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Delaware

(continued)

$

170

Delaware

Health

Facilities

Authority,

Revenue

Bonds,

Nanticoke

Memorial

Hospital,

Series

2013,

5.000%,

7/01/28,

(Pre-refunded

7/01/23)

7/23

at

100.00

AA-

(4)

$

175,476

380

Total

Delaware

371,267

District

of

Columbia

-

0.6%

120

District

of

Columbia

Student

Dormitory

Revenue

Bonds,

Provident

Group

-

Howard

Properties

LLC

Issue,

Series

2013,

5.000%,

10/01/30

10/22

at

100.00

BB-

120,433

150

District

of

Columbia

Tobacco

Settlement

Corporation,

Tobacco

Settlement

Asset-Backed

Bonds,

Series

2001,

6.500%,

5/15/33

No

Opt.

Call

A-

155,390

250

Metropolitan

Washington

Airports

Authority,

D.C,

Dulles

Toll

Road

Revenue

Bonds,

Dulles

Metrorail

&

Capital

Improvement

Projects,

Refunding

Second

Senior

Lien

Series

2022A,

4.000%,

10/01/52

-

AGM

Insured

10/31

at

100.00

N/R

233,075

165

Washington

Metropolitan

Area

Transit

Authority,

Dedicated

Revenue

Bonds,

Green

Series

2021A,

4.000%,

7/15/34

7/31

at

100.00

AA

169,377

685

Total

District

of

Columbia

678,275

Florida

-

3.3%

80

Alachua

County

Health

Facilities

Authority,

Florida,

Health

Facilties

Revenue

Bonds,

Shands

Teaching

Hospital

&

Clinics,

Inc.

at

the

University

of

Florida

Project,

Refunding

Series

2019B-2,

5.000%,

12/01/37,

(Mandatory

Put

12/01/26)

6/26

at

100.00

A

86,530

220

Cape

Coral,

Florida,

Utility

Improvement

Assessment

Bonds,

Refunding

Various

Areas

Series

2017,

3.000%,

9/01/28

-

AGM

Insured

No

Opt.

Call

AA

220,409

400

Citizens

Property

Insurance

Corporation,

Florida,

Coastal

Account

Senior

Secured

Bonds,

Series

2015A-1,

5.000%,

6/01/25

12/24

at

100.00

AA

425,988

Collier

County

Educational

Facilities

Authority,

Florida,

Revenue

Bonds,

Hodges

University,

Refunding

Series

2013:

25

4.750%,

11/01/23,

(ETM)

No

Opt.

Call

N/R

(4)

25,598

370

6.000%,

11/01/33,

(Pre-refunded

11/01/23)

11/23

at

100.00

N/R

(4)

389,824

300

Florida

Development

Finance

Corporation,

Florida,

Surface

Transportation

Facility

Revenue

Bonds,

Brightline

Passenger

Rail

Project,

Green

Series

2019B,

7.375%,

1/01/49,

(AMT),

144A

1/24

at

107.00

N/R

300,348

Florida

Development

Finance

Corporation,

Florida,

Surface

Transportation

Facility

Revenue

Bonds,

Virgin

Trains

USA

Passenger

Rail

Project,

Series

2019A:

425

6.250%,

1/01/49,

(AMT),

(Mandatory

Put

1/01/24),

144A

8/22

at

102.00

N/R

420,852

665

6.375%,

1/01/49,

(AMT),

(Mandatory

Put

1/01/26),

144A

8/22

at

103.00

N/R

648,721

575

6.500%,

1/01/49,

(AMT),

(Mandatory

Put

1/01/29),

144A

8/22

at

103.00

N/R

550,689

50

Florida

Housing

Finance

Corporation,

Homeowner

Mortgage

Revenue

Bonds,

Series

2018-2,

3.750%,

7/01/33

1/28

at

100.00

Aaa

49,425

100

Florida

Housing

Finance

Corporation,

Homeowner

Mortgage

Revenue

Bonds,

Social

Series

2021-2,

2.050%,

7/01/41

7/30

at

100.00

Aaa

75,398

15

JEA,

Florida,

Electric

System

Revenue

Bonds,

Subordinated

Series

Three

2020A,

5.000%,

10/01/27

No

Opt.

Call

AA

16,680

90

Palm

Beach

County

Health

Facilities

Authority,

Florida,

Hospital

Revenue

Bonds,

BRCH

Corporation

Obligated

Group,

Refunding

Series

2014,

5.000%,

12/01/31,

(Pre-refunded

12/01/24)

12/24

at

100.00

N/R

(4)

96,153

100

Pompano

Beach,

Florida,

Revenue

Bonds,

John

Knox

Village

of

Florida

Incorporated

Project,

Series

2021B-1,

2.000%,

1/01/29

No

Opt.

Call

N/R

85,454

50

Tampa,

Florida,

Capital

Improvement

Cigarette

Tax

Allocation

Bonds,

H.

Lee

Moffitt

Cancer

Center

Project,

Series

2020A,

0.000%,

9/01/34

9/30

at

86.77

A+

29,984

Nuveen

Select

Maturities

Municipal

Fund

(continued)

Portfolio

of

Investments

June

30,

2022

(Unaudited)

6

NIM

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

Tampa,

Florida,

Cigarette

Tax

Allocation

Bonds,

H.

Lee

Moffitt

Cancer

Center

Project,

Refunding

&

Capital

Improvement

Series

2012A:

$

160

5.000%,

9/01/22

No

Opt.

Call

A+

$

160,762

350

5.000%,

9/01/23,

(Pre-refunded

9/01/22)

9/22

at

100.00

A+

(4)

352,023

185

5.000%,

9/01/25,

(Pre-refunded

9/01/22)

9/22

at

100.00

A+

(4)

186,069

4,160

Total

Florida

4,120,907

Georgia

-

2.3%

30

Cherokee

County

Water

and

Sewerage

Authority,

Georgia,

Revenue

Bonds,

Series

1995,

5.200%,

8/01/25,

(Pre-refunded

8/01/22)

-

NPFG

Insured

No

Opt.

Call

N/R

(4)

30,090

250

Georgia

Housing

and

Finance

Authority,

Single

Family

Mortgage

Bonds,

Series

2020A,

2.600%,

12/01/32

6/29

at

100.00

AAA

224,957

1,000

Georgia

State,

General

Obligation

Bonds,

Series

2021A,

5.000%,

7/01/27

No

Opt.

Call

AAA

1,129,240

265

Main

Street

Natural

Gas

Inc.,

Georgia,

Gas

Supply

Revenue

Bonds,

Series

2019B,

4.000%,

8/01/49,

(Mandatory

Put

12/02/24)

9/24

at

100.43

Aa2

272,513

200

Main

Street

Natural

Gas

Inc.,

Georgia,

Gas

Supply

Revenue

Bonds,

Series

2022C,

4.000%,

8/01/52,

(Mandatory

Put

11/01/27),

144A

5/27

at

100.81

N/R

196,794

40

Private

Colleges

and

Universities

Authority,

Georgia,

Revenue

Bonds,

Emory

University,

Series

2020B,

5.000%,

9/01/25

No

Opt.

Call

AA

43,373

900

Private

Colleges

and

Universities

Authority,

Georgia,

Revenue

Bonds,

Mercer

University,

Refunding

Series

2012C,

5.250%,

10/01/23

10/22

at

100.00

Baa1

908,406

2,685

Total

Georgia

2,805,373

Guam

-

0.2%

Guam

A.B.

Won

Pat  International

Airport

Authority,

Revenue

Bonds,

Series

2013C:

70

6.375%,

10/01/43,

(AMT)

10/23

at

100.00

Baa2

72,464

80

6.375%,

10/01/43,

(Pre-refunded

10/01/23),

(AMT)

10/23

at

100.00

Baa2

(4)

84,289

140

Guam

Government

Waterworks

Authority,

Water

and

Wastewater

System

Revenue

Bonds,

Series

2013,

5.500%,

7/01/43,

(Pre-refunded

7/01/23)

7/23

at

100.00

A-

(4)

144,983

290

Total

Guam

301,736

Hawaii

-

1.4%

200

Hawaii

Department

of

Budget

and

Finance,

Special

Purpose

Revenue

Bonds,

Hawaii

Pacific

University,

Series

2013A,

6.250%,

7/01/27

7/23

at

100.00

BB

202,746

1,000

Hawaii

Department

of

Budget

and

Finance,

Special

Purpose

Revenue

Bonds,

Hawaiian

Electric

Company,

Inc.

and

Subsidiary

Projects,

Series

2017A,

3.100%,

5/01/26,

(AMT)

No

Opt.

Call

A-

993,540

20

Hawaii

Department

of

Budget

and

Finance,

Special

Purpose

Revenue

Bonds,

Queens

Health

Systems,

Series

2015A,

5.000%,

7/01/29

7/25

at

100.00

AA-

21,261

510

HAWAIIAN

ELECTRIC

COMPANY

INC.

and

Its

Subsidiaries,

Special

Purpose

Revenue

Bonds,

Deparment

of

Budget

and

Finance

of

the

State

of

Hawaii,

Series

2015,

3.250%,

1/01/25,

(AMT)

No

Opt.

Call

A-

511,912

1,730

Total

Hawaii

1,729,459

Idaho

-

0.5%

475

Nez

Perce

County,

Idaho,

Pollution

Control

Revenue

Bonds,

Potlatch

Corporation

Project,

Refunding

Series

2016,

2.750%,

10/01/24

No

Opt.

Call

BBB-

471,618

170

Spring

Valley

Community

Infrastructure

District

1,

Eagle,

Idaho,

Special

Assessment

Bonds,

Series

2021,

3.750%,

9/01/51,

144A

12/26

at

103.00

N/R

122,371

645

Total

Idaho

593,989

7

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Illinois

-

13.1%

Bolingbrook,

Will

and

DuPage

Counties,

Illinois,

General

Obligation

Bonds,

Refunding

Series

2013A:

$

170

0.000%,

1/01/30,

(Pre-refunded

7/01/23)

7/23

at

72.73

A2

(4)

$

121,426

110

0.000%,

1/01/32,

(Pre-refunded

7/01/23)

7/23

at

65.29

A2

(4)

70,530

Cary,

Illinois,

Special

Tax

Bonds,

Special

Service

Area

1,

Refunding

Series

2016:

10

2.150%,

3/01/23

-

BAM

Insured

No

Opt.

Call

AA

10,020

10

2.350%,

3/01/24

-

BAM

Insured

No

Opt.

Call

AA

10,026

25

2.700%,

3/01/26

-

BAM

Insured

3/25

at

100.00

AA

25,062

25

2.900%,

3/01/28

-

BAM

Insured

3/25

at

100.00

AA

25,055

65

3.050%,

3/01/30

-

BAM

Insured

3/25

at

100.00

AA

64,762

Cary,

Illinois,

Special

Tax

Bonds,

Special

Service

Area

2,

Refunding

Series

2016:

15

2.150%,

3/01/23

-

BAM

Insured

No

Opt.

Call

AA

15,030

15

2.350%,

3/01/24

-

BAM

Insured

No

Opt.

Call

AA

15,039

25

2.700%,

3/01/26

-

BAM

Insured

3/25

at

100.00

AA

25,062

35

2.900%,

3/01/28

-

BAM

Insured

3/25

at

100.00

AA

35,077

40

3.050%,

3/01/30

-

BAM

Insured

3/25

at

100.00

AA

39,854

1,215

Chicago

Board

of

Education,

Illinois,

Dedicated

Capital

Improvement

Tax

Revenue

Bonds,

Series

2016,

6.000%,

4/01/46

4/27

at

100.00

A-

1,282,894

750

Chicago

Board

of

Education,

Illinois,

General

Obligation

Bonds,

Dedicated

Revenues,

Refunding

Series

2017B,

6.750%,

12/01/30,

144A

12/27

at

100.00

BB

840,450

290

Chicago

Board

of

Education,

Illinois,

General

Obligation

Bonds,

Dedicated

Revenues,

Refunding

Series

2017C,

5.000%,

12/01/30

12/27

at

100.00

BB

299,686

200

Chicago

Board

of

Education,

Illinois,

General

Obligation

Bonds,

Dedicated

Revenues,

Refunding

Series

2017D,

5.000%,

12/01/31

12/27

at

100.00

BB

206,586

300

Chicago

Board

of

Education,

Illinois,

General

Obligation

Bonds,

Dedicated

Revenues,

Refunding

Series

2018C,

5.000%,

12/01/24

No

Opt.

Call

BB

309,165

310

Chicago,

Illinois,

General

Airport

Revenue

Bonds,

O'Hare

International

Airport,

Refunding

Senior

Lien

Series

2015A,

5.000%,

1/01/33

1/25

at

100.00

A

319,294

Chicago,

Illinois,

General

Obligation

Bonds,

Refunding

Series

2016C:

60

5.000%,

1/01/23,

(ETM)

No

Opt.

Call

N/R

(4)

60,983

140

5.000%,

1/01/23,

(ETM)

No

Opt.

Call

BBB+

(4)

142,295

225

5.000%,

1/01/24

No

Opt.

Call

BBB+

230,870

190

5.000%,

1/01/25

No

Opt.

Call

BBB+

197,355

180

5.000%,

1/01/26

No

Opt.

Call

BBB+

188,820

55

Cook

County,

Illinois,

Sales

Tax

Revenue

Bonds,

Series

2021A,

4.000%,

11/15/39

11/30

at

100.00

AA-

52,188

590

Huntley,

Illinois,

Special

Tax

Bonds,

Special

Service

Area

10,

Refunding

Series

2017,

3.300%,

3/01/28

-

BAM

Insured

3/26

at

100.00

AA

600,172

215

Illinois

Finance

Authority,

Revenue

Bonds,

Advocate

Health

Care

Network,

Refunding

Series

2008A-2,

4.000%,

11/01/30

No

Opt.

Call

AA

221,742

300

Illinois

Finance

Authority,

Revenue

Bonds,

Advocate

Health

Care

Network,

Series

2008A-1,

4.000%,

11/01/30

No

Opt.

Call

AA

309,420

1,850

Illinois

Finance

Authority,

Revenue

Bonds,

Ascension

Health/fkaPresence

Health

Network,

Series

2016C,

4.000%,

2/15/24

No

Opt.

Call

AA+

1,906,314

455

Illinois

Finance

Authority,

Revenue

Bonds,

Centegra

Health

System,

Series

2012,

5.000%,

9/01/27,

(Pre-refunded

9/01/22)

9/22

at

100.00

AA+

(4)

457,593

560

Illinois

Finance

Authority,

Revenue

Bonds,

Centegra

Health

System,

Series

2014A,

4.625%,

9/01/39,

(Pre-refunded

9/01/24)

9/24

at

100.00

AA+

(4)

590,156

280

Illinois

Housing

Development

Authority,

Revenue

Bonds,

Green

Series

2021B,

2.150%,

10/01/41

4/30

at

100.00

Aaa

211,086

Nuveen

Select

Maturities

Municipal

Fund

(continued)

Portfolio

of

Investments

June

30,

2022

(Unaudited)

8

NIM

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Illinois

(continued)

Illinois

State,

General

Obligation

Bonds,

February

Series

2014:

$

320

5.000%,

2/01/24

No

Opt.

Call

BBB

$

331,178

400

5.000%,

2/01/25

2/24

at

100.00

BBB

412,476

325

5.000%,

2/01/26

2/24

at

100.00

BBB

335,354

100

Illinois

State,

General

Obligation

Bonds,

November

Series

2017D,

5.000%,

11/01/28

11/27

at

100.00

BBB

107,220

400

Illinois

State,

General

Obligation

Bonds,

Refunding

September

Series

2018B,

5.000%,

10/01/32

10/28

at

100.00

BBB

421,336

1,000

Illinois

State,

General

Obligation

Bonds,

Refunding

Series

2012,

5.000%,

8/01/22

No

Opt.

Call

BBB

1,002,160

Illinois

State,

General

Obligation

Bonds,

Series

2013:

280

5.500%,

7/01/25

7/23

at

100.00

BBB

287,149

240

5.500%,

7/01/26

7/23

at

100.00

BBB

246,235

535

Illinois

Toll

Highway

Authority,

Toll

Highway

Revenue

Bonds,

Refunding

Senior

Lien

Series

2016A,

5.000%,

12/01/31

1/26

at

100.00

AA-

570,775

450

Illinois

Toll

Highway

Authority,

Toll

Highway

Revenue

Bonds,

Refunding

Senior

Lien

Series

2018A,

5.000%,

1/01/26

No

Opt.

Call

AA-

489,501

460

Illinois

Toll

Highway

Authority,

Toll

Highway

Revenue

Bonds,

Senior

Lien

Series

2015B,

5.000%,

1/01/37

1/26

at

100.00

AA-

482,660

25

Metropolitan

Pier

and

Exposition

Authority,

Illinois,

McCormick

Place

Expansion

Project

Bonds,

Series

2020B,

5.000%,

6/15/42

12/30

at

100.00

BBB+

25,619

North

Barrington,

Lake

County,

Illinois,

Special

Tax

Bonds,

Special

Service

Area

19,

Refunding

Series

2019:

365

4.000%,

2/01/28

-

BAM

Insured

No

Opt.

Call

AA

388,612

200

4.000%,

2/01/29

-

BAM

Insured

2/28

at

100.00

AA

212,902

395

4.000%,

2/01/30

-

BAM

Insured

2/28

at

100.00

AA

413,221

255

Railsplitter

Tobacco

Settlement

Authority,

Illinois,

Tobacco

Settlement

Revenue

Bonds,

Series

2017,

5.000%,

6/01/25

No

Opt.

Call

A

271,292

Southwestern

Illinois

Development

Authority,

Health

Facility

Revenue

Bonds,

Memorial

Group,

Inc.,

Series

2013:

50

7.250%,

11/01/33,

(Pre-refunded

11/01/23)

11/23

at

100.00

N/R

(4)

53,470

95

7.250%,

11/01/36,

(Pre-refunded

11/01/23)

11/23

at

100.00

N/R

(4)

101,594

200

7.625%,

11/01/48,

(Pre-refunded

11/01/23)

11/23

at

100.00

N/R

(4)

214,856

Springfield,

Illinois,

Electric

Revenue

Bonds,

Refunding

Senior

Lien

Series

2015:

255

5.000%,

3/01/33

3/25

at

100.00

A

271,175

160

5.000%,

3/01/34

-

AGM

Insured

3/25

at

100.00

AA

170,064

500

Sterling,

Whiteside

County,

Illinois,

General

Obligation

Bonds,

Alternate

Revenue

Source,

Series

2012,

4.000%,

11/01/22

No

Opt.

Call

A

503,835

15,720

Total

Illinois

16,196,696

Indiana

-

1.4%

80

Indiana

Finance

Authority,

Environmental

Facilities

Revenue

Bonds,

Indianapolis

Power

&

Light

Company

Project,

Refunding

Series

2020A,

0.950%,

12/01/38,

(AMT),

(Mandatory

Put

4/01/26)

No

Opt.

Call

A2

69,549

240

Indiana

Finance

Authority,

Environmental

Revenue

Bonds,

Duke

Energy

Indiana,

Inc.

Project,

Refunding

Series

2009A-1,

4.500%,

5/01/35,

(AMT),

(Mandatory

Put

6/01/32)

5/27

at

100.00

N/R

240,703

10

Indiana

Finance

Authority,

Wastewater

Utility

Revenue

Bonds,

CWA

Authority

Project,

Series

2014A,

5.000%,

10/01/24

No

Opt.

Call

AA

10,645

30

Indiana

Housing

and

Community

Development

Authority,

Single

Family

Mortgage

Revenue

Bonds,

Series

2021A,

2.050%,

7/01/41

7/30

at

100.00

Aaa

22,451

9

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Indiana

(continued)

$

350

Indiana

Housing

and

Community

Development

Authority,

Single

Family

Mortgage

Revenue

Bonds,

Social

PAC

Series

2021B,

2.125%,

7/01/41

7/30

at

100.00

Aaa

$

255,794

140

Indianapolis,

Indiana,

Thermal

Energy

System

Revenue

Bonds,

Refunding

First

Lien

Series

2014A,

5.000%,

10/01/31

10/24

at

100.00

A+

148,677

250

Vanderburgh

County,Indiana,

Redevelopment

District

Tax

Increment

Revenue

bonds,

Refunding

Series

2014,

5.000%,

2/01/29

8/24

at

100.00

A

264,018

100

Whiting,

Indiana,

Environmental

Facilities

Refunding

Revenue

Bonds,

BP

Products

North

America

Inc.

Project,

Refunidng

Series

2019A,

5.000%,

12/01/44,

(AMT),

(Mandatory

Put

6/05/26)

No

Opt.

Call

A2

107,719

600

Whiting,

Indiana,

Environmental

Facilities

Revenue

Bonds,

BP

Products

North

America

Inc.

Project,

Series

2015,

5.000%,

11/01/45,

(AMT),

(Mandatory

Put

11/01/22)

No

Opt.

Call

A2

604,944

1,800

Total

Indiana

1,724,500

Iowa

-

0.2%

200

Iowa

Finance

Authority,

Iowa,

Midwestern

Disaster

Area

Revenue

Bonds,

Iowa

Fertilizer

Company

Project,

Refunding

Series

2022,

4.000%,

12/01/50,

(Mandatory

Put

12/01/32)

12/29

at

103.00

N/R

199,824

100

Iowa

Finance

Authority,

Single

Family

Mortgage

Revenue

Bonds,

Social

Series

2021B,

2.200%,

7/01/41

7/30

at

100.00

AAA

75,707

300

Total

Iowa

275,531

Kansas

-

0.7%

500

Kansas

Development

Finance

Authority,

Hospital

Revenue

Bonds,

Advent

Health

Obligated

Group,

Series

2021B,

5.000%,

11/15/54,

(Mandatory

Put

11/15/28)

No

Opt.

Call

AA

562,355

100

Wyandotte

County/Kansas

City

Unified

Government,

Kansas,

Utility

System

Revenue

Bonds,

Improvement

Series

2012B,

5.000%,

9/01/37,

(Pre-refunded

9/01/22)

9/22

at

100.00

A

(4)

100,578

150

Wyandotte

County/Kansas

City

Unified

Government,

Kansas,

Utility

System

Revenue

Bonds,

Refunding

&

Improvement

Series

2014A,

5.000%,

9/01/22

No

Opt.

Call

A

150,833

100

Wyandotte

County-Kansas

City

Unified

Government,

Kansas,

Sales

Tax

Special

Obligation

Bonds,

Village

East

Project

Areas

2B

3

and

5,

Series

2022,

5.750%,

9/01/39,

144A

3/29

at

103.00

N/R

95,584

850

Total

Kansas

909,350

Kentucky

-

2.0%

30

Ashland,

Kentucky,

Medical

Center

Revenue

Bonds,

Ashland

Hospital

Corporation

d/b/a

King's

Daughters

Medical

Center

Project,

Refunding

Series

2019,

4.000%,

2/01/36

2/30

at

100.00

BBB+

28,262

175

Carroll

County,

Kentucky,

Environmental

Facilities

Revenue

Bonds,

Kentucky

Utilities

Company

Project,

Series

2008A,

2.000%,

2/01/32,

(AMT)

6/31

at

100.00

A1

146,920

320

Henderson,

Kentucky,

Facilities

Revenue

Bonds,

Pratt

Paper

LLC

Project,

Series

2022B,

3.700%,

1/01/32,

(AMT)

No

Opt.

Call

N/R

307,581

550

Kentucky

Economic

Development

Finance

Authority,

Hospital

Revenue

Bonds,

Owensboro

Health,

Refunding

Series

2017A,

5.000%,

6/01/31

6/27

at

100.00

Baa2

579,023

225

Public

Energy

Authority

of

Kentucky,

Gas

Supply

Revenue

Bonds,

Series

2018A,

4.000%,

4/01/48,

(Mandatory

Put

4/01/24)

1/24

at

100.37

A2

227,171

385

Public

Energy

Authority

of

Kentucky,

Gas

Supply

Revenue

Bonds,

Series

2018B,

4.000%,

1/01/49,

(Mandatory

Put

1/01/25)

10/24

at

100.24

A2

389,709

125

Public

Energy

Authority

of

Kentucky,

Gas

Supply

Revenue

Bonds,

Series

2019C-1,

4.000%,

2/01/50,

(Mandatory

Put

2/01/28)

11/27

at

100.47

A1

126,084

Nuveen

Select

Maturities

Municipal

Fund

(continued)

Portfolio

of

Investments

June

30,

2022

(Unaudited)

10

NIM

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Kentucky

(continued)

$

150

Public

Energy

Authority

of

Kentucky,

Gas

Supply

Revenue

Bonds,

Series

2020A,

4.000%,

12/01/50,

(Mandatory

Put

6/01/26)

3/26

at

100.63

A2

$

151,863

500

Trimble

County,

Kentucky,

Pollution

Control

Revenue

Bonds,

Louisville

Gas

and

Electric

Company

Project,

Series

2016A,

1.300%,

9/01/44,

(AMT),

(Mandatory

Put

9/01/27)

No

Opt.

Call

A1

420,280

25

Warren

County,

Kentucky,

Hospital

Revenue

Bonds,

Bowling

Green-

Warren

County

Community

Hospital

Corporation,

Refunding

Series

2013,

5.000%,

4/01/23,

(ETM)

No

Opt.

Call

A+

(4)

25,631

25

Warren

County,

Kentucky,

Hospital

Revenue

Bonds,

Bowling

Green-

Warren

County

Community

Hospital

Corporation,

Refunding

Series

2021A,

5.000%,

4/01/29

No

Opt.

Call

AA-

27,923

2,510

Total

Kentucky

2,430,447

Louisiana

-

3.0%

200

Calcasieu

Parish

Memorial

Hospital

Service

District,

Louisiana,

Revenue

Bonds,

Lake

Charles

Memorial

Hospital,

Refunding

Series

2019,

5.000%,

12/01/39

12/29

at

100.00

BB

205,870

30

Louisiana

Housing

Corporation,

Single

Family

Mortgage

Revenue

Bonds,

Home

Ownership

Program,

Series

2021D,

2.350%,

12/01/41

6/30

at

100.00

N/R

23,036

500

Louisiana

Housing

Corporation,

Single

Family

Mortgage

Revenue

Bonds,

Home

Ownership

Program,

Series

2022A,

3.850%,

12/01/37

,

(WI/DD,

Settling

7/05/22)

6/31

at

100.00

N/R

487,125

525

Louisiana

Local

Government

Environmental

Facilities

and

Community

Development

Authority,

Louisiana,

Revenue

Bonds,

Entergy

Lousiana,

LLC

Project,

Refunding

Series

2021B,

2.500%,

4/01/36

4/26

at

100.00

A

426,888

1,000

Louisiana

Local

Government

Environmental

Facilities

and

Community

Development

Authority,

Revenue

Bonds,

Westlake

Chemical

Corporation

Projects,

Refunding

Series

2017,

3.500%,

11/01/32

11/27

at

100.00

BBB

941,810

160

Louisiana

Publc

Facilities

Authority,

Lousiana,

Revenue

Bonds,

Ochsner

Clinic

Foundation

Project,

Refunding

Series

2017,

5.000%,

5/15/30

5/27

at

100.00

A

170,749

165

Louisiana

Public

Facilities

Authority,

Revenue

Bonds,

Ochsner

Clinic

Foundation

Project,

Refunding

Series

2016,

5.000%,

5/15/29

5/26

at

100.00

A

174,799

415

Louisiana

Public

Facilities

Authority,

Revenue

Bonds,

Ochsner

Clinic

Foundation

Project,

Series

2015,

5.000%,

5/15/24

No

Opt.

Call

A

435,402

80

Louisiana

Stadium

and

Exposition

District,

Revenue

Refunding

Bonds,

Senior

Lien

Series

2013A,

5.000%,

7/01/29

7/23

at

100.00

A2

82,529

140

New

Orleans,

Louisiana,

General

Obligation

Bonds,

Refunding

Series

2015,

5.000%,

12/01/25

No

Opt.

Call

A+

151,428

100

New

Orleans,

Louisiana,

Sewerage

Service

Revenue

Bonds,

Series

2015,

5.000%,

6/01/32,

(Pre-refunded

6/01/25)

6/25

at

100.00

A

(4)

107,872

105

Saint

James

Parish,

Louisiana,

Revenue

Bonds,

NuStar

Logistics,

L.P.

Project,

Series

2010B,

6.100%,

12/01/40,

(Mandatory

Put

6/01/30),

144A

No

Opt.

Call

BB-

116,214

100

Saint

John

the

Baptist

Parish,

Louisiana,

Revenue

Bonds,

Marathon

Oil

Corporation

Project,

Refunding

Series

2017A-3,

2.200%,

6/01/37,

(Mandatory

Put

7/01/26)

No

Opt.

Call

BBB-

93,073

Shreveport,

Louisiana,

Water

and

Sewer

Revenue

Bonds,

Junior

Lien

Series

2019B:

70

5.000%,

12/01/31

-

AGM

Insured

12/28

at

100.00

AA

78,153

165

4.000%,

12/01/33

-

AGM

Insured

12/28

at

100.00

AA

171,338

3,755

Total

Louisiana

3,666,286

11

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Maine

-

0.4%

$

100

Maine

Health

and

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

MaineHealth

Issue,

Series

2020A,

4.000%,

7/01/40

7/30

at

100.00

A+

$

97,875

105

Maine

State

Housing

Authority,

Multifamily

Mortgage

Purchase

Bonds,

Series

2021A,

2.050%,

11/15/41

5/30

at

100.00

AA+

74,217

100

Maine

State

Housing

Authority,

Multifamily

Mortgage

Purchase

Bonds,

Series

2022A,

2.400%,

11/15/41

11/30

at

100.00

N/R

75,252

55

Maine

State

Housing

Authority,

Single

Family

Mortgage

Purchase

Bonds,

Series

2020D,

2.550%,

11/15/40

5/29

at

100.00

AA+

43,349

140

Maine

State

Housing

Authority,

Single

Family

Mortgage

Purchase

Bonds,

Social

Series

2021C,

2.150%,

11/15/41

11/30

at

100.00

AA+

103,832

35

Portland,

Maine,

General

Airport

Revenue

Bonds,

Refunding

Series

2013,

5.000%,

7/01/22

No

Opt.

Call

BBB+

35,000

535

Total

Maine

429,525

Maryland

-

0.9%

335

Baltimore,

Maryland,

Convention

Center

Hotel

Revenue

Bonds,

Refunding

Series

2017,

5.000%,

9/01/30

9/27

at

100.00

CCC

331,282

210

Maryland

Community

Development

Administration

Department

of

Housing

and

Community

Development,

Residential

Revenue

Bonds,

Series

2019C,

2.700%,

9/01/34

3/29

at

100.00

Aa1

184,040

220

Maryland

Community

Development

Administration

Department

of

Housing

and

Community

Development,

Residential

Revenue

Bonds,

Series

2021A,

1.950%,

9/01/41

3/30

at

100.00

Aa1

156,578

175

Maryland

Community

Development

Administration

Department

of

Housing

and

Community

Development,

Residential

Revenue

Bonds,

Series

2021B,

2.100%,

9/01/41

3/30

at

100.00

Aa1

123,527

400

Maryland

Community

Development

Administration

Department

of

Housing

and

Community

Development,

Residential

Revenue

Bonds,

Series

2021C,

2.450%,

9/01/41

9/30

at

100.00

N/R

300,364

1,340

Total

Maryland

1,095,791

Massachusetts

-

0.8%

200

Massachusetts

Development

Finance

Agency

Revenue

Bonds,

Lawrence

General

Hospital

Issue,

Series

2014A,

5.000%,

7/01/27

7/24

at

100.00

B-

194,836

100

Massachusetts

Development

Finance

Agency

Revenue

Refunding

Bonds,

NewBridge

on

the

Charles,

Inc.

Issue,

Series

2017,

4.000%,

10/01/32,

144A

10/22

at

105.00

BB+

102,562

120

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

BBB

(4)

137,524

65

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

CareGroup

Issue,

Series

2018J-2,

5.000%,

7/01/33

7/28

at

100.00

A

69,304

100

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Milford

Regional

Medical

Center

Issue,

Series

2020G,

5.000%,

7/15/36,

144A

7/30

at

100.00

BB+

101,686

35

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Southcoast

Health

System

Obligated

Group

Issue,

Series

2021G,

5.000%,

7/01/37

7/31

at

100.00

A-

37,223

115

Massachusetts

Housing

Finance

Agency,

Single

Family

Housing

Revenue

Bonds,

Series

2019-214,

2.800%,

12/01/39

6/29

at

100.00

AA+

98,616

70

Massachusetts

Housing

Finance

Agency,

Single

Family

Housing

Revenue

Bonds,

Social

Series

2020-220,

2.125%,

12/01/40

6/30

at

100.00

AA+

51,738

65

Massachusetts

Housing

Finance

Agency,

Single

Family

Housing

Revenue

Bonds,

Social

Series

2021-221,

2.200%,

12/01/41

6/30

at

100.00

AA+

47,612

Nuveen

Select

Maturities

Municipal

Fund

(continued)

Portfolio

of

Investments

June

30,

2022

(Unaudited)

12

NIM

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Massachusetts

(continued)

$

65

Massachusetts

Housing

Finance

Agency,

Single

Family

Housing

Revenue

Bonds,

Social

Series

2021-223,

2.350%,

6/01/39

12/30

at

100.00

N/R

$

49,825

100

Massachusetts

State,

General

Obligation

Bonds,

Refunding

Series

2020A,

5.000%,

6/01/44,

(Mandatory

Put

6/01/23)

No

Opt.

Call

Aa1

102,943

1,035

Total

Massachusetts

993,869

Michigan

-

1.9%

400

Detroit

Downtown

Development

Authority,

Michigan,

Tax

Increment

Bonds,

Development  Area

1

Projects,

Refunding

Series

1996B,

0.000%,

7/01/23

No

Opt.

Call

BB+

381,892

165

Detroit,

Michigan,

Senior

Lien

Sewerage

Disposal

System

Revenue

Bonds,

Series

2001B,

5.500%,

7/01/29

-

NPFG

Insured

No

Opt.

Call

A+

183,214

150

Michigan

Finance

Authority,

Local

Government

Loan

Program

Revenue

Bonds,

Detroit

Water

&

Sewerage

Department

Sewage

Disposal

System

Local

Project,

Second

Lien

Series

2015C,

5.000%,

7/01/34

7/25

at

100.00

A+

156,987

50

Michigan

Housing

Development

Authority,

Rental

Housing

Revenue

Bonds,

Series

2018A,

3.800%,

10/01/38

10/27

at

100.00

AA

49,635

270

Michigan

Housing

Development

Authority,

Rental

Housing

Revenue

Bonds,

Series

2021A,

2.250%,

10/01/41

10/30

at

100.00

AA

198,186

265

Michigan

Housing

Development

Authority,

Single

Family

Mortgage

Revenue

Bonds,

Series

2019B,

2.700%,

12/01/34

12/28

at

100.00

AA+

240,034

360

Michigan

Housing

Development

Authority,

Single

Family

Mortgage

Revenue

Bonds,

Series

2020C,

2.600%,

12/01/40

6/30

at

100.00

AA+

289,915

125

Michigan

Housing

Development

Authority,

Single

Family

Mortgage

Revenue

Bonds,

Social

Series

2021A,

2.150%,

12/01/41

12/30

at

100.00

AA+

90,606

25

Michigan

Strategic

Fund,

Limited

Obligation

Revenue

Bonds,

Graphic

Packaging

International,

LLC

Coated

Recycled

Board

Machine

Project,

Green

Series

2021,

4.000%,

10/01/61,

(AMT),

(Mandatory

Put

10/01/26)

No

Opt.

Call

Ba2

24,768

705

Wayne

County

Airport

Authority,

Michigan,

Revenue

Bonds,

Detroit

Metropolitan

Wayne

County

Airport,

Refunding

Series

2015F,

5.000%,

12/01/33,

(AMT)

12/25

at

100.00

A1

734,074

2,515

Total

Michigan

2,349,311

Minnesota

-

0.6%

Duluth

Economic

Development

Authority,

Minnesota,

Health

Care

Facilities

Revenue

Bonds,

Essentia

Health

Obligated

Group,

Series

2018A:

135

4.250%,

2/15/43

2/28

at

100.00

A-

129,408

10

4.250%,

2/15/48

2/28

at

100.00

A-

9,389

77

Minnesota

Housing

Finance

Agency,

Homeownership

Finance

Bonds,

Mortgage-Backed

Securities

Program,

Series

2017E,

2.850%,

6/01/47

7/26

at

100.00

Aaa

74,934

105

Minnesota

Housing

Finance

Agency,

Residential

Housing

Finance

Bonds,

Series

2020E,

2.500%,

7/01/40

7/29

at

100.00

AA+

88,939

70

Minnesota

Housing

Finance

Agency,

Residential

Housing

Finance

Bonds,

Series

2020I,

2.000%,

7/01/40

1/30

at

100.00

AA+

53,541

100

Minnesota

Housing

Finance

Agency,

Residential

Housing

Finance

Bonds,

Series

2021D,

2.200%,

7/01/41

7/30

at

100.00

AA+

77,972

115

Minnesota

Housing

Finance

Agency,

Residential

Housing

Finance

Bonds,

Series

2021H,

2.350%,

7/01/41

1/31

at

100.00

N/R

94,022

175

White

Bear

Lake

Independent

School

District

624,

Ramsey

County,

Minnesota,

General

Obligation

Bonds,

Facilities

Maintenance

Series

2021A,

2.000%,

2/01/28

2/27

at

100.00

AAA

167,734

787

Total

Minnesota

695,939

13

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Mississippi

-

0.2%

$

130

Mississippi

Business

Finance

Corporation,

Pollution

Control

Revenue,

Mississippi

Power,

Series

2002,

3.200%,

9/01/28

3/24

at

100.00

A-

$

128,818

30

Mississippi

Home

Corporation,

Single

Family

Mortgage

Revenue

Bonds,

Series

2021A,

2.000%,

12/01/40

6/30

at

100.00

Aaa

22,501

45

Mississippi

State,

Gaming

Tax

Revenue

Bonds,

Series

2019A,

5.000%,

10/15/23

No

Opt.

Call

A+

46,628

205

Total

Mississippi

197,947

Missouri

-

0.2%

100

Branson

Industrial

Development

Authority,

Missouri,

Tax

Increment

Revenue

Bonds,

Branson

Shoppes

Redevelopment

Project,

Refunding

Series

2017A,

4.000%,

11/01/26

11/25

at

100.00

N/R

96,375

100

Missouri

Health

and

Educational

Facilities

Authority,

Educational

Facilities

Revenue

Bonds,

Saint

Louis

College

of

Pharmacy,

Series

2013,

5.250%,

5/01/33

5/23

at

100.00

BBB

102,854

30

Missouri

Health

and

Educational

Facilities

Authority,

Educational

Facilities

Revenue

Bonds,

Saint

Louis

College

of

Pharmacy,

Series

2015B,

4.000%,

5/01/32

11/23

at

100.00

BBB

30,808

60

Missouri

Housing

Development

Commission,

Single

Family

Mortgage

Revenue

Bonds,

First

Place

Homeownership

Loan

Program,

Series

2021B,

2.000%,

11/01/41

5/30

at

100.00

AA+

44,321

290

Total

Missouri

274,358

Montana

-

0.4%

260

Billings,

Montana,

Tax

Increment

Urban

Renewal

Revenue

Bonds,

Expanded

North

27th

Street,

Series

2013A,

5.000%,

7/01/33

1/23

at

100.00

N/R

260,764

325

Forsyth,

Montana

Pollution

Control

Revenue

Bonds,

Portland

General

Electric

Company

Project,

Refunding

Series

1998A,

2.125%,

5/01/33

3/30

at

102.00

A1

270,511

25

Montana

Board

of

Housing,

Single

Family

Mortgage

Bonds,

Series

2021B,

2.000%,

12/01/41

12/30

at

100.00

AA+

18,731

610

Total

Montana

550,006

National

-

0.1%

69

Freddie

Mac

Multi-Family

ML

Certificates,

Series

ML

08,

Series

2021,

1.877%,

7/25/37

No

Opt.

Call

AA+

57,017

Nebraska

-

0.8%

100

Central

Plains

Energy

Project,

Nebraska,

Gas

Project

4

Revenue

Bonds,

Series

2018A,

5.000%,

3/01/50,

(Mandatory

Put

1/01/24)

10/23

at

100.43

A2

103,006

75

Nebraska

Investment

Finance

Authority,

Single

Family

Housing

Revenue

Bonds,

Series

2019D,

2.600%,

9/01/34

3/29

at

100.00

AA+

67,368

515

Nebraska

Investment

Finance

Authority,

Single

Family

Housing

Revenue

Bonds,

Series

2020A,

2.300%,

9/01/32

3/29

at

100.00

AA+

468,392

230

Nebraska

Investment

Finance

Authority,

Single

Family

Housing

Revenue

Bonds,

Series

2021C,

2.300%,

9/01/41

9/30

at

100.00

AA+

175,548

100

Sarpy

County,

Nebraska,

Limited

Tax

Highway

Allocation

Fund

Pledge

Bonds,

Series

2021,

2.000%,

6/01/27

6/26

at

100.00

Aaa

96,030

140

Saunders

County

School

District

1,

Ashland-Greenwood,

Nebraska,

General

Obligation

Bonds,

Series

2021,

2.000%,

12/15/50

12/30

at

100.00

A+

83,590

1,160

Total

Nebraska

993,934

Nuveen

Select

Maturities

Municipal

Fund

(continued)

Portfolio

of

Investments

June

30,

2022

(Unaudited)

14

NIM

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Nevada

-

0.3%

$

200

Clark

County,

Nevada,

General

Obligation

Bonds,

Flood

Control

Series

2014,

4.000%,

11/01/33,

(Pre-refunded

11/01/24)

11/24

at

100.00

AA+

(4)

$

208,658

65

Las

Vegas

Convention

and

Visitors

Authority,

Nevada,

Revenue

Bonds,

Refunding

Series

2017B,

4.000%,

7/01/34

7/27

at

100.00

Aa3

67,021

100

Nevada

Housing

Division,

Single

Family

Housing

Mortgage

Revenue

Bonds,

Refunding

Series

2021A,

2.200%,

10/01/41

10/30

at

100.00

AA+

76,622

65

Sparks,

Nevada,

Sales

Tax

Revenue

Bonds,

Tourism

Improvement

District

1

Legends

at

Sparks

Marina,

Refunding

Senior

Series

2019A,

2.750%,

6/15/28,

144A

No

Opt.

Call

Ba2

58,319

430

Total

Nevada

410,620

New

Hampshire

-

0.8%

251

National

Finance

Authority,

New

Hampshire,

Municipal

Certificates

Series

2020-1

Class

A,

4.125%,

1/20/34

No

Opt.

Call

BBB

247,221

405

National

Finance

Authority,

New

Hampshire,

Municipal

Certificates

Series

2022-1

Class

A,

4.375%,

9/20/36

No

Opt.

Call

N/R

388,917

215

National

Finance

Authority,

New

Hampshire,

Pollution

Control

Revenue

Bonds,

New

York

State

Electric

&

Gas

Corporation

Project,

Refunding

Series

2022A,

4.000%,

12/01/28,

(AMT)

No

Opt.

Call

N/R

215,523

115

New

Hampshire

Business

Finance

Authority,

Water

Facility

Revenue

Bonds,

Pennichuck

Water

Works

Inc.

Project

,

Series

2015A.,

4.250%,

1/01/36,

(Pre-refunded

1/01/26),

(AMT)

1/26

at

100.00

N/R

(4)

121,787

986

Total

New

Hampshire

973,448

New

Jersey

-

5.8%

535

Camden

County

Improvement

Authority,

New

Jersey,

Health

Care

Redevelopment

Revenue

Bonds,

Cooper

Health

System

Obligated

Group

Issue,

Refunding

Series

2014A,

5.000%,

2/15/30

2/24

at

100.00

BBB+

546,577

155

Gloucester

County

Pollution

Control

Financing

Authority,

New

Jersey,

Pollution

Control

Revenue

Bonds,

Logan

Project,

Refunding

Series

2014A,

5.000%,

12/01/24,

(AMT),

(ETM)

No

Opt.

Call

BBB-

(4)

162,119

220

New

Jersey

Economic

Development

Authority,

Private

Activity

Bonds,

The

Goethals

Bridge

Replacement

Project,

Series

2013,

5.000%,

1/01/28,

(AMT)

1/24

at

100.00

A2

224,541

1,000

New

Jersey

Economic

Development

Authority,

School

Facilities

Construction

Bonds,

Refunding

Series

2015XX,

5.000%,

6/15/27

6/25

at

100.00

Baa1

1,047,200

200

New

Jersey

Economic

Development

Authority,

Special

Facilities

Revenue

Bonds,

Continental

Airlines

Inc.,

Series

1999,

5.250%,

9/15/29,

(AMT)

8/22

at

101.00

Ba3

202,308

125

New

Jersey

Economic

Development

Authority,

Water

Facilities

Revenue

Bonds,

New

Jersey-American

Water

Company

Inc.

Project,

Refunding

Series

2019A,

2.200%,

10/01/39,

(AMT),

(Mandatory

Put

12/03/29)

12/29

at

100.00

A+

110,383

100

New

Jersey

Economic

Development

Authority,

Water

Facilities

Revenue

Bonds,

New

Jersey-American

Water

Company

Inc.

Project,

Refunding

Series

2020D,

1.100%,

11/01/29,

(AMT),

(Mandatory

Put

12/01/27)

No

Opt.

Call

A+

86,936

520

New

Jersey

Higher

Education

Student

Assistance

Authority,

Student

Loan

Revenue

Bonds,

Senior

Lien

Series

2017-1A,

3.750%,

12/01/31,

(AMT)

12/26

at

100.00

Aaa

521,518

New

Jersey

State,

General

Obligation

Bonds,

Covid-19

Emergency

Series

2020A:

160

5.000%,

6/01/29

No

Opt.

Call

A3

179,928

145

4.000%,

6/01/30

No

Opt.

Call

A3

153,369

200

4.000%,

6/01/32

No

Opt.

Call

A3

210,616

1,280

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

System

Bonds,

Capital

Appreciation

Series

2010A,

0.000%,

12/15/33

No

Opt.

Call

Baa1

783,066

15

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

New

Jersey

(continued)

$

1,590

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

System

Bonds,

Series

2010D,

5.000%,

12/15/23

No

Opt.

Call

Baa1

$

1,653,743

175

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

System

Bonds,

Series

2019AA,

3.750%,

6/15/33

12/28

at

100.00

Baa1

167,526

150

New

Jersey

Turnpike

Authority,

Turnpike

Revenue

Bonds,

Series

2020D,

5.000%,

1/01/28

No

Opt.

Call

A+

163,508

105

Salem

County

Pollution

Control

Financing

Authority,

New

Jersey,

Pollution

Control

Revenue

Bonds,

Chambers

Project,

Refunding

Series

2014A,

5.000%,

12/01/23,

(AMT),

(ETM)

No

Opt.

Call

BBB

(4)

107,984

Tobacco

Settlement

Financing

Corporation,

New

Jersey,

Tobacco

Settlement

Asset-Backed

Bonds,

Series

2018A:

670

5.000%,

6/01/29

6/28

at

100.00

A

718,883

100

5.000%,

6/01/31

6/28

at

100.00

A-

106,350

7,430

Total

New

Jersey

7,146,555

New

Mexico

-

0.4%

45

New

Mexico

Mortgage

Finance

Authority,

Single

Family

Mortgage

Program

Bonds,

Class

1

Series

2019D,

2.800%,

7/01/34

1/29

at

100.00

Aaa

41,361

100

New

Mexico

Mortgage

Finance

Authority,

Single

Family

Mortgage

Program

Bonds,

Class

1

Series

2021C,

2.100%,

7/01/41

7/30

at

100.00

Aaa

77,206

325

New

Mexico

Municipal

Energy

Acquisition

Authority,

Gas

Supply

Revenue

Bonds,

Refunding

&

Acquisition

Sub-Series

2019A,

5.000%,

11/01/39,

(Mandatory

Put

5/01/25)

2/25

at

100.73

Aa2

342,553

470

Total

New

Mexico

461,120

New

York

-

5.1%

Buffalo

and

Erie

County

Industrial

Land

Development

Corporation,

New

York,

Revenue

Bonds,

Catholic

Health

System,

Inc.

Project,

Series

2015:

210

5.000%,

7/01/23

No

Opt.

Call

BBB

213,196

205

5.000%,

7/01/24

No

Opt.

Call

BBB

209,926

120

Build

NYC

Resource

Corporation,

New

York,

Revenue

Bonds,

Family

Life

Academy

Charter

School,

Series

2020B-1,

5.000%,

6/01/40,

144A

12/30

at

100.00

N/R

105,494

200

Dormitory

Authority

of

the

State

of

New

York,

Revenue

Bonds,

Orange

Regional

Medical

Center

Obligated

Group,

Series

2017,

5.000%,

12/01/28,

144A

6/27

at

100.00

BBB-

213,352

750

Genesee

County

Funding

Corporation,

New

York,

Revenue

Bonds,

Rochester

Regional

Health

Project,

Series

2022A,

5.000%,

12/01/36

12/32

at

100.00

N/R

784,200

Long

Island

Power

Authority,

New

York,

Electric

System

General

Revenue

Bonds,

Series

2000A:

170

0.000%,

6/01/24

-

AGM

Insured

No

Opt.

Call

AA

162,539

375

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Bond

Anticipation

Note

Series

2019D-1,

5.000%,

9/01/22

No

Opt.

Call

N/R

377,025

155

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Bond

Anticipation

Note

Series

2020A-1,

5.000%,

2/01/23

No

Opt.

Call

N/R

157,655

120

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Refunding

Green

Climate

Certified

Series

2020E,

5.000%,

11/15/33

11/30

at

100.00

A3

126,900

60

Monroe

County

Industrial

Development

Corporation,

New

York,

Revenue

Bonds,

Saint

Ann's

Community

Project,

Series

2019,

5.000%,

1/01/40

1/26

at

103.00

N/R

53,496

105

New

York

City

Housing

Development

Corporation,

New

York,

Multifamily

Housing

Revenue

Bonds,

Sustainable

Neighborhood

Series

2019A-3A,

1.125%,

5/01/60,

(Mandatory

Put

11/01/24)

7/22

at

100.00

AA+

101,004

Nuveen

Select

Maturities

Municipal

Fund

(continued)

Portfolio

of

Investments

June

30,

2022

(Unaudited)

16

NIM

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

New

York

(continued)

New

York

City

Industrial

Development

Agency,

New

York,

PILOT

Payment

in

Lieu

of

Taxes

Revenue

Bonds,

Queens

Baseball

Stadium

Project,

Refunding

Series

2021A:

$

25

4.000%,

1/01/32

-

AGM

Insured

1/31

at

100.00

AA

$

25,684

135

3.000%,

1/01/33

-

AGM

Insured

1/31

at

100.00

AA

126,125

350

New

York

City,

New

York,

General

Obligation

Bonds,

Fiscal

2021

Series

A-1,

5.000%,

8/01/29

No

Opt.

Call

AA

399,938

100

New

York

State

Housing

Finance

Agency,

Affordable

Housing

Revenue

Bonds,

Climate

Bond

Certified/Green

Bond

Series

2018I,

3.625%,

11/01/33

11/27

at

100.00

Aa2

98,254

215

New

York

State

Housing

Finance

Agency,

Affordable

Housing

Revenue

Bonds,

Climate

Bond

Certified/Sustainability

Series

2019P,

2.600%,

11/01/34

5/28

at

100.00

Aa2

185,014

215

New

York

State

Housing

Finance

Agency,

Affordable

Housing

Revenue

Bonds,

Refunding

Series

2019C,

3.500%,

11/01/34

5/28

at

100.00

Aa2

209,761

120

New

York

State

Mortgage

Agency,

Homeowner

Mortgage

Revenue

Bonds,

Series

223,

2.650%,

10/01/34

10/28

at

100.00

Aa1

105,552

100

New

York

State

Mortgage

Agency,

Homeowner

Mortgage

Revenue

Bonds,

Series

225,

2.300%,

10/01/40

10/29

at

100.00

Aa1

75,752

80

New

York

State

Mortgage

Agency,

Homeowner

Mortgage

Revenue

Bonds,

Series

233,

2.200%,

4/01/36

4/30

at

100.00

Aa1

64,246

245

New

York

State

Mortgage

Agency,

Homeowner

Mortgage

Revenue

Bonds,

Social

Series

239,

2.450%,

10/01/41

10/30

at

100.00

N/R

184,865

245

New

York

State

Mortgage

Agency,

Homeowner

Mortgage

Revenue

Bonds,

Social

Series

242,

2.950%,

10/01/37

4/31

at

100.00

N/R

212,623

New

York

Transportation

Development

Corporation,

New

York,

Special

Facilities

Bonds,

LaGuardia

Airport

Terminal

B

Redevelopment

Project,

Series

2016A:

135

4.000%,

7/01/32,

(AMT)

7/24

at

100.00

BBB

130,569

230

4.000%,

7/01/33,

(AMT)

7/24

at

100.00

BBB

220,793

185

5.000%,

7/01/34,

(AMT)

7/24

at

100.00

BBB

190,184

100

5.000%,

7/01/41,

(AMT)

7/24

at

100.00

BBB

102,402

70

4.000%,

7/01/46

-

AGM

Insured,

(AMT)

7/24

at

100.00

AA

64,267

500

5.000%,

7/01/46,

(AMT)

7/24

at

100.00

BBB

511,045

500

New

York

Transportation

Development

Corporation,

New

York,

Special

Facility

Revenue

Bonds,

Terminal

4

John

F

Kennedy

International

Airport

Project,

Series

2022,

5.000%,

12/01/29,

(AMT)

No

Opt.

Call

N/R

530,630

60

New

York

Transportation

Development

Corporation,

New

York,

Special

Facility

Revenue

Refunding

Bonds,

Terminal

One

Group

Association,

L.P.

Project,

Series

2015,

5.000%,

1/01/23,

(AMT)

No

Opt.

Call

BBB

60,659

140

Westchester

County

Local

Development

Corporation,

New

York,

Revenue

Bond,

Purchase

Senior

Learning

Community,

Inc.

Project,

Accd

Inv,

Series

2021B-EFRB,

3.600%,

7/01/29

No

Opt.

Call

N/R

127,330

115

Westchester

County

Local

Development

Corporation,

New

York,

Revenue

Bond,

Purchase

Senior

Learning

Community,

Inc.

Project,

Accd

Inv,

Series

2021C-EFRB,

3.200%,

7/01/28,

144A

No

Opt.

Call

N/R

104,343

6,335

Total

New

York

6,234,823

North

Carolina

-

1.4%

90

North

Carolina

Housing

Finance

Agency,

Home

Ownership

Revenue

Bonds,

1998

Trust

Agreement,

Series

2020-43,

2.800%,

1/01/40

1/29

at

100.00

AA+

76,313

1,340

North

Carolina

Municipal

Power

Agency

1,

Catawba

Electric

Revenue

Bonds,

Series

2015C,

5.000%,

1/01/29

1/26

at

100.00

A

1,436,708

17

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

North

Carolina

(continued)

$

250

North

Carolina

Turnpike

Authority,

Monroe

Expressway

Toll  Revenue

Bonds,

Capital

Appreciation

Series

2017C,

0.000%,

7/01/27

7/26

at

96.08

BBB

$

205,282

1,680

Total

North

Carolina

1,718,303

North

Dakota

-

0.6%

270

Horace,

Cass

County,

North

Dakota,

General

Obligation

Bonds,

Refunding

Improvement

Series

2021,

3.000%,

5/01/46

5/27

at

100.00

Baa2

205,389

60

North

Dakota

Housing

Finance

Agency,

Home

Mortgage

Finance

Program

Bonds,

Series

2019C,

3.200%,

7/01/39

7/28

at

100.00

Aa1

54,899

55

North

Dakota

Housing

Finance

Agency,

Home

Mortgage

Finance

Program

Bonds,

Series

2020A,

2.700%,

7/01/35

7/29

at

100.00

Aa1

50,883

100

North

Dakota

Housing

Finance

Agency,

Home

Mortgage

Finance

Program

Bonds,

Series

2020B,

2.350%,

7/01/40

1/30

at

100.00

Aa1

79,881

100

North

Dakota

Housing

Finance

Agency,

Home

Mortgage

Finance

Program

Bonds,

Series

2021A,

2.250%,

7/01/41

7/30

at

100.00

Aa1

77,266

200

Ward

County

Health

Care,

North

Dakota,

Revenue

Bonds,

Trinity

Obligated

Group,

Series

2017C,

5.000%,

6/01/28

No

Opt.

Call

BBB-

216,898

785

Total

North

Dakota

685,216

Ohio

-

5.8%

100

American

Municipal

Power

Inc.,

Ohio,

Fremont

Energy

Center

Revenue

Bonds,

Refunding

Series

2021A,

5.000%,

2/15/34

2/31

at

100.00

N/R

112,284

Buckeye

Tobacco

Settlement

Financing

Authority,

Ohio,

Tobacco

Settlement

Asset-Backed

Revenue

Bonds,

Refunding

Senior

Lien

Series

2020A-2

Class

1:

155

5.000%,

6/01/28

No

Opt.

Call

A

166,922

75

5.000%,

6/01/30

No

Opt.

Call

A

81,615

200

5.000%,

6/01/31

6/30

at

100.00

A-

216,390

130

5.000%,

6/01/32

6/30

at

100.00

A-

140,266

515

5.000%,

6/01/35

6/30

at

100.00

A-

551,380

100

5.000%,

6/01/36

6/30

at

100.00

A-

106,895

100

4.000%,

6/01/48

6/30

at

100.00

BBB+

91,109

200

Buckeye

Tobacco

Settlement

Financing

Authority,

Ohio,

Tobacco

Settlement

Asset-Backed

Revenue

Bonds,

Refunding

Senior

Lien

Series

2020B-2

Class

2,

5.000%,

6/01/55

6/30

at

100.00

N/R

188,618

150

Columbus,

Ohio,

General

Obligation

Bonds,

Various

Purpose

Series

2019A,

5.000%,

4/01/27

No

Opt.

Call

AAA

168,173

480

Fairfield

County,

Ohio,

Hospital

Facilities

Revenue

Bonds,

Fairfield

Medical

Center

Project,

Series

2013,

5.000%,

6/15/43

6/23

at

100.00

Ba2

481,598

20

Montgomery

County,

Ohio,

Hospital

Facilities

Revenue

Bonds,

Kettering

Health

Network

Obligated

Group

Project,

Refunding

&

Improvement

Series

2021,

3.000%,

8/01/40

2/31

at

100.00

A+

16,490

35

New

Albany

Community

Authority,

Ohio,

Community

Facilities

Revenue

Refunding

Bonds,

Series

2012C,

5.000%,

10/01/22

No

Opt.

Call

Aa3

35,301

45

Ohio

Air

Quality

Development

Authority,

Ohio,

Air

Quality

Development

Revenue

Bonds,

FirstEnergy

Generation

Corporation

Project,

Series

2009A,

5.700%,

8/01/22

No

Opt.

Call

N/R

56

100

Ohio

Air

Quality

Development

Authority,

Ohio,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Generation

Corporation

Project,

Refunding

Series

2009B,

3.100%,

3/01/23

No

Opt.

Call

N/R

125

425

Ohio

Air

Quality

Development

Authority,

Ohio,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Generation

Project,

Refunding

Series

2006A,

3.750%,

12/01/23

(6)

No

Opt.

Call

N/R

531

Nuveen

Select

Maturities

Municipal

Fund

(continued)

Portfolio

of

Investments

June

30,

2022

(Unaudited)

18

NIM

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Ohio

(continued)

$

90

Ohio

Air

Quality

Development

Authority,

Ohio,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generation

Corporation

Project,

Refunding

Series

2010A,

3.125%,

7/01/33

(6)

No

Opt.

Call

N/R

$

112

130

Ohio

Air

Quality

Development

Authority,

Ohio,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generation

Project,

Refunding

Series

2006B,

3.625%,

12/01/33

(6)

No

Opt.

Call

N/R

162

335

Ohio

Air

Quality

Development

Authority,

Ohio,

Revenue

Bonds,

American

Electric

Power

Company

Project,

Refunding

Series

2005A,

2.100%,

1/01/29,

(AMT),

(Mandatory

Put

10/01/24)

No

Opt.

Call

BBB+

325,198

225

Ohio

Air

Quality

Development

Authority,

Ohio,

Revenue

Bonds,

American

Electric

Power

Company

Project,

Refunding

Series

2007A,

2.500%,

8/01/40,

(AMT),

(Mandatory

Put

10/01/29)

No

Opt.

Call

BBB+

203,308

350

Ohio

Air

Quality

Development

Authority,

Ohio,

Revenue

Bonds,

American

Electric

Power

Company

Project,

Refunding

Series

2007B,

2.500%,

11/01/42,

(AMT),

(Mandatory

Put

10/01/29)

No

Opt.

Call

BBB+

316,256

100

Ohio

Air

Quality

Development

Authority,

Ohio,

Revenue

Bonds,

American

Electric

Power

Company

Project,

Refunding

Series

2014B,

2.600%,

6/01/41,

(AMT),

(Mandatory

Put

10/01/29)

10/24

at

100.00

BBB+

90,981

100

Ohio

Air

Quality

Development

Authority,

Ohio,

Revenue

Bonds,

American

Electric

Power

Company

Project,

Refunding

Series

2014D,

1.900%,

5/01/26,

(Mandatory

Put

10/01/24)

No

Opt.

Call

BBB+

96,752

350

Ohio

Air

Quality

Development

Authority,

Ohio,

Revenue

Bonds,

Dayton

Power

&

Light

Company

Project,

Refunding

Collateralized

Series

2015A,

4.250%,

11/01/40,

(AMT),

(Mandatory

Put

6/01/27)

No

Opt.

Call

N/R

353,227

200

Ohio

Air

Quality

Development

Authority,

Ohio,

Revenue

Bonds,

Dueke

Energy

Corporation

Project,

Refunding

Series

2022A,

4.250%,

11/01/39,

(AMT),

(Mandatory

Put

6/01/27)

No

Opt.

Call

N/R

202,734

45

Ohio

Air

Quality

Development

Authority,

Ohio,

Revenue

Bonds,

Pratt

Paper

Ohio,

LLC

Project,

Series

2017,

3.750%,

1/15/28,

(AMT),

144A

No

Opt.

Call

N/R

45,715

25

Ohio

Higher

Educational

Facility

Commission,

Senior

Hospital

Parking

Revenue

Bonds,

University

Circle

Incorporated

2020

Project,

Series

2020,

5.000%,

1/15/37

1/30

at

100.00

A3

25,903

110

Ohio

Housing

Finance

Agency,

Residential

Mortgage

Revenue

Bonds,

Mortgage-Backed

Securities

Program,

Series

2019B,

3.000%,

9/01/39

9/28

at

100.00

Aaa

99,129

70

Ohio

Housing

Finance

Agency,

Residential

Mortgage

Revenue

Bonds,

Mortgage-Backed

Securities

Program,

Series

2020A,

2.750%,

9/01/40

3/29

at

100.00

Aaa

67,985

25

Ohio

Housing

Finance

Agency,

Residential

Mortgage

Revenue

Bonds,

Mortgage-Backed

Securities

Program,

Series

2020B,

2.250%,

9/01/40

9/29

at

100.00

Aaa

21,705

2,505

Ohio

State,

Turnpike

Revenue

Bonds,

Ohio

Turnpike

and

Infrastructutre

Commission

Infrastructure

Projects,

Junior

Lien,

Capital

Appreciation

Series

2013A-3,

0.000%,

2/15/34

(5)

2/31

at

100.00

Aa3

2,820,881

120

Ohio

Water

Development

Authority,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Generating

Corporation

Project,

Refunding

Series

2006A,

3.000%,

5/15/49

(6)

No

Opt.

Call

N/R

150

230

Ohio

Water

Development

Authority,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generating

Corporation

Project,

Refunding

Series

2005B,

4.000%,

1/01/34

(6)

No

Opt.

Call

N/R

288

110

Ohio

Water

Development

Authority,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generating

Corporation

Project,

Refunding

Series

2008B,

3.625%,

10/01/33

No

Opt.

Call

N/R

137

220

Ohio

Water

Development

Authority,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generating

Corporation

Project,

Refunding

Series

2010A,

3.750%,

7/01/33

(6)

No

Opt.

Call

N/R

275

19

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Ohio

(continued)

$

235

Ohio

Water

Development

Authority,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generating

Corporation

Project,

Refunding

Series

2010C,

4.000%,

6/01/33

No

Opt.

Call

N/R

$

294

110

Ohio

Water

Development

Authority,

Pollution

Control

Revenue

Refunding

Bonds,

FirstEnergy

Nuclear

Generating

Corporation

Project,

Series

2006B,

4.000%,

12/01/33

(6)

No

Opt.

Call

N/R

137

100

Toledo-Lucas

County

Port

Authority,

Ohio,

Development

Revenue

Bonds,

Northwest

Ohio

Bond

Fund,

HB

Magruder

Memorial

Hospital

Project,

Series

2021F,

2.250%,

11/15/36

5/28

at

100.00

N/R

76,991

85

Tuscarawas

County

Economic

Development

and

Finance

Alliance,

Ohio,

Higher

Education

Facilities

Revenue

Bonds,

Ashland

University,

Refunding

&

Improvement

Series

2015,

5.375%,

3/01/27

3/25

at

100.00

N/R

86,390

8,700

Total

Ohio

7,192,463

Oklahoma

-

2.0%

75

Bryan

County

School

Finance

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Durant

Public

Schools

Project,

Refunding

Series

2020,

4.000%,

12/01/28

No

Opt.

Call

A

80,579

115

Bryan

County

School

Finance

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Durant

Public

Schools

Project,

Series

2020,

2.750%,

9/01/31

9/30

at

100.00

A

109,420

800

Caddo

County

Governmental

Building

Authority,

Oklahoma,

Sales

Tax

Revenue

Bonds,

Refunding

Series

2018,

3.625%,

9/01/33

9/28

at

100.00

BBB+

752,392

100

Cleveland

County

Public

Facilities

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Moore

Norman

Technology

Center

Project,

Series

2021,

4.000%,

5/01/35

5/31

at

100.00

N/R

104,431

250

Comanche

County

Educational

Facilities

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Elgin

Public

Schools

Project,

Series

2017A,

5.000%,

12/01/31

12/27

at

100.00

A

276,375

Oklahoma

Development

Finance

Authority,

Health

System

Revenue

Bonds,

OU

Medicine

Project,

Series

2018B:

220

5.000%,

8/15/28

No

Opt.

Call

Baa3

217,818

150

5.500%,

8/15/57

8/28

at

100.00

Baa3

136,255

45

Oklahoma

Housing

Finance

Agency,

Single

Family

Mortgage

Revenue

Bonds,

Homeownership

Loan

Program,

Series

2020A,

2.650%,

9/01/35

3/29

at

100.00

Aaa

44,776

500

Oklahoma

Housing

Finance

Agency,

Single

Family

Mortgage

Revenue

Bonds,

Homeownership

Loan

Program,

Series

2022A,

3.800%,

9/01/37

3/31

at

100.00

N/R

476,810

110

Tulsa

County

Industrial

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Broken

Arrow

Public

Schools

Project,

Series

2021A,

4.000%,

9/01/31

No

Opt.

Call

N/R

117,795

140

Weatherford

Industrial

Trust

Educational,

Oklahoma,

Facilities

Lease

Revenue

Bonds,

Weatherford

Public

Schools

Project,

Series

2019,

5.000%,

3/01/31

3/29

at

100.00

A-

157,473

2,505

Total

Oklahoma

2,474,124

Oregon

-

1.3%

1,265

Beaverton

School

District

48J,

Washington

and

Multnomah

Counties,

Oregon,

General

Obligation

Bonds,

Deferred

Interest

Series

2017B,

0.000%,

6/15/31

6/27

at

85.82

AA+

912,090

25

Clackamas

County

Hospital

Facility

Authority,

Oregon,

Revenue

Bonds,

Rose

Villa

Inc.,

Series

2020B-1,

3.250%,

11/15/25

7/22

at

100.00

N/R

24,254

250

Oregon

Health

and

Science

University,

Revenue

Bonds,

Green

Series

2021B-1,

5.000%,

7/01/46,

(Mandatory

Put

2/01/30)

11/29

at

100.00

N/R

273,235

Nuveen

Select

Maturities

Municipal

Fund

(continued)

Portfolio

of

Investments

June

30,

2022

(Unaudited)

20

NIM

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Oregon

(continued)

$

95

Oregon

Housing

and

Community

Services

Department,

Single

Family

Mortgage

Revenue

Bonds,

Series

2021A,

2.250%,

7/01/41

7/30

at

100.00

Aa2

$

72,018

360

Oregon

State  Business

Development

Commission,

Recovery

Zone

Facility

Revenue

Bonds,

Intel

Corporation

Project,

232

Series

2010,

2.400%,

12/01/40,

(Mandatory

Put

8/14/23)

No

Opt.

Call

A+

361,019

1,995

Total

Oregon

1,642,616

Pennsylvania

-

5.2%

100

Allegheny

County

Higher

Education

Building

Authority,

Pennsylvania,

Revenue

Bonds,

Carnegie

Mellon

University,

Series

2020A,

5.000%,

2/01/30

No

Opt.

Call

AA

115,662

100

Allentown

Neighborhood

Improvement

Zone

Development

Authority,

Pennsylvania,

Tax

Revenue

Bonds,

City

Center

Project,

Series

2018,

5.000%,

5/01/28,

144A

No

Opt.

Call

Ba3

102,938

220

Beaver

County

Industrial

Development

Authority,

Pennsylvania,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generation

Project,

Refunding

Series

2008A,

2.700%,

4/01/35

(6)

No

Opt.

Call

N/R

275

Berks

County

Industrial

Development

Authority,

Pennsylvania,

Health

System

Revenue

Bonds,

Tower

Health

Project,

Series

2017:

115

5.000%,

11/01/29

11/27

at

100.00

BB-

114,852

145

4.000%,

11/01/32

11/27

at

100.00

BB-

133,101

115

3.750%,

11/01/42

11/27

at

100.00

BB-

82,511

330

Berks

County

Municipal

Authority,

Pennsylvania,

Revenue

Bonds,

Tower

Health

Project,

Series

2020B-3,

5.000%,

2/01/40,

(Mandatory

Put

2/01/30)

8/29

at

101.50

BB-

315,176

500

Commonwealth

Financing

Authority,

Pennsylvania,

State

Appropriation

Lease

Bonds,

Master

Settlement,

Series

2018,

4.000%,

6/01/39

-

AGM

Insured

6/28

at

100.00

AA

481,605

105

Geisinger

Authority,

Montour

County,

Pennsylvania,

Health

System

Revenue

Bonds,

Geisinger

Health

System,

Series

2020B,

5.000%,

4/01/43,

(Mandatory

Put

2/15/27)

8/26

at

100.00

AA-

113,661

240

Lehigh

County

Industrial

Development

Authority,

Pennsylvania,

Pollution

Control

Revenue

Bonds,

Pennsylvania

Power

and

Light

Company,

Series

2016A,

1.800%,

9/01/29,

(Mandatory

Put

9/01/22)

No

Opt.

Call

A1

239,820

455

Lehigh

County

Industrial

Development

Authority,

Pennsylvania,

Pollution

Control

Revenue

Bonds,

Pennsylvania

Power

and

Light

Company,

Series

2016B,

1.800%,

2/15/27,

(Mandatory

Put

8/15/22)

No

Opt.

Call

A1

454,750

190

Luzerne

County

Industrial

Development

Authority,

Pennsylvania,

Revenue

Bonds,

Pennsylvania-American

Water

Company

Project,

Refunding

Series

2019,

2.450%,

12/01/39,

(AMT),

(Mandatory

Put

12/03/29)

12/29

at

100.00

A+

179,938

5

Pennsylvania

Economic

Development

Financing

Authority,

Exempt

Facilities

Revenue

Bonds,

Shippingport

Project,

First

Energy

Guarantor.,

Series

2006A,

2.550%,

11/01/41

(6)

No

Opt.

Call

N/R

6

500

Pennsylvania

Economic

Development

Financing

Authority,

Parking

System

Revenue

Bonds,

Capitol

Region

Parking

System,

Junior

Guaranteed

Series

2013B,

5.500%,

1/01/27

1/24

at

100.00

AA

525,030

250

Pennsylvania

Economic

Development

Financing

Authority,

Parking

System

Revenue

Bonds,

Capitol

Region

Parking

System,

Junior

Insured

Series

2013C,

5.500%,

1/01/26

-

AGM

Insured

1/24

at

100.00

AA

262,778

230

Pennsylvania

Economic

Development

Financing

Authority,

Private

Activity

Revenue

Bonds,

Pennsylvania

Rapid

Bridge

Replacement

Project,

Series

2015,

5.000%,

12/31/25,

(AMT)

No

Opt.

Call

BBB

240,592

150

Pennsylvania

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

LaSalle

University,

Series

2012,

5.000%,

5/01/42

11/22

at

100.00

BB+

139,974

21

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Pennsylvania

(continued)

$

250

Pennsylvania

Housing

Finance

Agency,

Single

Family

Mortgage

Revenue

Bonds,

Series

2017-125A,

3.400%,

10/01/32,

(AMT)

4/27

at

100.00

AA+

$

245,458

25

Pennsylvania

Housing

Finance

Agency,

Single

Family

Mortgage

Revenue

Bonds,

Series

2019-128A,

3.650%,

10/01/32,

(AMT)

10/27

at

100.00

AA+

24,781

100

Pennsylvania

Housing

Finance

Agency,

Single

Family

Mortgage

Revenue

Bonds,

Series

2019-129,

2.950%,

10/01/34

10/28

at

100.00

AA+

92,240

150

Pennsylvania

Housing

Finance

Agency,

Single

Family

Mortgage

Revenue

Bonds,

Series

2020-132A,

2.300%,

10/01/35

10/29

at

100.00

AA+

127,820

160

Pennsylvania

Housing

Finance

Agency,

Single

Family

Mortgage

Revenue

Bonds,

Series

2020-133,

2.350%,

10/01/40

10/29

at

100.00

AA+

120,510

200

Pennsylvania

Housing

Finance

Agency,

Single

Family

Mortgage

Revenue

Bonds,

Social

Series

2022-1394A,

4.000%,

10/01/37

4/32

at

100.00

N/R

199,166

Pennsylvania

Turnpike

Commission,

Turnpike

Revenue

Bonds,

Refunding

Subordinate

Second

Series

2016B-2:

405

5.000%,

6/01/29

6/26

at

100.00

A3

435,403

855

5.000%,

6/01/35

6/26

at

100.00

A3

900,897

350

Pennsylvania

Turnpike

Commission,

Turnpike

Revenue

Bonds,

Refunding

Subordinate

Third

Series

2017,

5.000%,

12/01/32

12/27

at

100.00

A3

377,559

85

Scranton,

Lackawanna

County,

Pennsylvania,

General

Obligation

Notes,

Series

2016,

5.000%,

11/15/26

5/24

at

100.00

BB+

86,738

40

Scranton-Lackawanna

Health

and

Welfare

Authority,

Pennsylvania,

University

Revenue

Bonds,

Marywood

University,

Series

2016,

3.375%,

6/01/26

No

Opt.

Call

BB+

38,514

210

Wilson

School

District,

Berks

County,

Pennsylvania,

General

Obligation

Bonds,

Series

2021C,

4.000%,

5/15/30

5/29

at

100.00

AA

224,773

6,580

Total

Pennsylvania

6,376,528

Puerto

Rico

-

2.3%

250

Puerto

Rico

Aqueduct

and

Sewerage

Authority,

Revenue

Bonds,

Refunding

Senior

Lien

Series

2020A,

5.000%,

7/01/30,

144A

No

Opt.

Call

N/R

260,693

95

Puerto

Rico

Aqueduct

and

Sewerage

Authority,

Revenue

Bonds,

Senior

Lien

Series

2008A,

6.125%,

7/01/24

No

Opt.

Call

CCC

97,277

Puerto

Rico

Sales

Tax

Financing

Corporation,

Sales

Tax

Revenue

Bonds,

Restructured

2018A-1:

282

0.000%,

7/01/27

No

Opt.

Call

N/R

233,761

355

0.000%,

7/01/29

7/28

at

98.64

N/R

267,975

634

0.000%,

7/01/31

7/28

at

91.88

N/R

430,137

362

0.000%,

7/01/33

7/28

at

86.06

N/R

218,156

262

4.500%,

7/01/34

7/25

at

100.00

N/R

263,777

Puerto

Rico

Sales

Tax

Financing

Corporation,

Sales

Tax

Revenue

Bonds,

Taxable

Restructured

Cofina

Project

Series

2019A-2:

200

4.329%,

7/01/40

7/28

at

100.00

N/R

188,314

169

4.329%,

7/01/40

7/28

at

100.00

N/R

159,125

Puerto

Rico,

General

Obligation

Bonds,

Restructured

Series

2022A-1:

200

5.625%,

7/01/27

No

Opt.

Call

N/R

213,030

219

5.625%,

7/01/29

No

Opt.

Call

N/R

235,561

199

0.000%,

7/01/33

7/31

at

89.94

N/R

112,069

165

4.000%,

7/01/33

7/31

at

103.00

N/R

151,571

43

4.000%,

7/01/35

7/31

at

103.00

N/R

38,622

3,435

Total

Puerto

Rico

2,870,068

Nuveen

Select

Maturities

Municipal

Fund

(continued)

Portfolio

of

Investments

June

30,

2022

(Unaudited)

22

NIM

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Rhode

Island

-

0.5%

$

100

Rhode

Island

Health

and

Educational

Building

Corporation,

Hospital

Financing

Revenue

Bonds,

Care

New

England

Issue,

Refunding

Series

2016B,

5.000%,

9/01/36

9/26

at

100.00

N/R

$

103,174

200

Rhode

Island

Health

and

Educational

Building

Corporation,

Revenue

Bonds,

Care

New

England

Health

System,

Series

2013A,

5.500%,

9/01/28,

(Pre-refunded

9/01/23)

9/23

at

100.00

N/R

(4)

208,552

180

Rhode

Island

Housing

&

Mortgage

Finance

Corporation,

Homeownership

Opportunity

Bond

Program,

2021

Series

75A,

2.250%,

10/01/41

4/30

at

100.00

AA+

137,081

205

Rhode

Island

Housing

&

Mortgage

Finance

Corporation,

Homeownership

Opportunity

Bond

Program,

2022

Series

76A,

2.350%,

10/01/36

4/31

at

100.00

N/R

166,554

50

Rhode

Island

Housing

and

Mortgage

Finance

Corporation,

Homeownership

Opportunity

Bond

Program,

Series

2020-72A,

2.550%,

10/01/40

10/29

at

100.00

AA+

41,138

735

Total

Rhode

Island

656,499

South

Carolina

-

0.2%

130

Patriots

Energy

Group

Financing

Agency,

South

Carolina,

Gas

Supply

Revenue

Bonds,

Series

2018A,

4.000%,

10/01/48,

(Mandatory

Put

2/01/24)

11/23

at

100.30

Aa2

132,396

170

South

Carolina

Housing

Finance

and

Development

Authority,

Mortgage

Revenue

Bonds,

Series

2021A,

2.050%,

7/01/41

7/30

at

100.00

Aaa

122,585

300

Total

South

Carolina

254,981

South

Dakota

-

0.2%

75

South

Dakota

Housing

Development

Authority,

Homeownership

Mortgage

Revenue

Bonds,

Series

2021A,

2.100%,

11/01/41

5/30

at

100.00

AAA

57,699

100

South

Dakota

Housing

Development

Authority,

Homeownership

Mortgage

Revenue

Bonds,

Series

2021B,

2.050%,

11/01/41

5/30

at

100.00

AAA

70,194

110

South

Dakota

Housing

Development

Authority,

Homeownership

Mortgage

Revenue

Bonds,

Series

2022B,

2.300%,

11/01/37

11/30

at

100.00

N/R

89,543

285

Total

South

Dakota

217,436

Tennessee

-

1.2%

180

Knox

County

Health,

Educational

and

Housing

Facility

Board,

Tennessee,

Hospital

Revenue

Bonds,

Covenant

Health,

Refunding

Series

2012A,

5.000%,

1/01/23

No

Opt.

Call

A+

183,029

100

Metropolitan

Government

of

Nashville-Davidson

County

Health

and

Educational

Facilities

Board,

Tennessee,

Revenue

Bonds,

Knowledge

Academy

Charter

School,

Series

2017A,

0.000%,

6/15/27,

144A

(6)

No

Opt.

Call

N/R

70,000

75

Tennessee

Housing

Development

Agency,

Residential

Finance

Program

Bonds,

Series

2021-3,

2.300%,

7/01/41

1/31

at

100.00

N/R

58,190

100

Tennessee

Housing

Development

Agency,

Residential

Finance

Program

Bonds,

Series

2022-2,

4.050%,

7/01/37

7/31

at

100.00

N/R

99,261

100

The

Tennessee

Energy

Acquisition

Corporation,

Gas

Project

Revenue

Bonds,

Series

2018,

4.000%,

11/01/49,

(Mandatory

Put

11/01/25)

8/25

at

100.22

A2

101,575

920

The

Tennessee

Energy

Acquisition

Corporation,

Gas

Revenue

Bonds,

Series

2006C,

4.000%,

5/01/48,

(Mandatory

Put

5/01/23)

2/23

at

100.43

A2

931,353

1,475

Total

Tennessee

1,443,408

23

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Texas

-

5.6%

Austin

Convention

Enterprises

Inc.,

Texas,

Convention

Center

Hotel

Revenue

Bonds,

Refunding

First

Tier

Series

2017A:

$

40

5.000%,

1/01/28

1/27

at

100.00

BB+

$

41,883

55

5.000%,

1/01/30

1/27

at

100.00

BB+

57,098

1,000

Central

Texas

Regional

Mobility

Authority,

Revenue

Bonds,

Senior

Lien,

Series

2015A,

5.000%,

1/01/31,

(Pre-refunded

7/01/25)

7/25

at

100.00

A-

(4)

1,082,100

25

City

of

Houston,

Texas,

Convention

&

Entertainment

Facilities

Department

Hotel

Occupancy

Tax

and

Special

Revenue

Bonds,

Refunding

Series

2019,

5.000%,

9/01/34

9/28

at

100.00

A

27,127

130

Fort

Bend

County

Industrial

Development

Corporation,

Texas,

Revenue

Bonds,

NRG

Energy

Inc.

Project,

Series

2012B,

4.750%,

11/01/42

11/22

at

100.00

Baa2

130,162

250

Grand

Parkway

Transportation

Corporation,

Texas,

System

Toll

Revenue

Bonds,

Bond

Anticipation

Note

Series

2014A,

5.000%,

2/01/23

No

Opt.

Call

A+

254,157

110

Harris

County

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Hospital

Revenue

Bonds,

Memorial

Hermann

Health

System,

Series

2022B,

5.000%,

6/01/50,

(Mandatory

Put

12/01/28)

12/27

at

101.49

N/R

121,561

385

Harris

County-Houston

Sports

Authority,

Texas,

Revenue

Bonds,

Refunding

Senior

Lien

Series

2014A,

5.000%,

11/15/26

-

AGM

Insured

11/24

at

100.00

AA

405,944

705

Hidalgo

County

Regional

Mobility

Authority,

Texas,

Toll

and

Vehicle

Registration

Fee

Revenue

Bonds,

Senior

Lien

Series

2022A,

0.000%,

12/01/42

12/31

at

68.27

N/R

239,742

50

Houston,

Texas,

Airport

System

Special

Facilities

Revenue

Bonds,

United

Airlines,

Inc.

Terminal

E

Project,

Refunding

Series

2014,

5.000%,

7/01/29,

(AMT)

7/24

at

100.00

Ba3

50,109

500

Houston,

Texas,

Hotel

Occupancy

Tax

and

Special

Revenue

Bonds,

Convention

and

Entertainment

Project,

Series

2001B,

0.000%,

9/01/23

-

AMBAC

Insured

No

Opt.

Call

A

486,330

430

Love

Field

Airport

Modernization

Corporation,

Texas,

General

Airport

Revenue

Bonds

Series

2015,

5.000%,

11/01/28,

(AMT)

11/25

at

100.00

A1

453,650

McCamey

County

Hospital

District,

Texas,

General

Obligation

Bonds,

Series

2013:

100

5.000%,

12/01/25

No

Opt.

Call

B1

102,113

100

5.250%,

12/01/28

12/25

at

100.00

B1

101,877

100

Mission

Economic

Development

Corporation,

Texas,

Revenue

Bonds,

Natgasoline

Project,

Senior

Lien

Series

2018,

4.625%,

10/01/31,

(AMT),

144A

7/22

at

105.00

BB-

101,745

North

Central

Texas

Health

Facilities

Development

Corporation,

Texas,

Revenue

Bonds,

Children's

Medical

Center

Dallas

Project,

Series

2012:

380

5.000%,

8/15/25,

(Pre-refunded

8/15/22)

8/22

at

100.00

AA

(4)

381,585

North

Texas

Tollway

Authority,

Special

Projects

System

Revenue

Bonds,

Convertible

Capital

Appreciation

Series

2011C:

245

0.000%,

9/01/43,

(Pre-refunded

9/01/31)

(5)

9/31

at

100.00

N/R

(4)

301,010

490

6.750%,

9/01/45,

(Pre-refunded

9/01/31)

9/31

at

100.00

N/R

(4)

635,471

North

Texas

Tollway

Authority,

System

Revenue

Bonds,

Refunding

First

Tier,

Series

2014A:

290

5.000%,

1/01/23

No

Opt.

Call

A+

294,794

190

5.000%,

1/01/23,

(ETM)

No

Opt.

Call

N/R

(4)

193,283

Nuveen

Select

Maturities

Municipal

Fund

(continued)

Portfolio

of

Investments

June

30,

2022

(Unaudited)

24

NIM

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Texas

(continued)

Port

Beaumont

Navigation

District,

Jefferson

County,

Texas,

Dock

and

Wharf

Facility

Revenue

Bonds,

Jefferson

Gulf

Coast

Energy

Project,

Series

2021A:

$

100

2.750%,

1/01/36,

(AMT),

144A

7/23

at

103.00

N/R

$

75,888

300

2.875%,

1/01/41,

(AMT),

144A

7/23

at

103.00

N/R

209,874

100

3.000%,

1/01/50,

(AMT),

144A

7/23

at

103.00

N/R

65,615

100

Round

Rock,

Texas,

Combined

Tax

and

Revenue

Certificates

of

Obligation,

Series

2021C,

2.000%,

8/15/46

8/30

at

100.00

AAA

62,135

100

Texas

Department

of

Housing

and

Community

Affairs,

Single

Family

Mortgage

Revenue

Bonds,

Series

2021A,

2.050%,

9/01/41

3/30

at

100.00

Aaa

74,912

Texas

Private

Activity

Bond

Surface

Transporation

Corporation,

Revenue

Bonds,

NTE

Mobility

Partners

LLC

North

Tarrant

Express

Managed

Lanes

Project,

Refunding

Senior

Lien

Series

2019A:

315

4.000%,

12/31/38

12/29

at

100.00

Baa2

287,500

125

4.000%,

12/31/39

12/29

at

100.00

Baa2

113,414

100

Texas

Private

Activity

Bond

Surface

Transportation

Corporation,

Senior

Lien

Revenue

Bonds,

LBJ

Infrastructure

Group

LLC

IH-635

Managed

Lanes

Project,

Refunding  Series

2020A,

4.000%,

6/30/32

12/30

at

100.00

Baa2

97,114

475

Texas

Transportation

Commission,

Central

Texas

Turnpike

System

Revenue

Bonds,

Refunding

Second

Tier

Series

2015C,

5.000%,

8/15/31

8/24

at

100.00

A-

488,072

7,290

Total

Texas

6,936,265

Virginia

-

1.2%

200

Chesapeake

Industrial

Development

Authority,

Virginia,

Pollution

Control

Revenue

Bonds,

Virginia

Electric

and

Power

Company

Project,

Refunding

Series

2008A,

1.900%,

2/01/32,

(Mandatory

Put

6/01/23)

No

Opt.

Call

A2

198,560

130

Louisa

Industrial

Development

Authority,

Virginia,

Pollution

Control

Revenue

Bonds,

Virginia

Electric

and

Power

Company,

Refunding

Series

2008A,

1.900%,

11/01/35,

(Mandatory

Put

6/01/23)

No

Opt.

Call

A2

129,064

Virginia

Small

Business

Financing

Authority,

Revenue

Bonds,

95

Express

Lanes

LLC

Project,

Refunding

Senior

Lien

Series

2022:

350

5.000%,

7/01/36,

(AMT)

1/32

at

100.00

N/R

372,193

115

5.000%,

12/31/38,

(AMT)

12/32

at

100.00

N/R

122,935

445

5.000%,

12/31/39,

(AMT)

12/32

at

100.00

N/R

471,522

140

Wise

County

Industrial

Development

Authority,

Virginia,

Solid

Waste

and

Sewage

Disposal

Revenue

Bonds,

Virginia

Electric

and

Power

Company,

Series

2009A,

0.750%,

10/01/40,

(Mandatory

Put

9/02/25)

No

Opt.

Call

A2

129,104

70

Wise

County

Industrial

Development

Authority,

Virginia,

Solid

Waste

and

Sewage

Disposal

Revenue

Bonds,

Virginia

Electric

and

Power

Company,

Series

2010A,

1.200%,

11/01/40,

(Mandatory

Put

5/31/24)

No

Opt.

Call

A2

67,608

1,450

Total

Virginia

1,490,986

Washington

-

1.4%

1,000

Port

of

Seattle,

Washington,

Revenue

Bonds,

Intermediate

Lien

Series

2015C,

5.000%,

4/01/23,

(AMT)

No

Opt.

Call

AA-

1,020,250

100

Washington

State

Housing

Finance

Commission,

Single

Family

Program

Bonds,

Series

2021-1N,

2.200%,

6/01/41

6/30

at

100.00

Aaa

76,897

108

Washington

State

Housing

Finance

Commission,

Social

Municipal

Certificates

Multifamily

Revenue

Bonds,

Series

2021-1

Class

A,

3.500%,

12/20/35

No

Opt.

Call

BBB+

99,124

25

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Washington

(continued)

$

595

Whidbey

Island

Public

Hospital

District,

Island

County,

Washington,

General

Obligation

Bonds,

Whidbey

General

Hospital,

Series

2013,

5.500%,

12/01/33

12/22

at

100.00

Baa3

$

550,982

1,803

Total

Washington

1,747,253

West

Virginia

-

0.5%

100

Monongalia

County

Commission,

West

Virginia,

Special

District

Excise

Tax

Revenue

Bonds,

University

Town

Centre

Economic

Opportunity

Development

District,

Refunding

&

Improvement

Series

2017A,

4.500%,

6/01/27,

144A

No

Opt.

Call

N/R

99,865

155

West

Virginia

Economic

Development

Authority,

Solid

Waste

Disposal

Facilities

Revenue

Bonds,

Appalachian

Power

Company

-

Amos

Project,

Series

2010,

0.625%,

12/01/38,

(Mandatory

Put

12/15/25)

No

Opt.

Call

A-

137,587

80

West

Virginia

Hospital

Finance

Authority,

Hospital

Revenue

Bonds,

Charleston

Area

Medical

Center,

Series

2014A,

5.000%,

9/01/25

9/24

at

100.00

Baa1

83,334

240

West

Virginia

Hospital

Finance

Authority,

Revenue

Bonds,

West

Virginia

University

Health

System

Obligated

Group,

Improvement

Series

2017A,

3.375%,

6/01/29

6/27

at

100.00

A

238,841

575

Total

West

Virginia

559,627

Wisconsin

-

2.8%

600

Public

Finance

Authority

of

Wisconsin,

Limited

Obligation

PILOT

Revenue

Bonds,

American

Dream

@

Meadowlands

Project,

Series

2017,

6.500%,

12/01/37,

144A

12/27

at

100.00

N/R

538,620

350

Public

Finance

Authority

of

Wisconsin,

Solid

Waste

Disposal

Revenue

Bonds,

Waste

Management

Inc.,

Refunding

Series

2016A-2,

2.875%,

5/01/27

5/26

at

100.00

A-

335,993

Public

Finance

Authority,

Wisconsin,

Exempt

Facilities

Revenue

Bonds,

Celanese

Project,

Refunding

Series

2016C:

65

4.050%,

11/01/30

5/26

at

100.00

BBB

64,589

175

4.300%,

11/01/30

5/26

at

100.00

BBB

176,834

40

Wisconsin

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

PHW

Muskego,

Inc.

Project,

Series

2021,

4.000%,

10/01/41

10/28

at

102.00

N/R

34,161

60

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Gundersen

Health

System,

Refunding

Series

2021A,

4.000%,

10/15/34

10/31

at

100.00

AA-

60,242

100

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Marshfield

Clinic

Health

System,

Inc.,

Series

2020B-2,

5.000%,

2/15/51,

(Mandatory

Put

2/15/27)

8/26

at

100.00

A-

108,735

1,500

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

ThedaCare

Inc,

Series

2015,

5.000%,

12/15/26

12/24

at

100.00

AA-

1,573,275

555

Wisconsin

Housing

and

Ecconomic

Development

Authority,

Home

Ownership

Revenue

Bonds,

Series

2020A,

2.700%,

9/01/35

9/29

at

100.00

AA

523,975

100

Wisconsin

Housing

and

Economic

Development

Authority,

Housing

Revenue

Bonds,

Series

2021C,

2.500%,

11/01/41

5/31

at

100.00

N/R

78,270

3,545

Total

Wisconsin

3,494,694

Wyoming

-

0.1%

85

Campbell

County,

Wyoming

Solid

Waste

Facilities

Revenue

Bonds,

Basin

Electric

Power

Cooperative,

Dry

Fork

Station

Facilities,

Series

2019A,

3.625%,

7/15/39

5/29

at

100.00

A

78,287

25

Wyoming

Community

Development

Authority,

Housing

Revenue

Bonds,

2020

Series

1,

2.625%,

12/01/35

6/29

at

100.00

AA+

22,354

110

Total

Wyoming

100,641

$

123,218

Total

Municipal

Bonds

(cost

$120,009,081)

117,306,713

Nuveen

Select

Maturities

Municipal

Fund

(continued)

Portfolio

of

Investments

June

30,

2022

(Unaudited)

26

NIM

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:

Shares

Description

(1)

Value

X

3,964,825

COMMON

STOCKS

-

3.2%

X

3,964,825

Independent

Power

and

Renewable

Electricity

Producers

-

3.2%

65,897

Energy

Harbor

Corp

(7),(8),(9)

$

3,964,825

Total

Common

Stocks

(cost

$1,755,742)

3,964,825

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(3)

Value

278,008

ASSET-BACKED

AND

MORTGAGE-BACKED

SECURITIES

-

0.2%

X

278,008

$

200

Federal

Home

Loan

Mortgage

Corporation,

Notes

3.150%

10/15/36

N/R

$

187,815

109

Freddie

Mac

Multi-Family

ML

Certificates,

Series

ML

10,

Series

2021

2.032%

1/25/38

AA+

90,193

$

309

Total

Asset-Backed

and

Mortgage-Backed

Securities

(cost

$316,367)

278,008

Total

Long-Term

Investments

(cost

$122,081,190)

121,549,546

Other

Assets

Less

Liabilities

-

1.4%

1,752,511

Net

Assets

Applicable

to

Common

Shares

-

100%

$

123,302,057

Level

1

Level

2

Level

3

Total

Long-Term

Investments:

Municipal

Bonds

$

–

$

117,306,713

$

–

$

117,306,713

Common

Stocks

–

3,964,825

–

3,964,825

Asset-Backed

and

Mortgage-Backed

Securities

–

278,008

–

278,008

Total

$

–

$

121,549,546

$

–

$

121,549,546

(1)

All

percentages

shown

in

the

Portfolio

of

Investments

are

based

on

net

assets

applicable

to

common

shares

unless

otherwise

noted.

(2)

Optional

Call

Provisions:

Dates

(month

and

year)

and

prices

of

the

earliest

optional

call

or

redemption.

There

may

be

other

call

provisions

at

varying

prices

at

later

dates.

Certain

mortgage-backed

securities

may

be

subject

to

periodic

principal

paydowns.

(3)

For

financial

reporting

purposes,

the

ratings

disclosed

are

the

highest

of

Standard

&

Poor’s

Group

(“Standard

&

Poor’s”),

Moody’s

Investors

Service,

Inc.

(“Moody’s”)

or

Fitch,

Inc.

(“Fitch”)

rating.

This

treatment

of

split-rated

securities

may

differ

from

that

used

for

other

purposes,

such

as

for

Fund

investment

policies.

Ratings

below

BBB

by

Standard

&

Poor’s,

Baa

by

Moody’s

or

BBB

by

Fitch

are

considered

to

be

below

investment

grade.

Holdings

designated

N/R

are

not

rated

by

any

of

these

national

rating

agencies.

(4)

Backed

by

an

escrow

or

trust

containing

sufficient

U.S.

Government

or

U.S.

Government

agency

securities,

which

ensure

the

timely

payment

of

principal

and

interest.

(5)

Step-up

coupon

bond,

a

bond

with

a

coupon

that

increases

("steps

up"),

usually

at

regular

intervals,

while

the

bond

is

outstanding.

The

rate

shown

is

the

coupon

as

of

the

end

of

the

reporting

period.

(6)

Defaulted

security.

A

security

whose

issuer

has

failed

to

fully

pay

principal

and/or

interest

when

due,

or

is

under

the

protection

of

bankruptcy.

27

(7)

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

2.

(8)

Common

Stock

received

as

part

of

the

bankruptcy

settlement

during

February

2020

for

Beaver

County

Industrial

Development

Authority,

Pennsylvania,

Pollution

Control

Revenue

Refunding

Bonds,

FirstEnergy

Nuclear

Generation

Project,

Series

2008A,

2.700%,

4/01/35;

Ohio

Air

Quality

Development

Authority,

Ohio,

Air

Quality

Development

Revenue

Bonds,

FirstEnergy

Generation

Corporation

Project,

Series

2009A,

5.700%,

8/01/20;

Ohio

Air

Quality

Development

Authority,

Ohio,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Generation

Corporation

Project,

Refunding

Series

2009B,

3.100%,

3/01/23;

Ohio

Air

Quality

Development

Authority,

Ohio,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Generation

Project,

Refunding

Series

2006A,

3.750%,

12/01/23;

Ohio

Air

Quality

Development

Authority,

Ohio,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generation

Corporation

Project,

Refunding

Series

2010A,

0.000%,

7/01/33;

Ohio

Air

Quality

Development

Authority,

Ohio,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generation

Project,

Refunding

Series

2006B,

3.625%,

12/01/33;

Ohio

Water

Development

Authority,

Pollution

Control

Revenue

Refunding

Bonds,

FirstEnergy

Nuclear

Generating

Corporation

Project,

Series

2005B,

4.000%,

1/01/34;

Ohio

Water

Development

Authority,

Pollution

Control

Revenue

Refunding

Bonds,

FirstEnergy

Nuclear

Generating

Corporation

Project,

Series

2006A,

3.000%,

5/15/20;

Ohio

Water

Development

Authority,

Pollution

Control

Revenue

Refunding

Bonds,

FirstEnergy

Nuclear

Generating

Corporation

Project,

Series

2006B,

4.000%,

12/01/33;

Ohio

Water

Development

Authority,

Pollution

Control

Revenue

Refunding

Bonds,

FirstEnergy

Nuclear

Generating

Corporation

Project,

Series

2008B,

3.625%,

10/01/33;

Ohio

Water

Development

Authority,

Pollution

Control

Revenue

Refunding

Bonds,

FirstEnergy

Nuclear

Generating

Corporation

Project,

Series

2010A,

3.750%,

7/01/33;

Ohio

Water

Development

Authority,

Pollution

Control

Revenue

Refunding

Bonds,

FirstEnergy

Nuclear

Generating

Corporation

Project,

Series

2010C,

4.000%,

6/01/33;

and

Pennsylvania

Economic

Development

Financing

Authority,

Exempt

Facilities

Revenue

Bonds,

Shippingport

Project,

First

Energy

Guarantor,

Series

2006A,

2.550%,

11/01/41.

(9)

Non-income

producing;

issuer

has

not

declared

an

ex-dividend

date

within

the

past

twelve

months.

144A

Investment

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

investments

may

only

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

AMT

Alternative

Minimum

Tax

ETM

Escrowed

to

maturity

WI/DD

Purchased

on

a

when-issued

or

delayed

delivery

basis.