NPORT-EX 2 NEA.htm
NEA
Nuveen AMT-Free Quality Municipal Income Fund
Portfolio of Investments    July 31, 2021
(Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    LONG-TERM INVESTMENTS – 154.0% (99.8% of Total Investments)        
    MUNICIPAL BONDS – 154.0% (99.8% of Total Investments)        
    Alabama – 1.4% (0.9% 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 $1,072,549
1,000   4.000%, 7/01/37  –  BAM Insured   7/30 at 100.00 A3 1,218,710
975   4.000%, 7/01/40  –  BAM Insured   7/30 at 100.00 A3 1,180,335
1,535   Gardendale, Alabama, General Obligation Warrants, Series 2021B, 4.000%, 5/01/51   5/31 at 100.00 AA- 1,854,372
6,945   Huntsville Healthcare Authority, Alabama, Revenue Bonds, Series 2020B, 4.000%, 6/01/45   6/30 at 100.00 A1 8,201,003
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+ 4,895,703
23,175   Lower Alabama Gas District, Alabama, Gas Project Revenue Bonds, Series 2016A, 5.000%, 9/01/46   No Opt. Call A2 35,755,549
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 5,382,797
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 6,278,809
48,965   Total Alabama       65,839,827
    Alaska – 0.0% (0.0% of Total Investments)        
495   Northern Tobacco Securitization Corporation, Alaska, Tobacco Settlement Asset-Backed Bonds, Senior Series 2021A Class 1, 4.000%, 6/01/50   6/31 at 100.00 BBB+ 587,778
    Arizona – 1.6% (1.0% 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- 1,495,128
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+ 4,566,059
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- 1,192,106
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 8,200,678
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 1,642,330
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- 5,864,324
6,355   Phoenix Civic Improvement Corporation, Arizona, Airport Revenue Bonds, Junior Lien Series 2019A, 4.000%, 7/01/44   7/29 at 100.00 A 7,495,849
1

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Arizona (continued)        
    Phoenix Civic Improvement Corporation, Arizona, Revenue Bonds, Civic Plaza Expansion Project, Series 2005B:        
$6,545   5.500%, 7/01/37  –  FGIC Insured   No Opt. Call AA $9,972,616
10,000   5.500%, 7/01/40  –  FGIC Insured   No Opt. Call AA 15,887,500
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 3,721,830
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+ 15,838,306
56,845   Total Arizona       75,876,726
    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   8/21 at 100.00 N/R 5,094,783
    California – 7.9% (5.1% 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- 19,175,270
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 3,890,422
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 3,084,507
    Bay Area Toll Authority, California, Revenue Bonds, San Francisco Bay Area Toll Bridge, Series 2013S-4:        
5,000   5.000%, 4/01/38 (Pre-refunded 4/01/23)   4/23 at 100.00 A1 (4) 5,412,650
6,500   5.250%, 4/01/53 (Pre-refunded 4/01/23)   4/23 at 100.00 A1 (4) 7,063,420
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 (4) 11,310,400
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+ 6,754,800
    Burbank Unified School District, Los Angeles County, California, General Obligation Bonds, Election 2013, Series 2015A:        
2,250   0.000%, 8/01/32 (Pre-refunded 2/01/25) (5)   2/25 at 100.00 A+ (4) 2,392,965
1,350   0.000%, 8/01/33 (Pre-refunded 2/01/25) (5)   2/25 at 100.00 A+ (4) 1,435,779
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- 200,870
    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 3,234,298
5,890   0.000%, 10/01/24  –  NPFG Insured   No Opt. Call A2 5,806,009
7,615   0.000%, 10/01/25  –  NPFG Insured   No Opt. Call A2 7,416,020
1,350   0.000%, 10/01/39  –  NPFG Insured   No Opt. Call A2 946,553
3,330   California Health Facilities Financing Authority, Refunding Revenue Bonds, Stanford Hospital and Clinics, Series 2008A-2 RMKT, 5.250%, 11/15/40 (Pre-refunded 11/15/21)   11/21 at 100.00 AA- (4) 3,379,217
2

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    California (continued)        
$1,330   California Health Facilities Financing Authority, Revenue Bonds, CommonSpirit Health, Series 2020A, 4.000%, 4/01/49   4/30 at 100.00 BBB+ $1,574,826
    California Health Facilities Financing Authority, Revenue Bonds, Lucile Salter Packard Children's Hospital, Series 2012A:        
3,000   5.000%, 8/15/51 (UB) (6)   8/22 at 100.00 A+ 3,152,100
10,000   5.000%, 8/15/51   8/22 at 100.00 A+ 10,507,000
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- 578,378
1,710   California Health Facilities Financing Authority, Revenue Bonds, Scripps Health, Series 2012A, 5.000%, 11/15/40   11/21 at 100.00 Aa3 1,731,375
    California Health Facilities Financing Authority, Revenue Bonds, Stanford Hospitals and Clinics, Tender Option Bond Trust 2016-XG0049:        
485   9.464%, 8/15/51 (Pre-refunded 8/15/22), 144A (IF) (6)   8/22 at 100.00 AA- (4) 534,135
525   9.472%, 8/15/51 (Pre-refunded 8/15/22), 144A (IF) (6)   8/22 at 100.00 AA- (4) 578,235
1,285   9.472%, 8/15/51 (Pre-refunded 8/15/22), 144A (IF) (6)   8/22 at 100.00 AA- (4) 1,415,299
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- 1,818,930
965   California Public Finance Authority, Revenue Bonds, Henry Mayo Newhall Hospital, Series 2017, 5.000%, 10/15/47   10/26 at 100.00 BBB- 1,141,306
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+ 3,234,896
5,000   California State, General Obligation Bonds, Refunding Various Purpose Series 2017, 4.000%, 8/01/36   8/26 at 100.00 AA- 5,791,100
5   California State, General Obligation Bonds, Series 2004, 5.000%, 4/01/31  –  AMBAC Insured   8/21 at 100.00 AA- 5,019
10,000   California State, General Obligation Bonds, Various Purpose Series 2011, 5.000%, 10/01/41   10/21 at 100.00 AA- 10,078,000
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- 10,923,589
    California Statewide Community Development Authority, Revenue Bonds, Daughters of Charity Health System, Series 2005A:        
1,288   5.750%, 7/01/30 (7)   8/21 at 100.00 N/R 1,223,377
1,653   5.750%, 7/01/35 (7)   8/21 at 100.00 N/R 1,570,445
1,984   5.500%, 7/01/39 (7)   8/21 at 100.00 N/R 1,884,534
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 9,397,993
4,775   Clovis Unified School District, Fresno County, California, General Obligation Bonds, Series 2001A, 0.000%, 8/01/25  –  FGIC Insured (ETM)   No Opt. Call Baa2 (4) 4,708,723
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+ (4) 3,658,538
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 6,163,009
3

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    California (continued)        
    Foothill/Eastern Transportation Corridor Agency, California, Toll Road Revenue Bonds, Refunding Series 2013A:        
$910   0.000%, 1/15/42 (5)   1/31 at 100.00 Baa2 $1,118,035
3,350   5.750%, 1/15/46 (Pre-refunded 1/15/24)   1/24 at 100.00 Baa2 (4) 3,815,684
8,350   6.000%, 1/15/49 (Pre-refunded 1/15/24)   1/24 at 100.00 Baa2 (4) 9,555,156
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- 10,382,200
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 8,415,201
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 10,500,932
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- 4,186,500
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 3,019,510
1,500   Lincoln Unified School District, Placer County, California, Special Tax Bonds, Community Facilities District 1, Series 2005, 0.000%, 9/01/26  –  AMBAC Insured   No Opt. Call N/R 1,398,390
995   Los Angeles Department of Water and Power, California, Electric Plant Revenue Bonds, Series 1994, 5.375%, 2/15/34 (ETM)   8/21 at 100.00 N/R (4) 998,990
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 2,344,584
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 (5)   8/35 at 100.00 AA 12,002,656
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+ 9,192,700
350   Mt Diablo Hospital District, California, Insured Hospital Revenue Bonds, Series 1993A, 5.125%, 12/01/23  –  AMBAC Insured (ETM)   No Opt. Call N/R (4) 372,757
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 10,974,312
3,515   Newport Beach, California, Revenue Bonds, Hoag Memorial Hospital Presybterian, Series 2011A, 5.875%, 12/01/30 (Pre-refunded 12/01/21)   12/21 at 100.00 N/R (4) 3,581,715
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 2,256,550
2,585   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 2,870,849
    Orange County Water District, California, Revenue Certificates of Participation, Series 2003B:        
1,490   5.000%, 8/15/34  –  NPFG Insured (ETM)   No Opt. Call Aa1 (4) 2,030,557
1,745   5.000%, 8/15/34 (Pre-refunded 8/15/32)  –  NPFG Insured   8/32 at 100.00 N/R (4) 2,470,205
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 901,910
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- 1,961,040
4

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    California (continued)        
$9,320   Palomar Pomerado Health, California, General Obligation Bonds, Series 2009A, 0.000%, 8/01/33  –  AGC Insured   No Opt. Call BBB- $7,647,712
1,970   Pomona, California, GNMA/FHLMC Collateralized Single Family Mortgage Revenue Refunding Bonds, Series 1990B, 7.500%, 8/01/23 (ETM)   No Opt. Call AA+ (4) 2,111,978
1,800   Rialto Unified School District, San Bernardino County, California, General Obligation Bonds, Series 2011A, 0.000%, 8/01/28   No Opt. Call Aa3 1,670,184
760   Riverside County Transportation Commission, California, Toll Revenue Senior Lien Bonds, Series 2013A, 5.750%, 6/01/44   6/23 at 100.00 BBB+ 824,091
1,955   San Bernardino, California, GNMA Mortgage-Backed Securities Program Single Family Mortgage Revenue Refunding Bonds, Series 1990A, 7.500%, 5/01/23 (ETM)   No Opt. Call AA+ (4) 2,094,020
2,250   San Buenaventura, California, Revenue Bonds, Community Memorial Health System, Series 2011, 7.500%, 12/01/41 (Pre-refunded 12/01/21)   12/21 at 100.00 BB (4) 2,304,000
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 4,318,840
8,075   San Francisco City and County Public Utilities Commission, California, Water Revenue Bonds, Local Water Series 2020C, 4.000%, 11/01/50   11/30 at 100.00 AA- 9,751,774
    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 11,991,103
32,725   5.000%, 1/15/50   1/25 at 100.00 BBB 36,847,368
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 7,044,819
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+ 2,762,668
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 4,454,777
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+ 3,866,147
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 11,178,247
    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 1,543,550
6,570   0.000%, 8/01/47   8/25 at 30.90 A3 1,909,571
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 2,567,748
386,010   Total California       382,413,017
    Colorado – 10.7% (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 1,487,181
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 518,965
500   Brighton Crossing Metropolitan District 6, Brighton, Colorado, Limited Tax General Obligation Bonds, Series 2020A-3, 5.000%, 12/01/50   12/25 at 103.00 N/R 554,770
5

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Colorado (continued)        
$1,140   Castle Oaks Metropolitan District 3, Castle Rock, Douglas County, Colorado, General Obligation Limited Tax Bonds, Refunding & Improvement Series 2020, 4.000%, 12/01/45  –  AGM Insured   12/30 at 100.00 A2 $1,366,666
1,060   Centerra Metropolitan District 1, Loveland, Colorado, Special Revenue Bonds, Improvement Series 2018, 5.250%, 12/01/48   12/23 at 103.00 N/R 1,142,542
    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 1,668,539
3,620   5.000%, 12/01/47, 144A   12/22 at 103.00 N/R 3,821,743
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- 1,354,388
115   Central Platte Valley Metropolitan District, Colorado, General Obligation Bonds, Refunding Series 2014, 5.000%, 12/01/43   12/23 at 100.00 BB 122,091
3,500   Cherokee Metropolitan District, Colorado, Water and Wastewater Revenue Bonds, Series 2020, 4.000%, 8/01/50  –  BAM Insured   8/30 at 100.00 AA 4,195,555
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 1,833,382
    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 (4) 2,499,052
4,615   5.000%, 6/01/35 (Pre-refunded 6/01/27)   6/27 at 100.00 N/R (4) 5,752,182
7,205   5.000%, 6/01/36 (Pre-refunded 6/01/27)   6/27 at 100.00 N/R (4) 8,980,384
8,715   5.000%, 6/01/37 (Pre-refunded 6/01/27)   6/27 at 100.00 N/R (4) 10,862,463
4,105   5.000%, 6/01/42 (Pre-refunded 6/01/27)   6/27 at 100.00 N/R (4) 5,116,513
8,545   5.000%, 6/01/47 (Pre-refunded 6/01/27)   6/27 at 100.00 N/R (4) 10,650,573
14,180   Colorado Health Facilities Authority, Colorado, Revenue Bonds, AdventHealth Obligated Group, Series 2019A, 4.000%, 11/15/43   11/29 at 100.00 AA 16,918,300
3,940   Colorado Health Facilities Authority, Colorado, Revenue Bonds, AdventHealth Obligated Group, Series 2021A, 4.000%, 11/15/46   11/31 at 100.00 AA 4,787,927
5,000   Colorado Health Facilities Authority, Colorado, Revenue Bonds, Catholic Health Initiatives, Series 2013A, 5.250%, 1/01/45 (Pre-refunded 1/01/23)   1/23 at 100.00 BBB+ (4) 5,358,550
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+ 5,451,950
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 3,311,050
8,550   Colorado Health Facilities Authority, Colorado, Revenue Bonds, CommonSpirit Health, Series 2019A-1, 4.000%, 8/01/44   8/29 at 100.00 BBB+ 9,981,356
26,025   Colorado Health Facilities Authority, Colorado, Revenue Bonds, CommonSpirit Health, Series 2019A-2, 4.000%, 8/01/49   8/29 at 100.00 BBB+ 30,218,668
4,600   Colorado Health Facilities Authority, Colorado, Revenue Bonds, Covenant Living Communities & Services, Series 2020A, 4.000%, 12/01/50   12/27 at 103.00 A- 5,326,708
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 (4) 2,472,280
6

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Colorado (continued)        
$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 (4) $1,100,280
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+ 886,065
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 1,641,555
10,035   Colorado Health Facilities Authority, Colorado, Revenue Bonds, Parkview Medical Center, Series 2020A, 4.000%, 9/01/50   9/30 at 100.00 Baa1 11,463,282
1,000   Colorado Health Facilities Authority, Colorado, Revenue Bonds, Sanford Health, Series 2019A, 4.000%, 11/01/39   11/29 at 100.00 A+ 1,200,510
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- 3,971,946
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- 5,823,743
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 4,751,460
    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 2,071,633
2,660   5.875%, 12/01/46   12/23 at 103.00 N/R 2,892,670
    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+ 2,503,760
1,225   5.000%, 12/01/47   12/27 at 100.00 A+ 1,531,581
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+ 1,818,135
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 2,313,340
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 7,513,870
5,000   Colorado State, Certificates of Participation, Rural Series 2018A, 4.000%, 12/15/35   12/28 at 100.00 AA- 5,994,800
2,505   Colorado State, Certificates of Participation, Rural Series 2020A, 4.000%, 12/15/39   12/30 at 100.00 AA- 3,063,891
    Commerce City, Colorado, Sales and Use Tax Revenue Bonds, Series 2016:        
7,115   5.000%, 8/01/41   8/26 at 100.00 A1 8,499,294
1,000   5.000%, 8/01/46   8/26 at 100.00 A1 1,185,980
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 1,065,800
11,140   Denver City and County, Colorado, Airport System Revenue Bonds, Series 2012B, 5.000%, 11/15/37 (Pre-refunded 11/15/22)   11/22 at 100.00 A+ (4) 11,838,367
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 14,220,960
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 3,136,625
7

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Colorado (continued)        
$11,000   Denver City and County, Colorado, Dedicated Tax Revenue Bonds, Series 2021A, 4.000%, 8/01/51   8/31 at 100.00 AA- $13,286,680
    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- 6,058,291
2,935   5.000%, 12/01/35   12/26 at 100.00 BBB- 3,448,977
1,800   5.000%, 12/01/40   12/26 at 100.00 BBB- 2,097,324
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 401,580
13,920   E-470 Public Highway Authority, Colorado, Senior Revenue Bonds, Series 1997B, 0.000%, 9/01/21  –  NPFG Insured   No Opt. Call A 13,915,963
    E-470 Public Highway Authority, Colorado, Senior Revenue Bonds, Series 2000B:        
6,200   0.000%, 9/01/22  –  NPFG Insured   No Opt. Call A 6,180,718
45,540   0.000%, 9/01/30  –  NPFG Insured   No Opt. Call A 39,669,439
16,635   0.000%, 9/01/32  –  NPFG Insured   No Opt. Call A 13,782,430
49,250   0.000%, 9/01/33  –  NPFG Insured   No Opt. Call A 39,764,942
    E-470 Public Highway Authority, Colorado, Toll Revenue Bonds, Series 2004A:        
9,310   0.000%, 9/01/28  –  NPFG Insured   No Opt. Call A 8,546,580
2,900   0.000%, 9/01/34  –  NPFG Insured   No Opt. Call A 2,279,400
18,500   0.000%, 3/01/36  –  NPFG Insured   No Opt. Call A 13,931,425
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 2,599,828
1,200   El Paso County School District 3, Widefield, Colorado, Certificates of Participation, Recreation Facility Project, Series 2021, 4.000%, 12/01/46  –  AGM Insured   12/31 at 100.00 AA 1,435,428
2,000   Firestone, Colorado, Water Enterprise Revenue Bones, Series 2020, 4.000%, 12/01/45  –  BAM Insured   12/30 at 100.00 AA 2,393,840
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 2,090,609
1,000   Little Thompson Water District, Colorado, Water Revenue Bonds, Series 2020, 4.000%, 12/01/50   12/30 at 100.00 AA- 1,203,620
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+ 1,178,830
1,000   Louisville, Boulder County, Colorado, General Obligation Bonds, Limited Tax, Series 2017, 4.000%, 12/01/36   12/26 at 100.00 AA+ 1,153,290
1,200   Morgan County Quality Water District, Morgan and Washington Counties, Colorado, Water Revenue Bonds, Series 2020, 4.000%, 12/01/50  –  AGM Insured   12/30 at 100.00 AA 1,423,800
1,085   North Range Metropolitan District 2, Adams County, Colorado , Limited Tax General Obligation Bonds, Refunding Special Revenue & Improvement Series 2017A, 5.750%, 12/01/47   12/22 at 103.00 N/R 1,155,503
7,750   Northern Colorado Water Conservancy District Building Corporation, Certificates of Participation, Refunding Series 2021, 4.000%, 7/01/51 (WI/DD, Settling 8/11/21)   7/31 at 100.00 AA+ 9,306,355
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 1,267,574
8

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Colorado (continued)        
$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 $20,362,263
    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 3,693,114
3,255   4.000%, 12/01/46  –  AGM Insured   12/29 at 100.00 A 3,884,484
600   Pueblo Urban Renewal Authority, Colorado, Tax Increment Revenue Bonds, EVRAZ Project, Series 2021A, 4.750%, 12/01/45, 144A   12/30 at 100.00 N/R 694,296
    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 10,742,822
3,600   5.000%, 12/01/47   12/27 at 100.00 A2 4,387,104
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 3,860,838
    Thompson Crossing Metropolitan District 6, Larimer County, Colorado, General Obligation Limited Tax Bonds, Refunding & Improvement Convertible to Unlimited Tax Series 2020:        
895   3.000%, 12/01/30, 144A   No Opt. Call Ba2 948,405
1,300   5.000%, 12/01/44, 144A   12/30 at 100.00 Ba2 1,578,512
995   Transport Metropolitan District 3, In the City of Aurora, Adams County, Colorado, General Obligation Limited Bonds, Series 2021A-1, 5.000%, 12/01/51   3/26 at 103.00 N/R 1,117,176
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 1,091,410
4,000   University of Colorado Hospital Authority, Colorado, Revenue Bonds, Series 2012A, 5.000%, 11/15/42   11/22 at 100.00 Aa3 4,237,840
14,500   University of Colorado, Enterprise System Revenue Bonds, Series 2014A, 5.000%, 6/01/46 (Pre-refunded 6/01/24)   6/24 at 100.00 Aa1 (4) 16,470,260
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 2,820,875
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 6,443,200
2,175   Weld County School District RE1, Colorado, General Obligation Bonds, Series 2017, 5.000%, 12/15/30   12/26 at 100.00 AA 2,663,157
500   Westerly Metropolitan District 4, Weld County, Colorado, General Obligation Limited Tax Bonds, Series 2021A-1, 5.000%, 12/01/50   3/26 at 103.00 N/R 552,360
489,789   Total Colorado       520,363,867
    Connecticut – 0.6% (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- 1,948,238
2,800   Connecticut Health and Educational Facilities Authority, Revenue Bonds, McLean Affiliates, Series 2020A, 5.000%, 1/01/55, 144A   1/26 at 102.00 BB+ 3,139,500
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- 8,126,543
9

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Connecticut (continued)        
    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 $604,465
2,425   5.000%, 7/01/42   7/27 at 100.00 A3 2,903,913
7,075   Connecticut State, Special Tax Obligation Bonds, Transportation Infrastructure Purposes, Series 2020A, 5.000%, 5/01/40   5/30 at 100.00 AA- 9,218,654
3,285   University of Connecticut, General Obligation Bonds, Series 2020A, 5.000%, 2/15/40   2/30 at 100.00 A+ 4,227,072
24,900   Total Connecticut       30,168,385
    Delaware – 0.3% (0.2% of Total Investments)        
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- (4) 3,650,462
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 1,211,890
9,070   Delaware Transportation Authority, Revenue Bonds, US 301 Project, Series 2015, 5.000%, 6/01/55   6/25 at 100.00 AA- 10,465,147
13,420   Total Delaware       15,327,499
    District of Columbia – 3.2% (2.1% 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- 1,305,625
107,000   District of Columbia Tobacco Settlement Corporation, Tobacco Settlement Asset-Backed Bonds, Series 2006A, 0.000%, 6/15/46   8/21 at 21.75 N/R 23,164,430
    District of Columbia, Revenue Bonds, Georgetown University, Refunding Series 2017:        
3,500   5.000%, 4/01/35   4/27 at 100.00 A- 4,231,675
60   5.000%, 4/01/36 (Pre-refunded 4/01/27)   4/27 at 100.00 N/R (4) 74,747
3,440   5.000%, 4/01/36   4/27 at 100.00 A- 4,150,154
    Metropolitan Washington Airports Authority, District of Columbia, Dulles Toll Road Revenue Bonds, Dulles Metrorail & Capital improvement Projects, Refunding & Subordinate Lien Series 2019B:        
5,000   5.000%, 10/01/47   10/29 at 100.00 Baa2 6,313,350
13,710   4.000%, 10/01/49   10/29 at 100.00 Baa2 16,063,733
11,960   Metropolitan Washington Airports Authority, District of Columbia, 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 12,302,774
32,000   Metropolitan Washington Airports Authority, District of Columbia, Dulles Toll Road Revenue Bonds, Dulles Metrorail & Capital improvement Projects, Second Senior Lien Series 2009C, 6.500%, 10/01/41  –  AGC Insured   10/26 at 100.00 A3 41,175,360
18,000   Metropolitan Washington Airports Authority, District of Columbia, 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 24,590,520
12,455   Metropolitan Washington Airports Authority, Virginia, Dulles Toll Road Revenue Bonds, Dulles Metrorail & Capital improvement Projects, Refunding & Subordinate Lien Series 2019B, 4.000%, 10/01/44   10/29 at 100.00 Baa2 14,673,609
10

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    District of Columbia (continued)        
$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 $5,282,830
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 1,440,202
216,570   Total District of Columbia       154,769,009
    Florida – 6.9% (4.4% 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 2,980,208
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 (4) 11,087,120
1,425   Central Florida Expressway Authority, Revenue Bonds, Refunding Senior Lien Series 2021, 4.000%, 7/01/38  –  AGM Insured   7/31 at 100.00 AA 1,764,820
2,830   City of Miami Beach, Florida, Stormwater Revenue Bonds, Series 2015, 5.000%, 9/01/41   9/25 at 100.00 AA- 3,301,167
2,315   Cocoa, Florida, Water and Sewer System Revenue Bonds, Refunding Series 2003, 5.500%, 10/01/23  –  AMBAC Insured   No Opt. Call AA 2,455,127
3,570   Collier County Educational Facilities Authority, Florida, Revenue Bonds, Hodges University, Refunding Series 2013, 6.125%, 11/01/43 (Pre-refunded 11/01/23)   11/23 at 100.00 N/R (4) 4,041,704
5,810   Collier County, Florida, Tourist Development Tax Revenue Bonds, Series 2018, 4.000%, 10/01/43   10/28 at 100.00 Aa3 6,572,969
    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 (4) 9,384,921
4,280   5.625%, 4/01/43 (Pre-refunded 4/01/23)   4/23 at 100.00 Baa1 (4) 4,670,850
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 595,110
    Florida Municipal Loan Council, Revenue Bonds, Series 2000B:        
1,040   0.000%, 11/01/25  –  NPFG Insured   No Opt. Call Baa2 975,416
1,590   0.000%, 11/01/26  –  NPFG Insured   No Opt. Call Baa2 1,456,869
1,690   Fort Myers, Florida, Utility System Revenue Bonds, Refunding Series 2019A, 4.000%, 10/01/44   10/28 at 100.00 A+ 1,974,934
15,000   Hillsborough County Aviation Authority, Florida, Revenue Bonds, Tampa International Airport, Series 2018F, 5.000%, 10/01/48 (UB) (6)   10/28 at 100.00 A+ 18,865,200
    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 6,526,986
12,885   5.000%, 10/01/44   10/24 at 100.00 A 14,677,175
13,145   Hillsborough County Industrial Development Authority, Florida, Hospital Revenue Bonds, Florida Health Sciences Center Inc D/B/A Tampa General Hospital, Series 2020A, 4.000%, 8/01/55   2/31 at 100.00 Baa1 15,537,127
400   Jacksonville, Florida, Better Jacksonville Sales Tax Revenue Bonds, Refunding Series 2012, 5.000%, 10/01/30   10/22 at 100.00 A+ 422,448
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 1,549,523
11

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Florida (continued)        
$2,500   Lakeland, Florida, Hospital System Revenue Bonds, Lakeland Regional Health, Series 2015, 5.000%, 11/15/45   11/24 at 100.00 A2 $2,842,400
    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 4,216,375
19,145   5.000%, 2/01/44  –  AGM Insured   2/24 at 100.00 A1 21,161,926
    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+ 211,335
2,000   5.125%, 7/01/38   7/27 at 100.00 BB+ 2,066,460
5,035   5.125%, 7/01/46   7/27 at 100.00 BB+ 5,114,100
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- 8,442,114
17,925   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- 21,626,871
10,000   Miami-Dade County Expressway Authority, Florida, Toll System Revenue Bonds, Series 2010A, 5.000%, 7/01/35   8/21 at 100.00 BBB+ 10,031,100
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- 1,406,927
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- 1,140,790
1,500   Miami-Dade County, Florida, Aviation Revenue Bonds, Refunding Series 2016A, 5.000%, 10/01/41   10/26 at 100.00 A- 1,817,685
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 5,815,245
1,850   Miami-Dade County, Florida, Special Obligation Bonds, Refunding Subordinate Series 2012B, 5.000%, 10/01/37 (Pre-refunded 10/01/22)   10/22 at 100.00 A2 (4) 1,956,042
    Miami-Dade County, Florida, Transit System Sales Surtax Revenue Bonds, Refunding Series 2012:        
5,500   5.000%, 7/01/31 (Pre-refunded 7/01/22)   7/22 at 100.00 A1 (4) 5,747,940
3,000   5.000%, 7/01/42 (Pre-refunded 7/01/22)   7/22 at 100.00 A1 (4) 3,135,240
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 8,110,060
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+ (4) 6,100,736
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+ 11,733,887
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 2,867,376
750   Orange County Health Facilities Authority, Florida, Hospital Revenue Bonds, Orlando Health, Inc, Series 2012A, 5.000%, 10/01/42 (Pre-refunded 4/01/22)   4/22 at 100.00 A2 (4) 774,330
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- 857,385
12

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Florida (continued)        
$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- $6,352,815
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 11,782,716
5,680   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- 6,810,604
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 271,427
1,385   Rivercrest Community Development District, Florida, Special Assessment Bonds, Series 2007, 5.000%, 5/01/30  –  RAAI Insured   8/21 at 100.00 A3 1,388,393
6,625   South Broward Hospital District, Florida, Hospital Revenue Bonds, Refunding Series 2015, 4.000%, 5/01/33   5/25 at 100.00 Aa3 7,378,262
    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 5,687,829
12,325   5.000%, 8/15/47   8/27 at 100.00 A1 15,212,994
2,540   Tampa Sports Authority, Hillsborough County, Florida, Sales Tax Payments Special Purpose Bonds, Stadium Project, Series 1995, 5.750%, 10/01/25  –  NPFG Insured   No Opt. Call Baa2 2,820,619
3,300   Tampa, Florida, Health System Revenue Bonds, Baycare Health System, Series 2012A, 5.000%, 11/15/33   5/22 at 100.00 Aa2 3,418,998
4,000   Tampa, Florida, Health System Revenue Bonds, Baycare Health System, Series 2016A, 4.000%, 11/15/46   5/26 at 100.00 Aa2 4,525,280
    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- 410,212
5,545   5.000%, 7/01/50   7/30 at 100.00 A- 7,001,339
9,720   Tampa-Hillsborough County Expressway Authority, Florida, Revenue Bonds, Refunding Series 2012B, 5.000%, 7/01/42 (Pre-refunded 7/01/22)   7/22 at 100.00 A2 (4) 10,153,609
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 (4) 1,514,595
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 A2 (4) 2,339,140
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 A2 1,172,450
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- 8,369,474
293,270   Total Florida       332,626,754
    Georgia – 3.7% (2.4% 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+ 7,375,106
13

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Georgia (continued)        
    Atlanta, Georgia, Water and Wastewater Revenue Bonds, Refunding Series 2015:        
$3,400   5.000%, 11/01/33 (Pre-refunded 5/01/25)   5/25 at 100.00 AA- (4) $4,002,888
2,040   5.000%, 11/01/35 (Pre-refunded 5/01/25)   5/25 at 100.00 AA- (4) 2,401,733
3,420   Atlanta, Georgia, Water and Wastewater Revenue Bonds, Series 1999A, 5.500%, 11/01/22  –  FGIC Insured   No Opt. Call AA- 3,561,246
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 2,409,080
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 6,759,794
    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 5,215,658
13,670   5.000%, 4/01/47   4/27 at 100.00 A 16,397,302
5,485   4.000%, 4/01/50   4/30 at 100.00 A 6,440,432
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 34,047,160
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- 14,432,295
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- 9,060,150
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+ 4,395,288
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 12,502,160
1,350   Henry County Water and Sewerage Authority, Georgia, Revenue Bonds, Refunding Series 2005, 5.250%, 2/01/27  –  BHAC Insured   No Opt. Call AA+ 1,698,637
    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 2,296,393
8,000   5.000%, 5/15/49   No Opt. Call A3 12,627,040
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 Baa1 9,083,082
    Municipal Electric Authority of Georgia, Plant Vogtle Units 3 & 4 Project M Bonds, Series 2021A:        
1,000   5.000%, 1/01/56   1/30 at 100.00 BBB+ 1,249,030
1,675   5.000%, 1/01/62  –  AGM Insured   1/30 at 100.00 BBB+ 2,092,125
8,230   Private Colleges and Universities Authority, Georgia, Revenue Bonds, Mercer University, Series 2015, 5.000%, 10/01/40   10/25 at 100.00 Baa1 9,484,746
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 8,256,640
675   Valdosta and Lowndes County Hospital Authority, Georgia, Revenue Anticipation Certificates, Refunding Series 2019A, 4.000%, 10/01/38   10/29 at 100.00 AA- 812,606
14

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Georgia (continued)        
$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- (4) $2,635,920
151,265   Total Georgia       179,236,511
    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 (Pre-refunded 7/01/23)   7/23 at 100.00 Baa2 (4) 4,462,793
    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 299,464
    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- 2,158,319
2,460   Idaho Housing and Finance Association, GNMA Housing Revenue Refunding Bonds, Wedgewood Terrace Project, Series 2002A-1, 7.250%, 3/20/37   8/21 at 101.00 Aaa 2,496,039
4,570   Total Idaho       4,654,358
    Illinois – 15.8% (10.2% 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 1,245,900
285   5.000%, 4/01/37  –  AGM Insured   4/28 at 100.00 A2 351,813
1,370   5.000%, 4/01/38  –  AGM Insured   4/28 at 100.00 A2 1,688,196
    Bolingbrook, Will and DuPage Counties, Illinois, General Obligation Bonds, Refunding Series 2002B:        
4,595   0.000%, 1/01/32  –  FGIC Insured   No Opt. Call A2 3,728,153
4,000   0.000%, 1/01/34  –  FGIC Insured   No Opt. Call A2 3,062,560
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- 13,668,710
2,940   Chicago Board of Education, Illinois, General Obligation Bonds, Dedicated Revenues Series 2011A, 5.000%, 12/01/41   12/21 at 100.00 Ba3 2,981,660
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 6,130,400
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 8,535,197
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 14,136,170
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 2,243,638
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 31,340,618
15

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Illinois (continued)        
    Chicago Board of Education, Illinois, General Obligation Bonds, Dedicated Revenues, Series 2021A:        
$1,500   5.000%, 12/01/38   12/30 at 100.00 BB $1,937,085
1,750   5.000%, 12/01/40   12/30 at 100.00 BB 2,251,323
1,000   Chicago Board of Education, Illinois, Unlimited Tax General Obligation Bonds, Dedicated Tax Revenues, Series 1999A, 5.500%, 12/01/26  –  NPFG Insured   No Opt. Call BB 1,172,800
3,225   Chicago Transit Authority, Illinois, Sales Tax Receipts Revenue Bonds, Second Lien Series 2020A, 4.000%, 12/01/55   12/29 at 100.00 A+ 3,707,718
5,785   Chicago Transit Authority, Illinois, Sales Tax Receipts Revenue Bonds, Series 2011, 5.250%, 12/01/40 (Pre-refunded 12/01/21)   12/21 at 100.00 A2 (4) 5,883,923
9,285   Chicago Transit Authority, Illinois, Sales Tax Receipts Revenue Bonds, Series 2014, 5.250%, 12/01/49   12/24 at 100.00 AA 10,734,760
    Chicago, Illinois, General Obligation Bonds, City Colleges, Series 1999:        
32,670   0.000%, 1/01/22  –  FGIC Insured   No Opt. Call BBB- 32,538,340
22,670   0.000%, 1/01/25  –  FGIC Insured   No Opt. Call BBB- 21,645,543
10,565   Chicago, Illinois, General Obligation Bonds, Project & Refunding Series 2017A, 6.000%, 1/01/38   1/27 at 100.00 BBB- 13,246,503
4,000   Chicago, Illinois, General Obligation Bonds, Series 2019A, 5.000%, 1/01/40   1/29 at 100.00 BBB- 4,960,320
5,000   Chicago, Illinois, Sales Tax Revenue Bonds, Series 2011A, 5.000%, 1/01/41 (Pre-refunded 1/01/22)   1/22 at 100.00 N/R (4) 5,101,900
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 5,429,600
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+ 5,310,405
3,500   Evanston, Cook County, Illinois, General Obligation Bonds, Corporate Purpose Series 2018A, 4.000%, 12/01/43   6/28 at 100.00 Aa2 4,028,815
    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 3,017,465
5,265   5.500%, 11/01/36   11/23 at 100.00 A 5,874,213
3,215   Illinois Finance Authority, Health Services Facility Lease Revenue Bonds, Provident Group - UIC Surgery Center, LLC - University of Illinois Health Services Facility Project, Series 2020, 4.000%, 10/01/55   10/30 at 100.00 BBB+ 3,728,403
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 (4) 5,225,619
    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 4,299,785
55   4.000%, 2/15/41 (Pre-refunded 2/15/27)   2/27 at 100.00 N/R (4) 64,899
1,200   4.000%, 2/15/41 (Pre-refunded 2/15/27)   2/27 at 100.00 N/R (4) 1,415,988
25,880   4.000%, 2/15/41   2/27 at 100.00 Aa2 29,580,581
1,000   5.000%, 2/15/41   2/27 at 100.00 Aa2 1,214,050
4,200   Illinois Finance Authority, Revenue Bonds, Centegra Health System, Series 2012, 5.000%, 9/01/38   9/22 at 100.00 AA+ 4,414,620
16

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Illinois (continued)        
    Illinois Finance Authority, Revenue Bonds, Centegra Health System, Series 2014A:        
$8,750   5.000%, 9/01/39   9/24 at 100.00 AA+ $9,960,737
11,030   5.000%, 9/01/42   9/24 at 100.00 AA+ 12,545,412
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 (4) 3,017,146
16,165   Illinois Finance Authority, Revenue Bonds, Mercy Health Corporation, Series 2016, 5.000%, 12/01/40   6/26 at 100.00 A3 19,306,183
1,100   Illinois Finance Authority, Revenue Bonds, Northwestern Memorial Healthcare, Tender Option Bond Trust 2015-XF0076, 18.057%, 8/15/37, 144A (IF)   8/22 at 100.00 Aa2 1,308,593
13,540   Illinois Finance Authority, Revenue Bonds, OSF Healthcare System, Series 2015A, 5.000%, 11/15/45   11/25 at 100.00 A3 15,866,849
2,215   Illinois Finance Authority, Revenue Bonds, Rehabilitation Institute of Chicago, Series 2013A, 6.000%, 7/01/43   7/23 at 100.00 A- 2,395,899
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 A3 4,788,371
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+ 6,477,285
8,760   Illinois Finance Authority, Revenue Bonds, The Carle Foundation, Fixed Period Series 2021A, 4.000%, 8/15/48   8/31 at 100.00 AA- 10,531,097
15,510   Illinois Finance Authority, Revenue Bonds, University of Chicago, Series 2012A, 5.000%, 10/01/51   10/21 at 100.00 AA- 15,632,839
    Illinois State, General Obligation Bonds, April Series 2014:        
2,500   5.000%, 4/01/31   4/24 at 100.00 BBB- 2,789,925
3,000   5.000%, 4/01/38   4/24 at 100.00 BBB- 3,330,210
    Illinois State, General Obligation Bonds, December Series 2017A:        
5,000   5.000%, 12/01/34   12/27 at 100.00 BBB- 6,082,900
1,175   5.000%, 12/01/35   12/27 at 100.00 BBB- 1,426,791
5,420   5.000%, 12/01/39   12/27 at 100.00 BBB- 6,524,867
1,600   Illinois State, General Obligation Bonds, February Series 2014, 5.250%, 2/01/32   2/24 at 100.00 BBB- 1,785,616
1,750   Illinois State, General Obligation Bonds, January Series 2016, 5.000%, 1/01/32   1/26 at 100.00 BBB- 2,028,093
3,565   Illinois State, General Obligation Bonds, June Series 2016, 5.000%, 6/01/26   No Opt. Call BBB- 4,291,725
    Illinois State, General Obligation Bonds, May Series 2018A:        
17,000   6.000%, 5/01/26   No Opt. Call BBB- 21,215,490
4,485   6.000%, 5/01/27   No Opt. Call BBB- 5,769,100
    Illinois State, General Obligation Bonds, May Series 2020:        
1,115   5.500%, 5/01/30   No Opt. Call BBB- 1,501,236
5,305   5.500%, 5/01/39   5/30 at 100.00 BBB- 6,960,107
2,515   Illinois State, General Obligation Bonds, November Series 2016, 5.000%, 11/01/23   No Opt. Call BBB- 2,776,686
9,710   Illinois State, General Obligation Bonds, October Series 2016, 5.000%, 2/01/27   No Opt. Call BBB- 11,879,894
2,500   Illinois State, General Obligation Bonds, Series 2012A, 5.000%, 3/01/25   3/22 at 100.00 BBB- 2,568,650
2,035   Illinois State, General Obligation Bonds, Series 2013, 5.500%, 7/01/38   7/23 at 100.00 BBB- 2,201,911
17

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Illinois (continued)        
$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 $5,349,053
    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 8,842,480
6,500   5.000%, 1/01/39   1/24 at 100.00 A1 7,171,320
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 11,668,488
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 10,469,486
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 12,229,900
13,185   Illinois Toll Highway Authority, Toll Highway Revenue Bonds, Senior Lien Series 2020A, 5.000%, 1/01/45   1/31 at 100.00 A1 17,037,525
1,115   Illinois Toll Highway Authority, Toll Highway Revenue Bonds, Tender Option Bond Trust 2015-XF0052, 17.777%, 1/01/38, 144A (IF)   1/23 at 100.00 A1 1,398,199
11,050   Illinois, General Obligation Bonds, Illinois FIRST Program, Series 2001, 6.000%, 11/01/26  –  FGIC Insured   No Opt. Call BBB- 13,362,433
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 1,737,947
3,125   Macon County School District 61 Decatur, Illinois, General Obligation Bonds, Alternate Revenue Source Refunding School Series 2020C, 4.000%, 1/01/45  –  AGM Insured   1/27 at 100.00 A3 3,463,094
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 17,888,114
    Metropolitan Pier & Exposition Authority:        
800   5.500%, 12/15/23 (ETM)   No Opt. Call N/R (4) 825,977
2,170   5.500%, 12/15/23   No Opt. Call BB+ 2,389,440
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+ 5,205,450
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+ 2,939,827
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+ 10,278,752
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+ 5,705,273
    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+ 18,863,460
5,355   0.000%, 6/15/46  –  AGM Insured   No Opt. Call BB+ 2,981,557
    Metropolitan Pier and Exposition Authority, Illinois, Revenue Bonds, McCormick Place Expansion Project, Refunding Series 1996A:        
5,010   0.000%, 12/15/21  –  NPFG Insured (ETM)   No Opt. Call BB+ (4) 5,004,840
23,920   0.000%, 12/15/22  –  NPFG Insured   No Opt. Call BB+ 23,694,913
13,350   0.000%, 12/15/24  –  NPFG Insured   No Opt. Call BB+ 12,923,868
18

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Illinois (continued)        
$2,510   Metropolitan Pier and Exposition Authority, Illinois, Revenue Bonds, McCormick Place Expansion Project, Refunding Series 1998A, 5.500%, 12/15/23  –  FGIC Insured (ETM)   No Opt. Call BB+ (4) $2,672,497
    Metropolitan Pier and Exposition Authority, Illinois, Revenue Bonds, McCormick Place Expansion Project, Series 2002A:        
1,420   5.700%, 6/15/25 (Pre-refunded 6/15/22)   6/22 at 101.00 N/R (4) 1,501,110
5,080   5.700%, 6/15/25   6/22 at 101.00 BB+ 5,370,170
8,000   5.750%, 6/15/26  –  NPFG Insured   6/22 at 101.00 BB+ 8,460,480
1,115   5.750%, 6/15/27   6/22 at 101.00 BB+ 1,179,179
4,610   5.750%, 6/15/27 (Pre-refunded 6/15/22)   6/22 at 101.00 N/R (4) 4,875,352
195   0.000%, 6/15/30 (ETM)   No Opt. Call N/R (4) 175,373
3,505   0.000%, 6/15/30   No Opt. Call BBB+ 2,987,977
28,000   0.000%, 12/15/35  –  AGM Insured   No Opt. Call BB+ 21,269,920
3,280   0.000%, 6/15/37  –  NPFG Insured   No Opt. Call BB+ 2,335,229
11,715   0.000%, 12/15/38  –  NPFG Insured   No Opt. Call BB+ 8,021,260
6,700   Metropolitan Pier and Exposition Authority, Illinois, Revenue Bonds, McCormick Place Hospitality Facility, Series 1996A, 7.000%, 7/01/26 (ETM)   No Opt. Call AA+ (4) 8,025,863
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 A1 18,937,079
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 A1 3,126,827
4,125   Southwestern Illinois Development Authority, Health Facility Revenue Bonds, Memorial Group, Inc, Series 2013, 7.625%, 11/01/48 (Pre-refunded 11/01/23)   11/23 at 100.00 N/R (4) 4,810,493
    Springfield, Illinois, Electric Revenue Bonds, Refunding Senior Lien Series 2015:        
2,250   5.000%, 3/01/29   3/25 at 100.00 A3 2,603,610
7,000   5.000%, 3/01/31   3/25 at 100.00 A3 8,094,730
2,000   University of Illinois, Health Services Facilities System Revenue Bonds, Series 2013, 6.250%, 10/01/38   10/23 at 100.00 Baa1 2,234,740
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 4,767,913
780   Will County Community Unit School District 201-U Crete-Monee, Illinois, General Obligation Bonds, Capital Appreciation Series 2004, 0.000%, 11/01/22  –  NPFG Insured (ETM)   No Opt. Call Baa2 (4) 776,708
    Will County Community Unit School District No 201-U Crete-Monee, Illinois:        
165   0.000%, 11/01/22 (ETM)   No Opt. Call N/R (4) 164,508
2,385   0.000%, 11/01/22   No Opt. Call A 2,361,389
715,550   Total Illinois       767,045,088
    Indiana – 2.8% (1.8% 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 6,731,460
19

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2021
  (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 (Pre-refunded 5/01/23)   5/23 at 100.00 A (4) $5,341,550
5,420   5.000%, 5/01/42 (Pre-refunded 5/01/23)   5/23 at 100.00 A (4) 5,884,711
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 11,740,900
    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 2,106,037
3,400   5.000%, 12/01/40   6/25 at 100.00 AA 3,941,076
1,150   Indiana Finance Authority, Hospital Revenue Bonds, Marion General Hospital Project, Series 2020A, 4.000%, 7/01/50   7/30 at 100.00 A 1,340,222
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- (4) 8,877,249
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+ 13,208,470
4,200   Indiana Finance Authority, Wastewater Utility Revenue Bonds, CWA Authority Project, First Lien Green Series 2020A, 4.000%, 10/01/45   10/30 at 100.00 Aa3 5,068,770
3,000   Indiana Finance Authority, Wastewater Utility Revenue Bonds, CWA Authority Project, Refunding First Lien Series 2021-1, 4.000%, 10/01/40   10/31 at 100.00 A1 3,679,110
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 5,039,600
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 5,279,800
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+ 15,002,989
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+ 6,159,950
1,255   Indiana Health Facility Financing Authority, Revenue Bonds, Ancilla Systems Inc Obligated Group, Series 1997, 5.250%, 7/01/22  –  NPFG Insured (ETM)   8/21 at 100.00 N/R (4) 1,259,794
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+ 17,009,535
    Indianapolis Local Public Improvement Bond Bank, Indiana, Series 1999E:        
9,255   0.000%, 2/01/25  –  AMBAC Insured   No Opt. Call AA- 9,092,205
9,560   0.000%, 2/01/26  –  AMBAC Insured   No Opt. Call AA- 9,279,701
1,580   Zionsville Community Schools Building Corporation, Boone County, Indiana, First Mortgage Bonds, Series 2005Z, 0.000%, 1/15/28  –  AGM Insured   No Opt. Call A2 1,470,206
123,770   Total Indiana       137,513,335
    Iowa – 0.9% (0.6% of Total Investments)        
3,275   Iowa Finance Authority Senior Living Facilities Revenue Bonds, Sunrise Retirement Community Project, Refunding Series 2021, 5.000%, 9/01/51   9/28 at 102.00 N/R 3,554,161
16,130   Iowa Finance Authority, Iowa, Midwestern Disaster Area Revenue Bonds, Iowa Fertilizer Company Project, Series 2013, 5.250%, 12/01/25   12/23 at 100.00 B+ 17,663,963
20

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Iowa (continued)        
$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- $2,963,492
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+ 3,361,478
8,265   Iowa Tobacco Settlement Authority, Tobacco Settlement Asset-Backed Bonds, Class 2 Capital Appreciation Senior Lien Series 2021B-2, 0.000%, 6/01/65   6/31 at 25.58 N/R 1,569,441
1,095   Iowa Tobacco Settlement Authority, Tobacco Settlement Asset-Backed Bonds, Senior Class 1 Series 2021A-2, 4.000%, 6/01/49   6/31 at 100.00 BBB+ 1,288,421
    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 A- 5,503,700
5,990   5.000%, 12/01/41   12/26 at 100.00 A- 6,958,703
45,230   Total Iowa       42,863,359
    Kansas – 0.3% (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 2,101,140
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 3,116,160
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 4,414,618
5,270   Lawrence, Kansas, Hospital Revenue Bonds, Lawrence Memorial Hospital, Series 2018A, 5.000%, 7/01/43   7/28 at 100.00 A 6,495,749
13,970   Total Kansas       16,127,667
    Kentucky – 0.8% (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 5,270,530
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 BBB- 1,536,028
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+ 5,771,306
    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 (5)   7/31 at 100.00 Baa2 6,259,500
8,610   0.000%, 7/01/46 (5)   7/31 at 100.00 Baa2 10,798,920
    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 Baa2 2,923,527
430   6.000%, 7/01/53   7/23 at 100.00 Baa2 475,184
    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+ (4) 3,099,498
3,000   5.000%, 12/01/35   6/22 at 100.00 N/R 3,120,300
21

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Kentucky (continued)        
$1,380   University of Kentucky, General Receipts Bonds, University of Kentucky Mixed-Use Parking Project, Series 2019A, 4.000%, 5/01/44   5/29 at 100.00 AA- $1,600,993
35,990   Total Kentucky       40,855,786
    Louisiana – 2.9% (1.9% of Total Investments)        
6,860   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 7,287,927
5,500   East Baton Rouge Sewerage Commission, Louisiana, Revenue Bonds, Refunding Series 2019A, 4.000%, 2/01/45   2/29 at 100.00 AA- 6,472,455
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 2,333,199
4,000   Louisiana Public Facilities Authority, Hospital Revenue Bonds, Louisiana Children's Medical Center Hospital, Series 2020A, 4.000%, 6/01/50   6/30 at 100.00 A+ 4,673,600
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 1,967,861
    Louisiana Public 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 4,810,440
22,625   5.000%, 5/15/46   5/27 at 100.00 A3 27,205,657
22,975   Louisiana Public Facilities Authority, Lousiana, Revenue Bonds, Ochsner Clinic Foundation Project, Series 2020A, 4.000%, 5/15/49   5/30 at 100.00 A3 26,891,778
    Louisiana Public Facilities Authority, Revenue Bonds, Ochsner Clinic Foundation Project, Refunding Series 2016:        
20   4.000%, 5/15/35 (Pre-refunded 5/15/26)   5/26 at 100.00 N/R (4) 23,171
2,345   4.000%, 5/15/36   5/26 at 100.00 A3 2,640,564
20   5.000%, 5/15/47 (Pre-refunded 5/15/26)   5/26 at 100.00 N/R (4) 24,111
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 2,247,965
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 14,791,084
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- 1,245,182
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- 13,766,760
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- 6,068,600
6,280   New Orleans, Louisiana, Sewerage Service Revenue Bonds, Refunding Series 2014, 5.000%, 6/01/44 (Pre-refunded 6/01/24)   6/24 at 100.00 A (4) 7,123,781
4,000   Port New Orleans Board of Commissioners, Louisiana, Revenue Bonds, Port Facilities, Refunding Series 2018A, 5.000%, 4/01/48  –  AGM Insured   4/28 at 100.00 A2 4,814,040
5,000   Saint Tammany Parish Hospital Service District 1, Louisiana, Hospital Revenue Bonds, St Tammany Parish Hospital Project, Refunding Series 2018A, 5.000%, 7/01/48   7/28 at 100.00 A+ 6,130,150
22

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Louisiana (continued)        
$1,355   Shreveport, Louisiana, Water and Sewer Revenue Bonds, Refunding Series 2015, 5.000%, 12/01/40   12/25 at 100.00 A- $1,594,713
122,125   Total Louisiana       142,113,038
    Maine – 0.5% (0.4% of Total Investments)        
7,000   Maine Health and Higher Educational Facilities Authority Revenue Bonds, Eastern Maine Medical Center Obligated Group Issue, Series 2013, 5.000%, 7/01/43 (Pre-refunded 7/01/23)   7/23 at 100.00 Ba1 (4) 7,641,970
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 7,249,095
    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+ 4,240,110
2,935   5.000%, 7/01/48   7/28 at 100.00 A+ 3,598,398
750   Maine Health and Higher Educational Facilities Authority, Revenue Bonds, Series 2021A, 4.000%, 7/01/46  –  AGM Insured   7/31 at 100.00 A1 906,052
2,430   Maine Turnpike Authority, Turnpike Revenue Bonds, Series 2020, 4.000%, 7/01/45   7/30 at 100.00 AA- 2,897,581
22,855   Total Maine       26,533,206
    Maryland – 1.1% (0.7% 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 CCC 3,530,678
1,000   5.000%, 9/01/39   9/27 at 100.00 CCC 1,076,090
1,645   5.000%, 9/01/46   9/27 at 100.00 CCC 1,761,433
8,610   Baltimore, Maryland, Revenue Bonds, Water Projects, Subordinate Series 2017A, 5.000%, 7/01/41   1/27 at 100.00 A+ 10,545,614
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 321,467
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 (4) 3,657,780
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 4,559,240
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- 21,214,980
1,250   Maryland Transportation Authority, Revenue Bonds, Transportation Facilities Projects, Series 2021A, 5.000%, 7/01/46   7/31 at 100.00 Aa2 1,665,238
2,000   Montgomery County, Maryland, Revenue Bonds, Trinity Health Credit Group, Series 2015, 5.000%, 12/01/44   6/25 at 100.00 AA- 2,338,920
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- 1,246,991
2,250   Rockville Mayor and Council, Maryland, Economic Development Revenue Bonds, Series 2017B, 5.000%, 11/01/47   11/24 at 103.00 B- 2,417,197
45,940   Total Maryland       54,335,628
23

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Massachusetts – 1.4% (0.9% of Total Investments)        
$1,250   Massachusetts Development Finance Agency, Hospital Revenue Bonds, Cape Cod Healthcare Obligated Group, Series 2013, 5.250%, 11/15/41 (Pre-refunded 11/15/23)   11/23 at 100.00 A (4) $1,392,513
435   Massachusetts Development Finance Agency, Revenue Bonds, Atrius Health Issue, Series 2019A, 5.000%, 6/01/39   6/29 at 100.00 BBB 542,149
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 1,062,041
11,370   Massachusetts Development Finance Agency, Revenue Bonds, Boston University, Series 2016BB-1, 5.000%, 10/01/46   10/26 at 100.00 AA- 13,703,579
3,630   Massachusetts Development Finance Agency, Revenue Bonds, CareGroup Issue, Series 2018J-2, 5.000%, 7/01/53   7/28 at 100.00 A3 4,453,974
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 1,323,982
    Massachusetts Development Finance Agency, Revenue Bonds, Emerson College, Series 2015:        
2,070   4.500%, 1/01/45   1/25 at 100.00 Baa2 2,251,415
8,800   5.000%, 1/01/45   1/25 at 100.00 Baa2 9,762,280
2,700   Massachusetts Development Finance Agency, Revenue Bonds, Olin College, Series 2013E, 5.000%, 11/01/43   11/23 at 100.00 A 2,964,384
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- 4,700,560
805   Massachusetts Development Finance Agency, Revenue Bonds, Southcoast Health System Obligated Group Issue, Series 2021G, 5.000%, 7/01/50   7/31 at 100.00 BBB+ 1,041,501
1,725   Massachusetts Development Finance Agency, Revenue Bonds, Wellforce Issue, Series 2019A, 5.000%, 7/01/44   1/29 at 100.00 BBB+ 2,106,725
    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 1,570,951
1,545   5.000%, 9/01/45   9/25 at 100.00 BBB 1,748,461
3,000   Massachusetts Development Finance Authority, Revenue Bonds, WGBH Educational Foundation, Series 2002A, 5.750%, 1/01/42  –  AMBAC Insured   No Opt. Call AA- 4,731,540
6,840   Massachusetts School Building Authority, Dedicated Sales Tax Revenue Bonds, Senior Series 2013A, 5.000%, 5/15/43 (Pre-refunded 5/15/23)   5/23 at 100.00 Aa2 (4) 7,439,526
    Massachusetts School Building Authority, Dedicated Sales Tax Revenue Bonds, Tender Option Bond Trust 2016-XF2223, Formerly Tender Option Bond Trust 14021:        
1,323   9.396%, 8/15/24 (Pre-refunded 8/15/22), 144A (IF)   8/22 at 100.00 N/R (4) 1,455,382
6,177   9.396%, 8/15/24, 144A (IF)   8/22 at 100.00 Aa2 6,798,204
59,080   Total Massachusetts       69,049,167
    Michigan – 15.4% (10.0% of Total Investments)        
315   Advanced Technology Academy, Michigan, Public School Academy Revenue Bonds, Refunding Series 2019, 5.000%, 11/01/34   11/27 at 102.00 BB 360,121
840   Ann Arbor Public School District, Washtenaw County, Michigan, General Obligation Bonds, School Building & Site Series 2015, 5.000%, 5/01/24   No Opt. Call Aa3 950,561
4,150   Bloomfield Hills Schools, Oakland County, Michigan, General Obligation Bonds, School Building & Site Series 2020, 4.000%, 5/01/50   5/30 at 100.00 Aa1 5,013,449
24

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Michigan (continued)        
$895   Bloomfield Township, Michigan, General Obligation Bonds, Refunding Series 2016, 5.000%, 5/01/28   5/26 at 100.00 AAA $1,092,061
1,000   Boyne City Public School District, Charlevoix and Antrim Counties, Michigan, General Obligation Bonds, School Building & Site Series 2020I, 4.000%, 5/01/39  –  AGM Insured   5/30 at 100.00 AA 1,211,030
4,445   Byron Center Public Schools, Kent County, Michigan, General Obligation Bonds, School Building & Site Series 2017I, 5.000%, 5/01/47   5/27 at 100.00 AA 5,347,113
1,135   Caledonia Community Schools, Kent, Allegan and Barry Counties, Michigan, General Obligation Bonds, School Building & Site Series 2014, 5.000%, 5/01/39   5/24 at 100.00 AA 1,269,759
6,525   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 7,788,044
1,220   Central Michigan University Board of Trustees, General Revenue Bonds, Refunding Series 2014, 5.000%, 10/01/39   10/24 at 100.00 A+ 1,379,430
1,000   Conner Creek Academy East, Michigan, Public School Revenue Bonds, Series 2007, 5.250%, 11/01/36   8/21 at 100.00 B 968,320
2,000   County of Calhoun Hospital Finance Authority, Michigan, Hospital Revenue Bonds, Oaklawn Hospital, Refunding Series 2016, 5.000%, 2/15/47   2/27 at 100.00 Ba1 2,303,800
1,255   Detroit Community High School, Michigan, Public School Academy Revenue Bonds, Series 2005, 5.750%, 11/01/30   8/21 at 100.00 B- 1,001,766
4,400   Detroit Downtown Development Authority, Michigan, Tax Increment Revenue Bonds, Catalyst Development Project, Series 2018A, 5.000%, 7/01/48  –  AGM Insured   7/24 at 100.00 AA 4,916,956
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 (4) 5,587,666
2,830   Detroit, Michigan, Senior Lien Sewerage Disposal System Revenue Bonds, Series 2001B, 5.500%, 7/01/29  –  NPFG Insured   No Opt. Call A2 3,492,248
15   Detroit, Michigan, Water Supply System Revenue Bonds, Refunding Second Lien Series 2004A, 5.000%, 7/01/34  –  AGM Insured   8/21 at 100.00 A+ 15,056
1,700   Downriver Utility Wastewater Authority, Michigan, Sewer System Revenue Bonds, Series 2018, 5.000%, 4/01/43  –  AGM Insured   4/28 at 100.00 AA 2,086,597
    Eastern Michigan University, General Revenue Bonds, Refunding Series 2017A:        
1,100   5.000%, 3/01/33  –  BAM Insured   3/27 at 100.00 A2 1,330,318
2,270   5.000%, 3/01/36  –  BAM Insured   3/27 at 100.00 A2 2,729,244
11,165   Eastern Michigan University, General Revenue Bonds, Series 2018A, 4.000%, 3/01/44  –  AGM Insured   3/28 at 100.00 A2 12,736,362
    Ferndale Public School District, Oakland County, Michigan, General Obligation Bonds, Refunding Series 2021A:        
760   4.000%, 5/01/35   5/31 at 100.00 AA 946,914
770   4.000%, 5/01/37   5/31 at 100.00 AA 951,543
1,045   4.000%, 5/01/42   5/31 at 100.00 AA 1,273,980
    Ferris State University, Michigan, General Revenue Bonds, Series 2020A:        
1,000   4.000%, 10/01/39   10/29 at 100.00 A+ 1,188,430
350   4.000%, 10/01/40   10/29 at 100.00 A+ 415,205
25

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Michigan (continued)        
    Genesee County, Michigan, Sewage Disposal System Revenue Bonds, Interceptors & Treatment Facilties, Series 2020A:        
$200   4.000%, 6/01/36  –  BAM Insured   6/29 at 100.00 AA $234,616
200   4.000%, 6/01/37  –  BAM Insured   6/29 at 100.00 AA 234,014
200   4.000%, 6/01/38  –  BAM Insured   6/29 at 100.00 AA 233,530
200   4.000%, 6/01/39  –  BAM Insured   6/29 at 100.00 AA 233,028
220   4.000%, 6/01/40  –  BAM Insured   6/29 at 100.00 AA 255,891
    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 7,658,085
7,955   0.000%, 12/01/22   No Opt. Call AAA 7,942,033
8,260   0.000%, 12/01/23   No Opt. Call AAA 8,220,104
8,575   0.000%, 12/01/24   No Opt. Call AAA 8,478,102
8,900   0.000%, 12/01/25   No Opt. Call AAA 8,711,498
3,000   0.000%, 12/01/26   No Opt. Call AAA 2,897,520
100   0.000%, 12/01/27   No Opt. Call AAA 95,042
4,305   0.000%, 12/01/29   No Opt. Call AAA 3,945,188
    Grand Rapids Building Authority, Kent County, Michigan, General Obligation Bonds, Refunding Series 2011:        
560   5.000%, 10/01/28 (Pre-refunded 10/01/21)   10/21 at 100.00 Aa2 (4) 564,480
500   5.000%, 10/01/30 (Pre-refunded 10/01/21)   10/21 at 100.00 Aa2 (4) 504,000
500   5.000%, 10/01/31 (Pre-refunded 10/01/21)   10/21 at 100.00 Aa2 (4) 504,000
    Grand Rapids Public Schools, Kent County, Michigan, General Obligation Bonds, Refunding School Building & Site Series 2016:        
4,205   5.000%, 5/01/28  –  AGM Insured   5/26 at 100.00 A3 5,064,754
1,000   5.000%, 5/01/38  –  AGM Insured   5/26 at 100.00 A3 1,184,370
    Grand Rapids Public Schools, Kent County, Michigan, General Obligation Bonds, School Building & Site Series 2019:        
1,000   5.000%, 11/01/36  –  AGM Insured   5/29 at 100.00 A3 1,287,460
1,100   5.000%, 11/01/41  –  AGM Insured   5/29 at 100.00 A3 1,388,519
1,850   5.000%, 11/01/43  –  AGM Insured   5/29 at 100.00 A3 2,312,407
    Grand Rapids, Kent County, Michigan, Santiary Sewer System Revenue Bonds, Improvement & Refunding Series 2020:        
2,000   5.000%, 1/01/45   1/30 at 100.00 AA 2,560,800
1,000   4.000%, 1/01/50   1/30 at 100.00 AA 1,178,930
    Grand Rapids, Michigan, Sanitary Sewer System Revenue Bonds, Improvement & Refunding Series 2014:        
1,000   5.000%, 1/01/32 (Pre-refunded 1/01/24)   1/24 at 100.00 AA (4) 1,116,160
1,000   5.000%, 1/01/33 (Pre-refunded 1/01/24)   1/24 at 100.00 AA (4) 1,116,160
1,000   5.000%, 1/01/34 (Pre-refunded 1/01/24)   1/24 at 100.00 AA (4) 1,116,160
1,855   5.000%, 1/01/44 (Pre-refunded 1/01/24)   1/24 at 100.00 AA (4) 2,070,477
26

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Michigan (continued)        
    Grand Rapids, Michigan, Sanitary Sewer System Revenue Bonds, Series 2018:        
$2,500   5.000%, 1/01/43   1/28 at 100.00 AA $3,053,300
1,055   5.000%, 1/01/48   1/28 at 100.00 AA 1,282,078
    Grand Rapids, Michigan, Water Supply System Revenue Bonds, Series 2020:        
2,400   5.000%, 1/01/40 (UB) (6)   1/30 at 100.00 AA 3,105,384
1,870   5.000%, 1/01/45 (UB) (6)   1/30 at 100.00 AA 2,394,348
3,000   5.000%, 1/01/50 (UB) (6)   1/30 at 100.00 AA 3,824,850
    Grand Traverse County Hospital Finance Authority, Michigan, Revenue Bonds, Munson Healthcare, Series 2019A:        
1,720   5.000%, 7/01/36   7/28 at 100.00 A1 2,154,162
1,995   5.000%, 7/01/39   7/28 at 100.00 A1 2,483,675
500   Grand Valley State University, Michigan, General Revenue Bonds, Refunding Series 2014B, 5.000%, 12/01/28   12/24 at 100.00 A+ 573,610
1,005   Great Lakes Water Authority, Michigan, Sewer Disposal System Revenue Bonds, Refunding Second Lien Series 2016C, 5.000%, 7/01/32   7/26 at 100.00 A2 1,216,080
    Great Lakes Water Authority, Michigan, Water Supply Revenue Bonds, Refunding Senior Lien Series 2016C:        
6,245   5.000%, 7/01/32   7/26 at 100.00 A1 7,576,871
10,000   5.000%, 7/01/35   7/26 at 100.00 A1 12,116,500
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 33,176,777
    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 2,445,899
7,615   4.000%, 5/01/49   5/30 at 100.00 AA 9,097,564
1,265   Jenison Public Schools, Ottawa County, Michigan, General Obligation Bonds, Series 2017, 5.000%, 5/01/30   5/27 at 100.00 Aa3 1,569,536
1,675   Kalamazoo County, Michigan, General Obligation Bonds, Juvenile Home Facilities Series 2017, 5.000%, 4/01/30   4/27 at 100.00 AA+ 2,076,581
    Kent County, Michigan, General Obligation Bonds, Limited Tax Capital Improvement Series 2016:        
1,000   5.000%, 6/01/31   6/26 at 100.00 AAA 1,217,630
1,445   5.000%, 6/01/34   6/26 at 100.00 AAA 1,753,305
    Kent County, Michigan, General Obligation Bonds, Limited Tax Capital Improvement Series 2017A:        
1,570   5.000%, 6/01/36   6/27 at 100.00 AAA 1,950,270
1,650   5.000%, 6/01/37   6/27 at 100.00 AAA 2,045,637
1,025   Kent County, Michigan, General Obligation Bonds, Limited Tax Series 2015, 5.000%, 1/01/34   1/25 at 100.00 AAA 1,181,548
3,440   Kent County, Michigan, General Obligation Bonds, Refunding Limited Tax Series 2015, 5.000%, 1/01/31   1/25 at 100.00 AAA 3,971,755
27

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Michigan (continued)        
    Kent Hospital Finance Authority, Michigan, Revenue Bonds, Spectrum Health System, Refunding Series 2011C:        
$5,500   5.000%, 1/15/31 (Pre-refunded 1/15/22)   1/22 at 100.00 Aa3 (4) $5,622,705
2,000   5.000%, 1/15/42 (Pre-refunded 1/15/22)   1/22 at 100.00 Aa3 (4) 2,044,620
    Lake Saint Claire Clean Water Drain Drainage District, Macomb County, Michigan, General Obligation Bonds, Series 2013:        
1,000   5.000%, 10/01/25 (Pre-refunded 10/01/23)   10/23 at 100.00 AA+ (4) 1,105,980
1,020   5.000%, 10/01/26 (Pre-refunded 10/01/23)   10/23 at 100.00 AA+ (4) 1,128,100
    Lake Superior State University Board of Trustees, Michigan, General Revenue Bonds, Series 2018:        
2,395   5.000%, 1/15/38  –  AGM Insured   1/28 at 100.00 AA 2,924,463
4,000   5.000%, 1/15/43  –  AGM Insured   1/28 at 100.00 AA 4,843,720
7,100   Lansing Board of Water and Light, Michigan, Utility System Revenue Bonds, Series 2019A, 5.000%, 7/01/48   7/29 at 100.00 AA- 8,995,842
9,600   Lansing Board of Water and Light, Michigan, Utility System Revenue Bonds, Series 2021A, 5.000%, 7/01/51   7/31 at 100.00 AA- 12,708,000
    Lansing School District, Ingham County, Michigan, General Obligation Bonds, Series 2016I:        
2,085   5.000%, 5/01/38   5/26 at 100.00 AA 2,487,572
2,200   5.000%, 5/01/41   5/26 at 100.00 AA 2,608,980
    Lansing School District, Ingham County, Michigan, General Obligation Bonds, Unlimited Tax, Series 2019:        
1,325   5.000%, 5/01/40   5/29 at 100.00 AA 1,676,165
1,000   5.000%, 5/01/41   5/29 at 100.00 AA 1,262,290
2,200   Lansing Township Downtown Development Authority, Ingham County, Michigan, Tax Increment Bonds, Series 2013A, 5.950%, 2/01/42   2/24 at 103.00 N/R 2,393,182
    Marquettte, Michigan, Electric Utility System Revenue Bonds, Refunding Series 2016A:        
75   5.000%, 7/01/32   7/26 at 100.00 AA- 90,913
500   5.000%, 7/01/33   7/26 at 100.00 AA- 605,715
1,500   Michigan Finance Authority, Distributable State Aid Revenue Bonds, Charter County of Wayne Criminal Justice Center Project, Senior Lien Series 2018, 5.000%, 11/01/43   11/28 at 100.00 Aa3 1,864,830
    Michigan Finance Authority, Distributable State Aid Revenue Bonds, Charter County of Wayne, Second Lien Refunding Series 2020:        
12,980   4.000%, 11/01/50   11/30 at 100.00 Aa3 15,332,495
10,000   4.000%, 11/01/55   11/30 at 100.00 Aa3 11,720,200
18,875   4.000%, 11/01/55   11/30 at 100.00 Aa3 22,332,145
3,500   Michigan Finance Authority, Higher Education Limited Obligation Revenue Bonds, Kalamazoo College Project, Refunding Series 2018, 5.000%, 12/01/43   12/28 at 100.00 A2 4,374,335
1,780   Michigan Finance Authority, Hospital Revenue Bonds, Beaumont Health Credit Group, Refunding Series 2015A, 5.000%, 8/01/32   8/24 at 100.00 A+ 2,023,023
5,505   Michigan Finance Authority, Hospital Revenue Bonds, Crittenton Hospital Medical Center, Refunding Series 2012A, 5.000%, 6/01/39 (Pre-refunded 6/01/22)   6/22 at 100.00 N/R (4) 5,728,118
28

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Michigan (continued)        
$9,195   Michigan Finance Authority, Hospital Revenue Bonds, Henry Ford Health System, Series 2019A, 4.000%, 11/15/50   11/29 at 100.00 A $10,710,336
4,850   Michigan Finance Authority, Hospital Revenue Bonds, MidMichigan Health Credit Group, Refunding Series 2014, 5.000%, 6/01/39 (Pre-refunded 6/01/24)   6/24 at 100.00 A+ (4) 5,516,438
3,930   Michigan Finance Authority, Hospital Revenue Bonds, Oakwood Obligated Group, Refunding Series 2013, 5.000%, 8/15/31   8/23 at 100.00 A+ 4,305,315
6,060   Michigan Finance Authority, Hospital Revenue Bonds, Sparrow Obligated Group, Refunding Series 2015, 5.000%, 11/15/45   5/25 at 100.00 A 6,943,548
3,000   Michigan Finance Authority, Hospital Revenue Bonds, Sparrow Obligated Group, Series 2012, 5.000%, 11/15/42   11/22 at 100.00 A 3,162,810
    Michigan Finance Authority, Local Government Loan Program Revenue Bonds, Detroit Regional Convention Facility Authority Local Project, Series 2014H-1:        
2,000   5.000%, 10/01/24   10/23 at 100.00 AA- 2,209,900
2,000   5.000%, 10/01/25   10/24 at 100.00 AA- 2,299,800
11,025   5.000%, 10/01/39   10/24 at 100.00 AA- 12,551,080
    Michigan Finance Authority, Local Government Loan Program Revenue Bonds, Detroit Water & Sewerage Department Sewage Disposal System Local Project, Second Lien Series 2015C:        
4,665   5.000%, 7/01/34   7/25 at 100.00 A2 5,443,262
1,070   5.000%, 7/01/35   7/25 at 100.00 A2 1,248,059
    Michigan Finance Authority, Local Government Loan Program Revenue Bonds, Detroit Water & Sewerage Department Water Supply System Local Project, Refunding Senior Loan Series 2014D-1:        
1,500   5.000%, 7/01/35  –  AGM Insured   7/24 at 100.00 A1 1,694,760
1,625   5.000%, 7/01/37  –  AGM Insured   7/24 at 100.00 A1 1,832,447
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 (4) 1,358,604
    Michigan Finance Authority, Michigan, Revenue Bonds, Trinity Health Credit Group, Refunding Series 2016MI:        
175   5.000%, 12/01/45 (Pre-refunded 6/01/26)   6/26 at 100.00 N/R (4) 212,235
11,825   5.000%, 12/01/45   6/26 at 100.00 AA- 14,205,136
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- 14,687,212
1,900   Michigan Finance Authority, Michigan, Revenue Bonds, Trinity Health Credit Group, Refunding Series 2017MI, 5.000%, 12/01/30   6/27 at 100.00 AA- 2,365,576
6,835   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- 8,077,193
990   Michigan Finance Authority, Public School Academy Revenue Bonds, Detroit Service Learning Academy Project, Refunding Series 2011, 7.000%, 10/01/31   10/21 at 100.00 BB- 973,784
29

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Michigan (continued)        
    Michigan Finance Authority, Revenue Bonds, Oakwood Obligated Group, Refunding Series 2012:        
$1,000   5.000%, 11/01/25   11/22 at 100.00 A+ $1,060,770
1,000   5.000%, 11/01/26   11/22 at 100.00 A+ 1,060,510
3,750   5.000%, 11/01/42   11/22 at 100.00 A+ 3,956,587
    Michigan Finance Authority, Revenue Bonds, Trinity Health Credit Group, Refunding Series 2011MI:        
70   5.000%, 12/01/39 (Pre-refunded 12/01/21)   12/21 at 100.00 N/R (4) 71,105
9,965   5.000%, 12/01/39 (Pre-refunded 12/01/21)   12/21 at 100.00 AA- (4) 10,127,230
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- (4) 3,122,880
1,135   Michigan Finance Authority, State Revolving Fund Revenue Bonds, Clean Water Series 2012, 5.000%, 10/01/32 (Pre-refunded 10/01/22)   10/22 at 100.00 AAA 1,200,058
    Michigan Finance Authority, State Revolving Fund Revenue Bonds, Clean Water Subordinate Refunding Series 2013:        
1,955   5.000%, 10/01/22   No Opt. Call AAA 2,067,315
3,200   5.000%, 10/01/25 (Pre-refunded 10/01/22)   10/22 at 100.00 AAA 3,383,424
11,730   Michigan Finance Authority, Tobacco Settlement Asset- Backed Bonds, 2006 Sold Tobacco Receipts Senior Current Interest Series 2020A-2, 5.000%, 6/01/40   12/30 at 100.00 BBB 15,326,653
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 11,880,843
1,725   Michigan Housing Development Authority, Rental Housing Revenue Bonds, Series 2012A-2, 4.625%, 10/01/41 (Pre-refunded 4/01/22)   4/22 at 100.00 AA (4) 1,776,681
1,000   Michigan Housing Development Authority, Rental Housing Revenue Bonds, Series 2012D, 4.000%, 10/01/42 (Pre-refunded 4/01/22)   4/22 at 100.00 AA (4) 1,025,830
220   Michigan Public Educational Facilities Authority, Charter School Revenue Bonds, American Montessori Academy, Series 2007, 6.500%, 12/01/37   8/21 at 100.00 N/R 220,394
    Michigan Public Power Agency, AFEC Project Revenue Bonds, Series 2012A:        
1,900   5.000%, 1/01/27   1/22 at 100.00 BBB+ 1,933,744
5,845   5.000%, 1/01/43   1/22 at 100.00 BBB+ 5,940,507
1,845   Michigan State Building Authority, Revenue Bonds, Facilities Program, Refunding Series 2013-I-A, 5.000%, 10/15/29   10/23 at 100.00 AA- 2,029,906
    Michigan State Building Authority, Revenue Bonds, Facilities Program, Refunding Series 2015-I:        
2,085   5.000%, 4/15/31 (Pre-refunded 10/15/25)   10/25 at 100.00 N/R (4) 2,491,742
14,915   5.000%, 4/15/31   10/25 at 100.00 AA- 17,706,790
5,615   5.000%, 4/15/38   10/25 at 100.00 AA- 6,622,331
2,500   Michigan State Building Authority, Revenue Bonds, Facilities Program, Refunding Series 2016-I, 5.000%, 10/15/46   10/26 at 100.00 AA- 2,960,900
1,505   Michigan State Hospital Finance Authority, Hospital Revenue Refunding Bonds, St John's Health System, Series 1998A, 5.000%, 5/15/28  –  AMBAC Insured (ETM)   8/21 at 100.00 N/R (4) 1,627,582
3,000   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- (4) 3,121,590
30

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Michigan (continued)        
$7,790   Michigan State University, General Revenue Bonds, Series 2013A, 5.000%, 8/15/41   8/23 at 100.00 AA $8,487,283
4,165   Michigan State University, General Revenue Bonds, Taxable Series 2019A, 5.000%, 2/15/48   2/29 at 100.00 AA 5,213,330
1,950   Michigan State, Comprehensive Transportation Revenue Bonds, Refunding Series 2015, 5.000%, 11/15/29   11/24 at 100.00 Aa2 2,247,297
4,000   Michigan State, General Obligation Bonds, Environmental Program, Refunding Series 2011A, 5.000%, 12/01/22   12/21 at 100.00 AA 4,064,840
    Michigan State, General Obligation Bonds, Environmental Program, Series 2020A:        
1,000   4.000%, 5/15/38   5/30 at 100.00 AA 1,227,790
1,010   4.000%, 5/15/40   5/30 at 100.00 AA 1,234,735
15,330   Michigan State, Trunk Line Fund Bonds, Rebuilding Michigan Program Series 2020B, 4.000%, 11/15/45 (UB) (6)   11/30 at 100.00 Aa2 18,510,824
    Michigan State, Trunk Line Fund Bonds, Series 2011:        
1,100   5.000%, 11/15/24   11/21 at 100.00 Aa2 1,115,411
1,750   5.000%, 11/15/29   11/21 at 100.00 Aa2 1,774,360
1,605   5.000%, 11/15/31   11/21 at 100.00 Aa2 1,627,293
1,160   4.000%, 11/15/32   11/21 at 100.00 Aa2 1,172,424
1,970   5.000%, 11/15/36   11/21 at 100.00 Aa2 1,996,556
3,445   Michigan Technological University, General Revenue Bonds, Refunding Series 2012A, 5.000%, 10/01/34   10/21 at 100.00 A1 3,472,284
4,790   Mona Shores Public Schools, Muskegon County, Michigan, General Obligation Bonds, School Building & Site Series 2019I, 5.000%, 5/01/48   5/29 at 100.00 Aa1 5,987,692
7,500   Monroe Public Schools, Monroe County, Michigan, General Obligation Bonds, School Building & Site Series 2020I, 5.000%, 5/01/50 (UB) (6)   5/30 at 100.00 AA 9,582,075
500   Montrose School District, Michigan, School Building and Site Bonds, Series 1997, 6.000%, 5/01/22  –  NPFG Insured   No Opt. Call Aa2 522,045
2,945   Muskegon Community College District, Michigan, General Obligation Bonds, Community Facility Series 2013I, 5.000%, 5/01/38   5/24 at 100.00 AA 3,290,390
    Muskegon County, Michigan, General Obligation Wastewater Bonds, Management System 1, Refunding Series 2015:        
1,350   5.000%, 11/01/33   11/25 at 100.00 AA 1,607,553
1,730   5.000%, 11/01/36   11/25 at 100.00 AA 2,048,822
    Northern Michigan University, General Revenue Bonds, Series 2018A:        
400   5.000%, 12/01/33   6/28 at 100.00 A 501,148
650   5.000%, 12/01/35   6/28 at 100.00 A 811,382
5,780   Oakland University, Michigan, General Revenue Bonds, Series 2012, 5.000%, 3/01/42   3/22 at 100.00 A1 5,924,962
5,400   Oakland University, Michigan, General Revenue Bonds, Series 2016, 5.000%, 3/01/47   3/26 at 100.00 A1 6,358,932
    Port Huron, Michigan, General Obligation Bonds, Limited Tax Refunding & Capital Improvement Series 2011:        
1,585   5.000%, 10/01/31  –  AGM Insured   10/21 at 100.00 AA 1,597,553
640   5.250%, 10/01/37  –  AGM Insured   10/21 at 100.00 AA 645,325
31

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Michigan (continued)        
    Port Huron, Michigan, General Obligation Bonds, Series 2011B:        
$530   5.000%, 10/01/31  –  AGM Insured   10/21 at 100.00 AA $534,198
800   5.250%, 10/01/40  –  AGM Insured   10/21 at 100.00 AA 806,656
    Port Huron, Michigan, Water Supply System Revenue Bonds, Series 2011:        
500   5.250%, 10/01/31   10/21 at 100.00 A- 504,020
1,500   5.625%, 10/01/40   10/21 at 100.00 A- 1,512,840
5,380   Royal Oak Hospital Finance Authority, Michigan, Hospital Revenue Bonds, William Beaumont Hospital Obligated Group, Refunding Series 2014D, 5.000%, 9/01/39   3/24 at 100.00 A+ 5,989,500
1,510   Royal Oak, Oakland County, Michigan, General Obligation Bonds, Taxable Limited Tax Series 2018, 5.000%, 4/01/43   4/28 at 100.00 AA 1,870,724
810   Saginaw Valley State University, Michigan, General Revenue Bonds, Refunding Series 2016A, 5.000%, 7/01/35   7/26 at 100.00 A 974,033
1,435   South Haven Public Schools, Van Buren Couty, Michigan, General Obligation Bonds, School Building & Site, Series 2014A, 5.000%, 5/01/41  –  BAM Insured   5/24 at 100.00 AA 1,606,210
550   Troy School District, Oakland County, Michigan, General Obligation Bonds, Refunding Series 2015, 5.000%, 5/01/26   5/25 at 100.00 AA 648,120
    University of Michigan, General Revenue Bonds, Refunding Series 2017A:        
2,000   5.000%, 4/01/34   4/27 at 100.00 AAA 2,462,260
2,000   5.000%, 4/01/35   4/27 at 100.00 AAA 2,458,740
1,065   5.000%, 4/01/36   4/27 at 100.00 AAA 1,307,767
2,000   5.000%, 4/01/42   4/27 at 100.00 AAA 2,449,540
5,000   5.000%, 4/01/47   4/27 at 100.00 AAA 6,119,800
7,200   5.000%, 4/01/47 (UB) (6)   4/27 at 100.00 AAA 8,812,512
4,000   University of Michigan, General Revenue Bonds, Series 2014A, 5.000%, 4/01/44   4/24 at 100.00 AAA 4,490,760
    University of Michigan, General Revenue Bonds, Series 2015:        
5,735   5.000%, 4/01/40 (UB) (6)   4/26 at 100.00 AAA 6,849,425
2,400   5.000%, 4/01/46 (UB) (6)   4/26 at 100.00 AAA 2,864,040
2,150   University of Michigan, General Revenue Bonds, Series 2020A, 4.000%, 4/01/45   4/30 at 100.00 AAA 2,608,896
1,600   Walled Lake Consolidated School District, Oakland County, Michigan, General Obligation Bonds, School Building & Site Series 2014, 5.000%, 5/01/40 (Pre-refunded 11/01/23)   11/23 at 100.00 Aa1 (4) 1,774,176
2,000   Walled Lake Consolidated School District, Oakland County, Michigan, General Obligation Bonds, School Building & Site Series 2019, 5.000%, 5/01/49   5/29 at 100.00 Aa1 2,554,540
2,500   Walled Lake Consolidated School District, Oakland County, Michigan, General Obligation Bonds, School Building & Site Series 2020, 5.000%, 5/01/45   5/30 at 100.00 Aa1 3,260,475
1,000   Wayne County Airport Authority, Michigan, Revenue Bonds, Detroit Metropolitan Wayne County Airport, Senior Series 2017A, 5.000%, 12/01/42   12/27 at 100.00 A- 1,241,450
4,000   Wayne County Airport Authority, Michigan, Revenue Bonds, Detroit Metropolitan Wayne County Airport, Series 2012A, 5.000%, 12/01/42  –  AGM Insured   12/22 at 100.00 A 4,246,000
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- 2,599,960
3,700   Wayne State University, Michigan, General Revenue Bonds, Series 2013A, 5.000%, 11/15/40   11/23 at 100.00 A+ 4,079,768
32

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Michigan (continued)        
$5,000   Wayne State University, Michigan, General Revenue Bonds, Series 2018A, 5.000%, 11/15/43   11/28 at 100.00 A+ $6,175,600
2,810   Wayne State University, Michigan, General Revenue Bonds, Series 2019A, 5.000%, 11/15/35   11/29 at 100.00 A+ 3,621,416
2,590   West Bloomfield School District, Oakland County, Michigan, General Obligation Bonds, School Building & Site Series 2017, 5.000%, 5/01/36  –  AGM Insured   5/27 at 100.00 A1 3,180,701
525   Western Michigan University, General Revenue Bonds, Refunding Series 2011, 5.000%, 11/15/31 (Pre-refunded 11/15/21)   11/21 at 100.00 A (4) 532,313
    Western Michigan University, General Revenue Bonds, Refunding Series 2013:        
750   5.250%, 11/15/33 (Pre-refunded 11/15/23)  –  AGM Insured   11/23 at 100.00 Aa3 (4) 838,253
4,250   5.000%, 11/15/39 (Pre-refunded 11/15/23)  –  AGM Insured   11/23 at 100.00 Aa3 (4) 4,725,872
    Western Michigan University, General Revenue Bonds, Refunding Series 2015A:        
1,500   5.000%, 11/15/40   5/25 at 100.00 A 1,733,205
850   5.000%, 11/15/45   5/25 at 100.00 A 982,150
3,335   Western Michigan University, General Revenue Bonds, Refunding Series 2019A, 5.000%, 11/15/49   11/29 at 100.00 A 4,180,556
700   Williamston Community School District, Michigan, Unlimited Tax General Obligation QSBLF Bonds, Series 1996, 5.500%, 5/01/25  –  NPFG Insured   No Opt. Call Aa2 779,786
2,700   Wyandotte, Michigan, Electric Revenue Bonds, Refunding Series 2015A, 5.000%, 10/01/44  –  BAM Insured   10/25 at 100.00 AA 3,146,607
648,855   Total Michigan       747,662,096
    Minnesota – 2.3% (1.5% of Total Investments)        
285   Baytown Township, Minnesota Charter School Lease Revenue Bonds, Saint Croix Preparatory Academy, Refunding Series 2016A, 4.000%, 8/01/36   8/26 at 100.00 BB+ 308,296
3,565   Brooklyn Center, Minnesota, Charter School Lease Revenue Bonds, Tesfa International dba Twin Lakes STEM Academy Project, Series 2021A, 5.250%, 6/15/56   6/29 at 100.00 N/R 3,647,458
730   Brooklyn Center, Minnesota, Charter School Lease Revenue Bonds, Tesfa International dba Twin Lakes STEM Academy Project, Taxable Series 2021B, 6.000%, 6/15/31   6/29 at 100.00 N/R 757,988
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 354,081
4,005   City of Milaca, Minnesota Refunding Revenue Bonds, Grandview Christian Home Project, Series 2016, 5.000%, 10/01/41   10/24 at 102.00 N/R 4,282,346
    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 2,171,237
1,000   5.000%, 8/01/46, 144A   8/22 at 100.00 N/R 1,024,600
    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- 4,553,587
8,250   5.000%, 2/15/53   2/28 at 100.00 A- 9,985,470
5,240   5.250%, 2/15/53   2/28 at 100.00 A- 6,459,820
5,500   5.000%, 2/15/58   2/28 at 100.00 A- 6,645,595
33

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2021
  (Unaudited)
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 $11,248,694
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 3,196,004
    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 2,910,234
3,395   5.000%, 11/15/49   11/28 at 100.00 A3 4,197,442
    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+ 4,241,300
5,000   5.000%, 1/01/46   1/27 at 100.00 A+ 6,065,900
2,855   Rochester, Minnesota, Electric Utility Revenue Bonds, Refunding Series 2017A, 5.000%, 12/01/47   12/26 at 100.00 Aa3 3,404,559
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 4,529,920
1,000   Saint Paul Housing & Redevelopment Authority, Minnesota, Charter School Lease Revenue Bonds, Hmong College Prep Academy Project, Refunding Series 2020A, 5.000%, 9/01/40   9/30 at 100.00 BB+ 1,224,630
4,850   Saint Paul Housing & Redevelopment Authority, Minnesota, Charter School Lease Revenue Bonds, Hmong College Prep Academy Project, Series 2016A, 6.000%, 9/01/51   9/26 at 100.00 BB+ 5,733,330
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 BB+ 4,422,327
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 3,532,320
    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 693,580
1,470   4.000%, 11/15/43   11/27 at 100.00 A3 1,700,952
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 898,713
    St Paul Housing and Redevelopment Authority, Minnesota, Hospital Revenue Bonds, HealthEast Inc, Series 2015A:        
3,595   5.000%, 11/15/40 (Pre-refunded 11/15/25)   11/25 at 100.00 N/R (4) 4,299,944
5,315   5.000%, 11/15/44 (Pre-refunded 11/15/25)   11/25 at 100.00 N/R (4) 6,357,218
34

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Minnesota (continued)        
    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 $328,818
150   5.000%, 8/01/33   8/24 at 102.00 N/R 164,271
250   5.000%, 8/01/35   8/24 at 102.00 N/R 273,328
600   4.000%, 8/01/39   8/24 at 102.00 N/R 635,868
2,000   5.000%, 8/01/49   8/24 at 102.00 N/R 2,164,740
96,870   Total Minnesota       112,414,570
    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 12,908,787
    Missouri – 4.4% (2.9% 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 Aa2 (4) 2,733,172
    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 2,720,285
4,590   5.000%, 8/01/35   8/26 at 100.00 Ba1 5,312,466
640   4.000%, 8/01/38   8/26 at 100.00 Ba1 699,501
    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+ 3,434,545
1,000   5.000%, 10/01/47   10/27 at 100.00 BBB+ 1,194,210
    Kansas City Municipal Assistance Corporation, Missouri, Leasehold Revenue Bonds, Improvement Series 2004B-1:        
8,150   0.000%, 4/15/27  –  AMBAC Insured   No Opt. Call A2 7,719,436
5,000   0.000%, 4/15/31  –  AMBAC Insured   No Opt. Call A2 4,298,800
    Kansas City, Missouri, Sanitary Sewer System Revenue Bonds, Improvement Series 2018A:        
2,475   4.000%, 1/01/38   1/28 at 100.00 AA 2,936,142
4,470   4.000%, 1/01/42   1/28 at 100.00 AA 5,289,619
1,585   Kansas City, Missouri, Special Obligation Bonds, Kansas City Missouri Projects, Series 2021A, 5.000%, 4/01/39   4/31 at 100.00 A2 2,068,140
2,700   Maryland Heights, Missouri, Tax Increment and Special District Revenue Bonds, Westport Plaza Redevelopment Area, Series 2020, 4.125%, 11/01/38   11/29 at 100.00 N/R 2,932,632
5,385   Metropolitan St Louis Sewerage District, Missouri, Wastewater System Revenue Bonds, Series 2020B, 5.000%, 5/01/49   5/30 at 100.00 AA+ 6,972,821
3,000   Missouri Environmental Improvement and Energy Resources Authority, Revenue Bonds, Union Electric Company Project, Refunding Series 1998A, 2.900%, 9/01/33   7/27 at 102.00 A 3,270,480
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+ 1,600,209
35

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Missouri (continued)        
$5,000   Missouri Health and Education Facilities Authority, Health Facilities Revenue Bonds, Saint Luke's Health System, Inc, Series 2020, 4.000%, 11/15/50   11/30 at 100.00 A+ $5,881,700
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 1,705,928
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 12,706,377
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 4,027,982
2,305   Missouri Health and Educational Facilities Authority, Health Facilities Revenue Bonds, BJC Health System, Series 2021A, 4.000%, 7/01/46   7/31 at 100.00 AA 2,779,922
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 1,662,780
14,000   Missouri Health and Educational Facilities Authority, Health Facilities Revenue Bonds, BJC Health System, Variable Rate Demand Obligation Series 2017D, 4.000%, 1/01/58 (Mandatory Put 1/01/48) (UB) (6)   1/28 at 100.00 AA 16,024,260
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 18,835,548
    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 4,844,978
4,220   4.000%, 11/15/49   5/29 at 100.00 A2 4,866,631
    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 A+ 2,707,068
3,000   5.000%, 11/15/47   11/27 at 100.00 A+ 3,649,500
25,150   Missouri Health and Educational Facilities Authority, Health Facilities Revenue Bonds, Mercy Health, Series 2020, 4.000%, 6/01/53   6/30 at 100.00 A+ 29,497,932
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+ 3,290,130
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+ 11,173,400
    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 1,675,027
2,000   5.000%, 2/01/44   2/24 at 100.00 BBB 2,164,600
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 1,303,939
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 810,054
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 1,906,584
36

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Missouri (continued)        
    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 $1,868,535
1,000   4.000%, 2/01/48   2/29 at 100.00 BBB 1,140,790
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 578,395
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 8,526,727
2,415   Saint Charles County Public Water Supply District 2, Missouri, Certificates of Participation, Missouri Project Series 2019, 4.000%, 12/01/41   12/25 at 100.00 AA+ 2,671,062
    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+ 1,916,016
2,535   5.000%, 12/01/32   12/25 at 100.00 AA+ 3,013,608
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+ 238,198
7,250   Saint Louis County Industrial Development Authority, Missouri, Revenue Bonds, Friendship Village Saint Louis Obligated Group, Series 2018A, 5.250%, 9/01/53   9/25 at 103.00 BB+ 8,263,622
725   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 741,342
189,165   Total Missouri       213,655,093
    Montana – 0.3% (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 1,618,591
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 5,872,801
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+ 3,084,648
3,310   Montana Facility 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 4,037,571
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- 2,263,657
14,155   Total Montana       16,877,268
    Nebraska – 1.1% (0.7% 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+ 2,754,170
    Douglas County Hospital Authority 2, Nebraska, Health Facilities Revenue Bonds, Children's Hospital Obligated Group, Refunding Series 2020A:        
1,200   4.000%, 11/15/39   11/30 at 100.00 A1 1,446,996
1,625   4.000%, 11/15/40   11/30 at 100.00 A1 1,954,014
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 3,610,950
37

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Nebraska (continued)        
    Douglas County Hospital Authority 3, Nebraska, Health Facilities Revenue Bonds, Nebraska Methodist Health System, Refunding Series 2015:        
$3,500   5.000%, 11/01/45   11/25 at 100.00 A $4,033,610
1,400   5.000%, 11/01/48   11/25 at 100.00 A 1,607,816
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 N/R (4) 2,307,109
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 (4) 4,212,840
    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 2,588,106
2,000   5.000%, 7/01/30   7/27 at 100.00 BBB 2,394,220
    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 1,146,470
820   5.000%, 7/01/33   7/25 at 100.00 BBB 938,629
2,000   5.000%, 7/01/34   7/25 at 100.00 BBB 2,285,840
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 6,171,960
12,500   University of Nebraska Facilities Corporation, Nebraska, Facilities Program Bonds, Series 2021A, 4.000%, 7/15/59   7/31 at 100.00 AA 15,024,500
45,205   Total Nebraska       52,477,230
    Nevada – 1.9% (1.2% of Total Investments)        
6,030   Carson City, Nevada, Hospital Revenue Bonds, Carson Tahoe Regional Healthcare Project, Series 2017A, 5.000%, 9/01/47   9/27 at 100.00 A- 7,298,531
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+ 4,657,840
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+ 9,233,702
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 409,581
    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 2,547,434
1,525   4.000%, 9/01/27   9/26 at 100.00 N/R 1,681,419
2,660   4.000%, 9/01/29   9/26 at 100.00 N/R 2,902,246
2,920   4.000%, 9/01/30   9/26 at 100.00 N/R 3,167,966
38

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Nevada (continued)        
    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 $5,757,450
10,000   5.000%, 6/01/33   12/24 at 100.00 AA 11,507,700
6,620   5.000%, 6/01/39   12/24 at 100.00 AA 7,558,981
11,915   5.000%, 6/01/39 (UB) (6)   12/24 at 100.00 AA 13,605,024
    Las Vegas Valley Water District, Nevada, General Obligation Bonds, Tender Option Bond Trust 2015-XF0233:        
1,000   18.288%, 12/01/22, 144A (IF) (6)   1/30 at 0.00 AA 1,567,360
3,995   18.378%, 12/01/22, 144A (IF) (6)   1/30 at 0.00 AA 6,260,205
1,250   18.389%, 6/01/39, 144A (IF) (6)   12/24 at 100.00 AA 1,959,146
1,250   18.389%, 6/01/39, 144A (IF) (6)   12/24 at 100.00 AA 1,959,200
2,500   18.389%, 6/01/39, 144A (IF)   12/24 at 100.00 AA 3,918,383
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 4,251,659
74,955   Total Nevada       90,243,827
    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 1,818,705
    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 1,389,602
2,935   5.000%, 8/01/37   2/28 at 100.00 A 3,652,080
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 1,839,958
6,660   Total New Hampshire       8,700,345
    New Jersey – 6.1% (3.9% of Total Investments)        
10,600   New Jersey Economic Development Authority, Revenue Bonds, New Jersey Transit Corporation Projects Sublease, Refunding Series 2017B, 5.000%, 11/01/25   No Opt. Call BBB 12,567,572
6,000   New Jersey Economic Development Authority, Revenue Bonds, Provident Group - Montclair Properties LLC, Montclair State University Student Housing Project, Refunding Series 2017, 5.000%, 6/01/42  –  AGM Insured   6/27 at 100.00 A2 7,239,600
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 25,921,983
    New Jersey Economic Development Authority, School Facilities Construction Bonds, Series 2014UU:        
5,515   5.000%, 6/15/30   6/24 at 100.00 BBB 6,211,544
935   5.000%, 6/15/40 (Pre-refunded 6/15/24)   6/24 at 100.00 N/R (4) 1,065,246
4,065   5.000%, 6/15/40   6/24 at 100.00 BBB 4,542,231
1,000   New Jersey Economic Development Authority, School Facilities Construction Bonds, Series 2018EEE, 5.000%, 6/15/43   12/28 at 100.00 BBB 1,245,060
2,550   New Jersey Economic Development Authority, School Facilities Construction Bonds, Social Series 2021QQQ, 4.000%, 6/15/50   12/30 at 100.00 BBB 3,006,068
39

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    New Jersey (continued)        
$2,020   New Jersey Health Care Facilities Financing Authority, New Jersey, Revenue Bonds, Saint Peters University Hospital, Series 2007, 5.750%, 7/01/37   8/21 at 100.00 BB+ $2,026,424
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- 3,060,850
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 788,652
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 13,127,141
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- 805,137
    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 3,653,991
7,795   5.000%, 6/15/29   6/26 at 100.00 Baa1 9,292,186
    New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Capital Appreciation Series 2010A:        
5,000   0.000%, 12/15/26   No Opt. Call BBB 4,699,600
16,495   0.000%, 12/15/33   No Opt. Call BBB 12,941,647
    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+ 1,738,153
10,000   0.000%, 12/15/30  –  FGIC Insured   No Opt. Call BBB 8,594,500
38,000   0.000%, 12/15/33  –  AGM Insured   No Opt. Call BBB+ 30,741,620
45,000   0.000%, 12/15/35  –  AMBAC Insured   No Opt. Call BBB 33,844,950
10,000   0.000%, 12/15/36  –  AMBAC Insured   No Opt. Call BBB 7,315,000
5,000   New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series 2010D, 5.000%, 12/15/23   No Opt. Call BBB 5,560,300
1,000   New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series 2012A, 5.000%, 6/15/42   6/22 at 100.00 BBB 1,041,540
7,500   New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series 2013AA, 5.500%, 6/15/39   6/23 at 100.00 BBB 8,167,725
5,000   New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series 2019A, 5.000%, 12/15/32   12/29 at 100.00 BBB 6,428,200
5,000   New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series 2019BB, 4.000%, 6/15/44   12/28 at 100.00 BBB 5,757,050
15,450   New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series 2020AA, 4.000%, 6/15/45   12/30 at 100.00 BBB 18,308,250
14,000   New Jersey Turnpike Authority, Revenue Bonds, Refunding Series 2005D-1, 5.250%, 1/01/26  –  AGM Insured   No Opt. Call A2 16,933,840
1,160   New Jersey Turnpike Authority, Revenue Bonds, Series 2017B, 4.000%, 1/01/34   1/28 at 100.00 A2 1,372,941
    New Jersey Turnpike Authority, Revenue Bonds, Tender Option Bond Trust 2016-XF1057:        
489   17.437%, 1/01/43 (Pre-refunded 7/01/22), 144A (IF) (6)   7/22 at 100.00 A2 (4) 577,458
826   17.437%, 1/01/43 (Pre-refunded 7/01/22), 144A (IF) (6)   7/22 at 100.00 N/R (4) 974,144
40

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    New Jersey (continued)        
$1,500   New Jersey Turnpike Authority, Turnpike Revenue Bonds, Series 2017G, 4.000%, 1/01/33   1/28 at 100.00 A2 $1,779,795
3,000   Rahway Valley Sewerage Authority, New Jersey, Sewer Revenue Bonds, Series 2005A, 0.000%, 9/01/25  –  NPFG Insured   No Opt. Call Aa3 2,925,420
    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+ (4) 2,171,480
910   5.000%, 5/01/43 (Pre-refunded 5/01/23)   5/23 at 100.00 A+ (4) 988,023
3,905   South Jersey Transportation Authority, New Jersey, Transportation System Revenue Bonds, Series 2020A, 5.000%, 11/01/45   11/30 at 100.00 Baa2 4,961,966
    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+ 12,519,091
4,710   5.250%, 6/01/46   6/28 at 100.00 BBB+ 5,803,945
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+ 3,127,958
290,035   Total New Jersey       293,828,281
    New Mexico – 0.2% (0.1% of Total Investments)        
7,600   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 8,883,184
    New York – 8.8% (5.7% 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 3,815,350
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 BBB+ 14,704,591
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- (4) 3,344,544
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- (4) 4,375,720
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- 1,218,310
    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 (4) 5,835
14,070   5.000%, 2/15/36   2/25 at 100.00 Aa2 16,283,070
12,500   Dormitory Authority of the State of New York, State Personal Income Tax Revenue Bonds, General Purpose, Series 2019A Bidding Group 1,2,3,4, 5.000%, 3/15/45   3/29 at 100.00 Aa2 15,722,500
    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 Aa2 10,630,350
10,915   5.000%, 2/15/48   2/30 at 100.00 Aa2 13,944,458
17,000   4.000%, 2/15/49   2/30 at 100.00 Aa2 20,042,320
10,000   Dormitory Authority of the State of New York, State Personal Income Tax Revenue Bonds, General Purpose, Series 2020A Bidding Group 1 thru 5, 4.000%, 3/15/48   9/30 at 100.00 Aa2 11,916,500
41

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    New York (continued)        
    Hudson Yards Infrastructure Corporation, New York, Revenue Bonds, Senior Fiscal 2012 Series 2011A:        
$9,330   5.250%, 2/15/47   8/21 at 100.00 A+ $9,363,308
1,105   5.750%, 2/15/47   8/21 at 100.00 A+ 1,109,542
10,000   Liberty Development Corporation, New York, Goldman Sachs Headquarter Revenue Bonds, Series 2005, 5.250%, 10/01/35   No Opt. Call BBB+ 14,615,900
    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 1,137,629
780   5.000%, 9/01/44   9/24 at 100.00 A 879,489
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 6,381,850
    Long Island Power Authority, New York, Electric System Revenue Bonds, Series 2012A:        
5,010   5.000%, 9/01/42 (Pre-refunded 9/01/22)   9/22 at 100.00 N/R (4) 5,277,133
10,090   5.000%, 9/01/42   9/22 at 100.00 A2 10,603,379
1,000   Monroe County Industrial Development Corporation, New York, Revenue Bonds, University of Rochester Project, Series 2013A, 5.000%, 7/01/43 (Pre-refunded 7/01/23)   7/23 at 100.00 AA- (4) 1,093,930
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+ 7,835,224
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+ 6,187,300
12,000   New York City Municipal Water Finance Authority, New York, Water and Sewer System Second General Resolution Revenue Bonds, Fiscal 2021 Series BB-1, 4.000%, 6/15/50   12/30 at 100.00 AA+ 14,360,760
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 Aa3 4,086,285
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 5,401,300
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 6,259,600
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 12,626,500
5,000   New York City Transitional Finance Authority, New York, Future Tax Secured Bonds, Subordinate Fiscal 2021 Subseries C-1, 4.000%, 5/01/43   11/30 at 100.00 Aa1 6,031,700
2,060   New York City, New York, General Obligation Bonds, Fiscal 2017 Series B-1, 5.000%, 12/01/41   12/26 at 100.00 AA- 2,514,766
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- 12,394,120
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- 4,156,180
1,910   New York City, New York, General Obligation Bonds, Fiscal 2021 Series C, 4.000%, 8/01/41   8/30 at 100.00 AA- 2,302,830
11,000   New York City, New York, General Obligation Bonds, Fiscal 2021 Series F-1, 5.000%, 3/01/50   3/31 at 100.00 AA- 14,266,780
10   New York City, New York, General Obligation Bonds, Fiscal Series 1996J, 5.500%, 2/15/26   8/21 at 100.00 AA- 10,041
42

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    New York (continued)        
$5   New York City, New York, General Obligation Bonds, Fiscal Series 1997H, 6.125%, 8/01/25   8/21 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 26,551,200
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- 6,480,583
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, 13.718%, 6/15/26, 144A (IF) (6)   6/22 at 100.00 AAA 4,559,848
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- 11,859,600
10,000   New York State Thruway Authority, State Personal Income Tax Revenue Bonds, Series 2021A-1, 4.000%, 3/15/54   3/31 at 100.00 AA+ 11,821,700
    New York State Urban Development Corporation, State Personal Income Tax Revenue Bonds, General Purpose, Series 2020A:        
15,440   4.000%, 3/15/45   9/30 at 100.00 Aa2 18,330,831
13,595   4.000%, 3/15/49   9/30 at 100.00 Aa2 16,093,353
5,000   New York State Urban Development Corporation, State Personal Income Tax Revenue Bonds, General Purpose, Series 2020C, 4.000%, 3/15/49   9/30 at 100.00 Aa2 5,918,850
2,105   Onondaga Civic Development Corporation, New York, Revenue Bonds, Saint Joseph's Hospital Health Center Project, Series 2012, 5.000%, 7/01/42 (Pre-refunded 7/01/22)   7/22 at 100.00 N/R (4) 2,198,104
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+ 4,351,805
9,950   Triborough Bridge and Tunnel Authority, New York, General Purpose Revenue Bonds, Refunding Bonds, Tender Option Bond Trust 2016-XL0003, 7.294%, 11/15/21, 144A (IF) (6)   No Opt. Call AA- 10,174,152
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- 5,769,250
    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+ 9,008,678
1,105   0.000%, 11/15/32   No Opt. Call A+ 905,304
6,800   Triborough Bridge and Tunnel Authority, New York, General Revenue Bonds, MTA Bridges & Tunnels, Series 2021A, 5.000%, 11/15/51   5/31 at 100.00 AA- 8,938,804
12,195   Triborough Bridge and Tunnel Authority, New York, Payroll Mobility Tax Bonds, Senior Lien Subseries 2021A-1, 5.000%, 5/15/51   5/31 at 100.00 AA+ 16,030,693
5,000   TSASC Inc, New York, Tobacco Asset-Backed Bonds, Series 2006, 5.000%, 6/01/45   6/27 at 100.00 CCC+ 5,576,100
371,650   Total New York       429,472,972
    North Carolina – 7.1% (4.6% 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+ 3,019,148
1,000   5.125%, 4/01/43   4/22 at 100.00 BBB+ 1,022,050
43

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    North Carolina (continued)        
$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- (4) $1,182,533
    Buncombe County, North Carolina, Limited Obligation Bonds, Refunding Series 2014A:        
1,085   5.000%, 6/01/33   6/24 at 100.00 AA+ 1,227,645
1,600   5.000%, 6/01/34   6/24 at 100.00 AA+ 1,810,352
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+ 5,556,488
    Catawba County, North Carolina, General Obligation Bonds, Limited Obligation Series 2014A:        
1,000   5.000%, 6/01/30   6/24 at 100.00 AA 1,128,440
730   5.000%, 6/01/31   6/24 at 100.00 AA 823,542
    Charlotte, North Carolina, Airport Revenue Bonds, Charlotte Douglas International, Refunding Series 2014A:        
2,865   5.000%, 7/01/27   7/24 at 100.00 Aa3 3,265,613
3,000   5.000%, 7/01/28   7/24 at 100.00 Aa3 3,419,490
    Charlotte, North Carolina, Airport Revenue Bonds, Charlotte Douglas International, Refunding Series 2017A:        
1,365   5.000%, 7/01/42 (UB) (6)   7/27 at 100.00 Aa3 1,697,446
5,390   5.000%, 7/01/47 (UB) (6)   7/27 at 100.00 Aa3 6,687,589
2,045   Charlotte, North Carolina, Storm Water Fee Revenue Bonds, Refunding Series 2014, 5.000%, 12/01/39   12/24 at 100.00 AAA 2,354,061
    Charlotte, North Carolina, Water and Sewer System Revenue Bonds, Refunding Series 2015:        
940   5.000%, 7/01/32   7/25 at 100.00 AAA 1,104,096
2,325   5.000%, 7/01/40   7/25 at 100.00 AAA 2,731,712
    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 2,603,007
16,865   5.000%, 7/01/44 (UB) (6)   7/28 at 100.00 AAA 21,362,390
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- 5,359,777
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- 5,101,360
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 AA (4) 2,170,402
835   Durham, North Carolina, General Obligation Bonds, Refunding Series 2015, 5.000%, 10/01/26   No Opt. Call AAA 1,032,686
5,000   East Carolina University, North Carolina, General Revenue Bonds, Series 2014A, 5.000%, 10/01/41 (Pre-refunded 10/01/23)   10/23 at 100.00 AA- (4) 5,524,150
2,310   East Carolina University, North Carolina, General Revenue Bonds, Series 2016A, 5.000%, 10/01/29   4/26 at 100.00 AA- 2,769,020
4,750   Greensboro, North Carolina, Combined Enterprise System Revenue Bonds, Series 2017A, 4.000%, 6/01/47   6/27 at 100.00 Aa1 5,516,887
44

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    North Carolina (continued)        
$2,000   Greensboro, North Carolina, Limited Obligation Bonds, Coliseum Complex Project, Series 2018A, 5.000%, 4/01/42   4/28 at 100.00 Aa2 $2,516,260
500   Henderson County, North Carolina, Limited Obligation Bonds, Series 2015, 5.000%, 10/01/31   10/25 at 100.00 AA 591,220
339   Hillsborough, North Carolina, Special Assessement Revenue Bonds, Series 2013, 7.750%, 2/01/24   2/23 at 100.00 N/R 351,374
    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+ (4) 1,099,549
1,165   5.000%, 4/01/30 (Pre-refunded 4/01/22)   4/22 at 100.00 A+ (4) 1,202,793
1,000   5.000%, 4/01/31 (Pre-refunded 4/01/22)   4/22 at 100.00 A+ (4) 1,032,440
200   5.000%, 4/01/32 (Pre-refunded 4/01/22)   4/22 at 100.00 A+ (4) 206,488
1,535   Mooresville, North Carolina, Enterprise System Revenue Bonds, Refunding Series 2012, 5.000%, 5/01/28 (Pre-refunded 5/01/22)   5/22 at 100.00 Aa2 (4) 1,591,074
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 4,378,581
500   New Hanover County, North Carolina, Hospital Revenue Bonds, New Hanover Regional Medical Center, Refunding Series 2013, 5.000%, 10/01/26 (Pre-refunded 10/01/23)   10/23 at 100.00 N/R (4) 550,695
6,140   New Hanover County, North Carolina, Hospital Revenue Bonds, New Hanover Regional Medical Center, Series 2017, 5.000%, 10/01/47 (Pre-refunded 10/01/27)   10/27 at 100.00 N/R (4) 7,720,804
1,800   North Carolina Agricultural & Technical State University, General Revenue Bonds, Refunding Series 2015A, 5.000%, 10/01/40   10/25 at 100.00 A1 2,124,198
    North Carolina Capital Facilities Finance Agency, Revenue Bonds, Davidson College, Series 2014:        
500   5.000%, 3/01/26   3/22 at 100.00 AA+ 514,075
250   5.000%, 3/01/28   3/22 at 100.00 AA+ 256,950
500   5.000%, 3/01/29   3/22 at 100.00 AA+ 513,690
500   5.000%, 3/01/32   3/22 at 100.00 AA+ 513,305
1,230   5.000%, 3/01/45   3/22 at 100.00 AA+ 1,261,574
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+ 4,712,214
    North Carolina Capital Facilities Finance Agency, Revenue Bonds, Duke University Project, Series 2015 A:        
1,605   5.000%, 10/01/55 (Pre-refunded 10/01/25)   10/25 at 100.00 AA+ (4) 1,918,906
9,485   5.000%, 10/01/55 (Pre-refunded 10/01/25) (UB) (6)   10/25 at 100.00 AA+ (4) 11,340,076
    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 1,662,289
1,000   5.000%, 4/01/33   4/23 at 100.00 Baa2 1,065,360
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 5,662,450
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 3,048,350
45

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    North Carolina (continued)        
$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 $4,493,946
    North Carolina Eastern Municipal Power Agency, Power System Revenue Bonds, Refunding Series 1993B:        
100   6.000%, 1/01/22 (ETM)   No Opt. Call BBB+ (4) 102,441
180   6.000%, 1/01/22  –  FGIC Insured (ETM)   No Opt. Call Baa2 (4) 184,394
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 (4) 3,657,780
22,210   North Carolina Medial Care Commission, Health Care Facilities Revenue Bonds, Rex Healthcare, Series 2020A, 4.000%, 7/01/49   1/30 at 100.00 A2 25,717,403
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 2,975,626
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 (Pre-refunded 10/01/22)   10/22 at 100.00 A3 (4) 2,511,135
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 3,170,111
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 1,500,962
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 Aa2 (4) 7,286,720
12,775   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- 15,107,459
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 2,318,540
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 A2 3,156,930
    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 2,103,560
6,800   5.000%, 10/01/31   10/22 at 100.00 A2 7,135,852
1,500   5.000%, 10/01/38   10/22 at 100.00 A2 1,572,285
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+ 3,014,091
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 482,661
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 571,315
    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 1,832,694
1,500   5.000%, 1/01/32   1/26 at 100.00 A 1,761,945
46

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    North Carolina (continued)        
$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 $912,213
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 (4) 2,234,080
5,000   North Carolina State, Limited Obligation Bonds, Refunding Series 2014C, 5.000%, 5/01/25   5/24 at 100.00 AA+ 5,663,300
    North Carolina State, Limited Obligation Bonds, Refunding Series 2017B:        
2,000   5.000%, 5/01/29 (UB) (6)   5/27 at 100.00 AA+ 2,488,800
4,000   5.000%, 5/01/30 (UB) (6)   5/27 at 100.00 AA+ 4,978,280
    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 705,667
800   0.000%, 7/01/30   7/26 at 83.69 Baa3 609,504
850   0.000%, 7/01/31   7/26 at 79.58 Baa3 613,572
2,400   0.000%, 7/01/33   7/26 at 71.99 Baa3 1,560,696
3,160   0.000%, 7/01/36   7/26 at 61.63 Baa3 1,746,816
3,100   0.000%, 7/01/37   7/26 at 58.52 Baa3 1,620,525
1,900   0.000%, 7/01/40   7/26 at 50.36 Baa3 850,687
400   North Carolina Turnpike Authority, Monroe Expressway Toll Revenue Bonds, Series 2017A, 5.000%, 7/01/47   7/26 at 100.00 Baa3 459,504
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 1,228,100
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 2,660,504
    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 132,951
4,375   0.000%, 1/01/33  –  AGC Insured   No Opt. Call BBB 3,714,287
2,300   0.000%, 1/01/34  –  AGC Insured   No Opt. Call BBB 1,907,528
2,380   0.000%, 1/01/35  –  AGC Insured   No Opt. Call BBB 1,925,372
7,575   0.000%, 1/01/37  –  AGC Insured   No Opt. Call BBB 5,806,465
1,470   0.000%, 1/01/38  –  AGC Insured   No Opt. Call BBB 1,096,723
3,040   Oak Island, North Carolina, Enterprise System Revenue Bonds, Refunding Series 2015, 5.000%, 6/01/33   6/25 at 100.00 A2 3,530,565
    Orange County Public Facilities Company, North Carolina, Limited Obligation Bonds, Refunding Series 2017:        
200   5.000%, 10/01/27   No Opt. Call AA+ 253,760
150   5.000%, 10/01/28   10/27 at 100.00 AA+ 189,428
400   5.000%, 10/01/30   10/27 at 100.00 AA+ 503,232
    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 565,758
1,600   5.000%, 3/01/31 (Pre-refunded 3/01/22)   3/22 at 100.00 AAA 1,645,840
47

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    North Carolina (continued)        
    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 $5,389,450
3,785   5.000%, 3/01/43 (Pre-refunded 3/01/23)   3/23 at 100.00 AAA 4,079,814
5,000   Raleigh, North Carolina, Combined Enterprise System Revenue Bonds, Refunding Series 2016A, 4.000%, 3/01/46   3/27 at 100.00 AAA 5,779,750
1,000   Raleigh, North Carolina, General Obligation Bonds, Refunding Series 2016A, 5.000%, 9/01/26   No Opt. Call AAA 1,233,480
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+ (4) 1,105,980
    Raleigh, North Carolina, Limited Obligation Bonds, Series 2014A:        
1,195   5.000%, 10/01/25   10/24 at 100.00 AA+ 1,374,130
1,305   5.000%, 10/01/26   10/24 at 100.00 AA+ 1,501,624
650   Rocky Mount, North Carolina, Special Obligation Bonds, Series 2016, 5.000%, 5/01/30   5/26 at 100.00 AA- 779,363
    Sampson County, North Carolina, Limited Obligaiton Bonds, Refunding Series 2017:        
300   5.000%, 9/01/32   9/27 at 100.00 A 370,680
1,250   4.000%, 9/01/35   9/27 at 100.00 A 1,455,162
1,265   4.000%, 9/01/36   9/27 at 100.00 A 1,473,206
1,000   4.000%, 9/01/37   9/27 at 100.00 A 1,164,740
1,100   Union County, North Carolina, Enterprise System Revenue Bonds, Series 2019A, 4.000%, 6/01/44   6/29 at 100.00 Aa2 1,313,378
    University of North Carolina, Chapel Hill, Revenue Bonds, Hospital System, Series 2019:        
1,360   5.000%, 2/01/45   No Opt. Call Aa3 2,099,378
840   5.000%, 2/01/49   No Opt. Call Aa3 1,345,764
800   University of North Carolina, Charlotte, General Revenue Bonds, Refunding Series 2015, 5.000%, 4/01/45   4/25 at 100.00 A+ 919,504
170   University of North Carolina, Charlotte, General Revenue Bonds, Refunding Series 2017A, 5.000%, 10/01/31   10/27 at 100.00 A+ 212,281
    University of North Carolina, Charlotte, General Revenue Bonds, Series 2014:        
2,070   5.000%, 4/01/32 (Pre-refunded 4/01/24)   4/24 at 100.00 A+ (4) 2,338,293
1,175   5.000%, 4/01/33 (Pre-refunded 4/01/24)   4/24 at 100.00 A+ (4) 1,327,292
1,385   5.000%, 4/01/35 (Pre-refunded 4/01/24)   4/24 at 100.00 A+ (4) 1,564,510
4,735   University of North Carolina, Charlotte, General Revenue Bonds, Series 2017, 5.000%, 10/01/42   10/27 at 100.00 A+ 5,823,671
1,415   University of North Carolina, Greensboro, General Revenue Bonds, Refunding Series 2017, 5.000%, 4/01/31   4/28 at 100.00 A+ 1,777,664
    University of North Carolina, Greensboro, General Revenue Bonds, Series 2014:        
1,000   5.000%, 4/01/32   4/24 at 100.00 A+ 1,117,030
3,065   5.000%, 4/01/39   4/24 at 100.00 A+ 3,410,732
4,765   University of North Carolina, Greensboro, General Revenue Bonds, Series 2018, 5.000%, 4/01/43   4/28 at 100.00 A+ 5,848,609
48

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    North Carolina (continued)        
    University of North Carolina, Wilmington, General Revenue Bonds, Refunding Series 2019B:        
$1,000   4.000%, 10/01/39   10/29 at 100.00 Aa3 $1,202,870
1,500   4.000%, 10/01/44   10/29 at 100.00 Aa3 1,783,575
1,845   4.000%, 10/01/49   10/29 at 100.00 Aa3 2,181,768
1,250   Western Carolina University, North Carolina, General Revenue Bonds, Refunding Series 2015A, 5.000%, 10/01/45   10/25 at 100.00 Aa3 1,459,550
312,109   Total North Carolina       345,999,854
    North Dakota – 1.0% (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 (4) 5,271,567
    Fargo, North Dakota, Health System Revenue Bonds, Sanford Health, Refunding Series 2011:        
1,500   6.000%, 11/01/28 (Pre-refunded 11/01/21)   11/21 at 100.00 A+ (4) 1,521,240
3,910   6.250%, 11/01/31 (Pre-refunded 11/01/21)   11/21 at 100.00 A+ (4) 3,967,751
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 1,025,830
    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 1,172,730
8,525   5.000%, 12/01/42   12/27 at 100.00 Baa2 9,913,126
7,070   4.000%, 12/01/47   12/27 at 100.00 Baa2 7,674,202
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 957,402
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 540,810
    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- 12,850,780
2,610   5.000%, 6/01/48   6/28 at 100.00 BBB- 3,015,437
1,420   Williston, North Dakota, Multifamily Housing Revenue Bonds, Eagle Crest Apartments LLC Project, Series 2013, 7.750%, 9/01/38 (7)   9/23 at 100.00 N/R 855,550
44,595   Total North Dakota       48,766,425
    Ohio – 6.5% (4.2% 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 3,628,439
8,255   5.250%, 11/15/46   11/26 at 100.00 Baa2 9,919,786
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 331,382
49

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Ohio (continued)        
    Allen County, Ohio, Hospital Facilities Revenue Bonds, Catholic Health Partners, Refunding and Improvement Series 2012A:        
$860   4.000%, 5/01/33 (Pre-refunded 5/01/22)   5/22 at 100.00 A+ (4) $885,344
650   5.000%, 5/01/33 (Pre-refunded 5/01/22)   5/22 at 100.00 A+ (4) 673,992
800   5.000%, 5/01/42 (Pre-refunded 5/01/22)   5/22 at 100.00 A+ (4) 829,528
11,940   Allen County, Ohio, Hospital Facilities Revenue Bonds, Mercy Health, Refunding & Improvement Series 2015A, 5.000%, 11/01/43   11/24 at 100.00 A+ 13,611,600
8,655   Allen County, Ohio, Hospital Facilities Revenue Bonds, Mercy Health, Series 2017A, 4.000%, 8/01/38   2/28 at 100.00 A+ 10,133,447
2,750   Bowling Green State University, Ohio, General Receipts Bonds, Series 2017B, 5.000%, 6/01/42   6/27 at 100.00 A+ 3,335,338
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 4,196,468
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+ 1,159,082
41,930   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 49,349,514
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 (4) 15,314,964
5,000   Cleveland Clinic Health System Obligated Group, Ohio, Martin County Health Facilities Authority, Hospital Revenue Bonds, Series 2019B, 4.000%, 1/01/46   1/29 at 100.00 AA 5,893,250
    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 7,687,422
10,480   5.000%, 12/01/51 (Pre-refunded 6/01/23)   6/23 at 100.00 N/R (4) 11,421,523
    Cleveland-Cuyahoga County Port Authroity, Ohio, Cultural Facility Revenue Bonds, The Cleveland Museum of Natural History Project, Series 2021:        
300   4.000%, 7/01/37   7/31 at 100.00 A3 364,128
300   4.000%, 7/01/38   7/31 at 100.00 A3 363,207
350   4.000%, 7/01/39   7/31 at 100.00 A3 422,622
1,000   4.000%, 7/01/51   7/31 at 100.00 A3 1,183,280
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 5,814,654
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 6,181,257
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 1,517,784
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 (4) 6,434,274
50

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Ohio (continued)        
    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- $1,709,010
1,120   5.000%, 1/01/52   1/27 at 100.00 BBB- 1,272,398
    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- 3,829,013
6,000   5.000%, 1/01/51   1/26 at 100.00 BBB- 6,675,720
    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 (4) 7,402,047
14,850   5.000%, 1/01/38 (Pre-refunded 1/01/23) (UB) (6)   1/23 at 100.00 Aa3 (4) 15,884,451
    JobsOhio Beverage System, Ohio, Statewide Senior Lien Liquor Profits Revenue Bonds, Tender Option Bond Trust 2016-XG0052:        
875   18.075%, 1/01/38 (Pre-refunded 1/01/23), 144A (IF) (6)   1/23 at 100.00 Aa3 (4) 1,118,836
1,050   18.075%, 1/01/38 (Pre-refunded 1/01/23), 144A (IF) (6)   1/23 at 100.00 Aa3 (4) 1,342,604
2,305   Lucas County, Ohio, Hospital Revenue Bonds, ProMedica Healthcare Obligated Group, Series 2011A, 6.000%, 11/15/41 (Pre-refunded 11/15/21)   11/21 at 100.00 BBB (4) 2,343,839
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 6,219,000
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 8,079,000
6,840   Montgomery County, Ohio, Hospital Facilities Revenue Bonds, Kettering Health Network Obligated Group Project, Refunding & Improvement Series 2021, 4.000%, 8/01/51   2/31 at 100.00 A2 8,209,642
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+ (4) 24,327,030
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 11,491,511
7,550   Ohio State, Turnpike Revenue Bonds, Ohio Turnpike and Infrastructutre Commission Infrastructure Projects, Junior Lien, Capital Appreciation Series 2013A-3, 0.000%, 2/15/36 (5)   2/31 at 100.00 A+ 9,576,194
19,515   Ohio State, Turnpike Revenue Bonds, Ohio Turnpike and Infrastructutre Commission Infrastructure Projects, Junior Lien, Current Interest Series 2013A-1, 5.000%, 2/15/48 (Pre-refunded 2/15/23)   2/23 at 100.00 A+ (4) 20,976,478
9,000   Ohio State, Turnpike Revenue Bonds, Ohio Turnpike and Infrastructutre Commission, Infrastructure Projects, Junior Lien Series 2018A, 4.000%, 2/15/46   2/28 at 100.00 A+ 10,353,600
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- 5,301,815
    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- 141,693
130   6.000%, 12/01/42   12/22 at 100.00 BB- 136,115
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 5,176,996
51

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Ohio (continued)        
$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 $4,028,999
298,190   Total Ohio       316,248,276
    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 1,452,301
    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+ 2,710,408
2,700   5.500%, 8/15/52   8/28 at 100.00 BB+ 3,355,884
4,570   5.500%, 8/15/57   8/28 at 100.00 BB+ 5,666,480
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- 1,317,375
11,765   Total Oklahoma       14,502,448
    Oregon – 1.8% (1.2% of Total Investments)        
    Clackamas Community College District, Oregon, General Obligation Bonds, Deferred Interest Series 2017A:        
760   5.000%, 6/15/38   6/27 at 100.00 Aa1 927,793
2,750   5.000%, 6/15/39   6/27 at 100.00 Aa1 3,351,645
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 1,327,319
    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 1,599,222
1,705   5.000%, 6/15/39   6/27 at 100.00 Aa1 2,078,020
2,000   Eugene, Oregon, Electric Utility Revenue Bonds, Series 2020A, 4.000%, 8/01/49   8/30 at 100.00 AA- 2,399,760
7,955   Oregon Facilities Authority, Revenue Bonds, Legacy Health Project, Series 2016A, 5.000%, 6/01/46   6/26 at 100.00 A+ 9,381,331
    Oregon Facilities Authority, Revenue Bonds, Samaritan Health Services, Refunding Series 2016A:        
6,275   5.000%, 10/01/35   10/26 at 100.00 BBB+ 7,387,181
140   5.000%, 10/01/46 (Pre-refunded 10/01/26)   10/26 at 100.00 N/R (4) 171,178
2,120   5.000%, 10/01/46   10/26 at 100.00 BBB+ 2,459,815
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 (4) 9,885,413
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+ 35,989,481
5,265   Salem Hospital Facility Authority, Oregon, Revenue Bonds, Salem Healthl Project, Refunding Series 2016A, 5.000%, 5/15/46   5/26 at 100.00 A+ 6,181,847
3,475   Sherwood, Oregon, General Obligation Bonds, Full Faith & Credit Series 2021B, 4.000%, 6/01/51   6/31 at 100.00 Aa2 4,203,707
52

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Oregon (continued)        
$500   Warm Springs Reservation Confederated Tribes, Oregon, Hydroelectric Revenue Bonds, Tribal Economic Development Bond Pelton Round Butte Project, Taxable Refunding Green Series 2019B, 5.000%, 11/01/36, 144A   5/29 at 100.00 A3 $615,770
75,200   Total Oregon       87,959,482
    Pennsylvania – 5.2% (3.4% 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 18,252,750
2,765   Allegheny County Sanitary Authority, Pennsylvania, Sewer Revenue Bonds, Series 2020B, 4.000%, 6/01/50   12/30 at 100.00 A+ 3,333,318
    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 3,112,937
3,125   0.000%, 5/15/23  –  AGM Insured   No Opt. Call A2 3,091,812
3,135   0.000%, 5/15/24  –  AGM Insured   No Opt. Call A2 3,071,861
3,155   0.000%, 5/15/26  –  AGM Insured   No Opt. Call A2 3,003,087
4,145   0.000%, 11/15/26  –  AGM Insured   No Opt. Call A2 3,905,668
2,800   0.000%, 5/15/28  –  AGM Insured   No Opt. Call A2 2,554,272
3,000   0.000%, 11/15/28  –  AGM Insured   No Opt. Call A2 2,703,120
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+ 1,474,644
895   Commonwealth Financing Authority, Pennsylvania, State Appropriation Lease Bonds, Master Settlement, Series 2018, 5.000%, 6/01/34   6/28 at 100.00 A 1,109,943
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 2,220,412
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 32,402,018
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 1,348,053
    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 (4) 1,334,357
2,685   4.625%, 12/01/44 (Pre-refunded 12/01/21)   12/21 at 100.00 A2 (4) 2,724,523
4,915   Lancaster County Hospital Authority, Pennsylvania, Revenue Bonds, United Zion Retirement Community, Series 2017A, 5.000%, 12/01/47   6/27 at 100.00 N/R 5,321,913
    Lehigh County Authority, Pennsylvania, Water and Sewer Revenue Bonds, Allentown Concession, Capital Appreciation Series 2013B:        
4,480   0.000%, 12/01/31   No Opt. Call A 3,638,477
5,180   0.000%, 12/01/32   No Opt. Call A 4,090,128
    Lehigh County Authority, Pennsylvania, Water and Sewer Revenue Bonds, Allentown Concession, Series 2013A:        
4,310   5.125%, 12/01/47   12/23 at 100.00 A 4,741,345
4,960   5.125%, 12/01/47 (Pre-refunded 12/01/23)   12/23 at 100.00 N/R (4) 5,526,978
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 6,668,907
53

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Pennsylvania (continued)        
$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 $1,168,200
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 5,662,850
630   Northampton County Industrial Development Authority, Pennsylvania, Recovery Revenue Bonds, Northampton Generating Project, Senior Lien Series 2013A0 & AE2, 1.250%, 12/31/23   8/21 at 100.00 N/R 157,552
218   Northampton County Industrial Development Authority, Pennsylvania, Recovery Revenue Bonds, Northampton Generating Project, Senior Lien Taxable Series 2013B, 1.250%, 12/31/23 (cash 5.000%, PIK 5.000%)   No Opt. Call N/R 54,466
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 1,726,588
3,570   Pennsylvania Higher Educational Facilities Authority, Revenue Bonds, University of Pennsylvania Health System, Refunding Series 2021A, 4.000%, 8/15/43   8/31 at 100.00 Aa3 4,346,261
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 7,005,950
    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 (4) 980,556
1,035   5.000%, 12/01/41 (Pre-refunded 12/01/21)   12/21 at 100.00 A2 (4) 1,051,850
    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 (4) 1,176,670
2,010   5.000%, 12/01/36 (Pre-refunded 12/01/22)   12/22 at 100.00 A2 (4) 2,140,369
16,805   Pennsylvania Turnpike Commission, Turnpike Revenue Bonds, Capital Appreciation Series 2009E, 6.375%, 12/01/38   12/27 at 100.00 A3 22,375,017
5,575   Pennsylvania Turnpike Commission, Turnpike Revenue Bonds, Series 2015B, 5.000%, 12/01/45   12/25 at 100.00 A1 6,574,932
6,340   Pennsylvania Turnpike Commission, Turnpike Revenue Bonds, Series 2016A-1, 5.000%, 12/01/41   6/26 at 100.00 A1 7,597,729
15,000   Pennsylvania Turnpike Commission, Turnpike Revenue Bonds, Series 2021A, 4.000%, 12/01/51   6/31 at 100.00 A+ 17,920,500
6,500   Pennsylvania Turnpike Commission, Turnpike Revenue Bonds, Series 2021B, 5.000%, 12/01/46   6/31 at 100.00 A+ 8,496,215
19,250   Pennsylvania Turnpike Commission, Turnpike Revenue Bonds, Subordinate Series 2009C, 6.250%, 6/01/33  –  AGM Insured   6/26 at 100.00 A2 24,262,315
    Pennsylvania Turnpike Commission, Turnpike Revenue Bonds, Subordinate Series 2021A:        
3,735   4.000%, 12/01/45   12/30 at 100.00 A3 4,435,088
4,620   4.000%, 12/01/50   12/30 at 100.00 A3 5,455,573
1,445   Philadelphia Authority for Industrial Development Senior Living Facilities, Philadelphia, Pennsylvania, Revenue Bonds, Wesley Enhanced Living Obligated Group, Series 2017A, 5.000%, 7/01/37   7/27 at 100.00 BB 1,647,445
54

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Pennsylvania (continued)        
$505   Philadelphia Hospitals and Higher Education Facilities Authority, Pennsylvania, Hospital Revenue Bonds, Temple University Health System Obligated Group, Series 2012A, 5.625%, 7/01/42   7/22 at 100.00 Ba1 $526,094
3,410   Philadelphia, Pennsylvania, Water and Wastewater Revenue Bonds, Series 1997A, 5.125%, 8/01/27  –  AMBAC Insured (ETM)   No Opt. Call A1 (4) 4,296,566
2,020   Pittsburgh Water and Sewer Authority, Pennsylvania, Water and Sewer System Revenue Bonds, First Lien Series 2020B, 4.000%, 9/01/45  –  AGM Insured   9/30 at 100.00 A2 2,432,403
1,125   Scranton, Pennsylvania, Sewer Authority Revenue Bonds, Series 2011A, 5.250%, 12/01/31 (Pre-refunded 12/01/21)  –  AGM Insured   12/21 at 100.00 AA (4) 1,144,238
1,930   Susquehanna Area Regional Airport Authority, Pennsylvania, Airport System Revenue Bonds, Series 2012B, 4.000%, 1/01/33   1/23 at 100.00 Baa3 1,989,135
2,800   Upper Darby School District, Delaware County, Pennsylvania, General Obligation Bonds, Series 2021A, 4.000%, 4/01/51  –  BAM Insured (WI/DD, Settling 8/03/21)   10/29 at 100.00 A1 3,315,340
219,598   Total Pennsylvania       253,570,425
    Puerto Rico – 1.9% (1.2% of Total Investments)        
3,996   Cofina Class 2 Trust Tax-Exempt Class 2054, Puerto Rico Unit Exchanged From Cusip 74529JAP0, 0.000%, 8/01/54   No Opt. Call N/R 927,427
625   Puerto Rico Electric Power Authority, Power Revenue Bonds, Refunding Series 2005SS, 5.000%, 7/01/25  –  NPFG Insured   8/21 at 100.00 D 641,556
1,000   Puerto Rico Electric Power Authority, Power Revenue Bonds, Series 2007VV, 5.250%, 7/01/24  –  NPFG Insured   No Opt. Call D 1,057,630
1,305   Puerto Rico Highway and Transportation Authority, Highway Revenue Bonds, Series 2005L, 5.250%, 7/01/23  –  NPFG Insured   No Opt. Call Baa2 1,366,544
1,000   Puerto Rico Highway and Transportation Authority, Highway Revenue Bonds, Series 2007N, 5.250%, 7/01/31  –  AMBAC Insured   No Opt. Call N/R 1,094,710
    Puerto Rico Sales Tax Financing Corporation, Sales Tax Revenue Bonds, Restructured 2018A-1:        
5,281   4.500%, 7/01/34   7/25 at 100.00 N/R 5,863,758
9,399   4.550%, 7/01/40   7/28 at 100.00 N/R 10,837,705
25,000   0.000%, 7/01/51   7/28 at 30.01 N/R 6,085,500
33,017   5.000%, 7/01/58   7/28 at 100.00 N/R 38,581,355
1,370   Puerto Rico Sales Tax Financing Corporation, Sales Tax Revenue Bonds, Restructured Cofina Project Series 2019A-2A, 4.550%, 7/01/40   7/28 at 100.00 N/R 1,579,706
    Puerto Rico Sales Tax Financing Corporation, Sales Tax Revenue Bonds, Taxable Restructured Cofina Project Series 2019A-2:        
5,399   4.329%, 7/01/40   7/28 at 100.00 N/R 6,149,191
5,580   4.329%, 7/01/40   7/28 at 100.00 N/R 6,355,341
9,000   4.784%, 7/01/58   7/28 at 100.00 N/R 10,393,380
101,972   Total Puerto Rico       90,933,803
    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+ 1,510,606
55

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Rhode Island (continued)        
$174,390   Rhode Island Tobacco Settlement Financing Corporation, Tobacco Settlement Asset-Backed Bonds, Series 2007A, 0.000%, 6/01/52   8/21 at 16.20 CCC- $28,706,338
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 2,652,364
177,940   Total Rhode Island       32,869,308
    South Carolina – 3.8% (2.4% of Total Investments)        
3,050   Charleston County Airport District, South Carolina, Airport Revenue Bonds, Series 2019, 5.000%, 7/01/43   7/29 at 100.00 A 3,882,437
    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 1,513,944
6,820   5.000%, 11/01/46   5/26 at 100.00 A 8,008,590
    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- 22,907,707
15,420   0.000%, 1/01/32  –  AMBAC Insured   No Opt. Call A- 12,771,769
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- 1,576,706
    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- 23,477,101
7,580   5.000%, 11/01/48   5/28 at 100.00 AA- 9,254,043
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- 11,980,200
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- 23,129,205
    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- 4,392,927
4,000   5.000%, 12/01/46   12/24 at 100.00 A- 4,563,480
6,790   South Carolina Public Service Authority, Santee Cooper Revenue Obligations, Series 2013A, 5.125%, 12/01/43   12/23 at 100.00 A- 7,522,369
    South Carolina Public Service Authority, Santee Cooper Revenue Obligations, Series 2014A:        
2,000   5.000%, 12/01/49   6/24 at 100.00 A- 2,240,080
17,240   5.500%, 12/01/54   6/24 at 100.00 A- 19,518,266
17,170   South Carolina State Ports Authority, Revenue Bonds, Series 2019A, 5.000%, 7/01/54   7/29 at 100.00 A+ 21,453,228
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 4,639,860
167,200   Total South Carolina       182,831,912
56

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    South Dakota – 1.0% (0.7% 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 $3,339,840
3,150   5.125%, 11/01/47   11/26 at 100.00 BB 3,506,391
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 9,907,040
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 6,281,186
11,200   South Dakota Health and Educational Facilities Authority, Revenue Bonds, Monument Health, Inc, Series 2020A, 4.000%, 9/01/50   9/30 at 100.00 A1 13,084,288
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+ 4,049,305
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+ 9,615,962
43,180   Total South Dakota       49,784,012
    Tennessee – 1.3% (0.8% of Total Investments)        
10,670   Chattanooga Health, Educational and Housing Facility Board, Tennessee, Revenue Bonds, Catholic Health Initiatives, Series 2013A, 5.250%, 1/01/45 (Pre-refunded 1/01/23)   1/23 at 100.00 BBB+ (4) 11,427,250
3,090   Chattanooga Health, Educational and Housing Facility Board, Tennessee, Revenue Bonds, CommonSpirit Health, Series 2019A-2, 5.000%, 8/01/44   8/29 at 100.00 BBB+ 3,876,189
12,000   Clarksville, Tennessee, Water, Sewer, and Gas Revenue Bonds, Series 2021A, 4.000%, 2/01/51 (WI/DD, Settling 8/04/21)   2/31 at 100.00 Aa2 14,355,840
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 A- 2,720,030
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 A- 2,146,031
    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 5,790,100
1,000   5.000%, 9/01/47   9/26 at 100.00 BBB 1,142,620
    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 528,121
1,755   5.000%, 4/01/36   4/27 at 100.00 BBB 2,057,474
    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 2,582,424
1,000   5.000%, 10/01/45   10/26 at 100.00 BBB 1,153,440
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 13,145,000
52,430   Total Tennessee       60,924,519
57

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Texas – 10.4% (6.7% 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 $21,907,260
4,000   Austin, Texas, Airport System Revenue Bonds, Series 2019A, 5.000%, 11/15/49   11/29 at 100.00 A 5,102,840
14,615   Austin, Texas, Electric Utility System Revenue Bonds, Refunding Series 2015A, 5.000%, 11/15/45 (UB) (6)   11/25 at 100.00 Aa3 17,052,782
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 830,230
1,330   Central Texas Regional Mobility Authority, Revenue Bonds, Refunding Senior Lien Series 2013A, 5.000%, 1/01/43 (Pre-refunded 1/01/23)   1/23 at 100.00 Baa1 (4) 1,422,648
3,100   Central Texas Regional Mobility Authority, Revenue Bonds, Senior Lien Series 2021B, 5.000%, 1/01/46   1/31 at 100.00 Baa1 4,008,393
7,750   Central Texas Regional Mobility Authority, Revenue Bonds, Senior Lien, Series 2015A, 5.000%, 1/01/45   7/25 at 100.00 Baa1 8,930,480
    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- 1,986,080
1,000   4.400%, 12/01/47   12/22 at 100.00 BBB- 1,031,000
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 2,487,150
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 6,412,022
160   Decatur Hospital Authority, Texas, Revenue Bonds, Wise Regional Health System, Series 2014A, 5.250%, 9/01/44   9/24 at 100.00 BBB- 178,710
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 4,406,404
    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 7,907,865
10,600   4.000%, 10/01/45   4/30 at 100.00 A2 12,624,070
2,500   4.000%, 10/01/49   4/30 at 100.00 A2 2,958,000
    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) (6)   10/23 at 100.00 AA (4) 16,589,700
16,920   5.000%, 4/01/53 (Pre-refunded 10/01/23)   10/23 at 100.00 AA (4) 18,713,182
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 6,579,461
6,610   Grand Parkway Transportation Corporation, Texas, System Toll Revenue Bonds, Tender Option Bond Trust 2015-XF0228, 18.198%, 11/01/44 (Pre-refunded 10/01/23), 144A (IF) (6)   10/23 at 100.00 AA (4) 9,412,961
    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 3,142,416
2,320   5.000%, 12/01/45   6/25 at 100.00 AA 2,658,906
58

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Texas (continued)        
$9,500   Harris County, Texas, Toll Road Revenue Bonds, Refunding First Lien Series 2021A, 4.000%, 8/15/45   8/30 at 100.00 Aa2 $11,421,945
    Harris County, Texas, Toll Road Revenue Bonds, Refunding Senior Lien Series 2018A:        
13,890   5.000%, 8/15/43   2/28 at 100.00 AA 17,295,133
2,000   4.000%, 8/15/48   2/28 at 100.00 AA 2,320,920
4,040   Harris County, Texas, Toll Road Revenue Bonds, Tender Options Bond Trust 2015-XF2184 Formerly Tender Options Bond Trust 3028, 14.514%, 8/15/28  –  AGM Insured, 144A (IF) (6)   No Opt. Call AAA 7,885,542
    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 566,418
2,390   0.000%, 11/15/42  –  AGM Insured   11/31 at 59.73 A2 1,076,217
2,660   0.000%, 11/15/43  –  AGM Insured   11/31 at 56.93 A2 1,138,826
7,260   0.000%, 11/15/44  –  AGM Insured   11/31 at 54.25 A2 2,953,949
10,440   0.000%, 11/15/45  –  AGM Insured   11/31 at 51.48 A2 4,018,252
7,165   0.000%, 11/15/49  –  AGM Insured   11/31 at 41.91 A2 2,232,327
3,000   0.000%, 11/15/52  –  AGM Insured   11/31 at 35.81 A2 794,490
    Houston, Texas, Airport System Revenue Bonds, Refunding & Subordinate Lien Series 2018B:        
2,000   5.000%, 7/01/43   7/28 at 100.00 A 2,502,480
2,710   5.000%, 7/01/48   7/28 at 100.00 A 3,382,947
4,550   Houston, Texas, Airport System Revenue Bonds, Refunding Subordinate Lien Series 2012B, 5.000%, 7/01/31 (Pre-refunded 7/01/22)   7/22 at 100.00 A (4) 4,752,975
855   Houston, Texas, Airport System Revenue Bonds, Subordinate Lien Series 2000B, 5.450%, 7/01/24  –  AGM Insured   No Opt. Call A 952,308
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 (4) 6,084,420
    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 1,479,901
10,850   0.000%, 9/01/25  –  AMBAC Insured   No Opt. Call A 10,447,899
1,715   0.000%, 9/01/32  –  AMBAC Insured   No Opt. Call A 1,399,234
    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 3,180,266
4,000   4.000%, 8/15/41   8/25 at 100.00 AAA 4,419,080
3,000   Love Field Airport Modernization Corporation, Texas, Special Facilities Revenue Bonds, Southwest Airlines Company, Series 2010, 5.250%, 11/01/40   8/21 at 100.00 BBB 3,063,120
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 9,545,850
    McCamey County Hospital District, Texas, General Obligation Bonds, Series 2013:        
1,780   5.750%, 12/01/33   12/25 at 100.00 B1 1,955,223
1,800   6.125%, 12/01/38   12/25 at 100.00 B1 1,985,616
59

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Texas (continued)        
    Midtown Redevelopment Authority, Texas, Tax Increment Contract Revenue, Refunding Series 2017:        
$16,285   5.000%, 1/01/36   1/27 at 100.00 A3 $19,296,911
10,040   5.000%, 1/01/38  –  AGM Insured   1/27 at 100.00 A2 11,944,186
    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- 2,383,248
1,815   5.000%, 9/15/48   9/25 at 100.00 BBB- 2,053,709
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+ 945,387
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 4,363,573
    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) (5)   9/31 at 100.00 N/R (4) 2,670,352
7,990   0.000%, 9/01/45 (Pre-refunded 9/01/31) (5)   9/31 at 100.00 N/R (4) 12,262,972
4,000   North Texas Tollway Authority, System Revenue Bonds, Refunding First Tier Capital Appreciation Series 2008I, 6.500%, 1/01/43 (Pre-refunded 1/01/25)   1/25 at 100.00 A+ (4) 4,842,520
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 1,995,269
    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+ 10,936,339
12,205   5.000%, 1/01/45   1/25 at 100.00 A+ 13,926,393
5,110   North Texas Tollway Authority, System Revenue Bonds, Refunding First Tier, Series 2019A, 4.000%, 1/01/44   1/29 at 100.00 A+ 6,003,943
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 6,048,950
    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 7,203,490
4,000   5.000%, 1/01/34   1/25 at 100.00 A 4,581,640
4,000   5.000%, 1/01/35   1/25 at 100.00 A 4,578,720
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 2,509,313
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- (4) 2,443,909
3,480   Tarrant County Cultural Education Facilities Finance Corporation, Texas, Hospital Revenue Bonds, Hendrick Medical Center, Refunding Series 2013, 5.500%, 9/01/43 (Pre-refunded 9/01/23)   9/23 at 100.00 A3 (4) 3,862,974
4,000   Tarrant County Cultural Education Facilities Finance Corporation, Texas, Hospital Revenue Bonds, Scott & White Healthcare Project, Series 2013A, 5.000%, 8/15/43 (Pre-refunded 8/15/23)   8/23 at 100.00 AA- (4) 4,394,560
60

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Texas (continued)        
$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 $3,004,475
    Texas Private Activity Bond Surface Transportation Corporation, Senior Lien Revenue Bonds, LBJ Infrastructure Group LLC IH-635 Managed Lanes Project, Refunding Series 2020A:        
1,805   4.000%, 12/31/37   12/30 at 100.00 BBB- 2,172,841
2,500   4.000%, 6/30/38   12/30 at 100.00 BBB- 2,999,775
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 2,581,950
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 (4) 18,666,115
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 8,278,990
    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 4,097,089
6,385   5.000%, 8/15/37   8/24 at 100.00 Baa1 7,133,386
44,120   5.000%, 8/15/42   8/24 at 100.00 Baa1 49,076,441
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 3,886,720
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 9,465,440
1,000   Waco Education Finance Corporation, Texas, Revenue Bonds, Baylor University, Series 2021, 4.000%, 3/01/41   3/31 at 100.00 A+ 1,209,140
461,320   Total Texas       505,018,618
    Utah – 0.4% (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 A 4,371,573
1,975   5.000%, 7/01/47   7/27 at 100.00 A 2,417,222
4,000   Salt Lake City, Utah, Airport Revenue Bonds, International Airport Series 2018B, 5.000%, 7/01/48   7/28 at 100.00 A 4,975,280
    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 1,193,190
2,320   5.000%, 10/15/43   10/27 at 100.00 AA 2,746,045
2,040   5.000%, 10/15/48   10/27 at 100.00 AA 2,402,998
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+ 3,595,680
17,895   Total Utah       21,701,988
61

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Vermont – 0.3% (0.2% of Total Investments)        
    University of Vermont and State Agricultural College, Revenue Bonds, Refunding Series 2015:        
$1,000   4.000%, 10/01/40   10/25 at 100.00 A+ $1,120,240
10,000   5.000%, 10/01/45   10/25 at 100.00 A+ 11,676,400
11,000   Total Vermont       12,796,640
    Virginia – 0.3% (0.2% 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+ 1,672,207
670   4.000%, 7/01/40   7/30 at 100.00 A+ 807,383
430   Chesapeake, Virginia, Transportation System Senior Toll Road Revenue Bonds, Capital Appreciation Series 2012B, 0.000%, 7/15/40 (5)   7/28 at 100.00 BBB+ 475,731
4,000   Fairfax County Industrial Development Authority, Virginia, Healthcare Revenue Bonds, Inova Health System, Series 2018A, 4.000%, 5/15/48 (UB) (6)   5/28 at 100.00 Aa2 4,684,920
4,130   Fairfax County Water Authority, Virginia, Water Revenue Bonds, Series 2021, 4.000%, 4/01/48   4/31 at 100.00 AAA 5,059,663
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 (4) 1,909,422
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 (Pre-refunded 11/01/22)   11/22 at 100.00 AA- (4) 2,096,720
14,415   Total Virginia       16,706,046
    Washington – 3.3% (2.1% of Total Investments)        
7,000   Central Puget Sound Regional Transit Authority, Washington, Sales Tax and Motor Vehicle Excise Tax Bonds, Green Series 2016S-1, 5.000%, 11/01/41   11/26 at 100.00 Aa1 8,445,220
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 11,801,269
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- 4,892,920
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 10,028,746
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- 5,036,850
4,000   King County Public Hospital District 2, Washington, General Obligation Bonds, EvergreenHealth, Limited Tax 2020A, 4.000%, 12/01/45   12/29 at 100.00 Aa3 4,635,040
15,000   King County, Washington, Sewer Revenue Bonds, Refunding Series 2012, 5.000%, 1/01/52 (Pre-refunded 1/01/22)   1/22 at 100.00 AA+ (4) 15,305,700
3,000   Port of Seattle, Washington, Revenue Bonds, Intermediate Lien Series 2015A, 5.000%, 4/01/40   10/24 at 100.00 A+ 3,404,100
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 (4) 1,392,363
62

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Washington (continued)        
$15,000   Seattle, Washington, Municipal Light and Power Revenue Bonds, Refunding & Improvement Series 2021A, 4.000%, 7/01/47   7/31 at 100.00 AA $18,242,100
12,515   Spokane Public Facilities District, Washington, Hotel, Motel, and Sales Use Tax Revenue Bonds, Series 2013A, 5.000%, 12/01/38 (Pre-refunded 6/01/23)   6/23 at 100.00 BBB+ (4) 13,639,348
5,250   Tacoma, Washington, Sewer Revenue Bonds, Series 2018, 4.000%, 12/01/48   12/28 at 100.00 Aa2 6,161,610
555   Washington Health Care Facilities Authority, Revenue Bonds, CommonSpirit Health, Series 2019A-1, 4.000%, 8/01/44   8/29 at 100.00 BBB+ 647,913
    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- 4,220,120
10,000   4.250%, 10/01/40   10/22 at 100.00 AA- 10,469,400
3,135   Washington Health Care Facilities Authority, Revenue Bonds, Seattle Children's Hospital, Refunding Series 2012B, 5.000%, 10/01/30 (Pre-refunded 10/01/22)   10/22 at 100.00 Aa2 (4) 3,312,817
8,230   Washington Health Care Facilities Authority, Revenue Bonds, Seattle Children's Hospital, Series 2012A, 5.000%, 10/01/42 (Pre-refunded 10/01/22)   10/22 at 100.00 Aa2 (4) 8,696,806
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 BB+ 2,672,843
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 2,803,890
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 549,975
10,650   Washington State, General Obligation Bonds, Various Purpose Series 2021A, 5.000%, 8/01/42   8/30 at 100.00 AA+ 13,956,931
9,000   Washington State, Motor Vehicle Fuel Tax General Obligation Bonds, Series 2003C, 0.000%, 6/01/28  –  FGIC Insured   No Opt. Call AA+ 8,399,700
142,330   Total Washington       158,715,661
    West Virginia – 1.3% (0.8% 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 (Pre-refunded 6/01/23)   6/23 at 100.00 A (4) 3,284,250
16,845   5.500%, 6/01/44 (Pre-refunded 6/01/23)   6/23 at 100.00 A (4) 18,479,470
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 10,980,360
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 4,214,385
15,845   West Virginia Parkways Authority, Turnpike Toll Revenue Bonds, Senior Lien Series 2021, 4.000%, 6/01/51   6/31 at 100.00 AA- 19,024,775
5,750   West Virginia State, General Obligation Bonds, State Road Competitive Series 2018B, 4.000%, 6/01/42   6/28 at 100.00 AA- 6,795,580
53,940   Total West Virginia       62,778,820
63

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Wisconsin – 3.0% (1.9% 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 (7)   No Opt. Call N/R $1,421
42   0.000%, 1/01/47, 144A (7)   No Opt. Call N/R 1,350
42   0.000%, 1/01/48, 144A (7)   No Opt. Call N/R 1,321
42   0.000%, 1/01/49, 144A (7)   No Opt. Call N/R 1,286
41   0.000%, 1/01/50, 144A (7)   No Opt. Call N/R 1,220
45   0.000%, 1/01/51, 144A (7)   No Opt. Call N/R 1,316
1,163   3.750%, 7/01/51, 144A (7)   3/28 at 100.00 N/R 805,895
45   0.000%, 1/01/52, 144A (7)   No Opt. Call N/R 1,259
44   0.000%, 1/01/53, 144A (7)   No Opt. Call N/R 1,222
44   0.000%, 1/01/54, 144A (7)   No Opt. Call N/R 1,183
43   0.000%, 1/01/55, 144A (7)   No Opt. Call N/R 1,144
43   0.000%, 1/01/56, 144A (7)   No Opt. Call N/R 1,112
42   0.000%, 1/01/57, 144A (7)   No Opt. Call N/R 1,076
42   0.000%, 1/01/58, 144A (7)   No Opt. Call N/R 1,039
42   0.000%, 1/01/59, 144A (7)   No Opt. Call N/R 1,015
41   0.000%, 1/01/60, 144A (7)   No Opt. Call N/R 978
41   0.000%, 1/01/61, 144A (7)   No Opt. Call N/R 939
40   0.000%, 1/01/62, 144A (7)   No Opt. Call N/R 911
40   0.000%, 1/01/63, 144A (7)   No Opt. Call N/R 881
39   0.000%, 1/01/64, 144A (7)   No Opt. Call N/R 862
39   0.000%, 1/01/65, 144A (7)   No Opt. Call N/R 829
39   0.000%, 1/01/66, 144A (7)   No Opt. Call N/R 779
501   0.000%, 1/01/67, 144A (7)   No Opt. Call N/R 9,459
2,250   Public Finance Authority of Wisconsin, Health Care Facilities Revenue Bonds, Appalachian Regional Healthcare System Obligated Group, Series 2021A, 4.000%, 7/01/56   1/31 at 100.00 BBB 2,607,795
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- 2,463,260
    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- 6,732,000
2,335   5.000%, 6/15/48, 144A   6/26 at 100.00 BBB- 2,591,850
4,100   University of Wisconsin Hospitals and Clinics Authority, Revenue Bonds, Refunding Series 2013A, 5.000%, 4/01/38 (Pre-refunded 4/01/23)   4/23 at 100.00 AA- (4) 4,435,462
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 1,059,081
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- 22,014,126
64

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- $1,020,060
1,000   5.000%, 2/15/28   2/22 at 100.00 A- 1,020,060
4,735   5.000%, 2/15/40   2/22 at 100.00 A- 4,829,984
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- 2,335,340
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 7,899,958
615   Wisconsin Health and Educational Facilities Authority, Revenue Bonds, Meriter Hospital Inc, Series 1992A, 6.000%, 12/01/22  –  FGIC Insured   No Opt. Call A1 645,332
2,650   Wisconsin Health and Educational Facilities Authority, Revenue Bonds, Ministry Health Care, Inc, Refunding 2012C, 5.000%, 8/15/32 (Pre-refunded 8/15/22)   8/22 at 100.00 N/R (4) 2,783,772
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 1,010,330
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 5,950,056
2,000   Wisconsin Health and Educational Facilities Authority, Wisconsin, Revenue Bonds, Aspirus, Inc Obligated Group, Series 2017, 5.000%, 8/15/52   8/27 at 100.00 A1 2,420,760
2,500   Wisconsin Health and Educational Facilities Authority, Wisconsin, Revenue Bonds, Aurora Health Care, Inc, Series 2013A, 5.125%, 4/15/31 (Pre-refunded 4/15/23)   4/23 at 100.00 Aa3 (4) 2,707,950
    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 1,237,017
955   5.000%, 6/01/41   6/25 at 103.00 N/R 1,058,331
3,620   Wisconsin Health and Educational Facilities Authority, Wisconsin, Revenue Bonds, Children's Hospital of Wisconsin, Inc, Series 2020, 4.000%, 8/15/50   8/30 at 100.00 Aa3 4,298,786
    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 (Pre-refunded 9/01/27)   9/27 at 100.00 BBB- (4) 1,252,030
1,110   5.000%, 9/01/31 (Pre-refunded 9/01/27)   9/27 at 100.00 BBB- (4) 1,389,753
1,100   5.000%, 9/01/32 (Pre-refunded 9/01/27)   9/27 at 100.00 BBB- (4) 1,377,233
1,725   5.000%, 9/01/33 (Pre-refunded 9/01/27)   9/27 at 100.00 BBB- (4) 2,159,752
1,775   5.000%, 9/01/34 (Pre-refunded 9/01/27)   9/27 at 100.00 BBB- (4) 2,222,353
1,910   5.000%, 9/01/35 (Pre-refunded 9/01/27)   9/27 at 100.00 BBB- (4) 2,391,377
2,065   5.000%, 9/01/36 (Pre-refunded 9/01/27)   9/27 at 100.00 BBB- (4) 2,585,442
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- 9,913,210
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- 6,018,650
65

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Wisconsin (continued)        
    Wisconsin Health and Educational Facilities Authority, Wisconsin, Revenue Bonds, Saint John's Communities Inc, Series 2018A:        
$1,240   5.000%, 9/15/31   9/23 at 100.00 BBB- $1,342,250
7,955   5.000%, 9/15/50   9/23 at 100.00 BBB- 8,522,430
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 11,699,949
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 12,680,706
128,998   Total Wisconsin       145,514,942
    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+ 10,317,038
    Teton County Hospital District, Wyoming, Hospital Revenue Bonds, St John's Medical Center Project, Series 2011B:        
2,000   5.500%, 12/01/27 (Pre-refunded 12/01/21)   12/21 at 100.00 N/R (4) 2,034,840
1,000   6.000%, 12/01/36 (Pre-refunded 12/01/21)   12/21 at 100.00 N/R (4) 1,018,990
12,625   Total Wyoming       13,370,868
$6,983,341   Total Long-Term Investments (cost $6,603,801,688)       7,476,274,745
    
Principal Amount (000)   Description (1)   Optional Call Provision (2) Ratings (3) Value
    SHORT-TERM INVESTMENTS  –  0.3% (0.2% of Total Investments)        
    MUNICIPAL BONDS  –  0.3% (0.2% of Total Investments)        
    Colorado – 0.1% (0.1% of Total Investments)        
$5,875   University of Colorado Hospital Authority, Colorado, Revenue Bonds, Variable Rate Demand Obligations, Variable Rate Series 2018B, 0.020%, 11/15/35 (8)   8/21 at 100.00 A-1+ $5,875,000
    Minnesota – 0.2% (0.1% of Total Investments)        
6,500   Bloomington, Minnesota, Housing Revenue Bonds, Presbyterian Homes Projects, Variable Rate Demand Obligations, Refunding Series 2008, 0.020%, 7/01/38 (8)   7/21 at 100.00 A-1+ 6,500,000
1,575   Oak Park Heights, Minnesota, Multifamily Revenue Bonds, Boutwells Landing Project, Variable Rate Demand Obligations, Refunding Series 2005, 0.020%, 11/01/35 (8)   8/21 at 100.00 VMIG1 1,575,000
8,075   Total Minnesota       8,075,000
$13,950   Total Short-Term Investments (cost $13,950,000)       13,950,000
    Total Investments (cost $6,617,751,688) – 154.3%       7,490,224,745
    Floating Rate Obligations – (2.7)%       (133,490,000)
    Adjustable Rate MuniFund Term Preferred Shares, net of deferred offering costs – (6.5)% (9)       (316,315,005)
    MuniFund Preferred Shares, net of deferred offering costs – (22.4)% (10)       (1,086,327,833)
    Variable Rate Demand Preferred Shares, net of deferred offering costs – (23.8)% (11)       (1,153,720,953)
    Other Assets Less Liabilities – 1.1%       55,246,427
    Net Assets Applicable to Common Shares – 100%       $4,855,617,381
66

Part F of Form N-PORT was prepared in accordance with U.S. generally accepted accounting principles (“U.S. GAAP”) and in conformity with the applicable rules and regulations of the U.S. Securities and Exchange Commission (“SEC”) related to interim filings. Part F of Form N-PORT does not include all information and footnotes required by U.S. GAAP for complete financial statements. Certain footnote disclosures normally included in financial statements prepared in accordance with U.S. GAAP have been condensed or omitted from this report pursuant to the rules of the SEC. For a full set of the Fund’s notes to financial statements, please refer to the Fund’s most recently filed annual or semi-annual report.
Fair Value Measurements
The Fund's investments in securities are recorded at their estimated fair value utilizing valuation methods approved by the Board of Directors/Trustees. Fair value is defined as the price that would be received upon selling an investment or transferring a liability in an orderly transaction to an independent buyer in the principal or most advantageous market for the investment. U.S. GAAP establishes the three-tier hierarchy which is used to maximize the use of observable market data and minimize the use of unobservable inputs and to establish classification of fair value measurements for disclosure purposes. Observable inputs reflect the assumptions market participants would use in pricing the asset or liability. Observable inputs are based on market data obtained from sources independent of the reporting entity. Unobservable inputs reflect management’s assumptions about the assumptions market participants would use in pricing the asset or liability. Unobservable inputs are based on the best information available in the circumstances. The following is a summary of the three-tiered hierarchy of valuation input levels.
Level 1  –     Inputs are unadjusted and prices are determined using quoted prices in active markets for identical securities.
Level 2  –     Prices are determined using other significant observable inputs (including quoted prices for similar securities, interest rates, credit spreads, etc.).
Level 3  –     Prices are determined using significant unobservable inputs (including management’s assumptions in determining the fair value of investments).
The following table summarizes the market value of the Fund's investments as of the end of the reporting period, based on the inputs used to value them:
  Level 1 Level 2 Level 3 Total
Long-Term Investments:        
Municipal Bonds $ — $7,476,274,745 $ — $7,476,274,745
Short-Term Investments:        
Municipal Bonds  — 13,950,000  — 13,950,000
Total $ — $7,490,224,745 $ — $7,490,224,745
67

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments July 31, 2021
  (Unaudited)
(1) All percentages shown in the Portfolio of Investments are based on net assets applicable to common shares unless otherwise noted.  
(2) Optional Call Provisions: Dates (month and year) and prices of the earliest optional call or redemption. There may be other call provisions at varying prices at later dates. Certain mortgage-backed securities may be subject to periodic principal paydowns.  
(3) The ratings disclosed are the lowest of Standard & Poor’s Group (“Standard & Poor’s”), Moody’s Investors Service, Inc. (“Moody’s”) or Fitch, Inc. (“Fitch”) rating. Ratings below BBB by Standard & Poor’s, Baa by Moody’s or BBB by Fitch are considered to be below investment grade. Holdings designated N/R are not rated by any of these national rating agencies.  
(4) Backed by an escrow or trust containing sufficient U.S. Government or U.S. Government agency securities, which ensure the timely payment of principal and interest.  
(5) Step-up coupon bond, a bond with a coupon that increases ("steps up"), usually at regular intervals, while the bond is outstanding. The rate shown is the coupon as of the end of the reporting period.  
(6) Investment, or portion of investment, has been pledged to collateralize the net payment obligations for investments in inverse floating rate transactions.  
(7) Defaulted security. A security whose issuer has failed to fully pay principal and/or interest when due, or is under the protection of bankruptcy.  
(8) 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.  
(9) Adjustable Rate MuniFund Term Preferred Shares, net of deferred offering cost as a percentage of Total Investments is 4.2%.  
(10) MuniFund Preferred Shares, net of deferred offering costs as a percentage of Total Investments is 14.5%.  
(11) Variable Rate Demand Preferred Shares, net of deferred offering costs as a percentage of Total Investments is 15.4%.  
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.  
68