NPORT-EX 2 NEA.htm
NEA
Nuveen AMT-Free Quality Municipal Income Fund
Portfolio of Investments    July 31, 2020
(Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    LONG-TERM INVESTMENTS – 153.9% (99.1% of Total Investments)        
    MUNICIPAL BONDS – 153.9% (99.1% of Total Investments)        
    Alabama – 1.2% (0.8% of Total Investments)        
    Birmingham Airport Authority, Alabama, Airport Revenue Bonds, Series 2020:        
$875   4.000%, 7/01/35  –  BAM Insured   7/30 at 100.00 A3 $1,036,508
1,000   4.000%, 7/01/37  –  BAM Insured   7/30 at 100.00 A3 1,175,150
975   4.000%, 7/01/40  –  BAM Insured   7/30 at 100.00 A3 1,135,622
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+ 4,790,047
23,175   Lower Alabama Gas District, Alabama, Gas Project Revenue Bonds, Series 2016A, 5.000%, 9/01/46   No Opt. Call A3 33,889,729
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 5,077,821
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 5,928,031
40,485   Total Alabama       53,032,908
    Alaska – 0.5% (0.3% of Total Investments)        
    Northern Tobacco Securitization Corporation, Alaska, Tobacco Settlement Asset-Backed Bonds, Series 2006A:        
17,040   5.000%, 6/01/32   8/20 at 100.00 B3 17,044,431
5,070   5.000%, 6/01/46   8/20 at 100.00 B3 5,071,318
22,110   Total Alaska       22,115,749
    Arizona – 1.6% (1.1% 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- 1,521,802
3,815   Arizona Board of Regents, Univeristy of Arizona, SPEED Revenue Bonds, Stimulus Plan for Economic and Educational Development, Refunding Series 2020A, 4.000%, 8/01/44   8/30 at 100.00 A+ 4,444,856
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- 1,192,875
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 8,364,038
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 1,574,094
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- 5,815,850
3,475   Phoenix Civic Improvement Corporation, Arizona, Airport Revenue Bonds, Junior Lien Series 2019A, 4.000%, 7/01/44   7/29 at 100.00 A 3,978,006
1

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2020
  (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 $10,175,577
10,000   5.500%, 7/01/40  –  FGIC Insured   No Opt. Call AA 16,020,900
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 3,759,990
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+ 15,452,833
53,965   Total Arizona       72,300,821
    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 (4)   8/20 at 100.00 N/R 5,080,864
    California – 10.5% (6.8% 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- 17,232,758
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 3,824,597
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 AA 15,864,922
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 3,076,468
    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 (5) 5,645,950
6,500   5.250%, 4/01/53 (Pre-refunded 4/01/23)   4/23 at 100.00 A1 (5) 7,382,895
10,000   Bay Area Toll Authority, California, Revenue Bonds, San Francisco Bay Area Toll Bridge, Series 2014F-1, 5.000%, 4/01/54 (Pre-refunded 4/01/24)   4/24 at 100.00 Aa3 (5) 11,748,700
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+ 6,521,200
    Burbank Unified School District, Los Angeles County, California, General Obligation Bonds, Series 2015A:        
2,250   0.000%, 8/01/32 (6)   2/25 at 100.00 A+ 2,290,927
1,350   0.000%, 8/01/33 (6)   2/25 at 100.00 A+ 1,368,644
160   California County Tobacco Securitization Agency, Tobacco Settlement Asset-Backed Bonds, Los Angeles County Securitization Corporation, Series 2020B-1, 5.000%, 6/01/49   6/30 at 100.00 BBB- 189,291
    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 3,183,846
5,890   0.000%, 10/01/24  –  NPFG Insured   No Opt. Call A2 5,694,452
7,615   0.000%, 10/01/25  –  NPFG Insured   No Opt. Call A2 7,261,892
1,350   0.000%, 10/01/39  –  NPFG Insured   No Opt. Call A2 875,921
2

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    California (continued)        
$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- (5) $3,545,384
    California Health Facilities Financing Authority, Revenue Bonds, Lucile Salter Packard Children's Hospital, Series 2012A:        
3,000   5.000%, 8/15/51 (UB) (7)   8/22 at 100.00 A+ 3,188,520
10,000   5.000%, 8/15/51   8/22 at 100.00 A+ 10,628,400
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- 586,445
1,710   California Health Facilities Financing Authority, Revenue Bonds, Scripps Health, Series 2012A, 5.000%, 11/15/40   11/21 at 100.00 Aa3 1,793,192
    California Health Facilities Financing Authority, Revenue Bonds, Stanford Hospitals and Clinics, Tender Option Bond Trust 2016-XG0049:        
485   9.244%, 8/15/51, 144A (IF) (7)   8/22 at 100.00 AA- 550,310
525   9.252%, 8/15/51, 144A (IF) (7)   8/22 at 100.00 AA- 595,760
1,285   9.252%, 8/15/51, 144A (IF) (7)   8/22 at 100.00 AA 1,458,192
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- 1,723,590
965   California Public Finance Authority, Revenue Bonds, Henry Mayo Newhall Hospital, Series 2017, 5.000%, 10/15/47   10/26 at 100.00 BBB- 1,064,096
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+ 3,302,989
5,000   California State, General Obligation Bonds, Refunding Various Purpose Series 2017, 4.000%, 8/01/36   8/26 at 100.00 AA- 5,831,900
5   California State, General Obligation Bonds, Series 2004, 5.000%, 4/01/31  –  AMBAC Insured   8/20 at 100.00 AA- 5,017
    California State, General Obligation Bonds, Various Purpose Series 2010:        
7,000   5.250%, 3/01/30   8/20 at 100.00 AA- 7,025,340
4,250   5.250%, 11/01/40   11/20 at 100.00 AA- 4,296,155
10,000   California State, General Obligation Bonds, Various Purpose Series 2011, 5.000%, 10/01/41   10/21 at 100.00 AA- 10,502,000
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- 10,169,998
    California Statewide Community Development Authority, Revenue Bonds, Daughters of Charity Health System, Series 2005A:        
3,895   5.750%, 7/01/30 (4), (8)   8/20 at 100.00 N/R 3,276,552
5,000   5.750%, 7/01/35 (4), (8)   8/20 at 100.00 N/R 4,206,100
6,000   5.500%, 7/01/39 (4), (8)   8/20 at 100.00 N/R 5,047,320
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 9,439,773
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 (5) 4,676,014
3,330   Contra Costa Community College District, Contra Costa County, California, General Obligation Bonds, Election of 2006, Series 2013, 5.000%, 8/01/38 (Pre-refunded 8/01/23)   8/23 at 100.00 AA+ (5) 3,811,918
3

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2020
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    California (continued)        
$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 $5,585,715
    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 Baa2 1,038,101
3,350   5.750%, 1/15/46   1/24 at 100.00 Baa2 3,745,166
8,350   6.000%, 1/15/49 (Pre-refunded 1/15/24)   1/24 at 100.00 Baa2 (5) 10,016,075
30,000   Foothill/Eastern Transportation Corridor Agency, California, Toll Road Revenue Bonds, Series 1995A, 0.000%, 1/01/21 (ETM)   No Opt. Call AA+ (5) 29,973,000
3,120   Fullerton Public Financing Authority, California, Tax Allocation Revenue Bonds, Series 2005, 5.000%, 9/01/27  –  AMBAC Insured   9/20 at 100.00 A 3,128,705
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 B- 10,336,400
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 8,331,256
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 10,396,181
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 4,065,754
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- 4,036,950
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 2,994,582
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 1,305,930
95   Los Angeles Department of Water and Power, California, Electric Plant Revenue Bonds, Second Series 1993, 4.750%, 10/15/20 (ETM)   8/20 at 100.00 N/R (5) 95,319
995   Los Angeles Department of Water and Power, California, Electric Plant Revenue Bonds, Series 1994, 5.375%, 2/15/34 (ETM)   8/20 at 100.00 N/R (5) 998,662
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 10,175,800
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 2,323,917
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 11,412,320
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+ 8,966,100
455   Mt Diablo Hospital District, California, Insured Hospital Revenue Bonds, Series 1993A, 5.125%, 12/01/23  –  AMBAC Insured (ETM)   No Opt. Call N/R (5) 493,070
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 11,045,940
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 (5) 3,779,293
2,500   Norwalk La Mirada Unified School District, Los Angeles County, California, General Obligation Bonds, Election 2002 Series 2005B, 0.000%, 8/01/29   No Opt. Call Aa3 2,245,325
4

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    California (continued)        
$3,255   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 $3,675,579
    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 (5) 2,064,723
1,745   5.000%, 8/15/34 (Pre-refunded 8/15/32)  –  NPFG Insured   8/32 at 100.00 N/R (5) 2,559,025
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 Aa3 898,130
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 (5) 5,069,150
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 BBB- 1,921,960
9,320   Palomar Pomerado Health, California, General Obligation Bonds, Series 2009A, 0.000%, 8/01/33  –  AGC Insured   No Opt. Call BBB- 7,290,477
2,850   Pomona, California, GNMA/FHLMC Collateralized Single Family Mortgage Revenue Refunding Bonds, Series 1990B, 7.500%, 8/01/23 (ETM)   No Opt. Call AA+ (5) 3,145,716
1,800   Rialto Unified School District, San Bernardino County, California, General Obligation Bonds, Series 2011A, 0.000%, 8/01/28   No Opt. Call Aa3 1,646,334
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 (5) 1,048,140
760   Riverside County Transportation Commission, California, Toll Revenue Senior Lien Bonds, Series 2013A, 5.750%, 6/01/44   6/23 at 100.00 BBB+ 832,641
2,830   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+ (5) 3,120,047
2,250   San Buenaventura, California, Revenue Bonds, Community Memorial Health System, Series 2011, 7.500%, 12/01/41   12/21 at 100.00 BB 2,381,355
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 4,397,200
    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 11,790,858
32,725   5.000%, 1/15/50   1/25 at 100.00 BBB 36,254,391
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 6,879,349
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+ 2,733,522
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 4,444,442
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+ 3,830,702
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 9,508,117
5

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2020
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    California (continued)        
    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 A3 $1,477,150
6,570   0.000%, 8/01/47   8/25 at 30.90 A3 1,826,132
1,305   Tobacco Securitization Authority of Northern California, Tobacco Settlement Asset-Backed Bonds, Series 2005A-1, 4.750%, 6/01/23   8/20 at 100.00 BBB 1,306,827
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 2,540,527
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 (5) 4,142,892
474,495   Total California       462,162,375
    Colorado – 10.9% (7.0% 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 1,387,836
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 512,625
    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 1,621,573
3,620   5.000%, 12/01/47, 144A   12/22 at 103.00 N/R 3,694,500
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 1,085,186
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- 1,337,488
115   Central Platte Valley Metropolitan District, Colorado, General Obligation Bonds, Refunding Series 2014, 5.000%, 12/01/43   12/23 at 100.00 BB 118,565
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 1,738,624
    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 N/R (5) 2,614,340
4,615   5.000%, 6/01/35 (Pre-refunded 6/01/27)   6/27 at 100.00 N/R (5) 6,017,545
7,205   5.000%, 6/01/36 (Pre-refunded 6/01/27)   6/27 at 100.00 N/R (5) 9,394,672
8,715   5.000%, 6/01/37 (Pre-refunded 6/01/27)   6/27 at 100.00 N/R (5) 11,363,576
4,105   5.000%, 6/01/42 (Pre-refunded 6/01/27)   6/27 at 100.00 N/R (5) 5,352,551
8,545   5.000%, 6/01/47 (Pre-refunded 6/01/27)   6/27 at 100.00 N/R (5) 11,141,911
5,235   Colorado Health Facilities Authority, Colorado, Revenue Bonds, AdventHealth Obligated Group, Series 2019A, 4.000%, 11/15/43   11/29 at 100.00 AA 6,075,375
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+ (5) 2,349,116
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+ (5) 5,593,450
6

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Colorado (continued)        
$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+ $5,538,850
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 3,059,882
24,365   Colorado Health Facilities Authority, Colorado, Revenue Bonds, CommonSpirit Health, Series 2019A-2, 4.000%, 8/01/49   8/29 at 100.00 BBB+ 27,101,677
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 N/R (5) 2,583,477
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 N/R (5) 1,154,280
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+ 858,248
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 Baa1 1,635,225
4,760   Colorado Health Facilities Authority, Colorado, Revenue Bonds, Parkview Medical Center, Series 2020A, 4.000%, 9/01/50   9/30 at 100.00 Baa1 5,270,129
1,000   Colorado Health Facilities Authority, Colorado, Revenue Bonds, Sanford Health, Series 2019A, 4.000%, 11/01/39   11/29 at 100.00 A+ 1,137,790
3,300   Colorado Health Facilities Authority, Colorado, Revenue Bonds, SCL Health System, Refunding Series 2019A, 4.000%, 1/01/37   1/30 at 100.00 AA- 3,766,686
4,880   Colorado Health Facilities Authority, Colorado, Revenue Bonds, SCL Health System, Refunding Series 2019B, 4.000%, 1/01/40   1/30 at 100.00 AA- 5,468,967
4,150   Colorado High Performance Transportation Enterprise, C-470 Express Lanes Revenue Bonds, Senior Lien Series 2017, 5.000%, 12/31/56   12/24 at 100.00 BBB 4,466,894
    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 2,003,602
2,660   5.875%, 12/01/46   12/23 at 103.00 N/R 2,799,969
    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+ 2,407,160
1,225   5.000%, 12/01/47   12/27 at 100.00 A+ 1,463,814
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+ 1,777,755
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 2,306,200
6,500   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 7,510,685
5,000   Colorado State, Certificates of Participation, Rural Series 2018A, 4.000%, 12/15/35   12/28 at 100.00 AA- 6,006,250
2,505   Colorado State, Certificates of Participation, Rural Series 2020A, 4.000%, 12/15/39   12/30 at 100.00 AA- 3,064,291
    Commerce City, Colorado, Sales and Use Tax Revenue Bonds, Series 2016:        
7,115   5.000%, 8/01/41   8/26 at 100.00 A1 8,656,678
1,000   5.000%, 8/01/46   8/26 at 100.00 A1 1,208,960
7

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2020
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Colorado (continued)        
$1,000   Copper Ridge Metropolitan District, Colorado Springs, Colorado, Tax Increment and Sales Tax Supported Revenue Bonds, Series 2019, 5.000%, 12/01/39   12/24 at 103.00 N/R $956,930
11,140   Denver City and County, Colorado, Airport System Revenue Bonds, Series 2012B, 5.000%, 11/15/37   11/22 at 100.00 A+ 11,975,277
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 14,205,996
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 3,066,575
    Denver Convention Center Hotel Authority, Colorado, Revenue Bonds, Convention Center Hotel, Refunding Senior Lien Series 2016:        
5,120   5.000%, 12/01/32   12/26 at 100.00 BBB- 5,543,680
2,935   5.000%, 12/01/35   12/26 at 100.00 BBB- 3,161,083
1,800   5.000%, 12/01/40   12/26 at 100.00 BBB- 1,923,282
365   Denver Urban Renewal Authority, Colorado, Tax Increment Revenue Bonds, 9th and Colorado Urban Redevelopement Area, Series 2018A, 5.250%, 12/01/39, 144A   12/23 at 103.00 N/R 373,245
13,920   E-470 Public Highway Authority, Colorado, Senior Revenue Bonds, Series 1997B, 0.000%, 9/01/21  –  NPFG Insured   No Opt. Call A 13,854,437
    E-470 Public Highway Authority, Colorado, Senior Revenue Bonds, Series 2000B:        
6,200   0.000%, 9/01/22  –  NPFG Insured   No Opt. Call A 6,122,934
45,540   0.000%, 9/01/30  –  NPFG Insured   No Opt. Call A 39,215,860
16,635   0.000%, 9/01/32  –  NPFG Insured   No Opt. Call A 13,513,442
49,250   0.000%, 9/01/33  –  NPFG Insured   No Opt. Call A 38,750,885
    E-470 Public Highway Authority, Colorado, Toll Revenue Bonds, Series 2004A:        
9,310   0.000%, 9/01/28  –  NPFG Insured   No Opt. Call A 8,422,385
2,900   0.000%, 9/01/34  –  NPFG Insured   No Opt. Call A 2,223,256
18,500   0.000%, 3/01/36  –  NPFG Insured   No Opt. Call A 13,467,815
    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 A 2,581,112
13,300   0.000%, 9/01/31  –  NPFG Insured   9/20 at 53.77 A 7,150,745
6,250   0.000%, 9/01/32  –  NPFG Insured   9/20 at 50.83 A 3,176,062
10,000   0.000%, 3/01/36  –  NPFG Insured   9/20 at 41.72 A 4,171,400
2,200   Eagle River Water and Sanitation District, Eagle County, Colorado, Enterprise Wastewater Revenue Bonds, Improvement Series 2020A, 4.000%, 12/01/49  –  AGM Insured   12/29 at 100.00 AA 2,625,128
2,000   Firestone, Colorado, Water Enterprise Revenue Bones, Series 2020, 4.000%, 12/01/45  –  BAM Insured   12/30 at 100.00 AA 2,394,740
1,755   Flying Horse Metropolitan District 2, El Paso County, Colorado, General Obligation Limited Tax Bonds, Refunding & Improvement Series 2020A, 4.000%, 12/01/50  –  AGM Insured   12/30 at 100.00 A2 2,057,544
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+ 1,173,830
1,000   Louisville, Boulder County, Colorado, General Obligation Bonds, Limited Tax, Series 2017, 4.000%, 12/01/36   12/26 at 100.00 AA+ 1,151,300
8

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Colorado (continued)        
$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 $1,126,848
1,224   Palisade Metropolitan District 2, Broomfield County, Colorado, General Obligation Limited Tax Bonds, Series 2016, 4.375%, 12/01/31   12/21 at 103.00 N/R 1,232,629
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 20,495,275
    Park Creek Metropolitan District, Colorado, Senior Limited Property Tax Supported Revenue Bonds, Series 2019A:        
3,040   4.000%, 12/01/37  –  AGM Insured   12/29 at 100.00 A 3,618,968
3,255   4.000%, 12/01/46  –  AGM Insured   12/29 at 100.00 A 3,745,919
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 (5) 2,690,688
    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 10,716,440
3,600   5.000%, 12/01/47   12/27 at 100.00 A2 4,369,860
    Regional Transportation District, Colorado, Denver Transit Partners Eagle P3 Project Private Activity Bonds, Series 2010:        
15,000   6.500%, 1/15/30   8/20 at 100.00 Baa3 15,032,400
4,150   6.000%, 1/15/41   8/20 at 100.00 Baa3 4,157,470
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 3,906,792
1,000   Triview Metropolitan District, El Paso County, Colorado, Water and Wastewater Enterprise Revenue Bonds, Green Series 2020, 3.250%, 12/01/45  –  BAM Insured   12/28 at 100.00 A3 1,057,030
4,000   University of Colorado Hospital Authority, Colorado, Revenue Bonds, Series 2012A, 5.000%, 11/15/42   11/22 at 100.00 Aa3 4,322,320
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 (5) 17,138,565
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 A2 2,829,800
5,000   Weld County School District 6, Greeley, Colorado, General Obligation Bonds, Series 2020, 5.000%, 12/01/44   12/29 at 100.00 AA 6,535,950
2,175   Weld County School District RE1, Colorado, General Obligation Bonds, Series 2017, 5.000%, 12/15/30   12/26 at 100.00 AA 2,727,189
482,674   Total Colorado       481,609,488
    Connecticut – 0.5% (0.4% 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- 1,879,449
2,000   Connecticut Health and Educational Facilities Authority, Revenue Bonds, McLean Affiliates, Series 2020A, 5.000%, 1/01/55, 144A   1/26 at 102.00 BB+ 2,090,520
9

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2020
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Connecticut (continued)        
$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- $8,008,750
    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 595,630
2,425   5.000%, 7/01/42   7/27 at 100.00 A3 2,833,176
7,075   Connecticut State, Special Tax Obligation Bonds, Transportation Infrastructure Purposes, Series 2020A, 5.000%, 5/01/40   5/30 at 100.00 A+ 9,067,745
20,815   Total Connecticut       24,475,270
    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 (Pre-refunded 10/01/20)   10/20 at 100.00 Aa2 (5) 1,007,690
3,350   Delaware Health Facilities Authority, Revenue Bonds, Nanticoke Memorial Hospital, Series 2013, 5.000%, 7/01/32 (Pre-refunded 7/01/23)   7/23 at 100.00 AA- (5) 3,799,302
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 1,168,120
9,070   Delaware Transportation Authority, Revenue Bonds, US 301 Project, Series 2015, 5.000%, 6/01/55   6/25 at 100.00 AA- 10,297,625
14,420   Total Delaware       16,272,737
    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- 1,203,175
107,000   District of Columbia Tobacco Settlement Corporation, Tobacco Settlement Asset-Backed Bonds, Series 2006A, 0.000%, 6/15/46   8/20 at 20.45 N/R 21,783,060
    District of Columbia, Revenue Bonds, Georgetown University, Refunding Series 2017:        
3,500   5.000%, 4/01/35   4/27 at 100.00 A- 4,123,000
60   5.000%, 4/01/36 (Pre-refunded 4/01/27)   4/27 at 100.00 N/R (5) 78,300
3,440   5.000%, 4/01/36   4/27 at 100.00 A- 4,039,661
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- (5) 15,633,285
1,195   Washington Metropolitan Area Transit Authority, District of Columbia, Dedicated Revenue Bonds, Series 2020A, 4.000%, 7/15/45   7/30 at 100.00 AA 1,427,403
131,595   Total District of Columbia       48,287,884
    Florida – 7.5% (4.8% 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 2,967,580
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 A1 (5) 11,599,940
2,830   City of Miami Beach, Florida, Stormwater Revenue Bonds, Series 2015, 5.000%, 9/01/41   9/25 at 100.00 AA- 3,375,907
3,010   Cocoa, Florida, Water and Sewer System Revenue Bonds, Refunding Series 2003, 5.500%, 10/01/23  –  AMBAC Insured   No Opt. Call AA 3,269,582
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 BB+ 3,736,291
10

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Florida (continued)        
$5,810   Collier County, Florida, Tourist Development Tax Revenue Bonds, Series 2018, 4.000%, 10/01/43   10/28 at 100.00 Aa3 $6,520,853
    Davie, Florida, Educational Facilities Revenue Bonds, Nova Southeastern University Project, Series 2013A:        
8,555   6.000%, 4/01/42 (Pre-refunded 4/01/23)   4/23 at 100.00 Baa1 (5) 9,822,937
4,280   5.625%, 4/01/43 (Pre-refunded 4/01/23)   4/23 at 100.00 Baa1 (5) 4,876,846
530   Florida Development Finance Corporation, Educational Facilities Revenue Bonds, Renaissance Charter School, Inc Projects, Series 2020C, 5.000%, 9/15/50, 144A   9/27 at 100.00 N/R 563,841
    Florida Municipal Loan Council, Revenue Bonds, Series 2000B:        
1,040   0.000%, 11/01/25  –  NPFG Insured   No Opt. Call Baa2 963,050
1,590   0.000%, 11/01/26  –  NPFG Insured   No Opt. Call Baa2 1,436,994
15,000   Hillsborough County Aviation Authority, Florida, Revenue Bonds, Tampa International Airport, Series 2018F, 5.000%, 10/01/48 (UB) (7)   10/28 at 100.00 AA- 18,278,400
    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+ 6,470,259
12,885   5.000%, 10/01/44   10/24 at 100.00 A+ 14,483,513
400   Jacksonville, Florida, Better Jacksonville Sales Tax Revenue Bonds, Refunding Series 2012, 5.000%, 10/01/30   10/22 at 100.00 A2 433,496
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 1,611,411
2,500   Lakeland, Florida, Hospital System Revenue Bonds, Lakeland Regional Health, Series 2015, 5.000%, 11/15/45   11/24 at 100.00 A2 2,805,450
    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 4,374,642
19,145   5.000%, 2/01/44  –  AGM Insured   2/24 at 100.00 A1 21,861,101
    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 BB+ 179,767
2,000   5.125%, 7/01/38   7/27 at 100.00 BB+ 1,666,860
5,035   5.125%, 7/01/46   7/27 at 100.00 BB+ 3,942,707
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 Aa3 (5) 1,234,068
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- 8,275,987
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- 20,101,990
10,000   Miami-Dade County Expressway Authority, Florida, Toll System Revenue Bonds, Series 2010A, 5.000%, 7/01/35   8/20 at 100.00 BBB+ 10,024,800
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- 1,363,549
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 1,130,050
11

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2020
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Florida (continued)        
$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 (5) $7,562,700
    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 (5) 3,023,310
2,500   5.000%, 10/01/27 (Pre-refunded 10/01/20)   10/20 at 100.00 A (5) 2,519,425
4,000   5.000%, 10/01/35  –  AGM Insured   10/20 at 100.00 A2 4,026,880
1,500   Miami-Dade County, Florida, Aviation Revenue Bonds, Refunding Series 2016A, 5.000%, 10/01/41   10/26 at 100.00 A 1,762,890
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 5,695,437
1,850   Miami-Dade County, Florida, Special Obligation Bonds, Refunding Subordinate Series 2012B, 5.000%, 10/01/37   10/22 at 100.00 A2 1,991,136
    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 5,946,215
3,000   5.000%, 7/01/42   7/22 at 100.00 A1 3,222,000
7,000   Miami-Dade County, Florida, Transit System Sales Surtax Revenue Bonds, Series 2018, 4.000%, 7/01/48   7/28 at 100.00 AA 7,964,740
5,770   Miami-Dade County, Florida, Water and Sewer System Revenue Bonds, Series 2013A, 5.000%, 10/01/42 (Pre-refunded 10/01/22)   10/22 at 100.00 A+ (5) 6,372,792
9,965   Miami-Dade County, Florida, Water and Sewer System Revenue Bonds, Series 2019B, 4.000%, 10/01/49   10/29 at 100.00 A+ 11,749,731
2,400   New Smyrna Beach Utilities Commission, Florida, Utility System Revenue Certificates, Refunding Series 2020, 4.000%, 10/01/49   4/30 at 100.00 Aa2 2,855,952
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 790,118
1,095   Osceola County, Florida, Transportation Revenue Bonds, Osceola Parkway, Refunding & Improvement Capital Appreciation Series 2019A-2, 0.000%, 10/01/32   10/29 at 91.18 BBB- 787,765
5,045   Osceola County, Florida, Transportation Revenue Bonds, Osceola Parkway, Refunding & Improvement Series 2019A-1, 5.000%, 10/01/49   10/29 at 100.00 BBB- 6,108,284
10,120   Palm Beach County Health Facilities Authority, Florida, Hospital Revenue Bonds, Baptist Health Systems of South Florida Obligated Group, Series 2019, 4.000%, 8/15/49   8/29 at 100.00 A1 11,434,487
4,680   Palm Beach County Health Facilities Authority, Florida, Retirement Communities Revenue Bonds, ACTS Retirement - Life Communities, Inc Obligated Group, Series 2016, 5.000%, 11/15/32   11/26 at 100.00 A- 5,468,533
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 272,766
1,385   Rivercrest Community Development District, Florida, Special Assessment Bonds, Series 2007, 5.000%, 5/01/30  –  RAAI Insured   8/20 at 100.00 A3 1,388,158
6,625   South Broward Hospital District, Florida, Hospital Revenue Bonds, Refunding Series 2015, 4.000%, 5/01/33   5/25 at 100.00 Aa3 7,383,364
12

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Florida (continued)        
    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 $5,438,734
12,325   5.000%, 8/15/47   8/27 at 100.00 A1 14,482,861
    Tampa Sports Authority, Hillsborough County, Florida, Sales Tax Payments Special Purpose Bonds, Stadium Project, Series 1995:        
145   5.750%, 10/01/20  –  NPFG Insured   No Opt. Call Baa2 146,205
2,785   5.750%, 10/01/25  –  NPFG Insured   No Opt. Call Baa2 3,186,068
3,300   Tampa, Florida, Health System Revenue Bonds, Baycare Health System, Series 2012A, 5.000%, 11/15/33   5/22 at 100.00 Aa2 3,526,941
4,000   Tampa, Florida, Health System Revenue Bonds, Baycare Health System, Series 2016A, 4.000%, 11/15/46   5/26 at 100.00 Aa2 4,457,400
    Tampa, Florida, Revenue Bonds, H Lee Moffitt Cancer Center and Research Institute, Series 2020B:        
345   4.000%, 7/01/39   7/30 at 100.00 A- 397,944
5,545   5.000%, 7/01/50   7/30 at 100.00 A- 6,897,148
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 (5) 10,600,340
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 A2 (5) 1,585,485
2,000   Volusia County Educational Facilities Authority, Florida, Revenue Bonds, Embry-Riddle Aeronautical University, Series 2015B, 5.000%, 10/15/45 (Pre-refunded 4/15/25)   4/25 at 100.00 A3 (5) 2,432,880
1,000   Volusia County Educational Facilities Authority, Florida, Revenue Bonds, Embry-Riddle Aeronautical University, Series 2020A, 4.000%, 10/15/39   10/29 at 100.00 A3 1,149,830
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- 8,387,974
294,370   Total Florida       328,388,364
    Georgia – 3.9% (2.5% of Total Investments)        
7,230   Atlanta, Georgia, Airport General Revenue Bonds, Refunding Series 2012B, 5.000%, 1/01/42   1/22 at 100.00 A+ 7,582,752
    Atlanta, Georgia, Water and Wastewater Revenue Bonds, Refunding Series 2015:        
3,400   5.000%, 11/01/33   5/25 at 100.00 AA- 4,056,506
2,040   5.000%, 11/01/35   5/25 at 100.00 AA- 2,424,132
5,000   Atlanta, Georgia, Water and Wastewater Revenue Bonds, Series 1999A, 5.500%, 11/01/22  –  FGIC Insured   No Opt. Call AA- 5,340,300
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 2,386,160
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 (5) 2,008,680
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 A1 6,671,743
13

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2020
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Georgia (continued)        
    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 $5,166,036
13,620   5.000%, 4/01/47   4/27 at 100.00 A 16,103,335
4,200   4.000%, 4/01/50   4/30 at 100.00 A 4,799,172
29,000   Fulton County Development Authority, Georgia, Revenue Bonds, Piedmont Healthcare, Inc Project, Series 2019A, 4.000%, 7/01/49   7/29 at 100.00 A1 32,726,210
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- 14,840,463
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- 9,062,175
3,565   Georgia Municipal Electric Authority, Plant Vogtle Units 3 & 4 Project M Bonds, Series 2019A, 5.000%, 1/01/63   7/28 at 100.00 BBB+ 4,231,120
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 12,063,480
1,350   Henry County Water and Sewerage Authority, Georgia, Revenue Bonds, Series 2005, 5.250%, 2/01/27  –  BHAC Insured   No Opt. Call AA+ 1,758,254
    Main Street Natural Gas Inc, Georgia, Gas Supply Revenue Bonds, Series 2019A:        
1,860   5.000%, 5/15/43   5/29 at 100.00 A3 2,229,173
8,000   5.000%, 5/15/49   No Opt. Call A3 11,856,080
7,905   Municipal Electric Authority of Georgia, Plant Vogtle Units 3 & 4 Project J Bonds, Series 2015A, 5.000%, 7/01/60   7/25 at 100.00 Baa2 8,861,900
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 8,926,916
7,000   Rockdale County Development Authority, Georgia, Revenue Bonds, Piedmont Healthcare, Inc Project, Series 2019A, 4.000%, 7/01/44   7/29 at 100.00 A1 7,952,630
2,615   Valdosta and Lowndes County Hospital Authority, Georgia, Revenue Certificates, South Georgia Medical Center Project, Series 2011B, 5.000%, 10/01/41 (Pre-refunded 10/01/21)   10/21 at 100.00 AA- (5) 2,759,191
150,160   Total Georgia       173,806,408
    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 Baa2 4,464,944
    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 283,973
    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- 2,193,429
2,540   Idaho Housing and Finance Association, GNMA Housing Revenue Refunding Bonds, Wedgewood Terrace Project, Series 2002A-1, 7.250%, 3/20/37   8/20 at 101.00 Aaa 2,577,084
4,650   Total Idaho       4,770,513
14

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Illinois – 19.2% (12.4% 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 $1,214,280
285   5.000%, 4/01/37  –  AGM Insured   4/28 at 100.00 A2 341,655
1,370   5.000%, 4/01/38  –  AGM Insured   4/28 at 100.00 A2 1,638,178
    Bolingbrook, Illinois, General Obligation Bonds, Refunding Series 2002B:        
4,595   0.000%, 1/01/32  –  FGIC Insured   No Opt. Call A2 3,721,031
4,000   0.000%, 1/01/34  –  FGIC Insured   No Opt. Call A2 3,041,680
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- 12,755,820
2,940   Chicago Board of Education, Illinois, General Obligation Bonds, Dedicated Revenues Series 2011A, 5.000%, 12/01/41   12/21 at 100.00 B1 2,972,810
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 BB- 5,504,850
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 BB- 7,541,001
11,450   Chicago Board of Education, Illinois, General Obligation Bonds, Dedicated Revenues, Series 2016A, 7.000%, 12/01/44   12/25 at 100.00 BB- 13,502,641
1,785   Chicago Board of Education, Illinois, General Obligation Bonds, Dedicated Revenues, Series 2016B, 6.500%, 12/01/46   12/26 at 100.00 BB- 2,094,644
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 BB- 29,106,911
    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 BB- 19,460,252
1,000   5.500%, 12/01/26  –  NPFG Insured   No Opt. Call BB- 1,117,950
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 3,613,015
5,785   Chicago Transit Authority, Illinois, Sales Tax Receipts Revenue Bonds, Series 2011, 5.250%, 12/01/40   12/21 at 100.00 A3 6,000,549
9,285   Chicago Transit Authority, Illinois, Sales Tax Receipts Revenue Bonds, Series 2014, 5.250%, 12/01/49   12/24 at 100.00 AA 10,174,410
13,100   Chicago, Illinois, General Airport Revenue Bonds, O'Hare International Airport, Third Lien Refunding Series 2010C, 5.250%, 1/01/35  –  AGC Insured   8/20 at 100.00 A2 13,149,518
    Chicago, Illinois, General Obligation Bonds, City Colleges, Series 1999:        
32,170   0.000%, 1/01/21  –  FGIC Insured   No Opt. Call BBB- 31,883,687
32,670   0.000%, 1/01/22  –  FGIC Insured   No Opt. Call BBB- 31,654,290
22,670   0.000%, 1/01/25  –  FGIC Insured   No Opt. Call BBB- 20,376,249
10,565   Chicago, Illinois, General Obligation Bonds, Project & Refunding Series 2017A, 6.000%, 1/01/38   1/27 at 100.00 BBB- 12,266,388
4,000   Chicago, Illinois, General Obligation Bonds, Series 2019A, 5.000%, 1/01/40   1/29 at 100.00 BBB- 4,398,680
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 (5) 5,335,150
15

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2020
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Illinois (continued)        
$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 $5,111,400
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+ 5,313,690
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 4,859,649
    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 2,565,833
3,615   0.000%, 12/01/20  –  NPFG Insured (ETM)   No Opt. Call N/R (5) 3,611,710
    Cook County, Illinois, General Obligation Bonds, Refunding Series 2010A:        
3,500   5.250%, 11/15/22   11/20 at 100.00 A2 3,541,860
12,425   5.250%, 11/15/33   11/20 at 100.00 A2 12,546,144
3,500   Evanston, Illinois, General Obligation Bonds, Corporate Purpose Series 2016A, 4.000%, 12/01/43   6/28 at 100.00 Aa2 3,993,850
    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 3,024,093
5,265   5.500%, 11/01/36   11/23 at 100.00 A 6,039,692
5,020   Illinois Finance Authority, Revenue Bonds, Advocate Health Care Network, Series 2012, 5.000%, 6/01/42 (Pre-refunded 6/01/22)   6/22 at 100.00 Aa3 (5) 5,451,017
    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 4,315,780
55   4.000%, 2/15/41 (Pre-refunded 2/15/27)   2/27 at 100.00 N/R (5) 67,511
1,200   4.000%, 2/15/41 (Pre-refunded 2/15/27)   2/27 at 100.00 N/R (5) 1,472,976
25,880   4.000%, 2/15/41   2/27 at 100.00 Aa2 29,066,863
1,000   5.000%, 2/15/41   2/27 at 100.00 Aa2 1,200,380
4,200   Illinois Finance Authority, Revenue Bonds, Centegra Health System, Series 2012, 5.000%, 9/01/38   9/22 at 100.00 AA+ 4,536,630
    Illinois Finance Authority, Revenue Bonds, Centegra Health System, Series 2014A:        
8,750   5.000%, 9/01/39   9/24 at 100.00 AA+ 9,930,900
11,030   5.000%, 9/01/42   9/24 at 100.00 AA+ 12,437,979
2,910   Illinois Finance Authority, Revenue Bonds, Ingalls Health System, Series 2013, 5.000%, 5/15/43 (Pre-refunded 5/15/22)   5/22 at 100.00 A1 (5) 3,134,768
16,165   Illinois Finance Authority, Revenue Bonds, Mercy Health Corporation, Series 2016, 5.000%, 12/01/40   6/26 at 100.00 A3 18,501,004
1,100   Illinois Finance Authority, Revenue Bonds, Northwestern Memorial Healthcare, Tender Option Bond Trust 2015-XF0076, 17.607%, 8/15/37, 144A (IF)   8/22 at 100.00 AA+ 1,384,152
13,540   Illinois Finance Authority, Revenue Bonds, OSF Healthcare System, Series 2015A, 5.000%, 11/15/45   11/25 at 100.00 A3 15,531,734
2,215   Illinois Finance Authority, Revenue Bonds, Rehabilitation Institute of Chicago, Series 2013A, 6.000%, 7/01/43   7/23 at 100.00 A- 2,475,750
16

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Illinois (continued)        
$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 BBB+ $4,625,825
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+ 6,381,636
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 8,428,091
    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- (5) 1,027,820
2,500   5.500%, 8/15/41 (Pre-refunded 2/15/21) (UB) (7)   2/21 at 100.00 AA- (5) 2,569,550
15,510   Illinois Finance Authority, Revenue Bonds, University of Chicago, Series 2012A, 5.000%, 10/01/51   10/21 at 100.00 AA- 16,209,191
    Illinois State, General Obligation Bonds, April Series 2014:        
2,500   5.000%, 4/01/31   4/24 at 100.00 BBB- 2,695,400
3,000   5.000%, 4/01/38   4/24 at 100.00 BBB- 3,188,070
    Illinois State, General Obligation Bonds, December Series 2017A:        
5,000   5.000%, 12/01/34   12/27 at 100.00 BBB- 5,616,450
1,175   5.000%, 12/01/35   12/27 at 100.00 BBB- 1,313,791
5,420   5.000%, 12/01/39   12/27 at 100.00 BBB- 5,993,165
1,600   Illinois State, General Obligation Bonds, February Series 2014, 5.250%, 2/01/32   2/24 at 100.00 BBB- 1,731,712
1,750   Illinois State, General Obligation Bonds, January Series 2016, 5.000%, 1/01/32   1/26 at 100.00 BBB- 1,935,203
3,565   Illinois State, General Obligation Bonds, June Series 2016, 5.000%, 6/01/26   No Opt. Call BBB- 4,052,300
    Illinois State, General Obligation Bonds, May Series 2018A:        
17,000   6.000%, 5/01/26   No Opt. Call BBB- 20,221,160
4,485   6.000%, 5/01/27   No Opt. Call BBB- 5,439,901
    Illinois State, General Obligation Bonds, May Series 2020:        
1,115   5.500%, 5/01/30   No Opt. Call BBB- 1,384,027
5,305   5.500%, 5/01/39   5/30 at 100.00 BBB- 6,329,289
2,515   Illinois State, General Obligation Bonds, November Series 2016, 5.000%, 11/01/23   No Opt. Call BBB- 2,732,397
9,710   Illinois State, General Obligation Bonds, October Series 2016, 5.000%, 2/01/27   No Opt. Call BBB- 11,133,971
10,000   Illinois State, General Obligation Bonds, Refunding Series 2010, 5.000%, 1/01/21  –  AGM Insured   8/20 at 100.00 BBB- 10,025,000
2,500   Illinois State, General Obligation Bonds, Series 2012A, 5.000%, 3/01/25   3/22 at 100.00 BBB- 2,606,675
2,035   Illinois State, General Obligation Bonds, Series 2013, 5.500%, 7/01/38   7/23 at 100.00 BBB- 2,172,708
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 5,443,919
    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 8,931,760
6,500   5.000%, 1/01/39   1/24 at 100.00 A1 7,247,890
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 11,672,604
17

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2020
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Illinois (continued)        
$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 $10,419,258
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 12,232,100
1,115   Illinois Toll Highway Authority, Toll Highway Revenue Bonds, Tender Option Bond Trust 2015-XF0051, 17.086%, 1/01/38, 144A (IF)   1/23 at 100.00 A1 1,482,393
11,050   Illinois, General Obligation Bonds, Illinois FIRST Program, Series 2001, 6.000%, 11/01/26  –  FGIC Insured   No Opt. Call BBB- 13,255,138
1,740   Lake County Community Unit School District 60, Waukegan, Illinois, General Obligation Refunding Bonds, Series 2001B, 0.000%, 11/01/21  –  AGM Insured   No Opt. Call A2 1,724,479
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 4,086,049
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 5,077,800
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 17,710,638
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 2,903,016
5,000   Metropolitan Pier and Exposition Authority, Illinois, McCormick Place Expansion Project Bonds, Refunding Series 2012B, 5.000%, 6/15/52   6/22 at 100.00 BB+ 5,096,000
2,350   Metropolitan Pier and Exposition Authority, Illinois, McCormick Place Expansion Project Bonds, Refunding Series 2020A, 5.000%, 6/15/50   12/29 at 100.00 BB+ 2,631,530
8,800   Metropolitan Pier and Exposition Authority, Illinois, McCormick Place Expansion Project Bonds, Series 2015A, 5.500%, 6/15/53   12/25 at 100.00 BB+ 9,461,848
4,750   Metropolitan Pier and Exposition Authority, Illinois, McCormick Place Expansion Project Bonds, Series 2017A, 5.000%, 6/15/57   12/27 at 100.00 BB+ 5,195,882
    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 BB+ 14,488,650
5,355   0.000%, 6/15/46  –  AGM Insured   No Opt. Call BB+ 2,264,255
    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 BB+ 16,436,611
5,010   0.000%, 12/15/21  –  NPFG Insured   No Opt. Call BB+ 4,856,494
23,920   0.000%, 12/15/22  –  NPFG Insured   No Opt. Call BB+ 22,631,190
13,350   0.000%, 12/15/24  –  NPFG Insured   No Opt. Call BB+ 11,998,446
    Metropolitan Pier and Exposition Authority, Illinois, Revenue Bonds, McCormick Place Expansion Project, Refunding Series 1998A:        
3,455   5.500%, 12/15/23  –  FGIC Insured (ETM)   No Opt. Call BB+ (5) 3,780,807
3,725   5.500%, 12/15/23  –  FGIC Insured   No Opt. Call BB+ 3,997,186
18

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Illinois (continued)        
    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 (5) $1,575,689
5,080   5.700%, 6/15/25   6/22 at 101.00 BB+ 5,471,719
8,000   5.750%, 6/15/26  –  NPFG Insured   6/22 at 101.00 BB+ 8,607,280
1,115   5.750%, 6/15/27   6/22 at 101.00 BB+ 1,197,789
4,610   5.750%, 6/15/27 (Pre-refunded 6/15/22)   6/22 at 101.00 N/R (5) 5,119,682
195   0.000%, 6/15/30 (ETM)   No Opt. Call N/R (5) 174,829
3,505   0.000%, 6/15/30   No Opt. Call BBB 2,601,832
28,000   0.000%, 12/15/35  –  AGM Insured   No Opt. Call BB+ 17,780,560
3,280   0.000%, 6/15/37  –  NPFG Insured   No Opt. Call BB+ 1,803,934
11,715   0.000%, 12/15/38  –  NPFG Insured   No Opt. Call BB+ 6,058,529
7,790   Metropolitan Pier and Exposition Authority, Illinois, Revenue Bonds, McCormick Place Hospitality Facility, Series 1996A, 7.000%, 7/01/26 (ETM)   No Opt. Call AA+ (5) 9,540,491
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 19,624,702
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 3,196,080
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 (5) 5,086,909
    Springfield, Illinois, Electric Revenue Bonds, Senior Lien Series 2015:        
2,250   5.000%, 3/01/29   3/25 at 100.00 A3 2,669,378
7,000   5.000%, 3/01/31   3/25 at 100.00 A3 8,266,720
2,000   University of Illinois, Health Services Facilities System Revenue Bonds, Series 2013, 6.250%, 10/01/38   10/23 at 100.00 Baa1 2,246,040
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 4,655,840
    Will County Community Unit School District 201U, Crete-Monee, Illinois, General Obligation Bonds, Capital Appreciation Series 2004:        
780   0.000%, 11/01/22  –  NPFG Insured (ETM)   No Opt. Call Baa2 (5) 771,833
2,550   0.000%, 11/01/22  –  NPFG Insured   No Opt. Call Baa2 2,511,750
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 (5) 1,938,244
830,865   Total Illinois       846,720,109
    Indiana – 3.0% (2.0% 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 Baa1 6,405,300
19

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2020
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Indiana (continued)        
    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 $5,303,400
5,420   5.000%, 5/01/42   5/23 at 100.00 A 5,896,797
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 11,624,000
    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 2,027,588
3,400   5.000%, 12/01/40   6/25 at 100.00 AA 3,851,452
8,630   Indiana Finance Authority, Revenue Bonds, Community Foundation of Northwest Indiana Obligated Group, Series 2012, 5.000%, 3/01/41 (Pre-refunded 3/01/22)   3/22 at 100.00 AA- (5) 9,283,895
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- (5) 2,539,450
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+ 13,078,340
5,000   Indiana Finance Authority, Wastewater Utility Revenue Bonds, CWA Authority Project, Series 2011B, 5.000%, 10/01/41   10/21 at 100.00 A1 5,234,800
5,000   Indiana Finance Authority, Wastewater Utility Revenue Bonds, CWA Authority Project, Series 2012A, 5.000%, 10/01/37   10/22 at 100.00 Aa3 5,447,500
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+ 15,246,410
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+ 6,099,262
1,960   Indiana Health Facility Financing Authority, Revenue Bonds, Ancilla Systems Inc Obligated Group, Series 1997, 5.250%, 7/01/22  –  NPFG Insured (ETM)   8/20 at 100.00 N/R (5) 1,966,468
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+ 16,747,275
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+ (5) 3,130,050
    Indianapolis Local Public Improvement Bond Bank, Indiana, Series 1999E:        
9,255   0.000%, 2/01/25  –  AMBAC Insured   No Opt. Call AA- 8,968,373
9,560   0.000%, 2/01/26  –  AMBAC Insured   No Opt. Call AA- 9,129,704
1,580   Zionsville Community Schools Building Corporation, Indiana, First Mortgage Bonds, Series 2005Z, 0.000%, 1/15/28  –  AGM Insured   No Opt. Call A2 1,463,349
121,625   Total Indiana       133,443,413
    Iowa – 2.0% (1.3% of Total Investments)        
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 16,914,886
2,310   Iowa Finance Authority, Iowa, Midwestern Disaster Area Revenue Bonds, Iowa Fertilizer Company Project, Series 2016, 5.875%, 12/01/26, 144A   8/20 at 104.00 B 2,404,340
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)   12/22 at 105.00 BB- 2,835,126
20

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Iowa (continued)        
$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+ $3,196,708
    Iowa Tobacco Settlement Authority, Asset Backed Settlement Revenue Bonds, Series 2005C:        
13,950   5.375%, 6/01/38   8/20 at 100.00 B- 14,141,673
12,830   5.500%, 6/01/42   8/20 at 100.00 B- 13,006,284
5,675   5.625%, 6/01/46   8/20 at 100.00 B- 5,752,975
16,100   Iowa Tobacco Settlement Authority, Tobacco Asset-Backed Revenue Bonds, Series 2005B, 5.600%, 6/01/34   8/20 at 100.00 B- 16,321,214
    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+ 5,529,174
5,990   5.000%, 12/01/41   12/26 at 100.00 BBB+ 6,979,308
83,460   Total Iowa       87,081,688
    Kansas – 0.4% (0.2% 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 2,143,240
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 3,211,380
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 4,433,858
5,270   Lawrence, Kansas, Hospital Revenue Bonds, Lawrence Memorial Hospital, Series 2018A, 5.000%, 7/01/43   7/28 at 100.00 A 6,278,836
13,970   Total Kansas       16,067,314
    Kentucky – 1.0% (0.6% 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 4,983,251
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 2,054,880
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+ 1,433,575
4,625   Kentucky Economic Development Finance Authority, Revenue Bonds, CommonSpirit Health, Series 2019A-2, 5.000%, 8/01/49   8/29 at 100.00 BBB+ 5,583,346
    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 5,101,100
8,610   0.000%, 7/01/46 (6)   7/31 at 100.00 Baa3 8,799,162
    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 2,790,193
430   6.000%, 7/01/53   7/23 at 100.00 Baa3 454,218
21

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2020
  (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- $4,778,854
    Louisville/Jefferson County Metro Government, Kentucky, Revenue Bonds, Catholic Health Initiatives, Series 2012A:        
2,980   5.000%, 12/01/35 (Pre-refunded 6/01/22)   6/22 at 100.00 BBB+ (5) 3,230,141
3,000   5.000%, 12/01/35   6/22 at 100.00 N/R 3,257,580
41,240   Total Kentucky       42,466,300
    Louisiana – 2.8% (1.8% of Total Investments)        
7,160   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 7,423,703
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 4,817,640
5,500   East Baton Rouge Sewerage Commission, Louisiana, Revenue Bonds, Refunding Series 2019A, 4.000%, 2/01/45   2/29 at 100.00 AA- 6,535,540
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 (5) 685,799
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 A1 2,254,939
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 (5) 5,042,400
    Louisiana Publc Facilities Authority, Lousiana, Revenue Bonds, Ochsner Clinic Foundation Project, Refunding Series 2017:        
4,000   5.000%, 5/15/42   5/27 at 100.00 A3 4,668,200
22,625   5.000%, 5/15/46   5/27 at 100.00 A3 26,231,877
2,000   Louisiana Public Facilities Authority, Hospital Revenue Bonds, Louisiana Children's Medical Center Hospital, Series 2020A, 4.000%, 6/01/50 (WI/DD, Settling 8/04/20)   6/30 at 100.00 A+ 2,278,420
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 1,854,194
    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 (5) 24,009
2,345   4.000%, 5/15/36   5/26 at 100.00 A3 2,566,227
20   5.000%, 5/15/47 (Pre-refunded 5/15/26)   5/26 at 100.00 N/R (5) 25,148
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 (5) 6,042,617
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 2,217,234
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 14,188,096
22

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Louisiana (continued)        
$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- $1,221,979
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- 13,525,320
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- 5,857,300
6,280   New Orleans, Louisiana, Sewerage Service Revenue Bonds, Refunding Series 2014, 5.000%, 6/01/44   6/24 at 100.00 BBB+ 7,129,496
1,355   Shreveport, Louisiana, Water and Sewer Revenue Bonds, Refunding Series 2015, 5.000%, 12/01/40   12/25 at 100.00 A- 1,590,607
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+ 5,995,250
108,870   Total Louisiana       122,175,995
    Maine – 0.5% (0.3% 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 7,352,100
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 6,879,033
    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+ 4,137,047
2,935   5.000%, 7/01/48   7/28 at 100.00 A+ 3,505,124
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 1,081,290
20,725   Total Maine       22,954,594
    Maryland – 1.2% (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 BB- 2,987,236
1,000   5.000%, 9/01/39   9/27 at 100.00 BB- 917,230
1,645   5.000%, 9/01/46   9/27 at 100.00 BB- 1,566,928
8,610   Baltimore, Maryland, Revenue Bonds, Water Projects, Subordinate Series 2017A, 5.000%, 7/01/41   1/27 at 100.00 A+ 10,295,838
275   Maryland Health and HIgher Educational Facilities Authority, Revenue Bonds, Frederick Health System Issue; Series 2020, 4.000%, 7/01/50   7/30 at 100.00 Baa1 307,376
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+ 1,039,680
3,500   Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, University of Maryland Medical System Issue, Series 2013A, 5.000%, 7/01/43 (Pre-refunded 7/01/22)   7/22 at 100.00 A- (5) 3,809,960
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- 4,443,640
17,000   Maryland Stadium Authority, Revenue Bonds, Baltimore City Public Schools Construction & Revitalization Program, Series 2018A, 5.000%, 5/01/42   5/28 at 100.00 AA- 20,871,240
23

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2020
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Maryland (continued)        
$2,000   Montgomery County, Maryland, Revenue Bonds, Trinity Health Credit Group, Series 2015, 5.000%, 12/01/44   6/25 at 100.00 AA- $2,298,100
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 B- 1,161,741
2,250   Rockville Mayor and Council, Maryland, Economic Development Revenue Bonds, Series 2017B, 5.000%, 11/01/47   11/24 at 103.00 B- 2,175,120
45,690   Total Maryland       51,874,089
    Massachusetts – 1.8% (1.1% of Total Investments)        
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 1,376,750
435   Massachusetts Development Finance Agency, Revenue Bonds, Atrius Health Issue, Series 2019A, 5.000%, 6/01/39   6/29 at 100.00 BBB 522,561
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 1,037,592
11,370   Massachusetts Development Finance Agency, Revenue Bonds, Boston University, Series 2016BB-1, 5.000%, 10/01/46   10/26 at 100.00 AA- 13,496,304
3,630   Massachusetts Development Finance Agency, Revenue Bonds, CareGroup Issue, Series 2018J-2, 5.000%, 7/01/53   7/28 at 100.00 A3 4,311,351
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 1,294,997
    Massachusetts Development Finance Agency, Revenue Bonds, Emerson College, Series 2015:        
2,070   4.500%, 1/01/45   1/25 at 100.00 Baa2 2,195,007
8,800   5.000%, 1/01/45   1/25 at 100.00 Baa2 9,595,256
2,700   Massachusetts Development Finance Agency, Revenue Bonds, Olin College, Series 2013E, 5.000%, 11/01/43   11/23 at 100.00 A2 2,975,616
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- 4,670,280
1,725   Massachusetts Development Finance Agency, Revenue Bonds, Wellforce Issue, Series 2019A, 5.000%, 7/01/44   1/29 at 100.00 BBB+ 2,008,728
    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 1,522,568
1,545   5.000%, 9/01/45   9/25 at 100.00 BBB 1,692,254
3,000   Massachusetts Development Finance Authority, Revenue Bonds, WGBH Educational Foundation, Series 2002A, 5.750%, 1/01/42  –  AMBAC Insured   No Opt. Call AA- 4,830,930
900   Massachusetts Port Authority, Special Facilities Revenue Bonds, ConRac Project, Series 2011A, 5.125%, 7/01/41 (Pre-refunded 7/01/21)   7/21 at 100.00 A3 (5) 940,455
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 7,590,074
7,500   Massachusetts School Building Authority, Dedicated Sales Tax Revenue Bonds, Tender Option Bond Trust 2016-XF2223, 9.266%, 8/15/24, 144A (IF)   8/22 at 100.00 AAA 8,943,975
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- 8,313,074
24

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Massachusetts (continued)        
$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 (5) $506,885
67,725   Total Massachusetts       77,824,657
    Michigan – 5.4% (3.5% of Total Investments)        
4,025   Caledonia Community Schools, Kent, Allegan and Barry Counties, Michigan, General Obligation Bonds, School Building & Site Series 2020I, 4.000%, 5/01/50   5/30 at 100.00 AA 4,840,868
5,335   Detroit Water and Sewerage Department, Michigan, Sewage Disposal System Revenue Bonds, Refunding Senior Lien Series 2012A, 5.250%, 7/01/39 (Pre-refunded 7/01/22)   7/22 at 100.00 A1 (5) 5,854,362
2,830   Detroit, Michigan, Senior Lien Sewerage Disposal System Revenue Bonds, Series 2001B, 5.500%, 7/01/29  –  NPFG Insured   No Opt. Call A2 3,634,003
10,000   Detroit, Michigan, Water Supply System Revenue Bonds, Senior Lien Series 2011A, 5.250%, 7/01/41 (Pre-refunded 7/01/21)   7/21 at 100.00 A1 (5) 10,465,600
3,500   Eastern Michigan University, General Revenue Bonds, Series 2018A, 4.000%, 3/01/44  –  AGM Insured   3/28 at 100.00 A2 3,932,390
    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 7,638,322
7,955   0.000%, 12/01/22   No Opt. Call AAA 7,904,088
8,260   0.000%, 12/01/23   No Opt. Call AAA 8,167,571
8,575   0.000%, 12/01/24   No Opt. Call AAA 8,407,187
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 A1 12,080,200
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 A1 32,888,789
    Hudsonville Public Schools, Ottawa and Allegan Counties, Michigan, General Obligation Bonds, School Building & Site Series 2020-I:        
2,040   4.000%, 5/01/45   5/30 at 100.00 AA 2,448,449
7,615   4.000%, 5/01/49   5/30 at 100.00 AA 9,093,452
10,405   Michigan Finance Authority, Hospital Revenue Bonds, Henry Ford Health System, Series 2019A, 4.000%, 11/15/50   11/29 at 100.00 A 11,800,311
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 A1 456,378
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 (Pre-refunded 7/01/22)   7/22 at 100.00 N/R (5) 1,419,054
    Michigan Finance Authority, Michigan, Revenue Bonds, Trinity Health Credit Group, Refunding Series 2016MI:        
100   5.000%, 12/01/45 (Pre-refunded 6/01/26)   6/26 at 100.00 N/R (5) 126,590
6,900   5.000%, 12/01/45   6/26 at 100.00 AA- 8,108,604
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- 14,416,279
5,035   Michigan Finance Authority, Michigan, Revenue Bonds, Trinity Health Credit Group, Refunding Series 2019A-MI, 4.000%, 12/01/49   12/29 at 100.00 AA- 5,774,490
25

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2020
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Michigan (continued)        
    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 (5) $37,207
9,965   5.000%, 12/01/39 (Pre-refunded 12/01/21)   12/21 at 100.00 AA- (5) 10,600,368
3,000   Michigan Finance Authority, Revenue Bonds, Trinity Health Credit Group, Refunding Series 2015MI, 5.000%, 12/01/31 (Pre-refunded 6/01/22)   6/22 at 100.00 AA- (5) 3,260,460
10,330   Michigan Hospital Finance Authority, Revenue Bonds, Ascension Health Senior Credit Group, Refunding & Project Series 2010F-6, 4.000%, 11/15/47   11/26 at 100.00 Aa2 11,632,820
1,315   Michigan Public Power Agency, AFEC Project Revenue Bonds, Series 2012A, 5.000%, 1/01/43   1/22 at 100.00 BBB+ 1,379,159
    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- 20,668,940
1,615   5.000%, 4/15/38   10/25 at 100.00 AA- 1,935,271
2,000   Michigan State Hospital Finance Authority, Revenue Bonds, Trinity Health Care Group, Series 2009C, 5.000%, 12/01/48 (Pre-refunded 6/01/22)   6/22 at 100.00 AA- (5) 2,175,560
4,575   Michigan Tobacco Settlement Finance Authority, Tobacco Settlement Asset-Backed Revenue Bonds, Series 2008A, 6.875%, 6/01/42   8/20 at 100.00 B2 4,596,548
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 6,038,945
5,780   Oakland University, Michigan, General Revenue Bonds, Series 2012, 5.000%, 3/01/42   3/22 at 100.00 A1 6,089,230
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- 2,535,192
5,000   Wayne State University, Michigan, General Revenue Bonds, Series 2018A, 5.000%, 11/15/43   11/28 at 100.00 A+ 6,110,250
210,025   Total Michigan       236,516,937
    Minnesota – 2.2% (1.4% 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+ 292,022
350   Chatfield, Minnesota, Healthcare and Housing Facilities Revenue Bonds, Chosen Valley Care Center Project, Refunding Series 2019, 4.000%, 9/01/39   9/26 at 102.00 N/R 286,643
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 3,917,771
    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 2,101,181
1,000   5.000%, 8/01/46, 144A   8/22 at 100.00 N/R 1,009,420
    Duluth Economic Development Authority, Minnesota, Health Care Facilities Revenue Bonds, Essentia Health Obligated Group, Series 2018A:        
3,750   5.000%, 2/15/48   2/28 at 100.00 A- 4,371,600
8,250   5.000%, 2/15/53   2/28 at 100.00 A- 9,591,367
5,240   5.250%, 2/15/53   2/28 at 100.00 A- 6,180,999
5,000   5.000%, 2/15/58   2/28 at 100.00 A- 5,777,950
26

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Minnesota (continued)        
$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 $11,297,993
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 3,242,428
    Minneapolis, Minnesota, Health Care System Revenue Bonds, Fairview Health Services, Series 2018A:        
2,530   4.000%, 11/15/48   11/28 at 100.00 A3 2,794,967
3,395   5.000%, 11/15/49   11/28 at 100.00 A3 4,044,396
    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 A+ 4,185,440
5,000   5.000%, 1/01/46   1/27 at 100.00 A+ 5,928,200
2,855   Rochester, Minnesota, Electric Utility Revenue Bonds, Refunding Series 2017A, 5.000%, 12/01/47   12/26 at 100.00 Aa3 3,435,793
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 4,506,480
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- 4,371,911
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 A 3,503,250
    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 A3 669,952
1,470   4.000%, 11/15/43   11/27 at 100.00 A3 1,622,292
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 852,482
    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 (5) 557,562
3,595   5.000%, 11/15/40 (Pre-refunded 11/15/25)   11/25 at 100.00 N/R (5) 4,475,236
5,315   5.000%, 11/15/44 (Pre-refunded 11/15/25)   11/25 at 100.00 N/R (5) 6,616,378
    Wayzata, Minnesota Senior Housing Revenue Bonds, Folkestone Senior Living Community, Refunding Series 2019:        
300   5.000%, 8/01/32   8/24 at 102.00 N/R 319,071
150   5.000%, 8/01/33   8/24 at 102.00 N/R 159,305
250   5.000%, 8/01/35   8/24 at 102.00 N/R 265,220
600   4.000%, 8/01/39   8/24 at 102.00 N/R 600,318
2,000   5.000%, 8/01/49   8/24 at 102.00 N/R 2,094,760
86,775   Total Minnesota       99,072,387
27

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2020
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    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 $12,891,705
    Missouri – 3.5% (2.3% 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 (Pre-refunded 10/01/22)   10/22 at 100.00 AA- (5) 2,855,055
    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 2,588,041
4,590   5.000%, 8/01/35   8/26 at 100.00 Ba1 5,053,636
640   4.000%, 8/01/38   8/26 at 100.00 Ba1 662,765
    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+ 3,302,900
1,000   5.000%, 10/01/47   10/27 at 100.00 BBB+ 1,139,610
    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 7,509,654
5,000   0.000%, 4/15/31  –  AMBAC Insured   No Opt. Call A1 4,195,400
    Kansas City, Missouri, Sanitary Sewer System Revenue Bonds, Improvement Series 2018A:        
2,475   4.000%, 1/01/38   1/28 at 100.00 AA 2,934,385
4,470   4.000%, 1/01/42   1/28 at 100.00 AA 5,250,239
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+ 1,585,062
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 1,693,104
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 12,548,175
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 3,973,446
14,000   Missouri Health and Educational Facilities Authority, Health Facilities Revenue Bonds, BJC Health System, Series 2017D, 4.000%, 1/01/58 (UB) (7)   1/28 at 100.00 AA 15,782,760
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 1,678,125
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 18,912,706
    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 4,671,297
4,220   4.000%, 11/15/49   5/29 at 100.00 A2 4,703,865
28

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Missouri (continued)        
    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- $2,672,924
3,000   5.000%, 11/15/47   11/27 at 100.00 AA- 3,586,140
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+ 3,261,780
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+ 11,015,300
    Missouri Health and Educational Facilities Authority, Revenue Bonds, Lutheran Senior Services Projects, Series 2014A:        
1,540   5.000%, 2/01/35   2/24 at 100.00 BBB 1,627,749
2,000   5.000%, 2/01/44   2/24 at 100.00 BBB 2,092,440
1,150   Missouri Health and Educational Facilities Authority, Revenue Bonds, Lutheran Senior Services Projects, Series 2016A, 5.000%, 2/01/46   2/26 at 100.00 BBB 1,228,396
700   Missouri Health and Educational Facilities Authority, Revenue Bonds, Lutheran Senior Services Projects, Series 2016B, 5.000%, 2/01/34   2/26 at 100.00 BBB 762,629
1,700   Missouri Health and Educational Facilities Authority, Revenue Bonds, Lutheran Senior Services Projects, Series 2019A, 5.000%, 2/01/42   2/24 at 104.00 BBB 1,841,593
    Missouri Health and Educational Facilities Authority, Revenue Bonds, Lutheran Senior Services Projects, Series 2019C:        
1,500   5.000%, 2/01/42   2/29 at 102.00 BBB 1,682,850
1,000   4.000%, 2/01/48   2/29 at 100.00 BBB 1,015,120
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 562,040
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 8,449,642
    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+ 1,935,865
2,535   5.000%, 12/01/32   12/25 at 100.00 AA+ 3,068,618
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+ 232,729
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+ 7,619,532
690   The Industrial Development Authority of the City of Saint Louis, Missouri, Development Financing Revenue Bonds, Ballpark Village Development Project, Series 2017A, 3.875%, 11/15/29   11/26 at 100.00 N/R 632,109
141,590   Total Missouri       154,327,681
    Montana – 0.4% (0.2% 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 1,464,395
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 3,910,599
29

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2020
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Montana (continued)        
$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 $5,720,028
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+ 3,049,792
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- 2,292,255
14,155   Total Montana       16,437,069
    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+ 2,829,600
1,200   Douglas County Hospital Authority 2, Nebraska, Health Facilities Revenue Bonds, Children's Hospital Obligated Group, Refunding Series 2020A, 4.000%, 11/15/39   11/30 at 100.00 A1 1,415,292
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 3,540,330
    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 3,990,805
1,400   5.000%, 11/01/48   11/25 at 100.00 A 1,593,354
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 (Pre-refunded 11/01/21)   11/21 at 100.00 A (5) 2,411,807
4,000   Lincoln, Nebraska, Electric System Revenue Bonds, Refunding Series 2012, 5.000%, 9/01/37 (Pre-refunded 9/01/22)   9/22 at 100.00 AA (5) 4,401,760
    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 2,589,804
2,000   5.000%, 7/01/30   7/27 at 100.00 BBB 2,398,600
    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 1,138,350
820   5.000%, 7/01/33   7/25 at 100.00 BBB 930,216
2,000   5.000%, 7/01/34   7/25 at 100.00 BBB 2,265,180
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 6,195,977
31,080   Total Nebraska       35,701,075
    Nevada – 2.5% (1.6% 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+ 6,955,364
4,000   Clark County School District, Nevada, General Obligation Bonds, Limited Tax Building Series 2018A, 4.000%, 6/15/37   6/28 at 100.00 A+ 4,608,640
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+ 9,264,328
30

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Nevada (continued)        
$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 $373,067
    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 2,394,300
1,525   4.000%, 9/01/27   9/26 at 100.00 N/R 1,580,525
2,660   4.000%, 9/01/29   9/26 at 100.00 N/R 2,724,904
2,920   4.000%, 9/01/30   9/26 at 100.00 N/R 2,974,867
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 10,336,100
    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 5,905,500
10,000   5.000%, 6/01/33   12/24 at 100.00 AA 11,773,600
6,620   5.000%, 6/01/39   12/24 at 100.00 AA 7,711,241
11,915   5.000%, 6/01/39 (UB) (7)   12/24 at 100.00 AA 13,879,069
    Las Vegas Valley Water District, Nevada, General Obligation Bonds, Tender Option Bond Trust 2015-XF0233:        
1,000   17.868%, 12/01/22, 144A (IF) (7)   No Opt. Call AA 1,659,370
3,995   17.958%, 12/01/22, 144A (IF) (7)   No Opt. Call AA 6,627,545
1,250   17.969%, 6/01/39, 144A (IF) (7)   12/24 at 100.00 AA 2,074,212
1,250   17.969%, 6/01/39, 144A (IF) (7)   12/24 at 100.00 AA 2,074,212
2,500   17.969%, 6/01/39, 144A (IF) (7)   12/24 at 100.00 AA 4,148,425
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 4,396,512
    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 (5) 412,123
530   5.000%, 7/01/32 (Pre-refunded 7/01/21)   7/21 at 100.00 N/R (5) 552,976
7,615   5.000%, 7/01/32 (Pre-refunded 7/01/21)   7/21 at 100.00 AA (5) 7,948,689
93,495   Total Nevada       110,375,569
    New Hampshire – 0.2% (0.1% of Total Investments)        
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 1,751,730
    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 1,338,825
2,935   5.000%, 8/01/37   2/28 at 100.00 A 3,514,985
1,110   New Hampshire Health and Education Facilities Authority, Revenue Bonds, Dartmouth-Hitchcock Obligated Group, Series 2020A, 5.000%, 8/01/59   No Opt. Call A 1,697,035
6,660   Total New Hampshire       8,302,575
31

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2020
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    New Jersey – 5.9% (3.8% 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+ $24,857,220
    New Jersey Economic Development Authority, School Facilities Construction Bonds, Series 2014UU:        
5,515   5.000%, 6/15/30   6/24 at 100.00 BBB+ 6,070,857
935   5.000%, 6/15/40 (Pre-refunded 6/15/24)   6/24 at 100.00 N/R (5) 1,108,845
4,065   5.000%, 6/15/40   6/24 at 100.00 BBB+ 4,418,818
1,000   New Jersey Economic Development Authority, School Facilities Construction Bonds, Series 2018EEE, 5.000%, 6/15/43   12/28 at 100.00 BBB+ 1,153,270
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+ 7,123,079
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+ 12,348,470
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 7,040,940
2,020   New Jersey Health Care Facilities Financing Authority, New Jersey, Revenue Bonds, Saint Peters University Hospital, Series 2007, 5.750%, 7/01/37   8/20 at 100.00 BB+ 2,026,201
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- 3,028,550
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 793,318
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 12,805,391
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- 780,965
    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 3,567,920
7,795   5.000%, 6/15/29   6/26 at 100.00 Baa1 9,091,542
    New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Capital Appreciation Series 2010A:        
5,000   0.000%, 12/15/26   No Opt. Call BBB+ 4,301,700
16,495   0.000%, 12/15/33   No Opt. Call BBB+ 10,975,608
    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+ 1,636,041
10,000   0.000%, 12/15/30  –  FGIC Insured   No Opt. Call BBB+ 7,587,700
38,000   0.000%, 12/15/33  –  AGM Insured   No Opt. Call BBB+ 26,443,060
45,000   0.000%, 12/15/35  –  AMBAC Insured   No Opt. Call BBB+ 28,189,350
10,000   0.000%, 12/15/36  –  AMBAC Insured   No Opt. Call BBB+ 5,999,800
5,000   New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series 2010D, 5.000%, 12/15/23   No Opt. Call BBB+ 5,606,250
2,310   New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series 2011B, 5.500%, 6/15/31   6/21 at 100.00 BBB+ 2,377,475
32

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    New Jersey (continued)        
$1,000   New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series 2012A, 5.000%, 6/15/42   6/22 at 100.00 BBB+ $1,045,460
7,500   New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series 2013AA, 5.500%, 6/15/39   6/23 at 100.00 BBB+ 8,143,350
5,000   New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series 2019A, 5.000%, 12/15/32   12/29 at 100.00 BBB+ 6,043,450
5,000   New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series 2019BB, 4.000%, 6/15/44   12/28 at 100.00 BBB+ 5,367,000
14,000   New Jersey Turnpike Authority, Revenue Bonds, Refunding Series 2005D-1, 5.250%, 1/01/26  –  AGM Insured   No Opt. Call A2 17,353,700
1,160   New Jersey Turnpike Authority, Revenue Bonds, Series 2017B, 4.000%, 1/01/34   1/28 at 100.00 A2 1,315,312
1,315   New Jersey Turnpike Authority, Revenue Bonds, Tender Option Bond Trust 2016-XF1057, 17.108%, 1/01/43, 144A (IF) (7)   7/22 at 100.00 A2 1,743,545
1,500   New Jersey Turnpike Authority, Turnpike Revenue Bonds, Series 2017G, 4.000%, 1/01/33   1/28 at 100.00 A2 1,707,330
3,000   Rahway Valley Sewerage Authority, New Jersey, Sewer Revenue Bonds, Series 2005A, 0.000%, 9/01/25  –  NPFG Insured   No Opt. Call Aa2 2,884,800
    Rutgers State University, New Jersey, Revenue Bonds, Refunding Series 2013L:        
2,000   5.000%, 5/01/38 (Pre-refunded 5/01/23)   5/23 at 100.00 A+ (5) 2,265,300
910   5.000%, 5/01/43 (Pre-refunded 5/01/23)   5/23 at 100.00 A+ (5) 1,030,712
    Tobacco Settlement Financing Corporation, New Jersey, Tobacco Settlement Asset-Backed Bonds, Series 2018A:        
10,355   5.000%, 6/01/46   6/28 at 100.00 BBB+ 12,095,986
4,710   5.250%, 6/01/46   6/28 at 100.00 BBB+ 5,584,741
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 BB+ 2,955,839
277,415   Total New Jersey       258,868,895
    New Mexico – 0.1% (0.1% of Total Investments)        
3,500   New Mexico Hospital Equipment Loan Council, Hospital Revenue Bonds, Presbyterian Healthcare Services, Series 2019A, 4.000%, 8/01/48   8/29 at 100.00 Aa3 4,042,220
    New York – 8.1% (5.2% 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 Ba1 2,223,620
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 3,088,200
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- 14,189,210
3,200   Dormitory Authority of the State of New York, Revenue Bonds, New York University, Series 2012A, 5.000%, 7/01/42 (Pre-refunded 7/01/22)   7/22 at 100.00 AA- (5) 3,494,336
4,000   Dormitory Authority of the State of New York, Revenue Bonds, New York University, Series 2013A, 5.000%, 7/01/43 (Pre-refunded 7/01/23)   7/23 at 100.00 AA- (5) 4,557,760
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- 1,179,270
33

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2020
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    New York (continued)        
    Dormitory Authority of the State of New York, State Personal Income Tax Revenue Bonds, General Purpose Series 2015B Group C:        
$5   5.000%, 2/15/36 (Pre-refunded 2/15/25)   2/25 at 100.00 N/R (5) $6,062
14,070   5.000%, 2/15/36   2/25 at 100.00 AA+ 16,532,672
12,500   Dormitory Authority of the State of New York, State Personal Income Tax Revenue Bonds, General Purpose, Series 2019A Bidding Group 2,3,4, 5.000%, 3/15/45   3/29 at 100.00 Aa1 15,767,750
    Dormitory Authority of the State of New York, State Personal Income Tax Revenue Bonds, General Purpose, Series 2019D:        
9,000   4.000%, 2/15/47   2/30 at 100.00 Aa1 10,551,330
10,915   5.000%, 2/15/48   2/30 at 100.00 Aa1 13,999,688
15,000   4.000%, 2/15/49   2/30 at 100.00 Aa1 17,546,100
    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 (5) 457,082
9,670   5.250%, 2/15/47   2/21 at 100.00 AA- 9,899,953
1,295   5.750%, 2/15/47   2/21 at 100.00 AA- 1,330,198
2,105   5.750%, 2/15/47 (Pre-refunded 2/15/21)   2/21 at 100.00 Aa2 (5) 2,167,729
10,000   Liberty Development Corporation, New York, Goldman Sachs Headquarter Revenue Bonds, Series 2005, 5.250%, 10/01/35   No Opt. Call BBB+ 14,124,700
    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 A2 1,138,883
780   5.000%, 9/01/44   9/24 at 100.00 A 898,318
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 6,297,950
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 (5) 7,501,292
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 16,267,834
3,500   Monroe County Industrial Development Corporation, New York, FHA Insured Mortgage Revenue Bonds, Unity Hospital of Rochestor Project, Series 2010, 5.750%, 8/15/30   2/21 at 100.00 AA 3,591,210
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- (5) 1,139,440
    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+ 721,985
1,390   5.375%, 6/15/43 (Pre-refunded 12/15/20)   12/20 at 100.00 N/R (5) 1,416,563
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+ 8,055,803
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+ 6,264,350
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 4,047,995
34

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    New York (continued)        
$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 $5,550,900
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 6,245,900
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 12,602,500
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 2,476,305
10,370   New York City, New York, General Obligation Bonds, Fiscal 2020 Series A-1, 4.000%, 8/01/40   8/29 at 100.00 AA 12,192,009
3,500   New York City, New York, General Obligation Bonds, Fiscal 2020 SeriesD-1, 4.000%, 3/01/44   3/30 at 100.00 AA 4,100,880
10   New York City, New York, General Obligation Bonds, Fiscal Series 1996J, 5.500%, 2/15/26   8/20 at 100.00 AA 10,041
5   New York City, New York, General Obligation Bonds, Fiscal Series 1997H, 6.125%, 8/01/25   8/20 at 100.00 AA 5,023
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 25,470,733
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 6,703,164
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, 13.438%, 6/15/26, 144A (IF) (7)   6/22 at 100.00 N/R 5,085,778
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- 11,617,600
    New York State Urban Development Corporation, State Personal Income Tax Revenue Bonds, General Purpose, Series 2020A:        
2,000   4.000%, 3/15/45   9/30 at 100.00 Aa1 2,362,300
13,595   4.000%, 3/15/49   9/30 at 100.00 Aa1 15,973,173
5,000   New York State Urban Development Corporation, State Personal Income Tax Revenue Bonds, Series 2020C, 4.000%, 3/15/49   9/30 at 100.00 Aa1 5,874,650
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 (5) 2,292,261
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 A+ 4,374,452
    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 8,611,047
3,710   6.000%, 12/01/42   12/20 at 100.00 BBB 3,736,712
9,950   Triborough Bridge and Tunnel Authority, New York, General Purpose Revenue Bonds, Refunding Bonds, Tender Option Bond Trust 2016-XL0003, 7.044%, 11/15/21, 144A (IF) (7)   No Opt. Call N/R 10,853,559
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- 5,795,300
35

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2020
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    New York (continued)        
    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+ $8,543,428
1,105   0.000%, 11/15/32   No Opt. Call A+ 853,436
5,000   TSASC Inc, New York, Tobacco Asset-Backed Bonds, Series 2006, 5.000%, 6/01/45   6/27 at 100.00 CCC+ 5,181,450
318,485   Total New York       354,969,884
    North Carolina – 8.7% (5.6% of Total Investments)        
    Board of Governors of the University of North Carolina, Winston-Salem State University General Revenue Bonds, Series 2013:        
2,950   5.000%, 4/01/33   4/22 at 100.00 BBB+ 3,088,945
1,000   5.125%, 4/01/43   4/22 at 100.00 BBB+ 1,042,390
1,145   Brunswick County, North Carolina, Enterprise System Revenue Bonds, Refunding Series 2012A, 5.000%, 4/01/25 (Pre-refunded 4/01/22)   4/22 at 100.00 AA- (5) 1,236,337
    Buncombe County, North Carolina, Limited Obligation Bonds, Refunding Series 2014A:        
1,085   5.000%, 6/01/33   6/24 at 100.00 AA+ 1,260,249
1,600   5.000%, 6/01/34   6/24 at 100.00 AA+ 1,855,792
4,645   Cape Fear Public Utility Authority, North Carolina, Water and Sewer System Revenue Bonds, Refunding Series 2019A, 4.000%, 8/01/44   8/29 at 100.00 AA+ 5,496,382
2,135   Cape Fear Public Utility Authority, North Carolina, Water & Sewer System Revenue Bonds, Refunding Series 2011, 5.000%, 8/01/31 (Pre-refunded 8/01/21)   8/21 at 100.00 AA+ (5) 2,235,815
    Catawba County, North Carolina, General Obligation Bonds, Limited Obligation Series 2014A:        
1,000   5.000%, 6/01/30   6/24 at 100.00 AA 1,171,860
730   5.000%, 6/01/31   6/24 at 100.00 AA 853,640
5,000   Charlotte, North Carolina, Airport Revenue Bonds, Charlotte Douglas International Refunding Series 2010A, 5.000%, 7/01/39   8/20 at 100.00 AA- 5,013,950
1,425   Charlotte, North Carolina, Airport Revenue Bonds, Charlotte Douglas International, Refunding Series 2011A, 5.000%, 7/01/41   7/21 at 100.00 AA- 1,469,816
    Charlotte, North Carolina, Airport Revenue Bonds, Charlotte Douglas International, Refunding Series 2014A:        
2,865   5.000%, 7/01/27   7/24 at 100.00 AA- 3,328,815
3,000   5.000%, 7/01/28   7/24 at 100.00 AA- 3,480,630
    Charlotte, North Carolina, Airport Revenue Bonds, Charlotte Douglas International, Refunding Series 2017A:        
1,365   5.000%, 7/01/42 (UB) (7)   7/27 at 100.00 Aa3 1,652,838
5,390   5.000%, 7/01/47 (UB) (7)   7/27 at 100.00 Aa3 6,479,157
2,405   Charlotte, North Carolina, Certificates of Participation, Transit Projects Phase 2, Refunding Series 2008A, 5.000%, 6/01/33   8/20 at 100.00 AA+ 2,412,912
2,045   Charlotte, North Carolina, Storm Water Fee Revenue Bonds, Refunding Series 2014, 5.000%, 12/01/39   12/24 at 100.00 AAA 2,398,192
3,555   Charlotte, North Carolina, Water and Sewer System Refunding Bonds, Tender Option Bond Trust 2016-XL0012, 13.328%, 7/01/38, 144A (IF) (7)   9/20 at 100.00 N/R 3,587,528
36

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    North Carolina (continued)        
    Charlotte, North Carolina, Water and Sewer System Revenue Bonds, Refunding Series 2015:        
$940   5.000%, 7/01/32   7/25 at 100.00 AAA $1,129,927
2,325   5.000%, 7/01/40   7/25 at 100.00 AAA 2,749,103
    Charlotte, North Carolina, Water and Sewer System Revenue Bonds, Refunding Series 2018:        
2,055   5.000%, 7/01/44   7/28 at 100.00 AAA 2,624,399
16,865   5.000%, 7/01/44 (UB) (7)   7/28 at 100.00 AAA 21,537,954
3,000   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- 3,047,850
5,250   Charlotte-Mecklenburg Hospital Authority, North Carolina, Health Care Revenue Bonds, DBA Carolinas HealthCare System, Refunding Series 2012A, 5.000%, 1/15/43   1/22 at 100.00 AA- 5,490,292
4,000   Charlotte-Mecklenburg Hospital Authority, North Carolina, Health Care Revenue Bonds, Doing Business as Atrium Health, Refunding Series 2018A, 5.000%, 1/15/36   1/29 at 100.00 AA- 5,077,040
2,085   Dare County, North Carolina, Installment Purchase Contract, Limited Obligation Series 2012B, 5.000%, 6/01/28 (Pre-refunded 6/01/22)   6/22 at 100.00 Aa3 (5) 2,268,021
    Dare County, North Carolina, Utilities System Revenue Bonds, Series 2011:        
3,860   5.000%, 2/01/36 (Pre-refunded 2/01/21)   2/21 at 100.00 AA (5) 3,943,260
1,250   5.000%, 2/01/41 (Pre-refunded 2/01/21)   2/21 at 100.00 AA (5) 1,276,963
835   Durham, North Carolina, General Obligation Bonds, Refunding Series 2015, 5.000%, 10/01/26   No Opt. Call AAA 1,070,128
8,600   Durham, North Carolina, Utility System Revenue Bonds, Refunding Series 2011, 5.000%, 6/01/41 (Pre-refunded 6/01/21)   6/21 at 100.00 Aa1 (5) 8,946,666
5,000   East Carolina University, North Carolina, General Revenue Bonds, Series 2014A, 5.000%, 10/01/41   10/23 at 100.00 AA- 5,600,100
2,310   East Carolina University, North Carolina, General Revenue Bonds, Series 2016A, 5.000%, 10/01/29   4/26 at 100.00 AA- 2,815,497
1,500   Fayetteville State University, North Carolina, Limited Obligation Revenue Bonds, Student Housing Project, Series 2011, 5.000%, 4/01/43  –  AGM Insured   4/21 at 100.00 A2 1,528,380
1,050   Forsyth County, North Carolina, General Obligation Bonds, Limited Obligation Series 2009, 5.000%, 4/01/30   8/20 at 100.00 AA+ 1,053,570
4,750   Greensboro, North Carolina, Combined Enterprise System Revenue Bonds, Series 2017A, 4.000%, 6/01/47   6/27 at 100.00 Aa1 5,481,785
2,000   Greensboro, North Carolina, Limited Obligation Bonds, Coliseum Complex Project, Series 2018A, 5.000%, 4/01/42   4/28 at 100.00 Aa2 2,521,300
500   Henderson County, North Carolina, Limited Obligation Bonds, Series 2015, 5.000%, 10/01/31   10/25 at 100.00 AA 602,410
485   Hillsborough, North Carolina, Special Assessement Revenue Bonds, Series 2013, 7.750%, 2/01/24   2/23 at 100.00 N/R 496,170
37

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2020
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    North Carolina (continued)        
    Jacksonville Public Facilities Corporation, North Carolina, Limited Obligation Bonds, Series 2012:        
$1,065   5.000%, 4/01/29 (Pre-refunded 4/01/22)   4/22 at 100.00 A+ (5) $1,149,955
1,165   5.000%, 4/01/30 (Pre-refunded 4/01/22)   4/22 at 100.00 A+ (5) 1,257,932
1,000   5.000%, 4/01/31 (Pre-refunded 4/01/22)   4/22 at 100.00 A+ (5) 1,079,770
200   5.000%, 4/01/32 (Pre-refunded 4/01/22)   4/22 at 100.00 A+ (5) 215,954
1,535   Mooresville, North Carolina, Enterprise System Revenue Bonds, Refunding Series 2012, 5.000%, 5/01/28   5/22 at 100.00 Aa2 1,660,793
4,295   Nash Health Care Systems, North Carolina, Health Care Facilities Revenue Bonds, Series 2012, 5.000%, 11/01/41   5/22 at 100.00 BBB 4,473,973
500   New Hanover County, North Carolina, Hospital Revenue Bonds, New Hanover Regional Medical Center, Refunding Series 2013, 5.000%, 10/01/26   10/23 at 100.00 A+ 561,175
6,140   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+ 7,258,892
1,800   North Carolina Agricultural and Technical State University, General Revenue Bonds, Refunding Series 2015A, 5.000%, 10/01/40   10/25 at 100.00 A1 2,048,688
    North Carolina Capital Facilities Finance Agency, Revenue Bonds, Davidson College, Series 2014:        
500   5.000%, 3/01/26   3/22 at 100.00 AA+ 537,825
250   5.000%, 3/01/28   3/22 at 100.00 AA+ 268,665
500   5.000%, 3/01/29   3/22 at 100.00 AA+ 536,835
500   5.000%, 3/01/32   3/22 at 100.00 AA+ 535,765
1,230   5.000%, 3/01/45   3/22 at 100.00 AA+ 1,309,729
3,900   North Carolina Capital Facilities Finance Agency, Revenue Bonds, Duke University Project, Refunding Series 2016B, 5.000%, 7/01/42   10/26 at 100.00 AA+ 4,818,723
    North Carolina Capital Facilities Finance Agency, Revenue Bonds, Duke University Project, Series 2015B:        
1,605   5.000%, 10/01/55 (Pre-refunded 10/01/25)   10/25 at 100.00 AA+ (5) 1,993,619
9,485   5.000%, 10/01/55 (Pre-refunded 10/01/25) (UB) (7)   10/25 at 100.00 AA+ (5) 11,781,603
    North Carolina Capital Facilities Finance Agency, Revenue Bonds, Johnson & Wales University, Series 2013A:        
1,560   5.000%, 4/01/32   4/23 at 100.00 Baa2 1,670,417
1,000   5.000%, 4/01/33   4/23 at 100.00 Baa2 1,068,580
5,000   North Carolina Capital Facilities Financing Agency, Educational Facility Revenue Bonds, Wake Forest University, Refunding Series 2016, 4.000%, 1/01/37   7/26 at 100.00 Aa3 5,692,600
2,500   North Carolina Capital Facilities Financing Agency, Educational Facility Revenue Bonds, Wake Forest University, Refunding Series 2018, 5.000%, 1/01/48   1/28 at 100.00 Aa3 3,090,825
5,000   North Carolina Capital Facilities Financing Agency, Solid Waste Disposal Revenue Bond, Duke Energy Carolinas Project, Refunding Series 2008B, 4.625%, 11/01/40   11/20 at 100.00 A 5,041,450
4,440   North Carolina Captial Facilities Finance Agency, Revenue Bonds, The Methodist Univerity, Series 2012, 5.000%, 3/01/34   3/22 at 100.00 BB 4,461,845
38

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    North Carolina (continued)        
    North Carolina Eastern Municipal Power Agency, Power System Revenue Bonds, Refunding Series 1993B:        
$100   6.000%, 1/01/22 (ETM)   No Opt. Call BBB+ (5) $108,197
180   6.000%, 1/01/22  –  FGIC Insured (ETM)   No Opt. Call Baa2 (5) 194,488
3,500   North Carolina Eastern Municipal Power Agency, Power System Revenue Bonds, Series 2012A, 5.000%, 1/01/25 (Pre-refunded 7/01/22)   7/22 at 100.00 N/R (5) 3,816,995
1,425   North Carolina Housing Finance Agency, Home Ownership Revenue Bonds, Series 2011-1, 4.500%, 1/01/28   1/21 at 100.00 AA 1,442,086
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 2,784,926
2,680   North Carolina Medical Care Commission, Health Care Facilities Revenue Bonds, Appalchian Regional HealthCare System, Series 2011A, 6.500%, 7/01/31 (Pre-refunded 7/01/21)   7/21 at 100.00 N/R (5) 2,829,598
2,375   North Carolina Medical Care Commission, Health Care Facilities Revenue Bonds, Cape Fear Valley Health System, Refunding Series 2012A, 5.000%, 10/01/27   10/22 at 100.00 A- 2,554,099
1,680   North Carolina Medical Care Commission, Health Care Facilities Revenue Bonds, Cleveland County Healthcare System, Refunding Series 2011A, 5.750%, 1/01/35 (Pre-refunded 1/01/21)   1/21 at 100.00 N/R (5) 1,717,682
2,690   North Carolina Medical Care Commission, Health Care Facilities Revenue Bonds, Deerfield Episcopal Retirement Community, Refunding First Mortgage Series 2016, 5.000%, 11/01/37   11/26 at 100.00 A 3,044,730
1,250   North Carolina Medical Care Commission, Health Care Facilities Revenue Bonds, Duke University Health System, Refunding Series 2016D, 5.000%, 6/01/29   6/26 at 100.00 AA 1,533,925
7,000   North Carolina Medical Care Commission, Health Care Facilities Revenue Bonds, Duke University Health System, Series 2012A, 5.000%, 6/01/42 (Pre-refunded 6/01/22)   6/22 at 100.00 AA (5) 7,621,180
    North Carolina Medical Care Commission, Health Care Facilities Revenue Bonds, Novant Health Inc, Series 2010A:        
4,750   5.250%, 11/01/40   11/20 at 100.00 AA- 4,791,373
2,500   4.750%, 11/01/43   11/20 at 100.00 AA- 2,517,625
5,000   5.000%, 11/01/43   11/20 at 100.00 AA- 5,039,350
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- 9,429,362
2,000   North Carolina Medical Care Commission, Health Care Facilities Revenue Bonds, Rex Healthcare, Series 2015A, 5.000%, 7/01/44   7/25 at 100.00 A2 2,266,980
3,000   North Carolina Medical Care Commission, Health Care Facilities Revenue Bonds, Wake Forest Baptist Obligated Group, Series 2012A, 5.000%, 12/01/45   12/22 at 100.00 A 3,202,890
    North Carolina Medical Care Commission, Health Care Facilities Revenue Bonds, WakeMed, Refunding Series 2012A:        
2,000   5.000%, 10/01/27   10/22 at 100.00 A2 2,162,400
6,800   5.000%, 10/01/31   10/22 at 100.00 A2 7,319,384
1,500   5.000%, 10/01/38   10/22 at 100.00 A2 1,601,925
2,930   North Carolina Medical Care Commission, Hospital Revenue Bonds, Southeastern Regional Medical Center, Refunding Series 2012, 5.000%, 6/01/32   6/22 at 100.00 BBB+ 3,091,736
39

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2020
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    North Carolina (continued)        
$450   North Carolina Medical Care Commission, Retirement Facilities First Mortgage Revenue Bonds, United Methodist Retirement Homes, Refunding Series 2013A, 5.000%, 10/01/33   10/23 at 100.00 N/R $466,448
500   North Carolina Medical Care Commission, Revenue Bonds, First Mortgage Galloway Ridge Project, Refunding Series 2019A, 5.000%, 1/01/39   1/27 at 103.00 N/R 521,325
    North Carolina Municipal Power Agency 1, Catawba Electric Revenue Bonds, Refunding Series 2015A:        
1,545   5.000%, 1/01/28   1/26 at 100.00 A 1,863,177
1,500   5.000%, 1/01/32   1/26 at 100.00 A 1,784,805
760   North Carolina Municipal Power Agency 1, Catawba Electric Revenue Bonds, Refunding Series 2016A, 5.000%, 1/01/30   7/26 at 100.00 A 924,745
2,020   North Carolina State University at Raleigh, General Revenue Bonds, Series 2013A, 5.000%, 10/01/42 (Pre-refunded 10/01/23)   10/23 at 100.00 AA (5) 2,323,727
5,000   North Carolina State, Limited Obligation Bonds, Refunding Series 2014C, 5.000%, 5/01/25   5/24 at 100.00 AA+ 5,867,050
    North Carolina State, Limited Obligation Bonds, Refunding Series 2017B:        
2,000   5.000%, 5/01/29 (UB) (7)   5/27 at 100.00 AA+ 2,570,820
4,000   5.000%, 5/01/30 (UB) (7)   5/27 at 100.00 AA+ 5,117,160
8,065   North Carolina Turnpike Authority, Monroe Connector System State Appropriation Bonds, Series 2011, 5.000%, 7/01/41   7/21 at 100.00 AA+ 8,348,404
    North Carolina Turnpike Authority, Monroe Expressway Toll Revenue Bonds, Capital Appreciation Series 2017C:        
835   0.000%, 7/01/28   7/26 at 91.99 Baa3 652,653
800   0.000%, 7/01/30   7/26 at 83.69 Baa3 564,584
850   0.000%, 7/01/31   7/26 at 79.58 Baa3 567,239
2,400   0.000%, 7/01/33   7/26 at 71.99 Baa3 1,434,552
3,160   0.000%, 7/01/36   7/26 at 61.63 Baa3 1,600,603
3,100   0.000%, 7/01/37   7/26 at 58.52 Baa3 1,485,830
1,900   0.000%, 7/01/40   7/26 at 50.36 Baa3 777,461
400   North Carolina Turnpike Authority, Monroe Expressway Toll Revenue Bonds, Series 2017A, 5.000%, 7/01/47   7/26 at 100.00 Baa3 437,384
1,000   North Carolina Turnpike Authority, Triangle Expressway System Revenue Bonds, Refunding Series 2018, 5.000%, 1/01/40   1/29 at 100.00 BBB 1,207,120
2,200   North Carolina Turnpike Authority, Triangle Expressway System Revenue Bonds, Refunding Senior Lien Series 2017, 5.000%, 1/01/39  –  AGM Insured   1/27 at 100.00 BBB 2,607,484
    North Carolina Turnpike Authority, Triangle Expressway System Revenue Bonds, Senior Lien Series 2009B:        
150   0.000%, 1/01/31  –  AGC Insured   No Opt. Call BBB 120,504
4,375   0.000%, 1/01/33  –  AGC Insured   No Opt. Call BBB 3,276,263
2,300   0.000%, 1/01/34  –  AGC Insured   No Opt. Call BBB 1,658,622
2,380   0.000%, 1/01/35  –  AGC Insured   No Opt. Call BBB 1,657,860
7,575   0.000%, 1/01/37  –  AGC Insured   No Opt. Call BBB 4,903,525
1,470   0.000%, 1/01/38  –  AGC Insured   No Opt. Call BBB 918,809
40

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    North Carolina (continued)        
$3,040   Oak Island, North Carolina, Enterprise System Revenue Bonds, Refunding Series 2015, 5.000%, 6/01/33   6/25 at 100.00 A2 $3,585,163
    Orange County Public Facilities Company, North Carolina, Limited Obligation Bonds, Refunding Series 2017:        
200   5.000%, 10/01/27   No Opt. Call AA+ 261,436
150   5.000%, 10/01/28   10/27 at 100.00 AA+ 195,449
400   5.000%, 10/01/30   10/27 at 100.00 AA+ 516,788
    Raleigh, North Carolina, Combined Enterprise System Revenue Bonds, Refunding Series 2012A:        
550   5.000%, 3/01/30 (Pre-refunded 3/01/22)   3/22 at 100.00 AAA 592,130
1,600   5.000%, 3/01/31 (Pre-refunded 3/01/22)   3/22 at 100.00 AAA 1,722,560
    Raleigh, North Carolina, Combined Enterprise System Revenue Bonds, Refunding Series 2013A:        
5,000   5.000%, 3/01/28 (Pre-refunded 3/01/23)   3/23 at 100.00 AAA 5,623,000
3,785   5.000%, 3/01/43 (Pre-refunded 3/01/23)   3/23 at 100.00 AAA 4,256,611
5,000   Raleigh, North Carolina, Combined Enterprise System Revenue Bonds, Refunding Series 2016A, 4.000%, 3/01/46   3/27 at 100.00 AAA 5,745,650
1,000   Raleigh, North Carolina, General Obligation Bonds, Refunding Series 2016A, 5.000%, 9/01/26   No Opt. Call AAA 1,278,310
1,000   Raleigh, North Carolina, Limited Obligation Bonds, Series 2013, 5.000%, 10/01/33 (Pre-refunded 10/01/23)   10/23 at 100.00 AA+ (5) 1,150,360
    Raleigh, North Carolina, Limited Obligation Bonds, Series 2014A:        
1,195   5.000%, 10/01/25   10/24 at 100.00 AA+ 1,422,958
1,305   5.000%, 10/01/26   10/24 at 100.00 AA+ 1,545,146
650   Rocky Mount, North Carolina, Special Obligation Bonds, Series 2016, 5.000%, 5/01/30   5/26 at 100.00 AA- 802,302
    Sampson County, North Carolina, Limited Obligaiton Bonds, Refunding Series 2017:        
300   5.000%, 9/01/32   9/27 at 100.00 A 378,063
1,250   4.000%, 9/01/35   9/27 at 100.00 A 1,466,163
1,265   4.000%, 9/01/36   9/27 at 100.00 A 1,478,874
1,000   4.000%, 9/01/37   9/27 at 100.00 A 1,166,100
1,100   Union County, North Carolina, Enterprise System Revenue Bonds, Series 2019A, 4.000%, 6/01/44   6/29 at 100.00 AA 1,298,759
    University of North Carolina, Chapel Hill, Revenue Bonds, Hospital System, Series 2019:        
1,360   5.000%, 2/01/45   No Opt. Call Aa3 2,109,387
840   5.000%, 2/01/49   No Opt. Call Aa3 1,342,958
800   University of North Carolina, Charlotte, General Revenue Bonds, Refunding Series 2015, 5.000%, 4/01/45   4/25 at 100.00 A+ 921,520
170   University of North Carolina, Charlotte, General Revenue Bonds, Refunding Series 2017A, 5.000%, 10/01/31   10/27 at 100.00 A+ 212,799
41

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2020
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    North Carolina (continued)        
    University of North Carolina, Charlotte, General Revenue Bonds, Series 2014:        
$2,070   5.000%, 4/01/32   4/24 at 100.00 A+ $2,342,640
1,175   5.000%, 4/01/33   4/24 at 100.00 A+ 1,323,802
1,385   5.000%, 4/01/35   4/24 at 100.00 A+ 1,552,751
4,735   University of North Carolina, Charlotte, General Revenue Bonds, Series 2017, 5.000%, 10/01/42   10/27 at 100.00 A+ 5,775,516
1,415   University of North Carolina, Greensboro, General Revenue Bonds, Refunding Series 2017, 5.000%, 4/01/31   4/28 at 100.00 A+ 1,799,724
    University of North Carolina, Greensboro, General Revenue Bonds, Series 2014:        
1,000   5.000%, 4/01/32   4/24 at 100.00 A+ 1,141,340
3,065   5.000%, 4/01/39   4/24 at 100.00 A+ 3,456,707
4,765   University of North Carolina, Greensboro, General Revenue Bonds, Series 2018, 5.000%, 4/01/43   4/28 at 100.00 A+ 5,875,102
    University of North Carolina, Wilmington, General Revenue Bonds, Refunding Series 2019B:        
1,000   4.000%, 10/01/39   10/29 at 100.00 Aa3 1,197,030
1,500   4.000%, 10/01/44   10/29 at 100.00 Aa3 1,770,645
1,845   4.000%, 10/01/49   10/29 at 100.00 Aa3 2,163,576
1,250   Western Carolina University, North Carolina, General Revenue Bonds, Refunding Series 2015A, 5.000%, 10/01/45   10/25 at 100.00 Aa3 1,458,638
350,425   Total North Carolina       381,500,718
    North Dakota – 1.1% (0.7% 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 (5) 5,461,406
    Fargo, North Dakota, Health System Revenue Bonds, Sanford Health, Refunding Series 2011:        
1,500   6.000%, 11/01/28   11/21 at 100.00 A+ 1,589,700
3,910   6.250%, 11/01/31   11/21 at 100.00 A+ 4,144,913
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 1,044,272
    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 1,130,980
8,525   5.000%, 12/01/42   12/27 at 100.00 Baa2 9,538,367
7,070   4.000%, 12/01/47   12/27 at 100.00 Baa2 7,515,905
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 916,047
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 531,290
    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- 12,350,532
2,610   5.000%, 6/01/48   6/28 at 100.00 BBB- 2,893,107
42

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    North Dakota (continued)        
$1,420   Williston, North Dakota, Multifamily Housing Revenue Bonds, Eagle Crest Apartments LLC Project, Series 2013, 7.750%, 9/01/38 (4)   9/23 at 100.00 N/R $624,800
44,595   Total North Dakota       47,741,319
    Ohio – 7.3% (4.7% 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 3,492,660
8,255   5.250%, 11/15/46   11/26 at 100.00 Baa2 9,477,978
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 337,469
    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 A+ 895,896
650   5.000%, 5/01/33   5/22 at 100.00 A+ 691,964
800   5.000%, 5/01/42   5/22 at 100.00 A+ 846,352
11,440   Allen County, Ohio, Hospital Facilities Revenue Bonds, Mercy Health, Refunding & Improvement Series 2015A, 5.000%, 11/01/43   11/24 at 100.00 A+ 12,880,182
8,655   Allen County, Ohio, Hospital Facilities Revenue Bonds, Mercy Health, Series 2017A, 4.000%, 8/01/38   2/28 at 100.00 A+ 9,905,561
2,750   Bowling Green State University, Ohio, General Receipts Bonds, Series 2017B, 5.000%, 6/01/42   6/27 at 100.00 A+ 3,286,635
25,315   Buckeye Tobacco Settlement Financing Authority, Ohio, Tobacco Settlement Asset-Backed Revenue Bonds, Refunding Senior Lien Capital Appreciation Series 2020B-3 Class 2, 0.000%, 6/01/57   6/30 at 22.36 N/R 3,666,371
990   Buckeye Tobacco Settlement Financing Authority, Ohio, Tobacco Settlement Asset-Backed Revenue Bonds, Refunding Senior Lien Series 2020A-2 Class 1, 4.000%, 6/01/48   6/30 at 100.00 BBB+ 1,108,553
42,115   Buckeye Tobacco Settlement Financing Authority, Ohio, Tobacco Settlement Asset-Backed Revenue Bonds, Refunding Senior Lien Series 2020B-2 Class 2, 5.000%, 6/01/55   6/30 at 100.00 N/R 46,484,431
14,570   Buckeye Tobacco Settlement Financing Authority, Ohio, Tobacco Settlement Asset-Backed Revenue Bonds, Senior Lien Series 2007A-3, 6.250%, 6/01/37 (Pre-refunded 6/01/22)   6/22 at 100.00 N/R (5) 16,183,482
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 A3 (5) 6,074,040
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 5,783,550
    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 7,819,232
10,480   5.000%, 12/01/51 (Pre-refunded 6/01/23)   6/23 at 100.00 N/R (5) 11,912,302
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 5,878,958
43

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2020
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Ohio (continued)        
$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 Ba2 $6,256,243
12,500   Franklin County, Ohio, Hospital Facilities Revenue Bonds, OhioHealth Corporation, Series 2018C, 0.070%, 5/15/53 (Mandatory Put 9/16/20)   9/20 at 100.00 Aa2 12,500,000
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 1,545,355
6,345   Franklin County, Ohio, Hospital Revenue Bonds, OhioHealth Corporation, Series 2011A, 5.000%, 11/15/41 (Pre-refunded 11/15/21)   11/21 at 100.00 Aa2 (5) 6,735,979
    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- 1,559,070
1,120   5.000%, 1/01/52   1/27 at 100.00 BBB- 1,157,755
    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- 3,542,820
6,000   5.000%, 1/01/51   1/26 at 100.00 BBB- 6,177,180
    JobsOhio Beverage System, Ohio, Statewide Liquor Profits Revenue Bonds, Senior Lien Series 2013A:        
6,920   5.000%, 1/01/38 (Pre-refunded 1/01/23)   1/23 at 100.00 Aa3 (5) 7,726,526
14,850   5.000%, 1/01/38 (Pre-refunded 1/01/23) (UB) (7)   1/23 at 100.00 Aa3 (5) 16,580,767
    JobsOhio Beverage System, Ohio, Statewide Senior Lien Liquor Profits Revenue Bonds, Tender Option Bond Trust 2016-XG0052:        
875   17.565%, 1/01/38 (Pre-refunded 1/01/23), 144A (IF) (7)   1/23 at 100.00 AA+ (5) 1,282,916
1,050   17.565%, 1/01/38 (Pre-refunded 1/01/23), 144A (IF) (7)   1/23 at 100.00 Aa3 (5) 1,539,500
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 Baa3 (5) 2,475,893
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 6,085,700
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 8,373,180
21,000   Northeast Ohio Regional Sewer District, Wastewater Improvement Revenue Bonds, Refunding & Improvement Series 2014, 5.000%, 11/15/49 (Pre-refunded 11/15/24)   11/24 at 100.00 AA+ (5) 25,304,160
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 11,272,089
19,515   Ohio Turnpike Commission, Turnpike Revenue Bonds, Infrastructure Project, Junior Lien Series 2013A-1, 5.000%, 2/15/48 (Pre-refunded 2/15/23)   2/23 at 100.00 A+ (5) 21,878,266
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+ 9,316,775
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+ 10,091,700
4,255   Ross County, Ohio, Hospital Facilities Revenue Bonds, Adena Health System Obligated Group Project, Refunding & Improvement Series 2019, 5.000%, 12/01/49   12/29 at 100.00 A- 5,074,173
44

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Ohio (continued)        
    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- $142,717
130   6.000%, 12/01/42   12/22 at 100.00 BB- 135,685
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 5,354,192
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 3,860,179
307,585   Total Ohio       322,694,436
    Oklahoma – 0.3% (0.2% of Total Investments)        
1,165   Norman Regional Hospital Authority, Oklahoma, Hospital Revenue Bonds, Series 2019, 5.000%, 9/01/45   9/29 at 100.00 Baa1 1,397,744
    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+ 2,596,101
2,700   5.500%, 8/15/52   8/28 at 100.00 BB+ 3,213,972
4,570   5.500%, 8/15/57   8/28 at 100.00 BB+ 5,429,251
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- 1,200,634
11,765   Total Oklahoma       13,837,702
    Oregon – 1.9% (1.2% of Total Investments)        
    Clackamas Community College District, Oregon, General Obligation Bonds, Deferred Interest Series 2017A:        
760   5.000%, 6/15/38 (6)   6/27 at 100.00 Aa1 938,714
2,750   5.000%, 6/15/39 (6)   6/27 at 100.00 Aa1 3,389,457
1,185   Clackamas County Hospital Facility Authority, Oregon, Revenue Bonds, Rose Villa Inc, Series 2020A, 5.375%, 11/15/55   11/25 at 102.00 N/R 1,253,955
    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 1,632,614
1,705   5.000%, 6/15/39   6/27 at 100.00 Aa1 2,120,372
2,000   Eugene, Oregon, Electric Utility Revenue Bonds, Series 2020A, 4.000%, 8/01/49   8/30 at 100.00 AA- 2,402,420
7,420   Oregon Facilities Authority, Revenue Bonds, Legacy Health Project, Series 2016A, 5.000%, 6/01/46   6/26 at 100.00 A+ 8,560,677
    Oregon Facilities Authority, Revenue Bonds, Samaritan Health Services, Refunding Series 2016A:        
6,275   5.000%, 10/01/35   10/26 at 100.00 BBB+ 7,350,033
2,260   5.000%, 10/01/46   10/26 at 100.00 BBB+ 2,601,463
8,890   Oregon State Department of Transportation, Highway User Tax Revenue Bonds, Senior Lien Series 2013A, 5.000%, 11/15/38 (Pre-refunded 11/15/23)   11/23 at 100.00 Aa1 (5) 10,230,879
30,870   Salem Hospital Facility Authority, Oregon, Revenue Bonds, Salem Health Projects, Series 2019A, 4.000%, 5/15/49   5/29 at 100.00 A+ 35,238,414
45

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2020
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Oregon (continued)        
$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+ $6,181,268
70,690   Total Oregon       81,900,266
    Pennsylvania – 4.8% (3.1% 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 17,683,800
    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 3,092,937
3,125   0.000%, 5/15/23  –  AGM Insured   No Opt. Call A2 3,070,719
3,135   0.000%, 5/15/24  –  AGM Insured   No Opt. Call A2 3,050,982
3,155   0.000%, 5/15/26  –  AGM Insured   No Opt. Call A2 2,975,954
4,145   0.000%, 11/15/26  –  AGM Insured   No Opt. Call A2 3,873,627
2,800   0.000%, 5/15/28  –  AGM Insured   No Opt. Call A2 2,539,460
3,000   0.000%, 11/15/28  –  AGM Insured   No Opt. Call A2 2,693,250
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+ 1,436,736
895   Commonwealth Financing Authority, Pennsylvania, State Appropriation Lease Bonds, Master Settlement, Series 2018, 5.000%, 6/01/34   6/28 at 100.00 A 1,114,472
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 2,287,987
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 32,787,114
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 1,356,463
    Erie Water Authority, Erie County, Pennsylvania, Water Revenue Bonds, Series 2011A:        
1,315   4.625%, 12/01/44 (Pre-refunded 12/01/21)   12/21 at 100.00 A2 (5) 1,391,415
2,685   4.625%, 12/01/44 (Pre-refunded 12/01/21)   12/21 at 100.00 A2 (5) 2,841,025
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 4,828,398
    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 3,657,114
5,180   0.000%, 12/01/32   No Opt. Call A 4,094,117
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 10,517,742
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 6,537,498
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 1,120,510
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 5,309,350
46

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Pennsylvania (continued)        
$630   Northampton County Industrial Development Authority, Pennsylvania, Recovery Revenue Bonds, Northampton Generating Project, Senior Lien Series 2013A0 & AE2, 1.250%, 12/31/23   8/20 at 100.00 N/R $157,552
192   Northampton County Industrial Development Authority, Pennsylvania, Recovery Revenue Bonds, Northampton Generating Project, Senior Lien Taxable Series 2013B, 5.000%, 12/31/23 (cash 5.000%, PIK 5.000%)   No Opt. Call N/R 47,999
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 1,587,069
5,910   Pennsylvania Higher Educational Facilities Authority, Revenue Bonds, University of Pennsylvania Health System, Series 2019, 4.000%, 8/15/44   8/29 at 100.00 Aa3 6,794,845
    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 (5) 1,271,762
5,725   5.500%, 12/01/34 (Pre-refunded 12/01/20)   12/20 at 100.00 A (5) 5,824,672
    Pennsylvania Turnpike Commission, Motor License Fund-Enhanced Turnpike Special Revenue Bonds, Subordinate Series 2011B:        
965   5.000%, 12/01/41 (Pre-refunded 12/01/21)   12/21 at 100.00 A2 (5) 1,024,531
1,035   5.000%, 12/01/41 (Pre-refunded 12/01/21)   12/21 at 100.00 A2 (5) 1,101,706
    Pennsylvania Turnpike Commission, Motor License Fund-Enhanced Turnpike Special Revenue Bonds, Subordinate Series 2013A:        
1,105   5.000%, 12/01/36 (Pre-refunded 12/01/22)   12/22 at 100.00 N/R (5) 1,227,964
2,010   5.000%, 12/01/36 (Pre-refunded 12/01/22)   12/22 at 100.00 A2 (5) 2,233,673
16,805   Pennsylvania Turnpike Commission, Turnpike Revenue Bonds, Capital Appreciation Series 2009E, 6.375%, 12/01/38   12/27 at 100.00 A3 21,524,684
5,575   Pennsylvania Turnpike Commission, Turnpike Revenue Bonds, Series 2015B, 5.000%, 12/01/45   12/25 at 100.00 A1 6,434,888
6,340   Pennsylvania Turnpike Commission, Turnpike Revenue Bonds, Series 2016A-1, 5.000%, 12/01/41   6/26 at 100.00 A1 7,430,607
19,250   Pennsylvania Turnpike Commission, Turnpike Revenue Bonds, Subordinate Series 2009C, 6.250%, 6/01/33  –  AGM Insured   6/26 at 100.00 A2 24,946,267
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 1,433,541
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 530,104
3,410   Philadelphia, Pennsylvania, Water and Wastewater Revenue Bonds, Series 1997A, 5.125%, 8/01/27  –  AMBAC Insured (ETM)   No Opt. Call A1 (5) 4,500,518
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 3,422,103
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 (5) 1,201,230
47

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2020
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Pennsylvania (continued)        
$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+ $1,952,311
188,952   Total Pennsylvania       212,908,696
    Puerto Rico – 0.7% (0.5% of Total Investments)        
625   Puerto Rico Electric Power Authority, Power Revenue Bonds, Refunding Series 2005SS, 5.000%, 7/01/25  –  NPFG Insured (4)   8/20 at 100.00 D 629,719
1,000   Puerto Rico Electric Power Authority, Power Revenue Bonds, Series 2007VV, 5.250%, 7/01/24  –  NPFG Insured (4)   No Opt. Call D 1,027,130
1,305   Puerto Rico Highway and Transportation Authority, Highway Revenue Bonds, Series 2005L, 5.250%, 7/01/23  –  NPFG Insured (4)   No Opt. Call Baa2 1,335,628
1,000   Puerto Rico Highway and Transportation Authority, Highway Revenue Bonds, Series 2007N, 5.250%, 7/01/31  –  AMBAC Insured (4)   No Opt. Call C 1,058,160
4,300   Puerto Rico Housing Finance Authority, Capital Fund Program Revenue Bonds, Series 2003, 4.500%, 12/01/23   8/20 at 100.00 A2 4,402,211
    Puerto Rico Sales Tax Financing Corporation, Sales Tax Revenue Bonds, Restructured 2018A-1:        
5,633   4.550%, 7/01/40   7/28 at 100.00 N/R 5,964,840
9,192   5.000%, 7/01/58   7/28 at 100.00 N/R 9,955,396
    Puerto Rico Sales Tax Financing Corporation, Sales Tax Revenue Bonds, Taxable Restructured Cofina Project Series 2019A-2:        
621   4.329%, 7/01/40   7/28 at 100.00 N/R 648,243
5,272   4.329%, 7/01/40   7/28 at 100.00 N/R 5,503,283
3,997   Puerto Rico Urgent Interest Fund Corp (COFINA), National Custodial Taxable Trust Unit, Series 2007 Sr. Bond, 0.000%, 8/01/54   No Opt. Call N/R 758,222
32,945   Total Puerto Rico       31,282,832
    Rhode Island – 0.7% (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+ 1,440,569
174,390   Rhode Island Tobacco Settlement Financing Corporation, Tobacco Settlement Asset-Backed Bonds, Series 2007A, 0.000%, 6/01/52   8/20 at 15.27 CCC- 26,575,292
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 2,556,572
177,940   Total Rhode Island       30,572,433
    South Carolina – 4.1% (2.6% 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+ 3,780,627
    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 1,495,368
6,820   5.000%, 11/01/46   5/26 at 100.00 A 7,852,139
48

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    South Carolina (continued)        
    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- $22,729,804
15,420   0.000%, 1/01/32  –  AMBAC Insured   No Opt. Call A- 12,629,134
1,370   South Carolina Jobs-Economic Development Authority, Economic Development Revenue Bonds, Bishop Gadsden Episcopal Retirement Community, Series 2019A, 5.000%, 4/01/54   4/26 at 103.00 BBB- 1,487,615
    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- 23,094,884
6,000   5.000%, 11/01/48   5/28 at 100.00 AA- 7,220,160
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 (5) 398,198
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- 11,688,000
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- 22,869,351
    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- 4,381,646
4,000   5.000%, 12/01/46   12/24 at 100.00 A- 4,519,200
6,790   South Carolina Public Service Authority, Santee Cooper Revenue Obligations, Series 2013A, 5.125%, 12/01/43   12/23 at 100.00 A- 7,524,678
    South Carolina Public Service Authority, Santee Cooper Revenue Obligations, Series 2014A:        
2,000   5.000%, 12/01/49   6/24 at 100.00 A- 2,227,240
17,240   5.500%, 12/01/54   6/24 at 100.00 A- 19,480,855
17,170   South Carolina State Ports Authority, Revenue Bonds, Series 2019A, 5.000%, 7/01/54   7/29 at 100.00 A+ 20,990,497
4,500   Spartanburg Regional Health Services District, Inc, South Carolina, Hosptial Revenue Bonds, Refunding Series 2012A, 5.000%, 4/15/32   4/22 at 100.00 A3 4,759,335
165,995   Total South Carolina       179,128,731
    South Dakota – 0.8% (0.5% 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 3,056,100
3,150   5.125%, 11/01/47   11/26 at 100.00 BB 3,212,937
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 9,815,168
5,205   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 6,128,107
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 A+ 4,000,643
49

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2020
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    South Dakota (continued)        
$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 A+ $9,418,300
31,980   Total South Dakota       35,631,255
    Tennessee – 0.9% (0.6% 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+ (5) 11,922,765
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 2,601,111
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 2,174,569
55   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   8/20 at 100.00 N/R (5) 55,899
    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 5,680,900
1,000   5.000%, 9/01/47   9/26 at 100.00 BBB 1,105,030
    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 521,958
1,755   5.000%, 4/01/36   4/27 at 100.00 BBB 2,011,721
    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 2,406,560
1,000   5.000%, 10/01/45   10/26 at 100.00 BBB 1,074,140
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 A3 12,555,620
37,395   Total Tennessee       42,110,273
    Texas – 11.9% (7.6% 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 21,077,820
4,000   Austin, Texas, Airport System Revenue Bonds, Series 2019A, 5.000%, 11/15/49   11/29 at 100.00 A 4,971,560
14,615   Austin, Texas, Electric Utility System Revenue Bonds, Refunding Series 2015A, 5.000%, 11/15/45 (UB) (7)   11/25 at 100.00 Aa3 17,311,029
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 825,020
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 1,424,949
50

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Texas (continued)        
    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 (5) $2,127,965
1,000   6.000%, 1/01/41 (Pre-refunded 1/01/21)   1/21 at 100.00 Baa1 (5) 1,024,000
6,940   6.250%, 1/01/46 (Pre-refunded 1/01/21)   1/21 at 100.00 Baa1 (5) 7,113,639
7,750   Central Texas Regional Mobility Authority, Revenue Bonds, Senior Lien, Series 2015A, 5.000%, 1/01/45   7/25 at 100.00 Baa1 8,767,420
    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- 1,969,025
1,000   4.400%, 12/01/47   12/22 at 100.00 BBB- 1,021,840
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 2,481,525
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 6,649,392
160   Decatur Hospital Authority, Texas, Revenue Bonds, Wise Regional Health System, Series 2014A, 5.250%, 9/01/44   9/24 at 100.00 BBB- 173,538
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 4,503,492
    Grand Parkway Transportation Corporation, Texas, System Toll Revenue Bonds, Refunding First Tier Series 2020C:        
6,545   4.000%, 10/01/39   4/30 at 100.00 A2 7,899,488
2,100   4.000%, 10/01/45   4/30 at 100.00 A2 2,494,716
2,500   4.000%, 10/01/49   4/30 at 100.00 A2 2,955,550
    Grand Parkway Transportation Corporation, Texas, System Toll Revenue Bonds, Subordinate Lien Series 2013B:        
15,000   5.000%, 4/01/53 (Pre-refunded 10/01/23) (UB) (7)   10/23 at 100.00 AA (5) 17,255,400
16,920   5.000%, 4/01/53 (Pre-refunded 10/01/23)   10/23 at 100.00 AA (5) 19,464,091
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 6,555,898
6,610   Grand Parkway Transportation Corporation, Texas, System Toll Revenue Bonds, Tender Option Bond Trust 2015-XF0228, 17.778%, 11/01/44 (Pre-refunded 10/01/23), 144A (IF) (7)   10/23 at 100.00 AA (5) 10,586,642
    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 3,115,417
2,320   5.000%, 12/01/45   6/25 at 100.00 AA 2,699,250
    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 17,262,909
2,000   4.000%, 8/15/48   2/28 at 100.00 Aa2 2,303,840
4,040   Harris County, Texas, Toll Road Revenue Bonds, Subordinate Lien Unlimited Tax Tender Options Bond Trust 2015-XF2184, 14.234%, 8/15/28  –  AGM Insured, 144A (IF) (7)   No Opt. Call AAA 8,412,007
51

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2020
  (Unaudited)
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 $534,667
2,390   0.000%, 11/15/42  –  AGM Insured   11/31 at 59.73 A2 1,016,085
2,660   0.000%, 11/15/43  –  AGM Insured   11/31 at 56.93 A2 1,074,161
7,260   0.000%, 11/15/44  –  AGM Insured   11/31 at 54.25 A2 2,783,048
10,440   0.000%, 11/15/45  –  AGM Insured   11/31 at 51.48 A2 3,783,038
7,165   0.000%, 11/15/49  –  AGM Insured   11/31 at 41.91 A2 2,086,305
3,000   0.000%, 11/15/52  –  AGM Insured   11/31 at 35.81 A2 741,450
    Houston, Texas, Airport System Revenue Bonds, Refunding & Subordinate Lien Series 2018B:        
2,000   5.000%, 7/01/43   7/28 at 100.00 A 2,450,820
2,710   5.000%, 7/01/48   7/28 at 100.00 A 3,297,636
4,550   Houston, Texas, Airport System Revenue Bonds, Refunding Subordinate Lien Series 2012B, 5.000%, 7/01/31   7/22 at 100.00 A 4,887,564
990   Houston, Texas, Airport System Revenue Bonds, Subordinate Lien Series 2000B, 5.450%, 7/01/24  –  AGM Insured   No Opt. Call A 1,125,343
6,000   Houston, Texas, Combined Utility System Revenue Bonds, First Lien Series 2011D, 5.000%, 11/15/40 (Pre-refunded 11/15/21)   11/21 at 100.00 AA (5) 6,373,740
    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 1,448,625
10,850   0.000%, 9/01/25  –  AMBAC Insured   No Opt. Call A 10,132,272
1,715   0.000%, 9/01/32  –  AMBAC Insured   No Opt. Call A 1,293,659
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+ 2,993,496
2,340   Laredo, Webb County, Texas, Waterworks and Sewer System Revenue Bonds, Series 2011, 5.000%, 3/01/41 (Pre-refunded 3/01/21)  –  AGM Insured   3/21 at 100.00 Aa3 (5) 2,405,192
    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 3,248,391
4,000   4.000%, 8/15/41   8/25 at 100.00 AAA 4,438,040
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 3,017,730
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 9,609,383
    McCamey County Hospital District, Texas, General Obligation Bonds, Series 2013:        
1,780   5.750%, 12/01/33   12/25 at 100.00 B1 1,982,973
1,800   6.125%, 12/01/38   12/25 at 100.00 B1 2,008,944
    Midtown Redevelopment Authority, Texas, Tax Increment Contract Revenue, Refunding Series 2017:        
16,285   5.000%, 1/01/36   1/27 at 100.00 A3 19,600,626
10,040   5.000%, 1/01/38  –  AGM Insured   1/27 at 100.00 A2 12,092,276
52

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Texas (continued)        
    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- $2,262,372
1,815   5.000%, 9/15/48   9/25 at 100.00 BBB- 1,944,664
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+ 900,890
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 4,555,422
    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 (5) 2,626,623
7,990   0.000%, 9/01/45 (Pre-refunded 9/01/31) (6)   9/31 at 100.00 N/R (5) 12,066,578
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+ 4,851,040
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 1,926,143
    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+ 11,122,148
12,205   5.000%, 1/01/45   1/25 at 100.00 A+ 13,905,889
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 5,999,900
    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 7,276,773
4,000   5.000%, 1/01/34   1/25 at 100.00 A 4,620,040
4,000   5.000%, 1/01/35   1/25 at 100.00 A 4,610,800
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 BBB 2,344,613
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- (5) 3,194,631
2,410   Tarrant County Cultural Education Facilities Finance Corporation, Texas, Hospital Revenue Bonds, Baylor Health Care System, Series 2011A, 5.000%, 11/15/30 (Pre-refunded 11/15/21)   11/21 at 100.00 AA- (5) 2,552,094
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 3,848,010
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- 4,408,400
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 2,975,600
53

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2020
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Texas (continued)        
    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+ $15,993,533
7,925   5.000%, 12/15/28   12/22 at 100.00 BBB+ 8,543,308
6,550   5.000%, 12/15/30   12/22 at 100.00 BBB+ 7,035,748
2,340   5.000%, 12/15/32   12/22 at 100.00 BBB+ 2,502,864
2,500   Texas State, General Obligation Bonds, Transportation Commission Highway Improvement Series 2012A, 5.000%, 4/01/31 (Pre-refunded 4/01/22)   4/22 at 100.00 AAA 2,701,625
17,760   Texas Transportation Commission, Central Texas Turnpike System Revenue Bonds, Refunding First Tier Series 2012A, 5.000%, 8/15/41 (Pre-refunded 8/15/22)   8/22 at 100.00 A3 (5) 19,505,630
7,345   Texas Transportation Commission, Central Texas Turnpike System Revenue Bonds, Refunding First Tier Series 2015B, 5.000%, 8/15/37   8/24 at 100.00 A3 8,361,328
    Texas Transportation Commission, Central Texas Turnpike System Revenue Bonds, Refunding Second Tier Series 2015C:        
3,650   5.000%, 8/15/33   8/24 at 100.00 Baa1 4,055,406
6,385   5.000%, 8/15/37   8/24 at 100.00 Baa1 7,043,996
44,120   5.000%, 8/15/42   8/24 at 100.00 Baa1 48,306,548
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 A3 3,783,680
8,000   Texas Water Development Board, State Water Implementation Revenue Fund Bonds, Master Trust Series 2019A, 4.000%, 10/15/54   10/29 at 100.00 AAA 9,602,160
479,970   Total Texas       522,301,342
    Utah – 0.5% (0.3% of Total Investments)        
    Salt Lake City, Utah, Airport Revenue Bonds, International Airport Series 2017B:        
3,560   5.000%, 7/01/42   7/27 at 100.00 A2 4,295,283
1,975   5.000%, 7/01/47   7/27 at 100.00 A2 2,365,596
4,000   Salt Lake City, Utah, Airport Revenue Bonds, International Airport Series 2018B, 5.000%, 7/01/48   7/28 at 100.00 A2 4,877,160
    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 1,203,310
2,320   5.000%, 10/15/43   10/27 at 100.00 AA 2,762,934
2,040   5.000%, 10/15/48   10/27 at 100.00 AA 2,414,564
3,000   Utah County, Utah, Hospital Revenue Bonds, IHC Health Services Inc, Series 2020A, 4.000%, 5/15/43   5/30 at 100.00 AA+ 3,553,620
17,895   Total Utah       21,472,467
    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+ 1,098,830
10,000   5.000%, 10/01/45   10/25 at 100.00 A+ 11,524,500
11,000   Total Vermont       12,623,330
54

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Virginia – 2.9% (1.9% of Total Investments)        
    Arlington County Industrial Development Authority, Virginia, Hospital Facility Revenue Bonds, Virginia Hospital Center, Series 2020:        
$1,385   4.000%, 7/01/39   7/30 at 100.00 A+ $1,648,981
670   4.000%, 7/01/40   7/30 at 100.00 A+ 795,498
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 412,589
4,000   Fairfax County Industrial Development Authority, Virginia, Healthcare Revenue Bonds, Inova Health System, Series 2018A, 4.000%, 5/15/48 (UB) (7)   5/28 at 100.00 Aa2 4,558,880
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 N/R (5) 1,988,856
    Metropolitan Washington Airports Authority, Virginia, Dulles Toll Road Revenue Bonds, Dulles Metrorail & Capital improvement Projects, Refunding & Subordinate Lien Series 2019B:        
12,455   4.000%, 10/01/44   10/29 at 100.00 Baa2 13,847,095
5,000   5.000%, 10/01/47   10/29 at 100.00 Baa2 6,016,900
13,710   4.000%, 10/01/49   10/29 at 100.00 Baa2 15,143,244
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 Baa1 12,467,343
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 4,554,340
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 40,492,800
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 Baa1 23,657,940
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- 2,099,920
110,410   Total Virginia       127,684,386
    Washington – 3.0% (1.9% 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 8,591,310
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 11,545,680
4,000   Energy Northwest, Washington, Electric Revenue Bonds, Columbia Generating Station, Refunding Series 2020A, 4.000%, 7/01/39   7/30 at 100.00 AA- 4,953,880
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 9,464,546
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- 4,881,366
55

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2020
  (Unaudited)
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+ $15,840,000
3,000   Port of Seattle, Washington, Revenue Bonds, Intermediate Lien Series 2015A, 5.000%, 4/01/40   10/24 at 100.00 A+ 3,356,880
1,250   Seattle Housing Authority, Washington, Pooled Housing Revenue Bonds, Refunding Series 2014, 5.000%, 12/01/44 (Pre-refunded 12/01/23)   12/23 at 100.00 AA (5) 1,443,325
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 BBB+ 13,114,218
5,250   Tacoma, Washington, Sewer Revenue Bonds, Series 2018, 4.000%, 12/01/48   12/28 at 100.00 Aa2 6,149,168
8,310   Washington Health Care Facilities Authority, Revenue Bonds, Fred Hutchinson Cancer Research Center, Series 2011A, 5.625%, 1/01/35 (Pre-refunded 1/01/21)   1/21 at 100.00 A2 (5) 8,493,900
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 (5) 4,491,115
    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- 4,296,600
10,000   4.250%, 10/01/40   10/22 at 100.00 AA- 10,454,400
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 3,393,230
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 8,798,775
2,325   Washington State Convention Center Public Facilities District, Lodging Tax Revenue Bonds, Series 2018, 4.000%, 7/01/58   7/28 at 100.00 BBB 2,380,010
2,410   Washington State Higher Education Facilities Authority, Revenue Bonds, Seattle University, Series 2020, 4.000%, 5/01/50   5/30 at 100.00 A 2,683,318
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 503,520
9,000   Washington State, Motor Vehicle Fuel Tax General Obligation Bonds, Series 2003C, 0.000%, 6/01/28  –  FGIC Insured   No Opt. Call AA+ 8,342,730
124,850   Total Washington       133,177,971
    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 3,297,210
16,845   5.500%, 6/01/44   6/23 at 100.00 A 18,510,465
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 10,547,370
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 4,092,725
1,050   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 1,066,097
56

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    West Virginia (continued)        
$5,750   West Virginia State, General Obligation Bonds, State Road Competitive Series 2018B, 4.000%, 6/01/42   6/28 at 100.00 AA- $6,599,792
39,145   Total West Virginia       44,113,659
    Wisconsin – 3.0% (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 (4)   No Opt. Call N/R 1,067
42   0.000%, 1/01/47, 144A (4)   No Opt. Call N/R 1,012
42   0.000%, 1/01/48, 144A (4)   No Opt. Call N/R 989
42   0.000%, 1/01/49, 144A (4)   No Opt. Call N/R 961
41   0.000%, 1/01/50, 144A (4)   No Opt. Call N/R 909
45   0.000%, 1/01/51, 144A (4)   No Opt. Call N/R 978
1,163   3.750%, 7/01/51 (Mandatory Put 7/01/21), 144A (4)   3/28 at 100.00 N/R 749,294
45   0.000%, 1/01/52, 144A (4)   No Opt. Call N/R 932
44   0.000%, 1/01/53, 144A (4)   No Opt. Call N/R 902
44   0.000%, 1/01/54, 144A (4)   No Opt. Call N/R 871
43   0.000%, 1/01/55, 144A (4)   No Opt. Call N/R 839
43   0.000%, 1/01/56, 144A (4)   No Opt. Call N/R 813
42   0.000%, 1/01/57, 144A (4)   No Opt. Call N/R 784
42   0.000%, 1/01/58, 144A (4)   No Opt. Call N/R 754
42   0.000%, 1/01/59, 144A (4)   No Opt. Call N/R 734
41   0.000%, 1/01/60, 144A (4)   No Opt. Call N/R 704
41   0.000%, 1/01/61, 144A (4)   No Opt. Call N/R 672
40   0.000%, 1/01/62, 144A (4)   No Opt. Call N/R 650
40   0.000%, 1/01/63, 144A (4)   No Opt. Call N/R 626
39   0.000%, 1/01/64, 144A (4)   No Opt. Call N/R 609
39   0.000%, 1/01/65, 144A (4)   No Opt. Call N/R 583
39   0.000%, 1/01/66, 144A (4)   No Opt. Call N/R 545
501   0.000%, 1/01/67, 144A (4)   No Opt. Call N/R 6,587
2,000   Public Finance Authority of Wisconsin, Retirement Communities Revenue Bonds, ACTS Retirement - Life Communities, Inc Obligated Group, Series 2020A, 5.000%, 11/15/41   11/27 at 103.00 A- 2,367,620
    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- 6,696,960
2,335   5.000%, 6/15/48, 144A   6/26 at 100.00 BBB- 2,571,279
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- 4,462,727
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 1,080,346
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- 21,270,178
57

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2020
  (Unaudited)
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- $1,054,450
1,000   5.000%, 2/15/28   2/22 at 100.00 A- 1,053,280
4,735   5.000%, 2/15/40   2/22 at 100.00 A- 4,935,385
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- 2,316,920
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 8,011,740
900   Wisconsin Health and Educational Facilities Authority, Revenue Bonds, Meriter Hospital Inc, Series 1992A, 6.000%, 12/01/22  –  FGIC Insured   No Opt. Call A1 955,890
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 (5) 2,901,935
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 1,041,110
5,155   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 5,894,072
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 (5) 2,823,775
    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 1,138,827
955   5.000%, 6/01/41   6/25 at 103.00 N/R 969,144
    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- 1,189,040
1,110   5.000%, 9/01/31   9/27 at 100.00 BBB- 1,313,641
1,100   5.000%, 9/01/32   9/27 at 100.00 BBB- 1,290,641
1,725   5.000%, 9/01/33   9/27 at 100.00 BBB- 2,014,955
1,775   5.000%, 9/01/34   9/27 at 100.00 BBB- 2,068,975
1,910   5.000%, 9/01/35   9/27 at 100.00 BBB- 2,212,219
2,065   5.000%, 9/01/36   9/27 at 100.00 BBB- 2,384,146
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- 9,656,765
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- 5,986,500
    Wisconsin Health and Educational Facilities Authority, Wisconsin, Revenue Bonds, Saint John's Communities Inc, Series 2018A:        
1,015   5.000%, 9/15/31   9/23 at 100.00 BBB- 1,049,205
7,955   5.000%, 9/15/50   9/23 at 100.00 BBB- 8,085,144
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 11,535,962
58

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Wisconsin (continued)        
$10,770   Wisconsin Health and Educational Facilities Authority, Wisconsin, Revenue Bonds, ThedaCare Inc, Series 2019, 4.000%, 12/15/49   12/29 at 100.00 A1 $12,211,349
121,188   Total Wisconsin       133,316,995
    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+ 10,390,573
    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- 2,111,420
1,000   6.000%, 12/01/36   12/21 at 100.00 A- 1,054,650
12,625   Total Wyoming       13,556,643
$6,565,319   Total Long-Term Investments (cost $6,050,979,035)       6,776,721,908
    
Principal Amount (000)   Description (1)   Optional Call Provision (2) Ratings (3) Value
    SHORT-TERM INVESTMENTS  –  1.3% (0.9% of Total Investments)        
    MUNICIPAL BONDS  –  1.3% (0.9% of Total Investments)        
    Arizona – 0.2% (0.2% of Total Investments)        
$11,250   Phoenix Civic Improvement Corporation, Arizona, Airport Revenue Bonds, Variable Rate Demand Obligation, Tender Option Bond Trust Series 2019-XM0823, 0.460%, 7/01/49 (9)   7/29 at 100.00 A-1 $11,250,000
    Minnesota – 0.5% (0.3% of Total Investments)        
17,000   Minneapolis, Minnesota, Health Care System Revenue Bonds, Fairview Health Services, Variable Rate Demand Obligation, Series 2018A, 0.150%, 11/15/48 (9)   9/20 at 100.00 A-1 17,000,000
6,000   Rochester, Minnesota, Health Care Facilities Revenue Bonds, Mayo Clinic, Variable Rate Demand Obligation, Series 2008A, 0.130%, 11/15/38 (9)   9/20 at 100.00 A-1+ 6,000,000
23,000   Total Minnesota       23,000,000
    New York – 0.4% (0.3% of Total Investments)        
17,210   New York City Transitional Finance Authority, New York, Future Tax Secured Bonds, Variable Rate Demand Obligation, Fiscal Series 2003A, 0.150%, 11/01/29 (9)   9/20 at 100.00 A-1 17,210,000
59

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2020
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provision (2) Ratings (3) Value
    Texas – 0.2% (0.1% of Total Investments)        
$8,000   Lower Neches Valley Authority Industrial Development Corporation, Texas, Revenue Bonds, Exxon Mobil Project, Variable Rate Demand Obligation, Series 2010, 0.120%, 11/01/38 (9)   9/20 at 100.00 A-1+ $8,000,000
$59,460   Total Short-Term Investments (cost $59,460,000)       59,460,000
    Total Investments (cost $6,110,439,035) – 155.2%       6,836,181,908
    Floating Rate Obligations – (2.3)%       (102,040,000)
    Adjustable Rate MuniFund Term Preferred Shares, net of deferred offering costs – (3.3)% (10)       (143,407,049)
    MuniFund Preferred Shares, net of deferred offering costs – (21.7)% (11)       (956,037,218)
    Variable Rate Demand Preferred Shares, net of deferred offering costs – (29.1)% (12)       (1,283,669,107)
    Other Assets Less Liabilities – 1.2%       53,038,938
    Net Assets Applicable to Common Shares – 100%       $4,404,067,472
Part F of Form N-PORT was prepared in accordance with U.S. generally accepted accounting principles (“U.S. GAAP”) and in conformity with the applicable rules and regulations of the U.S. Securities and Exchange Commission (“SEC”) related to interim filings. Part F of Form N-PORT does not include all information and footnotes required by U.S. GAAP for complete financial statements. Certain footnote disclosures normally included in financial statements prepared in accordance with U.S. GAAP have been condensed or omitted from this report pursuant to the rules of the SEC. For a full set of the Fund’s notes to financial statements, please refer to the Fund’s most recently filed annual or semi-annual report.
Fair Value Measurements
The Fund's investments in securities are recorded at their estimated fair value. 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 $ — $6,764,191,936 $12,529,972 $6,776,721,908
Short-Term Investments:        
Municipal Bonds  — 59,460,000  — 59,460,000
Total $ — $6,823,651,936 $12,529,972 $6,836,181,908
60

(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) Defaulted security. A security whose issuer has failed to fully pay principal and/or interest when due, or is under the protection of bankruptcy.  
(5) Backed by an escrow or trust containing sufficient U.S. Government or U.S. Government agency securities, which ensure the timely payment of principal and interest.  
(6) 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) Investment, or portion of investment, has been pledged to collateralize the net payment obligations for investments in inverse floating rate transactions.  
(8) Investment valued at fair value using methods determined in good faith by, or at the discretion of, the Board. For fair value measurement disclosure purposes, investment classified as Level 3.  
(9) Investment has a maturity of greater than one year, but has variable rate and/or demand features which qualify it as a short-term investment. The rate disclosed, as well as the reference rate and spread, where applicable, is that in effect as of the end of the reporting period. This rate changes periodically based on market conditions or a specified market index.  
(10) Adjustable Rate MuniFund Term Preferred Shares, net of deferred offering cost as a percentage of Total Investments is 2.1%.  
(11) MuniFund Preferred Shares, net of deferred offering costs as a percentage of Total Investments is 14.0%.  
(12) Variable Rate Demand Preferred Shares, net of deferred offering costs as a percentage of Total Investments is 18.8%.  
144A Investment is exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These investments may only be resold in transactions exempt from registration, which are normally those transactions with qualified institutional buyers.  
ETM Escrowed to maturity  
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.  
61