NPORT-EX 2 NAD.htm
NAD
Nuveen Quality Municipal Income Fund
Portfolio of Investments    January 31, 2021
(Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    LONG-TERM INVESTMENTS – 152.2% (99.7% of Total Investments)        
    MUNICIPAL BONDS – 152.2% (99.7% of Total Investments)        
    Alabama – 1.5% (1.0% of Total Investments)        
    Alabama State Port Authority, Docks Facilities Revenue Bonds, Refunding Series 2017A:        
$5,000   5.000%, 10/01/33  –  AGM Insured (AMT)   10/27 at 100.00 BBB+ $6,063,200
5,455   5.000%, 10/01/34  –  AGM Insured (AMT)   10/27 at 100.00 BBB+ 6,600,714
5,550   5.000%, 10/01/35  –  AGM Insured (AMT)   10/27 at 100.00 BBB+ 6,700,071
17,500   Lower Alabama Gas District, Alabama, Gas Project Revenue Bonds, Series 2016A, 5.000%, 9/01/46   No Opt. Call A3 26,748,750
4,165   Tuscaloosa County Industrial Development Authority, Alabama, Gulf Opportunity Zone Bonds, Hunt Refining Project, Refunding Series 2019A, 5.250%, 5/01/44, 144A   5/29 at 100.00 N/R 4,825,194
37,670   Total Alabama       50,937,929
    Alaska – 0.7% (0.4% of Total Investments)        
    Alaska Industrial Development and Export Authority, Power Revenue Bonds, Snettisham Hydroelectric Project, Refunding Series 2015:        
1,580   5.000%, 1/01/24 (AMT)   No Opt. Call Baa2 1,753,373
3,400   5.000%, 1/01/25 (AMT)   No Opt. Call Baa2 3,879,672
1,000   5.000%, 1/01/28 (AMT)   7/25 at 100.00 Baa2 1,138,180
1,075   5.000%, 1/01/29 (AMT)   7/25 at 100.00 Baa2 1,217,599
300   5.000%, 1/01/31 (AMT)   7/25 at 100.00 Baa2 337,545
    Northern Tobacco Securitization Corporation, Alaska, Tobacco Settlement Asset-Backed Bonds, Series 2006A:        
145   4.625%, 6/01/23   2/21 at 100.00 A1 147,352
14,500   5.000%, 6/01/32   2/21 at 100.00 B3 14,735,190
22,000   Total Alaska       23,208,911
    Arizona – 3.2% (2.1% of Total Investments)        
980   Apache County Industrial Development Authority, Arizona, Pollution Control Revenue Bonds, Tucson Electric Power Company, Series 20102A, 4.500%, 3/01/30   3/22 at 100.00 A- 1,013,849
2,500   Arizona Health Facilities Authority, Revenue Bonds, Scottsdale Lincoln Hospitals Project, Refunding Series 2014A, 5.000%, 12/01/39   12/24 at 100.00 A2 2,874,550
2,000   Arizona Industrial Development Authority, Arizona, Education Revenue Bonds, Academies of Math & Science Projects, Series 2018A, 5.000%, 7/01/48   1/28 at 100.00 AA- 2,371,740
    Arizona Sports and Tourism Authority, Tax Revenue Bonds, Multipurpose Stadium Facility Project, Refunding Senior Series 2012A:        
1,490   5.000%, 7/01/30   7/22 at 100.00 A 1,558,868
2,500   5.000%, 7/01/32   7/22 at 100.00 A 2,610,525
2,335   5.000%, 7/01/36   7/22 at 100.00 A 2,431,879
1

NAD Nuveen Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Arizona (continued)        
$11,795   Maricopa County Industrial Development Authority, Arizona, Revenue Bonds, Banner Health, Refunding Series 2016A, 4.000%, 1/01/36   1/27 at 100.00 AA- $13,559,296
    Phoenix Civic Improvement Corporation, Arizona, Airport Revenue Bonds, Junior Lien Series 2019A:        
5,500   4.000%, 7/01/44   7/29 at 100.00 A 6,381,265
2,000   4.000%, 7/01/49   7/29 at 100.00 A 2,304,000
3,165   Phoenix Civic Improvement Corporation, Arizona, Airport Revenue Bonds, Junior Lien Series 2019B, 5.000%, 7/01/44 (AMT)   7/29 at 100.00 A 3,889,279
12,935   Phoenix Civic Improvement Corporation, Arizona, Airport Revenue Bonds, Senior Lien Series 2017A, 5.000%, 7/01/47 (AMT)   7/27 at 100.00 A+ 15,434,947
6,000   Phoenix Civic Improvement Corporation, Arizona, Airport Revenue Bonds, Senior Lien Series 2018, 5.000%, 7/01/48 (AMT)   7/28 at 100.00 A+ 7,253,880
7,000   Phoenix Civic Improvement Corporation, Arizona, Revenue Bonds, Civic Plaza Expansion Project, Series 2005B, 5.500%, 7/01/39  –  FGIC Insured   No Opt. Call AA 11,055,380
1,000   Pinal County Electrical District 4, Arizona, Electric System Revenue Bonds, Refunding Series 2015, 4.000%, 12/01/38  –  AGM Insured   12/25 at 100.00 AA 1,097,670
    Salt Verde Financial Corporation, Arizona, Senior Gas Revenue Bonds, Citigroup Energy Inc Prepay Contract Obligations, Series 2007:        
500   5.500%, 12/01/29   No Opt. Call BBB+ 670,825
24,765   5.000%, 12/01/37   No Opt. Call BBB+ 36,140,803
1,100   Student and Academic Services LLC, Arizona, Lease Revenue Bonds, Northern Arizona University Project, Series 2014, 5.000%, 6/01/34  –  BAM Insured   6/24 at 100.00 A2 1,250,667
87,565   Total Arizona       111,899,423
    Arkansas – 0.2% (0.1% of Total Investments)        
4,000   Arkansas Development Finance Authority, Industrial Development Revenue Bonds, Big River Steel Project, Series 2019, 4.500%, 9/01/49 (AMT), 144A   9/26 at 103.00 B- 4,394,680
2,055   Arkansas State University, Student Fee Revenue Bonds, Jonesboro Campus, Series 2013, 4.875%, 12/01/43   12/23 at 100.00 A1 2,253,965
6,055   Total Arkansas       6,648,645
    California – 12.6% (8.2% of Total Investments)        
1,535   Alameda Corridor Transportation Authority, California, Revenue Bonds, Senior Lien Series 1999A, 0.000%, 10/01/37  –  NPFG Insured   No Opt. Call A- 1,097,571
    Anaheim Public Financing Authority, California, Lease Revenue Bonds, Public Improvement Project, Series 1997C:        
2,945   0.000%, 9/01/27   No Opt. Call A2 2,717,204
7,150   0.000%, 9/01/28  –  AGM Insured   No Opt. Call A2 6,441,149
2,455   0.000%, 9/01/32  –  AGM Insured   No Opt. Call A2 1,980,129
95   0.000%, 9/01/35  –  AGM Insured   No Opt. Call AA 70,117
105   0.000%, 9/01/35  –  AGM Insured (ETM)   No Opt. Call AA (4) 85,798
    Bay Area Toll Authority, California, Revenue Bonds, San Francisco Bay Area Toll Bridge, Series 2013S-4:        
10,000   5.000%, 4/01/38 (Pre-refunded 4/01/23)   4/23 at 100.00 A1 (4) 11,058,900
3,500   5.250%, 4/01/53 (Pre-refunded 4/01/23)   4/23 at 100.00 A1 (4) 3,889,515
2

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    California (continued)        
$1,055   Brisbane School District, San Mateo County, California, General Obligation Bonds, Election 2003 Series 2005, 0.000%, 7/01/35  –  AGM Insured   No Opt. Call A2 $796,852
    Byron Unified School District, Contra Costa County, California, General Obligation Bonds, Series 2007B:        
60   0.000%, 8/01/32 (ETM)   No Opt. Call A2 (4) 51,872
1,640   0.000%, 8/01/32   No Opt. Call A2 1,327,268
    Calexico Unified School District, Imperial County, California, General Obligation Bonds, Series 2005B:        
3,685   0.000%, 8/01/31  –  FGIC Insured   No Opt. Call A3 3,101,517
4,505   0.000%, 8/01/33  –  FGIC Insured   No Opt. Call A3 3,582,511
    California Health Facilities Financing Authority, California, Revenue Bonds, Sutter Health, Refunding Series 2016B:        
2,855   5.000%, 11/15/46 (Pre-refunded 11/15/26)   11/26 at 100.00 N/R (4) 3,616,628
4,145   5.000%, 11/15/46   11/26 at 100.00 A+ 4,946,146
22,520   California Health Facilities Financing Authority, California, Revenue Bonds, Sutter Health, Refunding Series 2017A, 5.000%, 11/15/48   11/27 at 100.00 A+ 27,433,864
2,275   California Health Facilities Financing Authority, California, Revenue Bonds, Sutter Health, Series 2018A, 4.000%, 11/15/42   11/27 at 100.00 A+ 2,640,320
710   California Health Facilities Financing Authority, Revenue Bonds, Saint Joseph Health System, Series 2013A, 5.000%, 7/01/37, 144A   7/23 at 100.00 AA- 783,052
    California Health Facilities Financing Authority, Revenue Bonds, Stanford Hospitals and Clinics, Tender Option Bond Trust 2016-XG0049:        
790   9.404%, 8/15/51, 144A (IF) (5)   8/22 at 100.00 AA- 900,561
825   9.412%, 8/15/51, 144A (IF) (5)   8/22 at 100.00 AA- 940,566
2,140   9.412%, 8/15/51, 144A (IF) (5)   8/22 at 100.00 AA- 2,439,771
5,000   California Municipal Finance Authority, Revenue Bonds, Linxs APM Project, Senior Lien Series 2018A, 5.000%, 12/31/47 (AMT)   6/28 at 100.00 BBB- 6,009,400
3,250   California Municipal Finance Authority, Reveue Bonds, Community Medical Centers, Series 2017A, 5.000%, 2/01/42   2/27 at 100.00 A- 3,798,178
815   California State Public Works Board, Lease Revenue Bonds, Various Capital Projects, Series 2013I, 5.000%, 11/01/38   11/23 at 100.00 A+ 914,813
500   California Statewide Communities Development Authority, California, Revenue Bonds, Loma Linda University Medical Center, Series 2014A, 5.250%, 12/01/44   12/24 at 100.00 BB- 558,735
    California Statewide Communities Development Authority, California, Revenue Bonds, Loma Linda University Medical Center, Series 2016A:        
6,000   5.000%, 12/01/46, 144A   6/26 at 100.00 BB- 6,827,460
3,070   5.250%, 12/01/56, 144A   6/26 at 100.00 BB- 3,509,286
5,480   California Statewide Communities Development Authority, California, Revenue Bonds, Loma Linda University Medical Center, Series 2018A, 5.500%, 12/01/58, 144A   6/28 at 100.00 BB- 6,584,713
    California Statewide Community Development Authority, Revenue Bonds, Daughters of Charity Health System, Series 2005A:        
986   5.750%, 7/01/30 (6)   3/21 at 100.00 N/R 936,921
2,701   5.500%, 7/01/39 (6)   3/21 at 100.00 N/R 2,565,885
3

NAD Nuveen Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    California (continued)        
$4,890   Clovis Unified School District, Fresno County, California, General Obligation Bonds, Series 2006B, 0.000%, 8/01/26  –  NPFG Insured   No Opt. Call Baa2 $4,681,637
1,000   Coachella Valley Unified School District, Riverside County, California, General Obligation Bonds, Series 2005A, 0.000%, 8/01/30  –  FGIC Insured   No Opt. Call A- 861,480
5,045   Culver City Redevelopment Agency, California, Tax Allocation Revenue Bonds, Redevelopment Project, Capital Appreciation Series 2011A, 0.000%, 11/01/27 (Pre-refunded 11/01/21)   11/21 at 61.42 AA- (4) 3,094,199
1,260   Davis Redevelopment Agency, California, Tax Allocation Bonds, Davis Redevelopment Project, Subordinate Series 2011A, 7.000%, 12/01/36 (Pre-refunded 12/01/21)   12/21 at 100.00 A+ (4) 1,331,719
4,000   East Bay Municipal Utility District, Alameda and Contra Costa Counties, California, Water System Revenue Bonds, Series 2014C, 5.000%, 6/01/44   6/24 at 100.00 Aa1 4,562,080
3,010   El Camino Community College District, California, General Obligation Bonds, Election of 2002 Series 2012C, 0.000%, 8/01/25   No Opt. Call AA+ 2,940,620
3,500   Foothill/Eastern Transportation Corridor Agency, California, Toll Road Revenue Bonds, Refunding Senior Lien Series 2015A, 0.000%, 1/15/34  –  AGM Insured   No Opt. Call BBB 2,709,770
    Foothill/Eastern Transportation Corridor Agency, California, Toll Road Revenue Bonds, Refunding Series 2013A:        
1,480   5.750%, 1/15/46   1/24 at 100.00 Baa2 1,677,758
6,480   6.000%, 1/15/49 (Pre-refunded 1/15/24)   1/24 at 100.00 Baa2 (4) 7,594,366
1,500   Gavilan Joint Community College District, Santa Clara and San Benito Counties, California, General Obligation Bonds, Election of 2004 Series 2011D, 5.750%, 8/01/35 (Pre-refunded 8/01/21)   8/21 at 100.00 Aa3 (4) 1,542,660
9,930   Golden State Tobacco Securitization Corporation, California, Enhanced Tobacco Settlement Asset-Backed Revenue Bonds, Refunding Series 2015A, 5.000%, 6/01/45   6/25 at 100.00 A+ 11,431,217
    Golden State Tobacco Securitization Corporation, California, Enhanced Tobacco Settlement Asset-Backed Revenue Bonds, Series 2005A:        
1,455   0.000%, 6/01/24  –  AMBAC Insured   No Opt. Call A+ 1,434,717
3,500   0.000%, 6/01/26  –  AGM Insured   No Opt. Call Aa3 3,373,090
3,000   Golden State Tobacco Securitization Corporation, California, Tobacco Settlement Asset-Backed Bonds, Series 2018A-1, 5.000%, 6/01/47   6/22 at 100.00 N/R 3,123,150
5,945   Golden State Tobacco Securitization Corporation, California, Tobacco Settlement Asset-Backed Bonds, Series 2018A-2, 5.000%, 6/01/47   6/22 at 100.00 N/R 6,189,042
2,500   Huntington Beach Union High School District, Orange County, California, General Obligation Bonds, Series 2007, 0.000%, 8/01/32  –  FGIC Insured   No Opt. Call AA- 2,098,450
5,000   Kern Community College District, California, General Obligation Bonds, Safety, Repair & Improvement, Election 2002 Series 2006, 0.000%, 11/01/24  –  AGM Insured   No Opt. Call AA 4,893,400
1,045   Lake Tahoe Unified School District, El Dorado County, California, General Obligation Bonds, Series 2001B, 0.000%, 8/01/31  –  NPFG Insured   No Opt. Call A- 888,741
90   Los Angeles Department of Airports, California, Revenue Bonds, Los Angeles International Airport, Subordinate Lien Series 2016A, 5.000%, 5/15/42 (AMT)   5/26 at 100.00 A+ 106,590
    Los Angeles Department of Airports, California, Revenue Bonds, Los Angeles International Airport, Subordinate Lien Series 2016B:        
2,000   5.000%, 5/15/41 (AMT)   5/26 at 100.00 A+ 2,373,700
20,015   5.000%, 5/15/46 (AMT)   5/26 at 100.00 A+ 23,560,457
4

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    California (continued)        
$4,615   Los Angeles Department of Airports, California, Revenue Bonds, Los Angeles International Airport, Subordinate Lien Series 2018A, 5.000%, 5/15/44 (AMT)   5/28 at 100.00 A+ $5,664,220
2,665   Los Angeles Department of Water and Power, California, Power System Revenue Bonds, Series 2014B, 5.000%, 7/01/43   1/24 at 100.00 AA- 2,999,164
250   Lynwood Redevelopment Agency, California, Tax Allocation Revenue Bonds, Project Area A, Subordinate Lien Series 2011A, 7.000%, 9/01/31   9/21 at 100.00 A 257,863
6,215   Martinez Unified School District, Contra Costa County, California, General Obligation Bonds, Series 2011, 5.875%, 8/01/31 (Pre-refunded 8/01/24)   8/24 at 100.00 AA (4) 7,458,062
5,955   Mount San Antonio Community College District, Los Angeles County, California, General Obligation Bonds, Election of 2008, Series 2013A, 0.000%, 8/01/43 (7)   8/35 at 100.00 AA 6,692,527
2,700   M-S-R Energy Authority, California, Gas Revenue Bonds, Citigroup Prepay Contracts, Series 2009A, 7.000%, 11/01/34   No Opt. Call BBB+ 4,341,465
2,200   M-S-R Energy Authority, California, Gas Revenue Bonds, Citigroup Prepay Contracts, Series 2009C, 6.500%, 11/01/39   No Opt. Call BBB+ 3,683,812
45   Natomas Union School District, Sacramento County, California, General Obligation Refunding Bonds, Series 1999, 5.950%, 9/01/21  –  NPFG Insured   No Opt. Call Baa2 45,654
10,265   Ontario Redevelopment Financing Authority, San Bernardino County, California, Revenue Bonds, Redevelopment Project 1, Refunding Series 1995, 7.400%, 8/01/25  –  NPFG Insured   No Opt. Call Baa2 11,651,904
13,145   Perris, California, GNMA Mortgage-Backed Securities Program Single Family Mortgage Revenue Bonds, Series 1988B, 8.200%, 9/01/23 (ETM)   No Opt. Call AA+ (4) 15,661,742
2,500   Petaluma, Sonoma County, California, Wastewater Revenue Bonds, Refunding Series 2011, 5.500%, 5/01/32 (Pre-refunded 5/01/21)   5/21 at 100.00 AA+ (4) 2,533,875
6,000   Placentia-Yorba Linda Unified School District, Orange County, California, Certificates of Participation, Series 2006, 0.000%, 10/01/34  –  FGIC Insured (ETM)   No Opt. Call A2 (4) 4,978,860
4,670   Pomona, California, GNMA/FNMA Collateralized Securities Program Single Family Mortgage Revenue Bonds, Series 1990A, 7.600%, 5/01/23 (ETM)   No Opt. Call AA+ (4) 5,076,710
2,000   Poway Unified School District, San Diego County, California, General Obligation Bonds, School Facilities Improvement District 2007-1, Series 2011A, 0.000%, 8/01/41   No Opt. Call AA- 1,303,980
5,000   Rialto Unified School District, San Bernardino County, California, General Obligation Bonds, Series 2011A, 0.000%, 8/01/41  –  AGM Insured (7)   8/36 at 100.00 Aa3 6,700,150
5,000   Riverside County Asset Leasing Corporation, California, Leasehold Revenue Bonds, Riverside County Hospital Project, Series 1997, 0.000%, 6/01/25  –  NPFG Insured   No Opt. Call A1 4,827,100
4,615   Riverside County Redevelopment Agency, California, Tax Allocation Bonds, Jurupa Valley Project Area, Series 2011B, 0.000%, 10/01/38   No Opt. Call A 3,097,911
330   Riverside County Transportation Commission, California, Toll Revenue Senior Lien Bonds, Series 2013A, 5.750%, 6/01/48   6/23 at 100.00 BBB+ 357,905
14,900   San Francisco Airports Commission, California, Revenue Bonds, San Francisco International Airport, Second Series 2016B, 5.000%, 5/01/46 (AMT)   5/26 at 100.00 A 17,736,811
    San Francisco Airports Commission, California, Revenue Bonds, San Francisco International Airport, Second Series 2018D:        
11,615   5.000%, 5/01/43 (AMT)   5/28 at 100.00 A 14,246,843
12,285   5.000%, 5/01/48 (AMT)   5/28 at 100.00 A 14,958,707
11,025   San Francisco Airports Commission, California, Revenue Bonds, San Francisco International Airport, Second Series 2019A, 5.000%, 5/01/49 (AMT)   5/29 at 100.00 A 13,657,550
5

NAD Nuveen Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    California (continued)        
$2,000   San Francisco City and County Redevelopment Agency Successor Agency, California, Special Tax Bonds, Community Facilities District 6 Mission Bay South Public Improvements, Series 2013C, 0.000%, 8/01/43   8/22 at 29.31 N/R $576,300
2,000   San Joaquin Hills Transportation Corridor Agency, Orange County, California, Toll Road Revenue Bonds, Refunding Junior Lien Series 2014B, 5.250%, 1/15/44   1/25 at 100.00 BBB- 2,233,820
    San Joaquin Hills Transportation Corridor Agency, Orange County, California, Toll Road Revenue Bonds, Refunding Senior Lien Series 2014A:        
15,350   5.000%, 1/15/44   1/25 at 100.00 BBB 17,110,952
25,840   5.000%, 1/15/50   1/25 at 100.00 BBB 28,661,728
    San Jose, California, Airport Revenue Bonds, Refunding Series 2017A:        
5,000   5.000%, 3/01/41 (AMT)   3/27 at 100.00 A- 6,043,100
5,000   5.000%, 3/01/47 (AMT)   3/27 at 100.00 A- 5,999,300
6,660   San Ysidro School District, San Diego County, California, General Obligation Bonds, Refunding Series 2015, 0.000%, 8/01/43   8/25 at 38.93 A3 2,385,878
2,460   Santee School District, San Diego County, California, General Obligation Bonds, Capital Appreciation, Election 2006, Series 2008D, 0.000%, 8/01/33  –  AGC Insured   No Opt. Call AA 2,002,858
5,000   Solano Community College District, Solano and Yolo Counties, California, General Obligation Bonds, Election 2012 Series 2013A, 5.000%, 8/01/43 (Pre-refunded 8/01/23)   8/23 at 100.00 AA (4) 5,609,550
1,145   Southern Kern Unified School District, Kern County, California, General Obligation Bonds, Series 2006C, 0.000%, 11/01/30  –  AGM Insured   No Opt. Call A2 980,143
1,175   Southern Kern Unified School District, Kern County, California, General Obligation Bonds, Series 2010B, 0.000%, 11/01/35  –  AGM Insured   No Opt. Call A2 873,413
    Union City Community Redevelopment Agency, California, Tax Allocation Revenue Bonds, Redevelopment Project, Subordinate Lien Series 2011:        
1,000   6.375%, 12/01/23 (Pre-refunded 12/01/21)   12/21 at 100.00 A+ (4) 1,051,820
1,000   6.500%, 12/01/24 (Pre-refunded 12/01/21)   12/21 at 100.00 A+ (4) 1,052,770
1,000   6.625%, 12/01/25 (Pre-refunded 12/01/21)   12/21 at 100.00 A+ (4) 1,053,810
1,325   6.750%, 12/01/26 (Pre-refunded 12/01/21)   12/21 at 100.00 A+ (4) 1,397,676
2,410   Victor Elementary School District, San Bernardino County, California, General Obligation Bonds, Series 2002A, 0.000%, 8/01/26  –  FGIC Insured   No Opt. Call A+ 2,307,310
2,000   West Contra Costa Unified School District, Contra Costa County, California, General Obligation Bonds, Election 2010 Series 2011A, 5.000%, 8/01/41 (Pre-refunded 8/01/21)   8/21 at 100.00 A1 (4) 2,049,420
3,750   Wiseburn School District, Los Angeles County, California, General Obligation Bonds, Series 2011B, 0.000%, 8/01/36  –  AGM Insured (7)   8/31 at 100.00 AA 4,319,288
4,000   Yuba Community College District, California, General Obligation Bonds, Election 2006 Series 2011C, 5.250%, 8/01/47 (Pre-refunded 8/01/21)   8/21 at 100.00 Aa2 (4) 4,103,800
405,547   Total California       439,821,296
    Colorado – 10.6% (7.0% of Total Investments)        
3,000   Anthem West Metropolitan District, Colorado, General Obligation Bonds, Refunding Series 2015, 5.000%, 12/01/35  –  BAM Insured   12/25 at 100.00 A1 3,570,840
4,195   Boulder Larimer & Weld Counties School District RE-1J Saint Vrain Valley, Colorado, General Obligation Bonds, Series 2016C, 4.000%, 12/15/34   12/26 at 100.00 AA+ 4,868,088
10,000   Boulder Valley School District RE2, Boulder County, Colorado, General Obligation Bonds, Series 2019A, 4.000%, 12/01/48   6/29 at 100.00 AA+ 11,766,500
6

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Colorado (continued)        
$4,000   Centennial Water and Sanitation District, Douglas County, Colorado, Water and Wastewater Revenue Bonds, Series 2019, 5.000%, 12/01/43   12/28 at 100.00 AA+ $5,062,680
1,775   Centerra Metropolitan District 1, Loveland, Colorado, Special Revenue Bonds, Refunding & Improvement Series 2017, 5.000%, 12/01/29, 144A   12/22 at 103.00 N/R 1,887,322
1,605   Cherokee Metropolitan District, Colorado, Water and Wastewater Revenue Bonds, Series 2020, 4.000%, 8/01/45  –  BAM Insured   8/30 at 100.00 AA 1,925,262
2,945   Colorado Educational and Cultural Facilities Authority, Charter School Revenue Bonds, Community Leadership Academy, Inc Second Campus Project, Series 2013, 7.350%, 8/01/43   8/23 at 100.00 BB+ 3,263,767
1,715   Colorado Educational and Cultural Facilities Authority, Charter School Revenue Bonds, Flagstaff Academy Project, Refunding Series 2016, 3.625%, 8/01/46   8/26 at 100.00 A+ 1,813,990
500   Colorado Educational and Cultural Facilities Authority, Charter School Revenue Bonds, Liberty Common Charter School, Series 2014A, 5.000%, 1/15/44   1/24 at 100.00 A+ 542,365
1,000   Colorado Educational and Cultural Facilities Authority, Charter School Revenue Bonds, Peak-to-Peak Charter School, Refunding Series 2014, 5.000%, 8/15/30   8/24 at 100.00 A+ 1,131,970
3,915   Colorado Educational and Cultural Facilities Authority, Charter School Revenue Bonds, Weld County School District 6 - Frontier Academy, Refunding & Improvement Series 2016, 3.250%, 6/01/46   6/26 at 100.00 A+ 4,072,148
1,250   Colorado Educational and Cultural Facilities Authority, Revenue Bonds, University Corporation for Atmospheric Research Project, Refunding Series 2012A, 4.500%, 9/01/22   No Opt. Call A+ 1,319,437
545   Colorado Educational and Cultural Facilities Authority, Revenue Bonds, University Corporation for Atmospheric Research Project, Refunding Series 2017, 3.625%, 9/01/31   9/27 at 100.00 A2 595,674
    Colorado Educational and Cultural Facilities Authority, Revenue Bonds, University of Denver, Series 2017A:        
1,200   4.000%, 3/01/36   3/27 at 100.00 A1 1,372,464
1,600   4.000%, 3/01/37   3/27 at 100.00 A1 1,825,424
1,930   Colorado Health Facilities Authority, Colorado, Revenue Bonds, Adventist Health System/Sunbelt Obligated Group, Series 2016A, 4.000%, 11/15/41   5/26 at 100.00 AA 2,151,255
    Colorado Health Facilities Authority, Colorado, Revenue Bonds, Catholic Health Initiatives, Series 2013A:        
3,020   5.250%, 1/01/40 (Pre-refunded 1/01/23)   1/23 at 100.00 BBB+ (4) 3,307,504
4,890   5.250%, 1/01/45 (Pre-refunded 1/01/23)   1/23 at 100.00 BBB+ (4) 5,360,467
4,600   Colorado Health Facilities Authority, Colorado, Revenue Bonds, Christian Living Neighborhoods Project, Refunding Series 2016, 5.000%, 1/01/37   1/24 at 102.00 N/R 4,928,394
10,000   Colorado Health Facilities Authority, Colorado, Revenue Bonds, CommonSpirit Health, Series 2019A-2, 4.000%, 8/01/49   8/29 at 100.00 BBB+ 11,373,600
270   Colorado Health Facilities Authority, Colorado, Revenue Bonds, Evangelical Lutheran Good Samaritan Society Project, Series 2013, 5.625%, 6/01/43 (Pre-refunded 6/01/23)   6/23 at 100.00 N/R (4) 304,174
    Colorado Health Facilities Authority, Colorado, Revenue Bonds, Evangelical Lutheran Good Samaritan Society Project, Series 2013A:        
2,670   5.000%, 6/01/28 (Pre-refunded 6/01/25)   6/25 at 100.00 N/R (4) 3,209,527
6,425   5.000%, 6/01/40 (Pre-refunded 6/01/25)   6/25 at 100.00 N/R (4) 7,723,300
665   Colorado Health Facilities Authority, Colorado, Revenue Bonds, Frasier Meadows Project, Refunding & Improvement Series 2017A, 5.250%, 5/15/47   5/27 at 100.00 N/R 776,640
7

NAD Nuveen Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Colorado (continued)        
$3,030   Colorado Health Facilities Authority, Colorado, Revenue Bonds, Parkview Medical Center, Series 2020A, 4.000%, 9/01/45   9/30 at 100.00 Baa1 $3,477,258
5,000   Colorado Health Facilities Authority, Colorado, Revenue Bonds, Sanford Health, Series 2019A, 5.000%, 11/01/44   11/29 at 100.00 A+ 6,297,900
3,300   Colorado Health Facilities Authority, Colorado, Revenue Bonds, SCL Health System, Refunding Series 2019A, 4.000%, 1/01/38   1/30 at 100.00 AA- 3,991,383
2,620   Colorado Health Facilities Authority, Colorado, Revenue Bonds, SCL Health System, Refunding Series 2019B, 4.000%, 1/01/40   1/30 at 100.00 AA- 3,153,642
1,100   Colorado High Performance Transportation Enterprise, C-470 Express Lanes Revenue Bonds, Senior Lien Series 2017, 5.000%, 12/31/56   12/24 at 100.00 BBB 1,240,437
    Colorado Mesa University, Colorado, Enterprise Revenue Bonds, Series 2012B:        
750   4.250%, 5/15/37 (Pre-refunded 5/15/21)   5/21 at 100.00 N/R (4) 758,685
1,250   4.250%, 5/15/37   5/21 at 100.00 Aa2 1,262,362
7,000   Colorado Springs, Colorado, Utilities System Revenue Bonds, Variable Rate Demand Subordinate Lien Improvement Series 2006B, 0.050%, 11/01/36 (Mandatory Put 2/05/21)   3/21 at 100.00 Aa2 7,000,000
    Colorado State Board of Governors, Colorado State University Auxiliary Enterprise System Revenue Bonds, Refunding Series 2017C:        
1,115   5.000%, 3/01/43 (Pre-refunded 3/01/28)   3/28 at 100.00 N/R (4) 1,458,197
1,660   5.000%, 3/01/43   3/28 at 100.00 AA 2,044,821
2,360   Colorado State Board of Governors, Colorado State University Auxiliary Enterprise System Revenue Bonds, Refunding Series 2017E, 4.000%, 3/01/43   3/28 at 100.00 AA 2,713,434
3,555   Colorado State, Certificates of Participation, Rural Series 2020A, 4.000%, 12/15/38   12/30 at 100.00 AA- 4,375,956
3,000   Commerce City, Colorado, Sales and Use Tax Revenue Bonds, Series 2014, 5.000%, 8/01/44  –  AGM Insured   8/24 at 100.00 A1 3,401,700
7,250   Commerce City, Colorado, Sales and Use Tax Revenue Bonds, Series 2016, 5.000%, 8/01/46   8/26 at 100.00 A1 8,692,750
2,000   Denver City and County, Colorado, Airport System Revenue Bonds, Series 2012B, 5.000%, 11/15/32 (Pre-refunded 11/15/22)   11/22 at 100.00 A+ (4) 2,172,960
1,100   Denver City and County, Colorado, Airport System Revenue Bonds, Subordinate Lien Series 2013A, 5.250%, 11/15/43 (AMT)   11/23 at 100.00 A 1,215,423
4,515   Denver City and County, Colorado, Airport System Revenue Bonds, Subordinate Lien Series 2013B, 5.000%, 11/15/43   11/23 at 100.00 A 4,990,700
    Denver City and County, Colorado, Airport System Revenue Bonds, Subordinate Lien Series 2018A:        
20,460   5.000%, 12/01/43 (AMT)   12/28 at 100.00 A 24,962,428
30,435   5.000%, 12/01/48 (AMT)   12/28 at 100.00 A 36,861,655
1,820   Denver City and County, Colorado, Dedicated Tax Revenue Bonds, Refunding & Improvement Series 2016A, 4.000%, 8/01/46   8/26 at 100.00 AA- 2,045,443
2,005   Denver City and County, Colorado, Special Facilities Airport Revenue Bonds, United Airlines, Inc Project, Refunding Series 2017, 5.000%, 10/01/32 (AMT)   10/23 at 100.00 B 2,130,092
8

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Colorado (continued)        
    Denver Convention Center Hotel Authority, Colorado, Revenue Bonds, Convention Center Hotel, Refunding Senior Lien Series 2016:        
$2,955   5.000%, 12/01/28   12/26 at 100.00 BBB- $3,521,710
2,000   5.000%, 12/01/29   12/26 at 100.00 BBB- 2,370,040
2,400   5.000%, 12/01/36   12/26 at 100.00 BBB- 2,784,120
1,605   5.000%, 12/01/40   12/26 at 100.00 BBB- 1,846,970
    E-470 Public Highway Authority, Colorado, Senior Revenue Bonds, Capital Appreciation Series 2010A:        
385   0.000%, 9/01/35   No Opt. Call A 289,539
150   0.000%, 9/01/37   No Opt. Call A 106,260
75   0.000%, 9/01/38   No Opt. Call A 51,531
20   0.000%, 9/01/39   No Opt. Call A 13,328
110   0.000%, 9/01/41   No Opt. Call A 68,683
    E-470 Public Highway Authority, Colorado, Senior Revenue Bonds, Series 1997B:        
1,520   0.000%, 9/01/23  –  NPFG Insured   No Opt. Call A 1,501,258
18,380   0.000%, 9/01/25  –  NPFG Insured   No Opt. Call A 17,767,211
    E-470 Public Highway Authority, Colorado, Senior Revenue Bonds, Series 2000B:        
1,045   0.000%, 9/01/29  –  NPFG Insured   No Opt. Call A 930,311
2,175   0.000%, 9/01/30  –  NPFG Insured   No Opt. Call A 1,886,443
25,050   0.000%, 9/01/31  –  NPFG Insured   No Opt. Call A 21,198,061
23,305   0.000%, 9/01/32  –  NPFG Insured   No Opt. Call A 19,189,570
100   0.000%, 9/01/33  –  NPFG Insured   No Opt. Call A 80,054
12,500   E-470 Public Highway Authority, Colorado, Senior Revenue Bonds, Series 2006A, 0.000%, 9/01/38  –  NPFG Insured   9/26 at 54.77 A 6,308,000
    E-470 Public Highway Authority, Colorado, Toll Revenue Bonds, Series 2004A:        
385   0.000%, 9/01/28  –  NPFG Insured   No Opt. Call A 351,832
60,000   0.000%, 3/01/36  –  NPFG Insured   No Opt. Call A 44,733,600
340   Eagle County Air Terminal Corporation, Colorado, Airport Terminal Project Revenue Bonds, Refunding Series 2011A, 5.500%, 5/01/22 (AMT)   5/21 at 100.00 Baa2 340,184
1,250   Eagle River Water and Sanitation District, Eagle County, Colorado, Enterprise Wastewater Revenue Bonds, Improvement Series 2020A, 4.000%, 12/01/45  –  AGM Insured   12/29 at 100.00 AA 1,491,300
4,000   Ebert Metropolitan District, Denver Colorado, Limited Tax General Obligation Bonds, Refunding Series 2018A-1, 5.000%, 12/01/43  –  BAM Insured   12/28 at 100.00 A1 5,012,160
2,450   Firestone, Colorado, Water Enterprise Revenue Bones, Series 2020, 4.000%, 12/01/49  –  BAM Insured   12/30 at 100.00 AA 2,937,599
520   Flying Horse Metropolitan District 2, El Paso County, Colorado, General Obligation Limited Tax Bonds, Refunding & Improvement Series 2020A, 4.000%, 12/01/44  –  AGM Insured   12/30 at 100.00 A2 625,482
1,860   Metropolitan State University of Denver, Colorado, Institutional Enterprise Revenue Bonds, Aerospace and Engineering Sciences Building Project, Series 2016, 4.000%, 12/01/40   12/25 at 100.00 Aa2 2,076,988
9

NAD Nuveen Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Colorado (continued)        
    Park 70 Metropolitan District, Aurora, Colorado, General Obligation Bonds, Limited Tax Refunding & Improvement Series 2016:        
$1,565   5.000%, 12/01/36   12/26 at 100.00 Baa3 $1,803,396
2,100   5.000%, 12/01/46   12/26 at 100.00 Baa3 2,386,755
6,705   Park Creek Metropolitan District, Colorado, Senior Limited Property Tax Supported Revenue Bonds, Refunding Series 2015A, 5.000%, 12/01/45   12/25 at 100.00 A 7,690,166
2,395   Park Creek Metropolitan District, Colorado, Senior Limited Property Tax Supported Revenue Bonds, Series 2019A, 4.000%, 12/01/36  –  AGM Insured   12/29 at 100.00 A 2,932,510
700   Public Authority for Colorado Energy, Natural Gas Purchase Revenue Bonds, Colorado Springs Utilities, Series 2008, 6.500%, 11/15/38   No Opt. Call A- 1,121,141
1,500   Sierra Ridge Metropolitan District 2, Douglas County, Colorado, General Obligation Bonds, Limited Tax Series 2016A, 5.500%, 12/01/46   12/21 at 103.00 N/R 1,563,735
750   Thompson Crossing Metropolitan District 2, Johnstown, Larimer County, Colorado, General Obligation Bonds, Limited Tax Convertible to Unlimited Tax, Series 2016B, 5.000%, 12/01/36  –  AGM Insured   12/26 at 100.00 AA 910,823
    Traditions Metropolitan District 2, Colorado, Limited Tax General Obligation Bonds, Refunding Series 2016:        
1,050   5.000%, 12/01/32  –  BAM Insured   12/26 at 100.00 A3 1,278,448
1,000   4.125%, 12/01/37  –  BAM Insured   12/26 at 100.00 A3 1,149,680
2,000   Upper Eagle Regional Water Authority, Eagle County, Colorado, Water Revenue Bonds, Refunding & Improvement Series 2020, 4.000%, 12/01/50  –  AGM Insured   12/30 at 100.00 AA 2,394,300
2,000   Vista Ridge Metropolitan District, In the Town of Erie, Weld County, Colorado, General Obligation Refunding Bonds, Series 2016A, 4.000%, 12/01/36  –  BAM Insured   12/26 at 100.00 A2 2,283,960
365,385   Total Colorado       371,397,166
    Connecticut – 1.4% (0.9% of Total Investments)        
850   Connecticut Health and Educational Facilities Authority, Revenue Bonds, McLean Affiliates, Series 2020A, 5.000%, 1/01/45, 144A   1/26 at 102.00 BB+ 923,432
3,430   Connecticut Health and Educational Facilities Authority, Revenue Bonds, Sacred Heart University, Series 2012H, 5.000%, 7/01/24 (Pre-refunded 7/01/22)  –  AGM Insured   7/22 at 100.00 A2 (4) 3,667,390
    Connecticut Municipal Electric Energy Cooperative, Power Supply System Revenue Bonds, Tender Option Bond Trust 2016-XG0059:        
1,295   17.272%, 1/01/32, 144A (IF) (5)   1/23 at 100.00 Aa3 1,727,180
190   17.112%, 1/01/38, 144A (IF) (5)   1/23 at 100.00 Aa3 247,562
    Connecticut State, Special Tax Obligation Bonds, Transportation Infrastructure Purposes Series 2018A:        
14,775   5.000%, 1/01/34   1/28 at 100.00 A+ 18,507,756
6,410   5.000%, 1/01/37   1/28 at 100.00 A+ 7,970,835
6,000   5.000%, 1/01/38   1/28 at 100.00 A+ 7,444,440
3,565   Hartford County Metropolitan District, Connecticut, Clean Water Project Revenue Bonds, Series 2013A, 4.000%, 4/01/39 (Pre-refunded 4/01/22)   4/22 at 100.00 AA- (4) 3,726,673
5,077   Mashantucket Western Pequot Tribe, Connecticut, Special Revenue Bonds, Subordinate Series 2013A, 6.050%, 7/01/31 (cash 4.000%, PIK 2.050%) (6)   No Opt. Call N/R 329,982
10

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Connecticut (continued)        
$4,000   University of Connecticut, General Obligation Bonds, Series 2020A, 5.000%, 2/15/39   2/30 at 100.00 A $5,189,760
45,592   Total Connecticut       49,735,010
    Delaware – 0.3% (0.2% of Total Investments)        
800   Delaware Health Facilities Authroity, Revenue Bonds, Beebe Medical Center Project, Series 2018, 5.000%, 6/01/48   12/28 at 100.00 BBB 957,992
7,255   Delaware Transportation Authority, Revenue Bonds, US 301 Project, Series 2015, 5.000%, 6/01/55   6/25 at 100.00 AA- 8,357,107
8,055   Total Delaware       9,315,099
    District of Columbia – 0.8% (0.6% of Total Investments)        
730   District of Columbia Housing Finance Agency, GNMA Collateralized Single Family Mortgage Revenue Bonds, Series 1988E-4, 6.375%, 6/01/26 (AMT)   3/21 at 100.00 AA+ 733,029
2,800   District of Columbia Tobacco Settlement Corporation, Tobacco Settlement Asset-Backed Bonds, Series 2001, 6.500%, 5/15/33   No Opt. Call Baa1 3,128,272
21,000   District of Columbia Tobacco Settlement Corporation, Tobacco Settlement Asset-Backed Bonds, Series 2006A, 0.000%, 6/15/46   3/21 at 21.09 N/R 4,416,720
15,000   District of Columbia Water and Sewer Authority, Public Utility Revenue Bonds, Series 1998, 5.500%, 10/01/23  –  AGM Insured (UB)   No Opt. Call Aa1 16,369,200
4,500   Metropolitan Washington DC Airports Authority, Airport System Revenue Bonds, Refunding Series 2013A, 5.000%, 10/01/30 (AMT)   10/23 at 100.00 A+ 4,970,295
44,030   Total District of Columbia       29,617,516
    Florida – 9.3% (6.1% of Total Investments)        
1,480   Atlantic Beach, Florida, Healthcare Facilities Revenue Refunding Bonds, Fleet Landing Project, Series 2013A, 5.000%, 11/15/37   11/23 at 100.00 BBB 1,580,581
    Bay County, Florida, Educational Facilities Revenue Refunding Bonds, Bay Haven Charter Academy, Inc Project, Series 2013A:        
450   5.000%, 9/01/45   9/23 at 100.00 BBB 477,747
2,260   5.000%, 9/01/48   9/23 at 100.00 BBB 2,398,515
7,500   Broward County, Florida, Airport System Revenue Bonds, Series 2015A, 5.000%, 10/01/45 (AMT)   10/25 at 100.00 A 8,621,700
4,315   Cape Coral, Florida, Water and Sewer Revenue Bonds, Refunding Series 2011, 5.000%, 10/01/41 (Pre-refunded 10/01/21)  –  AGM Insured   10/21 at 100.00 A1 (4) 4,454,979
100   Florida Development Finance Corporation, Educational Facilities Revenue Bonds, Renaissance Charter School, Inc Projects, Series 2012A, 6.125%, 6/15/43, 144A   6/22 at 100.00 N/R 103,692
175   Florida Development Finance Corporation, Educational Facilities Revenue Bonds, Renaissance Charter School, Inc Projects, Series 2020C, 5.000%, 9/15/40, 144A   9/27 at 100.00 N/R 193,102
14,000   Florida Development Finance Corporation, Florida, Surface Transportation Facility Revenue Bonds, Brightline Passenger Rail Project, Green Series 2019B, 7.375%, 1/01/49 (AMT), 144A   1/24 at 107.00 N/R 13,672,260
    Florida Development Finance Corporation, Florida, Surface Transportation Facility Revenue Bonds, Virgin Trains USA Passenger Rail Project , Series 2019A:        
12,000   6.375%, 1/01/49 (AMT) (Mandatory Put 1/01/26), 144A   3/21 at 104.00 N/R 11,725,680
15,985   6.500%, 1/01/49 (AMT) (Mandatory Put 1/01/29), 144A   3/21 at 104.00 N/R 15,476,197
11

NAD Nuveen Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Florida (continued)        
$4,165   Florida Higher Educational Facilities Financing Authority, Revenue Bonds, Nova Southeastern University Project, Refunding Series 2012A, 5.000%, 4/01/32 (Pre-refunded 4/01/22)   4/22 at 100.00 Baa1 (4) $4,399,823
1,150   Florida Higher Educational Facilities Financing Authority, Revenue Bonds, Nova Southeastern University, Refunding Series 2011, 6.375%, 4/01/31 (Pre-refunded 4/01/21)   4/21 at 100.00 Baa1 (4) 1,161,822
2,000   Florida Ports Financing Commission, Revenue Bonds, State Transportation Trust Fund-Intermodal Program, Refunding Series 2011B, 5.375%, 10/01/29 (AMT)   10/21 at 100.00 Aa3 2,065,480
    Greater Orlando Aviation Authority, Florida, Orlando Airport Facilities Revenue Bonds, Priority Subordinated Series 2017:        
31,985   5.000%, 10/01/47 (AMT)   10/27 at 100.00 A 38,567,833
9,065   5.000%, 10/01/52 (AMT)   10/27 at 100.00 A 10,902,566
3,890   Greater Orlando Aviation Authority, Florida, Orlando Airport Facilities Revenue Bonds, Series 2016A, 5.000%, 10/01/40 (AMT)   10/26 at 100.00 A+ 4,630,812
6,020   Hillsborough County Aviation Authority, Florida, Revenue Bonds, Tampa International Airport, Senior Lien Series 2015A, 5.000%, 10/01/44 (AMT)   10/24 at 100.00 A 6,813,617
5,000   Hillsborough County Aviation Authority, Florida, Revenue Bonds, Tampa International Airport, Series 2018E, 5.000%, 10/01/48 (AMT)   10/28 at 100.00 A+ 6,052,000
2,290   Hillsborough County Aviation Authority, Florida, Revenue Bonds, Tampa International Airport, Subordinate Lien Series 2015B, 5.000%, 10/01/40   10/24 at 100.00 A 2,624,661
10,305   Hillsborough County Aviation Authority, Florida, Tampa International Airport Customer Facility Charge Revenue Bonds, Series 2015A, 5.000%, 10/01/44   10/24 at 100.00 BBB+ 11,762,848
10,200   Hillsborough County Industrial Development Authority, Florida, Hospital Revenue Bonds, Florida Health Sciences Center Inc D/B/A Tampa General Hospital, Series 2020A, 4.000%, 8/01/50   2/31 at 100.00 Baa1 11,754,378
5,000   Hillsborough County Port District, Florida, Revenue Bonds, Tampa Port Authority Project, Series 2018B, 5.000%, 6/01/46 (AMT)   6/28 at 100.00 A 5,820,700
5,075   Lakeland, Florida, Hospital System Revenue Bonds, Lakeland Regional Health, Series 2015, 5.000%, 11/15/35   11/24 at 100.00 A2 5,798,137
9,820   Miami Beach Redevelopment Agency, Florida, Tax Increment Revenue Bonds, City Center/Historic Convention Village, Series 2015A, 5.000%, 2/01/44  –  AGM Insured   2/24 at 100.00 A1 11,023,245
2,000   Miami Health Facilities Authority, Florida, Health Facilities Revenue Bonds, Miami Jewish Health System Inc Project, Series 2017, 5.125%, 7/01/46   7/27 at 100.00 BB+ 1,684,000
2,930   Miami-Dade County Educational Facilities Authority, Florida, Revenue Bonds, University of Miami, Series 2012A, 5.000%, 4/01/42   4/23 at 100.00 A- 3,132,053
8,070   Miami-Dade County Educational Facilities Authority, Florida, Revenue Bonds, University of Miami, Series 2015A, 5.000%, 4/01/45   4/25 at 100.00 A- 9,074,957
12,545   Miami-Dade County Educational Facilities Authority, Florida, Revenue Bonds, University of Miami, Series 2018A, 5.000%, 4/01/53   4/28 at 100.00 A- 14,891,040
1,500   Miami-Dade County Health Facility Authority, Florida, Hospital Revenue Bonds, Nicklaus Children's Hospital, Refunding Series 2017, 5.000%, 8/01/42   8/27 at 100.00 A 1,790,985
1,000   Miami-Dade County, Florida, Aviation Revenue Bonds, Miami International Airport, Refunding Series 2012A, 5.000%, 10/01/29 (Pre-refunded 10/01/22) (AMT)   10/22 at 100.00 A- (4) 1,077,420
1,000   Miami-Dade County, Florida, Aviation Revenue Bonds, Miami International Airport, Refunding Series 2014B, 5.000%, 10/01/37   10/24 at 100.00 A- 1,144,190
12

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Florida (continued)        
$5,000   Miami-Dade County, Florida, Aviation Revenue Bonds, Refunding Series 2014A, 5.000%, 10/01/35 (AMT)   10/24 at 100.00 A- $5,697,700
6,025   Miami-Dade County, Florida, Aviation Revenue Bonds, Refunding Series 2015A, 5.000%, 10/01/38 (AMT)   10/25 at 100.00 A- 7,011,473
2,865   Miami-Dade County, Florida, Special Obligation Bonds, Refunding Subordinate Series 2012B, 5.000%, 10/01/37 (Pre-refunded 10/01/22)   10/22 at 100.00 A2 (4) 3,098,326
3,000   Miami-Dade County, Florida, Transit System Sales Surtax Revenue Bonds, Refunding Series 2012, 5.000%, 7/01/42 (Pre-refunded 7/01/22)   7/22 at 100.00 A1 (4) 3,207,630
12,370   Miami-Dade County, Florida, Water and Sewer System Revenue Bonds, Series 2013A, 5.000%, 10/01/42 (Pre-refunded 10/01/22)   10/22 at 100.00 A+ (4) 13,377,413
6,035   Miami-Dade County, Florida, Water and Sewer System Revenue Bonds, Series 2019B, 4.000%, 10/01/49   10/29 at 100.00 A+ 7,164,450
2,360   Osceola County, Florida, Transportation Revenue Bonds, Osceola Parkway, Refunding & Improvement Series 2019A-1, 5.000%, 10/01/44   10/29 at 100.00 BBB- 2,899,425
2,000   Palm Beach County Health Facilities Authority, Florida, Retirement Communities Revenue Bonds, ACTS Retirement - Life Communities, Inc Obligated Group, Series 2016, 5.000%, 11/15/32   11/26 at 100.00 A- 2,384,080
115   Palm Beach County Health Facilities Authority, Florida, Revenue Bonds, Sinai Residences of Boca Raton Project, Series 2014A, 7.250%, 6/01/34   6/22 at 102.00 N/R 124,947
4,635   Port Saint Lucie, Florida, Public Service Tax Revenue Bonds, Recovery Zone Facility Bond Series 2014B, 5.000%, 9/01/43   9/24 at 100.00 AA- 5,359,821
10,095   Putnam County Development Authority, Florida, Pollution Control Revenue Bonds, Seminole Electric Cooperatice, Inc Project, Refunding Series 2018B, 5.000%, 3/15/42   5/28 at 100.00 A- 12,283,394
    South Miami Health Facilities Authority, Florida, Hospital Revenue Bonds, Baptist Health Systems of South Florida Obligated Group, Series 2017:        
5,770   5.000%, 8/15/42   8/27 at 100.00 A1 7,058,152
6,040   5.000%, 8/15/47   8/27 at 100.00 A1 7,331,775
705   Southeast Overtown/Park West Community Redevelopement Agency, Florida, Tax Increment Revenue Bonds, Series 2014A-1, 5.000%, 3/01/30, 144A   3/24 at 100.00 BBB+ 784,171
1,500   Sumter County Industrial Development Authority, Florida, Hospital Revenue Bonds, Central Florida Health Alliance Projects, Series 2014A, 5.250%, 7/01/44   1/24 at 100.00 A- 1,643,655
700   Tampa, Florida, Cigarette Tax Allocation Bonds, H Lee Moffitt Cancer Center Project, Refunding & Capital Improvement Series 2012A, 5.000%, 9/01/29   9/22 at 100.00 A+ 746,200
2,405   Tampa, Florida, Health System Revenue Bonds, Baycare Health System, Series 2016A, 4.000%, 11/15/46   5/26 at 100.00 Aa2 2,677,078
    Tampa, Florida, Revenue Bonds, H Lee Moffitt Cancer Center and Research Institute, Series 2020B:        
1,000   5.000%, 7/01/40   7/30 at 100.00 A- 1,273,710
1,845   4.000%, 7/01/45   7/30 at 100.00 A- 2,147,746
14,610   Tampa-Hillsborough County Expressway Authority, Florida, Revenue Bonds, Refunding Series 2012B, 5.000%, 7/01/42 (Pre-refunded 7/01/22)   7/22 at 100.00 A2 (4) 15,610,347
85   Tolomato Community Development District, Florida, Special Assessment Bonds, Convertible, Capital Appreciation, Series 2012A-4, 0.000%, 5/01/40 (7)   5/22 at 100.00 N/R 72,157
120   Tolomato Community Development District, Florida, Special Assessment Bonds, Hope Note, Series 2007-3, 6.650%, 5/01/40 (6)   3/21 at 100.00 N/R 1
13

NAD Nuveen Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Florida (continued)        
$290   Tolomato Community Development District, Florida, Special Assessment Bonds, Refunding Series 2015-1, 0.000%, 5/01/40 (7)   3/21 at 100.00 N/R $271,965
180   Tolomato Community Development District, Florida, Special Assessment Bonds, Refunding Series 2015-2, 0.000%, 5/01/40 (7)   3/21 at 100.00 N/R 131,818
195   Tolomato Community Development District, Florida, Special Assessment Bonds, Refunding Series 2015-3, 6.610%, 5/01/40 (6)   3/21 at 100.00 N/R 2
750   Volusia County Educational Facilities Authority, Florida, Revenue Bonds, Embry-Riddle Aeronautical University, Series 2020A, 4.000%, 10/15/38   10/29 at 100.00 A3 871,155
6,510   Volusia County Educational Facilities Authority, Florida, Revenue Bonds, Stetson University Inc Project, Series 2015, 5.000%, 6/01/45   6/25 at 100.00 A- 7,316,068
290,480   Total Florida       325,421,679
    Georgia – 1.7% (1.2% of Total Investments)        
1,820   Atlanta Development Authority, Georgia, Revenue Bonds, New Downtown Atlanta Stadium Project, Senior Lien Series 2015A-1, 5.250%, 7/01/40   7/25 at 100.00 A+ 2,070,104
5,000   Atlanta, Georgia, Water and Wastewater Revenue Bonds, Refunding Series 2015, 5.000%, 11/01/32   5/25 at 100.00 AA- 5,935,650
1,280   Dalton Development Authority, Georgia, Revenue Certificates, Hamilton Health Care System Inc, Series 1996, 5.500%, 8/15/26  –  NPFG Insured   No Opt. Call Baa2 1,453,120
    Fulton County Development Authority, Georgia, Hospital Revenue Bonds, Wellstar Health System, Inc Project, Series 2017A:        
2,000   5.000%, 4/01/47   4/27 at 100.00 A 2,390,540
4,500   4.000%, 4/01/50   4/30 at 100.00 A 5,233,770
3,180   Georgia Municipal Electric Authority, Plant Vogtle Units 3 & 4 Project M Bonds, Series 2019A, 5.000%, 1/01/63   7/28 at 100.00 BBB+ 3,845,097
    Main Street Natural Gas Inc, Georgia, Gas Supply Revenue Bonds, Series 2019A:        
1,460   5.000%, 5/15/43   5/29 at 100.00 A3 1,786,806
5,000   5.000%, 5/15/49   No Opt. Call A3 7,776,650
3,265   Metropolitan Atlanta Rapid Transit Authority, Georgia, Sales Tax Revenue Bonds, Third Indenture, Series 2015B, 5.000%, 7/01/41   7/26 at 100.00 AA- 3,964,298
10,260   Municipal Electric Authority of Georgia, Plant Vogtle Units 3 & 4 Project J Bonds, Series 2015A, 5.000%, 7/01/60   7/25 at 100.00 Baa1 11,691,167
5,000   Private Colleges and Universities Authority, Georgia, Revenue Bonds, Emory University, Refunding Series 2016A, 5.000%, 10/01/46   10/26 at 100.00 AA 6,031,950
1,220   Private Colleges and Universities Authority, Georgia, Revenue Bonds, Mercer University, Series 2012A, 5.250%, 10/01/27   10/21 at 100.00 Baa1 1,251,513
5,370   Rockdale County Development Authority, Georgia, Revenue Bonds, Piedmont Healthcare, Inc Project, Series 2019A, 4.000%, 7/01/44   7/29 at 100.00 A1 6,298,741
1,425   Valdosta and Lowndes County Hospital Authority, Georgia, Revenue Certificates, South Georgia Medical Center Project, Series 2011B, 5.000%, 10/01/41 (Pre-refunded 10/01/21)   10/21 at 100.00 AA- (4) 1,471,712
50,780   Total Georgia       61,201,118
    Guam – 0.1% (0.0% of Total Investments)        
765   Government of Guam, Business Privilege Tax Bonds, Series 2011A, 5.000%, 1/01/31   1/22 at 100.00 BB 787,208
14

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Guam (continued)        
$1,220   Guam Government Waterworks Authority, Water and Wastewater System Revenue Bonds, Series 2013, 5.500%, 7/01/43 (Pre-refunded 7/01/23)   7/23 at 100.00 Baa2 (4) $1,374,672
1,985   Total Guam       2,161,880
    Hawaii – 1.5% (1.0% of Total Investments)        
13,000   Hawaii Department of Budget and Finance, Special Purpose Revenue Bonds, Hawaii Pacific Health Obligated Group, Series 2013A, 5.500%, 7/01/43   7/23 at 100.00 A1 14,243,580
6,000   Hawaii Department of Budget and Finance, Special Purpose Revenue Bonds, Hawaiian Electric Company, Inc and Subsidiary Projects, Refunding Series 2017B, 4.000%, 3/01/37 (AMT)   3/27 at 100.00 Baa2 6,723,180
11,205   Hawaii State, Airport System Revenue Bonds, Series 2015A, 5.000%, 7/01/45 (AMT)   7/25 at 100.00 A+ 12,818,632
10,000   Hawaii State, Airport System Revenue Bonds, Series 2018A, 5.000%, 7/01/43 (AMT)   7/28 at 100.00 A+ 12,217,400
5,000   Hawaii State, General Obligation Bonds, Series 2017FK, 4.000%, 5/01/35   5/27 at 100.00 Aa2 5,830,650
45,205   Total Hawaii       51,833,442
    Idaho – 0.7% (0.4% of Total Investments)        
5,000   Idaho Health Facilities Authority, Hospital Revenue Bonds, CHE Trinity Helath Group, Series 2017A, 5.000%, 12/01/47   12/27 at 100.00 AA- 6,114,200
11,205   Idaho Health Facilities Authority, Hospital Revenue Bonds, CHE Trinity Helath Group, Series 2017ID, 5.000%, 12/01/46   6/27 at 100.00 AA- 13,564,549
1,700   Idaho Health Facilities Authority, Revenue Bonds, Madison Memorial Hospital Project, Refunding Series 2016, 5.000%, 9/01/29   9/26 at 100.00 BB+ 1,978,800
    Idaho Water Resource Board, Water Resource Loan Program Revenue, Ground Water Rights Mitigation Series 2012A:        
1,155   4.750%, 9/01/26   9/22 at 100.00 A3 1,229,463
310   5.000%, 9/01/32   9/22 at 100.00 A3 331,473
19,370   Total Idaho       23,218,485
    Illinois – 16.3% (10.7% of Total Investments)        
    Bensenville, Illinois, General Obligation Bonds, Series 2011A:        
1,055   5.000%, 12/15/30  –  AGM Insured (ETM)   12/21 at 100.00 AA (4) 1,100,006
1,945   5.000%, 12/15/30 (Pre-refunded 12/15/21)  –  AGM Insured   12/21 at 100.00 AA (4) 2,026,223
6,000   Chicago Board of Education, Illinois, Dedicated Capital Improvement Tax Revenue Bonds, Series 2016, 6.000%, 4/01/46   4/27 at 100.00 A- 7,346,100
1,470   Chicago Board of Education, Illinois, General Obligation Bonds, Dedicated Revenues Series 2011A, 5.000%, 12/01/41   12/21 at 100.00 B1 1,509,146
9,250   Chicago Board of Education, Illinois, General Obligation Bonds, Dedicated Revenues, Series 2016A, 7.000%, 12/01/44   12/25 at 100.00 BB- 11,333,192
2,400   Chicago Board of Education, Illinois, General Obligation Bonds, Dedicated Revenues, Series 2016B, 6.500%, 12/01/46   12/26 at 100.00 BB- 2,954,352
11,295   Chicago Board of Education, Illinois, General Obligation Bonds, Dedicated Revenues, Series 2017A, 7.000%, 12/01/46, 144A   12/27 at 100.00 BB- 14,715,578
15

NAD Nuveen Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Illinois (continued)        
    Chicago Board of Education, Illinois, Unlimited Tax General Obligation Bonds, Dedicated Tax Revenues, Series 1998B-1:        
$10,130   0.000%, 12/01/24  –  FGIC Insured   No Opt. Call BB- $9,702,514
7,140   0.000%, 12/01/25  –  FGIC Insured   No Opt. Call BB- 6,726,380
4,325   0.000%, 12/01/29  –  FGIC Insured   No Opt. Call BB- 3,651,078
4,235   0.000%, 12/01/31  –  FGIC Insured   No Opt. Call BB- 3,355,645
    Chicago Board of Education, Illinois, Unlimited Tax General Obligation Bonds, Dedicated Tax Revenues, Series 1999A:        
15,000   0.000%, 12/01/21  –  FGIC Insured   No Opt. Call BB- 14,898,450
10,000   0.000%, 12/01/23  –  FGIC Insured   No Opt. Call BB- 9,716,900
8,845   5.500%, 12/01/26  –  NPFG Insured   No Opt. Call BB- 10,078,347
7,900   Chicago Transit Authority, Illinois, Sales Tax Receipts Revenue Bonds, Series 2011, 5.250%, 12/01/40 (Pre-refunded 12/01/21)   12/21 at 100.00 A3 (4) 8,238,357
    Chicago, Illinois, FHA/GNMA Multifamily Housing Revenue Bonds, Archer Court Apartments, Series 1999A:        
1,080   5.600%, 12/20/29 (AMT)   3/21 at 100.00 A+ 1,083,391
1,925   5.650%, 12/20/40 (AMT)   3/21 at 100.00 A+ 1,930,217
    Chicago, Illinois, General Airport Revenue Bonds, O'Hare International Airport, Refunding Senior Lien Series 2018A:        
5,450   5.000%, 1/01/48 (AMT)   1/29 at 100.00 A 6,605,781
10,285   5.000%, 1/01/53 (AMT)   1/29 at 100.00 A 12,403,607
2,245   Chicago, Illinois, General Airport Revenue Bonds, O'Hare International Airport, Senior Lien Series 2015C, 5.000%, 1/01/46 (AMT)   1/25 at 100.00 A 2,545,179
    Chicago, Illinois, General Airport Revenue Bonds, O'Hare International Airport, Senior Lien Series 2017D:        
11,250   5.000%, 1/01/42 (AMT)   1/27 at 100.00 A 13,339,012
3,000   5.000%, 1/01/47 (AMT)   1/27 at 100.00 A 3,528,540
    Chicago, Illinois, General Obligation Bonds, City Colleges, Series 1999:        
4,115   0.000%, 1/01/33  –  FGIC Insured   No Opt. Call BBB- 3,003,662
29,600   0.000%, 1/01/38  –  FGIC Insured   No Opt. Call BBB- 17,881,360
11,675   Chicago, Illinois, General Obligation Bonds, Project & Refunding Series 2017A, 6.000%, 1/01/38   1/27 at 100.00 BBB- 14,223,652
    Chicago, Illinois, General Obligation Bonds, Series 2019A:        
4,000   5.000%, 1/01/40   1/29 at 100.00 BBB- 4,741,520
7,445   5.500%, 1/01/49   1/29 at 100.00 BBB- 8,997,953
15,570   Chicago, Illinois, General Obligation Refunding Bonds, Emergency Telephone System, Series 1999, 5.500%, 1/01/23  –  FGIC Insured   No Opt. Call BBB- 16,581,427
6,280   Chicago, Illinois, Sales Tax Revenue Bonds, Series 2011A, 5.000%, 1/01/41 (Pre-refunded 1/01/22)   1/22 at 100.00 N/R (4) 6,561,595
6,375   Chicago, Illinois, Wastewater Transmission Revenue Bonds, Second Lien Series 2001A, 5.500%, 1/01/30  –  NPFG Insured   No Opt. Call Baa2 8,027,719
1,500   Chicago, Illinois, Water Revenue Bonds, Senior Lien Series 2001, 5.750%, 11/01/30  –  AMBAC Insured   No Opt. Call Baa2 1,872,570
16

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Illinois (continued)        
$4,500   Cook County Community College District 508, Illinois, General Obligation Bonds, Chicago City Colleges, Series 2017, 5.000%, 12/01/47   12/27 at 100.00 A+ $5,282,775
3,000   Cook County, Illinois, General Obligation Bonds, Refunding Series 2016A, 5.000%, 11/15/31   11/26 at 100.00 A2 3,635,760
    Cook County, Illinois, General Obligation Bonds, Refunding Series 2018:        
500   5.000%, 11/15/34   11/26 at 100.00 A2 631,420
4,550   5.000%, 11/15/35   11/26 at 100.00 A2 5,745,922
    Illinois Educational Facilities Authority, Revenue Bonds, Field Museum of Natural History, Series 2002RMKT:        
5,000   4.450%, 11/01/36   11/25 at 102.00 A2 5,868,200
815   4.500%, 11/01/36   11/24 at 100.00 A 920,689
2,785   5.500%, 11/01/36   11/23 at 100.00 A 3,152,564
410   Illinois Finance Authority, Charter School Revenue Bonds, Intrinsic Charter Schools Belmont School Project, Series 2015A, 6.000%, 12/01/45, 144A   12/25 at 100.00 N/R 454,592
    Illinois Finance Authority, Revenue Bonds, Advocate Health Care Network, Refunding Series 2015:        
1,930   5.000%, 5/01/45 (UB) (5)   5/25 at 100.00 N/R 2,308,010
12,025   5.000%, 5/01/45 (UB) (5)   5/25 at 100.00 Aa3 13,581,756
2,000   Illinois Finance Authority, Revenue Bonds, Art Institute of Chicago, Series 2016, 4.000%, 3/01/38   3/26 at 100.00 AA- 2,212,880
2,500   Illinois Finance Authority, Revenue Bonds, Ascension Health/fkaPresence Health Network, Series 2016C, 5.000%, 2/15/33   2/27 at 100.00 Aa2 3,084,625
4,985   Illinois Finance Authority, Revenue Bonds, Centegra Health System, Series 2012, 5.000%, 9/01/32   9/22 at 100.00 AA+ 5,299,703
    Illinois Finance Authority, Revenue Bonds, Centegra Health System, Series 2014A:        
4,750   5.000%, 9/01/39   9/24 at 100.00 AA+ 5,347,502
6,000   5.000%, 9/01/42   9/24 at 100.00 AA+ 6,712,920
10,745   Illinois Finance Authority, Revenue Bonds, OSF Healthcare System, Series 2015A, 5.000%, 11/15/45   11/25 at 100.00 A3 12,287,445
12,125   Illinois Finance Authority, Revenue Bonds, Palos Community Hospital, Series 2010C, 5.125%, 5/15/35   3/21 at 100.00 AA+ 12,160,647
    Illinois Finance Authority, Revenue Bonds, Rehabilitation Institute of Chicago, Series 2013A:        
415   5.500%, 7/01/28   7/23 at 100.00 A- 454,566
390   6.000%, 7/01/43   7/23 at 100.00 A- 429,858
4,250   Illinois Finance Authority, Revenue Bonds, Rush University Medical Center Obligated Group, Series 2015B, 5.000%, 11/15/39   5/25 at 100.00 A+ 4,901,142
    Illinois Finance Authority, Revenue Bonds, Silver Cross Hospital and Medical Centers, Refunding Series 2015C:        
560   5.000%, 8/15/35   8/25 at 100.00 BBB+ 639,766
3,745   5.000%, 8/15/44   8/25 at 100.00 BBB+ 4,201,703
2,500   Illinois Finance Authority, Revenue Bonds, The University of Chicago Medical Center, Series 2011C, 5.500%, 8/15/41 (Pre-refunded 2/15/21) (UB) (5)   2/21 at 100.00 AA- (4) 2,504,775
17

NAD Nuveen Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Illinois (continued)        
$3,000   Illinois Finance Authority, Revenue Bonds, University of Chicago, Refunding Series 2015A, 5.000%, 10/01/46   10/25 at 100.00 AA- $3,465,720
11,140   Illinois Finance Authority, Revenue Bonds, University of Chicago, Series 2012A, 5.000%, 10/01/51   10/21 at 100.00 AA- 11,429,417
2,000   Illinois Health Facilities Authority, Revenue Bonds, Midwest Care Center I Inc, Series 2001, 5.950%, 2/20/36   2/21 at 100.00 Aa3 2,003,800
1,830   Illinois Sports Facility Authority, State Tax Supported Bonds, Refunding Series 2014, 5.250%, 6/15/32  –  AGM Insured   6/24 at 100.00 BB+ 2,055,694
450   Illinois State, General Obligation Bonds, December Series 2017A, 5.000%, 12/01/39   12/27 at 100.00 BBB- 523,242
    Illinois State, General Obligation Bonds, February Series 2014:        
5,705   5.250%, 2/01/33   2/24 at 100.00 BBB- 6,240,985
5,815   5.250%, 2/01/34   2/24 at 100.00 BBB- 6,353,818
2,000   5.000%, 2/01/39   2/24 at 100.00 BBB- 2,156,320
    Illinois State, General Obligation Bonds, January Series 2016:        
3,500   5.000%, 1/01/29   1/26 at 100.00 BBB- 4,048,660
8,250   5.000%, 1/01/32   1/26 at 100.00 BBB- 9,433,710
4,200   Illinois State, General Obligation Bonds, June Series 2016, 5.000%, 6/01/27   6/26 at 100.00 BBB- 4,948,440
1,025   Illinois State, General Obligation Bonds, March Series 2012, 5.000%, 3/01/34   3/22 at 100.00 BBB- 1,058,261
    Illinois State, General Obligation Bonds, May Series 2020:        
1,635   5.500%, 5/01/30   No Opt. Call BBB- 2,123,898
5,305   5.500%, 5/01/39   5/30 at 100.00 BBB- 6,668,173
3,000   5.750%, 5/01/45   5/30 at 100.00 BBB- 3,784,320
1,500   Illinois State, General Obligation Bonds, November Series 2016, 5.000%, 11/01/37   11/26 at 100.00 BBB- 1,718,130
3,510   Illinois State, General Obligation Bonds, October Series 2016, 5.000%, 2/01/27   No Opt. Call BBB- 4,214,422
2,375   Illinois State, General Obligation Bonds, Refunding Series 2012, 5.000%, 8/01/25   8/22 at 100.00 BBB- 2,513,938
    Illinois State, General Obligation Bonds, Series 2013:        
2,500   5.250%, 7/01/31   7/23 at 100.00 BBB- 2,706,800
1,520   5.500%, 7/01/38   7/23 at 100.00 BBB- 1,642,254
2,020   Illinois State, Sales Tax Revenue Bonds, Build Illinois Series 2011, 3.750%, 6/15/25   6/21 at 100.00 BBB 2,039,432
1,395   Illinois Toll Highway Authority, Toll Highway Revenue Bonds, Senior Lien Series 2013A, 5.000%, 1/01/38, 144A   1/23 at 100.00 A1 1,510,883
4,685   Illinois Toll Highway Authority, Toll Highway Revenue Bonds, Senior Lien Series 2015A, 5.000%, 1/01/40   7/25 at 100.00 A1 5,477,421
4,435   Illinois Toll Highway Authority, Toll Highway Revenue Bonds, Senior Lien Series 2015B, 5.000%, 1/01/40   1/26 at 100.00 A1 5,252,725
10,000   Illinois Toll Highway Authority, Toll Highway Revenue Bonds, Senior Lien Series 2020A, 5.000%, 1/01/45   1/31 at 100.00 A1 12,926,300
1,815   Illinois Toll Highway Authority, Toll Highway Revenue Bonds, Tender Option Bond Trust 2015-XF0051, 17.657%, 1/01/38, 144A (IF)   1/23 at 100.00 A1 2,418,742
1,875   Illinois Toll Highway Authority, Toll Highway Revenue Bonds, Tender Option Bond Trust 2015-XF0052, 17.640%, 1/01/38, 144A (IF)   1/23 at 100.00 AA- 2,498,063
2,000   Kane & DeKalb Counties Community Unit School District 301, Illinois, General Obligation Bonds, Series 2006, 0.000%, 12/01/21  –  NPFG Insured   No Opt. Call Aa2 1,990,080
18

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Illinois (continued)        
$2,500   Macon County School District 61 Decatur, Illinois, General Obligation Bonds, Alternate Revenue Source Refunding School Series 2020C, 4.000%, 1/01/40  –  AGM Insured   1/27 at 100.00 A3 $2,821,400
9,000   McHenry County Community Unit School District 200, Woodstock, Illinois, General Obligation Bonds, Series 2006B, 0.000%, 1/15/23  –  FGIC Insured   No Opt. Call Aa2 8,878,590
1,890   Metropolitan Pier and Exposition Authority, Illinois, McCormick Place Expansion Project Bonds, Refunding Series 2015B, 5.000%, 6/15/52   12/25 at 100.00 BB+ 2,111,017
1,000   Metropolitan Pier and Exposition Authority, Illinois, McCormick Place Expansion Project Bonds, Series 2015A, 5.500%, 6/15/53   12/25 at 100.00 BB+ 1,139,270
4,780   Metropolitan Pier and Exposition Authority, Illinois, McCormick Place Expansion Project Bonds, Series 2017A, 5.000%, 6/15/57   12/27 at 100.00 BB+ 5,512,248
    Metropolitan Pier and Exposition Authority, Illinois, Revenue Bonds, McCormick Place Expansion Project, Refunding Series 1996A:        
6,015   0.000%, 12/15/21  –  NPFG Insured   No Opt. Call BB+ 5,967,722
12,250   0.000%, 12/15/22  –  NPFG Insured   No Opt. Call BB+ 12,017,985
23,575   0.000%, 12/15/23  –  NPFG Insured   No Opt. Call BB+ 22,813,292
10,775   0.000%, 12/15/24  –  NPFG Insured   No Opt. Call BB+ 10,255,860
    Metropolitan Pier and Exposition Authority, Illinois, Revenue Bonds, McCormick Place Expansion Project, Series 2002A:        
155   0.000%, 12/15/23 (ETM)   No Opt. Call N/R (4) 153,013
6,610   0.000%, 12/15/23   No Opt. Call BBB 6,396,431
5,000   0.000%, 12/15/34  –  NPFG Insured   No Opt. Call BB+ 3,545,550
1,100   0.000%, 12/15/35  –  NPFG Insured   No Opt. Call BB+ 752,796
3,805   0.000%, 6/15/41  –  NPFG Insured   No Opt. Call BB+ 2,120,184
2,195   Metropolitan Pier and Exposition Authority, Illinois, Revenue Bonds, McCormick Place Hospitality Facility, Series 1996A, 7.000%, 7/01/26 (ETM)   No Opt. Call AA+ (4) 2,619,645
    Railsplitter Tobacco Settlement Authority, Illinois, Tobacco Settlement Revenue Bonds, Series 2010:        
1,550   5.250%, 6/01/21   No Opt. Call A 1,575,172
800   6.000%, 6/01/28 (Pre-refunded 6/01/21)   6/21 at 100.00 N/R (4) 815,704
3,500   Regional Transportation Authority, Cook, DuPage, Kane, Lake, McHenry and Will Counties, Illinois, General Obligation Bonds, Series 1999, 5.750%, 6/01/23  –  AGM Insured   No Opt. Call A2 3,767,680
2,395   Southwestern Illinois Development Authority, Local Government Revenue Bonds, Edwardsville Community Unit School District 7 Project, Series 2007, 0.000%, 12/01/22  –  AGM Insured   No Opt. Call AA 2,363,051
    Springfield, Illinois, Electric Revenue Bonds, Senior Lien Series 2015:        
2,250   5.000%, 3/01/29   3/25 at 100.00 A3 2,629,935
3,505   5.000%, 3/01/40  –  AGM Insured   3/25 at 100.00 A2 4,038,847
    University of Illinois, Health Services Facilities System Revenue Bonds, Series 2013:        
1,580   6.000%, 10/01/32   10/23 at 100.00 Baa1 1,782,177
9,625   6.250%, 10/01/38   10/23 at 100.00 Baa1 10,863,064
2,745   6.000%, 10/01/42   10/23 at 100.00 Baa1 3,068,855
19

NAD Nuveen Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Illinois (continued)        
$4,930   Will County Community High School District 210 Lincoln-Way, Illinois, General Obligation Bonds, Series 2006, 0.000%, 1/01/23  –  AGM Insured   No Opt. Call A2 $4,848,211
535,280   Total Illinois       568,560,020
    Indiana – 1.8% (1.2% of Total Investments)        
6,180   Crown Point Multi-School Building Corporation, Indiana, First Mortgage Bonds, Crown Point Community School Corporation, Series 2000, 0.000%, 1/15/23  –  NPFG Insured   No Opt. Call Baa2 6,121,599
1,480   Gary Local Public Improvement Bond Bank, Indiana, Economic Development Revenue Bonds, Drexel Foundation for Educational Excellence Project, Refunding Series 2020A, 5.875%, 6/01/55, 144A   6/30 at 100.00 N/R 1,553,556
1,555   Indiana Finance Authority, Educational Facilities Revenue Bonds, Butler University Project, Refunding Series 2012B, 5.000%, 2/01/28   2/22 at 100.00 A- 1,608,617
2,865   Indiana Finance Authority, Hospital Revenue Bonds, Community Health Network Project, Series 2012A, 5.000%, 5/01/42 (Pre-refunded 5/01/23)   5/23 at 100.00 A (4) 3,174,563
10,000   Indiana Finance Authority, Hospital Revenue Bonds, Indiana Unversity Health Obligation Group, Fixed Rate Series 2019A, 4.000%, 12/01/49   12/29 at 100.00 AA 11,731,800
7,480   Indiana Finance Authority, Hospital Revenue Bonds, Indiana Unversity Health Obligation Group, Refunding 2015A, 5.000%, 12/01/40   6/25 at 100.00 AA 8,608,283
    Indiana Finance Authority, Provate Activity Bonds, Ohio River Bridges East End Crossing Project, Series 2013A:        
3,015   5.000%, 7/01/44 (AMT)   7/23 at 100.00 BBB+ 3,237,598
1,420   5.000%, 7/01/48 (AMT)   7/23 at 100.00 BBB+ 1,521,700
1,500   Indiana Finance Authority, Provate Activity Bonds, Ohio River Bridges East End Crossing Project, Series 2013B, 5.000%, 7/01/40 (AMT)   7/23 at 100.00 BBB+ 1,617,210
5,115   Indiana Finance Authority, Wastewater Utility Revenue Bonds, CWA Authority Project, First Lien Green Series 2016A, 5.000%, 10/01/41   10/26 at 100.00 A+ 6,121,734
2,750   Indiana Finance Authority, Wastewater Utility Revenue Bonds, CWA Authority Project, Series 2011B, 5.000%, 10/01/41   10/21 at 100.00 A1 2,824,883
4,500   Indiana Finance Authority, Wastewater Utility Revenue Bonds, CWA Authority Project, Series 2012A, 4.000%, 10/01/42   10/22 at 100.00 Aa3 4,691,925
4,375   Indiana Municipal Power Agency Power Supply System Revenue Bonds, Refunding Series 2016A, 5.000%, 1/01/42   7/26 at 100.00 A+ 5,186,475
3,985   Valparaiso, Indiana, Exempt Faciltiies Revenue Bonds, Pratt Paper LLC Project, Series 2013, 7.000%, 1/01/44 (AMT)   1/24 at 100.00 N/R 4,521,899
56,220   Total Indiana       62,521,842
    Iowa – 1.2% (0.8% of Total Investments)        
1,505   Iowa Finance Authority, Iowa, Midwestern Disaster Area Revenue Bonds, Alcoa Inc Project, Series 2012, 4.750%, 8/01/42   8/22 at 100.00 Ba3 1,567,789
1,335   Iowa Finance Authority, Iowa, Midwestern Disaster Area Revenue Bonds, Iowa Fertilizer Company Project, Series 2013, 5.250%, 12/01/25   12/23 at 100.00 B 1,481,449
1,990   Iowa Finance Authority, Iowa, Midwestern Disaster Area Revenue Bonds, Iowa Fertilizer Company Project, Series 2018B, 5.250%, 12/01/50 (Mandatory Put 12/01/37)   12/22 at 105.00 BB- 2,223,367
20

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Iowa (continued)        
    Iowa Tobacco Settlement Authority, Asset Backed Settlement Revenue Bonds, Series 2005C:        
$24,420   5.500%, 6/01/42   3/21 at 100.00 B- $24,794,359
12,100   5.625%, 6/01/46   3/21 at 100.00 B- 12,285,493
41,350   Total Iowa       42,352,457
    Kansas – 0.2% (0.1% of Total Investments)        
1,240   Johnson/Miami County Unified School District 230 Spring Hill, Kansas, General Obligation Bonds, Series 2011A, 5.000%, 9/01/26   9/21 at 100.00 A1 1,274,299
3,965   Lawrence, Kansas, Hospital Revenue Bonds, Lawrence Memorial Hospital, Series 2018A, 5.000%, 7/01/48   7/28 at 100.00 A 4,775,406
375   Overland Park Transportation Development District, Kansas, Sales Tax Revenue Bonds, Oak Park Mall Project, Series 2010, 5.900%, 4/01/32   3/21 at 100.00 BBB 375,180
5,580   Total Kansas       6,424,885
    Kentucky – 1.3% (0.8% of Total Investments)        
5,540   Kentucky Economic Development Finance Authority, Hospital Revenue Bonds, Baptist Healthcare System Obligated Group, Series 2011, 5.250%, 8/15/46 (Pre-refunded 8/15/21)   8/21 at 100.00 N/R (4) 5,691,020
2,730   Kentucky Economic Development Finance Authority, Revenue Bonds, Next Generation Kentucky Information Highway Project, Senior Series 2015A, 5.000%, 1/01/45   7/25 at 100.00 Baa2 3,059,375
    Kentucky Public Transportation Infrastructure Authority, First Tier Toll Revenue Bonds, Downtown Crossing Project, Convertible Capital Appreciation Series 2013C:        
4,790   0.000%, 7/01/43 (7)   7/31 at 100.00 Baa3 5,637,926
3,655   0.000%, 7/01/46 (7)   7/31 at 100.00 Baa3 4,309,282
    Kentucky Public Transportation Infrastructure Authority, First Tier Toll Revenue Bonds, Downtown Crossing Project, Series 2013A:        
8,360   5.750%, 7/01/49   7/23 at 100.00 Baa3 9,232,700
585   6.000%, 7/01/53   7/23 at 100.00 Baa3 648,941
9,195   Lexington-Fayette Urban County Government Public Facilities Corporation, Kentucky State Lease Revenue Bonds, Eastern State Hospital Project, Series 2011A, 5.250%, 6/01/30   6/21 at 100.00 A- 9,319,224
    Pikeville, Kentucky, Hospital Revenue Bonds, Pikeville Medical Center, Inc Project, Improvement and Refunding Series 2011:        
495   6.250%, 3/01/31 (Pre-refunded 3/01/21)   3/21 at 100.00 Baa2 (4) 497,430
4,505   6.250%, 3/01/31 (Pre-refunded 3/01/21)   3/21 at 100.00 Baa2 (4) 4,527,120
1,375   6.500%, 3/01/41 (Pre-refunded 3/01/21)   3/21 at 100.00 N/R (4) 1,382,026
41,230   Total Kentucky       44,305,044
    Louisiana – 3.4% (2.2% of Total Investments)        
4,600   Ascension Parish Industrial development Board, Louisiana, Revenue Bonds, Impala Warehousing (US) LLC Project, Series 2013, 6.000%, 7/01/36   7/23 at 100.00 N/R 4,808,426
2,665   East Baton Rouge Sewerage Commission, Louisiana, Revenue Bonds, Refunding Series 2014B, 5.000%, 2/01/39 (Pre-refunded 2/01/25)   2/25 at 100.00 AA- (4) 3,171,696
3,130   Jefferson Sales Tax District, Jefferson Parish, Louisiana, Special Sales Tax Revenue Bonds, Series 2017B, 5.000%, 12/01/42  –  AGM Insured   12/27 at 100.00 A1 3,783,638
21

NAD Nuveen Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Louisiana (continued)        
    Lafayette Parish School Board, Louisiana, Sales Tax Revenue Bonds, Series 2018:        
$1,500   4.000%, 4/01/40   4/27 at 100.00 AA+ $1,708,260
4,685   4.000%, 4/01/43   4/27 at 100.00 AA+ 5,296,861
5,200   Louisiana Local Government Environmental Facilities and Community Development Authority, Revenue Bonds, East Baton Rouge Sewerage Commission Projects, Subordinate Lien Series 2014A, 5.000%, 2/01/44 (Pre-refunded 2/01/24)   2/24 at 100.00 A+ (4) 5,943,808
    Louisiana Publc Facilities Authority, Lousiana, Revenue Bonds, Ochsner Clinic Foundation Project, Refunding Series 2017:        
5,000   5.000%, 5/15/42   5/27 at 100.00 A3 5,985,400
965   5.000%, 5/15/46   5/27 at 100.00 A3 1,147,028
11,700   Louisiana Publc Facilities Authority, Lousiana, Revenue Bonds, Ochsner Clinic Foundation Project, Series 2020A, 4.000%, 5/15/49   5/30 at 100.00 A3 13,626,873
7,705   Louisiana Public Facilities Authority, Dock and Wharf Revenue Bonds, Impala Warehousing (US) LLC Project, Series 2013, 6.500%, 7/01/36 (AMT), 144A   7/23 at 100.00 N/R 8,132,782
1,265   Louisiana Public Facilities Authority, Hospital Revenue and Refunding Bonds, Lafayette General Medical Center Project, Series 2016A, 5.000%, 11/01/45 (Pre-refunded 11/01/25)   11/25 at 100.00 BBB+ (4) 1,531,713
1,570   Louisiana Public Facilities Authority, Hospital Revenue Bonds, Louisiana Children's Medical Center Hospital, Series 2020A, 4.000%, 6/01/50   6/30 at 100.00 A+ 1,823,979
1,830   Louisiana Public Facilities Authority, Revenue Bonds, Ochsner Clinic Foundation Project, Refunding Series 2016, 4.000%, 5/15/35   5/26 at 100.00 A3 2,050,680
4,305   Louisiana Public Facilities Authority, Revenue Bonds, Ochsner Clinic Foundation Project, Series 2011, 6.750%, 5/15/41 (Pre-refunded 5/15/21)   5/21 at 100.00 A3 (4) 4,386,881
330   Louisiana Stadium and Exposition District, Revenue Refunding Bonds, Senior Lien Series 2013A, 5.000%, 7/01/36   7/23 at 100.00 A2 355,628
14,000   Louisiana State, Gasoline and Fuels Tax Revenue Bonds, Refunding Series 2015A, 4.000%, 5/01/41   5/25 at 100.00 AA- 15,682,660
    New Orleans Aviation Board, Louisiana, General Airport Revenue Bonds, North Terminal Project, Series 2015B:        
6,235   5.000%, 1/01/40 (AMT)   1/25 at 100.00 A- 7,045,799
6,895   5.000%, 1/01/45 (AMT)   1/25 at 100.00 A- 7,752,531
7,800   New Orleans Aviation Board, Louisiana, General Airport Revenue Bonds, North Terminal Project, Series 2017B, 5.000%, 1/01/48 (AMT)   1/27 at 100.00 A- 9,127,560
1,000   New Orleans, Louisiana, General Obligation Bonds, Refunding Series 2012, 5.000%, 12/01/28  –  AGM Insured   12/22 at 100.00 A2 1,080,600
5,350   New Orleans, Louisiana, Sewerage Service Revenue Bonds, Refunding Series 2014, 5.000%, 6/01/44   6/24 at 100.00 BBB+ 6,001,630
1,200   New Orleans, Louisiana, Water Revenue Bonds, Refunding Series 2014, 5.000%, 12/01/44   12/24 at 100.00 BBB+ 1,366,560
485   Saint Charles Parish, Louisiana, Gulf Opportunity Zone Revenue Bonds, Valero Project, Series 2010, 4.000%, 12/01/40 (Mandatory Put 6/01/22)   No Opt. Call BBB 507,509
5,655   Shreveport, Louisiana, Water and Sewer Revenue Bonds, Refunding Series 2015, 5.000%, 12/01/40   12/25 at 100.00 A- 6,563,023
105,070   Total Louisiana       118,881,525
22

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Maine – 0.7% (0.5% of Total Investments)        
$2,775   Maine Health and Higher Educational Facilities Authority Revenue Bonds, Eastern Maine Medical Center Obligated Group Issue, Series 2013, 5.000%, 7/01/33   7/23 at 100.00 Ba1 $2,950,741
    Maine Health and Higher Educational Facilities Authority Revenue Bonds, Eastern Maine Medical Center Obligated Group Issue, Series 2016A:        
3,820   4.000%, 7/01/41   7/26 at 100.00 Ba1 3,977,728
2,800   4.000%, 7/01/46   7/26 at 100.00 Ba1 2,886,100
3,245   Maine Health and Higher Educational Facilities Authority Revenue Bonds, MaineHealth Issue, Series 2018A, 5.000%, 7/01/43   7/28 at 100.00 A+ 3,962,015
2,000   Maine Health and Higher Educational Facilities Authority, Revenue Bonds, Bates College, Series 2013, 5.000%, 7/01/43   7/23 at 100.00 A+ 2,183,400
    Maine Health and Higher Educational Facilities Authority, Revenue Bonds, Maine General Medical Center, Series 2011:        
3,000   6.750%, 7/01/36 (Pre-refunded 7/01/21)   7/21 at 100.00 BB (4) 3,081,750
2,260   6.750%, 7/01/41 (Pre-refunded 7/01/21)   7/21 at 100.00 BB (4) 2,321,585
    Maine Turnpike Authority, Special Obligation Bonds, Series 2014:        
1,290   5.000%, 7/01/33   7/24 at 100.00 A- 1,472,328
1,020   5.000%, 7/01/34   7/24 at 100.00 A- 1,163,055
22,210   Total Maine       23,998,702
    Maryland – 0.3% (0.2% of Total Investments)        
5,000   Baltimore, Maryland, Revenue Bonds, Wastewater Projects, Subordinate Series 2014C, 5.000%, 7/01/44   1/25 at 100.00 AA- 5,728,900
280   Maryland Health and HIgher Educational Facilities Authority, Revenue Bonds, Frederick Health System Issue; Series 2020, 4.000%, 7/01/45   7/30 at 100.00 Baa1 324,128
2,000   Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, LifeBridge Health Issue, Series 2017, 4.000%, 7/01/42   7/27 at 100.00 A+ 2,250,220
450   Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, Mercy Medical Cente, Series 2011, 6.000%, 7/01/25   7/21 at 100.00 BBB+ 459,959
1,790   Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, Peninsula Regional Medical Center Issue, Refunding Series 2015, 5.000%, 7/01/39   7/24 at 100.00 A3 1,998,213
1,070   Rockville Mayor and Council, Maryland, Economic Development Revenue Bonds, Ingleside King Farm Project, Series 2017A-1, 5.000%, 11/01/28   11/24 at 103.00 B- 1,160,372
10,590   Total Maryland       11,921,792
    Massachusetts – 1.0% (0.7% of Total Investments)        
650   Massachusetts Development Finance Agency, Health Care Facility Revenue Bonds, Adventcare Project, Series 2007A, 0.000%, 10/15/37 (6)   3/21 at 100.00 N/R 292,500
815   Massachusetts Development Finance Agency, Health Care Facility Revenue Bonds, Adventcare Project, Series 2010, 0.000%, 10/15/37 (6)   3/21 at 100.00 N/R 366,750
    Massachusetts Development Finance Agency, Revenue Bonds, Atrius Health Issue, Series 2019A:        
275   5.000%, 6/01/39   6/29 at 100.00 BBB 341,349
270   4.000%, 6/01/49   6/29 at 100.00 BBB 303,426
825   Massachusetts Development Finance Agency, Revenue Bonds, Boston Medical Center Issue, Green Bonds, Series 2015D, 5.000%, 7/01/44   7/25 at 100.00 BBB 923,208
23

NAD Nuveen Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Massachusetts (continued)        
$3,500   Massachusetts Development Finance Agency, Revenue Bonds, Boston University, Series 2016BB-1, 5.000%, 10/01/46   10/26 at 100.00 AA- $4,196,920
    Massachusetts Development Finance Agency, Revenue Bonds, Boston University, Tender Option Bond Trust 2016-XG0070:        
930   17.904%, 10/01/48, 144A (IF) (5)   No Opt. Call Aa1 1,302,121
505   18.009%, 10/01/48, 144A (IF) (5)   10/23 at 100.00 Aa1 707,313
3,200   Massachusetts Development Finance Agency, Revenue Bonds, Emerson College, Series 2015, 4.500%, 1/01/45   1/25 at 100.00 Baa2 3,437,312
1,220   Massachusetts Development Finance Agency, Revenue Bonds, Loomis Communities, Series 2013A, 5.125%, 1/01/25   1/23 at 100.00 BBB 1,314,477
2,300   Massachusetts Development Finance Agency, Revenue Bonds, Olin College, Series 2013E, 5.000%, 11/01/43   11/23 at 100.00 A 2,508,495
1,500   Massachusetts Development Finance Agency, Revenue Bonds, UMass Memorial Health Care, Series 2016I, 4.000%, 7/01/41   7/26 at 100.00 BBB+ 1,662,645
    Massachusetts Development Finance Agency, Revenue Bonds, Western New England University, Series 2015:        
1,145   5.000%, 9/01/40   9/25 at 100.00 BBB 1,289,877
1,280   5.000%, 9/01/45   9/25 at 100.00 BBB 1,432,000
700   Massachusetts Port Authority, Special Facilities Revenue Bonds, ConRac Project, Series 2011A, 5.125%, 7/01/41 (Pre-refunded 7/01/21)   7/21 at 100.00 BBB+ (4) 714,525
5,930   Massachusetts School Building Authority, Dedicated Sales Tax Revenue Bonds, Senior Series 2013A, 5.000%, 5/15/43 (Pre-refunded 5/15/23)   5/23 at 100.00 Aa2 (4) 6,589,001
1,100   Massachusetts Turnpike Authority, Metropolitan Highway System Revenue Bonds, Senior Series 1997A, 0.000%, 1/01/24  –  NPFG Insured   No Opt. Call A2 1,083,511
6,700   Metropolitan Boston Transit Parking Corporation, Massachusetts, Systemwide Parking Revenue Bonds, Senior Lien Series 2011, 5.000%, 7/01/41   7/21 at 100.00 A- 6,814,503
32,845   Total Massachusetts       35,279,933
    Michigan – 3.0% (1.9% of Total Investments)        
3,535   Detroit Water and Sewerage Department, Michigan, Sewage Disposal System Revenue Bonds, Refunding Senior Lien Series 2012A, 5.250%, 7/01/39 (Pre-refunded 7/01/22)   7/22 at 100.00 A1 (4) 3,792,136
2,020   Detroit, Michigan, Water Supply System Revenue Bonds, Senior Lien Series 2011A, 5.250%, 7/01/41 (Pre-refunded 7/01/21)   7/21 at 100.00 A1 (4) 2,063,369
1,000   Eastern Michigan University, General Revenue Bonds, Series 2018A, 4.000%, 3/01/44  –  AGM Insured   3/28 at 100.00 A2 1,144,650
6,910   Hudsonville Public Schools, Ottawa and Allegan Counties, Michigan, General Obligation Bonds, School Building & Site Series 2020-I, 4.000%, 5/01/47   5/30 at 100.00 AA 8,215,783
3,665   Lansing Board of Water and Light, Michigan, Utility System Revenue Bonds, Series 2011A, 5.500%, 7/01/41 (Pre-refunded 7/01/21)   7/21 at 100.00 AA- (4) 3,747,499
    Michigan Finance Authority, Distributable State Aid Revenue Bonds, Charter County of Wayne, Second Lien Refunding Series 2020:        
11,000   4.000%, 11/01/50   11/30 at 100.00 Aa3 13,023,890
5,375   4.000%, 11/01/55   11/30 at 100.00 Aa3 6,373,299
5,000   Michigan Finance Authority, Hospital Revenue Bonds, McLaren Health Care, Refunding Series 2019A, 4.000%, 2/15/44   8/29 at 100.00 A1 5,793,050
24

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Michigan (continued)        
$1,500   Michigan Finance Authority, Hospital Revenue Bonds, Sparrow Obligated Group, Series 2012, 5.000%, 11/15/42   11/22 at 100.00 A $1,587,180
405   Michigan Finance Authority, Local Government Loan Program Revenue Bonds, Detroit Water & Sewerage Department Water Supply System Local Project, Refunding Senior Loan Series 2014D-1, 5.000%, 7/01/37  –  AGM Insured   7/24 at 100.00 A1 461,068
2,690   Michigan Finance Authority, Local Government Loan Program Revenue Bonds, Detroit Water & Sewerage Department Water Supply System Local Project, Series 2014C-3, 5.000%, 7/01/32  –  AGM Insured   7/24 at 100.00 A1 3,078,059
1,000   Michigan Finance Authority, Local Government Loan Program Revenue Bonds, Detroit Water & Sewerage Department Water Supply System Local Project, Series 2014D-6, 5.000%, 7/01/36  –  NPFG Insured   7/24 at 100.00 A2 1,130,860
1,405   Michigan Finance Authority, Michigan, Revenue Bonds, Trinity Health Credit Group, Refunding Series 2019A-MI, 4.000%, 12/01/49   12/29 at 100.00 AA- 1,647,082
    Michigan Finance Authority, Revenue Bonds, Trinity Health Credit Group, Refunding Series 2015MI:        
2,500   5.000%, 12/01/31 (Pre-refunded 6/01/22)   6/22 at 100.00 AA- (4) 2,661,100
3,670   5.000%, 12/01/32 (Pre-refunded 6/01/22)   6/22 at 100.00 AA- (4) 3,906,495
2,000   Michigan Finance Authority, State Revolving Fund Revenue Bonds, Clean Water Series 2012, 5.000%, 10/01/31 (Pre-refunded 10/01/22)   10/22 at 100.00 AAA 2,162,880
4,435   Michigan Finance Authority, Tobacco Settlement Asset- Backed Bonds, 2006 Sold Tobacco Receipts Senior Current Interest Series 2020A-2, 5.000%, 6/01/40   12/30 at 100.00 BBB 5,593,023
5,000   Michigan Hospital Finance Authority, Revenue Bonds, Ascension Health Senior Credit Group, Refunding & Project Series 2010F-6, 4.000%, 11/15/47   11/26 at 100.00 Aa2 5,669,800
1,000   Michigan State Building Authority, Revenue Bonds, Facilities Program, Refunding Series 2011-I-A, 5.375%, 10/15/41 (Pre-refunded 10/15/21)   10/21 at 100.00 AA- (4) 1,037,340
10,000   Michigan State Building Authority, Revenue Bonds, Facilities Program, Refunding Series 2015-I, 5.000%, 4/15/34   10/25 at 100.00 AA- 11,998,400
5,200   Michigan State Hospital Finance Authority, Revenue Bonds, Trinity Health Care Group, Series 2009C, 5.000%, 12/01/48 (Pre-refunded 6/01/22)   6/22 at 100.00 AA- (4) 5,535,088
3,000   Wayne County Airport Authority, Michigan, Revenue Bonds, Detroit Metropolitan Wayne County Airport, Series 2012A, 5.000%, 12/01/37   12/22 at 100.00 A- 3,219,090
    Wayne County Airport Authority, Michigan, Revenue Bonds, Detroit Metropolitan Wayne County Airport, Series 2015D:        
1,325   5.000%, 12/01/40   12/25 at 100.00 A- 1,566,799
1,200   5.000%, 12/01/45   12/25 at 100.00 A- 1,407,252
    Wayne County Airport Authority, Michigan, Revenue Bonds, Detroit Metropolitan Wayne County Airport, Series 2017B:        
1,350   5.000%, 12/01/42 (AMT)   12/27 at 100.00 A- 1,633,851
3,140   5.000%, 12/01/47 (AMT)   12/27 at 100.00 A- 3,772,051
1,120   Wayne State University, Michigan, General Revenue Bonds, Series 2018A, 5.000%, 11/15/36   11/25 at 100.00 A+ 1,318,542
90,445   Total Michigan       103,539,636
25

NAD Nuveen Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Minnesota – 1.6% (1.0% of Total Investments)        
$310   Baytown Township, Minnesota Charter School Lease Revenue Bonds, Saint Croix Preparatory Academy, Refunding Series 2016A, 4.000%, 8/01/36   8/26 at 100.00 BB+ $329,480
2,000   Brainerd Independent School District 181, Crow Wing County, Minnesota, General Obligation Bonds, School Building Series 2018A, 4.000%, 2/01/42   2/27 at 100.00 AAA 2,293,000
500   Deephaven, Minnesota, Charter School Lease Revenue Bonds, Eagle Ridge Academy Project, Series 2016A, 4.000%, 7/01/37   7/25 at 100.00 BB+ 522,625
5,625   Duluth Economic Development Authority, Minnesota, Health Care Facilities Revenue Bonds, Essentia Health Obligated Group, Series 2018A, 5.000%, 2/15/53   2/28 at 100.00 A- 6,656,119
3,010   Independent School District 621, Mounds View, Minnesota, General Obligation Bonds, School Building Series 2018A, 4.000%, 2/01/42   2/27 at 100.00 AAA 3,441,664
    Minneapolis-St Paul Metropolitan Airports Commission, Minnesota, Airport Revenue Bonds, Refunding Subordinate Lien Series 2019B:        
1,235   5.000%, 1/01/37 (AMT)   7/29 at 100.00 A 1,543,886
3,500   5.000%, 1/01/44 (AMT)   7/29 at 100.00 A 4,297,930
2,500   5.000%, 1/01/49 (AMT)   7/29 at 100.00 A 3,046,400
2,295   Minneapolis-St Paul Metropolitan Airports Commission, Minnesota, Airport Revenue Bonds, Senior Lien Series 2016C, 5.000%, 1/01/46   1/27 at 100.00 A+ 2,738,692
    Minneapolis-St Paul Metropolitan Airports Commission, Minnesota, Airport Revenue Bonds, Subordinate Lien Series 2016D:        
470   5.000%, 1/01/32 (AMT)   1/27 at 100.00 A 563,168
450   5.000%, 1/01/35 (AMT)   1/27 at 100.00 A 534,740
580   5.000%, 1/01/37 (AMT)   1/27 at 100.00 A 685,989
750   5.000%, 1/01/41 (AMT)   1/27 at 100.00 A 880,800
    Minnesota Higher Education Facilities Authority, Revenue Bonds, Carleton College, Refunding Series 2017:        
1,460   4.000%, 3/01/41   3/27 at 100.00 Aa2 1,671,540
1,700   4.000%, 3/01/47   3/27 at 100.00 Aa2 1,925,624
2,150   Minnesota Higher Education Facilities Authority, Revenue Bonds, Macalester College, Refunding Series 2017, 4.000%, 3/01/48   3/27 at 100.00 Aa3 2,415,740
910   Rochester, Minnesota, Health Care Facilities Revenue Bonds, Mayo Clinic, Series 2018A, 4.000%, 11/15/48   5/28 at 100.00 AA 1,062,052
1,520   Saint Paul Housing & Redevelopment Authority, Minnesota, Charter School Lease Revenue Bonds, Community of Peace Academy Project, Refunding Series 2015A, 5.000%, 12/01/50   12/24 at 100.00 BBB- 1,641,615
    Saint Paul Housing & Redevelopment Authority, Minnesota, Charter School Lease Revenue Bonds, Hmong College Prep Academy Project, Series 2016A:        
2,205   5.500%, 9/01/36   9/26 at 100.00 BB+ 2,575,043
2,500   5.750%, 9/01/46   9/26 at 100.00 BB+ 2,920,700
    Saint Paul Housing and Redevelopment Authority Minnesota, Senior Housing and Health Care Revenue Bonds, Episcopal Homes Project, Series 2013:        
500   5.000%, 5/01/33   5/23 at 100.00 N/R 504,400
1,000   5.125%, 5/01/48   5/23 at 100.00 N/R 1,000,440
2,245   Saint Paul Housing and Redevelopment Authority, Minnesota, Health Care Revenue Bonds, Fairview Health Services, Series 2017A, 5.000%, 11/15/47   11/27 at 100.00 A3 2,692,608
26

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Minnesota (continued)        
$750   St Paul Housing and Redevelopment Authority, Minnesota, Hospital Revenue Bonds, HealthEast Inc, Series 2015A, 5.000%, 11/15/29 (Pre-refunded 11/15/25)   11/25 at 100.00 N/R (4) $915,375
2,000   Wayzata, Minnesota Senior Housing Revenue Bonds, Folkestone Senior Living Community, Refunding Series 2019, 5.000%, 8/01/54   8/24 at 102.00 N/R 2,123,820
3,855   West Saint Paul-Mendota Heights-Eagan Independent School District 197, Dakota County, Minnesota, General Obligation Bonds, School Buidling Series 2018A, 4.000%, 2/01/41   2/27 at 100.00 AAA 4,419,141
2,000   Western Minnesota Municipal Power Agency, Minnesota, Power Supply Revenue Bonds, Series 2014A, 5.000%, 1/01/46 (Pre-refunded 1/01/24)   1/24 at 100.00 Aa3 (4) 2,281,920
48,020   Total Minnesota       55,684,511
    Mississippi – 0.8% (0.5% of Total Investments)        
    Mississippi Hospital Equipment and Facilities Authority, Revenue Bonds, Baptist Memorial Healthcare, Series 2016A:        
7,500   5.000%, 9/01/36   9/26 at 100.00 BBB+ 8,781,900
15,500   5.000%, 9/01/46   9/26 at 100.00 BBB+ 17,876,150
23,000   Total Mississippi       26,658,050
    Missouri – 4.6% (3.0% of Total Investments)        
1,000   Boone County, Missouri, Hospital Revenue Bonds, Boone Hospital Center, Refunding Series 2016, 5.000%, 8/01/28   8/26 at 100.00 Ba1 1,126,370
2,000   Bridgeton Industrial Development Authority, Missouri, Senior Housing Revenue Bonds, The Sarah Community Project, Refunding Series 2016, 3.625%, 5/01/30   5/25 at 100.00 N/R 1,977,460
500   Curators of the University of Missouri, System Facilities Revenue Bonds, Series 2014A, 4.000%, 11/01/33   11/24 at 100.00 AA+ 561,810
    Kansas City Industrial Development Authority, Missouri, Airport Special Obligation Bonds, Kansas City International Airport Terminal Modernization Project, Series 2019B:        
3,425   5.000%, 3/01/35 (AMT)   3/29 at 100.00 A- 4,283,305
6,600   5.000%, 3/01/46 (AMT)   3/29 at 100.00 A- 8,027,712
7,000   5.000%, 3/01/54 (AMT)   3/29 at 100.00 A- 8,451,520
4,000   Kansas City Industrial Development Authority, Missouri, Airport Special Obligation Bonds, Kansas City International Airport Terminal Modernization Project, Series 2020A, 5.000%, 3/01/57  –  AGM Insured (AMT)   3/30 at 100.00 A2 5,001,120
400   Kansas City Industrial Development Authority, Missouri, Sales Tax Revenue Bonds, Ward Parkway Center Community Improvement District, Senior Refunding & Improvement Series 2016, 5.000%, 4/01/46, 144A   4/26 at 100.00 N/R 408,360
    Kansas City Municipal Assistance Corporation, Missouri, Leasehold Revenue Bonds, Series 2004B-1:        
7,000   0.000%, 4/15/27  –  AMBAC Insured   No Opt. Call A1 6,549,340
5,000   0.000%, 4/15/28  –  AMBAC Insured   No Opt. Call A1 4,575,900
5,000   0.000%, 4/15/29  –  AMBAC Insured   No Opt. Call A1 4,463,950
4,470   Kansas City, Missouri, Sanitary Sewer System Revenue Bonds, Improvement Series 2018A, 4.000%, 1/01/42   1/28 at 100.00 AA 5,272,857
1,000   Missouri Environmental Improvement and Energy Resources Authority, Revenue Bonds, Union Electric Company Project, Series 1998C, 2.750%, 9/01/33   6/27 at 102.00 A 1,090,790
27

NAD Nuveen Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Missouri (continued)        
$1,000   Missouri Health and Education Facilities Authority, Health Facilities Revenue Bonds, Saint Luke's Health System, Inc, Series 2016, 5.000%, 11/15/34   5/26 at 100.00 A+ $1,197,380
4,000   Missouri Health and Education Facilities Authority, Health Facilities Revenue Bonds, Saint Luke's Health System, Inc, Series 2020, 4.000%, 11/15/50   11/30 at 100.00 A+ 4,714,880
3,080   Missouri Health and Educational Facilities Authority, Educational Facilities Revenue Bonds, Saint Louis College of Pharmacy, Series 2013, 5.500%, 5/01/43   5/23 at 100.00 BBB 3,255,806
1,260   Missouri Health and Educational Facilities Authority, Educational Facilities Revenue Bonds, University of Central Missouri, Series 2013C-2, 5.000%, 10/01/34   10/23 at 100.00 A+ 1,396,811
    Missouri Health and Educational Facilities Authority, Health Facilities Revenue Bonds, CoxHealth, Series 2013A:        
1,045   5.000%, 11/15/44   11/23 at 100.00 A2 1,139,813
11,090   5.000%, 11/15/48   11/23 at 100.00 A2 12,073,794
    Missouri Health and Educational Facilities Authority, Health Facilities Revenue Bonds, Mercy Health, Series 2017C:        
5,000   5.000%, 11/15/42   11/27 at 100.00 A+ 6,077,550
10,000   4.000%, 11/15/47   11/27 at 100.00 A+ 11,331,800
3,000   5.000%, 11/15/47   11/27 at 100.00 A+ 3,619,380
7,500   Missouri Health and Educational Facilities Authority, Health Facilities Revenue Bonds, Mercy Health, Series 2020, 4.000%, 6/01/53   6/30 at 100.00 A+ 8,667,975
    Missouri Health and Educational Facilities Authority, Health Facilities Revenue Bonds, SSM Health Care, Series 2018A:        
2,000   4.000%, 6/01/48   6/28 at 100.00 A+ 2,261,780
3,500   5.000%, 6/01/48   6/28 at 100.00 A+ 4,234,790
    Missouri Health and Educational Facilities Authority, Revenue Bonds, Children's Mercy Hospital, Series 2017A:        
1,250   4.000%, 5/15/42   5/25 at 102.00 A+ 1,381,550
16,750   4.000%, 5/15/48   5/25 at 102.00 A+ 18,415,452
7,925   Missouri Health and Educational Facilities Authority, Revenue Bonds, Lutheran Senior Services Projects, Series 2016A, 5.000%, 2/01/46   2/26 at 100.00 BBB 8,842,398
3,370   Missouri Health and Educational Facilities Authority, Revenue Bonds, Lutheran Senior Services Projects, Series 2016B, 5.000%, 2/01/46   2/26 at 100.00 BBB 3,760,111
400   Missouri Health and Educational Facilities Authority, Revenue Bonds, Maryville University of St Louis Project, Series 2015, 3.500%, 6/15/30   6/22 at 100.00 Baa2 409,048
    Missouri Health and Educational Facilities Authority, Revenue Bonds, Saint Louis University, Series 2017A:        
725   4.000%, 10/01/36   4/27 at 100.00 A1 827,943
3,510   5.000%, 10/01/42   4/27 at 100.00 A1 4,210,736
3,775   Missouri Health and Educational Facilities Authority, Revenue Bonds, Webster University, Series 2011, 5.000%, 4/01/26 (Pre-refunded 4/01/21)   4/21 at 100.00 Baa1 (4) 3,804,974
2,000   Missouri Joint Municipal Electric Utility Commission, Power Supply System Revenue Bonds, MoPEP Facilities, Series 2018, 5.000%, 12/01/43   6/27 at 100.00 A2 2,372,700
1,000   North Central Missouri Regional Water Commission, Waterworks System Revenue Bonds, Series 2006, 5.000%, 1/01/37   3/21 at 100.00 N/R 1,001,650
28

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Missouri (continued)        
$2,000   Saint Charles County Public Water Supply District 2, Missouri, Certificates of Participation, Series 2015, 4.125%, 12/01/38   12/21 at 100.00 AA+ $2,046,900
575   Saint Louis County Industrial Development Authority, Missouri, Revenue Bonds, Friendship Village of Chesterfield, Series 2012, 5.000%, 9/01/42 (Pre-refunded 9/01/22)   9/22 at 100.00 N/R (4) 619,011
375   Saint Louis County Industrial Development Authority, Missouri, Revenue Bonds, Friendship Village of Sunset Hills, Series 2013A, 5.875%, 9/01/43   9/23 at 100.00 BB+ 406,920
1,000   Saint Louis County Industrial Development Authority, Missouri, Revenue Bonds, Friendship Village Saint Louis Obligated Group, Series 2018A, 5.125%, 9/01/48   9/25 at 103.00 BB+ 1,116,920
490   Saint Louis, Missouri, Airport Revenue Bonds, Lambert-St Louis International Airport, Refunding Series 2012, 4.250%, 7/01/29  –  FGIC Insured (AMT)   7/22 at 100.00 A- 510,129
145,015   Total Missouri       161,488,695
    Montana – 0.2% (0.1% of Total Investments)        
3,315   Montana Facilities Finance Authority, Montana, Health Facilities Reveue Bonds, Bozeman Deaconess Health Services Obligated Group, Series 2018, 5.000%, 6/01/48   6/28 at 100.00 A 3,998,354
2,090   Montana Facility Finance Authority, Healthcare Facility Revenue Bonds, Kalispell Regional Medical Center, Series 2018B, 5.000%, 7/01/43   7/28 at 100.00 BBB 2,456,628
5,405   Total Montana       6,454,982
    Nebraska – 0.2% (0.1% of Total Investments)        
2,300   Central Plains Energy Project, Nebraska, Gas Project 3 Revenue Bonds, Series 2012, 5.000%, 9/01/32   9/22 at 100.00 BBB+ 2,456,676
1,000   Douglas County Hospital Authority 2, Nebraska, Health Facilities Revenue Bonds, Children's Hospital Obligated Group, Refunding Series 2020A, 4.000%, 11/15/50   11/30 at 100.00 A1 1,156,570
    Douglas County Hospital Authority 3, Nebraska, Health Facilities Revenue Bonds, Nebraska Methodist Health System, Refunding Series 2015:        
1,635   4.125%, 11/01/36   11/25 at 100.00 A 1,806,610
1,000   5.000%, 11/01/45   11/25 at 100.00 A 1,138,580
5,935   Total Nebraska       6,558,436
    Nevada – 0.7% (0.5% of Total Investments)        
    Las Vegas Valley Water District, Nevada, General Obligation Bonds, Refunding Series 2015:        
9,000   5.000%, 6/01/32   12/24 at 100.00 AA 10,512,720
5,000   5.000%, 6/01/39   12/24 at 100.00 AA 5,809,350
2,600   Las Vegas Valley Water District, Nevada, General Obligation Bonds, Water Series 2012B, 5.000%, 6/01/42   6/22 at 100.00 AA 2,750,436
    Nevada System of Higher Education, Community College Revenue Bonds, Series 2017:        
2,400   4.000%, 7/01/41   7/27 at 100.00 AA- 2,736,600
2,000   4.000%, 7/01/47   7/27 at 100.00 AA- 2,256,840
29

NAD Nuveen Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Nevada (continued)        
    Washoe County, Nevada, General Obligation Bonds, Reno-Sparks Convention & Visitors Authority, Refunding Series 2011:        
$95   5.000%, 7/01/32 (Pre-refunded 7/01/21)   7/21 at 100.00 N/R (4) $96,902
130   5.000%, 7/01/32 (Pre-refunded 7/01/21)   7/21 at 100.00 N/R (4) 132,602
1,825   5.000%, 7/01/32 (Pre-refunded 7/01/21)   7/21 at 100.00 AA (4) 1,861,920
23,050   Total Nevada       26,157,370
    New Hampshire – 0.5% (0.3% of Total Investments)        
3,500   New Hampshire Health and Education Facilities Authority, Revenue Bonds, Catholic Medical Center, Series 2012, 4.000%, 7/01/32   7/22 at 100.00 Baa2 3,593,485
4,000   New Hampshire Health and Education Facilities Authority, Revenue Bonds, Dartmouth-Hitchcock Obligated Group, Series 2018A, 5.000%, 8/01/35   2/28 at 100.00 A 4,911,680
5,000   New Hampshire Health and Education Facilities Authority, Revenue Bonds, Dartmouth-Hitchcock Obligated Group, Series 2020A, 5.000%, 8/01/59   No Opt. Call A 8,104,000
12,500   Total New Hampshire       16,609,165
    New Jersey – 5.3% (3.5% of Total Investments)        
905   Camden County Improvement Authority, New Jersey, Health Care Redevelopment Revenue Bonds, Cooper Health System Obligated Group Issue, Series 2013A, 5.750%, 2/15/42   2/23 at 100.00 BBB+ 972,314
5,000   New Jersey Economic Development Authority, New Jersey, Transit Transportation Project Revenue Bonds, Series 2020A, 5.000%, 11/01/40   11/29 at 100.00 BBB 6,227,250
    New Jersey Economic Development Authority, Private Activity Bonds, The Goethals Bridge Replacement Project, Series 2013:        
1,965   5.000%, 1/01/31  –  AGM Insured (AMT)   1/24 at 100.00 BBB+ 2,223,535
1,865   5.125%, 1/01/39  –  AGM Insured (AMT)   1/24 at 100.00 BBB+ 2,091,672
1,585   5.125%, 7/01/42  –  AGM Insured (AMT)   1/24 at 100.00 BBB+ 1,772,284
6,030   New Jersey Economic Development Authority, Revenue Bonds, New Jersey Transit Corporation Projects Sublease, Refunding Series 2017B, 5.000%, 11/01/25   No Opt. Call BBB 7,249,567
2,000   New Jersey Economic Development Authority, School Facilities Construction Bonds, Refunding Series 2016BBB, 5.500%, 6/15/31   12/26 at 100.00 BBB 2,475,800
6,770   New Jersey Economic Development Authority, School Facilities Construction Bonds, Series 2005N-1, 5.500%, 9/01/27  –  NPFG Insured   No Opt. Call BBB 8,711,974
2,825   New Jersey Economic Development Authority, School Facilities Construction Bonds, Series 2014UU, 5.000%, 6/15/30   6/24 at 100.00 BBB 3,193,606
2,550   New Jersey Economic Development Authority, School Facilities Construction Bonds, Social Series 2021QQQ, 4.000%, 6/15/50   12/30 at 100.00 BBB 2,922,300
1,480   New Jersey Health Care Facilities Financing Authority, New Jersey, Revenue Bonds, Saint Peters University Hospital, Series 2007, 5.750%, 7/01/37   3/21 at 100.00 BB+ 1,485,091
8,415   New Jersey Health Care Facilities Financing Authority, Revenue Bonds, RWJ Barnabas Health Obligated Group, Refunding Series 2016A, 5.000%, 7/01/43   7/26 at 100.00 A1 10,198,138
2,000   New Jersey Health Care Facilities Financing Authority, Revenue Bonds, Saint Barnabas Health Care System, Refunding Series 2011A, 5.625%, 7/01/32 (Pre-refunded 7/01/21)   7/21 at 100.00 N/R (4) 2,045,620
1,235   New Jersey Health Care Facilities Financing Authority, Revenue Bonds, University Hospital Issue, Refunding Series 2015A, 5.000%, 7/01/46  –  AGM Insured   7/25 at 100.00 BB- 1,414,285
30

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    New Jersey (continued)        
    New Jersey Transportation Trust Fund Authority, Federal Highway Reimbursement Revenue Notes, Series 2016A-1:        
$2,020   5.000%, 6/15/28   6/26 at 100.00 Baa1 $2,429,515
3,340   5.000%, 6/15/29   6/26 at 100.00 Baa1 3,996,878
1,000   New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Capital Appreciation Series 2010A, 0.000%, 12/15/26   No Opt. Call BBB 925,810
    New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Refunding Series 2006C:        
21,120   0.000%, 12/15/28  –  AMBAC Insured   No Opt. Call BBB 18,745,690
10,000   0.000%, 12/15/32  –  AGM Insured   No Opt. Call BBB+ 8,348,400
20,000   0.000%, 12/15/33  –  AGM Insured   No Opt. Call BBB+ 16,268,200
25,000   0.000%, 12/15/35  –  AMBAC Insured   No Opt. Call BBB 18,198,250
30,000   0.000%, 12/15/36  –  AMBAC Insured   No Opt. Call BBB 21,122,700
7,330   New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series 2011B, 5.500%, 6/15/31   6/21 at 100.00 BBB 7,464,212
1,000   New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series 2012A, 5.000%, 6/15/42   6/22 at 100.00 BBB 1,049,430
    New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series 2015AA:        
1,690   5.250%, 6/15/33   6/25 at 100.00 BBB 1,971,300
2,840   5.000%, 6/15/45   6/25 at 100.00 BBB 3,224,621
2,800   New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series 2018A, 5.000%, 12/15/36   12/28 at 100.00 BBB 3,457,552
665   New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series 2019A, 4.000%, 12/15/39   12/29 at 100.00 BBB 771,147
7,470   New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series 2020AA, 4.000%, 6/15/50   12/30 at 100.00 BBB 8,578,025
2,460   New Jersey Turnpike Authority, Revenue Bonds, Series 2017B, 4.000%, 1/01/34   1/28 at 100.00 A2 2,882,997
1,315   New Jersey Turnpike Authority, Revenue Bonds, Tender Option Bond Trust 2016-XF1057, 17.467%, 1/01/43 (Pre-refunded 7/01/22), 144A (IF) (5)   7/22 at 100.00 N/R (4) 1,678,256
570   Rutgers State University, New Jersey, Revenue Bonds, Refunding Series 2013L, 5.000%, 5/01/43 (Pre-refunded 5/01/23)   5/23 at 100.00 A+ (4) 632,267
3,905   South Jersey Transportation Authority, New Jersey, Transportation System Revenue Bonds, Series 2020A, 5.000%, 11/01/45   11/30 at 100.00 Baa2 4,973,252
3,215   Tobacco Settlement Financing Corporation, New Jersey, Tobacco Settlement Asset-Backed Bonds, Series 2018A, 5.000%, 6/01/36   6/28 at 100.00 A- 4,057,491
380   Tobacco Settlement Financing Corporation, New Jersey, Tobacco Settlement Asset-Backed Bonds, Series 2018B, 5.000%, 6/01/46   6/28 at 100.00 BB+ 453,078
192,745   Total New Jersey       184,212,507
    New Mexico – 0.5% (0.3% of Total Investments)        
3,370   New Mexico Hospital Equipment Loan Council, Hospital Revenue Bonds, Presbyterian Healthcare Services, Series 2017A, 5.000%, 8/01/46   11/27 at 100.00 Aa3 4,113,287
31

NAD Nuveen Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    New Mexico (continued)        
    New Mexico Hospital Equipment Loan Council, Hospital Revenue Bonds, Presbyterian Healthcare Services, Series 2019A:        
$1,575   5.000%, 8/01/44   8/29 at 100.00 Aa3 $2,001,557
4,760   4.000%, 8/01/48   8/29 at 100.00 Aa3 5,525,075
4,035   Santa Fe County, New Mexico, Correctional System Gross Receipts Tax Revenue Bonds, Series 1997, 6.000%, 2/01/27  –  AGM Insured   No Opt. Call A2 4,701,017
13,740   Total New Mexico       16,340,936
    New York – 8.6% (5.7% of Total Investments)        
6,600   Brooklyn Arena Local Development Corporation, New York, Payment in Lieu of Taxes Revenue Bonds, Barclays Center Project, Series 2009, 0.000%, 7/15/44   No Opt. Call Ba1 3,207,864
490   Buffalo and Erie County Industrial Land Development Corporation, New York, Revenue Bonds, Catholic Health System, Inc Project, Series 2015, 5.250%, 7/01/35   7/25 at 100.00 BBB 560,820
3,125   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- 3,374,188
    Dormitory Authority of the State of New York, Revenue Bonds, North Shore Long Island Jewish Obligated Group, Series 2015A:        
1,680   4.125%, 5/01/42   5/25 at 100.00 A- 1,822,414
3,195   5.000%, 5/01/43   5/25 at 100.00 A- 3,625,526
600   Dormitory Authority of the State of New York, Revenue Bonds, Orange Regional Medical Center Obligated Group, Series 2017, 5.000%, 12/01/34, 144A   6/27 at 100.00 BBB- 707,196
5,325   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 Aa2 5,353,063
    Dormitory Authority of the State of New York, State Personal Income Tax Revenue Bonds, General Purpose, Series 2019D:        
14,185   5.000%, 2/15/41   2/30 at 100.00 Aa2 18,357,376
5,815   5.000%, 2/15/48   2/30 at 100.00 Aa2 7,409,880
    Hudson Yards Infrastructure Corporation, New York, Revenue Bonds, Senior Fiscal 2012 Series 2011A:        
2,915   5.250%, 2/15/47   3/21 at 100.00 A+ 2,926,019
975   5.750%, 2/15/47   3/21 at 100.00 A+ 979,212
7,500   Liberty Development Corporation, New York, Goldman Sachs Headquarter Revenue Bonds, Series 2005, 5.250%, 10/01/35   No Opt. Call BBB+ 10,957,575
    Long Island Power Authority, New York, Electric System General Revenue Bonds, Series 2014A:        
1,155   4.000%, 9/01/39  –  AGM Insured   9/24 at 100.00 A2 1,263,893
3,000   5.000%, 9/01/39   9/24 at 100.00 A 3,430,080
860   5.000%, 9/01/44   9/24 at 100.00 A 975,799
5,000   Long Island Power Authority, New York, Electric System General Revenue Bonds, Series 2018, 5.000%, 9/01/37   9/28 at 100.00 A 6,385,200
10,000   Metropolitan Transportation Authority, New York, Dedicated Tax Fund Bonds, Refunding Series 2012A, 0.000%, 11/15/32   No Opt. Call AA 8,171,700
32

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    New York (continued)        
    Metropolitan Transportation Authority, New York, Transportation Revenue Bonds, Series 2011A:        
$285   5.000%, 11/15/41 (Pre-refunded 11/15/21)   11/21 at 100.00 N/R (4) $296,064
465   5.000%, 11/15/41 (Pre-refunded 11/15/21)   11/21 at 100.00 BBB+ (4) 483,051
5,000   Metropolitan Transportation Authority, New York, Transportation Revenue Bonds, Series 2013A, 5.000%, 11/15/38   5/23 at 100.00 BBB+ 5,371,800
    New York City Industrial Development Agency, New York, Civic Facility Revenue Bonds, Bronx Parking Development Company, LLC Project, Series 2007:        
500   5.750%, 10/01/37 (6)   3/21 at 100.00 N/R 375,000
1,000   5.880%, 10/01/46 (6)   3/21 at 100.00 N/R 750,000
5,900   New York City Municipal Water Finance Authority, New York, Water and Sewer System Second General Resolution Revenue Bonds, Fiscal 2014 Series BB, 5.000%, 6/15/46   6/23 at 100.00 AA+ 6,500,030
5,000   New York City Transitional Finance Authority, New York, Future Tax Secured Bonds, Subordinate Fiscal 2013 Series I, 5.000%, 5/01/38   5/23 at 100.00 Aa1 5,507,650
2,000   New York City Transitional Finance Authority, New York, Future Tax Secured Bonds, Subordinate Fiscal 2017 Series A-1, 5.000%, 5/01/40   5/26 at 100.00 Aa1 2,397,260
3,760   New York City Transitional Finance Authority, New York, Future Tax Secured Bonds, Subordinate Fiscal 2017 Series E-1, 5.000%, 2/01/43   2/27 at 100.00 Aa1 4,589,306
5,000   New York City Transitional Finance Authority, New York, Future Tax Secured Bonds, Subordinate Fiscal 2018 Series C-3, 5.000%, 5/01/40   5/28 at 100.00 Aa1 6,280,800
    New York City Transitional Finance Authority, New York, Future Tax Secured Bonds, Subordinate Fiscal 2020 Subseries B-1:        
14,405   4.000%, 11/01/41   11/29 at 100.00 Aa1 17,010,720
5,875   4.000%, 11/01/47   11/29 at 100.00 Aa1 6,875,982
5,000   New York City Transitional Finance Authority, New York, Future Tax Secured Bonds, Subordinate Fiscal 2021 Subseries C-1, 4.000%, 5/01/44   11/30 at 100.00 Aa1 5,969,100
2,060   New York City, New York, General Obligation Bonds, Fiscal 2017 Series B-1, 5.000%, 12/01/41   12/26 at 100.00 AA- 2,490,087
11,000   New York City, New York, General Obligation Bonds, Fiscal 2020 Series A-1, 4.000%, 8/01/40   8/29 at 100.00 AA- 12,988,470
2,040   New York City, New York, General Obligation Bonds, Fiscal 2021 Series C, 4.000%, 8/01/40   8/30 at 100.00 AA- 2,448,775
5   New York City, New York, General Obligation Bonds, Fiscal Series 2005M, 5.000%, 4/01/24   3/21 at 100.00 AA- 5,020
2,000   New York Convention Center Development Corporation, New York, Revenue Bonds, Hotel Unit Fee Secured, Refunding Series 2015, 5.000%, 11/15/45   11/25 at 100.00 A1 2,269,420
450   New York Counties Tobacco Trust I, Tobacco Settlement Pass-Through Bonds, Series 2000B, 6.500%, 6/01/35   3/21 at 100.00 Baa1 450,513
25,170   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 27,343,178
    New York Liberty Development Corporation, New York, Liberty Revenue Bonds, 4 World Trade Center Project, Series 2011:        
1,560   5.000%, 11/15/44   11/21 at 100.00 A- 1,610,466
4,350   5.750%, 11/15/51   11/21 at 100.00 A- 4,522,216
33

NAD Nuveen Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    New York (continued)        
$20,440   New York State Urban Development Corporation, State Personal Income Tax Revenue Bonds, General Purpose, Series 2020A, 4.000%, 3/15/45   9/30 at 100.00 Aa2 $24,246,132
3,500   New York State Urban Development Corporation, State Personal Income Tax Revenue Bonds, General Purpose, Series 2020C, 4.000%, 3/15/45   9/30 at 100.00 Aa2 4,151,735
    New York Transportation Development Corporation, New York, Special Facilities Bonds, LaGuardia Airport Terminal B Redevelopment Project, Series 2016A:        
2,000   4.000%, 7/01/35  –  AGM Insured (AMT)   7/24 at 100.00 BBB 2,192,640
10,800   5.000%, 7/01/41 (AMT)   7/24 at 100.00 Baa3 12,205,944
29,390   5.000%, 7/01/46 (AMT)   7/24 at 100.00 Baa3 33,100,487
5,260   New York Transportation Development Corporation, New York, Special Facility Revenue Bonds, American Airlines, Inc John F Kennedy International Airport Project, Refunding Series 2016, 5.000%, 8/01/31 (AMT)   8/21 at 100.00 B- 5,339,794
4,395   New York Transportation Development Corporation, New York, Special Facility Revenue Bonds, American Airlines, Inc John F Kennedy International Airport Project, Series 2020, 5.250%, 8/01/31 (AMT)   8/30 at 100.00 B- 5,131,778
3,050   New York Transportation Development Corporation, Special Facility Revenue Bonds, Delta Air Lines, Inc - LaGuardia Airport Terminals C&D Redevelopment Project, Series 2018, 5.000%, 1/01/33 (AMT)   1/28 at 100.00 BB+ 3,648,745
1,310   Port Authority of New York and New Jersey, Consolidated Revenue Bonds, One Hundred Seventy Eighth Series 2013, 5.000%, 12/01/43 (AMT)   12/23 at 100.00 A+ 1,448,611
4,320   Port Authority of New York and New Jersey, Consolidated Revenue Bonds, One Hundred Seventy Ninth Series 2013, 5.000%, 12/01/38   12/23 at 100.00 A+ 4,823,280
2,000   Port Authority of New York and New Jersey, Consolidated Revenue Bonds, Two Hundred Twenty-One Series 2020, 4.000%, 7/15/45 (AMT)   7/30 at 100.00 A+ 2,342,340
    Syracuse Industrial Development Authority, New York, PILOT Revenue Bonds, Carousel Center Project, Refunding Series 2016A:        
2,835   5.000%, 1/01/29 (AMT)   1/26 at 100.00 B1 2,992,598
2,700   5.000%, 1/01/34 (AMT)   1/26 at 100.00 B1 2,802,195
1,250   TSASC Inc, New York, Tobacco Asset-Backed Bonds, Series 2006, 5.000%, 6/01/45   6/27 at 100.00 CCC+ 1,365,463
268,495   Total New York       301,834,455
    North Carolina – 1.4% (0.9% of Total Investments)        
12,250   Fayetteville State University, North Carolina, General Revenue Bonds, Series 2013A, 5.125%, 4/01/43   4/23 at 100.00 BBB+ 12,873,892
3,480   North Carolina Department of Transportation, Private Activity Revenue Bonds, I-77 Hot Lanes Project, Series 2015, 5.000%, 6/30/54 (AMT)   6/25 at 100.00 BBB- 3,858,102
10,300   North Carolina Eastern Municipal Power Agency, Power System Revenue Bonds, Refunding Series 1993B, 6.000%, 1/01/22  –  CAPMAC Insured (ETM) (UB) (5)   No Opt. Call Baa2 (4) 10,842,192
1,570   North Carolina Medical Care Commission, Retirement Facilities First Mortgage Revenue Bonds, Southminster Project, Refunding Series 2016, 5.000%, 10/01/31   10/24 at 102.00 N/R 1,709,149
8,275   North Carolina Medical Care Commission, Health Care Facilities Revenue Bonds, Novant Health Obligated Group, Series 2019A, 4.000%, 11/01/49   11/29 at 100.00 AA- 9,718,657
34

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    North Carolina (continued)        
    North Carolina Medical Care Commission, Health Care Facilities Revenue Bonds, WakeMed, Refunding Series 2012A:        
$5,000   5.000%, 10/01/27   10/22 at 100.00 A2 $5,333,750
3,400   5.000%, 10/01/31   10/22 at 100.00 A2 3,608,114
500   North Carolina Municipal Power Agency 1, Catawba Electric Revenue Bonds, Refunding Series 2015A, 5.000%, 1/01/32   1/26 at 100.00 A 594,715
44,775   Total North Carolina       48,538,571
    North Dakota – 0.6% (0.4% of Total Investments)        
675   Burleigh County, North Dakota, Health Care Revenue Bonds, Saint Alexius Medical Center Project, Refunding Series 2012A, 5.000%, 7/01/38 (Pre-refunded 7/01/22)   7/22 at 100.00 N/R (4) 717,741
6,100   Fargo, North Dakota, Health System Revenue Bonds, Sanford Health, Refunding Series 2011, 6.250%, 11/01/31 (Pre-refunded 11/01/21)   11/21 at 100.00 A+ (4) 6,373,036
7,625   Grand Forks, North Dakota, Health Care System Revenue Bonds, Altru Health System Obligated Group, Series 2012, 5.000%, 12/01/32   12/21 at 100.00 Baa2 7,785,278
5,000   Grand Forks, North Dakota, Health Care System Revenue Bonds, Altru Health System Obligated Group, Series 2017A, 4.000%, 12/01/47   12/27 at 100.00 Baa2 5,345,150
700   Grand Forks, North Dakota, Senior Housing & Nursing Facilities Revenue Bonds, Valley Homes and Services Obligated Group, Series 2017, 5.000%, 12/01/36   12/26 at 100.00 N/R 732,340
20,100   Total North Dakota       20,953,545
    Ohio – 6.6% (4.3% of Total Investments)        
6,250   Akron, Bath and Copley Joint Township Hospital District, Ohio, Hospital Facilities Revenue Bonds, Summa Health System, Refunding & Improvement Series 2016, 5.250%, 11/15/46   11/26 at 100.00 Baa2 7,395,813
6,000   Allen County, Ohio, Hospital Facilities Revenue Bonds, Mercy Health, Series 2017A, 4.000%, 8/01/36   2/28 at 100.00 A+ 7,025,100
1,340   Bowling Green State University, Ohio, General Receipts Bonds, Series 2017B, 5.000%, 6/01/45   6/27 at 100.00 A+ 1,603,390
24,740   Buckeye Tobacco Settlement Financing Authority, Ohio, Tobacco Settlement Asset-Backed Revenue Bonds, Refunding Senior Lien Capital Appreciation Series 2020B-3 Class 2, 0.000%, 6/01/57   6/30 at 22.36 N/R 3,951,473
790   Buckeye Tobacco Settlement Financing Authority, Ohio, Tobacco Settlement Asset-Backed Revenue Bonds, Refunding Senior Lien Series 2020A-2 Class 1, 4.000%, 6/01/48   6/30 at 100.00 BBB+ 918,020
39,355   Buckeye Tobacco Settlement Financing Authority, Ohio, Tobacco Settlement Asset-Backed Revenue Bonds, Refunding Senior Lien Series 2020B-2 Class 2, 5.000%, 6/01/55   6/30 at 100.00 N/R 45,892,259
24,910   Buckeye Tobacco Settlement Financing Authority, Ohio, Tobacco Settlement Asset-Backed Revenue Bonds, Senior Lien Series 2007A-3, 6.250%, 6/01/37 (Pre-refunded 6/01/22)   6/22 at 100.00 N/R (4) 26,932,443
    Butler County, Ohio, Hospital Facilities Revenue Bonds, UC Health, Refunding Series 2017:        
3,960   4.000%, 11/15/34   11/27 at 100.00 A3 4,590,511
3,000   4.000%, 11/15/35   11/27 at 100.00 A3 3,468,870
35

NAD Nuveen Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Ohio (continued)        
$4,795   Fairfield County, Ohio, Hospital Facilities Revenue Bonds, Fairfield Medical Center Project, Series 2013, 5.000%, 6/15/43   6/23 at 100.00 Ba2 $5,001,281
8,000   Hamilton County, Ohio, Hospital Facilities Revenue Bonds, TriHealth, Inc Obligated Group Project, Series 2017A, 5.000%, 8/15/42   8/27 at 100.00 A+ 9,696,960
    JobsOhio Beverage System, Ohio, Statewide Liquor Profits Revenue Bonds, Senior Lien Series 2013A:        
1,000   5.000%, 1/01/38 (Pre-refunded 1/01/23)   1/23 at 100.00 Aa3 1,093,460
16,820   5.000%, 1/01/38 (Pre-refunded 1/01/23) (UB)   1/23 at 100.00 Aa3 (4) 18,391,997
    JobsOhio Beverage System, Ohio, Statewide Senior Lien Liquor Profits Revenue Bonds, Tender Option Bond Trust 2016-XG0052:        
265   17.882%, 1/01/38 (Pre-refunded 1/01/23), 144A (IF) (5)   1/23 at 100.00 Aa3 (4) 363,315
625   18.015%, 1/01/38 (Pre-refunded 1/01/23), 144A (IF) (5)   1/23 at 100.00 Aa3 (4) 858,663
975   18.015%, 1/01/38 (Pre-refunded 1/01/23), 144A (IF) (5)   1/23 at 100.00 Aa3 (4) 1,339,513
1,315   18.015%, 1/01/38 (Pre-refunded 1/01/23), 144A (IF) (5)   1/23 at 100.00 Aa3 (4) 1,806,626
8,360   Lake County, Ohio, Hospital Facilities Revenue Bonds, Lake Hospital System, Inc, Refunding Series 2015, 5.000%, 8/15/45   8/25 at 100.00 Baa1 9,451,900
7,495   Lucas County, Ohio, Hospital Revenue Bonds, ProMedica Healthcare Obligated Group, Series 2011A, 6.000%, 11/15/41 (Pre-refunded 11/15/21)   11/21 at 100.00 Baa3 (4) 7,839,320
2,045   Middleburg Heights, Ohio, Hospital Facilities Improvement Revenue Bonds, Southwest General Health Center Project, Refunding Series 2020A, 4.000%, 8/01/47   8/30 at 100.00 A2 2,359,582
1,000   Middleburg Heights, Ohio, Hospital Facilities Revenue Bonds, Southwest General Health Center Project, Refunding Series 2011, 5.125%, 8/01/31   8/21 at 100.00 A2 1,025,180
2,000   Muskingum County, Ohio, Hospital Facilities Revenue Bonds, Genesis HealthCare System Obligated Group Project, Series 2013, 5.000%, 2/15/33   2/23 at 100.00 Ba2 2,101,560
3,000   Ohio Air Quality Development Authority, Ohio, Pollution Control Revenue Bonds, FirstEnergy Generation Corporation Project, Refunding Series 2009D, 4.250%, 8/01/29 (Mandatory Put 9/15/21)   No Opt. Call N/R 3,022,500
4,350   Ohio Higher Educational Facility Commission, Revenue Bonds, University of Dayton, Series 2015A, 5.000%, 12/01/44   6/25 at 100.00 A2 5,026,468
8,330   Ohio State, Hospital Revenue Bonds, University Hospitals Health System, Inc, Series 2020A, 5.000%, 1/15/50   1/30 at 100.00 A 10,535,951
3,710   Ohio State, Turnpike Revenue Bonds, Ohio Turnpike and Infrastructutre Commission Infrastructure Projects, Junior Lien, Capital Appreciation Series 2013A-3, 0.000%, 2/15/36 (7)   2/31 at 100.00 A+ 4,652,934
    Ohio State, Turnpike Revenue Bonds, Ohio Turnpike and Infrastructutre Commission Infrastructure Projects, Junior Lien, Current Interest Series 2013A-1:        
1,500   5.250%, 2/15/39   2/23 at 100.00 A+ 1,632,975
10,530   5.000%, 2/15/48 (Pre-refunded 2/15/23)   2/23 at 100.00 A+ (4) 11,563,309
    Ohio State, Turnpike Revenue Bonds, Ohio Turnpike and Infrastructutre Commission, Infrastructure Projects, Junior Lien Series 2018A:        
3,375   4.000%, 2/15/38   2/28 at 100.00 A+ 3,937,174
16,325   5.000%, 2/15/43   2/28 at 100.00 A+ 20,149,784
4,255   Ross County, Ohio, Hospital Facilities Revenue Bonds, Adena Health System Obligated Group Project, Refunding & Improvement Series 2019, 5.000%, 12/01/49   12/29 at 100.00 A- 5,258,797
36

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Ohio (continued)        
$725   Warren County, Ohio, Healthcare Facilities Revenue Bonds, Otterbein Homes Obligated Group, Refunding Series 2019A, 4.000%, 7/01/45   7/29 at 100.00 A $809,245
221,140   Total Ohio       229,696,373
    Oklahoma – 0.3% (0.2% of Total Investments)        
1,555   Fort Sill Apache Tribe of Oklahoma Economic Development Authority, Gaming Enterprise Revenue Bonds, Fort Sill Apache Casino, Series 2011A, 8.500%, 8/25/26 (Pre-refunded 8/25/21), 144A   8/21 at 100.00 N/R (4) 1,626,965
3,000   Tulsa Airports Improvement Trust, Oklahoma, General Airport Revenue Bonds, Series 2013A, 5.625%, 6/01/43 (AMT)   6/23 at 100.00 Baa1 3,305,190
4,985   Tulsa Airports Improvement Trust, Oklahoma, General Airport Revenue Bonds, Series 2015A, 5.000%, 6/01/45  –  BAM Insured (AMT)   6/24 at 100.00 Baa1 5,568,245
1,000   Tulsa County Industrial Authority, Oklahoma, Senior Living Community Revenue Bonds, Montereau, Inc Project, Refunding Series 2017, 5.250%, 11/15/37   11/25 at 102.00 BBB- 1,115,960
10,540   Total Oklahoma       11,616,360
    Oregon – 2.4% (1.6% of Total Investments)        
2,435   Beaverton School District 48J, Washington and Multnomah Counties, Oregon, General Obligation Bonds, Convertible Deferred Interest Series 2017D, 5.000%, 6/15/36   6/27 at 100.00 AA+ 3,037,955
725   Clackamas County Hospital Facility Authority, Oregon, Revenue Bonds, Rose Villa Inc, Series 2020A, 5.250%, 11/15/50   11/25 at 102.00 N/R 781,434
4,875   Deschutes County Hospital Facility Authority, Oregon, Hospital Revenue Bonds, Saint Charles Health System, Inc, Series 2016A, 5.000%, 1/01/48   1/26 at 100.00 A2 5,610,491
15,440   Oregon Facilities Authority, Revenue Bonds, Legacy Health Project, Series 2016A, 5.000%, 6/01/46   6/26 at 100.00 A+ 17,904,533
3,085   Oregon Facilities Authority, Revenue Bonds, Samaritan Health Services Project, Refunding Series 2020A, 5.000%, 10/01/40   10/30 at 100.00 BBB+ 3,887,809
1,500   Oregon Health and Science University, Revenue Bonds, Refunding Series 2016B, 5.000%, 7/01/39   7/26 at 100.00 AA- 1,792,500
    Port of Portland, Oregon, International Airport Revenue Bonds, Series 2017-24B:        
4,000   5.000%, 7/01/36 (AMT)   1/27 at 100.00 A+ 4,793,920
1,000   5.000%, 7/01/37 (AMT)   1/27 at 100.00 A+ 1,195,850
7,645   5.000%, 7/01/42 (AMT)   1/27 at 100.00 A+ 9,055,120
19,000   5.000%, 7/01/47 (AMT)   1/27 at 100.00 A+ 22,342,480
    Salem Hospital Facility Authority, Oregon, Revenue Bonds, Salem Health Projects, Series 2019A:        
5,855   5.000%, 5/15/44   5/29 at 100.00 A+ 7,289,885
3,000   4.000%, 5/15/49   5/29 at 100.00 A+ 3,445,230
2,000   University of Oregon, General Revenue Bonds, Series 2018A, 5.000%, 4/01/48   4/28 at 100.00 AA- 2,470,180
70,560   Total Oregon       83,607,387
    Pennsylvania – 4.9% (3.2% of Total Investments)        
7,500   Allegheny County Hospital Development Authority, Pennsylvania, Revenue Bonds, Allegheny Health Network Obligated Group Issue, Series 2018A, 5.000%, 4/01/47   4/28 at 100.00 A 9,081,300
1,670   Allegheny County Sanitary Authority, Pennsylvania, Sewer Revenue Bonds, Series 2020B, 4.000%, 6/01/45   12/30 at 100.00 A+ 1,996,268
37

NAD Nuveen Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Pennsylvania (continued)        
    Allegheny County, Pennsylvania, General Obligation Bonds, Series 2011C-65:        
$1,960   5.375%, 5/01/31 (Pre-refunded 5/01/21)   5/21 at 100.00 AA- (4) $1,985,794
2,570   5.375%, 5/01/31 (Pre-refunded 5/01/21)   5/21 at 100.00 N/R (4) 2,603,821
345   Commonwealth Financing Authority, Pennsylvania, State Appropriation Lease Bonds, Master Settlement, Series 2018, 5.000%, 6/01/34   6/28 at 100.00 A 432,940
    Delaware River Joint Toll Bridge Commission, New Jersey and Pennsylvania, Bridge System Revenue Bonds, Series 2017:        
3,500   5.000%, 7/01/37   7/27 at 100.00 A 4,317,670
8,385   5.000%, 7/01/42   7/27 at 100.00 A 10,237,750
    Lehigh County Authority, Pennsylvania, Water and Sewer Revenue Bonds, Allentown Concession, Capital Appreciation Series 2013B:        
5,400   0.000%, 12/01/33   No Opt. Call A 4,130,838
11,000   0.000%, 12/01/38   No Opt. Call A 7,169,360
    Lehigh County Authority, Pennsylvania, Water and Sewer Revenue Bonds, Allentown Concession, Series 2013A:        
2,500   5.125%, 12/01/47   12/23 at 100.00 A 2,779,125
2,875   5.125%, 12/01/47 (Pre-refunded 12/01/23)   12/23 at 100.00 N/R (4) 3,270,945
    Montgomery County Higher Education and Health Authority, Pennsylvania, Revenue Bonds, Thomas Jefferson University, Series 2018A:        
2,400   5.000%, 9/01/35   9/28 at 100.00 A 2,973,768
5,210   5.000%, 9/01/43   9/28 at 100.00 A 6,329,785
    Montgomery County Higher Education and Health Authority, Pennsylvania, Revenue Bonds, Thomas Jefferson University, Series 2019:        
500   4.000%, 9/01/44   9/29 at 100.00 A 568,565
165   4.000%, 9/01/49   9/29 at 100.00 A 186,330
3,430   Montgomery County Industrial Development Authority, Pennsylvania, Health System Revenue Bonds, Albert Einstein Healthcare Network Issue, Series 2015A, 5.250%, 1/15/45   1/25 at 100.00 Ba1 3,815,635
1,900   Montgomery County Industrial Development Authority, Pennsylvania, Revenue Bonds, ACTS Retirement-Life Communities, Inc Obligated Group, Series 2020, 4.000%, 11/15/43   11/27 at 103.00 A- 2,145,461
235   Pennsylvania Economic Development Financing Authority, Exempt Facilities Revenue Bonds, National Gypsum Company, Refunding Series 2014, 5.500%, 11/01/44 (AMT)   11/24 at 100.00 N/R 246,139
9,575   Pennsylvania Higher Educational Facilities Authority, Revenue Bonds, University of Pennsylvania Health System, Series 2019, 4.000%, 8/15/44   8/29 at 100.00 Aa3 11,232,432
16,750   Pennsylvania Turnpike Commission, Turnpike Revenue Bonds, Capital Appreciation Series 2009E, 6.375%, 12/01/38   12/27 at 100.00 A3 22,411,165
4,305   Pennsylvania Turnpike Commission, Turnpike Revenue Bonds, Series 2015A-1, 5.000%, 12/01/45   6/25 at 100.00 A+ 4,990,830
2,000   Pennsylvania Turnpike Commission, Turnpike Revenue Bonds, Subordinate Lien Series 2014A-1, 5.000%, 12/01/38   12/24 at 100.00 A3 2,299,460
14,500   Pennsylvania Turnpike Commission, Turnpike Revenue Bonds, Subordinate Series 2009C, 6.250%, 6/01/33  –  AGM Insured   6/26 at 100.00 A2 18,456,325
38

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Pennsylvania (continued)        
$6,250   Pennsylvania Turnpike Commission, Turnpike Revenue Bonds, Subordinate Series 2015B-1, 5.000%, 12/01/45   12/25 at 100.00 A3 $7,267,937
5,000   Pennsylvania Turnpike Commission, Turnpike Revenue Bonds, Subordinate Series 2016A-1, 5.000%, 12/01/46   12/25 at 100.00 A3 5,858,150
    Pennsylvania Turnpike Commission, Turnpike Revenue Bonds, Subordinate Series 2021A:        
3,740   4.000%, 12/01/45   12/30 at 100.00 A3 4,407,253
3,430   4.000%, 12/01/50   12/30 at 100.00 A3 4,015,227
8,650   Philadelphia, Pennsylvania, Airport Revenue Bonds, Refunding Series 2017B, 5.000%, 7/01/42 (AMT)   7/27 at 100.00 A- 10,355,780
2,150   Pittsburgh Water and Sewer Authority, Pennsylvania, Water and Sewer System Revenue Bonds, First Lien Series 2020B, 4.000%, 9/01/50  –  AGM Insured   9/30 at 100.00 A2 2,550,416
10,000   Westmoreland County Municipal Authority, Pennsylvania, Municipal Service Revenue Bonds, Series 2016, 5.000%, 8/15/38  –  BAM Insured   8/25 at 100.00 AA 11,774,200
147,895   Total Pennsylvania       169,890,669
    Puerto Rico – 0.7% (0.4% of Total Investments)        
800   Puerto Rico Public Buildings Authority, Guaranteed Government Facilities Revenue Bonds, Refunding Series 2002D, 5.450%, 7/01/31  –  AMBAC Insured   3/21 at 100.00 N/R 814,656
    Puerto Rico Sales Tax Financing Corporation, Sales Tax Revenue Bonds, Restructured 2018A-1:        
3,291   4.550%, 7/01/40   7/28 at 100.00 N/R 3,694,246
2,796   0.000%, 7/01/46   7/28 at 41.38 N/R 884,794
12,202   5.000%, 7/01/58   7/28 at 100.00 N/R 13,912,843
    Puerto Rico Sales Tax Financing Corporation, Sales Tax Revenue Bonds, Taxable Restructured Cofina Project Series 2019A-2:        
2,000   4.329%, 7/01/40   7/28 at 100.00 N/R 2,215,580
17   4.536%, 7/01/53   7/28 at 100.00 N/R 18,826
1,434   4.784%, 7/01/58   7/28 at 100.00 N/R 1,612,519
22,540   Total Puerto Rico       23,153,464
    Rhode Island – 0.5% (0.3% of Total Investments)        
7,230   Rhode Island Health and Educational Building Corporation, Higher Education Facility Revenue Bonds, Brown University, Series 2013, 5.000%, 9/01/43   9/23 at 100.00 AA+ 7,990,017
3,320   Rhode Island Health and Educational Building Corporation, Hospital Financing Revenue Bonds, Lifespan Obligated Group, Refunding Series 2016, 5.000%, 5/15/39   5/26 at 100.00 BBB+ 3,737,457
30,175   Rhode Island Tobacco Settlement Financing Corporation, Tobacco Settlement Asset-Backed Bonds, Series 2007A, 0.000%, 6/01/52   2/21 at 15.73 CCC- 4,821,060
40,725   Total Rhode Island       16,548,534
    South Carolina – 4.7% (3.1% of Total Investments)        
    Lexington County Health Services District, Inc, South Carolina, Hospital Revenue Bonds, Lexington Medical Center, Series 2016:        
7,500   5.000%, 11/01/41   5/26 at 100.00 A 8,795,025
3,180   5.000%, 11/01/46   5/26 at 100.00 A 3,701,297
39

NAD Nuveen Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    South Carolina (continued)        
    Piedmont Municipal Power Agency, South Carolina, Electric Revenue Bonds, Series 2004A-2:        
$21,565   0.000%, 1/01/30  –  AMBAC Insured   No Opt. Call A- $18,847,594
1,250   0.000%, 1/01/31  –  AGC Insured   No Opt. Call A3 1,076,663
4,610   Rock Hill, South Carolina, Combined Utility System Revenue Bonds, Series 2016, 5.000%, 1/01/47   1/26 at 100.00 A 5,390,197
    South Carolina Jobs-Economic Development Authority, Economic Development Revenue Bonds, Bishop Gadsden Episcopal Retirement Community, Series 2019A:        
645   5.000%, 4/01/44   4/26 at 103.00 BBB- 722,187
625   5.000%, 4/01/49   4/26 at 103.00 BBB- 695,956
1,640   South Carolina Jobs-Economic Development Authority, Economic Development Revenue Bonds, Furman University, Refunding Series 2015, 5.000%, 10/01/45   10/25 at 100.00 A1 1,837,161
13,475   South Carolina Jobs-Economic Development Authority, Hospital Revenue Bonds, Bon Secours Mercy Health, Inc, Series 2020A, 4.000%, 12/01/44   6/30 at 100.00 A+ 16,042,122
1,000   South Carolina Jobs-Economic Development Authority, Hospital Revenue Bonds, McLeod Health Projects, Refunding & Improvement Series 2018, 5.000%, 11/01/43   5/28 at 100.00 AA- 1,219,330
875   South Carolina Jobs-Economic Development Authority, Hospital Revenue Bonds, Palmetto Health, Refunding Series 2011A, 6.500%, 8/01/39 (Pre-refunded 8/01/21)  –  AGM Insured   8/21 at 100.00 AA (4) 902,790
9,000   South Carolina Public Service Authority Santee Cooper Revenue Obligations, Refunding Series 2016B, 5.000%, 12/01/56   12/26 at 100.00 A- 10,939,770
14,765   South Carolina Public Service Authority, Santee Cooper Revenue Obligations, Refunding & Improvement Series 2015A, 5.000%, 12/01/50   6/25 at 100.00 A- 17,246,406
    South Carolina Public Service Authority, Santee Cooper Revenue Obligations, Refunding Series 2014C:        
8,900   5.000%, 12/01/39   12/24 at 100.00 A- 10,287,955
12,760   5.000%, 12/01/46   12/24 at 100.00 A- 14,693,906
5,500   South Carolina Public Service Authority, Santee Cooper Revenue Obligations, Series 2013A, 5.125%, 12/01/43   12/23 at 100.00 A- 6,166,820
3,455   South Carolina Public Service Authority, Santee Cooper Revenue Obligations, Series 2014A, 5.500%, 12/01/54   6/24 at 100.00 A- 3,967,411
    South Carolina State Ports Authority, Revenue Bonds, Series 2015:        
860   5.250%, 7/01/55 (Pre-refunded 7/01/25) (AMT)   7/25 at 100.00 A1 (4) 1,043,146
4,140   5.250%, 7/01/55 (Pre-refunded 7/01/25) (AMT)   7/25 at 100.00 A+ (4) 5,021,654
    South Carolina State Ports Authority, Revenue Bonds, Series 2018:        
15,350   5.000%, 7/01/48 (AMT)   7/28 at 100.00 A+ 18,855,019
8,000   5.000%, 7/01/55 (AMT)   7/28 at 100.00 A+ 9,769,440
5,000   South Carolina State Ports Authority, Revenue Bonds, Series 2019A, 5.000%, 7/01/54   7/29 at 100.00 A+ 6,226,450
144,095   Total South Carolina       163,448,299
    South Dakota – 0.7% (0.5% of Total Investments)        
11,320   South Dakota Board of Regents, Housing and Auxiliary Facilities System Revenue Bonds, Series 2017, 4.000%, 4/01/42   10/27 at 100.00 Aa3 12,947,703
40

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    South Dakota (continued)        
$2,685   South Dakota Health and Educational Facilities Authority, Revenue Bonds, Regional Health, Refunding Series 2017, 4.000%, 9/01/36   9/27 at 100.00 A1 $3,091,428
1,460   South Dakota Health and Educational Facilities Authority, Revenue Bonds, Sanford Health, Series 2014B, 5.000%, 11/01/44   11/24 at 100.00 A+ 1,655,669
7,185   South Dakota Health and Educational Facilities Authority, Revenue Bonds, Sanford Health, Series 2015, 5.000%, 11/01/45   11/25 at 100.00 A+ 8,347,174
22,650   Total South Dakota       26,041,974
    Tennessee – 1.8% (1.2% of Total Investments)        
9,460   Chattanooga Health, Educational and Housing Facility Board, Tennessee, Revenue Bonds, Catholic Health Initiatives, Series 2013A, 5.250%, 1/01/45 (Pre-refunded 1/01/23)   1/23 at 100.00 BBB+ (4) 10,360,592
    Greeneville Health and Educational Facilities Board, Tennessee, Hospital Revenue Bonds, Ballad Health, Series 2018A:        
2,000   5.000%, 7/01/36   7/28 at 100.00 Baa1 2,443,540
7,000   5.000%, 7/01/37   7/28 at 100.00 Baa1 8,529,570
40   Johnson City Health and Educational Facilities Board, Tennessee, Hospital Revenue Refunding and Improvement Bonds, Johnson City Medical Center, Series 1998C, 5.125%, 7/01/25 (Pre-refunded 7/01/23)  –  NPFG Insured   7/23 at 100.00 N/R (4) 40,704
17,000   Knox County Health, Educational and Housing Facility Board, Tennessee, Hospital Revenue Bonds, Covenant Health, Refunding Series 2016A, 5.000%, 1/01/47   1/27 at 100.00 A 19,829,140
    Metropolitan Government of Nashville-Davidson County Health and Educational Facilities Board, Tennessee, Revenue Bonds, Belmont University Project, Series 2012:        
3,000   5.000%, 11/01/23   11/21 at 100.00 A3 3,092,610
3,200   5.000%, 11/01/24   11/21 at 100.00 A3 3,298,016
3,400   5.000%, 11/01/25   11/21 at 100.00 A3 3,503,870
535   Metropolitan Government of Nashville-Davidson County Health and Educational Facilities Board, Tennessee, Revenue Bonds, Vanderbilt University Medical Center, Series 2016A, 5.000%, 7/01/46   7/26 at 100.00 Aa1 623,730
6,000   Metropolitan Nashville Airport Authority, Tennessee, Airport Revenue Bonds, Subordinate Series 2019B, 5.000%, 7/01/39 (AMT)   7/30 at 100.00 A2 7,708,380
4,000   The Tennessee Energy Acquisition Corporation, Gas Revenue Bonds, Series 2006A, 5.250%, 9/01/26   No Opt. Call BBB+ 4,944,080
55,635   Total Tennessee       64,374,232
    Texas – 20.7% (13.6% of Total Investments)        
1,975   Allen Independent School District, Collin County, Texas, General Obligation Bonds, School Building Series 2016, 5.000%, 2/15/39   2/26 at 100.00 AAA 2,390,165
8,835   Arlington, Texas, Special Tax Revenue Bonds, Senior Lien Series 2018A, 5.000%, 2/15/43  –  AGM Insured   2/28 at 100.00 A1 10,938,260
500   Austin Community College District, Texas, General Obligation Bonds, Refunding Limited Tax Series 2016, 5.000%, 8/01/23   No Opt. Call AA+ 559,495
    Austin, Texas, Airport System Revenue Bonds, Series 2015:        
3,000   5.000%, 11/15/39 (AMT)   11/24 at 100.00 A 3,395,970
3,040   5.000%, 11/15/44 (AMT)   11/24 at 100.00 A 3,418,480
4,500   Austin, Texas, Airport System Revenue Bonds, Series 2017B, 5.000%, 11/15/46 (AMT)   11/26 at 100.00 A 5,287,905
41

NAD Nuveen Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Texas (continued)        
$2,000   Austin, Texas, Electric Utility System Revenue Bonds, Refunding Series 2012A, 5.000%, 11/15/40   11/22 at 100.00 Aa3 $2,153,320
    Austin, Texas, Electric Utility System Revenue Bonds, Refunding Series 2015A:        
3,000   5.000%, 11/15/38   11/25 at 100.00 Aa3 3,597,030
13,705   5.000%, 11/15/45 (UB) (5)   11/25 at 100.00 Aa3 16,254,815
5,000   Austin, Texas, Water and Wastewater System Revenue Bonds, Refunding Series 2013A, 5.000%, 11/15/43   5/23 at 100.00 AA- 5,483,750
1,450   Austin, Texas, Water and Wastewater System Revenue Bonds, Refunding Series 2016A, 5.000%, 11/15/41   11/26 at 100.00 AA- 1,793,838
    Bell County Water Control Improvement District 1, Texas, Water Revenue Bonds, Series 2014:        
1,000   5.000%, 7/10/37  –  BAM Insured   7/23 at 100.00 A1 1,102,820
1,575   5.000%, 7/10/38  –  BAM Insured   7/23 at 100.00 A1 1,735,335
    Bexar County, Texas, Venue Project Revenue Bonds, Refunding Combined Venue Tax Series 2015:        
1,060   5.000%, 8/15/34  –  AGM Insured   8/24 at 100.00 A- 1,214,559
1,160   5.000%, 8/15/35  –  AGM Insured   8/24 at 100.00 A- 1,327,388
1,500   Board of Regents of the University of Texas, Permanent University Fund Bonds, Refunding Series 2015A, 5.000%, 7/01/28   7/24 at 100.00 AAA 1,731,795
2,000   Brownsville, Texas, Utility System Revenue Bonds, Refunding Series 2015, 5.000%, 9/01/31   9/25 at 100.00 A2 2,377,860
    Bryan, Brazos County, Texas, Electric System Revenue Bonds, Refunding Series 2012:        
1,000   5.000%, 7/01/28   7/22 at 100.00 A+ 1,063,650
1,000   5.000%, 7/01/29   7/22 at 100.00 A+ 1,063,650
1,620   Cameron County, Texas, Revenue and Tax Bonds, State Highway 550 Project, Series 2012, 5.000%, 2/15/32 (Pre-refunded 2/15/22)  –  AGM Insured   2/22 at 100.00 Aa3 (4) 1,702,361
    Central Texas Regional Mobility Authority, Revenue Bonds, Refunding Senior Lien Series 2013A:        
765   5.000%, 1/01/43 (Pre-refunded 1/01/23)   1/23 at 100.00 Baa1 (4) 835,724
1,100   5.000%, 1/01/43 (Pre-refunded 1/01/23)  –  AGM Insured   1/23 at 100.00 A2 (4) 1,201,695
665   Central Texas Regional Mobility Authority, Revenue Bonds, Refunding Subordinate Lien Series 2013, 5.000%, 1/01/42 (Pre-refunded 1/01/23)   1/23 at 100.00 Baa2 (4) 726,479
    Central Texas Regional Mobility Authority, Revenue Bonds, Senior Lien Series 2010:        
2,945   0.000%, 1/01/36   No Opt. Call Baa1 2,091,186
2,205   0.000%, 1/01/37   No Opt. Call Baa1 1,514,350
2,160   0.000%, 1/01/38   No Opt. Call Baa1 1,437,480
1,000   0.000%, 1/01/40   No Opt. Call Baa1 625,620
    Central Texas Regional Mobility Authority, Revenue Bonds, Senior Lien, Series 2015A:        
2,600   5.000%, 1/01/35   7/25 at 100.00 Baa1 3,014,362
3,035   5.000%, 1/01/45   7/25 at 100.00 Baa1 3,462,055
1,000   Clifton Higher Education Finance Corporation, Texas, Education Revenue Bonds, Idea Public Schools, Series 2013, 6.000%, 8/15/43   8/23 at 100.00 A- 1,106,390
42

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Texas (continued)        
    Clifton Higher Education Finance Corporation, Texas, Education Revenue Bonds, Uplift Education Charter School, Series 2013A:        
$1,000   4.350%, 12/01/42   12/22 at 100.00 BBB- $1,025,210
1,000   4.400%, 12/01/47   12/22 at 100.00 BBB- 1,024,020
1,500   College Station, Texas, Certificates of Obligation, Series 2012, 5.000%, 2/15/32   2/21 at 100.00 AA+ 1,502,655
2,000   Corpus Christi, Texas, Utility System Revenue Bonds, Improvement Junior Lien Series 2013, 5.000%, 7/15/43 (Pre-refunded 7/15/23)   7/23 at 100.00 AA- (4) 2,235,820
1,175   Dallas Area Rapid Transit, Texas, Sales Tax Revenue Bonds, Refunding Senior Lien Series 2014A, 5.000%, 12/01/36 (Pre-refunded 12/01/24)   12/24 at 100.00 Aa2 (4) 1,390,601
1,680   Dallas Area Rapid Transit, Texas, Sales Tax Revenue Bonds, Refunding Series 2016A, 5.000%, 12/01/48   12/25 at 100.00 Aa2 1,995,302
8,100   Dallas-Fort Worth International Airport, Texas, Joint Revenue Bonds, Improvement Series 2013C, 5.125%, 11/01/43 (AMT)   11/22 at 100.00 A 8,684,010
16,980   Dallas-Fort Worth International Airport, Texas, Joint Revenue Bonds, Improvement Series 2014B, 4.500%, 11/01/45 (AMT)   11/22 at 100.00 A 17,826,793
10,000   Dallas-Fort Worth International Airport, Texas, Joint Revenue Bonds, Refunding Series 2012E, 5.000%, 11/01/42 (Pre-refunded 11/01/21) (AMT)   11/21 at 100.00 A (4) 10,357,400
9,500   Dallas-Fort Worth International Airport, Texas, Joint Revenue Bonds, Series 2012H, 5.000%, 11/01/42 (Pre-refunded 11/01/21) (AMT)   11/21 at 100.00 A (4) 9,839,530
1,230   Danbury Higher Education Authority, Texas, Charter School Revenue Bonds, John H Wood Jr Public Charter District, Inspire Academies, Series 2013A, 6.000%, 8/15/28 (Pre-refunded 8/15/23)   8/23 at 100.00 BBB- (4) 1,402,618
200   Decatur Hospital Authority, Texas, Revenue Bonds, Wise Regional Health System, Series 2014A, 5.250%, 9/01/44   9/24 at 100.00 BBB- 216,120
1,000   El Paso County Hospital District, Texas, General Obligtion Bonds, Refunding Series 2013, 5.000%, 8/15/33   8/23 at 100.00 BBB+ 1,054,140
    El Paso County, Texas, Certificates of Obligation, Series 2001:        
185   5.000%, 2/15/21  –  AGM Insured (ETM)   No Opt. Call AA (4) 185,324
1,565   5.000%, 2/15/21  –  AGM Insured   No Opt. Call AA 1,567,786
500   Flower Mound, Texas, Special Assessment Revenue Bonds, River Walk Public Improvement District 1, Series 2014, 6.500%, 9/01/36   3/21 at 102.00 N/R 508,785
7,760   Grand Parkway Transportation Corporation, Texas, System Toll Revenue Bonds, Frst Tier Series 2013A, 5.125%, 10/01/43   10/23 at 100.00 BBB 8,327,256
    Grand Parkway Transportation Corporation, Texas, System Toll Revenue Bonds, Refunding First Tier Series 2020C:        
3,500   4.000%, 10/01/40   4/30 at 100.00 A2 4,229,295
2,500   4.000%, 10/01/49   4/30 at 100.00 A2 2,964,875
10,760   Grand Parkway Transportation Corporation, Texas, System Toll Revenue Bonds, Subordinate Lien Series 2013B, 5.000%, 4/01/53 (Pre-refunded 10/01/23), 144A   10/23 at 100.00 AA (4) 12,149,977
5,295   Grand Parkway Transportation Corporation, Texas, System Toll Revenue Bonds, Subordinate Lien Series 2018A Tela Supported, 5.000%, 10/01/48   4/28 at 100.00 AA 6,630,028
4,105   Grand Parkway Transportation Corporation, Texas, System Toll Revenue Bonds, Tender Option Bond Trust 2015-XF0228, 18.138%, 11/01/44 (Pre-refunded 10/01/23), 144A (IF) (5)   10/23 at 100.00 AA (4) 6,226,710
43

NAD Nuveen Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Texas (continued)        
$4,960   Gulf Coast Industrial Development Authority, Texas, Solid Waste Disposal Revenue Bonds, Citgo Petroleum Corporation Project, Series 1995, 4.875%, 5/01/25 (AMT)   10/22 at 100.00 B3 $5,052,157
1,000   Hale Center Education Facilities Corporation, Texas, Revenue Bonds, Wayland Baptist University Project, Improvement and Refunding Series 2010, 5.000%, 3/01/35   3/21 at 100.00 BBB- 1,003,500
1,000   Harris County Cultural Education Facilities Finance Corporation, Texas, Hospital Revenue Bonds, Memorial Hermann Healthcare System, Refunding Series 2013A, 5.000%, 12/01/35 (Pre-refunded 12/01/22)   12/22 at 100.00 A+ (4) 1,087,660
1,000   Harris County Cultural Education Facilities Finance Corporation, Texas, Medical Facilities Revenue Bonds, Baylor College of Medicine, Refunding Series 2012A, 5.000%, 11/15/26 (Pre-refunded 11/15/22)   11/22 at 100.00 A (4) 1,086,480
    Harris County Cultural Education Facilities Finance Corporation, Texas, Revenue Bonds, Houston Methodist Hospital System, Series 2015:        
1,895   4.000%, 12/01/45   6/25 at 100.00 AA 2,070,193
4,480   5.000%, 12/01/45   6/25 at 100.00 AA 5,175,251
    Harris County Cultural Education Facilities Finance Corporation, Texas, Revenue Refunding Bonds, Young Men's Christian Association of the Greater Houston Area, Series 2013A:        
1,615   5.000%, 6/01/28   6/23 at 100.00 Baa2 1,696,428
3,000   5.000%, 6/01/38   6/23 at 100.00 Baa2 3,102,450
1,390   Harris County Metropolitan Transit Authority, Texas, Sales and Use Tax Revenue Bonds, Series 2011A, 5.000%, 11/01/41 (Pre-refunded 11/01/21)   11/21 at 100.00 Aa2 (4) 1,441,069
10,000   Harris County, Texas, Toll Road Revenue Bonds, Refunding First Lien Series 2021A, 4.000%, 8/15/50   8/30 at 100.00 Aa2 12,137,500
1,165   Harris County, Texas, Toll Road Revenue Bonds, Refunding Senior Lien Series 2012C, 5.000%, 8/15/31   8/22 at 100.00 AA- 1,245,129
5,150   Harris County, Texas, Toll Road Revenue Bonds, Refunding Senior Lien Series 2016A, 5.000%, 8/15/41   8/26 at 100.00 AA 6,220,221
    Harris County-Houston Sports Authority, Texas, Revenue Bonds, Capital Appreciation Refunding Senior Lien Series 2014A:        
510   0.000%, 11/15/41  –  AGM Insured   11/31 at 62.66 A2 230,750
1,020   0.000%, 11/15/42  –  AGM Insured   11/31 at 59.73 A2 438,998
1,255   0.000%, 11/15/43  –  AGM Insured   11/31 at 56.93 A2 513,069
3,305   0.000%, 11/15/44  –  AGM Insured   11/31 at 54.25 A2 1,282,142
4,460   0.000%, 11/15/45  –  AGM Insured   11/31 at 51.48 A2 1,636,820
6,500   0.000%, 11/15/47  –  AGM Insured   11/31 at 46.45 A2 2,139,670
44

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Texas (continued)        
    Harris County-Houston Sports Authority, Texas, Revenue Bonds, Junior Lien Series 2001H:        
$105   0.000%, 11/15/24  –  NPFG Insured (ETM)   No Opt. Call Baa2 (4) $102,956
495   0.000%, 11/15/24  –  NPFG Insured   No Opt. Call BB+ 450,940
50   0.000%, 11/15/29  –  NPFG Insured (ETM)   No Opt. Call Baa2 (4) 45,645
4,390   0.000%, 11/15/29  –  NPFG Insured   No Opt. Call BB+ 3,355,321
105   0.000%, 11/15/30  –  NPFG Insured (ETM)   No Opt. Call Baa2 (4) 94,128
625   0.000%, 11/15/30  –  NPFG Insured   No Opt. Call BB+ 458,806
7,570   0.000%, 11/15/31  –  NPFG Insured   No Opt. Call BB+ 5,342,149
210   0.000%, 11/15/32  –  NPFG Insured   11/31 at 94.05 BB+ 138,896
260   0.000%, 11/15/33   11/31 at 88.44 BB+ 161,249
2,045   0.000%, 11/15/34  –  NPFG Insured   11/31 at 83.17 BB+ 1,187,102
1,130   0.000%, 11/15/36  –  NPFG Insured   11/31 at 73.51 BB+ 576,876
4,370   0.000%, 11/15/38  –  NPFG Insured   11/31 at 64.91 BB+ 1,958,547
2,260   0.000%, 11/15/39  –  NPFG Insured   11/31 at 60.98 BB+ 948,658
    Harris County-Houston Sports Authority, Texas, Revenue Bonds, Refunding Second Lien Series 2014C:        
600   5.000%, 11/15/33   11/24 at 100.00 BBB- 653,004
400   5.000%, 11/15/34   11/24 at 100.00 BBB- 434,820
    Harris County-Houston Sports Authority, Texas, Revenue Bonds, Refunding Senior Lien Series 2014A:        
1,000   5.000%, 11/15/28   11/24 at 100.00 BBB 1,130,190
1,000   5.000%, 11/15/30   11/24 at 100.00 BBB 1,123,070
3,440   Harris County-Houston Sports Authority, Texas, Revenue Bonds, Senior Lien Series 2001G, 0.000%, 11/15/41  –  NPFG Insured   11/31 at 53.78 BBB 1,334,479
1,000   Harris County-Houston Sports Authority, Texas, Revenue Bonds, Third Lien Series 2004A-3, 0.000%, 11/15/33  –  NPFG Insured   11/24 at 59.10 BB 527,840
7,570   Houston, Texas, Airport System Revenue Bonds, Refunding & Subordinate Lien Series 2018A, 5.000%, 7/01/41 (AMT)   7/28 at 100.00 A 9,218,443
2,000   Houston, Texas, Airport System Revenue Bonds, Refunding Subordinate Lien Series Series 2012A, 5.000%, 7/01/31 (Pre-refunded 7/01/22) (AMT)   7/22 at 100.00 A (4) 2,130,160
5,000   Houston, Texas, Airport System Special Facilities Revenue Bonds, United Airlines, Inc Technical Operations Center Project, Series 2018, 5.000%, 7/15/28 (AMT)   No Opt. Call B 5,740,450
380   Houston, Texas, Airport System Special Facilities Revenue Bonds, United Airlines, Inc Terminal E Project, Refunding Series 2014, 5.000%, 7/01/29 (AMT)   7/24 at 100.00 B 411,380
1,885   Houston, Texas, Airport System Special Facilities Revenue Bonds, United Airlines, Inc Terminal E Project, Refunding Series 2020A, 5.000%, 7/01/27 (AMT)   No Opt. Call BB- 2,181,303
1,000   Houston, Texas, Airport System Special Facilities Revenue Bonds, United Airlines, Inc Terminal Improvements Project, Refunding Series 2020B-2, 5.000%, 7/15/27 (AMT)   No Opt. Call BB- 1,157,780
4,000   Houston, Texas, Combined Utility System Revenue Bonds, First Lien Series 2011D, 5.000%, 11/15/40 (Pre-refunded 11/15/21)   11/21 at 100.00 AA (4) 4,154,640
2,000   Houston, Texas, Combined Utility System Revenue Bonds, Refunding First Lien Series 2012D, 5.000%, 11/15/42 (Pre-refunded 11/15/22)   11/22 at 100.00 AA (4) 2,174,840
45

NAD Nuveen Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Texas (continued)        
$3,000   Houston, Texas, Combined Utility System Revenue Bonds, Refunding First Lien Series 2018D, 5.000%, 11/15/36   11/28 at 100.00 Aa2 $3,920,400
2,000   Houston, Texas, General Obligation Bonds, Refunding Public Improvement Series 2017A, 5.000%, 3/01/31   3/27 at 100.00 Aa3 2,498,640
1,015   Houston, Texas, Hotel Occupancy Tax and Special Revenue Bonds, Convention and Entertainment Facilities Department, Refunding Series 2014, 5.000%, 9/01/34   9/24 at 100.00 A 1,110,664
    Houston, Texas, Hotel Occupancy Tax and Special Revenue Bonds, Convention and Entertainment Project, Series 2001B:        
3,250   0.000%, 9/01/25  –  AMBAC Insured   No Opt. Call A2 3,091,887
4,130   0.000%, 9/01/26  –  AMBAC Insured   No Opt. Call A2 3,858,246
3,130   0.000%, 9/01/30  –  AMBAC Insured   No Opt. Call A 2,506,723
12,030   0.000%, 9/01/31  –  AMBAC Insured   No Opt. Call A 9,312,904
1,470   0.000%, 9/01/32  –  AMBAC Insured   No Opt. Call A 1,099,325
    Houston, Texas, Water and Sewerage System Revenue Bonds, Refunding Junior Lien Series 1998A:        
4,680   0.000%, 12/01/22  –  AGM Insured   No Opt. Call AA+ 4,654,822
12,030   0.000%, 12/01/22  –  AGM Insured (ETM)   No Opt. Call AA+ (4) 11,990,421
3,255   Hutto Independent School District, Williamson County, Texas, General Obligation Bonds, Refunding Series 2012A, 0.000%, 8/01/45   8/21 at 24.48 A+ 792,007
1,360   Jacksonville Independent School District, Cherokee County, Texas, General Obligation Bonds, School Building Series 2014, 5.000%, 2/15/39   2/24 at 100.00 Aaa 1,534,828
2,675   Laredo Community College District, Webb County, Texas, General Obligation Bonds, Series 2014, 5.000%, 8/01/34   8/24 at 100.00 AA- 3,075,956
    Leander Independent School District, Williamson and Travis Counties, Texas, General Obligation Bonds, Refunding Series 2015A:        
8,000   4.000%, 8/15/37   8/25 at 100.00 AAA 9,088,240
2,275   5.000%, 8/15/40   8/25 at 100.00 AAA 2,689,732
2,000   Lone Star College System, Harris, Montgomery and San Jacinto Counties, Texas, Revenue Financing System Bonds, Series 2013, 5.000%, 2/15/36   3/21 at 100.00 AA 2,007,360
1,750   Love Field Airport Modernization Corporation, Texas, General Airport Revenue Bonds Series 2015, 5.000%, 11/01/35 (AMT)   11/25 at 100.00 A- 2,010,820
7,800   Love Field Airport Modernization Corporation, Texas, Special Facilities Revenue Bonds, Southwest Airlines Company, Series 2010, 5.250%, 11/01/40   3/21 at 100.00 BBB 7,961,772
1,150   Lower Colorado River Authority, Texas, Revenue Bonds, Refunding Series 2012A, 5.000%, 5/15/36   5/22 at 100.00 A 1,213,572
    Lower Colorado River Authority, Texas, Revenue Bonds, Refunding Series 2012B:        
25   5.000%, 5/15/29 (Pre-refunded 5/15/22)   5/22 at 100.00 N/R (4) 26,524
1,975   5.000%, 5/15/29   5/22 at 100.00 A 2,088,385
6,500   Lower Colorado River Authority, Texas, Transmission Contract Revenue Bonds, LCRA Transmission Services Corporation Project, Refunding Series 2016, 5.000%, 5/15/46   5/26 at 100.00 A 7,681,245
1,350   Lubbock Independent School District, Lubbock County, Texas, General Obligation Bonds, School Building Series 2013A, 5.000%, 2/15/43 (Pre-refunded 2/15/23)   2/23 at 100.00 AAA 1,483,933
1,750   Martin County Hospital District, Texas, Combination Limited Tax and Revenue Bonds, Series 2011A, 7.250%, 4/01/36   4/21 at 100.00 BBB 1,761,602
46

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Texas (continued)        
$9,180   Matagorda County Navigation District 1, Texas, Collateralized Revenue Refunding Bonds, Houston Light and Power Company, Series 1997, 5.125%, 11/01/28  –  AMBAC Insured (AMT)   No Opt. Call A $11,823,106
    McCamey County Hospital District, Texas, General Obligation Bonds, Series 2013:        
1,000   5.750%, 12/01/33   12/25 at 100.00 B1 1,111,390
3,000   6.125%, 12/01/38   12/25 at 100.00 B1 3,343,470
2,835   Mission Economic Development Corporation, Texas, Revenue Bonds, Natgasoline Project, Senior Lien Series 2018, 4.625%, 10/01/31 (AMT), 144A   10/21 at 105.00 BB- 3,030,417
4,735   New Hope Cultural Education Facilities Finance Corporation, Texas, Student Housing Revenue Bonds, CHF-Collegiate Housing Foundation - College Station I LLC - Texas A&M University Project, Series 2014A, 5.000%, 4/01/46  –  AGM Insured   4/24 at 100.00 A2 5,100,400
665   North Central Texas Health Facilities Development Corporation, Hospital Revenue Bonds, Presbyterian Healthcare System, Series 1996A, 5.750%, 6/01/26  –  NPFG Insured (ETM)   No Opt. Call N/R (4) 764,983
885   North Central Texas Health Facilities Development Corporation, Texas, Revenue Bonds, Children's Medical Center Dallas Project, Series 2012, 5.000%, 8/15/32 (Pre-refunded 8/15/22)   8/22 at 100.00 Aa3 (4) 950,835
710   North Fort Bend Water Authority, Texas, Water System Revenue Bonds, Series 2011, 5.000%, 12/15/36  –  AGM Insured   12/21 at 100.00 A2 738,123
3,860   North Harris County Regional Water Authority, Texas, Water Revenue Bonds, Refunding Senior Lien Series 2013, 5.000%, 12/15/33   12/22 at 100.00 A1 4,183,893
    North Texas Tollway Authority, Special Projects System Revenue Bonds, Convertible Capital Appreciation Series 2011C:        
4,030   0.000%, 9/01/43 (Pre-refunded 9/01/31) (7)   9/31 at 100.00 N/R (4) 5,677,746
8,470   0.000%, 9/01/45 (Pre-refunded 9/01/31) (7)   9/31 at 100.00 N/R (4) 12,896,507
3,000   North Texas Tollway Authority, Special Projects System Revenue Bonds, Current Interest Series 2011D, 5.000%, 9/01/31 (Pre-refunded 9/01/21)   9/21 at 100.00 N/R (4) 3,085,110
2,000   North Texas Tollway Authority, Special Projects System Revenue Bonds, Series 2011A, 5.500%, 9/01/41 (Pre-refunded 9/01/21)   9/21 at 100.00 N/R (4) 2,062,540
7,000   North Texas Tollway Authority, System Revenue Bonds, Refunding First Tier Capital Appreciation Series 2008I, 6.500%, 1/01/43   1/25 at 100.00 A+ 8,455,580
2,500   North Texas Tollway Authority, System Revenue Bonds, Refunding First Tier, Series 2008D, 0.000%, 1/01/36  –  AGC Insured   No Opt. Call A1 1,916,825
10,260   North Texas Tollway Authority, System Revenue Bonds, Refunding First Tier, Series 2015B, 5.000%, 1/01/40   1/23 at 100.00 A+ 11,063,255
4,555   North Texas Tollway Authority, System Revenue Bonds, Refunding First Tier, Series 2019A, 4.000%, 1/01/44   1/29 at 100.00 A+ 5,288,264
    North Texas Tollway Authority, System Revenue Bonds, Refunding Second Tier, Series 2015A:        
13,355   5.000%, 1/01/33   1/25 at 100.00 A 15,550,428
1,000   5.000%, 1/01/34   1/25 at 100.00 A 1,162,290
1,000   Nueces River Authority, Texas, Water Supply Revenue Bonds, Corpus Christi Lake Texana Project, Refunding Series 2015, 5.000%, 7/15/26   7/25 at 100.00 AA- 1,200,950
1,425   Port of Houston Authority, Harris County, Texas, General Obligation Bonds, Series 2010E, 0.000%, 10/01/35   No Opt. Call AA 1,126,776
47

NAD Nuveen Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Texas (continued)        
$4,000   Prosper Independent School District, Collin County, Texas, General Obligation Bonds, Refunding Series 2015, 5.000%, 2/15/40   2/25 at 100.00 AAA $4,651,080
205   Reagan Hospital District of Reagan County, Texas, Limited Tax Revenue Bonds, Series 2014A, 5.125%, 2/01/39   2/24 at 100.00 Ba1 216,066
4,060   San Antonio Convention Center Hotel Finance Corporation, Texas, Contract Revenue Empowerment Zone Bonds, Series 2005A, 5.000%, 7/15/39  –  AMBAC Insured (AMT)   3/21 at 100.00 BBB+ 4,063,045
2,500   San Antonio, Texas, Airport System Revenue Bonds, Refunding Series 2012, 5.000%, 7/01/27 (AMT)   7/22 at 100.00 A 2,648,500
2,640   San Antonio, Texas, Water System Revenue Bonds, Refunding Junior Lien Series 2015B, 5.000%, 5/15/34   5/25 at 100.00 AA 3,146,484
1,000   San Antonio, Texas, Water System Revenue Bonds, Refunding Junior Lien Series 2018A, 5.000%, 5/15/48   5/28 at 100.00 AA 1,251,230
1,925   Stephen F Austin State University, Texas, Revenue Bonds, Refunding & Improvement Series 2016, 5.000%, 10/15/42   10/28 at 100.00 A1 2,371,061
515   Tarrant County Cultural Education Facilities Finance Corporation, Texas, Hospital Revenue Bonds, Hendrick Medical Center, Refunding Series 2013, 5.125%, 9/01/33 (Pre-refunded 9/01/23)   9/23 at 100.00 A3 (4) 579,679
1,250   Tarrant County Cultural Education Facilities Finance Corporation, Texas, Hospital Revenue Bonds, Scott & White Healthcare Project, Series 2016A, 5.000%, 11/15/32   5/26 at 100.00 AA- 1,526,950
2,000   Tarrant County Cultural Education Facilities Finance Corporation, Texas, Revenue Bonds, Texas Health Resources System, Series 2016A, 5.000%, 2/15/41   8/26 at 100.00 AA 2,407,540
2,775   Texas Municipal Gas Acquisition and Supply Corporation I, Gas Supply Revenue Bonds, Senior Lien Series 2008D, 6.250%, 12/15/26   No Opt. Call A- 3,320,842
    Texas Municipal Power Agency, Revenue Bonds, Refunding Transmission Series 2010:        
640   5.000%, 9/01/34   3/21 at 100.00 A+ 642,342
1,000   5.000%, 9/01/40   3/21 at 100.00 A+ 1,003,660
19,735   Texas Private Activity Bond Surface Transporation Corporation, Senior Lien Revenue Bonds, Blueridge Transportation Group, LLC SH 288 Toll Lanes Project, Series 2016, 5.000%, 12/31/55 (AMT)   12/25 at 100.00 Baa3 22,388,765
    Texas Private Activity Bond Surface Transporation Corporation, Senior Lien Revenue Bonds, NTE Mobility Partners Segments 3 LLC Segments 3A & 3B Facility, Series 2013:        
1,335   7.000%, 12/31/38 (AMT)   9/23 at 100.00 Baa3 1,539,655
4,040   6.750%, 6/30/43 (AMT)   9/23 at 100.00 Baa3 4,628,062
25,000   Texas Private Activity Bond Surface Transporation Corporation, Senior Lien Revenue Bonds, NTE Mobility Partners Segments 3 LLC Segments 3C Project, Series 2019, 5.000%, 6/30/58 (AMT)   6/29 at 100.00 Baa3 30,475,750
    Texas State, General Obligation Bonds, Texas Transportation Commission, Highway Improvement Series 2014:        
800   5.000%, 4/01/44 (Pre-refunded 4/01/24)   4/24 at 100.00 N/R (4) 919,128
1,200   5.000%, 4/01/44 (Pre-refunded 4/01/24)   4/24 at 100.00 AAA 1,382,808
2,000   Texas State, General Obligation Bonds, Transportation Commission Highway Improvement Series 2012A, 5.000%, 4/01/42 (Pre-refunded 4/01/22)   4/22 at 100.00 AAA 2,113,960
2,000   Texas State, General Obligation Bonds, Transportation Commission Mobility Fund, Refunding Series 2014, 5.000%, 10/01/34 (Pre-refunded 4/01/24)   4/24 at 100.00 AAA 2,304,680
48

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Texas (continued)        
$9,430   Texas Transportation Commission, Central Texas Turnpike System Revenue Bonds, Refunding First Tier Series 2012A, 5.000%, 8/15/41 (Pre-refunded 8/15/22)   8/22 at 100.00 A3 (4) $10,139,042
    Texas Transportation Commission, Central Texas Turnpike System Revenue Bonds, Refunding First Tier Series 2015B:        
8,335   0.000%, 8/15/36   8/24 at 59.60 A3 4,583,250
10,960   5.000%, 8/15/37   8/24 at 100.00 A3 12,475,658
    Texas Transportation Commission, Central Texas Turnpike System Revenue Bonds, Refunding Second Tier Series 2015C:        
2,100   5.000%, 8/15/33   8/24 at 100.00 Baa1 2,392,383
15,750   5.000%, 8/15/42   8/24 at 100.00 Baa1 17,727,255
10,000   Texas Transportation Commission, Highway Fund Revenue Bonds, First Tier Series 2016A, 5.000%, 10/01/30 (UB) (5)   10/26 at 100.00 AAA 12,438,200
1,875   Texas Transportation Commission, State Highway 249 System Revenue Bonds, First Tier Toll Series 2019A, 5.000%, 8/01/57   2/29 at 100.00 Baa3 2,204,625
    Texas Turnpike Authority, Central Texas Turnpike System Revenue Bonds, First Tier Series 2002A:        
2,285   0.000%, 8/15/21  –  AMBAC Insured (ETM)   No Opt. Call A3 (4) 2,283,652
7,715   0.000%, 8/15/21  –  AMBAC Insured   No Opt. Call A3 7,697,255
2,020   0.000%, 8/15/23  –  AMBAC Insured (ETM)   No Opt. Call A3 (4) 2,007,234
9,980   0.000%, 8/15/23  –  AMBAC Insured   No Opt. Call A3 9,827,007
3,830   0.000%, 8/15/24  –  AMBAC Insured (ETM)   No Opt. Call A3 (4) 3,789,632
21,170   0.000%, 8/15/24  –  AMBAC Insured   No Opt. Call A3 20,661,285
    Texas Water Development Board, State Water Implementation Revenue Fund Bonds, Master Trust Series 2017A:        
10,000   4.000%, 10/15/42 (UB) (5)   10/27 at 100.00 AAA 11,855,600
5,000   5.000%, 10/15/42   10/27 at 100.00 AAA 6,316,150
16,600   5.000%, 10/15/42 (UB) (5)   10/27 at 100.00 AAA 20,969,618
5,000   Texas Water Development Board, State Water Implementation Revenue Fund Bonds, Master Trust Series 2018B, 5.000%, 4/15/49   10/28 at 100.00 AAA 6,418,450
2,490   Uptown Development Authority, Houston, Texas, Tax Increment Contract Revenue Bonds, Infrastructure Improvement Facilities, Series 2018, 5.000%, 9/01/40   9/25 at 100.00 Baa2 2,792,311
1,735   Via Metropolitan Transit Advanced Transportation District, Texas, Sales Tax Revenue Bonds, Refunding & Improvement Series 2014, 5.000%, 8/01/38 (Pre-refunded 8/01/24)   8/24 at 100.00 AA+ (4) 2,027,070
250   Winter Garden Housing Finance Corporation, Texas, GNMA/FNMA Mortgage-Backed Securities Program Single Family Mortgage Revenue Bonds, Series 1994, 6.950%, 10/01/27 (AMT)   3/21 at 100.00 CC 251,125
    Wylie Independent School District, Collin County, Texas, General Obligation Bonds, School Building Series 2015B:        
1,000   0.000%, 8/15/45 (Pre-refunded 8/15/25)   8/25 at 44.15 Aaa 430,630
8,000   0.000%, 8/15/45   8/25 at 44.15 Aaa 3,328,800
686,735   Total Texas       724,895,616
49

NAD Nuveen Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Utah – 1.4% (1.0% of Total Investments)        
$27,055   Salt Lake City, Utah, Airport Revenue Bonds, International Airport Series 2017A, 5.000%, 7/01/47 (AMT)   7/27 at 100.00 A $32,392,681
4,500   Salt Lake City, Utah, Airport Revenue Bonds, International Airport Series 2018A, 5.000%, 7/01/48 (AMT)   7/28 at 100.00 A 5,464,620
5,795   Utah Charter School Finance Authoirty, Charter School Revenue Bonds, Hawthorn Academy Project, Series 2016, 5.000%, 10/15/46   4/26 at 100.00 AA 6,662,395
2,000   Utah County, Utah, Hospital Revenue Bonds, IHC Health Services Inc, Series 2012, 5.000%, 5/15/43 (Pre-refunded 5/15/21)   5/21 at 100.00 AA+ (4) 2,028,020
    Utah Transit Authority, Sales Tax Revenue Bonds, Refunding Series 2012:        
1,665   5.000%, 6/15/42 (Pre-refunded 6/15/22)   6/22 at 100.00 N/R (4) 1,776,622
2,445   5.000%, 6/15/42 (Pre-refunded 6/15/22)   6/22 at 100.00 A+ (4) 2,608,913
43,460   Total Utah       50,933,251
    Virginia – 3.1% (2.0% of Total Investments)        
785   Amherst Industrial Development Authority, Virginia, Revenue Bonds, Sweet Briar College, Series 2006, 5.000%, 9/01/26   3/21 at 100.00 BB- 784,969
560   Arlington County Industrial Development Authority, Virginia, Hospital Facility Revenue Bonds, Virginia Hospital Center, Series 2020, 4.000%, 7/01/45   7/30 at 100.00 A+ 662,396
515   Chesapeake, Virginia, Transportation System Senior Toll Road Revenue Bonds, Capital Appreciation Series 2012B, 0.000%, 7/15/40 (7)   7/28 at 100.00 BBB 543,402
1,000   Fairfax County Industrial Development Authority, Virginia, Healthcare Revenue Bonds, Inova Health System, Series 2018A, 4.000%, 5/15/48 (UB) (5)   5/28 at 100.00 Aa2 1,159,540
1,000   Fairfax County Redevelopment and Housing Authority, Virginia, Multifamily Housing Revenue Bonds, FHA-Insured Mortgage - Cedar Ridge Project, Series 2007, 4.850%, 10/01/48 (AMT)   3/21 at 100.00 AA+ 1,005,230
12,000   Hampton Roads Transportation Accountability Commission, Virginia, Hampton Roads Transportation Fund Revenue Bonds, Senior Lien Series 2018A, 5.000%, 7/01/52   1/28 at 100.00 AA 14,748,720
2,400   Henrico County Economic Development Authority, Virginia, Revenue Bonds, Bon Secours Health System Obligated Group, Series 2013, 5.000%, 11/01/30 (Pre-refunded 11/01/22)   11/22 at 100.00 N/R (4) 2,603,040
    Metropolitan Washington Airports Authority, Virginia, Dulles Toll Road Revenue Bonds, Dulles Metrorail & Capital improvement Projects, Refunding & Subordinate Lien Series 2019B:        
4,750   5.000%, 10/01/47   10/29 at 100.00 Baa2 5,828,345
6,000   4.000%, 10/01/49   10/29 at 100.00 Baa2 6,781,560
1,810   4.000%, 10/01/53  –  AGM Insured   10/29 at 100.00 A2 2,047,038
5,625   Metropolitan Washington Airports Authority, Virginia, Dulles Toll Road Revenue Bonds, Dulles Metrorail & Capital Improvement Projects, Refunding Second Senior Lien Series 2014A, 5.000%, 10/01/53   4/22 at 100.00 Baa1 5,852,362
2,000   Metropolitan Washington Airports Authority, Virginia, Dulles Toll Road Revenue Bonds, Dulles Metrorail & Capital improvement Projects, Second Senior Lien Series 2009B, 0.000%, 10/01/36  –  AGC Insured   No Opt. Call A3 1,445,520
5,000   Metropolitan Washington Airports Authority, Virginia, Dulles Toll Road Revenue Bonds, Dulles Metrorail & Capital improvement Projects, Second Senior Lien Series 2009C, 6.500%, 10/01/41  –  AGC Insured   10/26 at 100.00 A3 6,335,950
50

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Virginia (continued)        
    Prince William County Industrial Development Authority, Virginia, Health Care Facilities Revenue Bonds, Novant Health Obligated Group-Prince William Hospital, Refunding Series 2013B:        
$2,000   4.000%, 11/01/33   11/22 at 100.00 AA- $2,095,280
3,000   5.000%, 11/01/46   11/22 at 100.00 AA- 3,172,380
6,115   Tobacco Settlement Financing Corporation of Virginia, Tobacco Settlement Asset Backed Bonds, Series 2007B1, 5.000%, 6/01/47   2/21 at 100.00 B- 6,148,938
15,605   Virginia Small Business Financing Authority, Private Activity Revenue Bonds, Transform 66 P3 Project, Senior Lien Series 2017, 5.000%, 12/31/56 (AMT)   6/27 at 100.00 Baa3 18,357,098
8,135   Virginia Small Business Financing Authority, Senior Lien Revenue Bonds, 95 Express Lanes LLC Project, Series 2019, 5.000%, 7/01/49 (AMT)   1/22 at 100.00 BBB- 8,437,053
    Virginia Small Business Financing Authority, Senior Lien Revenue Bonds, Elizabeth River Crossing, Opco LLC Project, Series 2012:        
4,225   6.000%, 1/01/37 (AMT)   7/22 at 100.00 BBB- 4,505,329
14,375   5.500%, 1/01/42 (AMT)   7/22 at 100.00 BBB- 15,076,356
96,900   Total Virginia       107,590,506
    Washington – 2.9% (1.9% of Total Investments)        
2,000   Energy Northwest, Washington, Electric Revenue Bonds, Columbia Generating Station, Refunding Series 2014A, 5.000%, 7/01/40   7/24 at 100.00 AA- 2,275,420
2,375   Grant County Public Utility District 2, Washington, Revenue Bonds, Priest Rapids Hydroelectric Project, Refunding Series 2015A, 5.000%, 1/01/41 (Pre-refunded 1/01/26)   1/26 at 100.00 Aa3 (4) 2,922,984
14,380   King County Public Hospital District 2, Washington, General Obligation Bonds, EvergreenHealth, Limited Tax 2020A, 4.000%, 12/01/45   12/29 at 100.00 Aa3 16,923,247
2,270   Port Everett, Washington, Revenue Bonds, Refunding Series 2016, 5.000%, 12/01/46   6/26 at 100.00 A2 2,637,082
14,955   Port of Seattle, Washington, Revenue Bonds, Intermediate Lien Series 2017C, 5.000%, 5/01/42 (AMT)   5/27 at 100.00 A+ 17,769,381
    Port of Seattle, Washington, Revenue Bonds, Intermediate Lien Series 2018A:        
6,000   5.000%, 5/01/36 (AMT)   5/27 at 100.00 A+ 7,159,140
4,515   5.000%, 5/01/43 (AMT)   5/27 at 100.00 A+ 5,310,272
1,145   Port of Seattle, Washington, Revenue Bonds, Intermediate Lien Series 2019, 5.000%, 4/01/44 (AMT)   4/29 at 100.00 A+ 1,396,041
10,000   Spokane Public Facilities District, Washington, Hotel, Motel, and Sales Use Tax Revenue Bonds, Series 2013A, 5.000%, 5/01/43   6/23 at 100.00 BBB+ 10,576,800
1,590   Washington Health Care Facilities Authority, Revenue Bonds, Kadlec Regional Medical Center, Series 2012, 5.000%, 12/01/42 (Pre-refunded 12/01/21)   12/21 at 100.00 N/R (4) 1,654,125
4,000   Washington Health Care Facilities Authority, Revenue Bonds, Providence Health & Services, Refunding Series 2012A, 5.000%, 10/01/32   10/22 at 100.00 AA- 4,261,840
1,000   Washington Health Care Facilities Authority, Revenue Bonds, Seattle Children's Hospital, Series 2012A, 5.000%, 10/01/42   10/22 at 100.00 Aa2 1,067,080
11,500   Washington Health Care Facilities Authority, Revenue Bonds, Seattle Children's Hospital, Series 2015A, 5.000%, 10/01/45 (UB)   4/25 at 100.00 Aa2 13,300,785
5,000   Washington State Convention Center Public Facilities District, Lodging Tax Revenue Bonds, Series 2018, 5.000%, 7/01/58   7/28 at 100.00 BBB+ 5,931,950
51

NAD Nuveen Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Washington (continued)        
$2,525   Washington State Higher Education Facilities Authority, Revenue Bonds, Seattle University, Series 2020, 4.000%, 5/01/45   5/30 at 100.00 A $2,912,890
320   Washington State Housing Finance Commission, Revenue Bonds, Riverview Retirement Community, Refunding Series 2012, 5.000%, 1/01/48   1/23 at 100.00 BBB- 331,264
6,480   Washington State, Motor Vehicle Fuel Tax General Obligation Bonds, Series 2002-03C, 0.000%, 6/01/24  –  NPFG Insured   No Opt. Call AA+ 6,389,669
90,055   Total Washington       102,819,970
    West Virginia – 0.8% (0.5% of Total Investments)        
7,000   West Virginia Hospital Finance Authority, Hospital Revenue Bonds, West Virginia United Health System Obligated Group, Refunding & Improvement Series 2013A, 5.500%, 6/01/44 (Pre-refunded 6/01/23)   6/23 at 100.00 A (4) 7,856,940
15,000   West Virginia Hospital Finance Authority, Hospital Revenue Bonds, West Virginia United Health System Obligated Group, Series 2018A, 5.000%, 6/01/52   6/28 at 100.00 A 18,134,700
2,000   West Virginia Hospital Finance Authority, Revenue Bonds, West Virginia University Health System Obligated Group, Improvement Series 2017A, 5.000%, 6/01/42   6/27 at 100.00 A 2,399,240
24,000   Total West Virginia       28,390,880
    Wisconsin – 1.9% (1.3% of Total Investments)        
    Public Finance Authority of Wisconsin, Conference Center and Hotel Revenue Bonds, Lombard Public Facilities Corporation, First Tier Series 2018A-1:        
34   0.000%, 1/01/47, 144A (6)   No Opt. Call N/R 962
30   0.000%, 1/01/48, 144A (6)   No Opt. Call N/R 829
29   0.000%, 1/01/49, 144A (6)   No Opt. Call N/R 800
29   0.000%, 1/01/50, 144A (6)   No Opt. Call N/R 744
28   0.000%, 1/01/51, 144A (6)   No Opt. Call N/R 720
36   0.000%, 1/01/52, 144A (6)   No Opt. Call N/R 901
36   0.000%, 1/01/53, 144A (6)   No Opt. Call N/R 873
35   0.000%, 1/01/54, 144A (6)   No Opt. Call N/R 822
34   0.000%, 1/01/55, 144A (6)   No Opt. Call N/R 789
33   0.000%, 1/01/56, 144A (6)   No Opt. Call N/R 761
1,715   5.500%, 7/01/56, 144A (6)   3/28 at 100.00 N/R 1,321,139
37   0.000%, 1/01/57, 144A (6)   No Opt. Call N/R 821
36   0.000%, 1/01/58, 144A (6)   No Opt. Call N/R 782
35   0.000%, 1/01/59, 144A (6)   No Opt. Call N/R 748
34   0.000%, 1/01/60, 144A (6)   No Opt. Call N/R 711
34   0.000%, 1/01/61, 144A (6)   No Opt. Call N/R 682
33   0.000%, 1/01/62, 144A (6)   No Opt. Call N/R 647
32   0.000%, 1/01/63, 144A (6)   No Opt. Call N/R 620
31   0.000%, 1/01/64, 144A (6)   No Opt. Call N/R 596
31   0.000%, 1/01/65, 144A (6)   No Opt. Call N/R 568
33   0.000%, 1/01/66, 144A (6)   No Opt. Call N/R 584
401   0.000%, 1/01/67, 144A (6)   No Opt. Call N/R 6,543
52

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Wisconsin (continued)        
    Public Finance Authority of Wisconsin, Conference Center and Hotel Revenue Bonds, Lombard Public Facilities Corporation, Second Tier Series 2018B:        
$59   0.000%, 1/01/46, 144A (6)   No Opt. Call N/R $1,735
59   0.000%, 1/01/47, 144A (6)   No Opt. Call N/R 1,648
58   0.000%, 1/01/48, 144A (6)   No Opt. Call N/R 1,613
58   0.000%, 1/01/49, 144A (6)   No Opt. Call N/R 1,570
57   0.000%, 1/01/50, 144A (6)   No Opt. Call N/R 1,489
62   0.000%, 1/01/51, 144A (6)   No Opt. Call N/R 1,605
1,607   3.750%, 7/01/51, 144A (6)   3/28 at 100.00 N/R 1,092,555
62   0.000%, 1/01/52, 144A (6)   No Opt. Call N/R 1,535
61   0.000%, 1/01/53, 144A (6)   No Opt. Call N/R 1,488
61   0.000%, 1/01/54, 144A (6)   No Opt. Call N/R 1,439
60   0.000%, 1/01/55, 144A (6)   No Opt. Call N/R 1,390
59   0.000%, 1/01/56, 144A (6)   No Opt. Call N/R 1,351
59   0.000%, 1/01/57, 144A (6)   No Opt. Call N/R 1,306
58   0.000%, 1/01/58, 144A (6)   No Opt. Call N/R 1,259
57   0.000%, 1/01/59, 144A (6)   No Opt. Call N/R 1,228
57   0.000%, 1/01/60, 144A (6)   No Opt. Call N/R 1,182
56   0.000%, 1/01/61, 144A (6)   No Opt. Call N/R 1,134
56   0.000%, 1/01/62, 144A (6)   No Opt. Call N/R 1,098
55   0.000%, 1/01/63, 144A (6)   No Opt. Call N/R 1,061
54   0.000%, 1/01/64, 144A (6)   No Opt. Call N/R 1,036
54   0.000%, 1/01/65, 144A (6)   No Opt. Call N/R 995
53   0.000%, 1/01/66, 144A (6)   No Opt. Call N/R 933
693   0.000%, 1/01/67, 144A (6)   No Opt. Call N/R 11,313
10,000   Public Finance Authority of Wisconsin, Hospital Revenue Bonds, Renown Regional Medical Center Project, Refunding Series 2020A, 4.000%, 6/01/45   6/30 at 100.00 A+ 11,684,900
5,000   Wisconsin Health and Educational Facilities Authority, Revenue Bonds, Agnesian HealthCare, Inc, Series 2013B, 5.000%, 7/01/36 (Pre-refunded 7/01/23)   7/23 at 100.00 N/R (4) 5,567,350
1,250   Wisconsin Health and Educational Facilities Authority, Revenue Bonds, Marshfield Clinic, Series 2012B, 5.000%, 2/15/32   2/22 at 100.00 A- 1,297,637
2,750   Wisconsin Health and Educational Facilities Authority, Revenus Bonds, Gundersen Lutheran, Series 2011A, 5.250%, 10/15/39   10/21 at 100.00 A1 2,820,207
2,500   Wisconsin Health and Educational Facilities Authority, Wisconsin, Revenue Bonds, Agnesian HealthCare, Inc, Series 2017, 4.000%, 7/01/47   7/27 at 100.00 A+ 2,762,100
10,225   Wisconsin Health and Educational Facilities Authority, Wisconsin, Revenue Bonds, Ascension Health Alliance Senior Credit Group, Series 2016A, 4.500%, 11/15/39   5/26 at 100.00 Aa2 11,912,841
1,870   Wisconsin Health and Educational Facilities Authority, Wisconsin, Revenue Bonds, Beloit Health System, Inc, Series 2016, 4.000%, 7/01/46   7/26 at 100.00 A 2,046,547
4,220   Wisconsin Health and Educational Facilities Authority, Wisconsin, Revenue Bonds, Children's Hospital of Wisconsin, Inc, Series 2017, 4.000%, 8/15/42   8/27 at 100.00 Aa3 4,856,840
53

NAD Nuveen Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Wisconsin (continued)        
    Wisconsin Health and Educational Facilities Authority, Wisconsin, Revenue Bonds, Marshfield Clinic, Series 2016A:        
$12,440   5.000%, 2/15/42   2/26 at 100.00 A- $14,268,804
6,000   5.000%, 2/15/46   2/26 at 100.00 A- 6,840,600
62,546   Total Wisconsin       66,532,431
$4,912,795   Total Municipal Bonds (cost $4,697,591,129)       5,315,234,604
    
Shares   Description (1), (8)       Value
    INVESTMENT COMPANIES – 0.0% (0.0% of Total Investments)        
8,812   BlackRock MuniHoldings Fund Inc       $143,195
32,524   Invesco Quality Municipal Income Trust       418,909
    Total Investment Companies (cost $530,611)       562,104
    Total Long-Term Investments (cost $4,698,121,740)       5,315,796,708
    
Principal Amount (000)   Description (1)   Optional Call Provision (2) Ratings (3) Value
    SHORT-TERM INVESTMENTS  –  0.5% (0.3% of Total Investments)        
    MUNICIPAL BONDS  –  0.5% (0.3% of Total Investments)        
    National – 0.4% (0.3% of Total Investments)        
$15,100   JPMorgan Chase Putters/Drivers Trust Various States, Variable Rate Demand Obligations, Series 5029, 0.220%, 12/01/21 (AMT)   No Opt. Call F1+ $15,100,000
    Texas – 0.1% (0.0% of Total Investments)        
3,000   Lower Neches Valley Authority, Texas, Industrial Development Corporation Exempt Facilities Revenue Bonds, Exxon Mobil Project, Series 2001B Variable Rate Demand Obligations, 0.030%, 12/01/39 (AMT) (9)   3/21 at 100.00 VMIG1 3,000,000
$18,100   Total Short-Term Investments (cost $18,100,000)       18,100,000
    Total Investments (cost $4,716,221,740) – 152.7%       5,333,896,708
    Floating Rate Obligations – (2.7)%       (92,900,000)
    Adjustable Rate MuniFund Term Preferred Shares, net of deferred offering costs – (15.6)% (10)       (545,229,412)
    MuniFund Preferred Shares, net of deferred offering costs – (19.4)% (11)       (678,379,643)
    Variable Rate Demand Preferred Shares, net of deferred offering costs – (18.0)% (12)       (630,254,813)
    Other Assets Less Liabilities – 3.0%       105,638,792
    Net Assets Applicable to Common Shares – 100%       $3,492,771,632
54

Part F of Form N-PORT was prepared in accordance with U.S. generally accepted accounting principles (“U.S. GAAP”) and in conformity with the applicable rules and regulations of the U.S. Securities and Exchange Commission (“SEC”) related to interim filings. Part F of Form N-PORT does not include all information and footnotes required by U.S. GAAP for complete financial statements. Certain footnote disclosures normally included in financial statements prepared in accordance with U.S. GAAP have been condensed or omitted from this report pursuant to the rules of the SEC. For a full set of the Fund’s notes to financial statements, please refer to the Fund’s most recently filed annual or semi-annual report.
Fair Value Measurements
The Fund's investments in securities are recorded at their estimated fair value utilizing valuation methods approved by the Board of Directors/Trustees. Fair value is defined as the price that would be received upon selling an investment or transferring a liability in an orderly transaction to an independent buyer in the principal or most advantageous market for the investment. U.S. GAAP establishes the three-tier hierarchy which is used to maximize the use of observable market data and minimize the use of unobservable inputs and to establish classification of fair value measurements for disclosure purposes. Observable inputs reflect the assumptions market participants would use in pricing the asset or liability. Observable inputs are based on market data obtained from sources independent of the reporting entity. Unobservable inputs reflect management’s assumptions about the assumptions market participants would use in pricing the asset or liability. Unobservable inputs are based on the best information available in the circumstances. The following is a summary of the three-tiered hierarchy of valuation input levels.
Level 1  –     Inputs are unadjusted and prices are determined using quoted prices in active markets for identical securities.
Level 2  –     Prices are determined using other significant observable inputs (including quoted prices for similar securities, interest rates, credit spreads, etc.).
Level 3  –     Prices are determined using significant unobservable inputs (including management’s assumptions in determining the fair value of investments).
The following table summarizes the market value of the Fund's investments as of the end of the reporting period, based on the inputs used to value them:
  Level 1 Level 2 Level 3 Total
Long-Term Investments:        
Municipal Bonds $ — $5,315,234,604 $ — $5,315,234,604
Investment Companies 562,104  —  — 562,104
Short-Term Investments:        
Municipal Bonds  — 18,100,000  — 18,100,000
Total $562,104 $5,333,334,604 $ — $5,333,896,708
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NAD Nuveen Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2021
  (Unaudited)
(1) All percentages shown in the Portfolio of Investments are based on net assets applicable to common shares unless otherwise noted.  
(2) Optional Call Provisions: Dates (month and year) and prices of the earliest optional call or redemption. There may be other call provisions at varying prices at later dates. Certain mortgage-backed securities may be subject to periodic principal paydowns.  
(3) The ratings disclosed are the lowest of Standard & Poor’s Group (“Standard & Poor’s”), Moody’s Investors Service, Inc. (“Moody’s”) or Fitch, Inc. (“Fitch”) rating. Ratings below BBB by Standard & Poor’s, Baa by Moody’s or BBB by Fitch are considered to be below investment grade. Holdings designated N/R are not rated by any of these national rating agencies.  
(4) Backed by an escrow or trust containing sufficient U.S. Government or U.S. Government agency securities, which ensure the timely payment of principal and interest.  
(5) 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) 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.  
(8) A copy of the most recent financial statements for these investment companies can be obtained directly from the Securities and Exchange Commission on its website at http://www.sec.gov.  
(9) Investment has a maturity of greater than one year, but has variable rate and/or demand features which qualify it as a short-term investment. The rate disclosed, as well as the reference rate and spread, where applicable, is that in effect as of the end of the reporting period. This rate changes periodically based on market conditions or a specified market index.  
(10) Adjustable Rate MuniFund Term Preferred Shares, net of deferred offering cost as a percentage of Total Investments is 10.2%.  
(11) MuniFund Preferred Shares, net of deferred offering costs as a percentage of Total Investments is 12.7%.  
(12) Variable Rate Demand Preferred Shares, net of deferred offering costs as a percentage of Total Investments is 11.8%.  
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.  
AMT Alternative Minimum Tax  
ETM Escrowed to maturity  
IF Inverse floating rate security issued by a tender option bond (“TOB”) trust, the interest rate on which varies inversely with the Securities Industry Financial Markets Association (SIFMA) short-term rate, which resets weekly, or a similar short-term rate, and is reduced by the expenses related to the TOB trust.  
PIK Payment-in-kind (“PIK”) security. Depending on the terms of the security, income may be received in the form of cash, securities, or a combination of both. The PIK rate shown, where applicable, represents the annualized rate of the last PIK payment made by the issuer as of the end of the reporting period.  
UB Underlying bond of an inverse floating rate trust reflected as a financing transaction.  
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