NPORT-EX 2 NAN.htm
NAN
Nuveen New York 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 – 155.0% (100.0% of Total Investments)        
    MUNICIPAL BONDS – 155.0% (100.0% of Total Investments)        
    Consumer Staples  – 5.2% (3.3% of Total Investments)        
    Erie County Tobacco Asset Securitization Corporation, New York, Tobacco Settlement Asset-Backed Bonds, Series 2005A:        
$12,500   5.000%, 6/01/38   6/20 at 100.00 B- $12,500,750
3,210   5.000%, 6/01/45   6/20 at 100.00 B- 3,210,161
    New York Counties Tobacco Trust VI, New York, Tobacco Settlement Pass-Through Bonds, Series 2016A-1:        
290   5.625%, 6/01/35   No Opt. Call BBB 303,346
1,145   5.750%, 6/01/43   No Opt. Call BB+ 1,228,917
7,155   TSASC Inc., New York, Tobacco Asset-Backed Bonds, Series 2006, 5.000%, 6/01/48   6/27 at 100.00 N/R 6,673,969
24,300   Total Consumer Staples       23,917,143
    Education and Civic Organizations – 25.9% (16.7% of Total Investments)        
1,855   Albany Industrial Development Agency, New York, Revenue Bonds, Brighter Choice Charter Schools, Series 2007A, 5.000%, 4/01/37   7/20 at 100.00 BB 1,787,181
3,265   Buffalo and Erie County Industrial Land Development Corporation, New York, Revenue Bonds, Enterprise Charter School Project, Series 2011A, 7.500%, 12/01/40   12/20 at 100.00 B+ 3,294,679
    Build New York City Resource Corporation, New York, Revenue Bonds, City University of New York - Queens College, Q Student Residences, LLC Project, Refunding Series 2014A:        
1,025   5.000%, 6/01/32   6/24 at 100.00 Aa2 1,200,295
2,070   5.000%, 6/01/43   6/24 at 100.00 Aa2 2,392,941
    Build New York City Resource Corporation, New York, Revenue Bonds, Metropolitan College of New York, Series 2014:        
1,405   5.250%, 11/01/34   11/24 at 100.00 BB 1,457,519
1,300   5.000%, 11/01/39   11/24 at 100.00 BB 1,324,141
    Build New York City Resource Corporation, New York, Revenue Bonds, South Bronx Charter School for International Cultures and the Arts Project, Series 2013A:        
950   5.000%, 4/15/33   4/23 at 100.00 BB+ 956,251
1,380   5.000%, 4/15/43   4/23 at 100.00 BB+ 1,350,454
1,760   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- 1,855,058
2,000   Dormitory Authority of the State of New York, Housing Revenue Bonds, Fashion Institute of Technology, Series 2007, 5.250%, 7/01/29  –  FGIC Insured   No Opt. Call Baa2 2,331,560
    Dormitory Authority of the State of New York, Lease Revenue Bonds, State University Dormitory Facilities, Series 2015A:        
1,120   5.000%, 7/01/31   7/25 at 100.00 Aa3 1,310,075
1,245   5.000%, 7/01/33   7/25 at 100.00 Aa3 1,443,901
1

NAN Nuveen New York 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)        
$1,565   Dormitory Authority of the State of New York, Revenue Bonds, Fordham University, Series 2020, 4.000%, 7/01/46   7/29 at 100.00 A $1,671,921
5,090   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- 5,562,912
2,100   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 2,103,297
1,955   Dormitory Authority of the State of New York, Revenue Bonds, New School University, Series 2015A, 5.000%, 7/01/45   7/25 at 100.00 A- 2,093,355
2,120   Dormitory Authority of the State of New York, Revenue Bonds, New York University, Series 2001-1, 5.500%, 7/01/20  –  AMBAC Insured   No Opt. Call Aa2 2,129,201
    Dormitory Authority of the State of New York, Revenue Bonds, New York University, Series 2015A:        
1,000   5.000%, 7/01/34   7/25 at 100.00 Aa2 1,205,250
2,300   5.000%, 7/01/35   7/25 at 100.00 Aa2 2,775,893
    Dormitory Authority of the State of New York, Revenue Bonds, New York University, Series 2016A:        
5,100   5.000%, 7/01/33   7/26 at 100.00 Aa2 6,207,873
3,765   5.000%, 7/01/36   7/26 at 100.00 Aa2 4,531,554
1,055   5.000%, 7/01/39   7/26 at 100.00 Aa2 1,252,243
5,500   Dormitory Authority of the State of New York, Revenue Bonds, New York University, Series 2019A, 5.000%, 7/01/49   7/29 at 100.00 Aa2 6,827,425
905   Dormitory Authority of the State of New York, Revenue Bonds, Rochester Institute of Technology, Series 2019A, 5.000%, 7/01/49   7/29 at 100.00 A1 1,095,077
3,925   Dormitory Authority of the State of New York, Revenue Bonds, Rockefeller University, Series 2019A, 5.000%, 7/01/35   7/29 at 100.00 Aa1 5,141,122
2,625   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 3,386,014
1,600   Dormitory Authority of the State of New York, Revenue Bonds, Saint Joseph's College, Series 2010, 5.250%, 7/01/35   7/20 at 100.00 Ba1 1,571,264
3,140   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- 3,021,496
2,705   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 2,301,549
    Hempstead Town Local Development Corporation, New York, Revenue Bonds, Adelphi University Project, Series 2013:        
1,005   5.000%, 9/01/38   9/23 at 100.00 A- 1,075,531
265   5.000%, 9/01/43   9/23 at 100.00 A- 282,222
5,000   Madison County Capital Resource Corporation, New York, Revenue Bonds, Colgate University Project, Refunding Series 2015A, 5.000%, 7/01/40   7/25 at 100.00 AA 5,793,600
890   Monroe County Industrial Development Corporation, New York, Revenue Bonds, St John Fisher College, Series 2011, 6.000%, 6/01/30   6/21 at 100.00 A- 917,207
3,030   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 3,196,741
2

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:        
$1,000   5.000%, 1/01/31  –  AMBAC Insured   6/20 at 100.00 BBB $1,000,030
235   5.000%, 1/01/36  –  AMBAC Insured   6/20 at 100.00 BBB 235,009
3,515   5.000%, 1/01/39  –  AMBAC Insured   6/20 at 100.00 BBB 3,515,141
5,050   4.750%, 1/01/42  –  AMBAC Insured   6/20 at 100.00 BBB 5,050,000
400   5.000%, 1/01/46  –  AMBAC Insured   6/20 at 100.00 BBB 400,016
    New York City Industrial Development Authority, New York, PILOT Revenue Bonds, Yankee Stadium Project, Series 2006:        
7,555   4.500%, 3/01/39  –  FGIC Insured   6/20 at 100.00 Baa1 7,555,000
2,750   4.750%, 3/01/46  –  NPFG Insured   6/20 at 100.00 Baa1 2,750,027
1,000   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 1,021,140
1,500   New York City Trust for Cultural Resources, New York, Revenue Bonds, Wildlife Conservation Society, Series 2013A, 5.000%, 8/01/33   8/23 at 100.00 AA- 1,704,645
2,520   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 2,470,835
1,900   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 1,859,454
1,515   Onondaga Civic Development Corporation, New York, Revenue Bonds, Le Moyne College Project, Series 2015, 5.000%, 7/01/40   7/25 at 100.00 Baa2 1,628,398
    Saint Lawrence County Industrial Development Agency Civic Development Corporation, New York, Revenue Bonds, Clarkson University Project, Series 2012A:        
1,050   5.250%, 9/01/33   3/22 at 100.00 Baa1 1,085,501
1,750   5.000%, 9/01/41   3/22 at 100.00 Baa1 1,791,055
2,260   Troy Capital Resource Corporation, New York, Revenue Bonds, Rensselaer Polytechnic Institute, Series 2010A, 5.125%, 9/01/40   9/20 at 100.00 A3 2,284,566
110,015   Total Education and Civic Organizations       119,197,619
    Financials – 3.4% (2.2% of Total Investments)        
4,725   Liberty Development Corporation, New York, Goldman Sachs Headquarter Revenue Bonds, Series 2005, 5.250%, 10/01/35   No Opt. Call A 6,210,965
6,885   Liberty Development Corporation, New York, Goldman Sachs Headquarters Revenue Bonds Series 2007, 5.500%, 10/01/37   No Opt. Call A 9,391,966
11,610   Total Financials       15,602,931
    Health Care – 3.0% (1.9% of Total Investments)        
    Dormitory Authority of the State of New York, Highland Hospital of Rochester Revenue Bonds, Series 2010:        
350   5.000%, 7/01/26   7/20 at 100.00 A 350,945
350   5.200%, 7/01/32   7/20 at 100.00 A 350,816
3

NAN Nuveen New York Quality Municipal Income Fund (continued)
  Portfolio of Investments May 31, 2020
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Health Care (continued)        
$3,700   Dormitory Authority of the State of New York, Revenue Bonds, North Shore Long Island Jewish Obligated Group, Series 2015A, 5.000%, 5/01/43   5/25 at 100.00 A- $4,089,721
4,120   Dutchess County Local Development Corporation, New York, Revenue Bonds, Health Quest Systems, Inc Project, Series 2016B, 5.000%, 7/01/32   7/26 at 100.00 A- 4,760,536
710   Livingston County Industrial Development Agency, New York, Civic Facility Revenue Bonds, Nicholas H Noyes Hospital, Series 2005, 6.000%, 7/01/30   6/20 at 100.00 BB 710,355
715   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 735,435
2,730   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- 2,827,761
12,675   Total Health Care       13,825,569
    Housing/Multifamily – 0.6% (0.4% of Total Investments)        
705   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+ 708,447
2,000   New York State Housing Finance Agency, Affordable Housing Revenue Bonds, Series 2010A, 5.000%, 11/01/42   6/20 at 100.00 Aa2 2,001,620
2,705   Total Housing/Multifamily       2,710,067
    Housing/Single Family – 0.1% (0.1% of Total Investments)        
645   Guam Housing Corporation, Mortgage-Backed Securities Program Single Family Mortgage Revenue Bonds, Series 1998A, 5.750%, 9/01/31 (AMT)   No Opt. Call N/R 669,691
    Industrials – 4.1% (2.7% of Total Investments)        
1,935   Build New York City Resource Corporation, New York, Solid Waste Disposal Revenue Bonds, Pratt Paper NY, Inc Project, Series 2014, 5.000%, 1/01/35 (AMT), 144A   1/25 at 100.00 N/R 1,992,566
17,145   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 17,001,154
19,080   Total Industrials       18,993,720
    Long-Term Care – 0.5% (0.3% of Total Investments)        
1,275   Dormitory Authority of the State of New York, Non-State Supported Debt, Ozanam Hall of Queens Nursing Home Revenue Bonds, Series 2006, 5.000%, 11/01/31   6/20 at 100.00 A2 1,278,047
340   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 300,411
700   New York City Industrial Development Agency, New York, Civic Facility Revenue Bonds, Special Needs Facilities Pooled Program, Series 2008A-1, 5.800%, 7/01/23   6/20 at 100.00 N/R 652,743
145   Yonkers Industrial Development Agency, New York, Civic Facilities Revenue Bonds, Special Needs Facilities Pooled Program Bonds, Series 2008-C1, 5.800%, 7/01/23   6/20 at 100.00 N/R 138,282
2,460   Total Long-Term Care       2,369,483
    Tax Obligation/General – 13.0% (8.4% of Total Investments)        
1,395   Nassau County, New York, General Obligation Bonds, General Improvement Series 2016C, 5.000%, 4/01/35   4/26 at 100.00 A+ 1,630,239
4

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:        
$3,630   5.000%, 1/01/28   1/26 at 100.00 A+ $4,299,989
500   5.000%, 1/01/38   1/26 at 100.00 A+ 576,660
2,000   Nassau County, New York, General Obligation Bonds, General Improvment Series 2016C, 5.000%, 4/01/43   4/26 at 100.00 A+ 2,299,160
1,000   New York City, New York, General Obligation Bonds, Fiscal 2012 Series B, 5.000%, 8/01/30   8/22 at 100.00 Aa1 1,082,640
980   New York City, New York, General Obligation Bonds, Fiscal 2012 Series I, 5.000%, 8/01/32   8/22 at 100.00 Aa1 1,058,792
5,000   New York City, New York, General Obligation Bonds, Fiscal 2014 Series A-1, 5.000%, 8/01/26   8/23 at 100.00 Aa1 5,628,450
8,775   New York City, New York, General Obligation Bonds, Fiscal 2017 Series B-1, 5.000%, 12/01/41   12/26 at 100.00 Aa1 10,472,260
4,000   New York City, New York, General Obligation Bonds, Fiscal 2018 Series B-1, 5.000%, 10/01/37   10/27 at 100.00 Aa1 4,812,080
    New York City, New York, General Obligation Bonds, Fiscal 2018 Series E-1:        
7,000   5.000%, 3/01/38 (UB) (5)   3/28 at 100.00 Aa1 8,508,220
1,000   5.000%, 3/01/39   3/28 at 100.00 Aa1 1,208,300
    New York City, New York, General Obligation Bonds, Fiscal 2018 Series F-1:        
6,480   5.000%, 4/01/40   4/28 at 100.00 Aa1 7,827,257
1,420   5.000%, 4/01/43   4/28 at 100.00 Aa1 1,704,057
1,965   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 2,106,185
    New York City, New York, General Obligation Bonds, Tender Option Bond Trust 2016-XG0082:        
3,125   17.376%, 3/01/31, 144A (IF) (5)   3/23 at 100.00 Aa1 4,397,750
1,525   17.376%, 3/01/31, 144A (IF) (5)   3/23 at 100.00 Aa1 2,146,102
49,795   Total Tax Obligation/General       59,758,141
    Tax Obligation/Limited – 28.0% (18.1% of Total Investments)        
980   Dormitory Authority of the State of New York, State Personal Income Tax Revenue Bonds, General Purpose Series 2011C, 5.000%, 3/15/41   3/21 at 100.00 AA+ 1,010,997
1,000   Dormitory Authority of the State of New York, State Personal Income Tax Revenue Bonds, General Purpose Series 2012D, 5.000%, 2/15/33   2/22 at 100.00 AA+ 1,067,650
2,080   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+ 2,335,278
    Dormitory Authority of the State of New York, State Personal Income Tax Revenue Bonds, General Purpose, Series 2019A Bidding Group 2,3,4:        
4,800   5.000%, 3/15/38   3/29 at 100.00 Aa1 5,973,648
5,500   5.000%, 3/15/46   3/29 at 100.00 Aa1 6,720,835
1,000   Dormitory Authority of the State of New York, State Sales Tax Revenue Bonds, Series 2015B Group A,B&C, 5.000%, 3/15/35   9/25 at 100.00 AA+ 1,187,910
5

NAN Nuveen New York 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)        
$6,000   Dormitory Authority of the State of New York, State Sales Tax Revenue Bonds, Series 2018E Group 4, 5.000%, 3/15/44   9/28 at 100.00 AA+ $7,318,560
    Government of Guam, Business Privilege Tax Bonds, Refunding Series 2015D:        
3,225   5.000%, 11/15/28   11/25 at 100.00 BB 3,430,271
2,355   5.000%, 11/15/34   11/25 at 100.00 BB 2,477,366
3,750   Hudson Yards Infrastructure Corporation, New York, Revenue Bonds, Second Indenture Fiscal 2017 Series A, 5.000%, 2/15/42   2/27 at 100.00 Aa2 4,392,487
    Hudson Yards Infrastructure Corporation, New York, Revenue Bonds, Senior Fiscal 2012 Series 2011A:        
2,550   5.750%, 2/15/47   2/21 at 100.00 Aa2 2,638,255
1,910   5.250%, 2/15/47   2/21 at 100.00 Aa2 1,969,707
    Metropolitan Transportation Authority, New York, Dedicated Tax Fund Bonds, Refunding Series 2012A:        
1,815   5.000%, 11/15/27   11/22 at 100.00 AA 1,941,651
2,250   5.000%, 11/15/29   11/22 at 100.00 AA 2,399,063
9,000   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 11,287,440
3,500   New York City Transitional Finance Authority, New York, Building Aid Revenue Bonds, Fiscal 2018, Series 2017S-3, 5.000%, 7/15/38   7/28 at 100.00 AA 4,294,780
2,000   New York City Transitional Finance Authority, New York, Building Aid Revenue Bonds, Fiscal 2019 Subseries S-1, 5.000%, 7/15/45   7/28 at 100.00 AA 2,417,800
890   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 1,099,506
1,870   New York City Transitional Finance Authority, New York, Building Aid Revenue Bonds, Fiscal Series 2013S-1, 5.000%, 7/15/31   7/22 at 100.00 AA 2,021,507
    New York City Transitional Finance Authority, New York, Future Tax Secured Bonds, Subordinate Fiscal 2012 Series E-1:        
3,775   5.000%, 2/01/37   2/22 at 100.00 AAA 3,995,649
3,950   5.000%, 2/01/42   2/22 at 100.00 AAA 4,178,152
3,090   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 3,424,925
7,860   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 AAA 8,679,405
4,170   New York City Transitional Finance Authority, New York, Future Tax Secured Bonds, Subordinate Fiscal 2014 Series D-1, 5.000%, 2/01/35   2/24 at 100.00 AAA 4,738,913
5,000   New York City Transitional Finance Authority, New York, Future Tax Secured Bonds, Subordinate Fiscal 2017 Series B-1, 5.000%, 8/01/36   8/26 at 100.00 AAA 5,996,500
2,825   New York City Transitional Finance Authority, New York, Future Tax Secured Revenue Bonds, Subordinate Lien Series 2011C, 5.500%, 11/01/35   11/20 at 100.00 AAA 2,880,794
2,000   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 2,048,460
2,400   New York City Transitional Finance Authority, New York, Future Tax Secured Revenue Bonds, Tender Option Bond Trust 2015-XF0080, 13.217%, 5/01/38, 144A (IF)   8/20 at 100.00 AAA 2,425,272
6

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Tax Obligation/Limited (continued)        
$6,000   New York City, New York, Educational Construction Fund Revenue Bonds, Series 2011A, 5.750%, 4/01/41   4/21 at 100.00 Aa2 $6,271,560
2,110   New York State Thruway Authority, State Personal Income Tax Revenue Bonds, Series 2010A, 5.000%, 3/15/29   9/20 at 100.00 AA+ 2,138,823
    Puerto Rico Sales Tax Financing Corporation, Sales Tax Revenue Bonds, Restructured 2018A-1:        
105   4.500%, 7/01/34   7/25 at 100.00 N/R 106,206
107   4.550%, 7/01/40   7/28 at 100.00 N/R 106,065
12,946   5.000%, 7/01/58   7/28 at 100.00 N/R 12,988,204
32   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 30,101
    Syracuse Industrial Development Authority, New York, PILOT Revenue Bonds, Carousel Center Project, Refunding Series 2016A:        
2,000   5.000%, 1/01/29 (AMT)   1/26 at 100.00 BB 1,860,940
1,000   5.000%, 1/01/35 (AMT)   1/26 at 100.00 BB 859,590
115,845   Total Tax Obligation/Limited       128,714,270
    Transportation – 29.9% (19.3% of Total Investments)        
5,425   Metropolitan Transportation Authority, New York, Transportation Revenue Bonds, Green Climate Bond Certified Series 2016A-1, 5.000%, 11/15/46   5/26 at 100.00 A+ 5,712,091
1,110   Metropolitan Transportation Authority, New York, Transportation Revenue Bonds, Green Climate Bond Certified Series 2020C-1, 5.000%, 11/15/50   5/30 at 100.00 A+ 1,199,433
5,000   Metropolitan Transportation Authority, New York, Transportation Revenue Bonds, Refunding Green Series 2016B, 5.000%, 11/15/37   11/26 at 100.00 A+ 5,245,800
1,540   Metropolitan Transportation Authority, New York, Transportation Revenue Bonds, Series 2012E, 5.000%, 11/15/42   11/22 at 100.00 A2 1,570,954
5,000   Metropolitan Transportation Authority, New York, Transportation Revenue Bonds, Series 2015C-1, 5.250%, 11/15/29   11/25 at 100.00 A+ 5,366,650
11,920   Metropolitan Transportation Authority, New York, Transportation Revenue Bonds, Series 2016C-1, 5.250%, 11/15/56   11/26 at 100.00 A+ 12,754,758
    New York City Industrial Development Agency, New York, Civic Facility Revenue Bonds, Bronx Parking Development Company, LLC Project, Series 2007:        
200   5.750%, 10/01/37 (6)   6/20 at 100.00 N/R 154,000
5,500   5.875%, 10/01/46 (6)   6/20 at 100.00 N/R 4,235,000
2,850   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+ 2,966,993
1,350   New York State Thruway Authority, General Revenue Junior Indebtedness Obligations, Series 2016A, 5.000%, 1/01/51   1/26 at 100.00 A2 1,517,913
    New York Transportation Development Corporation, New York, Special Facilities Bonds, LaGuardia Airport Terminal B Redevelopment Project, Series 2016A:        
1,200   4.000%, 7/01/41 (AMT)   7/24 at 100.00 BBB 1,197,504
5,795   5.000%, 7/01/46 (AMT)   7/24 at 100.00 BBB 6,053,283
6,315   5.250%, 1/01/50 (AMT)   7/24 at 100.00 BBB 6,643,570
7

NAN Nuveen New York 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)        
    New York Transportation Development Corporation, New York, Special Facility Revenue Bonds, American Airlines, Inc John F Kennedy International Airport Project, Refunding Series 2016:        
$3,500   5.000%, 8/01/26 (AMT)   8/21 at 100.00 BB- $3,379,320
9,730   5.000%, 8/01/31 (AMT)   8/21 at 100.00 BB- 9,382,444
    New York Transportation Development Corporation, New York, Special Facility Revenue Bonds, Delta Air Lines, Inc - LaGuardia Airport Terminals C&D Redevelopment Project, Series 2018:        
8,515   5.000%, 1/01/27 (AMT)   No Opt. Call Baa3 8,636,339
2,000   5.000%, 1/01/31 (AMT)   1/28 at 100.00 Baa3 2,012,520
2,745   5.000%, 1/01/36 (AMT)   1/28 at 100.00 Baa3 2,762,184
8,780   Port Authority of New York and New Jersey, Consolidated Revenue Bonds, One Hundred Eighty-Ninth Series 2015, 5.000%, 5/01/45   5/25 at 100.00 AA- 10,080,581
5,000   Port Authority of New York and New Jersey, Consolidated Revenue Bonds, One Hundred Sixty Sixth Series 2011, 5.000%, 1/15/41   1/21 at 100.00 AA- 5,107,750
    Port Authority of New York and New Jersey, Consolidated Revenue Bonds, Two Hundred Eleventh Series 2018:        
2,330   4.000%, 9/01/43   9/28 at 100.00 AA- 2,562,021
6,000   5.000%, 9/01/48 (UB) (5)   9/28 at 100.00 Aa3 7,083,600
4,000   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- 4,663,200
    Port Authority of New York and New Jersey, Consolidated Revenue Bonds, Two Hundred Series 2017:        
4,000   5.000%, 10/15/47   4/27 at 100.00 AA- 4,615,960
5,000   5.250%, 10/15/57   4/27 at 100.00 AA- 5,816,350
    Port Authority of New York and New Jersey, Special Project Bonds, JFK International Air Terminal LLC Project, Eighth Series 2010:        
1,020   6.500%, 12/01/28   6/20 at 100.00 BBB+ 1,025,477
5,000   6.000%, 12/01/36   12/20 at 100.00 BBB+ 5,028,400
3,500   Triborough Bridge and Tunnel Authority, New York, General Purpose Revenue Bonds, MTA Bridges & Tunnels, Series 2017A, 5.000%, 11/15/47   5/27 at 100.00 AA- 4,107,985
5,000   Triborough Bridge and Tunnel Authority, New York, General Purpose Revenue Bonds, Refunding Series 2016A, 5.000%, 11/15/46   5/26 at 100.00 AA- 5,827,600
780   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+ 798,119
130,105   Total Transportation       137,507,799
    U.S. Guaranteed – 15.9% (10.3% of Total Investments) (7)        
3,915   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 4,491,836
3,500   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 3,848,635
1,750   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- 1,757,175
8

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    U.S. Guaranteed (7) (continued)        
$8,000   Dormitory Authority of the State of New York, Revenue Bonds, Non State Supported Debt, Cornell University, Series 2010A, 5.000%, 7/01/40 (Pre-refunded 7/01/20)   7/20 at 100.00 Aa1 $8,031,520
1,000   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- 1,043,990
5,500   Dormitory Authority of the State of New York, Revenue Bonds, NYU Hospitals Center, Series 2011A, 6.000%, 7/01/40 (Pre-refunded 7/01/20)   7/20 at 100.00 A 5,525,520
5,000   Dormitory Authority of the State of New York, State Personal Income Tax Revenue Bonds, General Purpose Series 2013A, 5.000%, 2/15/43 (Pre-refunded 2/15/23)   2/23 at 100.00 AA+ 5,646,600
500   Dutchess County Local Development Corporation, New York, Revenue Bonds, Health Quest Systems Inc, Series 2010A, 5.750%, 7/01/30 (Pre-refunded 7/01/20)   7/20 at 100.00 A- 502,165
2,000   Guam Government Waterworks Authority, Water and Wastewater System Revenue Bonds, Series 2010, 5.625%, 7/01/40 (Pre-refunded 7/01/20)   7/20 at 100.00 A- 2,008,680
    Hudson Yards Infrastructure Corporation, New York, Revenue Bonds, Senior Fiscal 2012 Series 2011A:        
4,150   5.750%, 2/15/47 (Pre-refunded 2/15/21)   2/21 at 100.00 Aa2 4,312,265
90   5.250%, 2/15/47 (Pre-refunded 2/15/21)   2/21 at 100.00 Aa2 93,203
8,265   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 8,624,693
1,260   Madison County Capital Resource Corporation, New York, Revenue Bonds, Colgate University Project, Series 2010A, 5.000%, 7/01/40 (Pre-refunded 7/01/20)   7/20 at 100.00 AA 1,264,964
    Metropolitan Transportation Authority, New York, Transportation Revenue Bonds, Series 2010D:        
4,000   5.000%, 11/15/34 (Pre-refunded 11/15/20)   11/20 at 100.00 A+ 4,088,520
1,560   5.250%, 11/15/40 (Pre-refunded 11/15/20)   11/20 at 100.00 A+ 1,596,286
5,100   Metropolitan Transportation Authority, New York, Transportation Revenue Bonds, Series 2012E, 5.000%, 11/15/42 (Pre-refunded 11/15/22)   11/22 at 100.00 A2 5,698,689
2,000   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+ 2,330,160
2,175   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 2,223,024
1,810   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 1,966,927
470   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 493,918
6,985   Triborough Bridge and Tunnel Authority, New York, General Purpose Revenue Bonds, Series 1999B, 5.500%, 1/01/30 (Pre-refunded 1/01/22)   1/22 at 100.00 AA+ 7,584,034
69,030   Total U.S. Guaranteed       73,132,804
    Utilities – 9.8% (6.3% of Total Investments)        
370   Guam Power Authority, Revenue Bonds, Series 2012A, 5.000%, 10/01/34   10/22 at 100.00 BBB 380,763
1,460   Long Island Power Authority, New York, Electric System General Revenue Bonds, Series 2014A, 5.000%, 9/01/44   9/24 at 100.00 A 1,664,853
1,590   Long Island Power Authority, New York, Electric System General Revenue Bonds, Series 2017, 5.000%, 9/01/47   9/27 at 100.00 A 1,889,015
9

NAN Nuveen New York 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)        
$1,250   Long Island Power Authority, New York, Electric System Revenue Bonds, Series 2012A, 5.000%, 9/01/37   9/22 at 100.00 A $1,351,838
3,500   New York State Power Authority, General Revenue Bonds, Series 2020A, 4.000%, 11/15/55   5/30 at 100.00 Aa1 4,068,680
1,920   Niagara Area Development Corporation, New York, Solid Waste Disposal Facility Revenue Refunding Bonds, Covanta Energy Project, Series 2018A, 4.750%, 11/01/42 (AMT), 144A   7/23 at 100.00 B1 1,914,662
1,955   Suffolk County Industrial Development Agency, New York, Revenue Bonds, Nissequogue Cogeneration Partners Facility, Series 1998, 5.500%, 1/01/23 (AMT)   6/20 at 100.00 N/R 1,970,855
3,785   Utility Debt Securitization Authority, New York, Restructuring Bonds, Refunding Series 2015, 5.000%, 12/15/37   12/25 at 100.00 AAA 4,562,061
    Utility Debt Securitization Authority, New York, Restructuring Bonds, Series 2013TE:        
3,800   5.000%, 12/15/33   12/23 at 100.00 AAA 4,337,548
1,060   5.000%, 12/15/34   12/23 at 100.00 AAA 1,209,153
8,030   5.000%, 12/15/41   12/23 at 100.00 AAA 9,117,824
1,515   Utility Debt Securitization Authority, New York, Restructuring Bonds, Series 2016A, 5.000%, 12/15/35   6/26 at 100.00 AAA 1,848,042
    Utility Debt Securitization Authority, New York, Restructuring Bonds, Series 2017:        
4,500   5.000%, 12/15/38   12/27 at 100.00 AAA 5,612,220
4,000   5.000%, 12/15/39   12/27 at 100.00 AAA 4,981,720
38,735   Total Utilities       44,909,234
    Water and Sewer – 15.6% (10.0% of Total Investments)        
4,140   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+ 4,389,352
5,000   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+ 5,765,200
10,000   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+ 12,211,500
9,285   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 (UB)   12/27 at 100.00 AA+ 11,486,752
1,000   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, 5.000%, 6/15/40   6/25 at 100.00 AAA 1,179,430
9,750   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 Series, 5.000%, 6/15/41   6/21 at 100.00 AAA 10,158,037
10

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,:        
$3,990   5.000%, 6/15/42   6/27 at 100.00 AAA $4,838,274
7,500   5.000%, 6/15/43   6/28 at 100.00 AAA 9,288,000
400   5.000%, 6/15/47   6/27 at 100.00 AAA 481,988
3,680   5.000%, 6/15/48   6/28 at 100.00 AAA 4,528,534
3,840   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 3,853,402
635   Puerto Rico Aqueduct and Sewerage Authority, Revenue Bonds, Senior Lien Series 2008A, 6.000%, 7/01/44   6/20 at 100.00 CC 644,525
    Puerto Rico Aqueduct and Sewerage Authority, Revenue Bonds, Senior Lien Series 2012A:        
345   5.500%, 7/01/28   7/22 at 100.00 CC 357,938
1,270   5.750%, 7/01/37   7/22 at 100.00 CC 1,289,050
1,040   6.000%, 7/01/47   7/22 at 100.00 CC 1,058,200
61,875   Total Water and Sewer       71,530,182
$648,875   Total Long-Term Investments (cost $673,718,839)       712,838,653
    Floating Rate Obligations – (5.6)%       (25,825,000)
    Adjustable Rate MuniFund Term Preferred Shares, net of deferred offering costs – (31.9)% (8)       (146,904,331)
    Variable Rate Demand Preferred Shares, net of deferred offering costs – (19.2)% (9)       (88,102,684)
    Other Assets Less Liabilities – 1.7%       7,889,353
    Net Asset Applicable to Common Shares – 100%       $459,895,991
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).
11

NAN Nuveen New York Quality Municipal Income Fund (continued)
  Portfolio of Investments May 31, 2020
  (Unaudited)
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 $ — $712,838,653 $ — $712,838,653
    
(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) Investment, or portion of investment, has been pledged to collateralize the net payment obligations for investments in inverse floating rate transactions.  
(6) Defaulted security. A security whose issuer has failed to fully pay principal and/or interest when due, or is under the protection of bankruptcy.  
(7) 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.  
(8) Adjustable Rate MuniFund Term Preferred Shares, net of deferred offering cost as a percentage of Total Investments is 20.6%.  
(9) Variable Rate Demand Preferred Shares, net of deferred offering costs as a percentage of Total Investments is 12.4%.  
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.  
AMT Alternative Minimum Tax  
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.  
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.  
12