UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

FORM N-CSR

CERTIFIED SHAREHOLDER REPORT OF REGISTERED

MANAGEMENT INVESTMENT COMPANIES

Investment Company Act file number 811-07056

Nuveen Select Maturities Municipal Fund

(Exact name of registrant as specified in charter)

Nuveen Investments

333 West Wacker Drive

Chicago, IL 60606

(Address of principal executive offices) (Zip code)

Gifford R. Zimmerman

Nuveen Investments

333 West Wacker Drive

Chicago, IL 60606

(Name and address of agent for service)

Registrant’s telephone number, including area code: (312) 917-7700

Date of fiscal year end: March 31

Date of reporting period: September 30, 2018

Form N-CSR is to be used by management investment companies to file reports with the Commission not later than 10 days after the transmission to stockholders of any report that is required to be transmitted to stockholders under Rule 30e-1 under the Investment Company Act of 1940 (17 CFR 270.30e-1). The Commission may use the information provided on Form N-CSR in its regulatory, disclosure review, inspection, and policymaking roles.

A registrant is required to disclose the information specified by Form N-CSR, and the Commission will make this information public. A registrant is not required to respond to the collection of information contained in Form N-CSR unless the Form displays a currently valid Office of Management and Budget (“OMB”) control number. Please direct comments concerning the accuracy of the information collection burden estimate and any suggestions for reducing the burden to Secretary, Securities and Exchange Commission, 450 Fifth Street, NW, Washington, DC 20549-0609. The OMB has reviewed this collection of information under the clearance requirements of 44 U.S.C. ss. 3507.

ITEM 1. REPORTS TO STOCKHOLDERS.

Chairman’s Letter to Shareholders	4
Portfolio Manager’s Comments	5
Share Information	8
Risk Considerations	10
Performance Overview and Holding Summaries	11
Shareholder Meeting Report	13
Portfolio of Investments	14
Statement of Assets and Liabilities	29
Statement of Operations	30
Statement of Changes in Net Assets	31
Financial Highlights	32
Notes to Financial Statements	34
Additional Fund Information	42
Glossary of Terms Used in this Report	43
Reinvest Automatically, Easily and Conveniently	44
Annual Investment Management Agreement Approval Process	45

	Per Share
Monthly Distributions (Ex-Dividend Date)	Amounts
April 2018	$0.0260
May	0.0260
June	0.0260
July	0.0260
August	0.0260
September 2018	0.0265
Total Distributions from Net Investment Income	$0.1565
Yields
Market Yield*	3.32%
Taxable-Equivalent Yield*	4.37%

*

Market Yield is based on the Fund’s current annualized monthly distribution divided by the Fund’s current market price as of the end of the reporting period. Taxable-Equivalent Yield represents the yield that must be earned on a fully taxable investment in order to equal the yield of the Fund on an after-tax basis. It is based on an income tax rate of 24.0%. When comparing the Fund to investments that generate qualified dividend income, the Taxable-Equivalent Yield would be lower.

Shares cumulatively repurchased and retired	0
Shares authorized for repurchase	1,245,000

NAV		$	10.32
Share price		$	9.58
Premium/(Discount) to NAV			(7.17	)%
6-month average premium/(discount) to NAV			(6.41	)%

NIM	Nuveen Select Maturities Municipal Fund
	Performance Overview and Holding Summaries as of
	September 30, 2018

	Cumulative	Average Annual
	6-Month	1-Year	5-Year	10-Year
NIM at NAV	1.33%	1.11%	3.31%	4.24%
NIM at Share Price	0.47%	(4.10)%	2.93%	4.33%
S&P Municipal Bond Intermediate Index	0.80%	(0.19)%	3.02%	4.51%

NIM	Performance Overview and Holding Summaries as of
	September 30, 2018 (continued)

Fund Allocation
(% of net assets)
Long-Term Municipal Bonds	99.0%
Corporate Bonds	0.0%
Other Assets Less Liabilities	1.0%
Net Assets	100%

Portfolio Credit Quality
(% of total investments)
U.S. Guaranteed	9.2%
AAA	1.6%
AA	23.6%
A	32.1%
BBB	20.3%
BB or Lower	7.7%
N/R (not rated)	5.5%
Total	100%

Portfolio Composition
(% of total investments)
Tax Obligation/Limited	16.9%
Transportation	16.3%
Utilities	15.8%
Tax Obligation/General	13.6%
Health Care	12.6%
U.S. Guaranteed	8.5%
Consumer Staples	5.7%
Other	10.6%
Total	100%

States and Territories
(% of total municipal bonds)
Illinois	16.0%
New Jersey	8.1%
California	7.0%
Pennsylvania	6.3%
Texas	6.2%
Ohio	5.5%
Wisconsin	4.0%
New York	3.8%
South Carolina	3.7%
Florida	3.7%
Arizona	3.5%
Louisiana	3.1%
Nevada	2.3%
Washington	2.2%
Colorado	2.1%
Indiana	2.0%
North Carolina	1.4%
Other	19.1%
Total	100%

	NIM
	Common
	Shares
Approval of the Board Members was reached as follows:
Margo L. Cook
For	11,495,293
Withhold	163,015
Total	11,658,308
Jack B. Evans
For	11,489,047
Withhold	169,261
Total	11,658,308
Albin F. Moschner
For	11,513,610
Withhold	144,698
Total	11,658,308
William J. Schneider
For	11,475,648
Withhold	182,690
Total	11,658,338

NIM	Nuveen Select Maturities Municipal Fund
	Portfolio of Investments
	September 30, 2018 (Unaudited)

Principal			Optional Call
Amount (000)		Description (1)	Provisions (2)	Ratings (3)	Value
		LONG-TERM INVESTMENTS – 99.0%
		MUNICIPAL BONDS – 99.0%
		Alabama – 1.3%
$ 210		Black Belt Energy Gas District, Alabama, Gas PrePay Revenue Bonds, Project 3 Series 2018A,	9/23 at 100.31	N/R	$ 220,998
		4.000%, 12/01/48 (Mandatory put 12/01/23)
300		Black Belt Energy Gas District, Alabama, Gas Supply Revenue Bonds, Series 2016, 4.000%,	3/21 at 100.59	Aa2	311,283
		7/01/46 (Mandatory put 6/01/21)
500		Black Belt Energy Gas District, Alabama, Gas Supply Revenue Bonds, Series 2017A, 4.000%,	4/22 at 100.52	Aa2	523,730
		8/01/47 (Mandatory put 7/01/22)
125		Mobile Spring Hill College Educational Building Authority, Alabama, Revenue Bonds, Spring Hill	4/25 at 101.00	N/R	128,022
		College Project, Series 2015, 5.000%, 4/15/27
480		Southeast Alabama Gas Supply District, Alabama, Gas Supply Revenue Bonds, Project 2, Series	3/24 at 100.28	A	505,070
		2018A, 4.000%, 6/01/49 (Mandatory put 6/01/24)
1,615		Total Alabama			1,689,103
		Alaska – 0.2%
150		Alaska Industrial Development and Export Authority, Loan Anticipation Revenue Notes, YKHC	12/19 at 100.00	N/R	151,413
		Project, Series 2017, 3.500%, 12/01/20
155		Alaska State, Sport Fishing Revenue Bonds, Refunding Series 2011, 5.000%, 4/01/21	4/20 at 100.00	A1	161,240
305		Total Alaska			312,653
		Arizona – 3.5%
		Arizona Health Facilities Authority, Hospital System Revenue Bonds, Phoenix Children’s
		Hospital, Refunding Series 2012A:
275		5.000%, 2/01/20	No Opt. Call	A+	284,446
290		5.000%, 2/01/27	2/22 at 100.00	A+	311,579
100		Arizona Industrial Development Authority, Education Revenue Bonds, Legacy Traditional School	7/19 at 101.00	N/R	98,826
		Southwest Las Vegas Nevada Campus, Series 2018, 5.250%, 7/01/22, 144A
		Arizona Sports and Tourism Authority, Tax Revenue Bonds, Multipurpose Stadium Facility
		Project, Refunding Senior Series 2012A:
425		5.000%, 7/01/25	7/22 at 100.00	A1	455,676
685		5.000%, 7/01/26	7/22 at 100.00	A1	732,183
685		5.000%, 7/01/27	7/22 at 100.00	A1	730,429
345		Chandler Industrial Development Authority, Arizona, Revenue Bonds, Intel Corporation Project,	No Opt. Call	A+	342,954
		Series 2005, 2.400%, 12/01/35 (Mandatory put 8/14/23)
60		Chandler Industrial Development Authority, Arizona, Revenue Bonds, Intel Corporation Project,	No Opt. Call	A+	59,728
		Series 2007, 2.700%, 12/01/37 (Mandatory put 8/14/23) (Alternative Minimum Tax)
120		Phoenix Industrial Development Authority, Arizona, Education Facility Revenue Bonds, Legacy	7/19 at 101.00	N/R	117,178
		Traditional Schools East Mesa and Cadence, Nevada Campuses, Series 2017A, 4.000%,
		7/01/22, 144A
115		Pima County Industrial Development Authority, Arizona, Revenue Bonds, Tucson Electric Power	3/23 at 100.00	A–	119,525
		Company Project, Series 2013A, 4.000%, 9/01/29
		Salt Verde Financial Corporation, Arizona, Senior Gas Revenue Bonds, Citigroup Energy Inc.
		Prepay Contract Obligations, Series 2007:
135		5.250%, 12/01/19	No Opt. Call	BBB+	139,495
210		5.000%, 12/01/32	No Opt. Call	BBB+	243,657
745		5.000%, 12/01/37	No Opt. Call	BBB+	864,759
4,190		Total Arizona			4,500,435
		Arkansas – 0.4%
540		Independence County, Arkansas, Pollution Control Revenue Bonds, Arkansas Power and Light	No Opt. Call	A	539,930
		Company Project, Series 2013, 2.375%, 1/01/21

Principal			Optional Call
Amount (000)		Description (1)	Provisions (2)	Ratings (3)	Value
		California – 7.0%
$ 390		California Health Facilities Financing Authority, Revenue Bonds, El Camino Hospital, Series	2/27 at 100.00	AA	$ 390,815
		2017, 3.750%, 2/01/32
275		California Municipal Finance Authority, Charter School Revenue Bonds, Palmdale Aerospace	7/26 at 100.00	BB	291,643
		Academy Project, Series 2016A, 5.000%, 7/01/31, 144A
1,040		California Municipal Finance Authority, Revenue Bonds, LAX Integrated Express Solutions	6/28 at 100.00	AA	995,186
		Automated People Mover Project, Senior Lien Series 2018A, 3.250%, 12/31/32 – AGM
		Insured (Alternative Minimum Tax)
105		California Pollution Control Financing Authority, Solid Waste Disposal Revenue Bonds, Waste	No Opt. Call	A–	104,899
		Management Inc., Refunding Series 2015B-2, 3.125%, 11/01/40 (Mandatory put 11/03/25)
		(Alternative Minimum Tax)
290		California Pollution Control Financing Authority, Solid Waste Disposal Revenue Bonds, Waste	No Opt. Call	A–	295,878
		Management Inc., Series 2015A-1, 3.375%, 7/01/25 (Alternative Minimum Tax)
205		California Pollution Control Financing Authority, Solid Waste Disposal Revenue Bonds, Waste	No Opt. Call	A–	204,477
		Management, Inc. Project, Refunding Series 2015B-1, 3.000%, 11/01/25 (Alternative Minimum Tax)
525		California State, General Obligation Bonds, Various Purpose Series 2010, 5.500%, 3/01/40	3/20 at 100.00	AA–	550,252
125		California Statewide Communities Development Authority, California, Revenue Bonds, Loma Linda	12/24 at 100.00	BB	137,829
		University Medical Center, Series 2014A, 5.250%, 12/01/29
710		California Statewide Communities Development Authority, California, Revenue Bonds, Loma Linda	No Opt. Call	BB–	792,253
		University Medical Center, Series 2018A, 5.000%, 12/01/27, 144A
250		Delano, California, Certificates of Participation, Delano Regional Medical Center, Series	1/23 at 100.00	BBB	261,650
		2012, 5.000%, 1/01/24
215		Golden State Tobacco Securitization Corporation, California, Tobacco Settlement Asset-Backed	6/22 at 100.00	BBB	215,295
		Bonds, Series 2018A-1, 3.500%, 6/01/36
100		Lake Elsinore Public Financing Authority, California, Local Agency Revenue Bonds, Canyon Hills	9/24 at 100.00	N/R	108,336
		Improvement Area A & C, Series 2014C, 5.000%, 9/01/32
285		Lake Elsinore Redevelopment Agency, California, Special Tax Bonds, Community Facilities	12/18 at 100.00	AA	285,553
		District 90-2, Series 2007A, 4.500%, 10/01/24 – AGM Insured
1,000		Mount San Antonio Community College District, Los Angeles County, California, General	2/28 at 100.00	Aa1	965,680
		Obligation Bonds, Election of 2008, Series 2013A, 0.000%, 8/01/28 (4)
2,000		Palomar Pomerado Health, California, General Obligation Bonds, Series 2009A, 0.000%, 8/01/25 –	No Opt. Call	AA	1,626,440
		AGC Insured
35		Riverside County Transportation Commission, California, Toll Revenue Senior Lien Bonds, Series	6/23 at 100.00	BBB	38,518
		2013A, 5.750%, 6/01/44
2,000		San Diego Community College District, California, General Obligation Bonds, Refunding Series	No Opt. Call	AAA	966,400
		2011, 0.000%, 8/01/37
415		San Joaquin Hills Transportation Corridor Agency, Orange County, California, Toll Road Revenue	1/25 at 100.00	A–	460,455
		Bonds, Refunding Senior Lien Series 2014A, 5.000%, 1/15/29
215		Washington Township Health Care District, California, Revenue Bonds, Refunding Series 2015A,	No Opt. Call	Baa1	240,106
		5.000%, 7/01/25
10,180		Total California			8,931,665
		Colorado – 2.0%
750		Colorado Bridge Enterprise, Revenue Bonds, Central 70 Project, Senior Series 2017, 4.000%,	12/27 at 100.00	A–	769,222
		6/30/30 (Alternative Minimum Tax)
250		Colorado Health Facilities Authority, Colorado, Revenue Bonds, Catholic Health Initiatives,	No Opt. Call	BBB+	267,505
		Series 2008D-3, 5.000%, 10/01/38 (Mandatory put 11/12/21)
		E-470 Public Highway Authority, Colorado, Senior Revenue Bonds, Series 2000B:
300		0.000%, 9/01/29 – NPFG Insured	No Opt. Call	A	202,152
250		0.000%, 9/01/33 – NPFG Insured	No Opt. Call	A	140,942
1,000		E-470 Public Highway Authority, Colorado, Toll Revenue Bonds, Series 2004B, 0.000%, 3/01/36 –	9/20 at 41.72	A	393,060
		NPFG Insured
500		Plaza Metropolitan District 1, Lakewood, Colorado, Tax Increment Revenue Bonds, Refunding	No Opt. Call	N/R	523,460
		Series 2013, 5.000%, 12/01/20, 144A

NIM	Nuveen Select Maturities Municipal Fund
	Portfolio of Investments (continued)
	September 30, 2018 (Unaudited)

Principal			Optional Call
Amount (000)		Description (1)	Provisions (2)	Ratings (3)	Value
		Colorado (continued)
$ 210		Regional Transportation District, Colorado, Denver Transit Partners Eagle P3 Project Private	7/20 at 100.00	BBB+	$ 218,520
		Activity Bonds, Series 2010, 6.000%, 1/15/41
100		Southlands Metropolitan District 1, Colorado, Limited Tax General Obligation Bonds, Series	No Opt. Call	Ba1	98,301
		2017A-1, 3.500%, 12/01/27
3,360		Total Colorado			2,613,162
		Connecticut – 0.4%
300		Connecticut State, General Obligation Bonds, Refunding Series 2012C, 5.000%, 6/01/22	No Opt. Call	A1	324,669
110		Connecticut State, General Obligation Bonds, Refunding Series 2016G, 5.000%, 11/01/20	No Opt. Call	A1	115,815
25		Connecticut State, General Obligation Bonds, Refunding Series 2018C, 5.000%, 6/15/22	No Opt. Call	A1	27,076
90		Connecticut State, General Obligation Bonds, Series 2013C, 5.000%, 7/15/22	No Opt. Call	A1	97,601
525		Total Connecticut			565,161
		Delaware – 0.1%
170		Delaware Health Facilities Authority, Revenue Bonds, Nanticoke Memorial Hospital, Series 2013,	7/23 at 100.00	BBB+	181,669
		5.000%, 7/01/28
		District of Columbia – 0.8%
120		District of Columbia Student Dormitory Revenue Bonds, Provident Group – Howard Properties LLC	10/22 at 100.00	BB+	121,997
		Issue, Series 2013, 5.000%, 10/01/30
850		District of Columbia Tobacco Settlement Corporation, Tobacco Settlement Asset-Backed Bonds,	No Opt. Call	A–	949,118
		Series 2001, 6.500%, 5/15/33
970		Total District of Columbia			1,071,115
		Florida – 3.6%
285		Cape Coral, Florida, Utility Improvement Assessment Bonds, Refunding Various Areas Series	No Opt. Call	AA	278,761
		2017, 3.000%, 9/01/28 – AGM Insured
		Citizens Property Insurance Corporation, Florida, Coastal Account Senior Secured Bonds,
		Series 2015A-1:
555		5.000%, 6/01/22	12/21 at 100.00	AA	601,520
390		5.000%, 6/01/25	12/24 at 100.00	AA	442,978
455		Citizens Property Insurance Corporation, Florida, Personal and Commercial Lines Account Bonds,	No Opt. Call	AA	475,766
		Senior Secured Series 2012A-1, 5.000%, 6/01/20
		Collier County Educational Facilities Authority, Florida, Revenue Bonds, Hodges University,
		Refunding Series 2013:
80		4.750%, 11/01/23	No Opt. Call	BBB–	82,758
370		6.000%, 11/01/33	11/23 at 100.00	BBB–	404,414
1,115		Florida, Development Finance Corporation, Surface Transportation Facility Revenue Bonds,	1/19 at 105.00	N/R	1,162,822
		Brightline Passenger Rail Project – South Segment, Series 2017, 5.625%, 1/01/47, 144A
		(Alternative Minimum Tax)
		Miami-Dade County, Florida, Public Facilities Revenue Bonds, Jackson Health System,
		Series 2009:
10		5.500%, 6/01/29 (Pre-refunded 6/01/19) – AGM Insured	6/19 at 100.00	AA (5)	10,239
10		5.625%, 6/01/34 (Pre-refunded 6/01/19) – AGC Insured	6/19 at 100.00	AA (5)	10,247
330		North Sumter County Utility Dependent District, Florida, Utility Revenue Bonds, Series 2010,	No Opt. Call	A+	340,081
		5.000%, 10/01/20
90		Palm Beach County Health Facilities Authority, Florida, Hospital Revenue Bonds, BRCH	12/24 at 100.00	BBB+	97,060
		Corporation Obligated Group, Refunding Series 2014, 5.000%, 12/01/31
		Tampa, Florida, Cigarette Tax Allocation Bonds, H. Lee Moffitt Cancer Center Project,
		Refunding & Capital Improvement Series 2012A:
135		5.000%, 9/01/22	No Opt. Call	A+	148,036
350		5.000%, 9/01/23	9/22 at 100.00	A+	383,796
185		5.000%, 9/01/25	9/22 at 100.00	A+	201,994
4,360		Total Florida			4,640,472
		Georgia – 0.9%
145		Cherokee County Water and Sewerage Authority, Georgia, Revenue Bonds, Series 1995, 5.200%,	8/22 at 100.00	N/R (5)	154,173
		8/01/25 (Pre-refunded 8/01/22) – NPFG Insured

Principal			Optional Call
Amount (000)		Description (1)	Provisions (2)	Ratings (3)	Value
		Georgia (continued)
$ 900		Private Colleges and Universities Authority, Georgia, Revenue Bonds, Mercer University,	10/22 at 100.00	Baa2	$ 975,393
		Refunding Series 2012C, 5.250%, 10/01/23
1,045		Total Georgia			1,129,566
		Guam – 0.2%
140		Guam Government Waterworks Authority, Water and Wastewater System Revenue Bonds,	7/23 at 100.00	A–	150,681
		Series 2013, 5.500%, 7/01/43
150		Guam International Airport Authority, Revenue Bonds, Series 2013C, 6.375%, 10/01/43	10/23 at 100.00	BBB+	167,791
		(Alternative Minimum Tax)
290		Total Guam			318,472
		Hawaii – 1.3%
200		Hawaii Department of Budget and Finance, Special Purpose Revenue Bonds, Hawaii Pacific	7/23 at 100.00	BB	208,386
		University, Series 2013A, 6.250%, 7/01/27
1,000		Hawaii Department of Budget and Finance, Special Purpose Revenue Bonds, Hawaiian Electric	No Opt. Call	A–	983,370
		Company, Inc. and Subsidiary Projects, Series 2017A, 3.100%, 5/01/26 (Alternative Minimum Tax)
20		Hawaii Department of Budget and Finance, Special Purpose Revenue Bonds, Queens Health	7/25 at 100.00	AA–	22,543
		Systems, Series 2015A, 5.000%, 7/01/29
510		Hawaiian Electric Company Inc. and Its Subsidiaries, Special Purpose Revenue Bonds,	No Opt. Call	A–	511,132
		Department of Budget and Finance of the State of Hawaii, Series 2015, 3.250%, 1/01/25
		(Alternative Minimum Tax)
1,730		Total Hawaii			1,725,431
		Idaho – 0.4%
475		Nez Perce County, Idaho, Pollution Control Revenue Bonds, Potlatch Corporation Project,	No Opt. Call	BBB–	467,144
		Refunding Series 2016, 2.750%, 10/01/24
		Illinois – 15.8%
		Cary, Illinois, Special Tax Bonds, Special Service Area 1, Refunding Series 2016:
10		2.150%, 3/01/23 – BAM Insured	No Opt. Call	AA	9,560
10		2.350%, 3/01/24 – BAM Insured	No Opt. Call	AA	9,479
25		2.700%, 3/01/26 – BAM Insured	3/25 at 100.00	AA	23,392
25		2.900%, 3/01/28 – BAM Insured	3/25 at 100.00	AA	22,780
25		3.050%, 3/01/30 – BAM Insured	3/25 at 100.00	AA	23,105
		Cary, Illinois, Special Tax Bonds, Special Service Area 2, Refunding Series 2016:
15		2.150%, 3/01/23 – BAM Insured	No Opt. Call	AA	14,340
15		2.350%, 3/01/24 – BAM Insured	No Opt. Call	AA	14,219
25		2.700%, 3/01/26 – BAM Insured	3/25 at 100.00	AA	23,392
35		2.900%, 3/01/28 – BAM Insured	3/25 at 100.00	AA	32,132
40		3.050%, 3/01/30 – BAM Insured	3/25 at 100.00	AA	36,787
1,215		Chicago Board of Education, Illinois, Dedicated Capital Improvement Tax Revenue Bonds, Series	4/27 at 100.00	A	1,408,999
		2016, 6.000%, 4/01/46
750		Chicago Board of Education, Illinois, General Obligation Bonds, Dedicated Revenues, Refunding	12/27 at 100.00	B+	903,690
		Series 2017B, 6.750%, 12/01/30, 144A
290		Chicago Board of Education, Illinois, General Obligation Bonds, Dedicated Revenues, Refunding	12/27 at 100.00	B+	302,766
		Series 2017C, 5.000%, 12/01/30
200		Chicago Board of Education, Illinois, General Obligation Bonds, Dedicated Revenues, Refunding	12/27 at 100.00	B+	208,192
		Series 2017D, 5.000%, 12/01/31
255		Chicago Board of Education, Illinois, General Obligation Bonds, Dedicated Revenues, Refunding	No Opt. Call	B+	256,724
		Series 2018A, 4.000%, 12/01/21
300		Chicago, Illinois, General Airport Revenue Bonds, O’Hare International Airport, Senior Lien	1/25 at 100.00	A	324,339
		Refunding Series 2015A, 5.000%, 1/01/33 (Alternative Minimum Tax)
75		Chicago, Illinois, General Obligation Bonds, Project and Refunding Series 2009C,	1/19 at 100.00	BBB+	75,349
		5.000%, 1/01/27

NIM	Nuveen Select Maturities Municipal Fund
	Portfolio of Investments (continued)
	September 30, 2018 (Unaudited)

Principal			Optional Call
Amount (000)		Description (1)	Provisions (2)	Ratings (3)	Value
		Illinois (continued)
		Chicago, Illinois, General Obligation Bonds, Refunding Series 2016C:
$ 200		5.000%, 1/01/23	No Opt. Call	BBB+	$ 213,034
225		5.000%, 1/01/24	No Opt. Call	BBB+	241,596
190		5.000%, 1/01/25	No Opt. Call	BBB+	205,194
55		5.000%, 1/01/26	No Opt. Call	BBB+	59,615
325		Cook County, Illinois, General Obligation Bonds, Refunding Series 2012C, 5.000%, 11/15/21	No Opt. Call	AA–	352,384
185		Cook County, Illinois, General Obligation Bonds, Refunding Series 2016A, 5.000%, 11/15/20	No Opt. Call	AA–	196,259
590		Huntley, Illinois, Special Tax Bonds, Special Service Area 10, Refunding Series 2017, 3.300%,	3/26 at 100.00	AA	564,636
		3/01/28 – BAM Insured
625		Illinois Finance Authority, Gas Supply Refunding Revenue Bonds, The Peoples Gas Light and Coke	No Opt. Call	Aa3	619,369
		Company Project, Series 2010B, 1.875%, 2/01/33 (Mandatory put 8/01/20)
1,850		Illinois Finance Authority, Revenue Bonds, Ascension Health/Presence Health Network, Series	No Opt. Call	AA+	1,992,450
		2016C, 4.000%, 2/15/24
455		Illinois Finance Authority, Revenue Bonds, Centegra Health System, Series 2012, 5.000%, 9/01/27	9/22 at 100.00	BB+	494,317
560		Illinois Finance Authority, Revenue Bonds, Centegra Health System, Series 2014A,	9/24 at 100.00	BB+	577,954
		4.625%, 9/01/39
250		Illinois Finance Authority, Revenue Bonds, Roosevelt University, Series 2007, 5.250%, 4/01/22	11/18 at 100.00	BB (5)	250,677
		(Pre-refunded 11/01/18)
		Illinois State, General Obligation Bonds, February Series 2014:
370		5.000%, 2/01/25	2/24 at 100.00	BBB	387,582
325		5.000%, 2/01/26	2/24 at 100.00	BBB	339,176
		Illinois State, General Obligation Bonds, Refunding Series 2012:
390		5.000%, 8/01/20	No Opt. Call	BBB	403,564
335		5.000%, 8/01/21	No Opt. Call	BBB	348,966
1,000		5.000%, 8/01/22	No Opt. Call	BBB	1,048,170
320		5.000%, 8/01/23	No Opt. Call	BBB	336,496
300		Illinois State, General Obligation Bonds, Series 2012A, 4.000%, 1/01/20	No Opt. Call	BBB	303,930
		Illinois State, General Obligation Bonds, Series 2013:
280		5.500%, 7/01/25	7/23 at 100.00	BBB	301,994
240		5.500%, 7/01/26	7/23 at 100.00	BBB	257,986
470		Illinois Toll Highway Authority, Toll Highway Revenue Bonds, Refunding Senior Lien Series	1/26 at 100.00	AA–	527,218
		2016A, 5.000%, 12/01/31
450		Illinois Toll Highway Authority, Toll Highway Revenue Bonds, Senior Lien Series 2015B,	1/26 at 100.00	AA–	496,795
		5.000%, 1/01/37
1,380		Kane & DeKalb Counties Community Unit School District 301, Illinois, General Obligation Bonds,	No Opt. Call	Aa2	1,375,170
		Series 2006, 0.000%, 12/01/18 – NPFG Insured
1,000		Peoria Public Building Commission, Illinois, School District Facility Revenue Bonds, Peoria	12/18 at 79.62	AA	793,490
		County School District 150 Project, Series 2009A, 0.000%, 12/01/22 – AGC Insured
		Railsplitter Tobacco Settlement Authority, Illinois, Tobacco Settlement Revenue Bonds,
		Series 2010:
725		5.000%, 6/01/19	No Opt. Call	A	737,803
1,025		5.250%, 6/01/21	No Opt. Call	A	1,098,544
220		Railsplitter Tobacco Settlement Authority, Illinois, Tobacco Settlement Revenue Bonds, Series	No Opt. Call	A	248,087
		2017, 5.000%, 6/01/25
160		Regional Transportation Authority, Cook, DuPage, Kane, Lake, McHenry and Will Counties,	No Opt. Call	AA	165,856
		Illinois, General Obligation Bonds, Series 1994D, 7.750%, 6/01/19 – FGIC Insured
		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 (5)	61,694
95		7.250%, 11/01/36 (Pre-refunded 11/01/23)	11/23 at 100.00	N/R (5)	117,219
200		7.625%, 11/01/48 (Pre-refunded 11/01/23)	11/23 at 100.00	N/R (5)	250,350

Principal			Optional Call
Amount (000)		Description (1)	Provisions (2)	Ratings (3)	Value
		Illinois (continued)
		Springfield, Illinois, Electric Revenue Bonds, Senior Lien Series 2015:
$ 230		5.000%, 3/01/33	3/25 at 100.00	A	$ 250,764
145		5.000%, 3/01/34 – AGM Insured	3/25 at 100.00	AA	158,091
500		Sterling, Whiteside County, Illinois, General Obligation Bonds, Alternate Revenue Source,	No Opt. Call	A+	528,915
		Series 2012, 4.000%, 11/01/22
325		Williamson & Johnson Counties Community Unit School District 2, Marion, Illinois, Limited Tax	10/19 at 103.00	BBB+	339,657
		General Obligation Lease Certificates, Series 2011, 7.000%, 10/15/22
19,355		Total Illinois			20,334,247
		Indiana – 2.0%
90		Indiana Finance Authority, Educational Facilities Revenue Bonds, Drexel Foundation For	10/19 at 100.00	B	90,552
		Educational Excellence, Inc., Series 2009A, 6.000%, 10/01/21
140		Indianapolis, Indiana, Thermal Energy System Revenue Bonds, Refunding First Lien Series 2014A,	10/24 at 100.00	A	154,939
		5.000%, 10/01/31
255		Jasper County, Indiana, Pollution Control Revenue Refunding Bonds, Northern Indiana Public	No Opt. Call	BBB+	259,677
		Service Company Project, Series 1994A Remarketed, 5.850%, 4/01/19 – NPFG Insured
250		Lake County Building Corporation, Indiana, First Mortgage Bonds, Series 2012, 4.750%, 2/01/21	No Opt. Call	N/R	254,845
250		Vanderburgh County, Indiana, Redevelopment District Tax Increment Revenue bonds, Refunding	8/24 at 100.00	A	277,967
		Series 2014, 5.000%, 2/01/29
875		Whiting, Indiana, Environmental Facilities Revenue Bonds, BP Products North America Inc.	No Opt. Call	A1	871,649
		Project, Series 2008, 1.850%, 6/01/44 (Mandatory put 10/01/19)
600		Whiting, Indiana, Environmental Facilities Revenue Bonds, BP Products North America Inc.	No Opt. Call	A1	657,348
		Project, Series 2015, 5.000%, 11/01/45 (Mandatory put 11/01/22) (Alternative Minimum Tax)
2,460		Total Indiana			2,566,977
		Iowa – 1.1%
500		Ames, Iowa, Hospital Revenue Bonds, Mary Greeley Medical Center, Series 2011, 5.250%,	6/20 at 100.00	A2 (5)	526,195
		6/15/27 (Pre-refunded 6/15/20)
		Iowa Finance Authority, Iowa, Midwestern Disaster Area Revenue Bonds, Iowa Fertilizer Company
		Project, Series 2013:
215		5.500%, 12/01/22	12/18 at 100.00	B	215,821
200		5.250%, 12/01/25	12/23 at 100.00	B	213,084
185		Iowa Finance Authority, Iowa, Midwestern Disaster Area Revenue Bonds, Iowa Fertilizer Company	6/19 at 105.00	B	196,133
		Project, Series 2016, 5.875%, 12/01/27, 144A
220		Iowa Finance Authority, Iowa, Midwestern Disaster Area Revenue Bonds, Iowa Fertilizer Company	12/22 at 103.00	B	230,639
		Project, Series 2018A, 5.250%, 12/01/50 (Mandatory put 12/01/33)
1,320		Total Iowa			1,381,872
		Kansas – 0.1%
105		Wyandotte County/Kansas City Unified Government, Kansas, Utility System Revenue Bonds,	No Opt. Call	A+	115,386
		Refunding & Improvement Series 2014A, 5.000%, 9/01/22
		Kentucky – 1.1%
550		Kentucky Economic Development Finance Authority, Hospital Revenue Bonds, Owensboro Health,	6/27 at 100.00	Baa3	599,153
		Refunding Series 2017A, 5.000%, 6/01/31
285		Kentucky Public Energy Authority, Gas Supply Revenue Bonds, Series 2018B, 4.000%, 1/01/49	10/24 at 100.24	A1	300,949
		(Mandatory put 1/01/25)
340		Lexington-Fayette Urban County Government Public Facilities Corporation, Kentucky State Lease	6/21 at 100.00	A1	363,759
		Revenue Bonds, Eastern State Hospital Project, Series 2011A, 5.250%, 6/01/29
100		University of Kentucky, General Receipts Bonds, Refunding Series 2018A, 3.000%, 10/01/33 –	4/26 at 100.00	AA	94,991
		BAM Insured
1,275		Total Kentucky			1,358,852

NIM	Nuveen Select Maturities Municipal Fund
	Portfolio of Investments (continued)
	September 30, 2018 (Unaudited)

Principal			Optional Call
Amount (000)		Description (1)	Provisions (2)	Ratings (3)	Value
		Louisiana – 3.1%
$ 240		De Soto Parrish, Louisiana, Pollution Control Revenue Bonds, Southwestern Electric Power	No Opt. Call	A–	$ 240,163
		Company Project, Refunding Series 2010, 1.600%, 1/01/19
455		Jefferson Parish Hospital Service District 2, Louisiana, Hospital Revenue Bonds, East	7/21 at 100.00	B+	457,498
		Jefferson General Hospital, Refunding Series 2011, 6.375%, 7/01/41
1,200		Louisiana Local Government Environmental Facilities and Community Development Authority,	11/27 at 100.00	BBB	1,163,544
		Revenue Bonds, Westlake Chemical Corporation Projects, Refunding Series 2017,
		3.500%, 11/01/32
150		Louisiana Public Facilities Authority, Revenue Bonds, Ochsner Clinic Foundation Project,	5/26 at 100.00	A3	167,800
		Refunding Series 2016, 5.000%, 5/15/29
100		Louisiana Public Facilities Authority, Revenue Bonds, Ochsner Clinic Foundation Project,	5/27 at 100.00	A3	112,102
		Refunding Series 2017, 5.000%, 5/15/30
		Louisiana Public Facilities Authority, Revenue Bonds, Ochsner Clinic Foundation Project,
		Series 2015:
525		5.000%, 5/15/22	No Opt. Call	A3	571,085
350		5.000%, 5/15/24	No Opt. Call	A3	392,088
110		New Orleans, Louisiana, General Obligation Bonds, Refunding Series 2015, 5.000%, 12/01/25	No Opt. Call	AA–	125,760
100		New Orleans, Louisiana, Sewerage Service Revenue Bonds, Series 2015, 5.000%, 6/01/32	6/25 at 100.00	A	111,101
590		Saint Charles Parish, Louisiana, Gulf Opportunity Zone Revenue Bonds, Valero Project, Series	No Opt. Call	BBB	618,674
		2010, 4.000%, 12/01/40 (Mandatory put 6/01/22)
3,820		Total Louisiana			3,959,815
		Maine – 0.0%
35		Portland, Maine, General Airport Revenue Bonds, Refunding Series 2013, 5.000%, 7/01/22	No Opt. Call	BBB+	37,993
		Maryland – 0.3%
335		Baltimore, Maryland, Convention Center Hotel Revenue Bonds, Refunding Series 2017,	9/27 at 100.00	BBB–	373,726
		5.000%, 9/01/30
		Massachusetts – 1.0%
200		Massachusetts Development Finance Agency Revenue Bonds, Lawrence General Hospital Issue,	7/24 at 100.00	BB+	215,378
		Series 2014A, 5.000%, 7/01/27
500		Massachusetts Development Finance Agency, Revenue Bonds, Orchard Cove, Series 2007,	12/18 at 100.00	N/R	500,960
		5.000%, 10/01/19
		Massachusetts Port Authority, Special Facilities Revenue Bonds, Delta Air Lines Inc.,
		Series 2001A:
100		5.200%, 1/01/20 – AMBAC Insured (Alternative Minimum Tax)	12/18 at 100.00	N/R	100,837
470		5.000%, 1/01/27 – AMBAC Insured (Alternative Minimum Tax)	1/19 at 100.00	N/R	478,761
1,270		Total Massachusetts			1,295,936
		Michigan – 1.1%
400		Detroit Downtown Development Authority, Michigan, Tax Increment Refunding Bonds, Development	No Opt. Call	BB	316,696
		Area 1 Projects, Series 1996B, 0.000%, 7/01/23
150		Detroit, Michigan, Senior Lien Sewerage Disposal System Revenue Bonds, Series 2001B, 5.500%,	No Opt. Call	A	172,605
		7/01/29 – FGIC Insured
150		Michigan Finance Authority, Local Government Loan Program Revenue Bonds, Detroit Water &	7/25 at 100.00	A	162,941
		Sewerage Department Sewage Disposal System Local Project, Second Lien Series 2015C,
		5.000%, 7/01/34
705		Wayne County Airport Authority, Michigan, Revenue Bonds, Detroit Metropolitan Wayne County	12/25 at 100.00	A	774,746
		Airport, Refunding Series 2015F, 5.000%, 12/01/33 (Alternative Minimum Tax)
1,405		Total Michigan			1,426,988
		Missouri – 1.1%
100		Branson Industrial Development Authority, Missouri, Tax Increment Revenue Bonds, Branson	11/25 at 100.00	N/R	99,929
		Shoppes Redevelopment Project, Refunding Series 2017A, 4.000%, 11/01/26

Principal			Optional Call
Amount (000)		Description (1)	Provisions (2)	Ratings (3)	Value
		Missouri (continued)
$ 100		Missouri Health and Educational Facilities Authority, Educational Facilities Revenue Bonds,	5/23 at 100.00	BBB+	$ 107,915
		Saint Louis College of Pharmacy, Series 2013, 5.250%, 5/01/33
30		Missouri Health and Educational Facilities Authority, Educational Facilities Revenue Bonds,	11/23 at 100.00	BBB	29,999
		Saint Louis College of Pharmacy, Series 2015B, 4.000%, 5/01/32
1,070		Saint Louis, Missouri, Airport Revenue Bonds, Lambert-St. Louis International Airport, Series	No Opt. Call	A2	1,097,199
		2005, 5.500%, 7/01/19 – NPFG Insured
125		St. Louis County, Missouri, GNMA Collateralized Mortgage Revenue Bonds, Series 1989A,	7/20 at 100.00	AA+ (5)	132,799
		8.125%, 8/01/20 (Pre-refunded 7/01/20) (Alternative Minimum Tax)
1,425		Total Missouri			1,467,841
		Montana – 0.3%
260		Billings, Montana, Tax Increment Urban Renewal Revenue Bonds, Expanded North 27th Street,	1/23 at 100.00	N/R	270,769
		Series 2013A, 5.000%, 7/01/33
55		University of Montana, Revenue Bonds, Series 1996D, 5.375%, 5/15/19 – NPFG Insured (ETM)	No Opt. Call	N/R (5)	56,187
315		Total Montana			326,956
		Nebraska – 0.1%
100		Douglas County School District 10 Elkhorn, Nebraska, General Obligation Bonds, Public Schools	6/22 at 100.00	AA–	105,998
		Series 2012, 4.000%, 6/15/23
		Nevada – 2.3%
1,470		Clark County, Nevada, Airport Revenue Bonds, Subordinate Lien Series 2010B, 5.750%, 7/01/42	1/20 at 100.00	Aa3	1,537,517
250		Las Vegas Redevelopment Agency, Nevada, Tax Increment Revenue Bonds, Series 2009A,	6/19 at 100.00	BBB+ (5)	260,368
		8.000%, 6/15/30 (Pre-refunded 6/15/19)
50		Las Vegas, Nevada, Local Improvement Bonds, Special Improvement District 607 Providence,	No Opt. Call	N/R	53,015
		Refunding Series 2013, 5.000%, 6/01/22
200		Washoe County, Nevada, Gas and Water Facilities Revenue Bonds, Sierra Pacific Power	No Opt. Call	A+	202,704
		Company, Refunding Series 2016B, 3.000%, 3/01/36 (Mandatory put 6/01/22)
775		Washoe County, Nevada, General Obligation Bonds, Reno-Sparks Convention & Visitors Authority,	7/21 at 100.00	AA	833,590
		Refunding Series 2011, 5.000%, 7/01/23
2,745		Total Nevada			2,887,194
		New Hampshire – 0.1%
105		Business Finance Authority of the State of New Hampshire, Water Facility Revenue Bonds,	1/26 at 100.00	A+	105,254
		Pennichuck Water Works, Inc. Project ,Series 2015A, 4.250%, 1/01/36 (Alternative Minimum Tax)
		New Jersey – 8.0%
510		Camden County Improvement Authority, New Jersey, Health Care Redevelopment Revenue Bonds,	2/24 at 100.00	BBB+	548,163
		Cooper Health System Obligated Group Issue, Refunding Series 2014A, 5.000%, 2/15/30
300		Gloucester County Pollution Control Financing Authority, New Jersey, Pollution Control Revenue	No Opt. Call	BBB–	320,622
		Bonds, Logan Project, Refunding Series 2014A, 5.000%, 12/01/24 (Alternative Minimum Tax)
		New Jersey Economic Development Authority, Cigarette Tax Revenue Refunding Bonds, Series 2012:
150		4.000%, 6/15/19	No Opt. Call	BBB+	151,722
280		5.000%, 6/15/20	No Opt. Call	BBB+	291,444
150		5.000%, 6/15/21	No Opt. Call	BBB+	159,131
345		5.000%, 6/15/22	No Opt. Call	BBB+	371,758
375		5.000%, 6/15/23	6/22 at 100.00	BBB+	402,308
210		5.000%, 6/15/24	6/22 at 100.00	BBB+	224,683
510		5.000%, 6/15/25	6/22 at 100.00	BBB+	543,997
150		5.000%, 6/15/26	6/22 at 100.00	BBB+	159,513
100		4.250%, 6/15/27	6/22 at 100.00	BBB+	102,754
300		5.000%, 6/15/28	6/22 at 100.00	BBB+	317,409
220		New Jersey Economic Development Authority, Private Activity Bonds, The Goethals Bridge	1/24 at 100.00	BBB	239,644
		Replacement Project, Series 2013, 5.000%, 1/01/28 (Alternative Minimum Tax)
1,000		New Jersey Economic Development Authority, School Facilities Construction Bonds, Refunding	6/25 at 100.00	A–	1,094,510
		Series 2015XX, 5.000%, 6/15/27

NIM	Nuveen Select Maturities Municipal Fund
	Portfolio of Investments (continued)
	September 30, 2018 (Unaudited)

Principal			Optional Call
Amount (000)		Description (1)	Provisions (2)	Ratings (3)	Value
		New Jersey (continued)
$ 1,095		New Jersey Higher Education Assistance Authority, Student Loan Revenue Bonds, Senior Lien	12/26 at 100.00	Aaa	$ 1,087,083
		Series 2017-1A, 3.750%, 12/01/31 (Alternative Minimum Tax)
1,280		New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Capital	No Opt. Call	A–	644,941
		Appreciation Series 2010A, 0.000%, 12/15/33
1,590		New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series 2010D,	No Opt. Call	A–	1,740,462
		5.000%, 12/15/23
270		Salem County Pollution Control Financing Authority, New Jersey, Pollution Control Revenue	No Opt. Call	BBB–	287,393
		Bonds, Chambers Project, Refunding Series 2014A, 5.000%, 12/01/23 (Alternative Minimum Tax)
250		South Jersey Port Corporation, New Jersey, Marine Terminal Revenue Bonds, Refunding Series	No Opt. Call	Baa1	250,148
		2012Q, 3.000%, 1/01/22
670		Tobacco Settlement Financing Corporation, New Jersey, Tobacco Settlement Asset-Backed	6/28 at 100.00	A–	762,969
		Bonds, Series 2018A, 5.000%, 6/01/29
600		Tobacco Settlement Financing Corporation, New Jersey, Tobacco Settlement Asset-Backed	No Opt. Call	BBB+	599,082
		Bonds, Series 2018B, 3.200%, 6/01/27
10,355		Total New Jersey			10,299,736
		New Mexico – 1.0%
715		Farmington, New Mexico, Pollution Control Revenue Bonds, Southern California Edison Company –	No Opt. Call	Aa3	708,057
		Four Corners Project, Refunding Series 2005A, 1.875%, 4/01/29 (Mandatory put 4/01/20)
505		New Mexico Municipal Energy Acquisition Authority, Gas Supply Revenue Bonds, Refunding	8/19 at 100.00	Aa2	515,969
		Sub-Series 2014A, 5.000%, 11/01/39 (Mandatory put 8/01/19)
1,220		Total New Mexico			1,224,026
		New York – 3.8%
220		Brooklyn Arena Local Development Corporation, New York, Payment in Lieu of Taxes Revenue	1/20 at 100.00	AA+ (5)	231,572
		Bonds, Barclays Center Project, Series 2009, 6.000%, 7/15/30 (Pre-refunded 1/15/20)
		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+	232,562
195		5.000%, 7/01/24	No Opt. Call	BBB+	218,720
200		Dormitory Authority of the State of New York, Revenue Bonds, Orange Regional Medical Center	6/27 at 100.00	BBB–	223,512
		Obligated Group, Series 2017, 5.000%, 12/01/28, 144A
775		Dormitory Authority of the State of New York, State University Educational Facilities Revenue	5/22 at 100.00	AA	847,532
		Bonds, Third General Resolution, Series 2012A, 5.000%, 5/15/25
165		Hudson Yards Infrastructure Corporation, New York, Revenue Bonds, Senior Fiscal 2012 Series	2/21 at 100.00	AA–	177,731
		2011A, 5.750%, 2/15/47
270		Hudson Yards Infrastructure Corporation, New York, Revenue Bonds, Senior Fiscal 2012 Series	2/21 at 100.00	Aa3 (5)	293,639
		2011A, 5.750%, 2/15/47 (Pre-refunded 2/15/21)
		Long Island Power Authority, New York, Electric System General Revenue Bonds, Series 2000A:
240		0.000%, 6/01/22 – AGM Insured	No Opt. Call	AA	218,484
170		0.000%, 6/01/24 – AGM Insured	No Opt. Call	AA	144,986
835		New York State Energy Research and Development Authority, Pollution Control Revenue Bonds,	No Opt. Call	A–	835,184
		New York State Electric and Gas Corporation, Series 2005A, 2.375%, 7/01/26 (Mandatory put
		5/01/20) (Alternative Minimum Tax)
85		New York State Thruway Authority, General Revenue Junior Indebtedness Obligations, Series	No Opt. Call	A–	86,478
		2013A, 5.000%, 5/01/19
		New York Transportation Development Corporation, New York, Special Facility Revenue Refunding
		Bonds, Terminal One Group Association, L.P. Project, Series 2015:
60		5.000%, 1/01/22 (Alternative Minimum Tax)	No Opt. Call	A–	64,299
60		5.000%, 1/01/23 (Alternative Minimum Tax)	No Opt. Call	A–	65,198
		New York Transportation Development Corporation, Special Facilities Bonds, LaGuardia Airport
		Terminal B Redevelopment Project, Series 2016A:
135		4.000%, 7/01/32 (Alternative Minimum Tax)	7/24 at 100.00	BBB	137,074
175		4.000%, 7/01/33 (Alternative Minimum Tax)	7/24 at 100.00	BBB	177,235
185		5.000%, 7/01/34 (Alternative Minimum Tax)	7/24 at 100.00	BBB	198,031
275		5.000%, 7/01/46 (Alternative Minimum Tax)	7/24 at 100.00	BBB	290,133

Principal			Optional Call
Amount (000)		Description (1)	Provisions (2)	Ratings (3)	Value
		New York (continued)
$ 400		Triborough Bridge and Tunnel Authority, New York, General Purpose Revenue Bonds, Refunding	No Opt. Call	AA–	$ 436,612
		Series 2013B, 5.000%, 11/15/21
4,655		Total New York			4,878,982
		North Carolina – 1.4%
125		Chatham County, North Carolina, Limited Obligation Bonds, Series 2018, 3.125%, 11/01/35	11/28 at 100.00	AA+	118,700
1,315		North Carolina Municipal Power Agency 1, Catawba Electric Revenue Bonds, Series 2015C,	1/26 at 100.00	A	1,494,274
		5.000%, 1/01/29
250		North Carolina Turnpike Authority, Monroe Expressway Toll Revenue Bonds, Capital Appreciation	7/26 at 96.08	BBB–	179,303
		Series 2017C, 0.000%, 7/01/27
1,690		Total North Carolina			1,792,277
		North Dakota – 0.9%
		Burleigh County, North Dakota, Health Care Revenue Bonds, Saint Alexius Medical Center
		Project, Series 2014A:
200		5.000%, 7/01/29 (Pre-refunded 7/01/21)	7/21 at 100.00	N/R (5)	215,064
650		5.000%, 7/01/31 (Pre-refunded 7/01/21)	7/21 at 100.00	N/R (5)	698,958
170		Ward County Health Care, North Dakota, Revenue Bonds, Trinity Obligated Group, Series 2017C,	No Opt. Call	BBB–	190,749
		5.000%, 6/01/28
1,020		Total North Dakota			1,104,771
		Ohio – 5.4%
		Buckeye Tobacco Settlement Financing Authority, Ohio, Tobacco Settlement Asset-Backed
		Revenue Bonds, Senior Lien, Series 2007A-2:
95		5.375%, 6/01/24	11/18 at 100.00	B–	94,996
1,705		5.125%, 6/01/24	11/18 at 100.00	B–	1,690,610
725		5.875%, 6/01/30	11/18 at 100.00	B–	728,603
150		5.750%, 6/01/34	11/18 at 100.00	B–	150,000
480		Fairfield County, Ohio, Hospital Facilities Revenue Bonds, Fairfield Medical Center Project,	6/23 at 100.00	Baa2	496,411
		Series 2013, 5.000%, 6/15/43
50		Lake County, Ohio, Hospital Facilities Revenue Bonds, Lake Hospital System, Inc., Refunding	12/18 at 100.00	A–	50,133
		Series 2008C, 5.500%, 8/15/24
		New Albany Community Authority, Ohio, Community Facilities Revenue Refunding Bonds,
		Series 2012C:
25		4.000%, 10/01/18	No Opt. Call	Aa3	25,000
30		4.000%, 10/01/19	No Opt. Call	Aa3	30,608
40		4.000%, 10/01/20	No Opt. Call	Aa3	41,535
45		5.000%, 10/01/21	No Opt. Call	Aa3	48,554
35		5.000%, 10/01/22	No Opt. Call	Aa3	38,463
45		Ohio Air Quality Development Authority, Ohio, Air Quality Development Revenue Bonds,	No Opt. Call	N/R	30,431
		FirstEnergy Generation Corporation Project, Series 2009A, 5.700%, 8/01/20 (6)
100		Ohio Air Quality Development Authority, Ohio, Pollution Control Revenue Bonds, FirstEnergy	No Opt. Call	N/R	67,625
		Generation Corporation Project, Refunding Series 2009B, 3.100%, 3/01/23
		(Mandatory put 3/01/19) (6)
260		Ohio Air Quality Development Authority, Ohio, Pollution Control Revenue Bonds, FirstEnergy	No Opt. Call	N/R	252,200
		Generation Corporation Project, Refunding Series 2009C, 5.625%, 6/01/19 (6)
425		Ohio Air Quality Development Authority, Ohio, Pollution Control Revenue Bonds, FirstEnergy	No Opt. Call	N/R	287,406
		Generation Project, Refunding Series 2006A, 3.750%, 12/01/23 (Mandatory put 12/03/18) (6)
90		Ohio Air Quality Development Authority, Ohio, Pollution Control Revenue Bonds, FirstEnergy	No Opt. Call	N/R	60,863
		Nuclear Generation Corporation Project, Refunding Series 2010A, 3.125%, 7/01/33 (6)
130		Ohio Air Quality Development Authority, Ohio, Pollution Control Revenue Bonds, FirstEnergy	No Opt. Call	N/R	87,913
		Nuclear Generation Project, Refunding Series 2006B, 3.625%, 12/01/33 (Mandatory
		put 6/01/20) (6)
45		Ohio Air Quality Development Authority, Ohio, Revenue Bonds, Pratt Paper Ohio, LLC Project,	No Opt. Call	N/R	45,104
		Series 2017, 3.750%, 1/15/28, 144A (Alternative Minimum Tax)
2,000		Ohio Turnpike Commission, Turnpike Revenue Bonds, Infrastructure Projects, Junior Lien	2/31 at 100.00	Aa3	1,936,000
		Convertible Series 2013A-3, 0.000%, 2/15/34 (4)

NIM	Nuveen Select Maturities Municipal Fund
	Portfolio of Investments (continued)
	September 30, 2018 (Unaudited)

Principal			Optional Call
Amount (000)		Description (1)	Provisions (2)	Ratings (3)	Value
		Ohio (continued)
$ 230		Ohio Water Development Authority, Pollution Control Revenue Refunding Bonds, FirstEnergy	No Opt. Call	N/R	$ 155,538
		Nuclear Generating Corporation Project, Series 2005B, 4.000%, 1/01/34 (Mandatory put 7/01/21) (6)
120		Ohio Water Development Authority, Pollution Control Revenue Refunding Bonds, FirstEnergy	No Opt. Call	N/R	81,150
		Nuclear Generating Corporation Project, Series 2006A, 3.000%, 5/15/19 (6)
110		Ohio Water Development Authority, Pollution Control Revenue Refunding Bonds, FirstEnergy	No Opt. Call	N/R	74,388
		Nuclear Generating Corporation Project, Series 2006B, 4.000%, 12/01/33 (Mandatory put 6/03/19) (6)
110		Ohio Water Development Authority, Pollution Control Revenue Refunding Bonds, FirstEnergy	No Opt. Call	N/R	74,388
		Nuclear Generating Corporation Project, Series 2008B, 3.625%, 10/01/33 (Mandatory put 4/01/20) (6)
220		Ohio Water Development Authority, Pollution Control Revenue Refunding Bonds, FirstEnergy	No Opt. Call	N/R	148,775
		Nuclear Generating Corporation Project, Series 2010A, 3.750%, 7/01/33 (Mandatory put 7/01/20) (6)
235		Ohio Water Development Authority, Pollution Control Revenue Refunding Bonds, FirstEnergy	No Opt. Call	N/R	158,919
		Nuclear Generating Corporation Project, Series 2010C, 4.000%, 6/01/33 (Mandatory put 6/03/19) (6)
100		Tuscarawas County Economic Development and Finance Alliance, Ohio, Higher Education	3/25 at 100.00	N/R	101,606
		Facilities Revenue Bonds, Ashland University, Refunding & Improvement Series 2015, 5.375%, 3/01/27
7,600		Total Ohio			6,957,219
		Oklahoma – 1.0%
800		Caddo County Governmental Building Authority, Oklahoma, Sales Tax Revenue Bonds, Refunding	9/28 at 100.00	BBB+	790,440
		Series 2018, 3.625%, 9/01/33
250		Comanche County Educational Facilities Authority, Oklahoma, Educational Facilities Lease	12/27 at 100.00	A	284,210
		Revenue Bonds, Elgin Public Schools Project, Series 2017A, 5.000%, 12/01/31
200		Oklahoma Development Finance Authority, Health System Revenue Bonds, OU Medicine Project,	No Opt. Call	Baa3	227,350
		Series 2018B, 5.000%, 8/15/28
1,250		Total Oklahoma			1,302,000
		Oregon – 0.9%
1,250		Beaverton School District 48J, Washington and Multnomah Counties, Oregon, General Obligation	6/27 at 85.82	AA+	784,375
		Bonds, Deferred Interest Series 2017B, 0.000%, 6/15/31
325		Oregon State Business Development Commission, Recovery Zone Facility Revenue Bonds, Intel	No Opt. Call	A+	323,661
		Corporation Project, 232 Series 2010, 2.400%, 12/01/40 (Mandatory put 8/14/23)
1,575		Total Oregon			1,108,036
		Pennsylvania – 6.2%
100		Allentown Neighborhood Improvement Zone Development Authority, Pennsylvania, Tax Revenue	No Opt. Call	Ba1	109,222
		Bonds, City Center Project, Series 2018, 5.000%, 5/01/28, 144A
220		Beaver County Industrial Development Authority, Pennsylvania, Pollution Control Revenue	No Opt. Call	N/R	148,775
		Refunding Bonds, FirstEnergy Nuclear Generation Project, Series 2008A, 2.700%, 4/01/35 (6)
200		Lehigh County Industrial Development Authority, Pennsylvania, Pollution Control Revenue Bonds,	No Opt. Call	A1	192,778
		Pennsylvania Power and Light Company, Series 2016A, 1.800%, 9/01/29 (Mandatory put 9/01/22)
455		Lehigh County Industrial Development Authority, Pennsylvania, Pollution Control Revenue Bonds,	No Opt. Call	A1	438,743
		Pennsylvania Power and Light Company, Series 2016B, 1.800%, 2/15/27 (Mandatory put 8/15/22)
200		Luzerne County Industrial Development Authority, Pennsylvania, Guaranteed Lease Revenue	12/19 at 100.00	N/R (5)	213,442
		Bonds, Series 2009, 7.750%, 12/15/27 (Pre-refunded 12/15/19)
500		Montgomery County Industrial Development Authority, Pennsylvania, Pollution Control Revenue	No Opt. Call	BBB	498,880
		Bonds, PECO Energy Company Project, Refunding Series 1996A, 2.600%, 3/01/34
		(Mandatory put 9/01/20)
500		Montgomery County Industrial Development Authority, Pennsylvania, Pollution Control Revenue	No Opt. Call	BBB	499,125
		Bonds, PECO Energy Company Project, Refunding Series 1999A, 2.500%, 10/01/30
		(Mandatory put 4/01/20)
5		Pennsylvania Economic Development Financing Authority, Exempt Facilities Revenue Bonds,	12/18 at 100.00	N/R	3,381
		Shippingport Project, First Energy Guarantor, Series 2006A, 2.550%, 11/01/41
		(Mandatory put 12/03/18) (6)

Principal			Optional Call
Amount (000)		Description (1)	Provisions (2)	Ratings (3)	Value
		Pennsylvania (continued)
$ 355		Pennsylvania Economic Development Financing Authority, Health System Revenue Bonds , Albert	10/19 at 100.00	N/R (5)	$ 368,259
		Einstein Healthcare, Series 2009A, 6.250%, 10/15/23 (Pre-refunded 10/15/19)
500		Pennsylvania Economic Development Financing Authority, Parking System Revenue Bonds,	1/24 at 100.00	AA	559,475
		Capitol Region Parking System, Junior Guaranteed Series 2013B, 5.500%, 1/01/27
250		Pennsylvania Economic Development Financing Authority, Parking System Revenue Bonds,	1/24 at 100.00	AA	280,768
		Capitol Region Parking System, Junior Insured Series 2013C, 5.500%, 1/01/26 – AGM Insured
230		Pennsylvania Economic Development Financing Authority, Private Activity Revenue Bonds,	No Opt. Call	BBB	257,842
		Pennsylvania Rapid Bridge Replacement Project, Series 2015, 5.000%, 12/31/25 (Alternative
		Minimum Tax)
95		Pennsylvania Higher Educational Facilities Authority, Revenue Bonds, University of the Arts,	No Opt. Call	N/R (5)	97,501
		Series 1999, 5.150%, 3/15/20 – RAAI Insured (ETM)
250		Pennsylvania Housing Finance Agency, Single Family Mortgage Revenue Bonds, Series	4/27 at 100.00	AA+	241,863
		2017-125A, 3.400%, 10/01/32 (Alternative Minimum Tax)
		Pennsylvania Turnpike Commission, Motor License Fund-Enhanced Turnpike Special Revenue
		Bonds, Subordinate Series 2010A1&2:
115		5.500%, 12/01/34 (Pre-refunded 12/01/20)	12/20 at 100.00	N/R (5)	123,378
475		5.500%, 12/01/34 (Pre-refunded 12/01/20)	12/20 at 100.00	AA- (5)	509,604
		Pennsylvania Turnpike Commission, Turnpike Revenue Bonds, Refunding Subordinate Second
		Series 2016B-2:
310		5.000%, 6/01/29	6/26 at 100.00	A3	346,527
855		5.000%, 6/01/35	6/26 at 100.00	A3	935,703
250		Pennsylvania Turnpike Commission, Turnpike Revenue Bonds, Refunding Subordinate Third Series	12/27 at 100.00	A3	278,755
		2017, 5.000%, 12/01/32
370		Philadelphia Gas Works, Pennsylvania, Revenue Bonds, Twelfth Series 1990B, 7.000%, 5/15/20 –	No Opt. Call	N/R (5)	388,907
		NPFG Insured (ETM)
65		Quakertown General Authority Health Facilities Revenue USDA Loan Anticipation Notes and	7/19 at 100.00	N/R	63,963
		Revenue Bonds for LifeQuest Obligated Group, Pennsylvania, Series 2017A, 3.125%, 7/01/21
880		Saint Mary Hospital Authority, Pennsylvania, Health System Revenue Bonds, Catholic Health	5/19 at 100.00	AA–	902,053
		East, Series 2009D, 6.250%, 11/15/34
105		Scranton, Lackawanna County, Pennsylvania, General Obligation Notes, Series 2016,	5/24 at 100.00	BB+	111,974
		5.000%, 11/15/26
60		Scranton-Lackawanna Health and Welfare Authority, Pennsylvania, University Revenue Bonds,	No Opt. Call	BB+	56,707
		Marywood University, Series 2016, 3.375%, 6/01/26
330		Union County Hospital Authority, Pennsylvania, Hospital Revenue Bonds, Evangelical Community	No Opt. Call	A- (5)	363,208
		Hospital Project, Refunding & Improvement Series 2011, 5.750%, 8/01/21 (ETM)
7,675		Total Pennsylvania			7,990,833
		Rhode Island – 0.2%
200		Rhode Island Health and Educational Building Corporation, Revenue Bonds, Care New England	9/23 at 100.00	BB- (5)	229,372
		Health System, Series 2013A, 5.500%, 9/01/28 (Pre-refunded 9/01/23)
		South Carolina – 3.7%
15		Lexington County Health Services District, Inc., South Carolina, Hospital Revenue Bonds,	No Opt. Call	A1	15,449
		Refunding Series 2011, 5.000%, 11/01/19
195		Patriots Energy Group Financing Agency, South Carolina, Gas Supply Revenue Bonds, Series	11/23 at 100.30	Aa2	205,912
		2018A, 4.000%, 10/01/48 (Mandatory put 2/01/24)
1,540		Piedmont Municipal Power Agency, South Carolina, Electric Revenue Bonds, Refunding Series	No Opt. Call	A3 (5)	1,558,418
		1991, 6.750%, 1/01/19 – FGIC Insured (ETM)
2,890		Piedmont Municipal Power Agency, South Carolina, Electric Revenue Bonds, Refunding Series	No Opt. Call	A3	2,923,900
		1991, 6.750%, 1/01/19 – FGIC Insured
4,640		Total South Carolina			4,703,679

NIM	Nuveen Select Maturities Municipal Fund
	Portfolio of Investments (continued)
	September 30, 2018 (Unaudited)

Principal			Optional Call
Amount (000)		Description (1)	Provisions (2)	Ratings (3)	Value
		Tennessee – 1.2%
		Knox County Health, Educational and Housing Facility Board, Tennessee, Hospital Revenue
		Bonds, Covenant Health, Refunding Series 2012A:
$ 105		4.000%, 1/01/22	No Opt. Call	A	$ 110,148
180		5.000%, 1/01/23	No Opt. Call	A	197,791
100		Metropolitan Government of Nashville-Davidson County Health and Educational Facilities Board,	No Opt. Call	N/R	97,545
		Tennessee, Revenue Bonds, Knowledge Academy Charter School, Series 2017A, 4.625%,
		6/15/27, 144A
100		The Tennessee Energy Acquisition Corporation, Gas Project Revenue Bonds, Series 2018,	8/25 at 100.22	A	105,160
		4.000%, 11/01/49 (Mandatory put 11/01/25)
920		The Tennessee Energy Acquisition Corporation, Gas Revenue Bonds, Series 2006C, 4.000%,	2/23 at 108.92	A	963,902
		5/01/48  (Mandatory put 5/01/23)
1,405		Total Tennessee			1,474,546
		Texas – 6.2%
10		Bexar Metropolitan Water District, Texas, Waterworks System Revenue Bonds, Refunding Series	5/20 at 100.00	AA (5)	10,601
		2010, 5.875%, 5/01/40 (Pre-refunded 5/01/20)
		Bexar Metropolitan Water District, Texas, Waterworks System Revenue Refunding Bonds,
		Series 2009:
65		5.000%, 5/01/29 (Pre-refunded 5/01/19)	5/19 at 100.00	AA (5)	66,157
165		5.000%, 5/01/39 (Pre-refunded 5/01/19)	5/19 at 100.00	AA (5)	167,937
25		Brazos River Authority, Texas, Collateralized Pollution Control Revenue Bonds, Texas Utilities	No Opt. Call	C	–
		Electric Company, Series 2003D, 5.400%, 10/01/29 (6)
540		Central Texas Regional Mobility Authority, Revenue Bonds, Senior Lien Series 2011, 6.250%,	1/21 at 100.00	BBB+ (5)	587,795
		1/01/46 (Pre-refunded 1/01/21)
1,000		Central Texas Regional Mobility Authority, Revenue Bonds, Senior Lien, Series 2015A,	7/25 at 100.00	BBB+	1,112,900
		5.000%, 1/01/31
155		Harris County-Houston Sports Authority, Texas, Revenue Bonds, Refunding Second Lien Series	No Opt. Call	A3	173,403
		2014C, 5.000%, 11/15/24
395		Harris County-Houston Sports Authority, Texas, Revenue Bonds, Refunding Senior Lien Series	11/24 at 100.00	AA	445,205
		2014A, 5.000%, 11/15/26 – AGM Insured
50		Houston, Texas, Airport System Special Facilities Revenue Bonds, United Airlines, Inc.	7/24 at 100.00	BB	53,710
		Terminal E Project, Refunding Series 2014, 5.000%, 7/01/29 (Alternative Minimum Tax)
500		Houston, Texas, Hotel Occupancy Tax and Special Revenue Bonds, Convention and Entertainment	No Opt. Call	A2	437,840
		Project, Series 2001B, 0.000%, 9/01/23 – AMBAC Insured
430		Love Field Airport Modernization Corporation, Texas, General Airport Revenue Bonds Series	11/25 at 100.00	A1	482,443
		2015, 5.000%, 11/01/28 (Alternative Minimum Tax)
300		Love Field Airport Modernization Corporation, Texas, Special Facilities Revenue Bonds,	11/20 at 100.00	A3	315,744
		Southwest Airlines Company, Series 2010, 5.250%, 11/01/40
		McCamey County Hospital District, Texas, General Obligation Bonds, Series 2013:
100		5.000%, 12/01/25	No Opt. Call	B1	104,208
100		5.250%, 12/01/28	12/25 at 100.00	B1	103,491
250		Mission Economic Development Corporation, Texas, Revenue Bonds, Natgasoline Project, Series	10/18 at 103.00	BB–	257,710
		2016B, 5.750%, 10/01/31, 144A (Alternative Minimum Tax)
		North Central Texas Health Facilities Development Corporation, Texas, Revenue Bonds,
		Children’s Medical Center Dallas Project, Series 2012:
450		5.000%, 8/15/24 (Pre-refunded 8/15/22)	8/22 at 100.00	Aa2 (5)	497,187
380		5.000%, 8/15/25 (Pre-refunded 8/15/22)	8/22 at 100.00	Aa2 (5)	419,847
		North Texas Tollway Authority, Special Projects System Revenue Bonds, Convertible Capital
		Appreciation Series 2011C:
100		0.000%, 9/01/43 (Pre-refunded 9/01/31) (4)	9/31 at 100.00	N/R (5)	107,737
490		0.000%, 9/01/45 (Pre-refunded 9/01/31) (4)	9/31 at 100.00	N/R (5)	578,450
760		North Texas Tollway Authority, Special Projects System Revenue Bonds, Current Interest Series	9/21 at 100.00	N/R (5)	819,956
		2011D, 5.000%, 9/01/24 (Pre-refunded 9/01/21)

Principal			Optional Call
Amount (000)		Description (1)	Provisions (2)	Ratings (3)	Value
		Texas (continued)
$ 465		North Texas Tollway Authority, System Revenue Bonds, Refunding First Tier, Series 2014A,	No Opt. Call	A+	$ 514,118
		5.000%, 1/01/23
110		Texas Municipal Gas Acquisition and Supply Corporation III, Gas Supply Revenue Bonds, Series	12/22 at 100.00	A3	117,813
		2012, 5.000%, 12/15/32
475		Texas Transportation Commission, Central Texas Turnpike System Revenue Bonds, Second Tier	8/24 at 100.00	BBB+	516,164
		Refunding Series 2015C, 5.000%, 8/15/31
7,315		Total Texas			7,890,416
		Virginia – 0.7%
100		Peninsula Ports Authority of Virginia, Coal Terminal Revenue Bonds, Dominion Terminal	No Opt. Call	BBB	99,685
		Associates Project-DETC Issue, Refunding Series 2003, 1.550%, 10/01/33 (Mandatory put 10/01/19)
575		Virginia Small Business Financing Authority, Senior Lien Revenue Bonds, Elizabeth River	7/22 at 100.00	BBB	618,539
		Crossing, Opco LLC Project, Series 2012, 5.500%, 1/01/42 (Alternative Minimum Tax)
200		Wise County Industrial Development Authority, Virginia, Solid Waste and Sewage Disposal	No Opt. Call	A2	199,366
		Revenue Bonds, Virginia Electric and Power Company, Series 2009A, 2.150%, 10/01/40
		(Mandatory put 9/01/20)
875		Total Virginia			917,590
		Washington – 2.2%
1,000		Port of Seattle, Washington, Revenue Bonds, Intermediate Lien Series 2015C, 5.000%, 4/01/23	No Opt. Call	AA–	1,103,920
		(Alternative Minimum Tax)
1,050		Washington Health Care Facilities Authority, Revenue Bonds, Fred Hutchinson Cancer Research	1/21 at 100.00	A+	1,106,333
		Center, Series 2011A, 5.375%, 1/01/31
585		Whidbey Island Public Hospital District, Island County, Washington, General Obligation Bonds,	12/22 at 100.00	Baa2	619,234
		Whidbey General Hospital, Series 2013, 5.500%, 12/01/33
2,635		Total Washington			2,829,487
		West Virginia – 0.6%
100		Monongalia County Commission, West Virginia, Special District Excise Tax Revenue, University	No Opt. Call	N/R	99,145
		Town Centre Economic Opportunity Development District, Refunding & Improvement Series 2017A,
		4.500%, 6/01/27, 144A
115		West Virginia Economic Development Authority, Energy Revenue Bonds, Morgantown Energy	No Opt. Call	Baa3	110,485
		Associates Project, Refunding Series 2016, 2.875%, 12/15/26 (Alternative Minimum Tax)
250		West Virginia Economic Development Authority, Solid Waste Disposal Facilities Revenue Bonds,	No Opt. Call	A–	244,770
		Appalachian Power Company – Amos Project, Series 2011A, 1.700%, 1/01/41 (Mandatory put
		9/01/20) (Alternative Minimum Tax)
115		West Virginia Economic Development Authority, Solid Waste Disposal Facilities Revenue Bonds,	No Opt. Call	A–	114,660
		Wheeling Power Company – Mitchell Project, Series 2013A, 3.000%, 6/01/37 (Mandatory put
		4/01/22) (Alternative Minimum Tax)
240		West Virginia Hospital Finance Authority, Revenue Bonds, West Virginia University Health	6/27 at 100.00	A	239,246
		System Obligated Group, Improvement Series 2017A, 3.375%, 6/01/29
820		Total West Virginia			808,306
		Wisconsin – 4.0%
600		Public Finance Authority of Wisconsin, Limited Obligation PILOT Revenue Bonds, American Dream	12/27 at 100.00	N/R	676,758
		@ Meadowlands Project, Series 2017, 6.500%, 12/01/37, 144A
185		Public Finance Authority of Wisconsin, Revenue Bonds, Denver international Airport Great Hall	9/27 at 100.00	BBB–	198,716
		Project, Series 2017, 5.000%, 9/30/49 (Alternative Minimum Tax)
350		Public Finance Authority of Wisconsin, Solid Waste Disposal Revenue Bonds, Waste Management	5/26 at 100.00	A–	338,702
		Inc., Refunding Series 2016A-2, 2.875%, 5/01/27 (Alternative Minimum Tax)
		University of Wisconsin Hospitals and Clinics Authority, Revenue Bonds, Refunding Series 2013A:
755		4.000%, 4/01/20	No Opt. Call	AA–	775,581
45		5.000%, 4/01/22	No Opt. Call	AA–	49,108
325		Wisconsin Health and Educational Facilities Authority, Revenue Bonds, Aurora Health Care,	No Opt. Call	AA (5)	341,897
		Inc., Series 2010B, 5.000%, 7/15/20 (ETM)

NIM	Nuveen Select Maturities Municipal Fund
	Portfolio of Investments (continued)
	September 30, 2018 (Unaudited)

Principal			Optional Call
Amount (000)		Description (1)	Provisions (2)	Ratings (3)	Value
		Wisconsin (continued)
$ 675		Wisconsin Health and Educational Facilities Authority, Revenue Bonds, Aurora Health Care,	7/21 at 100.00	AA (5)	$ 728,447
		Inc., Series 2012A, 5.000%, 7/15/25 (Pre-refunded 7/15/21)
1,500		Wisconsin Health and Educational Facilities Authority, Wisconsin, Revenue Bonds, ThedaCare	12/24 at 100.00	AA–	1,682,115
		Inc., Series 2015, 5.000%, 12/15/26
		Wisconsin State, General Fund Annual Appropriation Revenue Bonds, Refunding Series 2009A:
45		5.000%, 5/01/21	5/19 at 100.00	Aa2	45,780
30		5.375%, 5/01/25	5/19 at 100.00	Aa2	30,593
35		5.625%, 5/01/28	5/19 at 100.00	Aa2	35,736
		Wisconsin State, General Fund Annual Appropriation Revenue Bonds, Refunding Series 2009A:
30		5.375%, 5/01/25 (Pre-refunded 5/01/19)	5/19 at 100.00	N/R (5)	30,608
5		5.625%, 5/01/28 (Pre-refunded 5/01/19)	5/19 at 100.00	N/R (5)	5,108
35		6.000%, 5/01/33 (Pre-refunded 5/01/19)	5/19 at 100.00	N/R (5)	35,834
155		6.000%, 5/01/33 (Pre-refunded 5/01/19)	5/19 at 100.00	Aa2 (5)	158,695
4,770		Total Wisconsin			5,133,678
$ 125,525		Total Municipal Bonds (cost $123,047,893)			127,075,967

Principal
Amount (000)		Description (1)	Coupon	Maturity	Ratings (3)	Value
		CORPORATE BONDS – 0.0%
		Transportation – 0.0%
$ 16		Las Vegas Monorail Company, Senior Interest Bonds (7), (8)	5.500%	7/15/19	N/R	$ 10,316
4		Las Vegas Monorail Company, Senior Interest Bonds (4), (7), (8)	5.500%	7/15/55	N/R	2,234
$ 20		Total Corporate Bonds (cost $1,108)				12,550
		Total Long-Term Investments (cost $123,049,001)				127,088,517
		Other Assets Less Liabilities – 1.0%				1,295,457
		Net Assets – 100%				$ 128,383,974

(1)	All percentages shown in the Portfolio of Investments are based on net assets.
(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)	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.
(5)	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.
(6)	As of, or subsequent to, the end of the reporting period, this security is non-income producing. Non-income producing, in the case of a fixed income security, generally denotes that the issuer has (1) defaulted on the payment of principal or interest, (2) is under the protection of the Federal Bankruptcy Court or (3) the Fund’s Adviser has concluded that the issue is not likely to meet its future interest payment obligations and has ceased accruing additional income on the Fund’s records.
(7)	Investment valued at fair value using methods determined in good faith by, or at the discretion of, the Board. For fair value measurement disclosure purposes, investment classified as Level 3. See Notes to Financial Statements, Note 2 – Investment Valuation and Fair Value Measurements for more information.
(8)	During January 2010, Las Vegas Monorail Company (“Las Vegas Monorail”) filed for federal bankruptcy protection. During March 2012, Las Vegas Monorail emerged from federal bankruptcy with the acceptance of a reorganization plan assigned by the Federal Bankruptcy Court. Under the reorganization plan, the Fund surrendered its Las Vegas Monorail Project Revenue Bonds, First Tier, Series 2000 and in turn received two senior interest corporate bonds: the first with an annual coupon rate of 5.500% maturing on July 15, 2019 and the second with an annual coupon rate of 3.000% (5.500% after December 31, 2015) maturing on July 15, 2055. The Fund was not accruing income for either senior interest corporate bond. On January 18, 2017, the Fund's Adviser determined it was likely that this senior interest corporate bond would fulfill its obligation on the security maturing on July 15, 2019, and therefore began accruing income on the Fund's records.
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.
ETM	Escrowed to maturity.

Assets
Long-term investments, at value (cost $123,049,001)		$	127,088,517
Receivable for:
Interest			1,537,354
Investments sold			455,000
Other assets			1,707
Total assets			129,082,578
Liabilities
Cash overdraft			197,104
Payable for:
Dividends			322,370
Investments purchased			52,805
Accrued expenses:
Management fees			48,453
Trustees fees			832
Other			77,040
Total liabilities			698,604
Net assets		$	128,383,974
Shares outstanding			12,445,363
Net asset value (“NAV”) per share outstanding		$	10.32
Net assets consist of:
Shares, $.01 par value per share		$	124,454
Paid-in surplus			123,843,456
Total distributable earnings			4,416,064
Net assets		$	128,383,974
Authorized shares		Unlimited

Investment Income		$	2,413,887
Expenses
Management fees			296,189
Custodian fees			23,682
Trustees fees			1,861
Professional fees			11,740
Shareholder reporting expenses			15,665
Shareholder servicing agent fees			1,798
Stock exchange listing fees			3,345
Investor relations expenses			1,718
Other			9,168
Total expenses			365,166
Net investment income (loss)			2,048,721
Realized and Unrealized Gain (Loss)
Net realized gain (loss) from investments			(83,228	)
Change in net unrealized appreciation (depreciation) of investments			(267,154	)
Net realized and unrealized gain (loss)			(350,382	)
Net increase (decrease) in net assets from operations		$	1,698,339

		Six Months				Year
		Ended				Ended(1)
		9/30/18				3/31/18
Operations
Net investment income (loss)		$	2,048,721			$	4,168,681
Net realized gain (loss) from investments			(83,228	)			21,782
Change in net unrealized appreciation (depreciation) of investments			(267,154	)			386,371
Net increase (decrease) in net assets from operations			1,698,339				4,576,834
Distributions to Shareholders(2)
Dividends(3)			(1,947,699	)			(3,906,599	)
Decrease in net assets from distributions to shareholders			(1,947,699	)			(3,906,599	)
Net increase (decrease) in net assets			(249,360	)			670,235
Net assets at the beginning of period			128,633,334				127,963,099
Net assets at the end of period		$	128,383,974			$	128,633,334

						Investment Operations												Less Distributions
		Beginning NAV				Net Investment Income (Loss)				Net Realized/ Unrealized Gain (Loss)				Total				From Net Investment Income				From Accumulated Net Realized Gains				Total				Ending NAV				Ending Share Price
Year Ended 3/31:
2019(c)		$	10.34			$	0.16			$	(0.02	)		$	0.14			$	(0.16	)		$	—			$	(0.16	)		$	10.32			$	9.58
2018			10.28				0.33				0.04				0.37				(0.31	)			—				(0.31	)			10.34				9.69
2017			10.64				0.32				(0.36	)			(0.04	)			(0.32	)			—	*			(0.32	)			10.28				9.93
2016			10.59				0.32				0.06				0.38				(0.33	)			—				(0.33	)			10.64				10.57
2015			10.38				0.34				0.21				0.55				(0.34	)			—				(0.34	)			10.59				10.78
2014			10.63				0.36				(0.27	)			0.09				(0.34	)			—				(0.34	)			10.38				10.18

							Ratios/Supplemental Data
Total Returns											Ratios to Average Net Assets
			Based												Net
Based			on				Ending								Investment				Portfolio
on			Share				Net Assets								Income				Turnover
NAV(a)			Price(a)					(000	)		Expenses				(Loss)				Rate(b)
1.33	%			0.47	%		$	128,384				0.57	%**			3.17	%**			8	%
3.65				0.67				128,633				0.58				3.20				18
(0.43	)			(3.13	)			127,963				0.58				3.01				15
3.66				1.24				132,337				0.57				3.01				20
5.37				9.39				131,818				0.58				3.23				16
0.95				1.83				129,153				0.58				3.44				15

(a)	Total Return Based on NAV is the combination of changes in NAV, reinvested dividend income at NAV and reinvested capital gains distributions at NAV, if any. The last dividend declared in the period, which is typically paid on the first business day of the following month, is assumed to be reinvested at the ending NAV. The actual reinvest price for the last dividend declared in the period may often be based on the Fund’s market price (and not its NAV), and therefore may be different from the price used in the calculation. Total returns are not annualized.  Total Return Based on Share Price is the combination of changes in the market price per share and the effect of reinvested dividend income and reinvested capital gains distributions, if any, at the average price paid per share at the time of reinvestment. The last dividend declared in the period, which is typically paid on the first business day of the following month, is assumed to be reinvested at the ending market price. The actual reinvestment for the last dividend declared in the period may take place over several days, and in some instances may not be based on the market price, so the actual reinvestment price may be different from the price used in the calculation. Total returns are not annualized.
(b)	Portfolio Turnover Rate is calculated based on the lesser of long-term purchases or sales (as disclosed in Note 5 – Investment Transactions) divided by the average long-term market value during the period.
(c)	For the six months ended September 30, 2018.
*	Rounds to less than $0.01 per share.
**	Annualized.

		Level 1				Level 2				Level 3				Total
Long-Term Investments:
Municipal Bonds*		$	—			$	127,075,967			$	—			$	127,075,967
Corporate Bonds**			—				—				12,550	***			12,550
Total		$	—			$	127,075,967			$	12,550			$	127,088,517

Tax cost of investments		$	122,854,495
Gross unrealized:
Appreciation		$	4,886,952
Depreciation			(652,930	)
Net unrealized appreciation (depreciation) of investments		$	4,234,022

Paid-in-surplus		$	(49	)
Undistributed (Over-distribution of) net investment income			(10,639	)
Accumulated net realized gain (loss)			10,688

Undistributed net tax-exempt income1		$	483,812
Undistributed net ordinary income2			40,795
Undistributed net long-term capital gains			—

1	Undistributed net tax-exempt income (on a tax basis) has not been reduced for the dividend declared on March 1, 2018, paid on April 2, 2018.
2	Net ordinary income consists of taxable market discount income and net short-term capital gains, if any.

Distributions from net tax-exempt income		$	3,882,953
Distributions from net ordinary income2			23,646
Distributions from net long-term capital gains			—

2	Net ordinary income consists of taxable market discount income and net short-term capital gains, if any.

Capital losses to be carried forward - not subject to expiration		$	167

Average Daily Net Assets*		Fund-Level Fee Rate
For the first $125 million			0.3000	%
For the next $125 million			0.2875
For the next $250 million			0.2750
For the next $500 million			0.2625
For the next $1 billion			0.2500
For the next $3 billion			0.2250
For managed assets over $5 billion			0.2125

Complex-Level Eligible Asset Breakpoint Level*		Effective Complex-Level Fee Rate at Breakpoint Level
$55 billion			0.2000	%
$56 billion			0.1996
$57 billion			0.1989
$60 billion			0.1961
$63 billion			0.1931
$66 billion			0.1900
$71 billion			0.1851
$76 billion			0.1806
$80 billion			0.1773
$91 billion			0.1691
$125 billion			0.1599
$200 billion			0.1505
$250 billion			0.1469
$300 billion			0.1445

*

For the complex-level fees, managed assets include closed-end fund assets managed by the Adviser that are attributable to certain types of leverage. For these purposes, leverage includes the funds’ use of preferred stock and borrowings and certain investments in the residual interest certificates (also called inverse floating rate securities) in tender option bond (TOB) trusts, including the portion of assets held by a TOB trust that has been effectively financed by the trust’s issuance of floating rate securities, subject to an agreement by the Adviser as to certain funds to limit the amount of such assets for determining managed assets in certain circumstances. The complex-level fee is calculated based upon the aggregate daily managed assets of all Nuveen open-end and closed-end Funds that constitute “eligible assets.” Eligible assets do not include assets attributable to investments in other Nuveen funds or assets in excess of a determined amount (originally $2 billion) added to the Nuveen fund complex in connection with the Adviser’s assumption of the management of the former First American Funds effective January 1, 2011. As of September 30, 2018, the complex-level fee rate for the Fund was 0.1588%.

Board of Trustees
Margo Cook*	Jack B. Evans	William C. Hunter	Albin F. Moschner	John K. Nelson	William J. Schneider
Judith M. Stockdale	Carole E. Stone	Terence J. Toth	Margaret L. Wolff	Robert L. Young
* Interested Board Member.

Fund Manager	Custodian	Legal Counsel	Independent Registered	Transfer Agent and
Nuveen Fund Advisors, LLC	State Street Bank	Chapman and Cutler LLP	Public Accounting Firm	Shareholder Services
333 West Wacker Drive	& Trust Company	Chicago, IL 60603	KPMG LLP	Computershare Trust
Chicago, IL 60606	One Lincoln Street		200 East Randolph Street	Company, N.A.
	Boston, MA 02111		Chicago, IL 60601	250 Royall Street
				Canton, MA 02021
				(800) 257-8787

	NIM
Shares repurchased	—