NPORT-EX 1 NEA.htm
NEA
Nuveen AMT-Free Quality Municipal Income Fund
Portfolio of Investments    July 31, 2019
(Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    LONG-TERM INVESTMENTS – 155.4% (100.0% of Total Investments)        
    MUNICIPAL BONDS – 155.4% (100.0% of Total Investments)        
    Alabama – 1.1% (0.7% of Total Investments)        
$4,250   Infirmary Health System Special Care Facilities Financing Authority of Mobile, Alabama, Revenue Bonds, Infirmary Health System, Inc, Series 2016A, 5.000%, 2/01/41   2/26 at 100.00 BBB+ $4,794,723
20,675   Lower Alabama Gas District, Alabama, Gas Project Revenue Bonds, Series 2016A, 5.000%, 9/01/46   No Opt. Call A3 28,156,869
4,900   Mobile Spring Hill College Educational Building Authority, Alabama, Revenue Bonds, Spring Hill College Project, Series 2015, 5.875%, 4/15/45   4/25 at 100.00 N/R 5,203,555
5,310   Tuscaloosa County Industrial Development Authority, Alabama, Gulf Opportunity Zone Bonds, Hunt Refining Project, Refunding Series 2019A, 5.250%, 5/01/44, 144A   5/29 at 100.00 N/R 5,899,994
35,135   Total Alabama       44,055,141
    Alaska – 0.7% (0.4% of Total Investments)        
    Northern Tobacco Securitization Corporation, Alaska, Tobacco Settlement Asset-Backed Bonds, Series 2006A:        
17,040   5.000%, 6/01/32   8/19 at 100.00 B3 17,061,811
10,070   5.000%, 6/01/46   8/19 at 100.00 B3 10,082,588
27,110   Total Alaska       27,144,399
    Arizona – 2.0% (1.3% of Total Investments)        
1,460   Apache County Industrial Development Authority, Arizona, Pollution Control Revenue Bonds, Tucson Electric Power Company, Series 20102A, 4.500%, 3/01/30   3/22 at 100.00 A- 1,538,884
1,025   Arizona Industrial Development Authority, Arizona, Education Revenue Bonds, Academies of Math & Science Projects, Series 2017A, 5.000%, 7/01/51   7/27 at 100.00 AA- 1,160,874
    Arizona State, Certificates of Participation, Series 2010A:        
2,800   5.250%, 10/01/28  –  AGM Insured   10/19 at 100.00 Aa3 2,819,012
3,500   5.000%, 10/01/29  –  AGM Insured   10/19 at 100.00 Aa3 3,522,330
7,500   Arizona State, State Lottery Revenue Bonds, Series 2010A, 5.000%, 7/01/29  –  AGC Insured   1/20 at 100.00 Aa3 7,619,400
7,115   Lake Havasu City, Arizona, Wastewater System Revenue Bonds, Refunding Senior Lien Series 2015B, 5.000%, 7/01/43  –  AGM Insured   7/25 at 100.00 A2 8,191,571
1,315   Maricopa County Industrial Development Authority, Arizona, Hospital Revenue Bonds, HonorHealth, Series 2019A, 5.000%, 9/01/42   9/28 at 100.00 A2 1,543,941
5,135   Maricopa County Industrial Development Authority, Arizona, Revenue Bonds, Banner Health, Refunding Series 2016A, 4.000%, 1/01/36   1/27 at 100.00 AA- 5,646,908
7,780   Phoenix Civic Improvement Corporation, Arizona, Airport Revenue Bonds, Junior Lien Series 2010A, 5.000%, 7/01/40 (Pre-refunded 7/01/20)   7/20 at 100.00 A+ (4) 8,054,323
1
NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2019
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Arizona (continued)        
    Phoenix Civic Improvement Corporation, Arizona, Revenue Bonds, Civic Plaza Expansion Project, Series 2005B:        
$6,545   5.500%, 7/01/37  –  FGIC Insured   No Opt. Call AA $9,532,138
10,000   5.500%, 7/01/40  –  FGIC Insured   No Opt. Call AA 14,610,200
3,000   Queen Creek, Arizona, Excise Tax & State Shared Revenue Obligation Bonds, Series 2018A, 5.000%, 8/01/47   8/28 at 100.00 AA 3,621,150
11,080   Salt Verde Financial Corporation, Arizona, Senior Gas Revenue Bonds, Citigroup Energy Inc Prepay Contract Obligations, Series 2007, 5.000%, 12/01/37   No Opt. Call BBB+ 14,654,297
68,255   Total Arizona       82,515,028
    Arkansas – 0.1% (0.1% of Total Investments)        
5,080   Independence County, Arkansas, Hydroelectric Power Revenue Bonds, Series 2003, 5.350%, 5/01/28  –  ACA Insured   9/19 at 100.00 N/R 5,079,746
    California – 12.3% (7.9% of Total Investments)        
22,880   Alameda Corridor Transportation Authority, California, Revenue Bonds, Senior Lien Series 1999A, 0.000%, 10/01/32  –  NPFG Insured   No Opt. Call A- 15,791,318
4,225   Alameda Unified School District, Alameda County, California, General Obligation Bonds, Series 2005B, 0.000%, 8/01/28  –  AGM Insured   No Opt. Call AA 3,567,844
15,870   Anaheim Public Financing Authority, California, Lease Revenue Bonds, Public Improvement Project, Series 1997C, 0.000%, 9/01/20  –  AGM Insured   No Opt. Call A2 15,647,503
3,450   Antelope Valley Joint Union High School District, Los Angeles and Kern Counties, California, General Obligation Bonds, Series 2004B, 0.000%, 8/01/29  –  NPFG Insured   No Opt. Call Aa3 2,783,046
    Bay Area Toll Authority, California, Revenue Bonds, San Francisco Bay Area Toll Bridge, Series 2013S-4:        
5,000   5.000%, 4/01/38 (Pre-refunded 4/01/23)   4/23 at 100.00 A1 (4) 5,739,100
6,500   5.250%, 4/01/53 (Pre-refunded 4/01/23)   4/23 at 100.00 A1 (4) 7,519,265
10,000   Bay Area Toll Authority, California, Revenue Bonds, San Francisco Bay Area Toll Bridge, Series 2014F-1, 5.000%, 4/01/54   4/24 at 100.00 Aa3 11,307,600
8,000   Beverly Hills Unified School District, Los Angeles County, California, General Obligation Bonds, Series 2009, 0.000%, 8/01/33   No Opt. Call AA+ 5,726,640
    Burbank Unified School District, Los Angeles County, California, General Obligation Bonds, Series 2015A:        
2,250   0.000%, 8/01/32   2/25 at 100.00 AA- 2,153,318
1,350   0.000%, 8/01/33   2/25 at 100.00 AA- 1,287,590
7,845   California County Tobacco Securitization Agency, Tobacco Settlement Asset-Backed Bonds, Los Angeles County Securitization Corporation, Series 2006A, 5.600%, 6/01/36   8/19 at 100.00 B2 7,909,957
    California Educational Facilities Authority, Revenue Refunding Bonds, Loyola Marymount University, Series 2001A:        
3,255   0.000%, 10/01/23  –  NPFG Insured   No Opt. Call A2 3,066,861
5,890   0.000%, 10/01/24  –  NPFG Insured   No Opt. Call A2 5,429,873
7,615   0.000%, 10/01/25  –  NPFG Insured   No Opt. Call A2 6,845,885
1,350   0.000%, 10/01/39  –  NPFG Insured   No Opt. Call A2 722,304
3,330   California Health Facilities Financing Authority, Refunding Revenue Bonds, Stanford Hospital and Clinics, Series 2008A-2 RMKT, 5.250%, 11/15/40 (Pre-refunded 11/15/21)   11/21 at 100.00 AA- (4) 3,653,010
2
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    California (continued)        
    California Health Facilities Financing Authority, Revenue Bonds, Lucile Salter Packard Children's Hospital, Series 2012A:        
$3,000   5.000%, 8/15/51 (UB) (5)   8/22 at 100.00 A+ $3,255,150
10,000   5.000%, 8/15/51   8/22 at 100.00 A+ 10,850,500
2,550   California Health Facilities Financing Authority, Revenue Bonds, Providence Health & Services, Series 2009B, 5.500%, 10/01/39   10/19 at 100.00 AA- 2,569,380
530   California Health Facilities Financing Authority, Revenue Bonds, Saint Joseph Health System, Series 2013A, 5.000%, 7/01/37   7/23 at 100.00 AA- 599,202
1,710   California Health Facilities Financing Authority, Revenue Bonds, Scripps Health, Series 2012A, 5.000%, 11/15/40   11/21 at 100.00 Aa3 1,841,465
    California Health Facilities Financing Authority, Revenue Bonds, Stanford Hospitals and Clinics, Tender Option Bond Trust 2016-XG0049:        
485   8.056%, 8/15/51, 144A (IF) (5)   8/22 at 100.00 AA- 572,804
525   8.062%, 8/15/51, 144A (IF) (5)   8/22 at 100.00 AA- 620,130
1,285   8.062%, 8/15/51, 144A (IF) (5)   8/22 at 100.00 AA- 1,517,842
1,500   California Municipal Finance Authority, Revenue Bonds, Eisenhower Medical Center, Refunding Series 2017A, 5.000%, 7/01/42   7/27 at 100.00 BBB- 1,731,630
2,330   California Municipal Finance Authority, Revenue Bonds, Eisenhower Medical Center, Series 2010A, 5.750%, 7/01/40 (Pre-refunded 7/01/20)   7/20 at 100.00 Baa2 (4) 2,429,747
965   California Public Finance Authority, Revenue Bonds, Henry Mayo Newhall Hospital, Series 2017, 5.000%, 10/15/47   10/26 at 100.00 BBB- 1,081,360
2,930   California State Public Works Board, Lease Revenue Bonds, Various Capital Projects, Series 2013I, 5.000%, 11/01/38   11/23 at 100.00 A+ 3,319,016
5,000   California State, General Obligation Bonds, Refunding Various Purpose Series 2017, 4.000%, 8/01/36   8/26 at 100.00 AA- 5,558,900
5   California State, General Obligation Bonds, Series 2004, 5.000%, 4/01/31  –  AMBAC Insured   9/19 at 100.00 AA- 5,016
20,000   California State, General Obligation Bonds, Various Purpose Series 2009, 6.000%, 11/01/39   11/19 at 100.00 AA- 20,245,400
    California State, General Obligation Bonds, Various Purpose Series 2010:        
7,000   5.250%, 3/01/30   3/20 at 100.00 AA- 7,168,840
4,250   5.250%, 11/01/40   11/20 at 100.00 AA- 4,460,630
10,000   California State, General Obligation Bonds, Various Purpose Series 2011, 5.000%, 10/01/41   10/21 at 100.00 AA- 10,800,100
9,130   California Statewide Communities Development Authority, California, Revenue Bonds, Loma Linda University Medical Center, Series 2018A, 5.500%, 12/01/58, 144A   6/28 at 100.00 BB- 10,625,311
10,000   California Statewide Communities Development Authority, Revenue Bonds, Sutter Health, Series 2011A, 6.000%, 8/15/42 (Pre-refunded 8/15/20)   8/20 at 100.00 A+ (4) 10,521,500
    California Statewide Community Development Authority, Revenue Bonds, Daughters of Charity Health System, Series 2005A:        
3,895   5.750%, 7/01/30   9/19 at 100.00 CC 3,877,278
5,000   5.750%, 7/01/35   9/19 at 100.00 CC 4,967,500
6,000   5.500%, 7/01/39   9/19 at 100.00 CC 5,961,960
3
NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2019
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    California (continued)        
$10,445   Castaic Lake Water Agency, California, Certificates of Participation, Water System Improvement Project, Series 1999a, 0.000%, 8/01/29  –  AMBAC Insured   No Opt. Call AA $8,434,129
4,775   Clovis Unified School District, Fresno County, California, General Obligation Bonds, Series 2001A, 0.000%, 8/01/25  –  FGIC Insured (ETM)   No Opt. Call Baa2 (4) 4,428,526
3,330   Contra Costa Community College District, Contra Costa County, California, General Obligation Bonds, Election of 2006, Series 2013, 5.000%, 8/01/38   8/23 at 100.00 AA+ 3,760,702
7,775   Foothill/Eastern Transportation Corridor Agency, California, Toll Road Revenue Bonds, Refunding Senior Lien Series 2015A, 0.000%, 1/15/34  –  AGM Insured   No Opt. Call BBB- 5,151,637
    Foothill/Eastern Transportation Corridor Agency, California, Toll Road Revenue Bonds, Refunding Series 2013A:        
910   0.000%, 1/15/42 (6)   1/31 at 100.00 BBB- 931,294
3,350   5.750%, 1/15/46   1/24 at 100.00 BBB- 3,881,243
8,350   6.000%, 1/15/49   1/24 at 100.00 BBB- 9,802,232
30,000   Foothill/Eastern Transportation Corridor Agency, California, Toll Road Revenue Bonds, Series 1995A, 0.000%, 1/01/21 (ETM)   No Opt. Call AA+ (4) 29,563,200
3,120   Fullerton Public Financing Authority, California, Tax Allocation Revenue Bonds, Series 2005, 5.000%, 9/01/27  –  AMBAC Insured   3/20 at 100.00 A 3,129,922
10,000   Golden State Tobacco Securitization Corporation, California, Tobacco Settlement Asset-Backed Bonds, Senior Convertible Series 2007A-2, 5.300%, 6/01/37   6/22 at 100.00 B3 10,313,500
8,150   Golden State Tobacco Securitization Corporation, California, Tobacco Settlement Asset-Backed Bonds, Series 2018A-1, 5.000%, 6/01/47   6/22 at 100.00 N/R 8,235,738
10,170   Golden State Tobacco Securitization Corporation, California, Tobacco Settlement Asset-Backed Bonds, Series 2018A-2, 5.000%, 6/01/47   6/22 at 100.00 N/R 10,276,988
3,850   Grossmont Healthcare District, California, General Obligation Bonds, Series 2011B, 6.125%, 7/15/40 (Pre-refunded 7/15/21)   7/21 at 100.00 Aaa (4) 4,239,312
5,000   Huntington Beach Union High School District, Orange County, California, General Obligation Bonds, Series 2007, 0.000%, 8/01/32  –  FGIC Insured   No Opt. Call AA- 3,643,700
3,040   Kern Community College District, California, General Obligation Bonds, Safety, Repair & Improvement, Election 2002 Series 2006, 0.000%, 11/01/23  –  AGM Insured   No Opt. Call AA 2,866,629
1,500   Lincoln Unified School District, Placer County, California, Community Facilities District 1, Special Tax Bonds, Series 2005, 0.000%, 9/01/26  –  AMBAC Insured   No Opt. Call N/R 1,199,700
195   Los Angeles Department of Water and Power, California, Electric Plant Revenue Bonds, Second Series 1993, 4.750%, 10/15/20 (ETM)   10/19 at 100.00 N/R (4) 195,567
995   Los Angeles Department of Water and Power, California, Electric Plant Revenue Bonds, Series 1994, 5.375%, 2/15/34 (ETM)   10/19 at 100.00 N/R (4) 998,552
10,000   Los Angeles Department of Water and Power, California, Waterworks Revenue Bonds, Series 2011A, 5.000%, 7/01/41   1/21 at 100.00 Aa2 10,534,900
2,490   Madera Unified School District, Madera County, California, General Obligation Bonds, Election 2002 Series 2005, 0.000%, 8/01/27  –  NPFG Insured   No Opt. Call Baa2 2,122,725
10,335   Mount San Antonio Community College District, Los Angeles County, California, General Obligation Bonds, Election of 2008, Series 2013A, 0.000%, 8/01/43 (6)   8/35 at 100.00 AA 9,954,672
5,500   M-S-R Energy Authority, California, Gas Revenue Bonds, Citigroup Prepay Contracts, Series 2009B, 6.500%, 11/01/39   No Opt. Call BBB+ 8,373,530
555   Mt Diablo Hospital District, California, Insured Hospital Revenue Bonds, Series 1993A, 5.125%, 12/01/23  –  AMBAC Insured (ETM)   No Opt. Call N/R (4) 604,090
4
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    California (continued)        
$14,100   New Haven Unified School District, California, General Obligation Bonds, Refunding Series 2009, 0.000%, 8/01/34  –  AGC Insured   No Opt. Call Aa3 $9,432,477
3,515   Newport Beach, California, Revenue Bonds, Hoag Memorial Hospital Presybterian, Series 2011A, 5.875%, 12/01/30 (Pre-refunded 12/01/21)   12/21 at 100.00 N/R (4) 3,913,039
2,500   Norwalk La Mirada Unified School District, Los Angeles County, California, General Obligation Bonds, Election of 2002 Series 2005B, 0.000%, 8/01/29   No Opt. Call Aa3 2,022,700
3,880   Ontario Redevelopment Financing Authority, San Bernardino County, California, Revenue Bonds, Redevelopment Project 1, Refunding Series 1995, 7.400%, 8/01/25  –  NPFG Insured   No Opt. Call Baa2 4,406,477
    Orange County Water District, California, Revenue Certificates of Participation, Series 2003B:        
1,490   5.000%, 8/15/34  –  NPFG Insured (ETM)   No Opt. Call Aa1 (4) 2,010,174
1,745   5.000%, 8/15/34 (Pre-refunded 8/15/32)  –  NPFG Insured   8/32 at 100.00 N/R (4) 2,398,572
1,000   Pajaro Valley Unified School District, Santa Cruz County, California, General Obligation Bonds, Series 2005B, 0.000%, 8/01/29  –  AGM Insured   No Opt. Call AA 809,080
5,000   Palomar Pomerado Health Care District, California, Certificates of Participation, Series 2010, 6.000%, 11/01/30 (Pre-refunded 11/01/20)   11/20 at 100.00 Ba1 (4) 5,307,050
2,000   Palomar Pomerado Health, California, General Obligation Bonds, Capital Appreciation, Election of 2004, Series 2007A, 0.000%, 8/01/24  –  NPFG Insured   No Opt. Call BB+ 1,823,300
9,320   Palomar Pomerado Health, California, General Obligation Bonds, Series 2009A, 0.000%, 8/01/33  –  AGC Insured   No Opt. Call BB+ 6,330,237
3,675   Pomona, California, GNMA/FHLMC Collateralized Single Family Mortgage Revenue Refunding Bonds, Series 1990B, 7.500%, 8/01/23 (ETM)   No Opt. Call AA+ (4) 4,134,044
1,800   Rialto Unified School District, San Bernardino County, California, General Obligation Bonds, Series 2011A, 0.000%, 8/01/28   No Opt. Call A1 1,506,546
1,000   Rim of the World Unified School District, San Bernardino County, California, General Obligation Bonds, Series 2011C, 5.000%, 8/01/38 (Pre-refunded 8/01/21)  –  AGM Insured   8/21 at 100.00 A2 (4) 1,080,970
760   Riverside County Transportation Commission, California, Toll Revenue Senior Lien Bonds, Series 2013A, 5.750%, 6/01/44   6/23 at 100.00 BBB 841,890
3,635   San Bernardino, California, GNMA Mortgage-Backed Securities Program Single Family Mortgage Revenue Refunding Bonds, Series 1990A, 7.500%, 5/01/23 (ETM)   No Opt. Call AA+ (4) 4,086,176
2,250   San Buenaventura, California, Revenue Bonds, Community Memorial Health System, Series 2011, 7.500%, 12/01/41   12/21 at 100.00 BB 2,508,660
4,000   San Francisco Airports Commission, California, Revenue Bonds, San Francisco International Airport, Governmental Purpose, Second Series 2013B, 5.000%, 5/01/43   5/23 at 100.00 A+ 4,471,600
    San Joaquin Hills Transportation Corridor Agency, Orange County, California, Toll Road Revenue Bonds, Refunding Senior Lien Series 2014A:        
10,595   5.000%, 1/15/44   1/25 at 100.00 BBB 11,983,263
32,725   5.000%, 1/15/50   1/25 at 100.00 BBB 36,722,686
7,210   San Joaquin Hills Transportation Corridor Agency, Orange County, California, Toll Road Revenue Bonds, Refunding Series 1997A, 0.000%, 1/15/23  –  NPFG Insured   No Opt. Call Baa2 6,740,196
2,965   San Juan Unified School District, Sacramento County, California, General Obligation Bonds, Series 2004A, 0.000%, 8/01/28  –  NPFG Insured   No Opt. Call A+ 2,494,929
5
NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2019
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    California (continued)        
$4,455   San Mateo County Community College District, California, General Obligation Bonds, Series 2006A, 0.000%, 9/01/21  –  NPFG Insured   No Opt. Call AAA $4,352,713
4,005   San Mateo Union High School District, San Mateo County, California, General Obligation Bonds, Election of 2000, Series 2002B, 0.000%, 9/01/26  –  FGIC Insured   No Opt. Call AA+ 3,557,762
15,750   San Ysidro School District, San Diego County, California, General Obligation Bonds, 1997 Election Series 2012G, 0.000%, 8/01/39  –  AGM Insured   No Opt. Call AA 7,994,227
    San Ysidro School District, San Diego County, California, General Obligation Bonds, Refunding Series 2015:        
5,000   0.000%, 8/01/46   8/25 at 32.80 A1 1,384,550
6,570   0.000%, 8/01/47   8/25 at 30.90 A1 1,711,157
1,555   Tobacco Securitization Authority of Northern California, Tobacco Settlement Asset-Backed Bonds, Series 2005A-1, 4.750%, 6/01/23   8/19 at 100.00 BB+ 1,563,568
2,630   Union Elementary School District, Santa Clara County, California, General Obligation Bonds, Series 2001B, 0.000%, 9/01/25  –  FGIC Insured   No Opt. Call Baa2 2,383,069
3,900   West Hills Community College District, California, General Obligation Bonds, School Facilities Improvement District 3, 2008 Election Series 2011, 6.500%, 8/01/41 (Pre-refunded 8/01/21)  –  AGM Insured   8/21 at 100.00 A2 (4) 4,330,521
519,765   Total California       498,675,896
    Colorado – 10.2% (6.6% of Total Investments)        
1,365   Aerotropolis Regional Transportation Authority, Colorado, Special Revenue Bonds, Series 2019, 5.000%, 12/01/51   12/24 at 102.00 N/R 1,394,307
500   Blue Lake Metropolitan District 2 , Lochbuie, Colorado, Limited Tax General Obligation Bonds, Series 2016A, 5.750%, 12/01/46   12/21 at 103.00 N/R 514,965
    Centerra Metropolitan District 1, Loveland, Colorado, Special Revenue Bonds, Refunding & Improvement Series 2017:        
1,575   5.000%, 12/01/37, 144A   12/22 at 103.00 N/R 1,664,035
3,620   5.000%, 12/01/47, 144A   12/22 at 103.00 N/R 3,771,135
1,060   Centerra Metropolitan District No 1, In the City of Loveland, Larimer County, Colorado, Special Revenue Improvement Bonds, Series 2018, 5.250%, 12/01/48   12/23 at 103.00 N/R 1,115,873
1,250   Central Platte Valley Metropolitan District, Colorado, General Obligation Bonds, Refunding Series 2013A, 5.375%, 12/01/33   12/23 at 100.00 BBB- 1,419,612
115   Central Platte Valley Metropolitan District, Colorado, General Obligation Bonds, Refunding Series 2014, 5.000%, 12/01/43   12/23 at 100.00 BB 123,401
1,700   Colorado Educational and Cultural Facilities Authority, Charter School Revenue Bonds, Skyview Academy Project, Series 2014, 5.375%, 7/01/44, 144A   7/24 at 100.00 BB 1,788,570
    Colorado Health Facilities Authority, Colorado, Health Facilities Revenue Bonds, The Evangelical Lutheran Good Samaritan Society Project, Refunding Series 2017:        
2,005   5.000%, 6/01/34 (Pre-refunded 6/01/27)   6/27 at 100.00 BBB+ (4) 2,493,117
4,615   5.000%, 6/01/35 (Pre-refunded 6/01/27)   6/27 at 100.00 BBB+ (4) 5,738,522
7,205   5.000%, 6/01/36 (Pre-refunded 6/01/27)   6/27 at 100.00 BBB+ (4) 8,959,057
8,715   5.000%, 6/01/37 (Pre-refunded 6/01/27)   6/27 at 100.00 BBB+ (4) 10,836,667
4,105   5.000%, 6/01/42 (Pre-refunded 6/01/27)   6/27 at 100.00 BBB+ (4) 5,104,362
8,545   5.000%, 6/01/47 (Pre-refunded 6/01/27)   6/27 at 100.00 BBB+ (4) 10,625,280
6
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Colorado (continued)        
$2,945   Colorado Health Facilities Authority, Colorado, Revenue Bonds, AdventHealth Obligated Group, Series 2019A, 4.000%, 11/15/43 (WI/DD, Settling 8/20/19)   11/29 at 100.00 AA $3,255,315
2,295   Colorado Health Facilities Authority, Colorado, Revenue Bonds, Catholic Health Initiatives, Series 2011A, 5.000%, 2/01/41 (Pre-refunded 2/01/21)   2/21 at 100.00 BBB+ (4) 2,420,146
5,000   Colorado Health Facilities Authority, Colorado, Revenue Bonds, Catholic Health Initiatives, Series 2013A, 5.250%, 1/01/45 (Pre-refunded 1/01/23)   1/23 at 100.00 BBB+ (4) 5,643,050
5,000   Colorado Health Facilities Authority, Colorado, Revenue Bonds, Children's Hospital Colorado Project, Series 2013A, 5.000%, 12/01/36   12/23 at 100.00 A+ 5,603,750
750   Colorado Health Facilities Authority, Colorado, Revenue Bonds, Christian Living Communities Project, Series 2012, 5.125%, 1/01/37   9/19 at 100.00 N/R 751,343
3,050   Colorado Health Facilities Authority, Colorado, Revenue Bonds, Christian Living Neighborhoods Project, Refunding Series 2016, 5.000%, 1/01/37   1/24 at 102.00 N/R 3,321,968
2,375   Colorado Health Facilities Authority, Colorado, Revenue Bonds, Evangelical Lutheran Good Samaritan Society Project, Refunding Series 2012, 5.000%, 12/01/42 (Pre-refunded 6/01/22)   6/22 at 100.00 BBB+ (4) 2,616,989
1,000   Colorado Health Facilities Authority, Colorado, Revenue Bonds, Evangelical Lutheran Good Samaritan Society Project, Series 2013, 5.625%, 6/01/43 (Pre-refunded 6/01/23)   6/23 at 100.00 BBB+ (4) 1,157,830
750   Colorado Health Facilities Authority, Colorado, Revenue Bonds, Frasier Meadows Project, Refunding & Improvement Series 2017A, 5.250%, 5/15/37   5/27 at 100.00 BB+ 856,852
1,500   Colorado Health Facilities Authority, Colorado, Revenue Bonds, Parkview Medical Center, Refunding Series 2015B, 4.000%, 9/01/34   9/25 at 100.00 A3 1,608,405
25,750   Colorado Health Facilities Authority, Colorado, Revenue Bonds, Sisters of Charity of Leavenworth Health Services Corporation, Series 2010A, 5.000%, 1/01/40   1/20 at 100.00 AA- 26,114,620
4,145   Colorado High Performance Transportation Enterprise, C-470 Express Lanes Revenue Bonds, Senior Lien Series 2017, 5.000%, 12/31/51   12/24 at 100.00 BBB 4,534,630
    Colorado International Center Metropolitan District 14, Denver, Colorado, Limited Tax General Obligation Bonds, Refunding & Improvement Series 2018:        
1,895   5.625%, 12/01/32   12/23 at 103.00 N/R 2,056,170
2,660   5.875%, 12/01/46   12/23 at 103.00 N/R 2,892,351
    Colorado School of Mines Board of Trustees, Golden, Colorado, Institutional Enterprise Revenue Bonds, Series 2017B:        
2,000   5.000%, 12/01/42   12/27 at 100.00 A+ 2,382,240
1,225   5.000%, 12/01/47   12/27 at 100.00 A+ 1,453,083
1,500   Colorado State Board of Governors, Colorado State University Auxiliary Enterprise System Revenue Bonds, Refunding Series 2016B, 5.000%, 3/01/41   3/27 at 100.00 A+ 1,761,000
2,000   Colorado State Board of Governors, Colorado State University Auxiliary Enterprise System Revenue Bonds, Refunding Series 2017A, 4.000%, 3/01/40   9/27 at 100.00 AA 2,225,920
4,000   Colorado State Board of Governors, Colorado State University Auxiliary Enterprise System Revenue Bonds, Refunding Series 2017E, 4.000%, 3/01/43   3/28 at 100.00 AA 4,403,880
5,000   Colorado State, Certificates of Participation, Rural Series 2018A, 4.000%, 12/15/35   12/28 at 100.00 AA- 5,629,450
    Commerce City, Colorado, Sales and Use Tax Revenue Bonds, Series 2016:        
7,115   5.000%, 8/01/41   8/26 at 100.00 A2 8,275,812
1,000   5.000%, 8/01/46   8/26 at 100.00 A2 1,156,790
7
NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2019
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Colorado (continued)        
$11,140   Denver City and County, Colorado, Airport System Revenue Bonds, Series 2012B, 5.000%, 11/15/37   11/22 at 100.00 A+ $12,310,480
12,900   Denver City and County, Colorado, Airport System Revenue Bonds, Subordinate Lien Series 2013B, 5.000%, 11/15/43   11/23 at 100.00 A 14,544,750
2,500   Denver City and County, Colorado, Airport System Revenue Bonds, Subordinate Lien Series 2018B, 5.000%, 12/01/48   12/28 at 100.00 A 3,013,875
    Denver Convention Center Hotel Authority, Colorado, Revenue Bonds, Convention Center Hotel, Refunding Senior Lien Series 2016:        
5,300   5.000%, 12/01/33   12/26 at 100.00 BBB- 6,165,384
2,400   5.000%, 12/01/36   12/26 at 100.00 BBB- 2,783,832
1,800   5.000%, 12/01/40   12/26 at 100.00 BBB- 2,077,452
365   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 387,291
13,920   E-470 Public Highway Authority, Colorado, Senior Revenue Bonds, Series 1997B, 0.000%, 9/01/21  –  NPFG Insured   No Opt. Call BBB+ 13,505,184
    E-470 Public Highway Authority, Colorado, Senior Revenue Bonds, Series 2000B:        
6,200   0.000%, 9/01/22  –  NPFG Insured   No Opt. Call BBB+ 5,911,142
45,540   0.000%, 9/01/30  –  NPFG Insured   No Opt. Call BBB+ 34,428,240
16,635   0.000%, 9/01/32  –  NPFG Insured   No Opt. Call BBB+ 11,528,221
49,250   0.000%, 9/01/33  –  NPFG Insured   No Opt. Call BBB+ 32,665,062
    E-470 Public Highway Authority, Colorado, Toll Revenue Bonds, Series 2004A:        
9,310   0.000%, 9/01/28  –  NPFG Insured   No Opt. Call BBB+ 7,588,209
2,900   0.000%, 9/01/34  –  NPFG Insured   No Opt. Call BBB+ 1,839,151
18,500   0.000%, 3/01/36  –  NPFG Insured   No Opt. Call BBB+ 10,991,775
    E-470 Public Highway Authority, Colorado, Toll Revenue Bonds, Series 2004B:        
3,800   0.000%, 9/01/27  –  NPFG Insured   9/20 at 67.94 BBB+ 2,526,354
13,300   0.000%, 9/01/31  –  NPFG Insured   9/20 at 53.77 BBB+ 6,963,880
6,250   0.000%, 9/01/32  –  NPFG Insured   9/20 at 50.83 BBB+ 3,091,375
10,000   0.000%, 3/01/36  –  NPFG Insured   9/20 at 41.72 BBB+ 4,054,900
1,000   Lorson Ranch Metropolitan District 2, El Paso County, Colorado, Limited Tax General Obligation Bonds, Series 2016, 5.000%, 12/01/36   12/26 at 100.00 BBB+ 1,146,940
1,000   Louisville, Boulder County, Colorado, General Obligation Bonds, Limited Tax, Series 2017, 4.000%, 12/01/36   12/26 at 100.00 AA+ 1,114,000
1,085   North Range Metropolitan District No 2 , In the City of Commerce City, Adams County, Colorado , Limited Tax General Obligation and Special Revenue and Improvement Bonds, Refunding Series 2017A, 5.750%, 12/01/47   12/22 at 103.00 N/R 1,133,391
1,245   Palisade Metropolitan District 2, Broomfield County, Colorado, General Obligation Limited Tax and Revenue Bonds, Series 2016, 4.375%, 12/01/31   12/21 at 103.00 N/R 1,257,027
17,735   Park Creek Metropolitan District, Colorado, Senior Limited Property Tax Supported Revenue Bonds, Refunding Series 2015A, 5.000%, 12/01/45   12/25 at 100.00 A 19,845,465
2,640   Park Creek Metropolitan District, Colorado, Senior Limited Property Tax Supported Revenue Refunding Bonds, Series 2011, 6.125%, 12/01/41 (Pre-refunded 12/01/20)  –  AGM Insured   12/20 at 100.00 A2 (4) 2,812,524
8
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Colorado (continued)        
    Rampart Range Metropolitan District 1, Lone Tree, Colorado, Limited Tax Supported and Special Revenue Bonds, Refunding & Improvement Series 2017:        
$8,765   5.000%, 12/01/42   12/27 at 100.00 A2 $10,346,118
3,600   5.000%, 12/01/47   12/27 at 100.00 A2 4,225,968
630   Regional Transportation District, Colorado, Certificates of Participation, Series 2010A, 5.375%, 6/01/31   6/20 at 100.00 AA- 650,166
    Regional Transportation District, Colorado, Denver Transit Partners Eagle P3 Project Private Activity Bonds, Series 2010:        
15,000   6.500%, 1/15/30   7/20 at 100.00 Baa3 15,571,350
4,150   6.000%, 1/15/41   7/20 at 100.00 Baa3 4,288,651
3,250   Thompson Crossing Metropolitan District 2, Johnstown, Larimer County, Colorado, General Obligation Bonds, Limited Tax Convertible to Unlimited Tax, Series 2016B, 5.000%, 12/01/46  –  AGM Insured   12/26 at 100.00 AA 3,698,825
4,000   University of Colorado Hospital Authority, Colorado, Revenue Bonds, Series 2012A, 5.000%, 11/15/42   11/22 at 100.00 AA- 4,396,040
14,500   University of Colorado, Enterprise System Revenue Bonds, Series 2014A, 5.000%, 6/01/46 (Pre-refunded 6/01/24)   6/24 at 100.00 Aa1 (4) 17,115,655
2,500   Vista Ridge Metropolitan District, In the Town of Erie, Weld County, Colorado, General Obligation Refunding Bonds, Series 2016A, 4.000%, 12/01/36  –  BAM Insured   12/26 at 100.00 Baa1 2,714,650
2,175   Weld County School District RE1, Colorado, General Obligation Bonds, Series 2017, 5.000%, 12/15/30   12/26 at 100.00 AA 2,642,364
444,615   Total Colorado       415,006,188
    Connecticut – 0.3% (0.2% of Total Investments)        
1,650   Connecticut Health and Educational Facilities Authority, Revenue Bonds, Fairfield University, Series 2016Q-1, 5.000%, 7/01/46   7/26 at 100.00 A- 1,903,770
7,165   Connecticut Health and Educational Facilities Authority, Revenue Bonds, Quinnipiac University, Refunding Series 2015L, 5.000%, 7/01/45   7/25 at 100.00 A- 8,073,164
    Connecticut Health and Educational Facilities Authority, Revenue Bonds, Sacred Heart University, Series 2017I-1:        
500   5.000%, 7/01/34   7/27 at 100.00 A3 599,000
2,425   5.000%, 7/01/42   7/27 at 100.00 A3 2,846,416
11,740   Total Connecticut       13,422,350
    Delaware – 0.4% (0.2% of Total Investments)        
1,000   Delaware Health Facilities Authority, Revenue Bonds, Christiana Care Health Services Inc, Series 2010A, 5.000%, 10/01/40   10/20 at 100.00 Aa2 1,039,960
3,350   Delaware Health Facilities Authority, Revenue Bonds, Nanticoke Memorial Hospital, Series 2013, 5.000%, 7/01/32   7/23 at 100.00 BBB 3,655,721
1,000   Delaware Health Facilities Authroity, Revenue Bonds, Beebe Medical Center Project, Series 2018, 5.000%, 6/01/48   12/28 at 100.00 BBB 1,155,960
9,070   Delaware Transportation Authority, Revenue Bonds, US 301 Project, Series 2015, 5.000%, 6/01/55   6/25 at 100.00 A1 10,268,056
14,420   Total Delaware       16,119,697
9
NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2019
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    District of Columbia – 1.1% (0.7% of Total Investments)        
$1,250   District of Columbia Student Dormitory Revenue Bonds, Provident Group - Howard Properties LLC Issue, Series 2013, 5.000%, 10/01/45   10/22 at 100.00 BB+ $1,277,037
107,000   District of Columbia Tobacco Settlement Corporation, Tobacco Settlement Asset-Backed Bonds, Series 2006A, 0.000%, 6/15/46   9/19 at 19.24 N/R 18,147,200
    District of Columbia, Revenue Bonds, Georgetown University, Refunding Series 2017:        
3,500   5.000%, 4/01/35   4/27 at 100.00 A- 4,200,735
3,500   5.000%, 4/01/36   4/27 at 100.00 A- 4,187,995
15,150   District of Columbia, Revenue Bonds, Georgetown University, Series 2007A, 5.000%, 4/01/40 (Pre-refunded 4/01/21)  –  AMBAC Insured   4/21 at 100.00 A- (4) 16,118,691
130,400   Total District of Columbia       43,931,658
    Florida – 7.0% (4.5% of Total Investments)        
2,800   Bay County, Florida, Educational Facilities Revenue Refunding Bonds, Bay Haven Charter Academy, Inc Project, Series 2016, 5.000%, 9/01/46   9/23 at 100.00 BBB 2,957,108
11,000   Cape Coral, Florida, Water and Sewer Revenue Bonds, Refunding Series 2011, 5.000%, 10/01/41 (Pre-refunded 10/01/21)  –  AGM Insured   10/21 at 100.00 A (4) 11,922,130
2,830   City of Miami Beach, Florida, Stormwater Revenue Bonds, Series 2015, 5.000%, 9/01/41   9/25 at 100.00 AA- 3,275,046
3,010   Cocoa, Florida, Water and Sewer System Revenue Bonds, Refunding Series 2003, 5.500%, 10/01/23  –  AMBAC Insured   No Opt. Call AA 3,335,020
3,570   Collier County Educational Facilities Authority, Florida, Revenue Bonds, Hodges University, Refunding Series 2013, 6.125%, 11/01/43   11/23 at 100.00 BBB- 3,936,639
    Davie, Florida, Educational Facilities Revenue Bonds, Nova Southeastern University Project, Series 2013A:        
8,555   6.000%, 4/01/42   4/23 at 100.00 Baa1 9,701,284
4,280   5.625%, 4/01/43   4/23 at 100.00 Baa1 4,757,306
    Florida Municipal Loan Council, Revenue Bonds, Series 2000B:        
1,040   0.000%, 11/01/25  –  NPFG Insured   No Opt. Call Baa2 898,664
1,590   0.000%, 11/01/26  –  NPFG Insured   No Opt. Call Baa2 1,334,551
1,500   Florida Water Pollution Control Financing Corporation, Revolving Fund Revenue Bonds, Series 2009A, 5.000%, 1/15/29   9/19 at 100.00 AAA 1,504,500
15,000   Hillsborough County Aviation Authority, Florida, Revenue Bonds, Tampa International Airport, Series 2018F, 5.000%, 10/01/48 (UB)   10/28 at 100.00 AA- 18,093,750
    Hillsborough County Aviation Authority, Florida, Revenue Bonds, Tampa International Airport, Subordinate Lien Series 2015B:        
5,730   5.000%, 10/01/40   10/24 at 100.00 A+ 6,593,110
12,885   5.000%, 10/01/44   10/24 at 100.00 A+ 14,791,722
400   Jacksonville, Florida, Better Jacksonville Sales Tax Revenue Bonds, Refunding Series 2012, 5.000%, 10/01/30   10/22 at 100.00 A2 442,080
1,530   Lakeland, Florida, Hospital System Revenue Bonds, Lakeland Regional Health, Refunding Series 2011, 5.000%, 11/15/24   11/21 at 100.00 A2 1,649,065
2,500   Lakeland, Florida, Hospital System Revenue Bonds, Lakeland Regional Health, Series 2015, 5.000%, 11/15/45   11/24 at 100.00 A2 2,784,575
10
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Florida (continued)        
    Miami Beach Redevelopment Agency, Florida, Tax Increment Revenue Bonds, City Center/Historic Convention Village, Series 2015A:        
$3,810   5.000%, 2/01/40  –  AGM Insured   2/24 at 100.00 A1 $4,319,016
19,145   5.000%, 2/01/44  –  AGM Insured   2/24 at 100.00 A1 21,585,222
    Miami Health Facilities Authority, Florida, Health Facilities Revenue Bonds, Miami Jewish Health System Inc Project, Series 2017:        
205   5.000%, 7/01/32   7/27 at 100.00 BBB 235,627
2,000   5.125%, 7/01/38   7/27 at 100.00 BBB 2,279,180
5,035   Miami Health Facilities Authority, Florida, Health Facilities Revenue Bonds, Miami Jewish Health System Inc. Project, Series 2017, 5.125%, 7/01/46   7/27 at 100.00 BBB 5,659,692
1,200   Miami, Florida, Special Obligation Non-Ad Valorem Revenue Bonds, Refunding Series 2011A, 6.000%, 2/01/30 (Pre-refunded 2/01/21)  –  AGM Insured   2/21 at 100.00 A+ (4) 1,287,828
7,390   Miami-Dade County Educational Facilities Authority, Florida, Revenue Bonds, University of Miami, Series 2015A, 5.000%, 4/01/45   4/25 at 100.00 A- 8,361,785
17,000   Miami-Dade County Educational Facilities Authority, Florida, Revenue Bonds, University of Miami, Series 2018A, 5.000%, 4/01/53   4/28 at 100.00 A- 19,879,630
10,000   Miami-Dade County Expressway Authority, Florida, Toll System Revenue Bonds, Series 2010A, 5.000%, 7/01/35   7/20 at 100.00 A- 10,321,900
1,210   Miami-Dade County Industrual Development Authority, Florida, Revenue Bonds, Doral Academy, Seres 2018, 5.000%, 1/15/37   1/28 at 100.00 BBB- 1,333,420
1,000   Miami-Dade County, Florida, Aviation Revenue Bonds, Miami International Airport, Refunding Series 2014B, 5.000%, 10/01/37   10/24 at 100.00 A 1,151,690
5,000   Miami-Dade County, Florida, Aviation Revenue Bonds, Miami International Airport, Series 2009A, 5.500%, 10/01/41 (Pre-refunded 10/01/19)   10/19 at 100.00 A2 (4) 5,036,000
7,500   Miami-Dade County, Florida, Aviation Revenue Bonds, Miami International Airport, Series 2010A-1, 5.375%, 10/01/41 (Pre-refunded 10/01/20)   10/20 at 100.00 A2 (4) 7,868,775
    Miami-Dade County, Florida, Aviation Revenue Bonds, Miami International Airport, Series 2010B:        
3,000   5.000%, 10/01/26 (Pre-refunded 10/01/20)   10/20 at 100.00 A (4) 3,130,950
2,500   5.000%, 10/01/27 (Pre-refunded 10/01/20)   10/20 at 100.00 A (4) 2,609,125
4,000   5.000%, 10/01/35  –  AGM Insured   10/20 at 100.00 A2 4,167,440
1,500   Miami-Dade County, Florida, Aviation Revenue Bonds, Refunding Series 2016A, 5.000%, 10/01/41   10/26 at 100.00 A 1,761,435
4,715   Miami-Dade County, Florida, Public Facilities Revenue Bonds, Jackson Health System, Series 2017, 5.000%, 6/01/38   6/27 at 100.00 Aa3 5,542,152
1,850   Miami-Dade County, Florida, Special Obligation Bonds, Refunding Subordinate Series 2012B, 5.000%, 10/01/37   10/22 at 100.00 A2 2,026,952
    Miami-Dade County, Florida, Transit System Sales Surtax Revenue Bonds, Refunding Series 2012:        
5,500   5.000%, 7/01/31   7/22 at 100.00 A1 6,044,775
3,000   5.000%, 7/01/42   7/22 at 100.00 A1 3,260,610
5,770   Miami-Dade County, Florida, Water and Sewer System Revenue Bonds, Series 2013A, 5.000%, 10/01/42   10/22 at 100.00 A+ 6,334,191
11
NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2019
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Florida (continued)        
$1,665   Orange County Health Facilities Authority, Florida, Hosiptal Revenue Bonds, Orlando Health, Inc, Series 2009, 5.125%, 10/01/26 (Pre-refunded 10/01/19)   10/19 at 100.00 A2 (4) $1,675,972
750   Orange County Health Facilities Authority, Florida, Hospital Revenue Bonds, Orlando Health, Inc, Series 2012A, 5.000%, 10/01/42   4/22 at 100.00 A2 806,483
255   Palm Beach County Health Facilities Authority, Florida, Revenue Bonds, Sinai Residences of Boca Raton Project, Series 2014A, 7.250%, 6/01/34   6/22 at 102.00 N/R 286,271
4,000   Palm Beach County, Florida, Water and Sewer Revenue Bonds, FPL Reclaimed Water Project, Series 2009, 5.250%, 10/01/33   10/19 at 100.00 AAA 4,026,960
1,385   Rivercrest Community Development District, Florida, Special Assessment Bonds, Series 2007, 5.000%, 5/01/30  –  RAAI Insured   9/19 at 100.00 A3 1,387,299
880   Seminole County, Florida, Water and Sewer Revenue Bonds, Refunding & Improvement Series 1992, 6.000%, 10/01/19  –  NPFG Insured (ETM)   No Opt. Call Aa2 (4) 887,128
6,625   South Broward Hospital District, Florida, Hospital Revenue Bonds, Refunding Series 2015, 4.000%, 5/01/33   5/25 at 100.00 Aa3 7,208,530
    South Miami Health Facilities Authority, Florida, Hospital Revenue Bonds, Baptist Health Systems of South Florida Obligated Group, Series 2017:        
4,595   5.000%, 8/15/42   8/27 at 100.00 A1 5,385,478
12,325   5.000%, 8/15/47   8/27 at 100.00 A1 14,326,333
1,200   Tamarac, Florida, Utility System Revenue Bonds, Series 2009, 5.000%, 10/01/39 (Pre-refunded 10/01/19)  –  AGC Insured   10/19 at 100.00 AA (4) 1,207,764
    Tampa Sports Authority, Hillsborough County, Florida, Sales Tax Payments Special Purpose Bonds, Stadium Project, Series 1995:        
415   5.750%, 10/01/20  –  NPFG Insured   No Opt. Call N/R 427,475
2,785   5.750%, 10/01/25  –  NPFG Insured   No Opt. Call N/R 3,204,393
3,300   Tampa, Florida, Health System Revenue Bonds, Baycare Health System, Series 2012A, 5.000%, 11/15/33   5/22 at 100.00 Aa2 3,602,577
4,000   Tampa, Florida, Health System Revenue Bonds, Baycare Health System, Series 2016A, 4.000%, 11/15/46   5/26 at 100.00 Aa2 4,268,040
9,720   Tampa-Hillsborough County Expressway Authority, Florida, Revenue Bonds, Refunding Series 2012B, 5.000%, 7/01/42 (Pre-refunded 7/01/22)   7/22 at 100.00 A2 (4) 10,783,368
1,500   Volusia County Educational Facilities Authority, Florida, Revenue Bonds, Embry-Riddle Aeronautical University, Inc Project, Refunding Series 2011, 5.000%, 10/15/29 (Pre-refunded 10/15/21)  –  AGM Insured   10/21 at 100.00 A- (4) 1,624,545
2,000   Volusia County Educational Facilities Authority, Florida, Revenue Bonds, Embry-Riddle Aeronautical University, Series 2015B, 5.000%, 10/15/45   4/25 at 100.00 A3 2,240,000
7,400   Volusia County Educational Facilities Authority, Florida, Revenue Bonds, Stetson University Inc Project, Series 2015, 5.000%, 6/01/45   6/25 at 100.00 A- 8,343,130
255,350   Total Florida       283,865,691
    Georgia – 3.3% (2.1% of Total Investments)        
6,950   Atlanta, Georgia, Airport General Revenue Bonds, Refunding Series 2010A, 5.000%, 1/01/40  –  AGM Insured   1/20 at 100.00 Aa3 7,055,153
7,230   Atlanta, Georgia, Airport General Revenue Bonds, Refunding Series 2012B, 5.000%, 1/01/42   1/22 at 100.00 AA- 7,808,906
12
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Georgia (continued)        
    Atlanta, Georgia, Water and Wastewater Revenue Bonds, Refunding Series 2009B:        
$1,060   5.375%, 11/01/39  –  AGM Insured   11/19 at 100.00 AA- $1,070,865
1,990   5.375%, 11/01/39 (Pre-refunded 11/01/19)  –  AGM Insured   11/19 at 100.00 AA (4) 2,011,094
    Atlanta, Georgia, Water and Wastewater Revenue Bonds, Refunding Series 2015:        
3,400   5.000%, 11/01/33   5/25 at 100.00 AA- 4,018,562
2,040   5.000%, 11/01/35   5/25 at 100.00 AA- 2,398,550
5,000   Atlanta, Georgia, Water and Wastewater Revenue Bonds, Series 1999A, 5.500%, 11/01/22  –  FGIC Insured   No Opt. Call AA- 5,498,550
1,535   Cherokee County Water and Sewerage Authority, Georgia, Revenue Bonds, Refunding Series 2007, 4.000%, 8/01/26   8/20 at 100.00 AA 1,571,303
2,000   Cobb County Kennestone Hospital Authority, Georgia, Revenue Anticipation Certificates, Wellstar Health System, Series 2017A, 5.000%, 4/01/42   4/27 at 100.00 A 2,324,860
2,000   DeKalb County Hospital Authority, Georgia, Anticipation Certificates Revenue Bonds, DeKalb Medical Center, Inc Project, Series 2010, 6.000%, 9/01/30 (Pre-refunded 9/01/20)   9/20 at 100.00 N/R (4) 2,099,620
5,725   Fayette County Hospital Authority, Georgia, Revenue Anticipation Certificates, Piedmont Healthcare, Inc Project, Series 2016A, 5.000%, 7/01/46   7/26 at 100.00 AA- 6,578,140
    Fulton County Development Authority, Georgia, Hospital Revenue Bonds, Wellstar Health System, Inc Project, Series 2017A:        
4,330   5.000%, 4/01/42   4/27 at 100.00 A 5,033,322
13,620   5.000%, 4/01/47   4/27 at 100.00 A 15,744,584
    Gainesville and Hall County Hospital Authority, Georgia, Revenue Anticipation Certificates, Northeast Georgia Health Services Inc, Series 2010B:        
2,360   5.250%, 2/15/45   2/20 at 100.00 AA- 2,402,456
7,640   5.250%, 2/15/45 (Pre-refunded 2/15/20)   2/20 at 100.00 N/R (4) 7,810,678
12,590   Gainesville and Hall County Hospital Authority, Georgia, Revenue Anticipation Certificates, Northeast Georgia Health Services Inc, Series 2014A, 5.500%, 8/15/54   2/25 at 100.00 AA- 14,567,134
7,500   Gainesville and Hall County Hospital Authority, Georgia, Revenue Anticipation Certificates, Northeast Georgia Health Services Inc, Series 2017B, 5.250%, 2/15/45   2/27 at 100.00 AA- 8,963,325
7,905   Georgia Municipal Electric Authority, Plant Vogtle Units 3 & 4 Project J Bonds, Series 2015A, 5.000%, 7/01/60   7/25 at 100.00 Baa3 8,416,770
11,000   Griffin-Spalding County Hospital Authority, Georgia, Revenue Anticipation Certificates, Wellstar Health System Inc, Series 2017A, 4.000%, 4/01/42   4/27 at 100.00 A 11,598,070
1,350   Henry County Water and Sewerage Authority, Georgia, Revenue Bonds, Series 2005, 5.250%, 2/01/27  –  BHAC Insured   No Opt. Call AA+ 1,716,552
1,860   Main Street Natural Gas Inc, Georgia, Gas Supply Revenue Bonds, Series 2019A, 5.000%, 5/15/43   5/29 at 100.00 A3 2,182,040
8,230   Private Colleges and Universities Authority, Georgia, Revenue Bonds, Mercer University, Series 2015, 5.000%, 10/01/40   10/25 at 100.00 Baa1 9,169,866
2,615   Valdosta and Lowndes County Hospital Authority, Georgia, Revenue Certificates, South Georgia Medical Center Project, Series 2011B, 5.000%, 10/01/41   10/21 at 100.00 AA- 2,785,393
119,930   Total Georgia       132,825,793
13
NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2019
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Guam – 0.1% (0.1% of Total Investments)        
$4,060   Guam Government Waterworks Authority, Water and Wastewater System Revenue Bonds, Series 2013, 5.500%, 7/01/43   7/23 at 100.00 BBB- $4,448,989
    Hawaii – 0.0% (0.0% of Total Investments)        
275   Hawaii Department of Budget and Finance, Special Purpose Revenue Bonds, Hawaii Pacific University, Series 2013A, 6.875%, 7/01/43   7/23 at 100.00 BB 293,310
    Idaho – 0.1% (0.1% of Total Investments)        
2,110   Idaho Health Facilities Authority, Revenue Bonds, Saint Luke's Health System Project, Series 2012A, 5.000%, 3/01/47   3/22 at 100.00 A- 2,234,638
2,615   Idaho Housing and Finance Association, GNMA Housing Revenue Refunding Bonds, Wedgewood Terrace Project, Series 2002A-1, 7.250%, 3/20/37   8/19 at 101.00 Aaa 2,653,022
4,725   Total Idaho       4,887,660
    Illinois – 22.0% (14.1% of Total Investments)        
    Board of Regents of Illinois State University, Auxiliary Facilities System Revenue Bonds, Series 2018A:        
1,000   5.000%, 4/01/34  –  AGM Insured   4/28 at 100.00 A2 1,178,280
285   5.000%, 4/01/37  –  AGM Insured   4/28 at 100.00 A2 332,025
1,370   5.000%, 4/01/38  –  AGM Insured   4/28 at 100.00 A2 1,592,296
    Bolingbrook, Illinois, General Obligation Bonds, Refunding Series 2002B:        
4,595   0.000%, 1/01/32  –  FGIC Insured   No Opt. Call A2 3,132,595
4,000   0.000%, 1/01/34  –  FGIC Insured   No Opt. Call A2 2,500,520
11,000   Chicago Board of Education, Illinois, Dedicated Capital Improvement Tax Revenue Bonds, Series 2016, 6.000%, 4/01/46   4/27 at 100.00 A 12,930,940
2,940   Chicago Board of Education, Illinois, General Obligation Bonds, Dedicated Revenues Series 2011A, 5.000%, 12/01/41   12/21 at 100.00 B2 3,037,343
5,000   Chicago Board of Education, Illinois, General Obligation Bonds, Dedicated Revenues, Refunding Series 2017G, 5.000%, 12/01/34   12/27 at 100.00 B+ 5,601,050
6,920   Chicago Board of Education, Illinois, General Obligation Bonds, Dedicated Revenues, Refunding Series 2018D, 5.000%, 12/01/46   12/28 at 100.00 B+ 7,593,939
11,450   Chicago Board of Education, Illinois, General Obligation Bonds, Dedicated Revenues, Series 2016A, 7.000%, 12/01/44   12/25 at 100.00 B+ 13,774,922
1,785   Chicago Board of Education, Illinois, General Obligation Bonds, Dedicated Revenues, Series 2016B, 6.500%, 12/01/46   12/26 at 100.00 B+ 2,137,430
23,535   Chicago Board of Education, Illinois, General Obligation Bonds, Dedicated Revenues, Series 2017A, 7.000%, 12/01/46, 144A   12/27 at 100.00 B+ 29,393,803
10,510   Chicago Board of Education, Illinois, Unlimited Tax General Obligation Bonds, Dedicated Tax Revenues, Series 1998B-1, 0.000%, 12/01/19  –  FGIC Insured   No Opt. Call B+ 10,430,649
    Chicago Board of Education, Illinois, Unlimited Tax General Obligation Bonds, Dedicated Tax Revenues, Series 1999A:        
19,600   0.000%, 12/01/20  –  FGIC Insured   No Opt. Call B+ 19,004,356
1,000   5.500%, 12/01/26  –  NPFG Insured   No Opt. Call B+ 1,144,040
14
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Illinois (continued)        
$3,500   Chicago Transit Authority, Illinois, Capital Grant Receipts Revenue Bonds, Federal Transit Administration Section 5307 Urbanized Area Formula Funds, Refunding Series 2011, 5.250%, 6/01/26  –  AGM Insured   6/21 at 100.00 A2 $3,727,535
5,785   Chicago Transit Authority, Illinois, Sales Tax Receipts Revenue Bonds, Series 2011, 5.250%, 12/01/40   12/21 at 100.00 A3 6,111,390
9,285   Chicago Transit Authority, Illinois, Sales Tax Receipts Revenue Bonds, Series 2014, 5.250%, 12/01/49   12/24 at 100.00 AA 10,378,402
13,100   Chicago, Illinois, General Airport Revenue Bonds, O'Hare International Airport, Third Lien Refunding Series 2010C, 5.250%, 1/01/35  –  AGC Insured   1/20 at 100.00 A2 13,304,491
    Chicago, Illinois, General Obligation Bonds, City Colleges, Series 1999:        
32,170   0.000%, 1/01/21  –  FGIC Insured   No Opt. Call BBB- 31,249,616
32,670   0.000%, 1/01/22  –  FGIC Insured   No Opt. Call BBB- 30,978,674
22,670   0.000%, 1/01/25  –  FGIC Insured   No Opt. Call BBB- 19,690,935
10,565   Chicago, Illinois, General Obligation Bonds, Project & Refunding Series 2017A, 6.000%, 1/01/38   1/27 at 100.00 BBB- 12,383,131
    Chicago, Illinois, General Obligation Bonds, Series 2019A:        
4,000   5.000%, 1/01/44   1/29 at 100.00 BBB- 4,420,120
3,630   5.500%, 1/01/49   1/29 at 100.00 BBB- 4,171,088
5,540   Chicago, Illinois, Motor Fuel Tax Revenue Bonds, Series 2008A, 5.000%, 1/01/38  –  AGC Insured   9/19 at 100.00 BBB- 5,555,013
5,000   Chicago, Illinois, Sales Tax Revenue Bonds, Series 2011A, 5.000%, 1/01/41 (Pre-refunded 1/01/22)   1/22 at 100.00 N/R (4) 5,454,450
5,000   Cook County Community College District 508, Illinois, General Obligation Bonds, Chicago City Colleges, Series 2013, 5.250%, 12/01/43   12/23 at 100.00 BBB 5,264,700
4,500   Cook County Community College District 508, Illinois, General Obligation Bonds, Chicago City Colleges, Series 2017, 5.000%, 12/01/47   12/27 at 100.00 A+ 5,106,060
4,865   Cook County Community Consolidated School District 15, Palatine, Illinois, General Obligation Bonds, Series 2001, 0.000%, 12/01/20  –  FGIC Insured   No Opt. Call Aa2 4,764,003
    Cook County Community High School District 219, Niles Township, Illinois, General Obligation Capital Appreciation Bonds, Series 2001:        
2,575   0.000%, 12/01/20  –  NPFG Insured   No Opt. Call Baa2 2,505,630
3,615   0.000%, 12/01/20  –  NPFG Insured (ETM)   No Opt. Call N/R (4) 3,554,160
    Cook County, Illinois, General Obligation Bonds, Refunding Series 2010A:        
3,500   5.250%, 11/15/22   11/20 at 100.00 A2 3,664,185
12,425   5.250%, 11/15/33   11/20 at 100.00 A2 12,960,766
15,285   DuPage County Forest Preserve District, Illinois, General Obligation Bonds, Series 2000, 0.000%, 11/01/19   No Opt. Call AAA 15,236,852
    Illinois Educational Facilities Authority, Revenue Bonds, Field Museum of Natural History, Series 2002RMKT:        
2,750   3.900%, 11/01/36   11/27 at 102.00 A 2,960,210
5,265   5.500%, 11/01/36   11/23 at 100.00 A 5,848,888
5,020   Illinois Finance Authority, Revenue Bonds, Advocate Health Care Network, Series 2012, 5.000%, 6/01/42   6/22 at 100.00 Aa3 5,383,398
15
NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2019
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Illinois (continued)        
    Illinois Finance Authority, Revenue Bonds, Ascension Health/fkaPresence Health Network, Series 2016C:        
$3,500   5.000%, 2/15/32   2/27 at 100.00 Aa2 $4,229,400
55   4.000%, 2/15/41 (Pre-refunded 2/15/27)   2/27 at 100.00 N/R (4) 64,379
27,080   4.000%, 2/15/41   2/27 at 100.00 Aa2 29,469,810
1,000   5.000%, 2/15/41   2/27 at 100.00 Aa2 1,167,160
4,200   Illinois Finance Authority, Revenue Bonds, Centegra Health System, Series 2012, 5.000%, 9/01/38   9/22 at 100.00 AA+ 4,554,018
    Illinois Finance Authority, Revenue Bonds, Centegra Health System, Series 2014A:        
8,750   5.000%, 9/01/39   9/24 at 100.00 AA+ 9,803,850
11,030   5.000%, 9/01/42   9/24 at 100.00 AA+ 12,307,825
1,500   Illinois Finance Authority, Revenue Bonds, Central DuPage Health, Series 2009B, 5.500%, 11/01/39 (Pre-refunded 11/01/19)   11/19 at 100.00 N/R (4) 1,516,095
2,910   Illinois Finance Authority, Revenue Bonds, Ingalls Health System, Series 2013, 5.000%, 5/15/43   5/22 at 100.00 Baa2 3,080,351
16,165   Illinois Finance Authority, Revenue Bonds, Mercy Health Corporation, Series 2016, 5.000%, 12/01/40   6/26 at 100.00 A3 18,272,593
1,100   Illinois Finance Authority, Revenue Bonds, Northwestern Memorial Healthcare, Tender Option Bond Trust 2015-XF0076, 13.917%, 8/15/37, 144A (IF)   8/22 at 100.00 Aa2 1,483,691
    Illinois Finance Authority, Revenue Bonds, OSF Healthcare System, Refunding Series 2010A:        
565   6.000%, 5/15/39   5/20 at 100.00 A 587,866
3,460   6.000%, 5/15/39 (Pre-refunded 5/15/20)   5/20 at 100.00 N/R (4) 3,589,750
13,540   Illinois Finance Authority, Revenue Bonds, OSF Healthcare System, Series 2015A, 5.000%, 11/15/45   11/25 at 100.00 A 15,083,966
2,215   Illinois Finance Authority, Revenue Bonds, Rehabilitation Institute of Chicago, Series 2013A, 6.000%, 7/01/43   7/23 at 100.00 A- 2,498,542
4,135   Illinois Finance Authority, Revenue Bonds, Silver Cross Hospital and Medical Centers, Refunding Series 2015C, 5.000%, 8/15/44   8/25 at 100.00 Baa1 4,603,537
5,410   Illinois FInance Authority, Revenue Bonds, Southern Illinois Healthcare Enterprises, Inc, Series 2017A, 5.000%, 3/01/47   3/27 at 100.00 A+ 6,178,599
8,040   Illinois Finance Authority, Revenue Bonds, The Carle Foundation, Series 2011A, 6.000%, 8/15/41  –  AGM Insured   8/21 at 100.00 A2 8,708,928
    Illinois Finance Authority, Revenue Bonds, The University of Chicago Medical Center, Series 2011C:        
1,000   5.500%, 8/15/41 (Pre-refunded 2/15/21)   2/21 at 100.00 AA- (4) 1,065,090
2,500   5.500%, 8/15/41 (Pre-refunded 2/15/21) (UB) (5)   2/21 at 100.00 AA- (4) 2,662,725
15,510   Illinois Finance Authority, Revenue Bonds, University of Chicago, Series 2012A, 5.000%, 10/01/51   10/21 at 100.00 AA- 16,476,428
    Illinois State, General Obligation Bonds, February Series 2014:        
1,600   5.250%, 2/01/32   2/24 at 100.00 BBB- 1,736,784
5,450   5.000%, 2/01/39   2/24 at 100.00 BBB- 5,782,395
1,750   Illinois State, General Obligation Bonds, January Series 2016, 5.000%, 1/01/32   1/26 at 100.00 BBB- 1,927,030
16
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Illinois (continued)        
$5,420   Illinois State, General Obligation Bonds, May Series 2014, 5.000%, 5/01/39   5/24 at 100.00 BBB- $5,764,929
5,000   Illinois State, General Obligation Bonds, November Series 2016, 5.000%, 11/01/34   11/26 at 100.00 BBB- 5,516,200
15,000   Illinois State, General Obligation Bonds, November Series 2017C, 5.000%, 11/01/29   11/27 at 100.00 BBB- 16,857,600
3,500   Illinois State, General Obligation Bonds, November Series 2017D, 5.000%, 11/01/25   No Opt. Call BBB- 3,910,340
    Illinois State, General Obligation Bonds, October Series 2016:        
3,510   5.000%, 2/01/28   2/27 at 100.00 BBB- 3,995,468
6,100   5.000%, 2/01/29   2/27 at 100.00 BBB- 6,914,045
10,000   Illinois State, General Obligation Bonds, Refunding Series 2010, 5.000%, 1/01/21  –  AGM Insured   1/20 at 100.00 BBB 10,159,200
2,515   Illinois State, General Obligation Bonds, Refunding Series 2012, 5.000%, 8/01/24   8/22 at 100.00 BBB- 2,691,754
    Illinois State, General Obligation Bonds, Series 2012A:        
2,500   5.000%, 3/01/25   3/22 at 100.00 BBB- 2,649,325
4,500   5.000%, 3/01/27   3/22 at 100.00 BBB- 4,751,010
2,035   Illinois State, General Obligation Bonds, Series 2013, 5.500%, 7/01/38   7/23 at 100.00 BBB- 2,201,911
5,030   Illinois Toll Highway Authority, Toll Highway Revenue Bonds, Senior Lien Series 2013A, 5.000%, 1/01/38   1/23 at 100.00 A1 5,509,610
    Illinois Toll Highway Authority, Toll Highway Revenue Bonds, Senior Lien Series 2014B:        
8,000   5.000%, 1/01/38   1/24 at 100.00 A1 8,969,040
6,500   5.000%, 1/01/39   1/24 at 100.00 A1 7,256,015
10,040   Illinois Toll Highway Authority, Toll Highway Revenue Bonds, Senior Lien Series 2015A, 5.000%, 1/01/40   7/25 at 100.00 A1 11,474,214
8,890   Illinois Toll Highway Authority, Toll Highway Revenue Bonds, Senior Lien Series 2015B, 5.000%, 1/01/40   1/26 at 100.00 A1 10,259,416
10,000   Illinois Toll Highway Authority, Toll Highway Revenue Bonds, Senior Lien Series 2017A, 5.000%, 1/01/42   1/28 at 100.00 A1 11,921,000
1,115   Illinois Toll Highway Authority, Toll Highway Revenue Bonds, Tender Option Bond Trust 2015-XF0051, 13.632%, 1/01/38, 144A (IF)   1/23 at 100.00 A1 1,540,685
11,050   Illinois, General Obligation Bonds, Illinois FIRST Program, Series 2001, 6.000%, 11/01/26  –  FGIC Insured   No Opt. Call BBB- 13,007,618
    Lake County Community Unit School District 60, Waukegan, Illinois, General Obligation Refunding Bonds, Series 2001B:        
3,230   0.000%, 11/01/19  –  AGM Insured   No Opt. Call A2 3,218,210
1,740   0.000%, 11/01/21  –  AGM Insured   No Opt. Call A2 1,675,359
4,020   Lake, Cook, Kane and McHenry Counties Community Unit School District 220, Barrington, Illinois, General Obligation Bonds, Refunding Series 2002, 5.250%, 12/01/20  –  AGM Insured (UB)   No Opt. Call A2 4,234,748
5,000   Macon County School District 61 Decatur, Illinois, General Obligation Bonds, Alternate Revenue Source Series 2011A, 5.250%, 1/01/39  –  AGM Insured   1/21 at 100.00 A2 5,227,550
17,945   McHenry and Kane Counties Community Consolidated School District 158, Huntley, Illinois, General Obligation Bonds, Series 2003, 0.000%, 1/01/22  –  FGIC Insured   No Opt. Call Baa2 17,130,118
2,910   McHenry County Community High School District 154, Marengo, Illinois, Capital Appreciation School Bonds, Series 2001, 0.000%, 1/01/21  –  FGIC Insured   No Opt. Call Aa2 2,843,827
17
NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2019
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Illinois (continued)        
$5,000   Metropolitan Pier and Exposition Authority, Illinois, McCormick Place Expansion Project Bonds, Refunding Series 2012B, 5.000%, 6/15/52 (UB) (5)   6/22 at 100.00 BBB- $5,244,400
5,000   Metropolitan Pier and Exposition Authority, Illinois, McCormick Place Expansion Project Bonds, Series 2015A, 5.500%, 6/15/53   12/25 at 100.00 BBB- 5,564,750
2,030   Metropolitan Pier and Exposition Authority, Illinois, McCormick Place Expansion Project Bonds, Series 2017A, 5.000%, 6/15/57   12/27 at 100.00 BBB- 2,241,425
    Metropolitan Pier and Exposition Authority, Illinois, McCormick Place Expansion Project Refunding Bonds, Series 2010A:        
3,790   5.500%, 6/15/50 (Pre-refunded 6/15/20)   6/20 at 100.00 BBB- (4) 3,932,163
11,795   5.500%, 6/15/50   6/20 at 100.00 Ba1 12,020,167
    Metropolitan Pier and Exposition Authority, Illinois, Revenue Bonds, McCormick Place Expansion Project, Capital Appreciation Refunding Series 2010B-1:        
33,000   0.000%, 6/15/45  –  AGM Insured   No Opt. Call BBB- 12,985,500
5,355   0.000%, 6/15/46  –  AGM Insured   No Opt. Call BBB- 2,016,800
    Metropolitan Pier and Exposition Authority, Illinois, Revenue Bonds, McCormick Place Expansion Project, Refunding Series 1996A:        
16,570   0.000%, 12/15/20  –  NPFG Insured   No Opt. Call BBB- 16,161,052
5,010   0.000%, 12/15/21  –  NPFG Insured   No Opt. Call BBB- 4,786,704
23,920   0.000%, 12/15/22  –  NPFG Insured   No Opt. Call BBB- 22,331,712
13,350   0.000%, 12/15/24  –  NPFG Insured   No Opt. Call BBB- 11,809,677
    Metropolitan Pier and Exposition Authority, Illinois, Revenue Bonds, McCormick Place Expansion Project, Refunding Series 1998A:        
4,340   5.500%, 12/15/23  –  FGIC Insured (ETM)   No Opt. Call BBB- (4) 4,789,667
4,435   5.500%, 12/15/23  –  FGIC Insured   No Opt. Call BBB- 4,829,804
    Metropolitan Pier and Exposition Authority, Illinois, Revenue Bonds, McCormick Place Expansion Project, Refunding Series 2010B-2:        
2,330   5.000%, 6/15/50   6/20 at 100.00 Ba1 2,364,577
8,000   5.250%, 6/15/50   6/20 at 100.00 Ba1 8,135,760
    Metropolitan Pier and Exposition Authority, Illinois, Revenue Bonds, McCormick Place Expansion Project, Series 2002A:        
1,420   5.700%, 6/15/25 (Pre-refunded 6/15/22)   6/22 at 101.00 N/R (4) 1,614,710
5,080   5.700%, 6/15/25   6/22 at 101.00 BBB- 5,643,118
8,000   5.750%, 6/15/26  –  NPFG Insured   6/22 at 101.00 BBB- 8,857,360
1,115   5.750%, 6/15/27   6/22 at 101.00 BBB- 1,231,417
4,610   5.750%, 6/15/27 (Pre-refunded 6/15/22)   6/22 at 101.00 N/R (4) 5,248,577
195   0.000%, 6/15/30 (ETM)   No Opt. Call N/R (4) 157,917
3,505   0.000%, 6/15/30   No Opt. Call BBB 2,557,213
28,000   0.000%, 12/15/35  –  AGM Insured   No Opt. Call BBB- 16,772,280
3,280   0.000%, 6/15/37  –  NPFG Insured   No Opt. Call BBB- 1,761,754
11,715   0.000%, 12/15/38  –  NPFG Insured   No Opt. Call BBB- 5,894,988
8,810   Metropolitan Pier and Exposition Authority, Illinois, Revenue Bonds, McCormick Place Hospitality Facility, Series 1996A, 7.000%, 7/01/26 (ETM)   No Opt. Call AA+ (4) 10,816,918
18
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Illinois (continued)        
    Midlothian, Illinois, General Obligation Bonds, Series 2010A:        
$2,685   5.000%, 2/01/30  –  AGM Insured   2/20 at 100.00 AA $2,702,157
2,080   5.250%, 2/01/34  –  AGM Insured   2/20 at 100.00 AA 2,094,810
17,865   Regional Transportation Authority, Cook, DuPage, Kane, Lake, McHenry and Will Counties, Illinois, General Obligation Bonds, Series 1999, 5.750%, 6/01/23  –  AGM Insured   No Opt. Call A2 20,201,921
2,300   Regional Transportation Authority, Cook, DuPage, Kane, Lake, McHenry and Will Counties, Illinois, General Obligation Bonds, Series 2000A, 6.500%, 7/01/30  –  NPFG Insured   No Opt. Call A2 3,172,620
4,125   Southwestern Illinois Development Authority, Health Facility Revenue Bonds, Memorial Group, Inc, Series 2013, 7.625%, 11/01/48 (Pre-refunded 11/01/23)   11/23 at 100.00 N/R (4) 5,209,339
    Springfield, Illinois, Electric Revenue Bonds, Senior Lien Series 2015:        
2,250   5.000%, 3/01/29   3/25 at 100.00 A3 2,611,687
7,000   5.000%, 3/01/31   3/25 at 100.00 A3 8,050,420
2,685   Sterling, Whiteside County, Illinois, General Obligation Bonds, Recovery Zone Facility Series 2010A, 5.250%, 5/01/31  –  AGM Insured   5/20 at 100.00 AA 2,759,052
2,000   University of Illinois, Health Services Facilities System Revenue Bonds, Series 2013, 6.250%, 10/01/38   10/23 at 100.00 Baa1 2,308,040
4,810   Will County Community High School District 210 Lincoln-Way, Illinois, General Obligation Bonds, Series 2006, 0.000%, 1/01/23  –  AGM Insured   No Opt. Call A2 4,447,230
    Will County Community Unit School District 201U, Crete-Monee, Illinois, General Obligation Bonds, Capital Appreciation Series 2004:        
780   0.000%, 11/01/22 (ETM)   No Opt. Call Baa2 (4) 744,253
2,550   0.000%, 11/01/22  –  NPFG Insured   No Opt. Call Baa2 2,399,091
1,895   Williamson & Johnson Counties Community Unit School District 2, Marion, Illinois, General Obligation Bonds, Series 2011, 7.250%, 12/01/28 (Pre-refunded 12/01/20)  –  AGM Insured   12/20 at 100.00 A2 (4) 2,045,577
888,400   Total Illinois       893,504,496
    Indiana – 3.9% (2.5% of Total Investments)        
6,000   Indiana Finance Authority, Educational Facilities Revenue Bonds, Valparaiso University Project, Series 2014, 5.000%, 10/01/44   10/24 at 100.00 A3 6,648,900
7,910   Indiana Finance Authority, Health System Revenue Bonds, Sisters of Saint Francis Health Services, Inc Obligated Group, Series 2009, 5.250%, 11/01/39 (Pre-refunded 11/01/19)   11/19 at 100.00 Aa3 (4) 7,990,049
    Indiana Finance Authority, Hospital Revenue Bonds, Community Health Network Project, Series 2012A:        
5,000   4.000%, 5/01/35   5/23 at 100.00 A 5,248,950
5,420   5.000%, 5/01/42   5/23 at 100.00 A 5,943,193
10,000   Indiana Finance Authority, Hospital Revenue Bonds, Indiana Unversity Health Obligation Group, Fixed Rate Series 2019A, 4.000%, 12/01/49   12/29 at 100.00 AA 10,964,200
    Indiana Finance Authority, Hospital Revenue Bonds, Indiana Unversity Health Obligation Group, Refunding 2015A:        
1,875   4.000%, 12/01/40   6/25 at 100.00 AA 2,007,431
3,400   5.000%, 12/01/40   6/25 at 100.00 AA 3,879,638
19
NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2019
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Indiana (continued)        
$8,630   Indiana Finance Authority, Revenue Bonds, Community Foundation of Northwest Indiana Obligated Group, Series 2012, 5.000%, 3/01/41   3/22 at 100.00 AA- $9,251,532
    Indiana Finance Authority, Revenue Bonds, Trinity Health Care Group, Refunding Series 2009A:        
6,290   5.250%, 12/01/38 (Pre-refunded 12/01/19)   12/19 at 100.00 AA- (4) 6,375,167
10,000   5.250%, 12/01/38 (Pre-refunded 12/01/19) (UB) (5)   12/19 at 100.00 AA- (4) 10,135,400
2,500   Indiana Finance Authority, Revenue Bonds, Trinity Health Care Group, Refunding Series 2010B, 5.000%, 12/01/37 (Pre-refunded 12/01/20)   12/20 at 100.00 AA- (4) 2,622,950
11,000   Indiana Finance Authority, Wastewater Utility Revenue Bonds, CWA Authority Project, First Lien Green Series 2016A, 5.000%, 10/01/46   10/26 at 100.00 A 12,838,320
5,000   Indiana Finance Authority, Wastewater Utility Revenue Bonds, CWA Authority Project, Series 2011B, 5.000%, 10/01/41   10/21 at 100.00 A2 5,337,650
5,000   Indiana Finance Authority, Wastewater Utility Revenue Bonds, CWA Authority Project, Series 2012A, 5.000%, 10/01/37   10/22 at 100.00 A1 5,494,450
13,215   Indiana Finance Authority, Wastewater Utility Revenue Bonds, CWA Authority Project, Series 2014A, 5.000%, 10/01/44   10/24 at 100.00 A 15,019,112
5,130   Indiana Finance Authority, Water Utility Revenue Bonds, Citizens Energy Group Project, First Lien Series 2016A, 5.000%, 10/01/46   10/26 at 100.00 A+ 5,987,326
3,175   Indiana Health Facility Financing Authority, Revenue Bonds, Ancilla Systems Inc Obligated Group, Series 1997, 5.250%, 7/01/22  –  NPFG Insured (ETM)   10/19 at 100.00 N/R (4) 3,184,652
14,100   Indiana Municipal Power Agency Power Supply System Revenue Bonds, Refunding Series 2016A, 5.000%, 1/01/42   7/26 at 100.00 A+ 16,394,775
3,000   Indiana Municipal Power Agency, Power Supply System Revenue Bonds, Series 2011A, 5.000%, 1/01/31 (Pre-refunded 7/01/21)   7/21 at 100.00 A+ (4) 3,223,320
    Indianapolis Local Public Improvement Bond Bank, Indiana, Series 1999E:        
9,255   0.000%, 2/01/25  –  AMBAC Insured   No Opt. Call AA- 8,508,677
9,560   0.000%, 2/01/26  –  AMBAC Insured   No Opt. Call AA- 8,557,538
1,580   Zionsville Community Schools Building Corporation, Indiana, First Mortgage Bonds, Series 2005Z, 0.000%, 1/15/28  –  AGM Insured   No Opt. Call A2 1,338,797
147,040   Total Indiana       156,952,027
    Iowa – 2.2% (1.4% of Total Investments)        
4,000   Ames, Iowa, Hospital Revenue Bonds, Mary Greeley Medical Center, Series 2011, 5.250%, 6/15/36 (Pre-refunded 6/15/20)   6/20 at 100.00 A2 (4) 4,139,640
16,130   Iowa Finance Authority, Iowa, Midwestern Disaster Area Revenue Bonds, Iowa Fertilizer Company Project, Series 2013, 5.250%, 12/01/25   12/23 at 100.00 B- 17,551,859
2,310   Iowa Finance Authority, Iowa, Midwestern Disaster Area Revenue Bonds, Iowa Fertilizer Company Project, Series 2016, 5.875%, 12/01/26, 144A   9/19 at 105.00 B- 2,428,411
2,690   Iowa Finance Authority, Iowa, Midwestern Disaster Area Revenue Bonds, Iowa Fertilizer Company Project, Series 2018B, 5.250%, 12/01/50 (Mandatory Put 12/01/37)   12/27 at 105.00 B+ 2,909,827
3,085   Iowa Finance Authority, Senior Housing Revenue Bonds, Northcrest Inc Project, Series 2018A, 5.000%, 3/01/48   3/24 at 103.00 BB+ 3,319,799
20
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Iowa (continued)        
    Iowa Tobacco Settlement Authority, Asset Backed Settlement Revenue Bonds, Series 2005C:        
$13,950   5.375%, 6/01/38   9/19 at 100.00 B3 $13,950,698
12,830   5.500%, 6/01/42   9/19 at 100.00 B3 12,830,513
5,675   5.625%, 6/01/46   9/19 at 100.00 B3 5,675,170
16,100   Iowa Tobacco Settlement Authority, Tobacco Asset-Backed Revenue Bonds, Series 2005B, 5.600%, 6/01/34   9/19 at 100.00 B3 16,101,288
    Xenia Rural Water District, Iowa, Water Revenue Bonds, Refunding Capital Loan Note Series 2016:        
4,700   5.000%, 12/01/36   12/26 at 100.00 BBB+ 5,360,491
5,990   5.000%, 12/01/41   12/26 at 100.00 BBB+ 6,749,173
87,460   Total Iowa       91,016,869
    Kansas – 0.4% (0.3% of Total Investments)        
2,000   Kansas Development Finance Authority, Health Facilities Revenue Bonds, Stormont-Vail Health Care Inc, Series 2013J, 5.000%, 11/15/38   11/22 at 100.00 A2 2,175,320
3,000   Kansas Development Finance Authority, Hospital Revenue Bonds, Adventist Health System/Sunbelt Obligated Group, Series 2012A, 5.000%, 11/15/28   5/22 at 100.00 AA 3,279,360
3,700   Kansas Municipal Energy Agency, Power Project Revenue Bonds, Dogwood Project, Series 2018A, 5.000%, 4/01/38  –  BAM Insured   4/26 at 100.00 AA 4,232,504
5,270   Lawrence, Kansas, Hospital Revenue Bonds, Lawrence Memorial Hospital, Series 2018A, 5.000%, 7/01/43   7/28 at 100.00 A 6,186,822
1,820   Overland Park Development Corporation, Kansas, First Tier Revenue Bonds, Overland Park Convention Center, Series 2007A, 5.125%, 1/01/22  –  AMBAC Insured   9/19 at 100.00 Ba3 1,823,385
15,790   Total Kansas       17,697,391
    Kentucky – 1.0% (0.7% of Total Investments)        
6,010   Kentucky Economic Development Finance Authority, Health System Revenue Bonds, Norton Healthcare Inc, Series 2000B, 0.000%, 10/01/28  –  NPFG Insured   No Opt. Call Baa2 4,763,947
2,000   Kentucky Economic Development Finance Authority, Hospital Revenue Bonds, Baptist Healthcare System Obligated Group, Series 2011, 5.000%, 8/15/42   8/21 at 100.00 Baa1 2,100,160
1,300   Kentucky Economic Development Finance Authority, Hospital Revenue Bonds, Owensboro Health, Refunding Series 2017A, 5.000%, 6/01/37   6/27 at 100.00 BB+ 1,474,720
4,525   Kentucky Economic Development Finance Authority, Hospital Revenue Bonds, Owensboro Medical Health System, Series 2010A, 6.500%, 3/01/45 (Pre-refunded 6/01/20)   6/20 at 100.00 BB+ (4) 4,720,208
    Kentucky Public Transportation Infrastructure Authority, First Tier Toll Revenue Bonds, Downtown Crossing Project, Convertible Capital Appreciation Series 2013C:        
5,000   0.000%, 7/01/43 (6)   7/31 at 100.00 Baa3 5,244,650
8,610   0.000%, 7/01/46 (6)   7/31 at 100.00 Baa3 9,049,196
    Kentucky Public Transportation Infrastructure Authority, First Tier Toll Revenue Bonds, Downtown Crossing Project, Series 2013A:        
2,655   5.750%, 7/01/49   7/23 at 100.00 Baa3 2,958,732
430   6.000%, 7/01/53   7/23 at 100.00 Baa3 482,869
21
NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2019
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Kentucky (continued)        
$4,630   Lexington-Fayette Urban County Government Public Facilities Corporation, Kentucky State Lease Revenue Bonds, Eastern State Hospital Project, Series 2011A, 5.250%, 6/01/31   6/21 at 100.00 A- $4,893,308
    Louisville/Jefferson County Metro Government, Kentucky, Revenue Bonds, Catholic Health Initiatives, Series 2012A:        
2,980   5.000%, 12/01/35   6/22 at 100.00 BBB+ 3,213,334
3,000   5.000%, 12/01/35   6/22 at 100.00 N/R (4) 3,318,930
41,140   Total Kentucky       42,220,054
    Louisiana – 2.9% (1.9% of Total Investments)        
7,445   Ascension Parish Industrial development Board, Louisiana, Revenue Bonds, Impala Warehousing (US) LLC Project, Series 2013, 6.000%, 7/01/36   7/23 at 100.00 N/R 8,108,647
4,000   Board of Commissioners of the Port of New Orleans Port Facility Revenue Bonds, Louisiana, Refunding Series 2018A, 5.000%, 4/01/48  –  AGM Insured   4/28 at 100.00 A2 4,712,120
670   Jefferson Parish Hospital District1, Louisiana, Hospital Revenue Bonds, West Jefferson Medical Center, Refunding Series 2011A, 6.000%, 1/01/39 (Pre-refunded 1/01/21)  –  AGM Insured   1/21 at 100.00 A2 (4) 714,850
1,870   Jefferson Sales Tax District, Jefferson Parish, Louisiana, Special Sales Tax Revenue Bonds, Series 2017B, 5.000%, 12/01/42  –  AGM Insured   12/27 at 100.00 A2 2,216,567
5,000   Lafayette Public Trust Financing Authority, Louisiana, Revenue Bonds, Ragin' Cajun Facilities Inc Housing & Parking Project, Series 2010, 5.500%, 10/01/41 (Pre-refunded 10/01/20)  –  AGM Insured   10/20 at 100.00 AA (4) 5,253,050
1,695   Louisiana Public Facilities Authority, Lease Revenue Bonds, Provident Group-Flagship Properties LLC - Louisiana State University Nicolson Gateway Project, Series 2016A, 5.000%, 7/01/46   7/26 at 100.00 A3 1,929,215
    Louisiana Public Facilities Authority, Revenue Bonds, Ochsner Clinic Foundation Project, Refunding Series 2016:        
20   4.000%, 5/15/35 (Pre-refunded 5/15/26)   5/26 at 100.00 N/R (4) 23,158
2,345   4.000%, 5/15/36   5/26 at 100.00 A3 2,511,120
20   5.000%, 5/15/47 (Pre-refunded 5/15/26)   5/26 at 100.00 N/R (4) 24,442
    Louisiana Public Facilities Authority, Revenue Bonds, Ochsner Clinic Foundation Project, Refunding Series 2017:        
4,000   5.000%, 5/15/42   5/27 at 100.00 A3 4,603,520
22,625   5.000%, 5/15/46   5/27 at 100.00 A3 25,904,494
5,750   Louisiana Public Facilities Authority, Revenue Bonds, Ochsner Clinic Foundation Project, Series 2011, 6.750%, 5/15/41 (Pre-refunded 5/15/21)   5/21 at 100.00 A3 (4) 6,315,340
1,975   Louisiana Public Facilities Authority, Revenue Bonds, Ochsner Clinic Foundation Project, Series 2015, 5.000%, 5/15/47   5/25 at 100.00 A3 2,204,219
13,590   Louisiana Stadium and Exposition District, Revenue Refunding Bonds, Senior Lien Series 2013A, 5.000%, 7/01/36   7/23 at 100.00 A2 15,117,380
1,015   Louisiana State, Gasoline and Fuels Tax Revenue Bonds, Refunding Second Lien Series 2017C, 5.000%, 5/01/45   11/27 at 100.00 AA- 1,204,145
5,000   Louisiana State, Gasoline and Fuels Tax Revenue Bonds, Second Lien Series 2010B, 5.000%, 5/01/45 (Pre-refunded 5/01/20)   5/20 at 100.00 AA- (4) 5,146,900
22
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Louisiana (continued)        
$12,000   New Orleans Aviation Board, Louisiana, General Airport Revenue Bonds, North Terminal Project, Series 2015A, 5.000%, 1/01/45   1/25 at 100.00 A- $13,502,040
5,000   New Orleans Aviation Board, Louisiana, General Airport Revenue Bonds, North Terminal Project, Series 2017A, 5.000%, 1/01/48   1/27 at 100.00 A- 5,789,800
6,280   New Orleans, Louisiana, Sewerage Service Revenue Bonds, Refunding Series 2014, 5.000%, 6/01/44   6/24 at 100.00 A- 6,919,367
1,355   Shreveport, Louisiana, Water and Sewer Revenue Bonds, Refunding Series 2015, 5.000%, 12/01/40   12/25 at 100.00 A- 1,536,638
5,000   St Tammany Parish Hospital District No 1, Louisiana, Hospital Revenue and Revenue Refunding Bonds, St Tammany Parish Hospital Project, Series 2018, 5.000%, 7/01/48   7/28 at 100.00 A+ 5,838,250
106,655   Total Louisiana       119,575,262
    Maine – 0.6% (0.4% of Total Investments)        
7,000   Maine Health and Higher Educational Facilities Authority Revenue Bonds, Eastern Maine Medical Center Obligated Group Issue, Series 2013, 5.000%, 7/01/43   7/23 at 100.00 Ba1 7,504,490
6,300   Maine Health and Higher Educational Facilities Authority Revenue Bonds, Eastern Maine Medical Center Obligated Group Issue, Series 2016A, 5.000%, 7/01/41   7/26 at 100.00 Ba1 6,995,457
    Maine Health and Higher Educational Facilities Authority Revenue Bonds, MaineHealth Issue, Series 2018A:        
3,440   5.000%, 7/01/43   7/28 at 100.00 A+ 4,062,262
2,935   5.000%, 7/01/48   7/28 at 100.00 A+ 3,447,245
1,050   Maine Health and Higher Educational Facilities Authority, Revenue Bonds, Maine General Medical Center, Series 2011, 6.750%, 7/01/41   7/21 at 100.00 Ba3 1,132,719
20,725   Total Maine       23,142,173
    Maryland – 1.3% (0.8% of Total Investments)        
    Baltimore, Maryland, Convention Center Hotel Revenue Bonds, Refunding Series 2017:        
3,260   5.000%, 9/01/35   9/27 at 100.00 BBB- 3,779,318
1,000   5.000%, 9/01/39   9/27 at 100.00 BBB- 1,149,770
1,645   5.000%, 9/01/46   9/27 at 100.00 BBB- 1,863,094
8,610   Baltimore, Maryland, Revenue Bonds, Water Projects, Subordinate Series 2017A, 5.000%, 7/01/41   1/27 at 100.00 A+ 10,130,440
1,000   Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, Mercy Medical Cente, Series 2011, 6.250%, 7/01/31   7/21 at 100.00 BBB 1,081,320
3,500   Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, University of Maryland Medical System Issue, Series 2013A, 5.000%, 7/01/43   7/22 at 100.00 A- 3,792,425
4,000   Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, University of Maryland Medical System Issue, Taxable Series 2017D, 4.000%, 7/01/48   1/28 at 100.00 A- 4,299,720
17,000   Maryland Stadium Authority, Lease Revenue Bonds, Baltimore City Public Schools Construction & Revitalization Program, Series 2018A, 5.000%, 5/01/42   5/28 at 100.00 AA- 20,325,880
2,000   Montgomery County, Maryland, Revenue Bonds, Trinity Health Credit Group, Series 2015, 5.000%, 12/01/44   6/25 at 100.00 AA- 2,284,660
1,150   Rockville Mayor and Council, Maryland, Economic Development Revenue Bonds, Ingleside King Farm Project, Series 2017A-1, 5.000%, 11/01/37   11/24 at 103.00 BB 1,278,409
23
NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2019
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Maryland (continued)        
$2,100   Rockville Mayor and Council, Maryland, Economic Development Revenue Bonds, Series 2017B, 5.000%, 11/01/42   11/24 at 103.00 BB $2,312,919
45,265   Total Maryland       52,297,955
    Massachusetts – 2.5% (1.6% of Total Investments)        
5,500   Massachusetts Department of Transportation, Metropolitan Highway System Revenue Bonds, Commonwealth Contract Assistance Secured, Series 2010B, 5.000%, 1/01/35   1/20 at 100.00 AA 5,583,655
14,375   Massachusetts Department of Transportation, Metropolitan Highway System Revenue Bonds, Refunding Senior Lien Series 2010B, 5.000%, 1/01/37   1/20 at 100.00 A2 14,590,625
1,250   Massachusetts Development Finance Agency, Hospital Revenue Bonds, Cape Cod Healthcare Obligated Group, Series 2013, 5.250%, 11/15/41   11/23 at 100.00 A+ 1,400,263
435   Massachusetts Development Finance Agency, Revenue Bonds, Atrius Health Issue, Series 2019A, 5.000%, 6/01/39   6/29 at 100.00 BBB 518,216
930   Massachusetts Development Finance Agency, Revenue Bonds, Boston Medical Center Issue, Green Bonds, Series 2015D, 5.000%, 7/01/44   7/25 at 100.00 BBB 1,032,430
11,370   Massachusetts Development Finance Agency, Revenue Bonds, Boston University, Series 2016BB-1, 5.000%, 10/01/46   10/26 at 100.00 AA- 13,286,413
3,630   Massachusetts Development Finance Agency, Revenue Bonds, CareGroup Issue, Series 2018J-2, 5.000%, 7/01/53   7/28 at 100.00 A3 4,259,769
1,100   Massachusetts Development Finance Agency, Revenue Bonds, Dana-Farber Cancer Institute Issue, Series 2016N, 5.000%, 12/01/46   12/26 at 100.00 A 1,275,527
    Massachusetts Development Finance Agency, Revenue Bonds, Emerson College, Series 2015:        
2,070   4.500%, 1/01/45   1/25 at 100.00 Baa2 2,204,633
8,800   5.000%, 1/01/45   1/25 at 100.00 Baa2 9,727,784
2,700   Massachusetts Development Finance Agency, Revenue Bonds, Olin College, Series 2013E, 5.000%, 11/01/43   11/23 at 100.00 A2 3,015,603
4,000   Massachusetts Development Finance Agency, Revenue Bonds, Partners HealthCare System Issue, Series 2017S-1, 4.000%, 7/01/35   1/28 at 100.00 AA- 4,503,000
1,725   Massachusetts Development Finance Agency, Revenue Bonds, Wellforce Issue, Series 2019A, 5.000%, 7/01/44   1/29 at 100.00 BBB+ 2,022,166
    Massachusetts Development Finance Agency, Revenue Bonds, Western New England University, Series 2015:        
1,380   5.000%, 9/01/40   9/25 at 100.00 BBB 1,543,157
1,545   5.000%, 9/01/45   9/25 at 100.00 BBB 1,719,060
3,000   Massachusetts Development Finance Authority, Revenue Bonds, WGBH Educational Foundation, Series 2002A, 5.750%, 1/01/42  –  AMBAC Insured   No Opt. Call AA- 4,375,350
1,800   Massachusetts Health and Educational Facilities Authority, Revenue Bonds, Massachusetts Eye and Ear Infirmary, Series 2010C, 5.375%, 7/01/35 (Pre-refunded 7/01/20)   7/20 at 100.00 N/R (4) 1,867,914
900   Massachusetts Port Authority, Special Facilities Revenue Bonds, ConRac Project, Series 2011A, 5.125%, 7/01/41   7/21 at 100.00 A3 955,746
6,840   Massachusetts School Building Authority, Dedicated Sales Tax Revenue Bonds, Senior Series 2013A, 5.000%, 5/15/43   5/23 at 100.00 Aa2 7,694,521
7,500   Massachusetts School Building Authority, Dedicated Sales Tax Revenue Bonds, Tender Option Bond Trust 2016-XF2223, 8.036%, 8/15/24, 144A (IF)   8/22 at 100.00 Aa2 9,254,475
24
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Massachusetts (continued)        
$8,050   Metropolitan Boston Transit Parking Corporation, Massachusetts, Systemwide Parking Revenue Bonds, Senior Lien Series 2011, 5.000%, 7/01/41   7/21 at 100.00 A+ $8,545,316
500   Springfield Water and Sewer Commission, Massachusetts, General Revenue Bonds, Refunding Series 2010B, 5.000%, 11/15/30 (Pre-refunded 11/15/20)  –  AGC Insured   11/20 at 100.00 A3 (4) 525,090
89,400   Total Massachusetts       99,900,713
    Michigan – 5.5% (3.5% of Total Investments)        
5,335   Detroit Water and Sewerage Department, Michigan, Sewage Disposal System Revenue Bonds, Refunding Senior Lien Series 2012A, 5.250%, 7/01/39   7/22 at 100.00 A2 5,803,253
2,830   Detroit, Michigan, Senior Lien Sewerage Disposal System Revenue Bonds, Series 2001B, 5.500%, 7/01/29  –  NPFG Insured   No Opt. Call A3 3,550,546
10,000   Detroit, Michigan, Water Supply System Revenue Bonds, Senior Lien Series 2011A, 5.250%, 7/01/41   7/21 at 100.00 A2 10,633,000
3,500   Eastern Michigan University, General Revenue Bonds, Series 2018A, 4.000%, 3/01/44  –  AGM Insured   3/28 at 100.00 A2 3,820,635
    Grand Rapids and Kent County Joint Building Authority, Michigan, Limited Tax General Obligation Bonds, Devos Place Project, Series 2001:        
7,660   0.000%, 12/01/21   No Opt. Call AAA 7,424,685
7,955   0.000%, 12/01/22   No Opt. Call AAA 7,604,185
8,260   0.000%, 12/01/23   No Opt. Call AAA 7,775,799
8,575   0.000%, 12/01/24   No Opt. Call AAA 7,929,560
10,000   Great Lakes Water Authority, Michigan, Water Supply Revenue Bonds, Refunding Senior Lien Series 2016C, 5.000%, 7/01/35   7/26 at 100.00 A2 11,846,900
27,960   Great Lakes Water Authority, Michigan, Water Supply Revenue Bonds, Senior Lien Series 2016A, 5.000%, 7/01/46   7/26 at 100.00 A2 32,510,490
    Kalamazoo Hospital Finance Authority, Michigan, Hospital Revenue Refunding Bonds, Bronson Methodist Hospital, Remarketed Series 2006:        
895   5.250%, 5/15/36  –  AGM Insured   5/20 at 100.00 A2 917,903
1,105   5.250%, 5/15/36 (Pre-refunded 5/15/20)  –  AGM Insured   5/20 at 100.00 A2 (4) 1,139,973
8,815   Michigan Finance Authority, Hospital Revenue Bonds, Henry Ford Health System, Series 2019A, 4.000%, 11/15/50   11/29 at 100.00 A 9,489,259
405   Michigan Finance Authority, Local Government Loan Program Revenue Bonds, Detroit Water & Sewerage Department Water Supply System Local Project, Refunding Senior Loan Series 2014D-1, 5.000%, 7/01/37  –  AGM Insured   7/24 at 100.00 A2 457,322
1,300   Michigan Finance Authority, Local Government Loan Program Revenue Bonds, Detroit Water & Sewerage Department Water Supply System Local Project, Series 2014C-1, 5.000%, 7/01/44   7/22 at 100.00 A2 1,396,980
7,000   Michigan Finance Authority, Michigan, Revenue Bonds, Trinity Health Credit Group, Refunding Series 2016MI, 5.000%, 12/01/45   6/26 at 100.00 AA- 8,079,820
12,520   Michigan Finance Authority, Michigan, Revenue Bonds, Trinity Health Credit Group, Refunding Series 2017A-MI, 4.000%, 12/01/36   12/27 at 100.00 AA- 13,893,569
    Michigan Finance Authority, Revenue Bonds, Trinity Health Credit Group, Refunding Series 2011MI:        
35   5.000%, 12/01/39 (Pre-refunded 12/01/21)   12/21 at 100.00 N/R (4) 38,072
9,965   5.000%, 12/01/39   12/21 at 100.00 AA- 10,721,842
25
NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2019
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Michigan (continued)        
$3,000   Michigan Finance Authority, Revenue Bonds, Trinity Health Credit Group, Refunding Series 2015MI, 5.000%, 12/01/31   6/22 at 100.00 AA- $3,281,940
10,330   Michigan Hospital Finance Authority, Revenue Bonds, Ascension Health Senior Credit Group, Refunding and Project Series 2010F-6, 4.000%, 11/15/47   11/26 at 100.00 Aa2 11,114,460
1,315   Michigan Public Power Agency, AFEC Project Revenue Bonds, Series 2012A, 5.000%, 1/01/43   1/22 at 100.00 BBB 1,385,471
    Michigan State Building Authority, Revenue Bonds, Facilities Program, Refunding Series 2015-I:        
17,000   5.000%, 4/15/31   10/25 at 100.00 AA- 20,229,490
1,615   5.000%, 4/15/38   10/25 at 100.00 AA- 1,883,720
11,345   Michigan State Hospital Finance Authority, Hospital Revenue Bonds, Henry Ford Health System, Refunding Series 2009, 5.750%, 11/15/39 (Pre-refunded 11/15/19)   11/19 at 100.00 N/R (4) 11,494,073
2,000   Michigan State Hospital Finance Authority, Revenue Bonds, Trinity Health Care Group, Series 2009C, 5.000%, 12/01/48   6/22 at 100.00 AA- 2,163,640
4,575   Michigan Tobacco Settlement Finance Authority, Tobacco Settlement Asset-Backed Revenue Bonds, Series 2008A, 6.875%, 6/01/42   8/19 at 100.00 B2 4,623,358
4,790   Mona Shores Public Schools, Muskegon County, Michigan, General Obligation Bonds, School Building & Site Series 2019I, 5.000%, 5/01/48   5/29 at 100.00 Aa1 5,731,187
5,780   Oakland University, Michigan, General Revenue Bonds, Series 2012, 5.000%, 3/01/42   3/22 at 100.00 A1 6,178,184
2,200   Wayne County Airport Authority, Michigan, Revenue Bonds, Detroit Metropolitan Wayne County Airport, Series 2015D, 5.000%, 12/01/45   12/25 at 100.00 A 2,530,330
5,000   Wayne State University, Michigan, General Revenue Bonds, Series 2018A, 5.000%, 11/15/43   11/28 at 100.00 A+ 6,012,500
203,065   Total Michigan       221,662,146
    Minnesota – 2.3% (1.5% of Total Investments)        
285   Baytown Township, Minnesota Charter School Lease Revenue Bonds, Saint Croix Preparatory Academy, Refunding Series 2016A, 4.000%, 8/01/36   8/26 at 100.00 BB+ 290,230
4,005   City of Milaca, Minnesota Refunding Revenue Bonds, Grandview Christian Home Project, Series 2016, 5.000%, 10/01/41   10/24 at 102.00 N/R 4,229,120
    Dakota County Community Development Agency, Minnesota, Senior Housing Revenue Bonds, Walker Highview Hills LLC Project, Refunding Series 2016A:        
2,130   3.500%, 8/01/25, 144A   8/22 at 100.00 N/R 2,161,524
1,000   5.000%, 8/01/46, 144A   8/22 at 100.00 N/R 1,033,120
    Duluth Economic Development Authority, Minnesota, Health Care Facilities Revenue Bonds, Essentia Health Obligated Group, Series 2018A:        
3,000   5.000%, 2/15/48   2/28 at 100.00 A- 3,500,130
11,000   5.000%, 2/15/53   2/28 at 100.00 A- 12,731,620
5,240   5.250%, 2/15/53   2/28 at 100.00 A- 6,180,685
3,000   5.000%, 2/15/58   2/28 at 100.00 A- 3,450,240
9,840   Independent School District 621, Mounds View, Minnesota, General Obligation Bonds, School Building Series 2018A, 4.000%, 2/01/41   2/27 at 100.00 AAA 10,761,122
2,800   Itasca County Independent School District 318, Minnesota, General Obligation Bonds, Series 2018A, 4.000%, 2/01/37   2/27 at 100.00 AAA 3,109,932
26
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Minnesota (continued)        
    Minneapolis, Minnesota, Health Care System Revenue Bonds, Fairview Health Services, Series 2018A:        
$2,530   4.000%, 11/15/48   11/28 at 100.00 A2 $2,724,405
3,395   5.000%, 11/15/49   11/28 at 100.00 A2 3,998,326
    Minneapolis-St Paul Metropolitan Airports Commission, Minnesota, Airport Revenue Bonds, Senior Lien Series 2016C:        
3,500   5.000%, 1/01/41   1/27 at 100.00 AA- 4,144,665
5,000   5.000%, 1/01/46   1/27 at 100.00 AA- 5,882,450
2,855   Rochester, Minnesota, Electric Utility Revenue Bonds, Refunding Series 2017A, 5.000%, 12/01/47   12/26 at 100.00 Aa3 3,355,596
4,000   Saint Cloud, Minnesota, Health Care Revenue Bonds, CentraCare Health System, Series 2019, 4.000%, 5/01/49   5/29 at 100.00 A2 4,359,280
4,170   Saint Paul Housing & Redevelopment Authority, Minnesota, Charter School Lease Revenue Bonds, Nova Classical Academy, Series 2016A, 4.125%, 9/01/47   9/24 at 102.00 BBB- 4,262,449
3,000   Saint Paul Housing and Redevelopment Authority, Minnesota, Health Care Facility Revenue Bonds, HealthPartners Obligated Group, Refunding Series 2015A, 5.000%, 7/01/30   7/25 at 100.00 A2 3,493,110
    Saint Paul Housing and Redevelopment Authority, Minnesota, Health Care Revenue Bonds, Fairview Health Services, Series 2017A:        
595   4.000%, 11/15/35   11/27 at 100.00 A2 657,576
1,470   4.000%, 11/15/43   11/27 at 100.00 A2 1,593,024
850   Sartell, Minnesota, Health Care Facilities Revenue Bonds, Country Manor Campus LLC Project, Refunding Series 2017, 5.000%, 9/01/42   9/27 at 100.00 N/R 940,933
    St Paul Housing and Redevelopment Authority, Minnesota, Hospital Revenue Bonds, HealthEast Inc, Series 2015A:        
550   5.250%, 11/15/35 (Pre-refunded 11/15/20)   11/20 at 100.00 N/R (4) 578,622
3,595   5.000%, 11/15/40 (Pre-refunded 11/15/25)   11/25 at 100.00 N/R (4) 4,373,533
5,315   5.000%, 11/15/44 (Pre-refunded 11/15/25)   11/25 at 100.00 N/R (4) 6,466,016
600   Wayzata, Minnesota Senior Housing Revenue Bonds, Folkestone Senior Living Community, Refunding Series 2019, 4.000%, 8/01/39 (DD1, Settling 8/01/19)   8/26 at 102.00 N/R 611,376
83,725   Total Minnesota       94,889,084
    Mississippi – 0.3% (0.2% of Total Investments)        
11,465   Medical Center Educational Building Corporation, Mississippi, Revenue Bonds, University of Mississippi Medical Center New Facilities & Refinancing Project, Series 2017A, 4.000%, 6/01/47   6/27 at 100.00 Aa2 12,365,461
    Missouri – 3.7% (2.4% of Total Investments)        
2,585   Bi-State Development Agency of the Missouri-Illinois Metropolitan District, Mass Transit Sales Tax Appropriation Bonds, Refunding Combined Lien Series 2013A, 5.000%, 10/01/44   10/22 at 100.00 Aa2 2,860,458
27
NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2019
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Missouri (continued)        
    Boone County, Missouri, Hospital Revenue Bonds, Boone Hospital Center, Refunding Series 2016:        
$2,470   4.000%, 8/01/33   8/26 at 100.00 Ba1 $2,547,188
4,590   5.000%, 8/01/35   8/26 at 100.00 Ba1 4,981,848
640   4.000%, 8/01/38   8/26 at 100.00 Ba1 628,000
    Hannibal Industrial Development Authority, Missouri, Health Facilities Revenue Bonds, Hannibal Regional Healthcare System, Series 2017:        
2,860   5.000%, 10/01/42   10/27 at 100.00 BBB+ 3,272,355
1,000   5.000%, 10/01/47   10/27 at 100.00 BBB+ 1,138,640
    Kansas City Municipal Assistance Corporation, Missouri, Leasehold Revenue Bonds, Series 2004B-1:        
8,150   0.000%, 4/15/27  –  AMBAC Insured   No Opt. Call A1 6,867,923
5,000   0.000%, 4/15/31  –  AMBAC Insured   No Opt. Call A1 3,681,100
    Kansas City, Missouri, Sanitary Sewer System Revenue Bonds, Improvement Series 2018A:        
2,475   4.000%, 1/01/38   1/28 at 100.00 AA 2,770,837
4,470   4.000%, 1/01/42   1/28 at 100.00 AA 4,951,419
170   Missouri Development Finance Board, Infrastructure Facilities Revenue Bonds, Branson Landing Project, Series 2005A, 6.000%, 6/01/20   No Opt. Call A3 176,344
1,350   Missouri Health and Education Facilities Authority, Health Facilities Revenue Bonds, Saint Luke's Health System, Inc, Series 2016, 5.000%, 11/15/35   5/26 at 100.00 A+ 1,578,542
1,400   Missouri Health and Educational Facilities Authority, Educational Facilities Revenue Bonds, Kansas City University of Medicine and Biosciences, Series 2017A, 5.000%, 6/01/42   6/27 at 100.00 A1 1,645,518
11,985   Missouri Health and Educational Facilities Authority, Educational Facilities Revenue Bonds, Saint Louis College of Pharmacy, Series 2013, 5.500%, 5/01/43   5/23 at 100.00 BBB 12,964,294
3,665   Missouri Health and Educational Facilities Authority, Health Facilities Revenue Bonds, BJC Health System, Series 2015A, 4.000%, 1/01/45   1/25 at 100.00 AA 3,891,607
1,500   Missouri Health and Educational Facilities Authority, Health Facilities Revenue Bonds, BJC Health System, Variable Rate Demand Obligation Series 2013C, 4.000%, 1/01/50 (Mandatory Put 1/01/46)   7/26 at 100.00 AA 1,609,185
14,000   Missouri Health and Educational Facilities Authority, Health Facilities Revenue Bonds, BJC Health System, Variable Rate Demand Obligation Series 2018D, 4.000%, 1/01/58 (Mandatory Put 1/01/48) (UB) (5)   1/28 at 100.00 AA 15,030,680
17,300   Missouri Health and Educational Facilities Authority, Health Facilities Revenue Bonds, CoxHealth, Series 2013A, 5.000%, 11/15/48   11/23 at 100.00 A2 18,981,387
    Missouri Health and Educational Facilities Authority, Health Facilities Revenue Bonds, CoxHealth, Series 2019A:        
4,165   4.000%, 11/15/44   5/29 at 100.00 A2 4,541,433
4,220   4.000%, 11/15/49   5/29 at 100.00 A2 4,556,165
    Missouri Health and Educational Facilities Authority, Health Facilities Revenue Bonds, Mercy Health, Series 2017C:        
2,220   5.000%, 11/15/42   11/27 at 100.00 AA- 2,622,331
3,000   5.000%, 11/15/47   11/27 at 100.00 AA- 3,516,810
28
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Missouri (continued)        
$3,000   Missouri Health and Educational Facilities Authority, Health Facilities Revenue Bonds, SSM Health Care, Series 2014A, 4.000%, 6/01/33   6/24 at 100.00 A+ $3,212,580
10,000   Missouri Health and Educational Facilities Authority, Revenue Bonds, Children's Mercy Hospital, Series 2017A, 4.000%, 5/15/42   5/25 at 102.00 A+ 10,556,300
4,155   Missouri Health and Educational Facilities Authority, Revenue Bonds, Lutheran Senior Services Projects, Series 2014A, 5.000%, 2/01/35   2/24 at 100.00 BBB 4,532,606
    Missouri Health and Educational Facilities Authority, Revenue Bonds, Lutheran Senior Services Projects, Series 2016A:        
1,900   5.000%, 2/01/36   2/26 at 100.00 BBB 2,131,021
2,550   5.000%, 2/01/46   2/26 at 100.00 BBB 2,817,367
500   Missouri Health and Educational Facilities Authority, Revenue Bonds, Saint Louis University, Series 2019A, 4.000%, 10/01/48   4/29 at 100.00 A1 546,020
7,085   Missouri Joint Municipal Electric Utility Commission, Power Project Revenue Bonds, Pairie State Power Project, Refunding Series 2016A, 5.000%, 12/01/34   6/26 at 100.00 A2 8,393,174
    Saint Charles County Public Water Supply District 2, Missouri, Certificates of Participation, Refudning Series 2016C:        
1,675   4.000%, 12/01/31   12/25 at 100.00 AA+ 1,858,949
2,535   5.000%, 12/01/32   12/25 at 100.00 AA+ 2,995,939
220   Saint Louis County Industrial Development Authority, Missouri, Revenue Bonds, Friendship Village of Sunset Hills, Series 2013A, 5.875%, 9/01/43   9/23 at 100.00 BB+ 243,492
7,250   Saint Louis County Industrial Development Authority, Missouri, Revenue Bonds, Friendship Village Saint Louis Obligated Group, Series 2018A, 5.250%, 9/01/53   9/25 at 103.00 BB+ 8,128,192
140,085   Total Missouri       150,229,704
    Montana – 0.4% (0.3% of Total Investments)        
1,475   Kalispell, Montana, Housing and Healthcare Facilities Revenue Bonds, Immanuel Lutheran Corporation, Series 2017A, 5.250%, 5/15/47   5/25 at 102.00 N/R 1,576,849
3,310   Montana Facilities Finance Authority, Montana, Health Facilities Reveue Bonds, Bozeman Deaconess Health Services Obligated Group, Series 2018, 5.000%, 6/01/48   6/28 at 100.00 A 3,897,359
4,965   Montana Facility Finance Authority, Healthcare Facility Revenue Bonds, Kalispell Regional Medical Center, Series 2018B, 5.000%, 7/01/48   7/28 at 100.00 BBB 5,646,595
2,580   Montana Facility Finance Authority, Hospital Revenue Bonds, Benefis Health System Obligated Group, Refunding Series 2016, 5.000%, 2/15/41   2/27 at 100.00 A+ 2,965,504
1,825   Montana Facility Finance Authority, Revenue Bonds, Billings Clinic Obligated Group, Series 2018A, 5.000%, 8/15/48   8/28 at 100.00 AA- 2,182,518
14,155   Total Montana       16,268,825
    Nebraska – 0.8% (0.5% of Total Investments)        
2,620   Central Plains Energy Project, Nebraska, Gas Project 3 Revenue Bonds, Series 2012, 5.000%, 9/01/42   9/22 at 100.00 BBB+ 2,843,827
3,000   Douglas County Hospital Authority 2, Nebraska, Health Facilities Revenue Bonds, Children's Hospital Obligated Group, Series 2017, 5.000%, 11/15/47   5/27 at 100.00 A1 3,461,370
29
NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2019
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Nebraska (continued)        
    Douglas County Hospital Authority 3, Nebraska, Health Facilities Revenue Bonds, Nebraska Methodist Health System, Refunding Series 2015:        
$3,500   5.000%, 11/01/45   11/25 at 100.00 A- $3,922,450
1,400   5.000%, 11/01/48   11/25 at 100.00 A- 1,559,838
2,280   Lincoln County Hospital Authority 1, Nebraska, Hospital Revenue and Refunding Bonds, Great Plains Regional Medical Center Project, Series 2012, 5.000%, 11/01/42   11/21 at 100.00 A- 2,410,804
4,000   Lincoln, Nebraska, Electric System Revenue Bonds, Refunding Series 2012, 5.000%, 9/01/37   9/22 at 100.00 AA 4,410,400
    Madison County Hospital Authority 1, Nebraska, Hospital Revenue Bonds, Faith Regional Health Services Project, Refunding Series 2017A:        
2,150   5.000%, 7/01/29   7/27 at 100.00 BBB 2,546,675
2,000   5.000%, 7/01/30   7/27 at 100.00 BBB 2,352,940
    Madison County Hospital Authority 1, Nebraska, Hospital Revenue Bonds, Faith Regional Health Services Project, Series 2018:        
1,000   5.000%, 7/01/32   7/25 at 100.00 BBB 1,143,990
820   5.000%, 7/01/33   7/25 at 100.00 BBB 935,948
2,000   5.000%, 7/01/34   7/25 at 100.00 BBB 2,276,320
5,110   Municipal Energy Agency of Nebraska, Power Supply System Revenue Bonds, Refunding Series 2016A, 5.000%, 4/01/38   10/26 at 100.00 A 6,019,733
29,880   Total Nebraska       33,884,295
    Nevada – 5.0% (3.2% of Total Investments)        
6,030   Carson City, Nevada, Hospital Revenue Bonds, Carson Tahoe Regional Healthcare Project, Series 2017A, 5.000%, 9/01/47   9/27 at 100.00 BBB+ 6,868,291
27,000   Clark County, Nevada, Airport Revenue Bonds, Subordinate Lien Series 2010B, 5.750%, 7/01/42   1/20 at 100.00 A+ 27,476,820
    Clark County, Nevada, General Obligation Bonds, Limited Tax Bond Bank Additionally Secured by Pledged Revenues, Refunding Series 2009:        
3,520   5.000%, 6/01/27   9/19 at 100.00 AA+ 3,530,947
3,695   5.000%, 6/01/28   9/19 at 100.00 AA+ 3,706,344
3,880   5.000%, 6/01/29   9/19 at 100.00 AA+ 3,891,834
7,525   Clark County, Nevada, General Obligation Bonds, Stadium Improvement, Limited Tax Additionally Secured by Pledged Revenues, Series 2018A, 5.000%, 5/01/48   6/28 at 100.00 AA+ 8,965,134
    Clark County, Nevada, General Obligation Bonds, Transportation, Refunding Series 2010B:        
4,915   5.000%, 7/01/25 (Pre-refunded 1/01/20)   1/20 at 100.00 AA+ (4) 4,994,279
4,160   5.000%, 7/01/26 (Pre-refunded 1/01/20)   1/20 at 100.00 AA+ (4) 4,227,101
    Clark County, Nevada, Passenger Facility Charge Revenue Bonds, Las Vegas-McCarran International Airport, Series 2010A:        
12,265   5.250%, 7/01/39  –  AGM Insured   1/20 at 100.00 Aa3 12,453,881
35,860   5.250%, 7/01/42   1/20 at 100.00 A+ 36,398,617
365   Director of the State of Nevada Department of Business and Industry, Charter School Lease Revenue Bonds, Somerset Academy, Series 2018A, 5.000%, 12/15/38, 144A   12/25 at 100.00 BB 390,623
30
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Nevada (continued)        
    Henderson, Nevada, Limited Obligation Bonds, Local Improvement District T-18 Inspirada, Refunding Series 2016:        
$2,300   4.000%, 9/01/26   No Opt. Call N/R $2,415,023
1,525   4.000%, 9/01/27   9/26 at 100.00 N/R 1,584,063
2,660   4.000%, 9/01/29   9/26 at 100.00 N/R 2,734,294
2,920   4.000%, 9/01/30   9/26 at 100.00 N/R 2,990,518
10,000   Las Vegas Valley Water District, Nevada, General Obligation Bonds, Refunding Series 2011C, 5.000%, 6/01/38   6/21 at 100.00 AA+ 10,622,600
    Las Vegas Valley Water District, Nevada, General Obligation Bonds, Refunding Series 2015:        
5,000   5.000%, 6/01/32   12/24 at 100.00 AA+ 5,848,150
10,000   5.000%, 6/01/33   12/24 at 100.00 AA+ 11,671,600
6,620   5.000%, 6/01/39   12/24 at 100.00 AA+ 7,625,048
11,915   5.000%, 6/01/39 (UB) (5)   12/24 at 100.00 AA+ 13,723,935
    Las Vegas Valley Water District, Nevada, General Obligation Bonds, Tender Option Bond Trust 2015-XF0233:        
1,000   14.148%, 12/01/22, 144A (IF) (5)   12/24 at 100.00 AA+ 1,607,290
3,995   14.241%, 12/01/22, 144A (IF) (5)   12/24 at 100.00 AA+ 6,419,605
1,250   14.249%, 6/01/39, 144A (IF) (5)   12/24 at 100.00 AA+ 2,009,112
1,250   14.249%, 6/01/39, 144A (IF) (5)   12/24 at 100.00 AA+ 2,009,113
2,500   14.249%, 6/01/39, 144A (IF) (5)   12/24 at 100.00 AA+ 4,018,225
4,100   Las Vegas Valley Water District, Nevada, General Obligation Bonds, Water Series 2012B, 5.000%, 6/01/42   6/22 at 100.00 AA+ 4,480,521
    Washoe County, Nevada, General Obligation Bonds, Reno-Sparks Convention & Visitors Authority, Refunding Series 2011:        
395   5.000%, 7/01/32 (Pre-refunded 7/01/21)   7/21 at 100.00 N/R (4) 423,626
530   5.000%, 7/01/32 (Pre-refunded 7/01/21)   7/21 at 100.00 N/R (4) 568,409
7,615   5.000%, 7/01/32 (Pre-refunded 7/01/21)   7/21 at 100.00 Aa2 (4) 8,174,322
184,790   Total Nevada       201,829,325
    New Hampshire – 0.4% (0.2% of Total Investments)        
8,000   New Hampshire Business Finance Authority, Revenue Bonds, Elliot Hospital Obligated Group Issue, Series 2009A, 6.125%, 10/01/39 (Pre-refunded 10/01/19)   10/19 at 100.00 Baa1 (4) 8,065,040
1,500   New Hampshire Health and Education Facilities Authority, Revenue Bonds, Concord Hospital, Series 2017, 5.000%, 10/01/47   10/27 at 100.00 A2 1,750,395
    New Hampshire Health and Education Facilities Authority, Revenue Bonds, Dartmouth-Hitchcock Obligated Group, Series 2018A:        
1,115   5.000%, 8/01/36   2/28 at 100.00 A 1,337,253
2,935   5.000%, 8/01/37   2/28 at 100.00 A 3,507,237
13,550   Total New Hampshire       14,659,925
    New Jersey – 6.1% (3.9% of Total Investments)        
20,890   New Jersey Economic Development Authority, School Facilities Construction Bonds, Refunding Series 2016BBB, 5.500%, 6/15/30   12/26 at 100.00 BBB+ 24,925,739
31
NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2019
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    New Jersey (continued)        
    New Jersey Economic Development Authority, School Facilities Construction Bonds, Series 2014UU:        
$5,515   5.000%, 6/15/30   6/24 at 100.00 BBB+ $6,140,125
5,000   5.000%, 6/15/40   6/24 at 100.00 BBB+ 5,433,050
1,005   New Jersey Economic Development Authority, School Facilities Construction Bonds, Series 2017DDD, 5.000%, 6/15/42   6/27 at 100.00 BBB+ 1,129,268
6,975   New Jersey Economic Development Authority, School Facilities Construction Financing Program Bonds, Refunding Series 2011GG, 5.000%, 9/01/24   3/21 at 100.00 BBB+ 7,359,322
10,600   New Jersey Economic Development Authority, Sublease Revenue Bonds, New Jersey Transit Corporation Projects, Refunding Series 2017B, 5.000%, 11/01/25   No Opt. Call BBB+ 12,457,332
6,000   New Jersey Educational Facilities Authority, Revenue Bonds, Montclair State University, Refunding Series 2017, 5.000%, 6/01/42  –  AGM Insured   6/27 at 100.00 A2 6,955,140
2,020   New Jersey Health Care Facilities Financing Authority, New Jersey, Revenue Bonds, Saint Peters University Hospital, Series 2007, 5.750%, 7/01/37   9/19 at 100.00 BB+ 2,026,585
2,500   New Jersey Health Care Facilities Financing Authority, Revenue Bonds, Hackensack Meridian Health Obligated Group, Refunding Series 2017A, 5.000%, 7/01/37   7/27 at 100.00 AA- 2,993,650
720   New Jersey Health Care Facilities Financing Authority, Revenue Bonds, Robert Wood Johnson University Hospital, Series 2013A, 5.500%, 7/01/43   7/23 at 100.00 A1 821,736
10,970   New Jersey Health Care Facilities Financing Authority, Revenue Bonds, RWJ Barnabas Health Obligated Group, Refunding Series 2016A, 5.000%, 7/01/43   7/26 at 100.00 A1 12,935,604
695   New Jersey Health Care Facilities Financing Authority, Revenue Bonds, University Hospital Issue, Refunding Series 2015A, 5.000%, 7/01/46  –  AGM Insured   7/25 at 100.00 BB- 781,882
    New Jersey Transportation Trust Fund Authority, Federal Highway Reimbursement Revenue Notes, Series 2016A-1:        
3,050   5.000%, 6/15/28   6/26 at 100.00 Baa1 3,632,062
7,795   5.000%, 6/15/29   6/26 at 100.00 Baa1 9,217,354
    New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Capital Appreciation Series 2010A:        
5,000   0.000%, 12/15/26   No Opt. Call BBB+ 4,193,800
16,495   0.000%, 12/15/33   No Opt. Call BBB+ 10,521,666
    New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Refunding Series 2006C:        
1,815   0.000%, 12/15/26  –  BHAC Insured   No Opt. Call AA+ 1,553,731
10,000   0.000%, 12/15/30  –  FGIC Insured   No Opt. Call BBB+ 7,285,300
38,000   0.000%, 12/15/33  –  AGM Insured   No Opt. Call A- 24,934,840
45,000   0.000%, 12/15/35  –  AMBAC Insured   No Opt. Call BBB+ 26,739,450
10,000   0.000%, 12/15/36  –  AMBAC Insured   No Opt. Call BBB+ 5,699,800
5,000   New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series 2010D, 5.000%, 12/15/23   No Opt. Call BBB+ 5,700,750
2,310   New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series 2011B, 5.500%, 6/15/31   6/21 at 100.00 BBB+ 2,457,216
1,000   New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series 2012A, 5.000%, 6/15/42   6/22 at 100.00 BBB+ 1,060,820
32
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    New Jersey (continued)        
    New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series 2013AA:        
$5,500   5.000%, 6/15/29   6/23 at 100.00 BBB+ $6,050,880
7,500   5.500%, 6/15/39   6/23 at 100.00 BBB+ 8,227,200
14,000   New Jersey Turnpike Authority, Revenue Bonds, Refunding Series 2005D-1, 5.250%, 1/01/26  –  AGM Insured   No Opt. Call A2 17,234,000
1,160   New Jersey Turnpike Authority, Revenue Bonds, Series 2017B, 4.000%, 1/01/34   1/28 at 100.00 A2 1,308,538
1,315   New Jersey Turnpike Authority, Revenue Bonds, Tender Option Bond Trust 2016-XF1057, 13.399%, 1/01/43 (Pre-refunded 7/01/22), 144A (IF) (5)   7/22 at 100.00 A2 (4) 1,860,909
1,500   New Jersey Turnpike Authority, Turnpike Revenue Bonds, Series 2017G, 4.000%, 1/01/33   1/28 at 100.00 A2 1,699,245
3,000   Rahway Valley Sewerage Authority, New Jersey, Sewer Revenue Bonds, Series 2005A, 0.000%, 9/01/25  –  NPFG Insured   No Opt. Call Aa2 2,708,520
    Rutgers State University, New Jersey, Revenue Bonds, Refunding Series 2013L:        
2,000   5.000%, 5/01/38   5/23 at 100.00 A+ 2,241,220
910   5.000%, 5/01/43   5/23 at 100.00 A+ 1,018,345
15,235   Tobacco Settlement Financing Corporation, New Jersey, Tobacco Settlement Asset-Backed Bonds, Series 2018A, 5.250%, 6/01/46   6/28 at 100.00 BBB+ 17,393,038
2,615   Tobacco Settlement Financing Corporation, New Jersey, Tobacco Settlement Asset-Backed Bonds, Series 2018B, 5.000%, 6/01/46   6/28 at 100.00 BBB 2,833,379
273,090   Total New Jersey       249,531,496
    New York – 6.5% (4.2% of Total Investments)        
7,000   Brooklyn Arena Local Development Corporation, New York, Payment in Lieu of Taxes Revenue Bonds, Barclays Center Project, Series 2009, 0.000%, 7/15/45   No Opt. Call BB 2,759,540
3,000   Dormitory Authority of the State of New York, Revenue Bonds, Columbia University, Series 2011A, 5.000%, 10/01/41   4/21 at 100.00 AAA 3,186,420
7,435   Dormitory Authority of the State of New York, Revenue Bonds, New School University, Series 2010, 5.500%, 7/01/43 (Pre-refunded 7/01/20)  –  AGM Insured   7/20 at 100.00 A2 (4) 7,739,909
12,830   Dormitory Authority of the State of New York, Revenue Bonds, New School University, Series 2015A, 5.000%, 7/01/50   7/25 at 100.00 A- 14,501,492
3,200   Dormitory Authority of the State of New York, Revenue Bonds, New York University, Series 2012A, 5.000%, 7/01/42   7/22 at 100.00 AA- 3,499,904
4,000   Dormitory Authority of the State of New York, Revenue Bonds, New York University, Series 2013A, 5.000%, 7/01/43   7/23 at 100.00 AA- 4,489,240
1,000   Dormitory Authority of the State of New York, Revenue Bonds, Orange Regional Medical Center Obligated Group, Series 2017, 5.000%, 12/01/33, 144A   6/27 at 100.00 BBB- 1,174,320
14,075   Dormitory Authority of the State of New York, State Personal Income Tax Revenue Bonds, General Purpose Series 2015B Group C, 5.000%, 2/15/36   2/25 at 100.00 AA+ 16,379,218
    Hudson Yards Infrastructure Corporation, New York, Revenue Bonds, Senior Fiscal 2012 Series 2011A:        
445   5.250%, 2/15/47 (Pre-refunded 2/15/21)   2/21 at 100.00 Aa2 (4) 474,041
9,670   5.250%, 2/15/47   2/21 at 100.00 AA- 10,205,234
1,295   5.750%, 2/15/47   2/21 at 100.00 AA- 1,381,040
2,105   5.750%, 2/15/47 (Pre-refunded 2/15/21)   2/21 at 100.00 Aa2 (4) 2,258,370
33
NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2019
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    New York (continued)        
$10,000   Liberty Development Corporation, New York, Goldman Sachs Headquarter Revenue Bonds, Series 2005, 5.250%, 10/01/35   No Opt. Call BBB+ $13,422,000
    Long Island Power Authority, New York, Electric System General Revenue Bonds, Series 2014A:        
1,045   4.000%, 9/01/39  –  AGM Insured   9/24 at 100.00 A- 1,117,126
780   5.000%, 9/01/44   9/24 at 100.00 A- 884,107
5,000   Long Island Power Authority, New York, Electric System General Revenue Bonds, Series 2018, 5.000%, 9/01/37   9/28 at 100.00 A- 6,152,050
7,240   Long Island Power Authority, New York, Electric System Revenue Bonds, Series 2011A, 5.000%, 5/01/38 (Pre-refunded 5/01/21)   5/21 at 100.00 A- (4) 7,745,497
15,100   Long Island Power Authority, New York, Electric System Revenue Bonds, Series 2012A, 5.000%, 9/01/42   9/22 at 100.00 A- 16,468,513
3,500   Monroe County Industrial Development Corporation, New York, FHA Insured Mortgage Revenue Bonds, Unity Hospital of Rochester Project, Series 2010, 5.750%, 8/15/30   2/21 at 100.00 AA 3,751,440
1,000   Monroe County Industrial Development Corporation, New York, Revenue Bonds, University of Rochester Project, Series 2013A, 5.000%, 7/01/43 (Pre-refunded 7/01/23)   7/23 at 100.00 AA- (4) 1,156,070
    New York City Municipal Water Finance Authority, New York, Water and Sewer System Revenue Bonds, Second Generation Resolution, Fiscal 2011 Series EE:        
710   5.375%, 6/15/43   12/20 at 100.00 AA+ 749,902
1,390   5.375%, 6/15/43 (Pre-refunded 12/15/20)   12/20 at 100.00 N/R (4) 1,473,859
7,225   New York City Municipal Water Finance Authority, New York, Water and Sewer System Second General Resolution Revenue Bonds, Fiscal 2014 Series BB, 5.000%, 6/15/46   6/23 at 100.00 AA+ 8,080,223
5,000   New York City Municipal Water Finance Authority, New York, Water and Sewer System Second General Resolution Revenue Bonds, Fiscal 2017 Series EE, 5.000%, 6/15/37   6/27 at 100.00 AA+ 6,043,150
3,500   New York City Transitional Finance Authority, New York, Building Aid Revenue Bonds, Fiscal 2018, Series 2017S-1, 4.000%, 7/15/36   7/27 at 100.00 AA 3,910,830
5,000   New York City Transitional Finance Authority, New York, Future Tax Secured Bonds, Subordinate Fiscal 2013 Series I, 5.000%, 5/01/38   5/23 at 100.00 Aa1 5,595,650
5,000   New York City Transitional Finance Authority, New York, Future Tax Secured Bonds, Subordinate Fiscal 2018 Series C-3, 5.000%, 5/01/41   5/28 at 100.00 Aa1 6,053,950
10,000   New York City Transitional Finance Authority, New York, Future Tax Secured Bonds, Subordinate Fiscal 2019 Series A-1, 5.000%, 8/01/40   8/28 at 100.00 Aa1 12,187,700
2,060   New York City, New York, General Obligation Bonds, Fiscal 2017 Series B-1, 5.000%, 12/01/41   12/26 at 100.00 AA 2,439,823
10   New York City, New York, General Obligation Bonds, Fiscal Series 1996J, 5.500%, 2/15/26   9/19 at 100.00 AA 10,036
5   New York City, New York, General Obligation Bonds, Fiscal Series 1997H, 6.125%, 8/01/25   9/19 at 100.00 AA 5,022
23,920   New York Liberty Development Corporation, New York, Liberty Revenue Bonds, 3 World Trade Center Project, Class 1 Series 2014, 5.000%, 11/15/44, 144A   11/24 at 100.00 N/R 26,290,472
6,385   New York Liberty Development Corporation, New York, Liberty Revenue Bonds, 4 World Trade Center Project, Series 2011, 5.750%, 11/15/51   11/21 at 100.00 A 6,989,149
4,045   New York State Environmental Facilities Corporation, State Clean Water and Drinking Water Revolving Funds Revenue Bonds, New York City Municipal Water Finance Authority Projects, Tender Option Bond Trust 2016-XL0002, 10.955%, 6/15/26, 144A (IF) (5)   6/22 at 100.00 AAA 5,396,879
34
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    New York (continued)        
$10,000   New York State Thruway Authority, General Revenue Junior Indebtedness Obligations, Series 2016A, 5.250%, 1/01/56   1/26 at 100.00 A- $11,586,100
2,105   Onondaga Civic Development Corporation, New York, Revenue Bonds, Saint Joseph's Hospital Health Center Project, Series 2012, 5.000%, 7/01/42 (Pre-refunded 7/01/22)   7/22 at 100.00 N/R (4) 2,341,686
3,925   Port Authority of New York and New Jersey, Consolidated Revenue Bonds, One Hundred Seventy Ninth Series 2013, 5.000%, 12/01/38   12/23 at 100.00 AA- 4,462,450
    Port Authority of New York and New Jersey, Special Project Bonds, JFK International Air Terminal LLC Project, Eigth Series 2010:        
8,550   5.500%, 12/01/31   12/20 at 100.00 BBB+ 9,013,154
3,710   6.000%, 12/01/42   12/20 at 100.00 BBB+ 3,918,947
9,950   Triborough Bridge and Tunnel Authority, New York, General Purpose Revenue Bonds, Refunding Bonds, Tender Option Bond Trust 2016-XL0003, 5.924%, 11/15/21, 144A (IF) (5)   No Opt. Call AA- 11,336,731
5,000   Triborough Bridge and Tunnel Authority, New York, General Purpose Revenue Bonds, Refunding Series 2015A, 5.000%, 11/15/50   5/25 at 100.00 AA- 5,744,300
    Triborough Bridge and Tunnel Authority, New York, General Purpose Revenue Bonds, Refunding Subordinate Lien Series 2013A:        
10,725   0.000%, 11/15/31   No Opt. Call A+ 7,852,416
1,105   0.000%, 11/15/32   No Opt. Call A+ 780,683
5,000   TSASC Inc, New York, Tobacco Asset-Backed Bonds, Series 2006, 5.000%, 6/01/45   6/27 at 100.00 B+ 4,838,750
244,040   Total New York       265,847,393
    North Carolina – 1.1% (0.7% of Total Investments)        
3,555   Charlotte, North Carolina, Water and Sewer System Refunding Bonds, Tender Option Bond Trust 2016-XL0012, 10.849%, 7/01/38, 144A (IF) (5)   7/20 at 100.00 AAA 3,918,072
1,000   Charlotte-Mecklenberg Hospital Authority, North Carolina, Health Care Revenue Bonds, DBA Carolinas HealthCare System, Series 2011A, 5.250%, 1/15/42   1/21 at 100.00 AA- 1,052,890
3,440   New Hanover County, North Carolina, Hospital Revenue Bonds, New Hanover Regional Medical Center, Series 2017, 5.000%, 10/01/47   10/27 at 100.00 A+ 4,008,770
9,485   North Carolina Capital Facilities Finance Agency, Revenue Bonds, Duke University Project, Series 2015B, 5.000%, 10/01/55 (UB) (5)   10/25 at 100.00 AA+ 11,043,101
2,720   North Carolina Medical Care Commission, Retirement Facilities First Mortgage Revenue Bonds, Southminster Project, Refunding Series 2016, 5.000%, 10/01/37   10/24 at 102.00 N/R 2,968,744
5,000   North Carolina Medical Care Commission, Health Care Facilities Revenue Bonds, Duke University Health System, Series 2012A, 5.000%, 6/01/42   6/22 at 100.00 AA 5,464,050
8,275   North Carolina Medical Care Commission, Health Care Facilities Revenue Bonds, Novant Health Obligated Group, Series 2019A, 4.000%, 11/01/49   11/29 at 100.00 AA- 9,044,906
1,455   North Carolina Medical Care Commission, Health Care Facilities Revenue Bonds, Vidant Health, Refunding Series 2012A, 5.000%, 6/01/36   6/22 at 100.00 A+ 1,575,314
    North Carolina Medical Care Commission, Health Care Facilities Revenue Bonds, WakeMed, Refunding Series 2012A:        
3,300   5.000%, 10/01/31   10/22 at 100.00 A2 3,632,277
1,500   5.000%, 10/01/38   10/22 at 100.00 A2 1,637,445
39,730   Total North Carolina       44,345,569
35
NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2019
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    North Dakota – 1.2% (0.8% of Total Investments)        
$5,080   Burleigh County, North Dakota, Health Care Revenue Bonds, Saint Alexius Medical Center Project, Refunding Series 2012A, 4.500%, 7/01/32 (Pre-refunded 7/01/22)   7/22 at 100.00 N/R (4) $5,547,868
    Fargo, North Dakota, Health System Revenue Bonds, Sanford Health, Refunding Series 2011:        
1,500   6.000%, 11/01/28   11/21 at 100.00 A2 1,661,190
3,910   6.250%, 11/01/31   11/21 at 100.00 A2 4,345,300
1,015   Grand Forks, North Dakota, Health Care System Revenue Bonds, Altru Health System Obligated Group, Series 2012, 5.000%, 12/01/35   12/21 at 100.00 Baa2 1,075,068
    Grand Forks, North Dakota, Health Care System Revenue Bonds, Altru Health System Obligated Group, Series 2017A:        
1,000   5.000%, 12/01/37   12/27 at 100.00 Baa2 1,146,590
8,525   5.000%, 12/01/42   12/27 at 100.00 Baa2 9,652,772
7,070   4.000%, 12/01/47   12/27 at 100.00 Baa2 7,308,330
900   Grand Forks, North Dakota, Senior Housing & Nursing Facilities Revenue Bonds, Valley Homes and Services Obligated Group, Series 2017, 5.000%, 12/01/36   12/26 at 100.00 N/R 954,297
500   Grand Forks, North Dakota, Senior Housing and Nursing Facilities Revenue Bonds, Valley Homes Obligated Group, Series 2016A, 5.125%, 12/01/24   No Opt. Call N/R 544,500
    Ward County Health Care, North Dakota, Revenue Bonds, Trinity Obligated Group, Series 2017C:        
11,065   5.000%, 6/01/43   6/28 at 100.00 BBB- 12,485,635
2,610   5.000%, 6/01/48   6/28 at 100.00 BBB- 2,929,308
1,420   Williston, North Dakota, Multifamily Housing Revenue Bonds, Eagle Crest Apartments LLC Project, Series 2013, 7.750%, 9/01/38 (7)   9/23 at 100.00 N/R 653,200
44,595   Total North Dakota       48,304,058
    Ohio – 9.1% (5.8% of Total Investments)        
    Akron, Bath and Copley Joint Township Hospital District, Ohio, Hospital Facilities Revenue Bonds, Summa Health System, Refunding & Improvement Series 2016:        
3,020   5.250%, 11/15/41   11/26 at 100.00 Baa2 3,538,021
8,255   5.250%, 11/15/46   11/26 at 100.00 Baa2 9,618,148
320   Akron, Bath and Copley Joint Township Hospital District, Ohio, Hospital Revenue Bonds, Children's Hospital Medical Center, Improvement & Refunding Series 2012, 5.000%, 11/15/42   5/22 at 100.00 A1 343,626
    Allen County, Ohio, Hospital Facilities Revenue Bonds, Catholic Health Partners, Refunding and Improvement Series 2012A:        
860   4.000%, 5/01/33   5/22 at 100.00 A2 894,667
650   5.000%, 5/01/33   5/22 at 100.00 A2 707,330
800   5.000%, 5/01/42   5/22 at 100.00 A2 862,272
10,990   Allen County, Ohio, Hospital Facilities Revenue Bonds, Mercy Health, Refunding & Improvement Series 2015A, 5.000%, 11/01/43   11/24 at 100.00 A2 12,276,929
8,655   Allen County, Ohio, Hospital Facilities Revenue Bonds, Mercy Health, Series 2017A, 4.000%, 8/01/38   2/28 at 100.00 A2 9,392,233
2,750   Bowling Green State University, Ohio, General Receipts Bonds, Series 2017B, 5.000%, 6/01/42   6/27 at 100.00 A+ 3,221,598
36
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Ohio (continued)        
    Buckeye Tobacco Settlement Financing Authority, Ohio, Tobacco Settlement Asset-Backed Revenue Bonds, Senior Lien, Series 2007A-2:        
$8,265   5.125%, 6/01/24   8/19 at 100.00 Ca $8,104,246
4,315   5.375%, 6/01/24   8/19 at 100.00 Ca 4,266,888
22,350   5.875%, 6/01/30   8/19 at 100.00 Ca 22,070,848
37,190   5.750%, 6/01/34   8/19 at 100.00 Ca 36,297,068
15,805   6.000%, 6/01/42   8/19 at 100.00 B- 15,744,783
33,485   5.875%, 6/01/47   8/19 at 100.00 B- 32,940,869
1,500   6.500%, 6/01/47   8/19 at 100.00 B- 1,512,150
14,570   Buckeye Tobacco Settlement Financing Authority, Ohio, Tobacco Settlement Asset-Backed Revenue Bonds, Senior Lien, Series 2007A-3, 6.250%, 6/01/37   6/22 at 100.00 Caa3 14,677,089
6,000   Butler County, Ohio, Hospital Facilities Revenue Bonds, UC Health, Series 2010, 5.250%, 11/01/29 (Pre-refunded 11/01/20)   11/20 at 100.00 A (4) 6,310,560
5,000   Cleveland Clinic Health System Obligated Group, Ohio, Martin County Health FAcilities Autority, Hospital Revenue Bonds, Series 2019B, 4.000%, 1/01/46   1/29 at 100.00 AA 5,476,900
    Cleveland Heights-University Heights City School District, Ohio, General Obligation Bonds, School Improvement Series 2014:        
7,060   5.000%, 12/01/51   6/23 at 100.00 A1 7,824,104
10,480   5.000%, 12/01/51 (Pre-refunded 6/01/23)   6/23 at 100.00 N/R (4) 11,974,867
5,165   Cuyahoga Community College District, Ohio, General Obligation Bonds, Facilities Construction & Improvement Series 2018, 4.000%, 12/01/38   6/26 at 100.00 AA 5,660,220
5,975   Fairfield County, Ohio, Hospital Facilities Revenue Bonds, Fairfield Medical Center Project, Series 2013, 5.000%, 6/15/43   6/23 at 100.00 Baa3 6,245,428
1,465   Franklin County, Ohio, Hospital Revenue Bonds, Nationwide Children's Hospital Project, Improvement Series 2012A, 5.000%, 11/01/42   5/22 at 100.00 Aa2 1,578,625
6,345   Franklin County, Ohio, Hospital Revenue Bonds, OhioHealth Corporation, Series 2011A, 5.000%, 11/15/41   11/21 at 100.00 Aa2 6,791,307
    Hamilton County, Ohio, Healthcare Revenue Bonds, Life Enriching Communities Project, Series 2017A:        
1,500   5.000%, 1/01/47   1/27 at 100.00 BBB- 1,655,040
1,120   5.000%, 1/01/52   1/27 at 100.00 BBB- 1,229,603
    Hamilton County, Ohio, Healthcare Revenue Bonds, Life Enriching Communities, Refunding & Improvement Series 2016:        
3,425   5.000%, 1/01/46   1/26 at 100.00 BBB- 3,748,628
6,000   5.000%, 1/01/51   1/26 at 100.00 BBB- 6,517,080
    JobsOhio Beverage System, Ohio, Statewide Liquor Profits Revenue Bonds, Senior Lien Series 2013A:        
6,920   5.000%, 1/01/38   1/23 at 100.00 Aa3 7,659,540
14,850   5.000%, 1/01/38 (UB) (5)   1/23 at 100.00 Aa3 16,437,020
    JobsOhio Beverage System, Ohio, Statewide Senior Lien Liquor Profits Revenue Bonds, Tender Option Bond Trust 2016-XG0052:        
875   13.995%, 1/01/38, 144A (IF) (5)   1/23 at 100.00 Aa3 1,249,054
1,050   13.995%, 1/01/38, 144A (IF) (5)   1/23 at 100.00 Aa3 1,498,865
37
NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2019
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Ohio (continued)        
$2,305   Lucas County, Ohio, Hospital Revenue Bonds, ProMedica Healthcare Obligated Group, Series 2011A, 6.000%, 11/15/41 (Pre-refunded 11/15/21)   11/21 at 100.00 BBB (4) $2,555,369
5,000   Miami County, Ohio, Hospital Facilities Revenue Bonds, Kettering Health Network Obligated Group Project, Refunding Improvement Series 2019, 5.000%, 8/01/45   8/28 at 100.00 A2 5,874,050
6,000   Middletown City School District, Butler County, Ohio, General Obligation Bonds, Refunding Series 2007, 5.250%, 12/01/31  –  AGM Insured   No Opt. Call A2 7,809,780
21,000   Northeast Ohio Regional Sewer District, Wastewater Improvement Revenue Bonds, Refunding & Improvement Series 2014, 5.000%, 11/15/49   11/24 at 100.00 AA+ 23,961,630
9,365   Ohio Higher Educational Facility Commission, Revenue Bonds, University of Dayton, Series 2018A, 5.000%, 12/01/48   6/28 at 100.00 A2 11,116,255
19,515   Ohio Turnpike Commission, Turnpike Revenue Bonds, Infrastructure Project, Junior Lien Series 2013A-1, 5.000%, 2/15/48   2/23 at 100.00 A+ 21,453,230
7,550   Ohio Turnpike Commission, Turnpike Revenue Bonds, Infrastructure Projects, Junior Lien Convertible Series 2013A-3, 0.000%, 2/15/36 (6)   2/31 at 100.00 A+ 8,353,093
9,000   Ohio Turnpike Commission, Turnpike Revenue Bonds, Infrastructure Projects, Junior Lien Series 2018A, 4.000%, 2/15/46   2/28 at 100.00 A+ 9,722,070
    Southeastern Ohio Port Authority, Hosptial Facilities Revenue Bonds, Memorial Health System Obligated Group Project, Refunding and Improvement Series 2012:        
135   5.750%, 12/01/32   12/22 at 100.00 BB- 146,794
130   6.000%, 12/01/42   12/22 at 100.00 BB- 139,368
4,190   Springboro Community City School District, Warren County, Ohio, General Obligation Bonds, Refunding Series 2007, 5.250%, 12/01/26  –  AGM Insured   No Opt. Call Aa3 5,224,972
3,670   Tuscarawas County Economic Development and Finance Alliance, Ohio, Higher Education Facilities Revenue Bonds, Ashland University, Refunding & Improvement Series 2015, 6.000%, 3/01/45   3/25 at 100.00 N/R 3,894,274
344,870   Total Ohio       368,576,491
    Oklahoma – 0.3% (0.2% of Total Investments)        
    Oklahoma Development Finance Authority, Health System Revenue Bonds, OU Medicine Project, Series 2018B:        
2,205   5.250%, 8/15/48   8/28 at 100.00 BB+ 2,599,342
4,080   5.500%, 8/15/52   8/28 at 100.00 BB+ 4,860,953
3,190   5.500%, 8/15/57   8/28 at 100.00 BB+ 3,783,978
1,125   Tulsa County Industrial Authority, Oklahoma, Senior Living Community Revenue Bonds, Montereau, Inc Project, Refunding Series 2017, 5.250%, 11/15/37   11/25 at 102.00 BBB- 1,285,549
10,600   Total Oklahoma       12,529,822
    Oregon – 1.0% (0.7% of Total Investments)        
    Clackamas Community College District, Oregon, General Obligation Bonds, Deferred Interest Series 2017A:        
760   0.000%, 6/15/38 (6)   6/27 at 100.00 Aa1 874,494
2,750   0.000%, 6/15/39 (6)   6/27 at 100.00 Aa1 3,156,285
38
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Oregon (continued)        
    Columbia County School District 502 Saint Helens, Oregon, General Obligation Bonds, Series 2017:        
$1,310   5.000%, 6/15/38   6/27 at 100.00 Aa1 $1,579,074
1,705   5.000%, 6/15/39   6/27 at 100.00 Aa1 2,050,177
7,420   Oregon Facilities Authority, Revenue Bonds, Legacy Health Project, Series 2016A, 5.000%, 6/01/46   6/26 at 100.00 A+ 8,594,735
    Oregon Facilities Authority, Revenue Bonds, Samaritan Health Services, Refunding Series 2016A:        
6,240   5.000%, 10/01/35   10/26 at 100.00 BBB+ 7,148,856
2,260   5.000%, 10/01/46   10/26 at 100.00 BBB+ 2,525,776
8,890   Oregon State Department of Transportation, Highway User Tax Revenue Bonds, Senior Lien Series 2013A, 5.000%, 11/15/38   11/23 at 100.00 Aa1 10,113,886
5,265   Salem Hospital Facility Authority, Oregon, Revenue Bonds, Salem Hospital Project, Refunding Series 2016A, 5.000%, 5/15/46   5/26 at 100.00 A+ 6,016,052
36,600   Total Oregon       42,059,335
    Pennsylvania – 6.1% (3.9% of Total Investments)        
15,000   Allegheny County Hospital Development Authority, Pennsylvania, Revenue Bonds, Allegheny Health Network Obligated Group Issue, Series 2018A, 5.000%, 4/01/47   4/28 at 100.00 A 17,460,000
    Bethlehem Authority, Northampton and Lehigh Counties, Pennsylvania, Guaranteed Water Revenue Bonds, Series 1998:        
3,125   0.000%, 5/15/22  –  AGM Insured   No Opt. Call A2 2,976,094
3,125   0.000%, 5/15/23  –  AGM Insured   No Opt. Call A2 2,918,219
3,135   0.000%, 5/15/24  –  AGM Insured   No Opt. Call A2 2,867,365
3,155   0.000%, 5/15/26  –  AGM Insured   No Opt. Call A2 2,747,910
4,145   0.000%, 11/15/26  –  AGM Insured   No Opt. Call A2 3,568,928
2,800   0.000%, 5/15/28  –  AGM Insured   No Opt. Call A2 2,312,968
3,000   0.000%, 11/15/28  –  AGM Insured   No Opt. Call A2 2,447,970
1,200   Centre County Hospital Authority, Pennsylvania, Hospital Revenue Bonds, Mount Nittany Medical Center Project, Series 2018A, 5.000%, 11/15/42   11/27 at 100.00 A+ 1,409,640
    Chester County Health and Education Facilities Authority, Pennsylvania, Health System Revenue Bonds, Jefferson Health System, Series 2010A:        
1,835   5.000%, 5/15/40 (Pre-refunded 5/15/20)   5/20 at 100.00 AA (4) 1,890,986
5,165   5.000%, 5/15/40 (Pre-refunded 5/15/20)   5/20 at 100.00 N/R (4) 5,320,518
895   Commonwealth Financing Authority, Pennsylvania, State Appropriation Lease Bonds, Master Settlement, Series 2018, 5.000%, 6/01/34   6/28 at 100.00 A 1,083,165
2,150   Dauphin County General Authority, Pennsylvania, Health System Revenue Bonds, Pinnacle Health System Project, Series 2012A, 5.000%, 6/01/42   6/22 at 100.00 A+ 2,321,613
26,595   Delaware River Joint Toll Bridge Commission, New Jersey and Pennsylvania, Bridge System Revenue Bonds, Series 2017, 5.000%, 7/01/42   7/27 at 100.00 A 31,827,034
3,500   Delaware River Port Authority, New Jersey and Pennsylvania, Revenue Bonds, Series 2010E, 5.000%, 1/01/40 (Pre-refunded 1/01/20)  –  AGM Insured   1/20 at 100.00 AA (4) 3,557,190
1,050   Delaware Valley Regional Finance Authority, Pennsylvania, Local Government Revenue Bonds, Series 1997B, 5.700%, 7/01/27  –  AMBAC Insured   No Opt. Call A1 1,340,147
39
NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2019
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Pennsylvania (continued)        
$4,000   Erie Water Authority, Erie County, Pennsylvania, Water Revenue Bonds, Series 2011A, 4.625%, 12/01/44  –  AGM Insured   12/21 at 100.00 A2 $4,167,040
4,915   Lancaster County Hospital Authority, Pennsylvania, Revenue Bonds, United Zion Retirement Community, Series 2017A, 5.000%, 12/01/47   6/27 at 100.00 N/R 5,081,913
    Lehigh County Authority, Pennsylvania, Water and Sewer Revenue Bonds, Allentown Concession, Capital Appreciation Series 2013B:        
4,480   0.000%, 12/01/31   No Opt. Call A 3,200,646
5,180   0.000%, 12/01/32   No Opt. Call A 3,564,358
9,270   Lehigh County Authority, Pennsylvania, Water and Sewer Revenue Bonds, Allentown Concession, Series 2013A, 5.125%, 12/01/47   12/23 at 100.00 A 10,400,662
5,410   Montgomery County Higher Education and Health Authority, Pennsylvania, Revenue Bonds, Thomas Jefferson University, Series 2018A, 5.000%, 9/01/48   9/28 at 100.00 A 6,354,153
1,000   Montgomery County Higher Education and Health Authority, Pennsylvania, Revenue Bonds, Thomas Jefferson University, Series 2019, 4.000%, 9/01/44   9/29 at 100.00 A 1,080,270
5,000   Montgomery County Industrial Development Authority, Pennsylvania, Health System Revenue Bonds, Albert Einstein Healthcare Network Issue, Series 2015A, 5.250%, 1/15/45   1/25 at 100.00 Ba1 5,579,850
4,710   Montgomery County Industrial Development Authority, Pennsylvania, Revenue Bonds, ACTS Retirement-Life Communities, Inc Obligated Group, Series 2016, 5.000%, 11/15/36   11/26 at 100.00 A- 5,459,597
630   Northampton County Industrial Development Authority, Pennsylvania, Recovery Revenue Bonds, Northampton Generating Project, Senior Lien Series 2013A0 & AE2, 1.500%, 12/31/23   9/19 at 100.00 N/R 189,062
152   Northampton County Industrial Development Authority, Pennsylvania, Recovery Revenue Bonds, Northampton Generating Project, Senior Lien Taxable Series 2013B, 1.500%, 12/31/23 (cash 5.000%, PIK 5.000%)   No Opt. Call N/R 45,714
1,700   Pennsylvania Higher Educational Facilities Authority, Revenue Bonds, AICUP Financing Program-Delaware Valley College of Science and Agriculture Project, Series 2012 LL1, 4.000%, 11/01/32   11/22 at 100.00 Ba1 1,650,479
    Pennsylvania Turnpike Commission, Motor License Fund-Enhanced Turnpike Special Revenue Bonds, Subordinate Series 2010A1&2:        
1,250   5.500%, 12/01/34 (Pre-refunded 12/01/20)   12/20 at 100.00 N/R (4) 1,322,263
5,725   5.500%, 12/01/34 (Pre-refunded 12/01/20)   12/20 at 100.00 A2 (4) 6,055,962
    Pennsylvania Turnpike Commission, Motor License Fund-Enhanced Turnpike Special Revenue Bonds, Subordinate Series 2011B:        
965   5.000%, 12/01/41   12/21 at 100.00 A2 1,022,495
1,035   5.000%, 12/01/41 (Pre-refunded 12/01/21)   12/21 at 100.00 N/R (4) 1,128,367
3,115   Pennsylvania Turnpike Commission, Motor License Fund-Enhanced Turnpike Special Revenue Bonds, Subordinate Series 2013A, 5.000%, 12/01/36   12/22 at 100.00 A2 3,379,868
16,805   Pennsylvania Turnpike Commission, Turnpike Revenue Bonds, Capital Appreciation Series 2009E, 6.375%, 12/01/38   12/27 at 100.00 A3 21,753,736
5,575   Pennsylvania Turnpike Commission, Turnpike Revenue Bonds, Series 2015B, 5.000%, 12/01/45   12/25 at 100.00 A1 6,412,086
6,340   Pennsylvania Turnpike Commission, Turnpike Revenue Bonds, Series 2016A-1, 5.000%, 12/01/41   6/26 at 100.00 A1 7,313,697
40
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Pennsylvania (continued)        
$19,250   Pennsylvania Turnpike Commission, Turnpike Revenue Bonds, Subordinate Series 2009C, 6.250%, 6/01/33  –  AGM Insured   6/26 at 100.00 A2 $24,440,570
1,445   Philadelphia Authority for Industrial Development Senior Living Facilities, Pennsylvania, Revenue Bonds, Wesley Enhanced Living Obligated Group, Series 2017A, 5.000%, 7/01/37   7/27 at 100.00 BB 1,568,678
505   Philadelphia Hospitals and Higher Education Facilities Authoirty, Pennsylvania, Hospital Revenue Bonds, Temple University Health System Obligated Group, Series 2012A, 5.625%, 7/01/42   7/22 at 100.00 Ba1 545,819
26,765   Philadelphia Hospitals and Higher Education Facilities Authority, Pennsylvania, Health System Revenue Bonds, Jefferson Health System, Series 2010B, 5.000%, 5/15/40 (Pre-refunded 5/15/20)   5/20 at 100.00 N/R (4) 27,570,894
1,425   Philadelphia, Pennsylvania, General Obligation Bonds, Refunding Series 2011, 6.500%, 8/01/41 (Pre-refunded 8/01/20)   8/20 at 100.00 A- (4) 1,500,083
3,410   Philadelphia, Pennsylvania, Water and Wastewater Revenue Bonds, Series 1997A, 5.125%, 8/01/27  –  AMBAC Insured (ETM)   No Opt. Call A1 (4) 4,311,877
3,415   Pittsburgh and Allegheny County Sports and Exhibition Authority, Pennsylvania, Sales Tax Revenue Bonds, Refunding Series 2010, 5.000%, 2/01/31  –  AGM Insured   8/20 at 100.00 A1 3,526,431
1,125   Scranton, Pennsylvania, Sewer Authority Revenue Bonds, Series 2011A, 5.250%, 12/01/31 (Pre-refunded 12/01/21)  –  AGM Insured   12/21 at 100.00 AA (4) 1,232,933
1,930   Susquehanna Area Regional Airport Authority, Pennsylvania, Airport System Revenue Bonds, Series 2012B, 4.000%, 1/01/33   1/23 at 100.00 BB+ 1,995,466
226,402   Total Pennsylvania       247,904,716
    Puerto Rico – 0.6% (0.4% of Total Investments)        
625   Puerto Rico Electric Power Authority, Power Revenue Bonds, Refunding Series 2005SS, 5.000%, 7/01/25  –  NPFG Insured   9/19 at 100.00 D 631,806
1,000   Puerto Rico Electric Power Authority, Power Revenue Bonds, Series 2007VV, 5.250%, 7/01/24  –  NPFG Insured   No Opt. Call D 1,056,680
1,305   Puerto Rico Highway and Transportation Authority, Highway Revenue Bonds, Series 2005L, 5.250%, 7/01/23  –  NPFG Insured   No Opt. Call Baa2 1,369,780
1,000   Puerto Rico Highway and Transportation Authority, Highway Revenue Bonds, Series 2007N, 5.250%, 7/01/31  –  AMBAC Insured   No Opt. Call C 1,089,330
4,300   Puerto Rico Housing Finance Authority, Capital Fund Program Revenue Bonds, Series 2003, 4.500%, 12/01/23   9/19 at 100.00 A2 4,470,753
9,192   Puerto Rico Sales Tax Financing Corporation, Sales Tax Revenue Bonds, Restructured 2018A-1, 5.000%, 7/01/58   7/28 at 100.00 N/R 9,214,520
30,161   Puerto Rico Urgent Interest Fund Corp (COFINA), National Custodial Taxable Trust Unit, Series 2007A Sr. Bond, 0.000%, 8/01/54 (8)   No Opt. Call N/R 5,714,853
47,583   Total Puerto Rico       23,547,722
    Rhode Island – 0.6% (0.4% of Total Investments)        
1,315   Rhode Island Health and Educational Building Corporation, Hospital Financing Revenue Bonds, Lifespan Obligated Group, Refunding Series 2016, 5.000%, 5/15/39   5/26 at 100.00 BBB+ 1,494,142
174,390   Rhode Island Tobacco Settlement Financing Corporation, Tobacco Settlement Asset-Backed Bonds, Series 2007A, 0.000%, 6/01/52   8/19 at 14.39 CCC+ 19,723,509
41
NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2019
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Rhode Island (continued)        
$2,235   Rhode Island Turnpike and Bridge Authority, Motor Fuel Tax Revenue Bonds, Series 2016A, 5.000%, 10/01/40   4/26 at 100.00 A $2,582,051
177,940   Total Rhode Island       23,799,702
    South Carolina – 3.7% (2.4% of Total Investments)        
3,050   Charleston County Airport District, South Carolina, Airport Revenue Bonds, Series 2019, 5.000%, 7/01/43   7/29 at 100.00 A+ 3,733,048
    Lexington County Health Services District, Inc, South Carolina, Hospital Revenue Bonds, Lexington Medical Center, Series 2016:        
1,290   5.000%, 11/01/41   5/26 at 100.00 A 1,480,030
6,820   5.000%, 11/01/46   5/26 at 100.00 A 7,784,212
    Piedmont Municipal Power Agency, South Carolina, Electric Revenue Bonds, Series 2004A-2:        
26,955   0.000%, 1/01/31  –  AMBAC Insured   No Opt. Call A- 20,029,182
15,420   0.000%, 1/01/32  –  AMBAC Insured   No Opt. Call A- 10,999,394
    South Carolina Jobs-Economic Development Authority, Hospital Revenue Bonds, McLeod Health Projects, Refunding & Improvement Series 2018:        
19,130   5.000%, 11/01/43   5/28 at 100.00 AA- 22,589,852
6,000   5.000%, 11/01/48   5/28 at 100.00 AA- 7,062,120
375   South Carolina Jobs-Economic Development Authority, Hospital Revenue Bonds, Palmetto Health, Refunding Series 2011A, 6.500%, 8/01/39 (Pre-refunded 8/01/21)  –  AGM Insured   8/21 at 100.00 AA (4) 414,656
10,000   South Carolina Public Service Authority Santee Cooper Revenue Obligations, Refunding Series 2016B, 5.000%, 12/01/56   12/26 at 100.00 A- 11,475,500
20,035   South Carolina Public Service Authority, Santee Cooper Revenue Obligations, Refunding & Improvement Series 2015A, 5.000%, 12/01/50   6/25 at 100.00 A- 22,594,471
    South Carolina Public Service Authority, Santee Cooper Revenue Obligations, Refunding Series 2014C:        
3,850   5.000%, 12/01/39   12/24 at 100.00 A- 4,351,732
4,000   5.000%, 12/01/46   12/24 at 100.00 A- 4,490,720
6,790   South Carolina Public Service Authority, Santee Cooper Revenue Obligations, Series 2013A, 5.125%, 12/01/43   12/23 at 100.00 A- 7,523,320
    South Carolina Public Service Authority, Santee Cooper Revenue Obligations, Series 2014A:        
2,000   5.000%, 12/01/49   6/24 at 100.00 A- 2,219,180
17,240   5.500%, 12/01/54   6/24 at 100.00 A- 19,476,545
4,500   Spartanburg Regional Health Services District, Inc., South Carolina, Hosptial Refunding Revenue Bonds, Series 2012A, 5.000%, 4/15/32   4/22 at 100.00 A3 4,843,620
147,455   Total South Carolina       151,067,582
    South Dakota – 0.9% (0.6% of Total Investments)        
    Sioux Falls, South Dakota, Health Facilities Revenue Bonds, Dow Rummel Village Project, Series 2017:        
3,000   5.000%, 11/01/42   11/26 at 100.00 BB 3,142,710
3,150   5.125%, 11/01/47   11/26 at 100.00 BB 3,312,130
42
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    South Dakota (continued)        
$8,800   South Dakota Health and Educational Facilities Authority, Revenue Bonds, Avera Health System, Series 2014, 5.000%, 7/01/44   7/24 at 100.00 A1 $9,680,352
4,930   South Dakota Health and Educational Facilities Authority, Revenue Bonds, Avera Health, Refunding Series 2017, 5.000%, 7/01/46   7/27 at 100.00 A1 5,699,425
3,565   South Dakota Health and Educational Facilities Authority, Revenue Bonds, Sanford Health, Series 2014B, 5.000%, 11/01/44   11/24 at 100.00 A2 3,989,413
8,260   South Dakota Health and Educational Facilities Authority, Revenue Bonds, Sanford Health, Series 2015, 5.000%, 11/01/45   11/25 at 100.00 A2 9,352,881
31,705   Total South Dakota       35,176,911
    Tennessee – 1.1% (0.7% of Total Investments)        
10,670   Chattanooga Health, Educational and Housing Facility Board, Tennessee, Revenue Bonds, Catholic Health Initiatives, Series 2013A, 5.250%, 1/01/45 (Pre-refunded 1/01/23)   1/23 at 100.00 BBB+ (4) 12,042,269
2,180   Greeneville Health and Educational Facilities Board, Tennessee, Hospital Revenue Bonds, Ballad Health, Series 2018A, 5.000%, 7/01/35   7/28 at 100.00 Baa1 2,602,593
2,065   Johnson City Health and Educational Facilities Board, Tennessee, Hospital Revenue Bonds, Mountain States Health Alliance, Series 2012A, 5.000%, 8/15/42   8/22 at 100.00 Baa1 2,203,541
75   Johnson City Health and Educational Facilities Board, Tennessee, Hospital Revenue Refunding and Improvement Bonds, Johnson City Medical Center, Series 1998C, 5.125%, 7/01/25 (Pre-refunded 7/01/23)  –  NPFG Insured   7/23 at 100.00 N/R (4) 76,380
    Knox County Health, Educational and Housing Facilities Board, Tennessee, Revenue Bonds, University Health System, Inc, Series 2016:        
5,000   5.000%, 9/01/36   9/26 at 100.00 BBB 5,723,400
1,000   5.000%, 9/01/47   9/26 at 100.00 BBB 1,126,990
    Knox County Health, Educational and Housing Facilities Board, Tennessee, Revenue Bonds, University Health System, Inc, Series 2017:        
445   5.000%, 4/01/31   4/27 at 100.00 BBB 520,098
1,745   5.000%, 4/01/36   4/27 at 100.00 BBB 2,005,668
    Metropolitan Government of Nashville-Davidson County Health and Educational Facilities Board, Tennessee, Revenue Bonds, Lipscomb University, Refunding & Improvement Series 2016A:        
2,225   5.000%, 10/01/41   10/26 at 100.00 BBB 2,541,818
1,000   5.000%, 10/01/45   10/26 at 100.00 BBB 1,136,100
11,000   Metropolitan Government of Nashville-Davidson County Health and Educational Facilities Board, Tennessee, Revenue Bonds, Vanderbilt University Medical Center, Series 2016A, 5.000%, 7/01/46   7/26 at 100.00 Aa1 12,616,780
2,120   Metropolitan Government of Nashville-Davidson County Health and Educational Facilities Board, Tennessee, Revenue Refunding and Improvement Bonds, Meharry Medical College, Series 1996, 6.000%, 12/01/19  –  AMBAC Insured   No Opt. Call N/R 2,141,518
39,525   Total Tennessee       44,737,155
    Texas – 12.4% (8.0% of Total Investments)        
18,000   Arlington, Texas, Special Tax Revenue Bonds, Senior Lien Series 2018A, 5.000%, 2/15/48  –  AGM Insured   2/28 at 100.00 A1 21,210,300
14,615   Austin, Texas, Electric Utility System Revenue Bonds, Refunding Series 2015A, 5.000%, 11/15/45 (UB) (5)   11/25 at 100.00 Aa3 16,832,680
43
NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2019
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Texas (continued)        
$2,500   Capital Area Cultural Education Facilities Finance Corporation, Texas, Revenue Bonds, The Roman Catholic Diocese of Austin, Series 2005B Remarketed, 6.125%, 4/01/45   4/20 at 100.00 Baa1 $2,568,000
1,000   Cedar Hill Independent School District, Dallas County, Texas, General Obligation Bonds, Refunding Series 2002, 0.000%, 8/15/32  –  FGIC Insured   No Opt. Call Baa2 722,280
1,330   Central Texas Regional Mobility Authority, Revenue Bonds, Refunding Senior Lien Series 2013A, 5.000%, 1/01/43   1/23 at 100.00 Baa1 1,441,255
    Central Texas Regional Mobility Authority, Revenue Bonds, Senior Lien Series 2011:        
2,080   5.750%, 1/01/31 (Pre-refunded 1/01/21)   1/21 at 100.00 Baa1 (4) 2,211,955
1,000   6.000%, 1/01/41 (Pre-refunded 1/01/21)   1/21 at 100.00 Baa1 (4) 1,066,940
6,940   6.250%, 1/01/46 (Pre-refunded 1/01/21)   1/21 at 100.00 Baa1 (4) 7,428,784
7,750   Central Texas Regional Mobility Authority, Revenue Bonds, Senior Lien, Series 2015A, 5.000%, 1/01/45   7/25 at 100.00 Baa1 8,721,617
    Clifton Higher Education Finance Corporation, Texas, Education Revenue Bonds, Uplift Education Charter School, Series 2013A:        
1,925   4.350%, 12/01/42   12/22 at 100.00 BBB- 1,956,532
1,000   4.400%, 12/01/47   12/22 at 100.00 BBB- 1,016,050
2,500   Comal Independent School District, Comal, Bexar, Guadalupe, Hays, and Kendall Counties, Texas, General Obligation Bonds, Series 2005A, 0.000%, 2/01/23   No Opt. Call Aaa 2,382,475
6,340   Dallas-Fort Worth International Airport, Texas, Joint Revenue Bonds, Refunding & Improvement Series 2012C, 5.000%, 11/01/45   11/21 at 100.00 A+ 6,820,826
160   Decatur Hospital Authority, Texas, Revenue Bonds, Wise Regional Health System, Series 2014A, 5.250%, 9/01/44   9/24 at 100.00 BBB- 175,200
3,700   El Paso Independent School District, El Paso County, Texas, General Obligation Bonds, School Building Series 2017, 5.000%, 8/15/42   8/26 at 100.00 Aaa 4,326,484
1,500   El Paso, Texas, Airport Revenue Bonds, El Paso International Airport Series 2011, 5.250%, 8/15/33   8/20 at 100.00 A 1,557,600
    Grand Parkway Transportation Corporation, Texas, System Toll Revenue Bonds, Subordinate Lien Series 2013B:        
15,000   5.000%, 4/01/53 (UB) (5)   10/23 at 100.00 AA 16,671,150
16,920   5.000%, 4/01/53   10/23 at 100.00 AA 18,805,057
5,295   Grand Parkway Transportation Corporation, Texas, System Toll Revenue Bonds, Subordinate Lien Series 2018A Tela Supported, 5.000%, 10/01/48   4/28 at 100.00 AA 6,324,507
6,610   Grand Parkway Transportation Corporation, Texas, System Toll Revenue Bonds, Tender Option Bond Trust 2015-XF0228, 14.116%, 11/01/44, 144A (IF) (5)   10/23 at 100.00 AA 9,556,474
    Harris County Cultural Education Facilities Finance Corporation, Texas, Revenue Bonds, Houston Methodist Hospital System, Series 2015:        
2,845   4.000%, 12/01/45   6/25 at 100.00 AA 2,993,509
2,320   5.000%, 12/01/45   6/25 at 100.00 AA 2,627,887
    Harris County, Texas, Toll Road Revenue Bonds, Refunding Senior Lien Series 2018A:        
13,890   5.000%, 8/15/43   2/28 at 100.00 Aa2 16,727,866
2,000   4.000%, 8/15/48   2/28 at 100.00 Aa2 2,210,200
4,040   Harris County, Texas, Toll Road Revenue Bonds, Subordinate Lien Unlimited Tax Tender Options Bond Trust 2015-XF2184, 11.757%, 8/15/28  –  AGM Insured, 144A (IF) (5)   No Opt. Call AAA 7,814,936
44
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Texas (continued)        
    Harris County-Houston Sports Authority, Texas, Revenue Bonds, Capital Appreciation Refunding Senior Lien Series 2014A:        
$1,195   0.000%, 11/15/41  –  AGM Insured   11/31 at 62.66 A2 $534,308
2,390   0.000%, 11/15/42  –  AGM Insured   11/31 at 59.73 A2 1,015,893
2,660   0.000%, 11/15/43  –  AGM Insured   11/31 at 56.93 A2 1,075,066
7,260   0.000%, 11/15/44  –  AGM Insured   11/31 at 54.25 A2 2,788,493
10,440   0.000%, 11/15/45  –  AGM Insured   11/31 at 51.48 A2 3,797,863
7,165   0.000%, 11/15/49  –  AGM Insured   11/31 at 41.91 A2 2,102,713
3,000   0.000%, 11/15/52  –  AGM Insured   11/31 at 35.81 A2 746,850
3,885   Houston Independent School District Public Facility Corporation, Harris County, Texas, Lease Revenue Bonds, Cesar E Chavez High School, Series 1998A, 0.000%, 9/15/19  –  AMBAC Insured   No Opt. Call AA 3,879,211
    Houston, Texas, Airport System Revenue Bonds, Refunding & Subordinate Lien Series 2018B:        
2,000   5.000%, 7/01/43   7/28 at 100.00 A 2,402,120
2,710   5.000%, 7/01/48   7/28 at 100.00 A 3,237,312
4,550   Houston, Texas, Airport System Revenue Bonds, Refunding Subordinate Lien Series 2012B, 5.000%, 7/01/31   7/22 at 100.00 A 4,999,312
990   Houston, Texas, Airport System Revenue Bonds, Subordinate Lien Series 2000B, 5.450%, 7/01/24  –  AGM Insured   No Opt. Call A 1,145,113
6,000   Houston, Texas, Combined Utility System Revenue Bonds, First Lien Series 2011D, 5.000%, 11/15/40   11/21 at 100.00 AA 6,438,900
    Houston, Texas, Hotel Occupancy Tax and Special Revenue Bonds, Convention and Entertainment Project, Series 2001B:        
1,495   0.000%, 9/01/23  –  AGM Insured   No Opt. Call A2 1,404,702
10,850   0.000%, 9/01/25  –  AMBAC Insured   No Opt. Call A 9,719,321
1,715   0.000%, 9/01/32  –  AMBAC Insured   No Opt. Call A 1,191,582
2,870   Hutto Independent School District, Williamson County, Texas, General Obligation Bonds, Refunding Series 2012A, 5.000%, 8/01/46   8/21 at 100.00 A+ 3,047,624
2,340   Laredo, Webb County, Texas, Waterworks and Sewer System Revenue Bonds, Series 2011, 5.000%, 3/01/41  –  AGM Insured   3/21 at 100.00 Aa3 2,462,569
    Leander Independent School District, Williamson and Travis Counties, Texas, General Obligation Bonds, Refunding Series 2015A:        
2,725   5.000%, 8/15/40   8/25 at 100.00 AAA 3,153,070
4,000   4.000%, 8/15/41   8/25 at 100.00 AAA 4,311,040
3,000   Love Field Airport Modernization Corporation, Texas, Special Facilities Revenue Bonds, Southwest Airlines Company, Series 2010, 5.250%, 11/01/40   11/20 at 100.00 BBB+ 3,114,480
8,305   Lower Colorado River Authority, Texas, Transmission Contract Revenue Bonds, LCRA Transmission Services Corporation Project, Refunding Series 2015, 5.000%, 5/15/45   5/25 at 100.00 A 9,485,556
    McCamey County Hospital District, Texas, General Obligation Bonds, Series 2013:        
1,780   5.750%, 12/01/33   12/25 at 100.00 B1 1,951,396
1,800   6.125%, 12/01/38   12/25 at 100.00 B1 1,976,508
45
NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2019
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Texas (continued)        
    Midtown Redevelopment Authority, Texas, Tax Increment Contract Revenue, Refunding Series 2017:        
$16,285   5.000%, 1/01/36   1/27 at 100.00 A3 $18,789,307
10,040   5.000%, 1/01/38  –  AGM Insured   1/27 at 100.00 A2 11,603,027
    Montgomery County Toll Road Authority, Texas, Toll Road Revenue Bonds, Senior Lien Series 2018:        
2,100   5.000%, 9/15/43   9/25 at 100.00 BBB- 2,324,973
1,815   5.000%, 9/15/48   9/25 at 100.00 BBB- 2,003,706
850   New Hope Cultural Education Facilities Finance Corporation, Texas, Retirement Facility Revenue Bonds, Methodist Retirement Communites Crestview Project, Series 2016, 5.000%, 11/15/31   11/24 at 102.00 BB+ 929,909
4,290   North Fort Bend Water Authority, Texas, Water System Revenue Bonds, Series 2011, 5.000%, 12/15/36  –  AGM Insured   12/21 at 100.00 A2 4,621,188
    North Texas Tollway Authority, Special Projects System Revenue Bonds, Convertible Capital Appreciation Series 2011C:        
1,880   0.000%, 9/01/43 (Pre-refunded 9/01/31) (6)   9/31 at 100.00 N/R (4) 2,329,151
7,990   0.000%, 9/01/45 (Pre-refunded 9/01/31) (6)   9/31 at 100.00 N/R (4) 10,769,082
4,000   North Texas Tollway Authority, System Revenue Bonds, Refunding First Tier Capital Appreciation Series 2008I, 6.500%, 1/01/43   1/25 at 100.00 A+ 4,958,280
2,125   North Texas Tollway Authority, System Revenue Bonds, Refunding First Tier, Series 2008D, 0.000%, 1/01/28  –  AGC Insured   No Opt. Call A1 1,797,793
    North Texas Tollway Authority, System Revenue Bonds, Refunding First Tier, Series 2015B:        
10,260   5.000%, 1/01/40   1/23 at 100.00 A+ 11,347,765
12,205   5.000%, 1/01/45   1/25 at 100.00 A+ 13,812,032
5,000   North Texas Tollway Authority, System Revenue Bonds, Refunding Second Tier Series 2018, 5.000%, 1/01/48   1/28 at 100.00 A 5,860,350
    North Texas Tollway Authority, System Revenue Bonds, Refunding Second Tier, Series 2015A:        
6,285   5.000%, 1/01/33   1/25 at 100.00 A 7,276,647
4,000   5.000%, 1/01/34   1/25 at 100.00 A 4,620,320
4,000   5.000%, 1/01/35   1/25 at 100.00 A 4,608,480
2,250   Red River Education Finance Corporation, Texas, Higher Education Revenue Bonds, Saint Edward?s University Project, Series 2016, 4.000%, 6/01/36   6/26 at 100.00 Baa2 2,361,555
3,170   Southwest Higher Education Authority Inc, Texas, Revenue Bonds, Southern Methodist University, Series 2010, 5.000%, 10/01/41 (Pre-refunded 10/01/20)   10/20 at 100.00 AA- (4) 3,312,175
2,410   Tarrant County Cultural Education Facilities Finance Corporation, Texas, Hospital Revenue Bonds, Baylor Health Care System, Series 2011A, 5.000%, 11/15/30   11/21 at 100.00 AA- 2,587,954
3,480   Tarrant County Cultural Education Facilities Finance Corporation, Texas, Hospital Revenue Bonds, Hendrick Medical Center, Refunding Series 2013, 5.500%, 9/01/43   9/23 at 100.00 A 3,912,390
    Tarrant County Cultural Education Facilities Finance Corporation, Texas, Hospital Revenue Bonds, Scott & White Healthcare Project, Series 2010:        
430   5.500%, 8/15/45 (Pre-refunded 8/15/20)   8/20 at 100.00 N/R (4) 449,161
5,350   5.500%, 8/15/45 (Pre-refunded 8/15/20)   8/20 at 100.00 N/R (4) 5,588,396
46
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Texas (continued)        
$4,000   Tarrant County Cultural Education Facilities Finance Corporation, Texas, Hospital Revenue Bonds, Scott & White Healthcare Project, Series 2013A, 5.000%, 8/15/43   8/23 at 100.00 AA- $4,446,400
2,500   Tarrant County Cultural Education Facilities Finance Corporation, Texas, Revenue Bonds, Texas Health Resources System, Series 2016A, 5.000%, 2/15/41   8/26 at 100.00 AA 2,925,925
    Texas Municipal Gas Acquisition and Supply Corporation III, Gas Supply Revenue Bonds, Series 2012:        
14,815   5.000%, 12/15/27   12/22 at 100.00 BBB 16,329,834
7,925   5.000%, 12/15/28   12/22 at 100.00 BBB 8,720,591
6,550   5.000%, 12/15/30   12/22 at 100.00 BBB 7,170,154
2,340   5.000%, 12/15/32   12/22 at 100.00 BBB 2,551,138
2,500   Texas State, General Obligation Bonds, Transportation Commission Highway Improvement Series 2012A, 5.000%, 4/01/31   4/22 at 100.00 AAA 2,742,200
17,760   Texas Transportation Commission, Central Texas Turnpike System Revenue Bonds, First Tier Refunding Series 2012A, 5.000%, 8/15/41   8/22 at 100.00 A- 19,142,261
7,345   Texas Transportation Commission, Central Texas Turnpike System Revenue Bonds, First Tier Refunding Series 2015B, 5.000%, 8/15/37   8/24 at 100.00 A- 8,314,099
    Texas Transportation Commission, Central Texas Turnpike System Revenue Bonds, Second Tier Refunding Series 2015C:        
3,650   5.000%, 8/15/33   8/24 at 100.00 BBB+ 4,133,735
1,600   5.000%, 8/15/37   8/24 at 100.00 BBB+ 1,794,880
48,905   5.000%, 8/15/42   8/24 at 100.00 BBB+ 54,478,214
4,000   Texas Turnpike Authority, Central Texas Turnpike System Revenue Bonds, First Tier Series 2002A, 0.000%, 8/15/25  –  AMBAC Insured   No Opt. Call A- 3,580,360
470,490   Total Texas       502,344,998
    Utah – 0.6% (0.4% of Total Investments)        
5,760   Central Weber Sewer Improvement District, Utah, Sewer Revenue Bonds, Refunding Series 2010A, 5.000%, 3/01/33 (Pre-refunded 3/01/20)  –  AGC Insured   3/20 at 100.00 AA (4) 5,891,962
    Salt Lake City, Utah, Airport Revenue Bonds, International Airport Series 2017B:        
3,560   5.000%, 7/01/42   7/27 at 100.00 A2 4,234,798
1,975   5.000%, 7/01/47   7/27 at 100.00 A2 2,333,166
4,000   Salt Lake City, Utah, Airport Revenue Bonds, International Airport Series 2018B, 5.000%, 7/01/48   7/28 at 100.00 A2 4,803,040
    Utah Charter School Finance Authority, Charter School Revenue Bonds, Utah Charter Academies Project, Series 2018:        
1,000   5.000%, 10/15/38   10/27 at 100.00 AA 1,167,290
2,320   5.000%, 10/15/43   10/27 at 100.00 AA 2,683,010
2,040   5.000%, 10/15/48   10/27 at 100.00 AA 2,347,204
20,655   Total Utah       23,460,470
47
NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2019
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Vermont – 0.3% (0.2% of Total Investments)        
    University of Vermont and State Agricultural College, Revenue Bonds, Refunding Series 2015:        
$1,000   4.000%, 10/01/40   10/25 at 100.00 A+ $1,072,230
10,000   5.000%, 10/01/45   10/25 at 100.00 A+ 11,597,300
11,000   Total Vermont       12,669,530
    Virginia – 2.2% (1.4% of Total Investments)        
430   Chesapeake, Virginia, Transportation System Senior Toll Road Revenue Bonds, Capital Appreciation Series 2012B, 0.000%, 7/15/40 (6)   7/28 at 100.00 BBB 416,919
4,000   Fairfax County Industrial Development Authority, Virginia, Healthcare Revenue Bonds, Inova Health System, Series 2018A, 4.000%, 5/15/48 (UB) (5)   5/28 at 100.00 Aa2 4,344,000
1,800   Henrico County Economic Development Authority, Virginia, Revenue Bonds, Bon Secours Health System Obligated Group, Series 2013, 5.000%, 11/01/30 (Pre-refunded 11/01/22)   11/22 at 100.00 A (4) 2,018,394
11,960   Metropolitan Washington Airports Authority, Virginia, Dulles Toll Road Revenue Bonds, Dulles Metrorail & Capital Improvement Projects, Refunding Second Senior Lien Series 2014A, 5.000%, 10/01/53   4/22 at 100.00 BBB+ 12,779,619
7,000   Metropolitan Washington Airports Authority, Virginia, Dulles Toll Road Revenue Bonds, Dulles Metrorail & Capital improvement Projects, Second Senior Lien Series 2009B, 0.000%, 10/01/36  –  AGC Insured   No Opt. Call A3 4,064,690
32,000   Metropolitan Washington Airports Authority, Virginia, Dulles Toll Road Revenue Bonds, Dulles Metrorail & Capital improvement Projects, Second Senior Lien Series 2009C, 6.500%, 10/01/41  –  AGC Insured   10/26 at 100.00 A3 41,336,640
18,000   Metropolitan Washington Airports Authority, Virginia, Dulles Toll Road Revenue Bonds, Dulles Metrorail Capital Appreciation, Second Senior Lien Series 2010B, 6.500%, 10/01/44   10/28 at 100.00 BBB+ 23,865,120
2,000   Prince William County Industrial Development Authority, Virginia, Health Care Facilities Revenue Bonds, Novant Health Obligated Group-Prince William Hospital, Refunding Series 2013B, 4.000%, 11/01/33   11/22 at 100.00 AA- 2,107,240
    Roanoke Industrial Development Authority, Virginia, Hospital Revenue Bonds, Carilion Health System Obligated Group, Series 2005B:        
5   5.000%, 7/01/38 (Pre-refunded 7/01/20)   7/20 at 100.00 Aa3 (4) 5,174
245   5.000%, 7/01/38   7/20 at 100.00 Aa3 251,755
77,440   Total Virginia       91,189,551
    Washington – 3.3% (2.1% of Total Investments)        
7,000   Central Puget Sound Regional Transit Authority, Washington, Sales Tax and Motor Vehicle Excise Tax Bonds, Green Series 2016S-1, 5.000%, 11/01/41   11/26 at 100.00 Aa1 8,314,180
12,235   Chelan County Public Utility District 1, Washington, Columbia River-Rock Island Hydro-Electric System Revenue Refunding Bonds, Series 1997A, 0.000%, 6/01/26  –  NPFG Insured   No Opt. Call Aa3 10,825,773
8,075   King County Public Hospital District 1, Washington, Limited Tax General Obligation Bonds, Refunding Series 2018, 5.000%, 12/01/43   12/28 at 100.00 A2 9,496,604
4,200   King County Public Hospital District 1, Washington, Limited Tax General Obligation Bonds, Valley Medical Center, Refunding Series 2016, 5.000%, 12/01/36   12/26 at 100.00 A- 4,920,426
48
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Washington (continued)        
$15,000   King County, Washington, Sewer Revenue Bonds, Refunding Series 2012, 5.000%, 1/01/52   1/22 at 100.00 AA+ $16,068,150
3,000   Port of Seattle, Washington, Revenue Bonds, Intermediate Lien Series 2015A, 5.000%, 4/01/40   10/24 at 100.00 A+ 3,397,920
1,250   Seattle Housing Authority, Washington, Pooled Housing Revenue Bonds, Refunding Series 2014, 5.000%, 12/01/44   12/23 at 100.00 AA 1,372,550
12,515   Spokane Public Facilities District, Washington, Hotel, Motel, and Sales Use Tax Revenue Bonds, Series 2013A, 5.000%, 12/01/38   6/23 at 100.00 A+ 13,869,498
5,250   Tacoma, Washington, Sewer Revenue Bonds, Series 2018, 4.000%, 12/01/48   12/28 at 100.00 Aa2 5,798,362
8,310   Washington Health Care Facilities Authority, Revenue Bonds, Fred Hutchinson Cancer Research Center, Series 2011A, 5.625%, 1/01/35   1/21 at 100.00 A2 8,707,052
4,415   Washington Health Care Facilities Authority, Revenue Bonds, Kadlec Regional Medical Center, Series 2010, 5.500%, 12/01/39 (Pre-refunded 12/01/20)   12/20 at 100.00 N/R (4) 4,667,185
    Washington Health Care Facilities Authority, Revenue Bonds, Providence Health & Services, Refunding Series 2012A:        
4,000   5.000%, 10/01/32   10/22 at 100.00 AA- 4,409,240
10,000   4.250%, 10/01/40   10/22 at 100.00 AA- 10,386,900
3,135   Washington Health Care Facilities Authority, Revenue Bonds, Seattle Children's Hospital, Refunding Series 2012B, 5.000%, 10/01/30   10/22 at 100.00 Aa2 3,469,066
8,230   Washington Health Care Facilities Authority, Revenue Bonds, Seattle Children's Hospital, Series 2012A, 5.000%, 10/01/42   10/22 at 100.00 Aa2 9,023,948
500   Washington State Housing Finance Commission, Non-profit Housing Revenue Bonds, Presbyterian Retirement Communities Northwest Proejct, Refunding Series 2016A, 5.000%, 1/01/46, 144A   1/25 at 102.00 BB+ 541,095
9,000   Washington State, Motor Vehicle Fuel Tax General Obligation Bonds, Series 2003C, 0.000%, 6/01/28  –  FGIC Insured   No Opt. Call AA+ 7,616,520
10,855   Washington, General Obligation Bonds, Series 2000S-5, 0.000%, 1/01/20  –  FGIC Insured   No Opt. Call AA+ 10,803,981
126,970   Total Washington       133,688,450
    West Virginia – 1.0% (0.6% of Total Investments)        
    West Virginia Hospital Finance Authority, Hospital Revenue Bonds, West Virginia United Health System Obligated Group, Refunding & Improvement Series 2013A:        
3,000   5.375%, 6/01/38   6/23 at 100.00 A 3,362,370
16,845   5.500%, 6/01/44   6/23 at 100.00 A 18,910,702
9,000   West Virginia Hospital Finance Authority, Hospital Revenue Bonds, West Virginia United Health System Obligated Group, Series 2018A, 5.000%, 6/01/52   6/28 at 100.00 A 10,434,510
3,500   West Virginia Hospital Finance Authority, Revenue Bonds, West Virginia University Health System Obligated Group, Improvement Series 2017A, 5.000%, 6/01/42   6/27 at 100.00 A 4,059,825
2,050   West Virginia State Building Commission, Lease Revenue Refunding Bonds, Regional Jail and Corrections Facility, Series 1998A, 5.375%, 7/01/21  –  AMBAC Insured   No Opt. Call N/R 2,179,642
34,395   Total West Virginia       38,947,049
49
NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2019
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Wisconsin – 3.1% (2.0% of Total Investments)        
    Public Finance Authority of Wisconsin, Conference Center and Hotel Revenue Bonds, Lombard Public Facilities Corporation, Second Tier Series 2018B:        
$43   0.000%, 1/01/46, 144A   No Opt. Call N/R $1,463
43   0.000%, 1/01/47, 144A   No Opt. Call N/R 1,431
42   0.000%, 1/01/48, 144A   No Opt. Call N/R 1,410
42   0.000%, 1/01/49, 144A   No Opt. Call N/R 1,390
41   0.000%, 1/01/50, 144A   No Opt. Call N/R 1,361
45   0.000%, 1/01/51, 144A   No Opt. Call N/R 1,481
1,176   3.750%, 7/01/51, 144A   3/28 at 100.00 N/R 1,062,215
45   0.000%, 1/01/52, 144A   No Opt. Call N/R 1,462
44   0.000%, 1/01/53, 144A   No Opt. Call N/R 1,434
44   0.000%, 1/01/54, 144A   No Opt. Call N/R 1,415
43   0.000%, 1/01/55, 144A   No Opt. Call N/R 1,389
43   0.000%, 1/01/56, 144A   No Opt. Call N/R 1,362
42   0.000%, 1/01/57, 144A   No Opt. Call N/R 1,345
42   0.000%, 1/01/58, 144A   No Opt. Call N/R 1,319
42   0.000%, 1/01/59, 144A   No Opt. Call N/R 1,303
41   0.000%, 1/01/60, 144A   No Opt. Call N/R 1,288
41   0.000%, 1/01/61, 144A   No Opt. Call N/R 1,263
40   0.000%, 1/01/62, 144A   No Opt. Call N/R 1,248
40   0.000%, 1/01/63, 144A   No Opt. Call N/R 1,224
39   0.000%, 1/01/64, 144A   No Opt. Call N/R 1,209
39   0.000%, 1/01/65, 144A   No Opt. Call N/R 1,196
39   0.000%, 1/01/66, 144A   No Opt. Call N/R 1,172
501   0.000%, 1/01/67, 144A   No Opt. Call N/R 15,204
    Public Finance Authority, Wisconsin, Educational Revenue Bonds, Lake Norman Charter School, Series 2018A:        
6,000   5.000%, 6/15/38, 144A   6/26 at 100.00 BBB- 6,537,420
2,335   5.000%, 6/15/48, 144A   6/26 at 100.00 BBB- 2,529,342
4,100   University of Wisconsin Hospitals and Clinics Authority, Revenue Bonds, Refunding Series 2013A, 5.000%, 4/01/38   4/23 at 100.00 AA- 4,534,723
1,240   Wisconsin Health and Educational Facilities Authority, Revenue Bonds, Aurora Health Care, Inc, Series 2010A, 5.625%, 4/15/39 (Pre-refunded 4/15/20)   4/20 at 100.00 Aa3 (4) 1,278,886
6,775   Wisconsin Health and Educational Facilities Authority, Revenue Bonds, Aurora Health Care, Inc, Series 2012A, 5.000%, 7/15/25 (Pre-refunded 7/15/21)   7/21 at 100.00 Aa3 (4) 7,282,651
1,015   Wisconsin Health and Educational Facilities Authority, Revenue Bonds, Froedtert Health Inc Obligated Group, Series 2012A, 5.000%, 4/01/42   10/22 at 100.00 AA- 1,097,621
18,410   Wisconsin Health and Educational Facilities Authority, Revenue Bonds, Marshfield Clinic Health System, Inc, Series 2017C, 5.000%, 2/15/47   2/27 at 100.00 A- 20,799,802
50
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Wisconsin (continued)        
    Wisconsin Health and Educational Facilities Authority, Revenue Bonds, Marshfield Clinic, Series 2012B:        
$1,000   5.000%, 2/15/27   2/22 at 100.00 A- $1,078,040
1,000   5.000%, 2/15/28   2/22 at 100.00 A- 1,076,750
4,735   5.000%, 2/15/40   2/22 at 100.00 A- 5,032,926
2,000   Wisconsin Health and Educational Facilities Authority, Revenue Bonds, Marshfield Clinic, Series 2016B, 5.000%, 2/15/35   2/26 at 100.00 A- 2,297,720
7,625   Wisconsin Health and Educational Facilities Authority, Revenue Bonds, Mercy Alliance, Inc, Series 2012, 5.000%, 6/01/39   6/22 at 100.00 A3 8,148,837
1,165   Wisconsin Health and Educational Facilities Authority, Revenue Bonds, Meriter Hospital Inc, Series 1992A, 6.000%, 12/01/22  –  FGIC Insured   No Opt. Call A1 1,238,290
2,650   Wisconsin Health and Educational Facilities Authority, Revenue Bonds, Ministry Health Care, Inc, Refunding 2012C, 5.000%, 8/15/32 (Pre-refunded 8/15/22)   8/22 at 100.00 N/R (4) 2,951,013
1,000   Wisconsin Health and Educational Facilities Authority, Revenus Bonds, Gundersen Lutheran, Series 2011A, 5.250%, 10/15/39   10/21 at 100.00 A1 1,068,070
5,140   Wisconsin Health and Educational Facilities Authority, Wisconsin, Revenue Bonds, Ascension Health Alliance Senior Credit Group, Series 2016A, 4.000%, 11/15/34   5/26 at 100.00 Aa2 5,647,575
2,500   Wisconsin Health and Educational Facilities Authority, Wisconsin, Revenue Bonds, Aurora Health Care, Inc, Series 2013A, 5.125%, 4/15/31 (Pre-refunded 4/15/23)   4/23 at 100.00 Aa3 (4) 2,861,150
    Wisconsin Health and Educational Facilities Authority, Wisconsin, Revenue Bonds, Benevolent Corporation Cedar Community, Series 2017:        
1,110   5.000%, 6/01/37   6/25 at 103.00 N/R 1,194,404
955   5.000%, 6/01/41   6/25 at 103.00 N/R 1,020,274
    Wisconsin Health and Educational Facilities Authority, Wisconsin, Revenue Bonds, Franciscan Sisters of Christian Charity Sponsored Ministry, Series 2017A:        
1,000   5.000%, 9/01/30   9/27 at 100.00 BBB- 1,170,670
1,110   5.000%, 9/01/31   9/27 at 100.00 BBB- 1,289,565
1,100   5.000%, 9/01/32   9/27 at 100.00 BBB- 1,271,039
1,725   5.000%, 9/01/33   9/27 at 100.00 BBB- 1,983,250
1,775   5.000%, 9/01/34   9/27 at 100.00 BBB- 2,029,002
1,910   5.000%, 9/01/35   9/27 at 100.00 BBB- 2,171,670
2,065   5.000%, 9/01/36   9/27 at 100.00 BBB- 2,335,949
8,500   Wisconsin Health and Educational Facilities Authority, Wisconsin, Revenue Bonds, Marshfield Clinic, Series 2016A, 5.000%, 2/15/46   2/26 at 100.00 A- 9,512,435
5,000   Wisconsin Health and Educational Facilities Authority, Wisconsin, Revenue Bonds, Medical College of Wisconsin, Inc, Series 2016, 5.000%, 12/01/41   11/26 at 100.00 AA- 5,825,000
    Wisconsin Health and Educational Facilities Authority, Wisconsin, Revenue Bonds, Saint John's Communities Inc, Series 2018A:        
2,500   5.000%, 9/15/45   9/23 at 100.00 BBB- 2,618,150
5,455   5.000%, 9/15/50   9/23 at 100.00 BBB- 5,702,221
10,230   Wisconsin Health and Educational Facilities Authority, Wisconsin, Revenue Bonds, ThedaCare Inc, Series 2015, 5.000%, 12/15/44   12/24 at 100.00 A1 11,484,505
115,682   Total Wisconsin       126,174,534
51
NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2019
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Wyoming – 0.3% (0.2% of Total Investments)        
$9,625   Sweetwater County, Wyoming, Hospital Revenue Bonds, Memorial Hospital Project, Refunding Series 2013A, 5.000%, 9/01/37   9/23 at 100.00 BB+ $10,192,490
    Teton County Hospital District, Wyoming, Hospital Revenue Bonds, St John's Medical Center Project, Series 2011B:        
2,000   5.500%, 12/01/27   12/21 at 100.00 A- 2,146,580
1,000   6.000%, 12/01/36   12/21 at 100.00 A- 1,081,780
12,625   Total Wyoming       13,420,850
$6,296,842   Total Long-Term Investments (cost $5,710,432,658)       6,313,690,635
    Floating Rate Obligations – (2.3)%       (94,660,000)
    MuniFund Preferred Shares, net of deferred offering costs – (23.5)% (9)       (955,825,037)
    Variable Rate Demand Preferred Shares, net of deferred offering costs – (31.6)% (10)       (1,283,198,955)
    Other Assets Less Liabilities – 2.0%       82,597,068
    Net Assets Applicable to Common Shares – 100%       $4,062,603,711
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
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. A three-tier hierarchy 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 the reporting entity’s own 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 inputs or methodologies used for valuing securities are not an indication of the risks associated with investing in those securities. The following is a summary of the Fund’s fair value measurements as of the end of the reporting period:
  Level 1 Level 2 Level 3 Total
Long-Term Investments:        
Municipal Bonds $ — $6,313,690,635 $ — $6,313,690,635
52
(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) The ratings disclosed are the lowest of Standard & Poor’s Group (“Standard & Poor’s”), Moody’s Investors Service, Inc. (“Moody’s”) or Fitch, Inc. (“Fitch”) rating. 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) Investment, or portion of investment, has been pledged to collateralize the net payment obligations for investments in inverse floating rate transactions.  
(6) 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.  
(7) Defaulted security. A security whose issuer has failed to fully pay principal and/or interest when due, or is under the protection of bankruptcy.  
(8) Effective February 12, 2019, the par value of the original bonds was replaced with taxable and tax exempt Puerto Rico Sales Tax Financing Corporation (commonly known as COFINA) bond units that are collateralized by a bundle of zero and coupon paying bonds. The quantity shown represents units in a trust, which were assigned according to the original bond’s accreted value. These securities do not have a stated coupon interest rate and income will be recognized through accretion of the discount associated with the trust units. The factor at which these units accrete can also decrease, primarily for principal payments generated from coupon payments received or dispositions of the underlying bond collateral. The quantity of units will not change as a result of these principal payments.  
(9) MuniFund Preferred Shares, net of deferred offering costs as a percentage of Total Investments is 15.1%.  
(10) Variable Rate Demand Preferred Shares, net of deferred offering costs as a percentage of Total Investments is 20.3%.  
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.  
DD1 Portion of investment purchased on a delayed delivery basis.  
ETM Escrowed to maturity  
IF Inverse floating rate security issued by a tender option bond (“TOB”) trust, the interest rate on which varies inversely with the Securities Industry Financial Markets Association (SIFMA) short-term rate, which resets weekly, or a similar short-term rate, and is reduced by the expenses related to the TOB trust.  
PIK Payment-in-kind (“PIK”) security. Depending on the terms of the security, income may be received in the form of cash, securities, or a combination of both. The PIK rate shown, where applicable, represents the annualized rate of the last PIK payment made by the issuer as of the end of the reporting period.  
UB Underlying bond of an inverse floating rate trust reflected as a financing transaction.  
WI/DD Purchased on a when-issued or delayed delivery basis.  
53