NPORT-EX 2 NRK.htm
NRK
Nuveen New York AMT-Free Quality Municipal Income Fund
Portfolio of Investments    May 31, 2020
(Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    LONG-TERM INVESTMENTS – 159.0% (99.5% of Total Investments)        
    MUNICIPAL BONDS – 159.0% (99.5% of Total Investments)        
    Consumer Staples  – 6.3% (4.0% of Total Investments)        
    Erie County Tobacco Asset Securitization Corporation, New York, Tobacco Settlement Asset-Backed Bonds, Series 2005A:        
$27,580   5.000%, 6/01/38   6/20 at 100.00 B- $27,581,655
9,555   5.000%, 6/01/45   6/20 at 100.00 B- 9,555,478
10,000   Erie County Tobacco Asset Securitization Corporation, New York, Tobacco Settlement Asset-Backed Bonds, Series 2005C, 0.000%, 6/01/50, 144A   6/20 at 15.29 N/R 1,167,100
4,680   New York Counties Tobacco Trust VI, New York, Tobacco Settlement Pass-Through Bonds, Turbo Term Series 2016A Including 2016A-1, 2016A-2A and 2016A-2B, 5.000%, 6/01/51   6/26 at 100.00 N/R 4,629,082
39,715   TSASC Inc., New York, Tobacco Asset-Backed Bonds, Series 2006, 5.000%, 6/01/48   6/27 at 100.00 N/R 37,044,960
91,530   Total Consumer Staples       79,978,275
    Education and Civic Organizations – 27.5% (17.2% of Total Investments)        
3,150   Brooklyn Arena Local Development Corporation, New York, Payment in Lieu of Taxes Revenue Bonds, Barclays Center Project, Refunding Series 2016A, 5.000%, 7/15/42   1/27 at 100.00 Ba1 3,108,325
    Brooklyn Arena Local Development Corporation, New York, Payment in Lieu of Taxes Revenue Bonds, Barclays Center Project, Series 2009:        
9,995   0.000%, 7/15/45   No Opt. Call Ba1 2,576,711
29,145   0.000%, 7/15/47   No Opt. Call Ba1 6,691,692
    Build New York City Resource Corporation, New York, Revenue Bonds, Bronx Charter School for Excellence, Series 2013A:        
250   5.000%, 4/01/33   4/23 at 100.00 BBB- 259,698
2,535   5.500%, 4/01/43   4/23 at 100.00 BBB- 2,636,070
    Build New York City Resource Corporation, New York, Revenue Bonds, Metropolitan College of New York, Series 2014:        
1,000   5.250%, 11/01/29   11/24 at 100.00 BB 1,054,640
5,705   5.250%, 11/01/34   11/24 at 100.00 BB 5,918,253
1,500   5.000%, 11/01/39   11/24 at 100.00 BB 1,527,855
    Build New York City Resource Corporation, New York, Revenue Bonds, South Bronx Charter School for International Cultures and the Arts Project, Series 2013A:        
2,690   5.000%, 4/15/33   4/23 at 100.00 BB+ 2,707,700
4,090   5.000%, 4/15/43   4/23 at 100.00 BB+ 4,002,433
3,655   Dobbs Ferry Local Development Corporation, New York, Revenue Bonds, Mercy College Project, Series 2014, 5.000%, 7/01/44   7/24 at 100.00 A 3,963,555
4,990   Dormitory Authority of the State of New York, General Revenue Bonds, Saint Johns University, Series 2013A, 5.000%, 7/01/44   7/23 at 100.00 A- 5,259,510
1

NRK Nuveen New York AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments May 31, 2020
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Education and Civic Organizations (continued)        
$1,655   Dormitory Authority of the State of New York, General Revenue Bonds, Saint Johns University, Series 2015A, 5.000%, 7/01/37   7/25 at 100.00 A- $1,817,488
4,265   Dormitory Authority of the State of New York, Housing Revenue Bonds, Fashion Institute of Technology, Series 2007, 5.250%, 7/01/34  –  FGIC Insured   No Opt. Call Baa2 4,996,490
6,000   Dormitory Authority of the State of New York, Insured Revenue Bonds, Mount Sinai School of Medicine, Series 1994A, 5.150%, 7/01/24  –  NPFG Insured   No Opt. Call A- 6,749,160
    Dormitory Authority of the State of New York, Insured Revenue Bonds, Touro College and University System, Series 2014A:        
1,685   5.250%, 1/01/34   7/24 at 100.00 BBB- 1,767,228
2,185   5.500%, 1/01/39   7/24 at 100.00 BBB- 2,292,546
2,820   5.500%, 1/01/44   7/24 at 100.00 BBB- 2,939,427
    Dormitory Authority of the State of New York, Lease Revenue Bonds, State University Dormitory Facilities, Series 2015A:        
3,095   5.000%, 7/01/31   7/25 at 100.00 Aa3 3,620,252
3,465   5.000%, 7/01/33   7/25 at 100.00 Aa3 4,018,568
    Dormitory Authority of the State of New York, Lease Revenue Bonds, State University Dormitory Facilities, Series 2017A:        
2,930   5.000%, 7/01/34   7/27 at 100.00 Aa3 3,493,117
1,625   5.000%, 7/01/46   7/27 at 100.00 Aa3 1,882,579
    Dormitory Authority of the State of New York, Revenue Bonds, Fordham University, Series 2020:        
7,185   4.000%, 7/01/46   7/29 at 100.00 A 7,675,879
1,815   4.000%, 7/01/50   7/29 at 100.00 A 1,930,616
12,970   Dormitory Authority of the State of New York, Revenue Bonds, Icahn School of Medicine at Mount Sinai, Refunding Series 2015A, 5.000%, 7/01/40   7/25 at 100.00 A- 14,175,043
1,000   Dormitory Authority of the State of New York, Revenue Bonds, Marymount Manhattan College, Series 2009, 5.250%, 7/01/29   6/20 at 100.00 Baa2 1,001,570
    Dormitory Authority of the State of New York, Revenue Bonds, New York University, Series 2001-1:        
1,500   5.500%, 7/01/24  –  AMBAC Insured   No Opt. Call Aa2 1,799,475
5,000   5.500%, 7/01/40  –  AMBAC Insured   No Opt. Call Aa2 7,358,250
    Dormitory Authority of the State of New York, Revenue Bonds, New York University, Series 2015A:        
9,000   5.000%, 7/01/34   7/25 at 100.00 Aa2 10,847,250
8,955   5.000%, 7/01/45   7/25 at 100.00 Aa2 10,670,062
10,850   Dormitory Authority of the State of New York, Revenue Bonds, New York University, Series 2016A, 5.000%, 7/01/32   7/26 at 100.00 Aa2 13,263,799
    Dormitory Authority of the State of New York, Revenue Bonds, New York University, Series 2017A:        
4,000   5.000%, 7/01/38   7/27 at 100.00 Aa2 4,847,560
5,620   5.000%, 7/01/39   7/27 at 100.00 Aa2 6,795,198
11,175   Dormitory Authority of the State of New York, Revenue Bonds, New York University, Series 2018A, 5.000%, 7/01/48   7/28 at 100.00 Aa2 13,614,502
2

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Education and Civic Organizations (continued)        
    Dormitory Authority of the State of New York, Revenue Bonds, New York University, Series 2019A:        
$5,000   5.000%, 7/01/42   7/29 at 100.00 Aa2 $6,271,050
2,000   5.000%, 7/01/49   7/29 at 100.00 Aa2 2,482,700
2,800   Dormitory Authority of the State of New York, Revenue Bonds, Non State Supported Debt, Cornell University, Series 2008C, 5.000%, 7/01/37   7/20 at 100.00 Aa1 2,810,920
    Dormitory Authority of the State of New York, Revenue Bonds, Pratt Institute, Series 2015A:        
800   5.000%, 7/01/39   7/24 at 100.00 A2 879,176
1,500   5.000%, 7/01/44   7/24 at 100.00 A2 1,637,535
    Dormitory Authority of the State of New York, Revenue Bonds, Rochester Institute of Technology, Series 2006A:        
2,500   5.250%, 7/01/20  –  AMBAC Insured   No Opt. Call A1 2,509,100
2,000   5.250%, 7/01/21  –  AMBAC Insured   No Opt. Call A1 2,096,880
3,900   Dormitory Authority of the State of New York, Revenue Bonds, Rockefeller University, Green Series 2019B, 5.000%, 7/01/50   7/29 at 100.00 Aa1 4,953,702
3,500   Dormitory Authority of the State of New York, Revenue Bonds, Rockefeller University, Series 2020A, 5.000%, 7/01/53   7/30 at 100.00 Aa1 4,514,685
    Dormitory Authority of the State of New York, Revenue Bonds, Saint Joseph's College, Series 2010:        
1,815   5.250%, 7/01/25   6/20 at 100.00 Ba1 1,815,563
2,000   5.250%, 7/01/35   7/20 at 100.00 Ba1 1,964,080
8,925   Dormitory Authority of the State of New York, Revenue Bonds, Vaughn College of Aeronautics & Technology, Series 2016A, 5.500%, 12/01/36, 144A   12/26 at 100.00 BB- 8,588,170
1,000   Dutchess County Local Development Corporation, New York, Revenue Bonds, Marist College Project, Series 2013A, 5.000%, 7/01/39   7/23 at 100.00 A+ 1,075,300
7,695   Glen Cove Local Economic Assistance Corporation, New York, Revenue Bonds, Garvies Point Public Improvement Project, Capital Appreciation Series 2016C, 0.000%, 1/01/55 (4)   1/34 at 100.00 N/R 6,547,291
    Hempstead Town Local Development Corporation, New York, Revenue Bonds, Adelphi University Project, Series 2013:        
1,785   5.000%, 9/01/38   9/23 at 100.00 A- 1,910,271
1,785   5.000%, 9/01/43   9/23 at 100.00 A- 1,901,007
1,400   Monroe County Industrial Development Corporation, New York, Revenue Bonds, Saint John Fisher College, Series 2014A, 5.500%, 6/01/39   6/24 at 100.00 A- 1,520,218
1,220   New Rochelle Corporation, New York, Local Development Revenue Bonds, Iona College Project, Series 2015A, 5.000%, 7/01/45   7/25 at 100.00 BBB 1,287,137
    New York City Industrial Development Agency, New York, Payment in Lieu of Taxes Revenue Bonds, Queens Baseball Stadium Project, Series 2009:        
930   6.125%, 1/01/29  –  AGC Insured   6/20 at 100.00 AA 934,139
1,000   6.375%, 1/01/39  –  AGC Insured   6/20 at 100.00 AA 1,004,400
3

NRK Nuveen New York AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments May 31, 2020
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Education and Civic Organizations (continued)        
    New York City Industrial Development Agency, New York, PILOT Revenue Bonds, Queens Baseball Stadium Project, Series 2006:        
$6,815   5.000%, 1/01/31  –  AMBAC Insured   6/20 at 100.00 BBB $6,815,204
5,000   5.000%, 1/01/36  –  AMBAC Insured   6/20 at 100.00 BBB 5,000,200
1,030   4.750%, 1/01/42  –  AMBAC Insured   6/20 at 100.00 BBB 1,030,000
14,500   5.000%, 1/01/46  –  AMBAC Insured   6/20 at 100.00 BBB 14,500,580
4,730   New York City Industrial Development Agency, New York, Revenue Bonds, Yankee Stadium Project PILOT, Series 2009A, 7.000%, 3/01/49  –  AGC Insured   6/20 at 100.00 AA 4,752,799
    New York City Industrial Development Authority, New York, PILOT Revenue Bonds, Yankee Stadium Project, Series 2006:        
4,280   5.000%, 3/01/31  –  FGIC Insured   6/20 at 100.00 Baa1 4,280,128
31,650   5.000%, 3/01/36  –  NPFG Insured   6/20 at 100.00 Baa1 31,651,266
20,210   4.500%, 3/01/39  –  FGIC Insured   6/20 at 100.00 Baa1 20,210,000
3,400   New York City Trust for Cultural Resources, New York, Revenue Bonds, Whitney Museum of American Art, Series 2011, 5.000%, 7/01/31   1/21 at 100.00 AA 3,471,876
6,825   New York Liberty Development Corporation, New York, Liberty Revenue Bonds, Bank of America Tower at One Bryant Park Project, Second Priority Refunding Series 2019 Class 2, 2.625%, 9/15/69   3/29 at 100.00 A2 6,691,844
5,130   New York Liberty Development Corporation, New York, Liberty Revenue Bonds, Bank of America Tower at One Bryant Park Project, Second Priority Refunding Series 2019 Class 3, 2.800%, 9/15/69   3/29 at 100.00 Baa2 5,020,526
1,450   Onondaga Civic Development Corporation, New York, Revenue Bonds, Le Moyne College Project, Series 2012, 5.000%, 7/01/42   7/22 at 100.00 Baa2 1,500,504
10,000   Onondaga County Trust For Cultural Resources, New York, Revenue Bonds, Syracuse University Project, Series 2019, 5.000%, 12/01/43   12/29 at 100.00 AA- 12,518,100
1,000   Onongada County Trust For Cultural Resources, New York, Revenue Bonds, Syracuse University Project, Series 2011, 5.000%, 12/01/36   12/21 at 100.00 AA- 1,055,510
3,700   Troy Capital Resource Corporation, New York, Revenue Bonds, Rensselaer Polytechnic Institute, Series 2010A, 5.125%, 9/01/40   9/20 at 100.00 A3 3,740,219
350   Yonkers Economic Development Corporation, New York, Educational Revenue Bonds, Lamartine/Warburton LLC-Charter School of Educational Excellence Project, Series 2019A, 5.000%, 10/15/49   10/29 at 100.00 N/R 340,526
351,125   Total Education and Civic Organizations       346,545,107
    Financials – 1.7% (1.0% of Total Investments)        
1,615   Liberty Development Corporation, New York, Goldman Sachs Headquarter Revenue Bonds, Series 2005, 5.250%, 10/01/35   No Opt. Call A 2,122,902
13,835   Liberty Development Corporation, New York, Goldman Sachs Headquarters Revenue Bonds Series 2007, 5.500%, 10/01/37   No Opt. Call A 18,872,600
15,450   Total Financials       20,995,502
    Health Care – 2.5% (1.6% of Total Investments)        
1,250   Build New York City Resource Corporation, New York, Revenue Bonds, New York Methodist Hospital Project, Refunding Series 2014, 5.000%, 7/01/27   7/24 at 100.00 A 1,415,425
4

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Health Care (continued)        
    Dormitory Authority of the State of New York, Revenue Bonds, Orange Regional Medical Center Obligated Group, Series 2017:        
$1,000   5.000%, 12/01/34, 144A   6/27 at 100.00 BBB- $1,145,460
300   5.000%, 12/01/36, 144A   6/27 at 100.00 BBB- 339,234
    Dutchess County Local Development Corporation, New York, Revenue Bonds, Health Quest Systems, Inc Project, Series 2016B:        
2,000   4.000%, 7/01/41   7/26 at 100.00 A- 2,043,900
7,940   5.000%, 7/01/46   7/26 at 100.00 A- 8,528,751
1,875   Monroe County Industrial Development Corporation, New York, FHA Insured Mortgage Revenue Bonds, Unity Hospital of Rochestor Project, Series 2010, 5.750%, 8/15/35   2/21 at 100.00 Aa1 1,928,588
3,900   Monroe County Industrial Development Corporation, New York, Revenue Bonds, Rochester General Hospital Project, Series 2013A, 5.000%, 12/01/42   12/22 at 100.00 A- 4,131,192
2,800   Monroe County Industrial Development Corporation, New York, Revenue Bonds, Rochester General Hospital Project, Series 2017, 5.000%, 12/01/46   12/26 at 100.00 A- 3,186,344
5,585   Suffolk County Economic Development Corporation, New York, Revenue Bonds, Catholic Health Services of Long Island Obligated Group Project, Refunding Series 2011, 5.000%, 7/01/28   7/21 at 100.00 A- 5,784,999
565   Westchester County Health Care Corporation, New York, Senior Lien Revenue Bonds, Series 2010-C2, 6.125%, 11/01/37   11/20 at 100.00 Baa2 576,373
2,260   Westchester County Local Development Corporation, New York, Revenue Bonds, Westchester Medical Center Obligated Group Project, Refunding Series 2016, 5.000%, 11/01/46   11/25 at 100.00 Baa2 2,347,575
29,475   Total Health Care       31,427,841
    Housing/Multifamily – 0.1% (0.1% of Total Investments)        
1,040   New York City Housing Development Corporation, New York, Multifamily Housing Revenue Bonds, Series 2010D-1A, 5.000%, 11/01/42   6/20 at 100.00 AA+ 1,045,086
    Industrials – 3.3% (2.1% of Total Investments)        
41,530   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 41,181,563
    Long-Term Care – 0.2% (0.1% of Total Investments)        
1,000   Monroe County Industrial Development Corporation, New York, Revenue Bonds, Saint Ann's Community Project, Series 2019, 5.000%, 1/01/40   1/26 at 103.00 N/R 883,560
1,225   Suffolk County Economic Development Corporation, New York, Revenue Bonds, Peconic Landing At Southold, Inc Project, Refunding Series 2010, 6.000%, 12/01/40   12/20 at 100.00 BBB- 1,259,165
2,225   Total Long-Term Care       2,142,725
    Tax Obligation/General – 11.2% (7.0% of Total Investments)        
11,365   Nassau County, New York, General Obligation Bonds, General Improvement Series 2018B, 5.000%, 7/01/49  –  AGM Insured   7/28 at 100.00 AA 13,689,597
5

NRK Nuveen New York AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments May 31, 2020
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Tax Obligation/General (continued)        
    Nassau County, New York, General Obligation Bonds, General Improvement Series, Refunding 2016A:        
$5,860   5.000%, 1/01/31   1/26 at 100.00 A+ $6,924,410
500   5.000%, 1/01/38   1/26 at 100.00 A+ 576,660
5,030   Nassau County, New York, General Obligation Bonds, General Improvment Series 2016C, 5.000%, 4/01/33   4/26 at 100.00 A+ 5,911,608
8,665   New York City, New York, General Obligation Bonds, Fiscal 2012 Series B, 5.000%, 8/01/30   8/22 at 100.00 Aa1 9,381,076
    New York City, New York, General Obligation Bonds, Fiscal 2012 Series I:        
1,000   5.000%, 8/01/30   8/22 at 100.00 Aa1 1,082,640
2,000   5.000%, 8/01/31   8/22 at 100.00 Aa1 2,163,040
    New York City, New York, General Obligation Bonds, Fiscal 2013 Series A-1:        
6,085   5.000%, 10/01/31   10/22 at 100.00 Aa1 6,617,194
1,000   5.000%, 10/01/33   10/22 at 100.00 Aa1 1,085,050
1,570   5.000%, 10/01/34   10/22 at 100.00 Aa1 1,702,775
    New York City, New York, General Obligation Bonds, Fiscal 2013 Series F-1:        
5,000   5.000%, 3/01/29   3/23 at 100.00 Aa1 5,530,600
3,400   5.000%, 3/01/31   3/23 at 100.00 Aa1 3,746,188
2,190   5.000%, 3/01/32   3/23 at 100.00 Aa1 2,406,744
1,000   5.000%, 3/01/33   3/23 at 100.00 Aa1 1,103,820
3,735   New York City, New York, General Obligation Bonds, Fiscal 2014 Series A-1, 5.000%, 8/01/26   8/23 at 100.00 Aa1 4,204,452
8,000   New York City, New York, General Obligation Bonds, Fiscal 2014 Series D-1, 5.000%, 8/01/30   8/23 at 100.00 Aa1 8,954,880
7,665   New York City, New York, General Obligation Bonds, Fiscal 2015 Series A, 5.000%, 8/01/33   8/24 at 100.00 Aa1 8,812,910
9,600   New York City, New York, General Obligation Bonds, Fiscal 2017 Series B-1, 5.000%, 12/01/41   12/26 at 100.00 Aa1 11,456,832
7,560   New York City, New York, General Obligation Bonds, Fiscal 2018 Series B-1, 5.250%, 10/01/33   10/27 at 100.00 Aa1 9,352,703
    New York City, New York, General Obligation Bonds, Fiscal 2018 Series E-1:        
7,000   5.000%, 3/01/37   3/28 at 100.00 Aa1 8,510,320
3,580   5.000%, 3/01/39   3/28 at 100.00 Aa1 4,325,714
11,355   5.000%, 3/01/41   3/28 at 100.00 Aa1 13,660,292
5   New York City, New York, General Obligation Bonds, Fiscal Series 2004E, 5.000%, 11/01/20  –  AGM Insured   6/20 at 100.00 Aa1 5,018
    New York City, New York, General Obligation Bonds, Series 2011D-I:        
1,570   5.000%, 10/01/30   10/21 at 100.00 Aa1 1,658,783
355   5.000%, 10/01/34   10/21 at 100.00 Aa1 377,330
1,740   New York City, New York, General Obligation Bonds, Subseries G-1 Fiscal Series 2012, 5.000%, 4/01/28   4/22 at 100.00 Aa1 1,865,019
747   Rensselaer County, New York, General Obligation Bonds, Series 1991, 6.700%, 2/15/21  –  AMBAC Insured   No Opt. Call AA 781,190
6

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Tax Obligation/General (continued)        
    Rochester, New York, General Obligation Bonds, Series 1999:        
$735   5.250%, 10/01/20  –  NPFG Insured   No Opt. Call AA- $747,429
735   5.250%, 10/01/21  –  NPFG Insured   No Opt. Call AA- 784,598
730   5.250%, 10/01/22  –  NPFG Insured   No Opt. Call AA- 813,979
730   5.250%, 10/01/23  –  NPFG Insured   No Opt. Call AA- 847,559
730   5.250%, 10/01/24  –  NPFG Insured   No Opt. Call AA- 880,132
730   5.250%, 10/01/25  –  NPFG Insured   No Opt. Call AA- 908,938
725   5.250%, 10/01/26  –  NPFG Insured   No Opt. Call AA- 928,624
122,692   Total Tax Obligation/General       141,798,104
    Tax Obligation/Limited – 38.2% (23.9% of Total Investments)        
105   Dormitory Authority of the State of New York, Revenue Bonds, School Districts Financing Program, Series 2009A, 5.625%, 10/01/29  –  AGC Insured   6/20 at 100.00 AA 105,413
    Dormitory Authority of the State of New York, State Personal Income Tax Revenue Bonds, General Purpose Series 2011C:        
995   5.000%, 3/15/34   3/21 at 100.00 AA+ 1,028,313
24,000   5.000%, 3/15/41   3/21 at 100.00 AA+ 24,759,120
    Dormitory Authority of the State of New York, State Personal Income Tax Revenue Bonds, General Purpose Series 2012D:        
7,550   5.000%, 2/15/33   2/22 at 100.00 AA+ 8,060,758
10,000   5.000%, 2/15/40   2/22 at 100.00 AA+ 10,650,100
    Dormitory Authority of the State of New York, State Personal Income Tax Revenue Bonds, General Purpose Series 2014A:        
4,985   5.000%, 2/15/29   2/24 at 100.00 AA+ 5,700,796
10,000   5.000%, 2/15/30   2/24 at 100.00 AA+ 11,420,200
7,000   Dormitory Authority of the State of New York, State Personal Income Tax Revenue Bonds, General Purpose Series 2014C Group C, 5.000%, 3/15/44   3/24 at 100.00 AA+ 7,859,110
2,500   Dormitory Authority of the State of New York, State Personal Income Tax Revenue Bonds, General Purpose Series 2015A, 5.000%, 3/15/33   3/25 at 100.00 AA+ 2,923,800
7,500   Dormitory Authority of the State of New York, State Personal Income Tax Revenue Bonds, General Purpose, Series 2017A, 5.000%, 2/15/38   2/27 at 100.00 AA+ 8,928,675
12,500   Dormitory Authority of the State of New York, State Personal Income Tax Revenue Bonds, General Purpose, Series 2019D, 5.000%, 2/15/48   2/30 at 100.00 Aa1 15,508,375
12,045   Dormitory Authority of the State of New York, State Sales Tax Revenue Bonds, Series 2015B Group A,B&C, 5.000%, 3/15/36   9/25 at 100.00 AA+ 14,274,650
3,000   Dormitory Authority of the State of New York, State Sales Tax Revenue Bonds, Series 2017A, 5.000%, 3/15/37   3/27 at 100.00 AA+ 3,599,250
10,000   Dormitory Authority of the State of New York, State Sales Tax Revenue Bonds, Series 2018C, 4.000%, 3/15/45   3/28 at 100.00 AA+ 11,045,800
1,080   Erie County Industrial Development Agency, New York, School Facility Revenue Bonds, Buffalo City School District, Refunding Series 2013A, 5.000%, 5/01/28   5/23 at 100.00 AA 1,214,395
7

NRK Nuveen New York AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments May 31, 2020
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Tax Obligation/Limited (continued)        
    Government of Guam, Business Privilege Tax Bonds, Refunding Series 2015D:        
$5,045   5.000%, 11/15/27   11/25 at 100.00 BB $5,374,993
6,770   5.000%, 11/15/34   11/25 at 100.00 BB 7,121,769
    Hudson Yards Infrastructure Corporation, New York, Revenue Bonds, Second Indenture Fiscal 2017 Series A:        
8,185   5.000%, 2/15/38   2/27 at 100.00 Aa2 9,665,175
21,015   5.000%, 2/15/45   2/27 at 100.00 Aa2 24,491,091
    Hudson Yards Infrastructure Corporation, New York, Revenue Bonds, Senior Fiscal 2012 Series 2011A:        
8,770   5.750%, 2/15/47   2/21 at 100.00 Aa2 9,073,530
5,735   5.250%, 2/15/47   2/21 at 100.00 Aa2 5,914,276
1,765   5.000%, 2/15/47  –  AGM Insured   2/21 at 100.00 AA 1,817,085
3,675   Monroe County Industrial Development Agency, New York, School Facility Revenue Bonds, Rochester Schools Modernization Project, Series 2013, 5.000%, 5/01/28   5/23 at 100.00 AA 4,141,394
2,500   New York City Transitional Finance Authority, New York, Building Aid Revenue Bonds, Fiscal 2018 Series Subseries S-4A, 5.250%, 7/15/36   7/28 at 100.00 AA 3,135,400
5,625   New York City Transitional Finance Authority, New York, Building Aid Revenue Bonds, Fiscal 2018, Series 2017S-3, 5.250%, 7/15/45   7/28 at 100.00 AA 6,904,181
7,945   New York City Transitional Finance Authority, New York, Building Aid Revenue Bonds, Fiscal 2019 Subseries S-3A, 5.000%, 7/15/36   7/28 at 100.00 AA 9,815,253
    New York City Transitional Finance Authority, New York, Building Aid Revenue Bonds, Fiscal Series 2015S-1:        
5,400   5.000%, 7/15/33   1/25 at 100.00 AA 6,264,918
5,360   5.000%, 7/15/43   1/25 at 100.00 AA 6,135,806
11,000   New York City Transitional Finance Authority, New York, Building Aid Revenue Bonds, Fiscal Series 2015S-2, 5.000%, 7/15/40   7/25 at 100.00 AA 12,797,400
7,500   New York City Transitional Finance Authority, New York, Building Aid Revenue Bonds, Fiscal Series 2016S-1, 4.000%, 7/15/40   1/26 at 100.00 AA 8,199,375
    New York City Transitional Finance Authority, New York, Future Tax Secured Bonds, Subordinate Fiscal 2012 Series E-1:        
6,225   5.000%, 2/01/37   2/22 at 100.00 AAA 6,588,851
24,155   5.000%, 2/01/42   2/22 at 100.00 AAA 25,550,193
32,500   New York City Transitional Finance Authority, New York, Future Tax Secured Bonds, Subordinate Fiscal 2012 Series F-1, 5.000%, 5/01/39   5/22 at 100.00 AAA 34,669,700
5,100   New York City Transitional Finance Authority, New York, Future Tax Secured Bonds, Subordinate Fiscal 2013 Series F-1, 5.000%, 2/01/29   2/23 at 100.00 AAA 5,652,789
13,530   New York City Transitional Finance Authority, New York, Future Tax Secured Bonds, Subordinate Fiscal 2014 Series D-1, 5.000%, 2/01/37   2/24 at 100.00 AAA 15,344,644
    New York City Transitional Finance Authority, New York, Future Tax Secured Bonds, Subordinate Fiscal 2015 Series B-1:        
5,000   5.000%, 8/01/33   8/24 at 100.00 AAA 5,777,400
3,960   5.000%, 8/01/35   8/24 at 100.00 AAA 4,565,207
8

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Tax Obligation/Limited (continued)        
$1,225   New York City Transitional Finance Authority, New York, Future Tax Secured Bonds, Subordinate Fiscal 2017 Series A-1, 4.000%, 5/01/42   5/26 at 100.00 AAA $1,342,416
8,100   New York City Transitional Finance Authority, New York, Future Tax Secured Bonds, Subordinate Fiscal 2017 Series B-1, 4.000%, 8/01/41   8/26 at 100.00 AAA 8,922,717
    New York City Transitional Finance Authority, New York, Future Tax Secured Bonds, Subordinate Fiscal 2019 Series A-1:        
1,375   5.000%, 8/01/38   8/28 at 100.00 AAA 1,692,116
4,000   5.000%, 8/01/40   8/28 at 100.00 AAA 4,900,640
    New York City Transitional Finance Authority, New York, Future Tax Secured Revenue Bonds, Subordinate Lien Series 2011C:        
5,645   5.500%, 11/01/35   11/20 at 100.00 AAA 5,756,489
1,000   5.000%, 11/01/39   11/20 at 100.00 AAA 1,017,350
8,490   New York City Transitional Finance Authority, New York, Future Tax Secured Revenue Bonds, Subordinate Series 2011-D1, 5.000%, 2/01/35   2/21 at 100.00 AAA 8,695,713
    New York City, New York, Educational Construction Fund Revenue Bonds, Series 2011A:        
18,575   5.750%, 4/01/33  –  AGM Insured   4/21 at 100.00 N/R 19,415,705
4,000   5.750%, 4/01/41   4/21 at 100.00 Aa2 4,181,040
    New York State Thruway Authority, State Personal Income Tax Revenue Bonds, Series 2010A:        
1,600   5.000%, 3/15/29   9/20 at 100.00 AA+ 1,621,856
1,945   5.000%, 3/15/30   9/20 at 100.00 AA+ 1,971,569
12,070   New York State Urban Development Corporation, State Personal Income Tax Revenue Bonds, General Purpose Series 2013C, 5.000%, 3/15/32   3/23 at 100.00 AA+ 13,336,264
    Puerto Rico Sales Tax Financing Corporation, Sales Tax Revenue Bonds, Restructured 2018A-1:        
865   4.500%, 7/01/34   7/25 at 100.00 N/R 874,939
878   4.550%, 7/01/40   7/28 at 100.00 N/R 870,326
57,076   5.000%, 7/01/58   7/28 at 100.00 N/R 57,262,068
259   Puerto Rico Sales Tax Financing Corporation, Sales Tax Revenue Bonds, Taxable Restructured COFINA Project Series 2019A-2, 4.536%, 7/01/53   7/28 at 100.00 N/R 243,628
2,730   Suffolk County Judicial Facilities Agency, New York, Lease Revenue Bonds, H Lee Dennison Building, Series 2013, 5.000%, 11/01/33   11/23 at 100.00 BBB 2,871,605
439,853   Total Tax Obligation/Limited       481,055,626
    Transportation – 20.5% (12.8% of Total Investments)        
4,910   Buffalo and Fort Erie Public Bridge Authority, New York, Toll Bridge System Revenue Bonds, Series 2017, 5.000%, 1/01/47   1/27 at 100.00 A+ 5,826,255
1,500   Metropolitan Transportation Authority, New York, Transportation Revenue Bonds, Green Climate Bond Certified Series 2017A-1, 5.250%, 11/15/57   5/27 at 100.00 A+ 1,610,910
9

NRK Nuveen New York AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments May 31, 2020
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Transportation (continued)        
    Metropolitan Transportation Authority, New York, Transportation Revenue Bonds, Green Climate Bond Certified Series 2020C-1:        
$17,570   4.750%, 11/15/45   5/30 at 100.00 A+ $18,672,517
2,775   5.000%, 11/15/50   5/30 at 100.00 A+ 2,998,582
5,000   5.250%, 11/15/55   5/30 at 100.00 A+ 5,508,900
1,815   Metropolitan Transportation Authority, New York, Transportation Revenue Bonds, Refunding Green Series 2016B, 4.000%, 11/15/34   11/26 at 100.00 A+ 1,817,323
13,950   Metropolitan Transportation Authority, New York, Transportation Revenue Bonds, Refunding Series 2012F, 5.000%, 11/15/30   11/22 at 100.00 A+ 14,351,481
1,500   Metropolitan Transportation Authority, New York, Transportation Revenue Bonds, Refunding Series 2015F, 5.000%, 11/15/35   11/25 at 100.00 A+ 1,569,810
2,500   Metropolitan Transportation Authority, New York, Transportation Revenue Bonds, Refunding Series 2017D, 5.000%, 11/15/32   5/28 at 100.00 A+ 2,711,350
9,575   Metropolitan Transportation Authority, New York, Transportation Revenue Bonds, Series 2012C, 5.000%, 11/15/41   11/22 at 100.00 A2 9,751,563
4,040   Metropolitan Transportation Authority, New York, Transportation Revenue Bonds, Series 2013B, 5.000%, 11/15/38   5/23 at 100.00 A+ 4,128,799
7,500   Metropolitan Transportation Authority, New York, Transportation Revenue Bonds, Series 2013D, 5.000%, 11/15/38   11/23 at 100.00 AA- 7,690,800
    Metropolitan Transportation Authority, New York, Transportation Revenue Bonds, Series 2013E:        
1,785   5.000%, 11/15/32   11/23 at 100.00 A+ 1,856,007
10,000   5.000%, 11/15/38   11/23 at 100.00 A+ 10,254,400
1,000   Metropolitan Transportation Authority, New York, Transportation Revenue Bonds, Series 2014B, 5.250%, 11/15/44   5/24 at 100.00 A+ 1,042,750
5,425   Metropolitan Transportation Authority, New York, Transportation Revenue Bonds, Series 2015A-1, 5.000%, 11/15/45   5/25 at 100.00 A+ 5,664,405
2,440   Metropolitan Transportation Authority, New York, Transportation Revenue Bonds, Series 2016C-1, 5.000%, 11/15/39   11/26 at 100.00 A+ 2,550,996
8,055   New York Liberty Development Corporation, New York, Liberty Revenue Bonds, 4 World Trade Center Project, Series 2011, 5.000%, 11/15/44   11/21 at 100.00 A+ 8,385,658
    New York State Thruway Authority, General Revenue Junior Indebtedness Obligations, Series 2016A:        
2,000   5.000%, 1/01/36   1/26 at 100.00 A2 2,294,660
7,500   5.000%, 1/01/41   1/26 at 100.00 A2 8,519,175
1,285   5.000%, 1/01/46   1/26 at 100.00 A2 1,449,621
19,230   5.000%, 1/01/51   1/26 at 100.00 A2 21,621,827
    Port Authority of New York and New Jersey, Consolidated Revenue Bonds, One Hundred Eighty-Forth Series 2014:        
3,950   5.000%, 9/01/34   9/24 at 100.00 AA- 4,500,749
1,000   5.000%, 9/01/35   9/24 at 100.00 AA- 1,138,990
5,155   5.000%, 9/01/36   9/24 at 100.00 AA- 5,866,906
9,755   5.000%, 9/01/39   9/24 at 100.00 AA- 11,067,828
10

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Transportation (continued)        
    Port Authority of New York and New Jersey, Consolidated Revenue Bonds, One Hundred Eighty-Ninth Series 2015:        
$3,595   5.000%, 5/01/35   5/25 at 100.00 AA- $4,158,660
10,780   5.000%, 5/01/45   5/25 at 100.00 AA- 12,376,841
9,000   Port Authority of New York and New Jersey, Consolidated Revenue Bonds, One Hundred Ninety-Fourth Series 2015, 5.250%, 10/15/55   10/25 at 100.00 AA- 10,537,380
2,000   Port Authority of New York and New Jersey, Consolidated Revenue Bonds, One Hundred Seventy Ninth Series 2013, 5.000%, 12/01/43   12/23 at 100.00 AA- 2,227,400
1,515   Port Authority of New York and New Jersey, Consolidated Revenue Bonds, Two Hundred Eleventh Series 2018, 4.000%, 9/01/43   9/28 at 100.00 AA- 1,665,864
1,000   Port Authority of New York and New Jersey, Consolidated Revenue Bonds, Two Hundred Fifth Series 2017, 5.000%, 11/15/47   11/27 at 100.00 AA- 1,165,800
    Port Authority of New York and New Jersey, Consolidated Revenue Bonds, Two Hundred Ninth Series 2018:        
1,500   5.000%, 7/15/36   7/28 at 100.00 AA- 1,814,130
1,200   5.000%, 7/15/37   7/28 at 100.00 AA- 1,445,736
1,000   5.000%, 7/15/38   7/28 at 100.00 AA- 1,200,490
2,000   Port Authority of New York and New Jersey, Consolidated Revenue Bonds, Two Hundred Series 2017, 5.000%, 10/15/47   4/27 at 100.00 AA- 2,307,980
2,500   Port Authority of New York and New Jersey, Special Project Bonds, JFK International Air Terminal LLC Project, Eighth Series 2010, 6.500%, 12/01/28   6/20 at 100.00 BBB+ 2,513,425
11,500   Triborough Bridge and Tunnel Authority, New York, General Purpose Revenue Bonds, MTA Bridges & Tunnels, Series 2017A, 5.000%, 11/15/37   5/27 at 100.00 AA- 13,718,350
500   Triborough Bridge and Tunnel Authority, New York, General Purpose Revenue Bonds, MTA Bridges & Tunnels, Series 2017C-2, 5.000%, 11/15/42   11/27 at 100.00 AA- 596,350
    Triborough Bridge and Tunnel Authority, New York, General Purpose Revenue Bonds, MTA Bridges & Tunnels, Series 2018A:        
8,755   5.000%, 11/15/43   5/28 at 100.00 AA- 10,523,948
10,000   5.000%, 11/15/45   5/28 at 100.00 AA- 11,982,100
9,270   5.000%, 11/15/46   5/28 at 100.00 AA- 11,100,269
5,480   Triborough Bridge and Tunnel Authority, New York, General Purpose Revenue Bonds, Refunding Subordinate Lien Series 2002E, 5.500%, 11/15/20  –  NPFG Insured   No Opt. Call A+ 5,607,300
232,810   Total Transportation       257,794,285
    U.S. Guaranteed – 15.0% (9.4% of Total Investments) (5)        
5,315   Albany Capital Resource Corporation, New York, St Peter's Hospital Project, Series 2011, 6.125%, 11/15/30 (Pre-refunded 11/15/20)   11/20 at 100.00 N/R 5,444,367
14,585   Dormitory Authority of the State of New York, Lease Revenue Bonds, State University Dormitory Facilities, Refunding Series 2013A, 5.000%, 7/01/27 (Pre-refunded 7/01/23)   7/23 at 100.00 Aa3 16,733,954
4,750   Dormitory Authority of the State of New York, Lease Revenue Bonds, State University Dormitory Facilities, Series 2011A, 5.000%, 7/01/41 (Pre-refunded 7/01/21)   7/21 at 100.00 Aa2 4,999,707
3,750   Dormitory Authority of the State of New York, Lease Revenue Bonds, State University Dormitory Facilities, Series 2012A, 5.000%, 7/01/37 (Pre-refunded 7/01/22)   7/22 at 100.00 Aa2 4,123,538
11

NRK Nuveen New York AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments May 31, 2020
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    U.S. Guaranteed (5) (continued)        
    Dormitory Authority of the State of New York, Revenue Bonds, Convent of the Sacred Heart, Series 2011:        
$1,000   5.625%, 11/01/35 (Pre-refunded 5/01/21)  –  AGM Insured   5/21 at 100.00 AA $1,049,700
5,980   5.750%, 11/01/40 (Pre-refunded 5/01/21)  –  AGM Insured   5/21 at 100.00 AA 6,284,023
875   Dormitory Authority of the State of New York, Revenue Bonds, New School University, Series 2010, 5.250%, 7/01/30 (Pre-refunded 7/01/20)   7/20 at 100.00 A- 878,588
    Dormitory Authority of the State of New York, Revenue Bonds, Non State Supported Debt, Cornell University, Series 2010A:        
5,000   5.000%, 7/01/35 (Pre-refunded 7/01/20)   7/20 at 100.00 Aa1 5,019,700
11,560   5.000%, 7/01/40 (Pre-refunded 7/01/20)   7/20 at 100.00 Aa1 11,605,546
4,000   Dormitory Authority of the State of New York, Revenue Bonds, North Shore Long Island Jewish Obligated Group, Series 2011A, 5.000%, 5/01/41 (Pre-refunded 5/01/21)   5/21 at 100.00 A- 4,175,960
15   Dormitory Authority of the State of New York, State Personal Income Tax Revenue Bonds, General Purpose Series 2014A, 5.000%, 2/15/29 (Pre-refunded 2/15/24)   2/24 at 100.00 N/R 17,564
28,280   Dormitory Authority of the State of New York, State Sales Tax Revenue Bonds, Series 2013A, 5.000%, 3/15/43 (Pre-refunded 3/15/23)   3/23 at 100.00 AA+ 32,049,441
900   Dutchess County Local Development Corporation, New York, Revenue Bonds, Health Quest Systems Inc, Series 2010A, 5.750%, 7/01/40 (Pre-refunded 7/01/20)   7/20 at 100.00 A- 903,897
3,000   Guam Power Authority, Revenue Bonds, Series 2010A, 5.000%, 10/01/37 (Pre-refunded 10/01/20)  –  AGM Insured   10/20 at 100.00 AA 3,047,760
    Hudson Yards Infrastructure Corporation, New York, Revenue Bonds, Senior Fiscal 2012 Series 2011A:        
14,260   5.750%, 2/15/47 (Pre-refunded 2/15/21)   2/21 at 100.00 Aa2 14,817,566
265   5.250%, 2/15/47 (Pre-refunded 2/15/21)   2/21 at 100.00 Aa2 274,431
85   5.000%, 2/15/47 (Pre-refunded 2/15/21)  –  AGM Insured   2/21 at 100.00 AA 87,876
5,000   Long Island Power Authority, New York, Electric System Revenue Bonds, Series 2011A, 5.000%, 5/01/38 (Pre-refunded 5/01/21)   5/21 at 100.00 A 5,217,600
22,285   Metropolitan Transportation Authority, New York, Transportation Revenue Bonds, Series 2010D, 5.250%, 11/15/40 (Pre-refunded 11/15/20)   11/20 at 100.00 A+ 22,803,349
6,090   Metropolitan Transportation Authority, New York, Transportation Revenue Bonds, Series 2013B, 5.000%, 11/15/30 (Pre-refunded 5/15/23)   5/23 at 100.00 A+ 6,950,152
480   Metropolitan Transportation Authority, New York, Transportation Revenue Bonds, Series 2013C, 5.000%, 11/15/32 (Pre-refunded 5/15/23)   5/23 at 100.00 A+ 547,795
1,900   Metropolitan Transportation Authority, New York, Transportation Revenue Bonds, Series 2013D, 5.250%, 11/15/30 (Pre-refunded 11/15/23)   11/23 at 100.00 A+ 2,229,992
14,000   Metropolitan Transportation Authority, New York, Transportation Revenue Bonds, Series 2013E, 5.000%, 11/15/31 (Pre-refunded 11/15/23)   11/23 at 100.00 A+ 16,311,120
4,355   New York City Transitional Finance Authority, New York, Future Tax Secured Revenue Bonds, Subordinate Lien Series 2011C, 5.500%, 11/01/35 (Pre-refunded 11/01/20)   11/20 at 100.00 N/R 4,451,158
    New York City, New York, General Obligation Bonds, Series 2011D-I:        
1,215   5.000%, 10/01/30 (Pre-refunded 10/01/21)   10/21 at 100.00 N/R 1,291,946
2,525   5.000%, 10/01/34 (Pre-refunded 10/01/21)   10/21 at 100.00 N/R 2,684,908
1,605   New York City, New York, General Obligation Bonds, Subseries G-1 Fiscal Series 2012, 5.000%, 4/01/28 (Pre-refunded 4/01/22)   4/22 at 100.00 N/R 1,744,154
12

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    U.S. Guaranteed (5) (continued)        
    Niagara Area Development Corporation, New York, Niagara University Project, Series 2012A:        
$600   5.000%, 5/01/35 (Pre-refunded 5/01/22)   5/22 at 100.00 BBB+ $648,360
1,000   5.000%, 5/01/42 (Pre-refunded 5/01/22)   5/22 at 100.00 BBB+ 1,080,600
955   Suffolk County Economic Development Corporation, New York, Revenue Bonds, Catholic Health Services of Long Island Obligated Group Project, Refunding Series 2011, 5.000%, 7/01/28 (Pre-refunded 7/01/21)   7/21 at 100.00 N/R 1,003,600
    Tompkins County Development Corporation, New York, Revenue Bonds, Ithaca College, Series 2011:        
1,390   5.500%, 7/01/33 (Pre-refunded 1/01/21)  –  AGM Insured   1/21 at 100.00 N/R 1,430,810
1,000   5.250%, 7/01/36 (Pre-refunded 1/01/21)  –  AGM Insured   1/21 at 100.00 N/R 1,027,910
4,000   5.375%, 7/01/41 (Pre-refunded 1/01/21)  –  AGM Insured   1/21 at 100.00 N/R 4,114,560
4,485   Westchester County Health Care Corporation, New York, Senior Lien Revenue Bonds, Series 2010-C2, 6.125%, 11/01/37 (Pre-refunded 11/01/20)   11/20 at 100.00 N/R 4,590,487
176,505   Total U.S. Guaranteed       189,642,119
    Utilities – 12.5% (7.8% of Total Investments)        
1,045   Guam Power Authority, Revenue Bonds, Series 2012A, 5.000%, 10/01/34   10/22 at 100.00 BBB 1,075,399
    Long Island Power Authority, New York, Electric System General Revenue Bonds, Series 2000A:        
8,000   0.000%, 6/01/24  –  AGM Insured   No Opt. Call AA 7,733,920
8,000   0.000%, 6/01/25  –  AGM Insured   No Opt. Call AA 7,599,040
20,000   0.000%, 6/01/26  –  AGM Insured   No Opt. Call AA 18,550,200
10,000   0.000%, 6/01/27  –  AGM Insured   No Opt. Call AA 9,076,700
15,000   0.000%, 6/01/28  –  AGM Insured   No Opt. Call AA 13,304,100
10,000   0.000%, 6/01/29  –  AGM Insured   No Opt. Call AA 8,648,800
2,590   Long Island Power Authority, New York, Electric System General Revenue Bonds, Series 2014A, 5.000%, 9/01/44   9/24 at 100.00 A 2,953,403
6,520   Long Island Power Authority, New York, Electric System General Revenue Bonds, Series 2017, 5.000%, 9/01/47   9/27 at 100.00 A 7,746,151
    Utility Debt Securitization Authority, New York, Restructuring Bonds, Refunding Series 2015:        
5,090   5.000%, 12/15/36   12/25 at 100.00 AAA 6,144,088
8,925   5.000%, 12/15/37   12/25 at 100.00 AAA 10,757,302
    Utility Debt Securitization Authority, New York, Restructuring Bonds, Series 2013TE:        
9,500   5.000%, 12/15/32   12/23 at 100.00 AAA 10,872,465
22,290   5.000%, 12/15/41   12/23 at 100.00 AAA 25,309,626
7,000   Utility Debt Securitization Authority, New York, Restructuring Bonds, Series 2016A, 5.000%, 12/15/35   6/26 at 100.00 AAA 8,538,810
    Utility Debt Securitization Authority, New York, Restructuring Bonds, Series 2016B:        
3,750   5.000%, 12/15/33   6/26 at 100.00 AAA 4,593,938
3,575   5.000%, 12/15/34   6/26 at 100.00 AAA 4,367,864
3,275   5.000%, 12/15/35   6/26 at 100.00 AAA 3,994,943
13

NRK Nuveen New York AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments May 31, 2020
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Utilities (continued)        
$5,000   Utility Debt Securitization Authority, New York, Restructuring Bonds, Series 2017, 5.000%, 12/15/39   12/27 at 100.00 AAA $6,227,150
149,560   Total Utilities       157,493,899
    Water and Sewer – 20.0% (12.5% of Total Investments)        
5,160   New York City Municipal Water Finance Authority, New York, Water and Sewer System Revenue Bonds, Second General Resolution, Fiscal 2012 Series BB, 5.000%, 6/15/44   12/21 at 100.00 AA+ 5,470,787
4,085   New York City Municipal Water Finance Authority, New York, Water and Sewer System Second General Resolution Revenue Bonds, Fiscal 2013 Series DD, 5.000%, 6/15/35   6/23 at 100.00 AA+ 4,549,301
10,000   New York City Municipal Water Finance Authority, New York, Water and Sewer System Second General Resolution Revenue Bonds, Fiscal 2014 Series DD, 5.000%, 6/15/35   6/24 at 100.00 AA+ 11,530,400
5,000   New York City Municipal Water Finance Authority, New York, Water and Sewer System Second General Resolution Revenue Bonds, Fiscal 2015 Series HH, 5.000%, 6/15/39   6/25 at 100.00 AA+ 5,881,150
15,000   New York City Municipal Water Finance Authority, New York, Water and Sewer System Second General Resolution Revenue Bonds, Fiscal 2017 Series CC-1, 5.000%, 6/15/46   6/26 at 100.00 AA+ 17,769,450
    New York City Municipal Water Finance Authority, New York, Water and Sewer System Second General Resolution Revenue Bonds, Fiscal 2018 Series AA:        
5,000   5.000%, 6/15/37   6/27 at 100.00 AA+ 6,151,250
3,000   5.000%, 6/15/38   6/27 at 100.00 AA+ 3,681,210
3,000   New York City Municipal Water Finance Authority, New York, Water and Sewer System Second General Resolution Revenue Bonds, Fiscal 2018 Series CC-1, 5.000%, 6/15/48   6/27 at 100.00 AA+ 3,622,230
25,000   New York City Municipal Water Finance Authority, New York, Water and Sewer System Second General Resolution Revenue Bonds, Fiscal 2018 Series DD-2, 5.000%, 6/15/48 (UB)   12/27 at 100.00 AA+ 30,528,750
1,400   New York City Municipal Water Finance Authority, New York, Water and Sewer System Second General Resolution Revenue Bonds, Fiscal 2018 Series EE, 5.000%, 6/15/40   12/27 at 100.00 AA+ 1,731,982
    New York City Municipal Water Finance Authority, New York, Water and Sewer System Second General Resolution Revenue Bonds, Fiscal 2018 Series FF:        
13,815   5.000%, 6/15/38   6/28 at 100.00 AA+ 17,370,429
10,000   5.000%, 6/15/40   6/28 at 100.00 AA+ 12,518,600
9,205   New York City Municipal Water Finance Authority, New York, Water and Sewer System Second General Resolution Revenue Bonds, Fiscal 2019 Series FF-2, 5.000%, 6/15/40   6/29 at 100.00 AA+ 11,791,145
    New York State Environmental Facilities Corporation, State Clean Water and Drinking Water Revolving Funds Revenue Bonds, New York City Municipal Water Finance Authority Projects, Second Resolution:        
2,580   5.000%, 6/15/30   6/24 at 100.00 AAA 3,013,775
3,110   5.000%, 6/15/36   6/25 at 100.00 AAA 3,686,376
14

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Water and Sewer (continued)        
    New York State Environmental Facilities Corporation, State Clean Water and Drinking Water Revolving Funds Revenue Bonds, New York City Municipal Water Finance Authority Projects-Second Resolution Bonds,:        
$7,350   5.000%, 6/15/42   6/27 at 100.00 AAA $8,912,610
3,500   5.000%, 6/15/42   6/27 at 100.00 AAA 4,244,100
1,940   4.000%, 6/15/46   6/26 at 100.00 AAA 2,160,830
4,000   5.000%, 6/15/47   6/27 at 100.00 AAA 4,819,880
13,500   5.000%, 6/15/47 (UB) (6)   6/27 at 100.00 AAA 16,267,095
10,430   5.000%, 6/15/48   6/28 at 100.00 AAA 12,834,949
22,340   New York State Environmental Facilities Corporation, State Revolving Funds Revenue Bonds, 2010 Master Financing Program, Green Series 2014B, 5.000%, 5/15/44   5/24 at 100.00 AAA 25,668,213
5,000   New York State Environmental Facilities Corporation, State Revolving Funds Revenue Bonds, 2010 Master Financing Program, Green Series 2016B, 5.000%, 8/15/41   8/26 at 100.00 AAA 6,047,400
3,845   New York State Environmental Facilities Corporation, State Revolving Funds Revenue Bonds, 2010 Master Financing Program, Series 2010C, 5.000%, 10/15/35   6/20 at 100.00 AAA 3,858,419
3,095   New York State Environmental Facilities Corporation, State Revolving Funds Revenue Bonds, 2010 Master Financing Program, Series 2012B, 5.000%, 2/15/42   2/22 at 100.00 AAA 3,304,934
    Puerto Rico Aqueduct and Sewerage Authority, Revenue Bonds, Senior Lien Series 2008A:        
1,160   6.125%, 7/01/24   No Opt. Call CC 1,223,800
1,825   6.000%, 7/01/44   6/20 at 100.00 CC 1,852,375
    Puerto Rico Aqueduct and Sewerage Authority, Revenue Bonds, Senior Lien Series 2012A:        
985   5.500%, 7/01/28   7/22 at 100.00 CC 1,021,938
3,640   5.750%, 7/01/37   7/22 at 100.00 CC 3,694,600
2,975   6.000%, 7/01/47   7/22 at 100.00 CC 3,027,063
7,020   Suffolk County Water Authority, New York, Waterworks Revenue Bonds, Series 2015A, 5.250%, 6/01/36   6/25 at 100.00 AAA 8,565,944
2,230   Upper Mohawk Valley Regional Water Finance Authority, New York, Water System Revenue Bonds, Series 2000, 0.000%, 4/01/23  –  AMBAC Insured   No Opt. Call A1 2,201,523
    Western Nassau County Water Authority, New York, Water System Revenue Bonds, Series 2015A:        
1,325   5.000%, 4/01/40   4/25 at 100.00 AA- 1,509,374
1,950   5.000%, 4/01/45   4/25 at 100.00 AA- 2,206,191
213,465   Total Water and Sewer       252,718,073
$1,867,260   Total Long-Term Investments (cost $1,864,432,419)       2,003,818,205
    
15

NRK Nuveen New York AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments May 31, 2020
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    SHORT-TERM INVESTMENTS – 0.9% (0.5% of Total Investments)        
    MUNICIPAL BONDS – 0.9% (0.5% of Total Investments)        
    Transportation – 0.9% (0.5% of Total Investments)        
$10,820   Triborough Bridge and Tunnel Authority, New York, General Purpose Revenue Bonds, MTA Bridges & Tunnels, Variable Rate Demand Obligation, Tender Option Bond Trust Series 2018-XF2587, 0.290%, 11/15/44 (7)   5/28 at 100.00 A-1 $10,820,000
$10,820   Total Short-Term Investments (cost $10,820,000)       10,820,000
    Total Investments (cost $1,875,252,419) – 159.9%       2,014,638,205
    Floating Rate Obligations – (2.4)%       (30,800,000)
    MuniFund Preferred Shares, net of deferred offering costs – (6.3)% (8)       (79,545,973)
    Variable Rate Demand Preferred Shares, net of deferred offering costs – (52.5)% (9)       (661,299,305)
    Other Assets Less Liabilities – 1.3%       16,927,503
    Net Asset Applicable to Common Shares – 100%       $1,259,920,430
Part F of Form N-PORT was prepared in accordance with U.S. generally accepted accounting principles (“U.S. GAAP”) and in conformity with the applicable rules and regulations of the U.S. Securities and Exchange Commission (“SEC”) related to interim filings. Part F of Form N-PORT does not include all information and footnotes required by U.S. GAAP for complete financial statements. Certain footnote disclosures normally included in financial statements prepared in accordance with U.S. GAAP have been condensed or omitted from this report pursuant to the rules of the SEC. For a full set of the Fund’s notes to financial statements, please refer to the Fund’s most recently filed annual or semi-annual report.
Fair Value Measurements
The Fund's investments in securities are recorded at their estimated fair value. Fair value is defined as the price that would be received upon selling an investment or transferring a liability in an orderly transaction to an independent buyer in the principal or most advantageous market for the investment. A three-tier hierarchy is used to maximize the use of observable market data and minimize the use of unobservable inputs and to establish classification of fair value measurements for disclosure purposes. Observable inputs reflect the assumptions market participants would use in pricing the asset or liability. Observable inputs are based on market data obtained from sources independent of the reporting entity. Unobservable inputs reflect the reporting entity’s own assumptions about the assumptions market participants would use in pricing the asset or liability. Unobservable inputs are based on the best information available in the circumstances. The following is a summary of the three-tiered hierarchy of valuation input levels.
Level 1  –     Inputs are unadjusted and prices are determined using quoted prices in active markets for identical securities.
Level 2  –     Prices are determined using other significant observable inputs (including quoted prices for similar securities, interest rates, credit spreads, etc.).
Level 3  –     Prices are determined using significant unobservable inputs (including management’s assumptions in determining the fair value of investments).
The inputs or methodologies used for valuing securities are not an indication of the risks associated with investing in those securities. The following is a summary of the Fund’s fair value measurements as of the end of the reporting period:
  Level 1 Level 2 Level 3 Total
Long-Term Investments:        
Municipal Bonds $ — $2,003,818,205 $ — $2,003,818,205
Short-Term Investments:        
Municipal Bonds  — 10,820,000  — 10,820,000
Total $ — $2,014,638,205 $ — $2,014,638,205
16

(1) All percentages shown in the Portfolio of Investments are based on net assets applicable to common shares unless otherwise noted.  
(2) Optional Call Provisions: Dates (month and year) and prices of the earliest optional call or redemption. There may be other call provisions at varying prices at later dates. Certain mortgage-backed securities may be subject to periodic principal paydowns.  
(3) For financial reporting purposes, the ratings disclosed are the highest of Standard & Poor’s Group (“Standard & Poor’s”), Moody’s Investors Service, Inc. (“Moody’s”) or Fitch, Inc. (“Fitch”) rating. This treatment of split-rated securities may differ from that used for other purposes, such as for Fund investment policies. Ratings below BBB by Standard & Poor’s, Baa by Moody’s or BBB by Fitch are considered to be below investment grade. Holdings designated N/R are not rated by any of these national rating agencies.  
(4) Step-up coupon bond, a bond with a coupon that increases ("steps up"), usually at regular intervals, while the bond is outstanding. The rate shown is the coupon as of the end of the reporting period.  
(5) Backed by an escrow or trust containing sufficient U.S. Government or U.S. Government agency securities, which ensure the timely payment of principal and interest.  
(6) Investment, or portion of investment, has been pledged to collateralize the net payment obligations for investments in inverse floating rate transactions.  
(7) 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.  
(8) MuniFund Preferred Shares, net of deferred offering costs as a percentage of Total Investments is 3.9%.  
(9) Variable Rate Demand Preferred Shares, net of deferred offering costs as a percentage of Total Investments is 32.8%.  
144A Investment is exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These investments may only be resold in transactions exempt from registration, which are normally those transactions with qualified institutional buyers.  
UB Underlying bond of an inverse floating rate trust reflected as a financing transaction. See Notes to Financial Statements, Note 4  –  Portfolio Securities and Investments in Derivatives for more information.  
17