NPORT-EX 2 NAD.htm
NAD
Nuveen Quality Municipal Income Fund
Portfolio of Investments    January 31, 2022
(Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    LONG-TERM INVESTMENTS – 157.3% (99.6% of Total Investments)        
    MUNICIPAL BONDS – 157.3% (99.6% of Total Investments)        
    Alabama – 1.6% (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+ $5,815,150
5,455   5.000%, 10/01/34  –  AGM Insured (AMT)   10/27 at 100.00 BBB+ 6,338,710
5,550   5.000%, 10/01/35  –  AGM Insured (AMT)   10/27 at 100.00 BBB+ 6,440,609
5,920   Autauga County Board of Education, Alabama, Special Tax Warrants, Series 2021, 4.000%, 4/01/51   10/31 at 100.00 N/R 6,714,286
4,430   Gardendale, Alabama, General Obligation Warrants, Series 2021B, 4.000%, 5/01/46   5/31 at 100.00 AA- 5,078,286
17,500   Lower Alabama Gas District, Alabama, Gas Project Revenue Bonds, Series 2016A, 5.000%, 9/01/46   No Opt. Call A2 23,444,575
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 4,524,939
48,020   Total Alabama       58,356,555
    Alaska – 0.2% (0.1% 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 1,673,378
3,400   5.000%, 1/01/25 (AMT)   No Opt. Call Baa2 3,678,834
1,000   5.000%, 1/01/28 (AMT)   7/25 at 100.00 Baa2 1,079,510
1,075   5.000%, 1/01/29 (AMT)   7/25 at 100.00 Baa2 1,156,453
300   5.000%, 1/01/31 (AMT)   7/25 at 100.00 Baa2 321,507
395   Northern Tobacco Securitization Corporation, Alaska, Tobacco Settlement Asset-Backed Bonds, Senior Series 2021A Class 1, 4.000%, 6/01/50   6/31 at 100.00 BBB+ 435,720
7,750   Total Alaska       8,345,402
    Arizona – 3.2% (2.0% 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- 982,852
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 2,744,150
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- 2,270,940
    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 1,512,663
2,500   5.000%, 7/01/32   7/22 at 100.00 A 2,537,275
2,335   5.000%, 7/01/36   7/22 at 100.00 A 2,368,647
1

NAD Nuveen Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2022
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Arizona (continued)        
$6,620   Maricopa County Industrial Development Authority, Arizona, Hospital Revenue Bonds, HonorHealth, Series 2021A, 4.000%, 9/01/51   3/31 at 100.00 A2 $7,397,453
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- 12,901,017
    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 6,137,835
2,000   4.000%, 7/01/49   7/29 at 100.00 A 2,218,080
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 3,741,979
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+ 14,970,193
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+ 7,031,220
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 9,955,120
2,475   Pima County Industrial Development Authority, Arizona, Revenue Bonds, Tucson Medical Center, Series 2021A, 4.000%, 4/01/46   4/31 at 100.00 A 2,799,200
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 1,066,540
    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+ 621,845
24,765   5.000%, 12/01/37   No Opt. Call BBB+ 32,702,678
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 1,185,283
96,660   Total Arizona       115,144,970
    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- 4,319,080
2,055   Arkansas State University, Student Fee Revenue Bonds, Jonesboro Campus, Series 2013, 4.875%, 12/01/43   12/23 at 100.00 A1 2,186,458
6,055   Total Arkansas       6,505,538
    California – 12.3% (7.8% 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- 1,002,248
    Anaheim Public Financing Authority, California, Lease Revenue Bonds, Public Improvement Project, Series 1997C:        
2,945   0.000%, 9/01/27  –  AGM Insured   No Opt. Call A2 2,667,669
7,150   0.000%, 9/01/28  –  AGM Insured   No Opt. Call A2 6,312,234
2,455   0.000%, 9/01/32  –  AGM Insured   No Opt. Call A2 1,935,694
95   0.000%, 9/01/35  –  AGM Insured   No Opt. Call AA 68,539
105   0.000%, 9/01/35  –  AGM Insured (ETM)   No Opt. Call AA (4) 77,502
2

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    California (continued)        
    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) $10,498,700
3,500   5.250%, 4/01/53 (Pre-refunded 4/01/23)   4/23 at 100.00 A1 (4) 3,684,240
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 768,483
    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) 48,445
235   0.000%, 8/01/32  –  SYNCORA GTY Insured (ETM)   No Opt. Call N/R (4) 191,725
1,405   0.000%, 8/01/32  –  SYNCORA GTY Insured   No Opt. Call A+ 1,084,899
    Calexico Unified School District, Imperial County, California, General Obligation Bonds, Series 2005B:        
3,685   0.000%, 8/01/31  –  FGIC Insured   No Opt. Call A 2,969,336
4,505   0.000%, 8/01/33  –  FGIC Insured   No Opt. Call A 3,434,207
    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) 3,331,385
4,145   5.000%, 11/15/46   11/26 at 100.00 A 4,759,248
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 26,570,447
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 2,527,593
710   California Health Facilities Financing Authority, Revenue Bonds, Saint Joseph Health System, Series 2013A, 5.000%, 7/01/37 (Pre-refunded 7/01/23)   7/23 at 100.00 AA- (4) 751,620
    California Health Facilities Financing Authority, Revenue Bonds, Stanford Hospitals and Clinics, Tender Option Bond Trust 2016-XG0049:        
790   9.434%, 8/15/51 (Pre-refunded 8/15/22), 144A (IF) (5)   8/22 at 100.00 AA- (4) 828,078
825   9.442%, 8/15/51 (Pre-refunded 8/15/22), 144A (IF) (5)   8/22 at 100.00 AA- (4) 864,798
2,140   9.442%, 8/15/51 (Pre-refunded 8/15/22), 144A (IF) (5)   8/22 at 100.00 AA- (4) 2,243,234
2,220   California Municipal Finance Authority, Revenue Bonds, Community Health System, Series 2021A, 4.000%, 2/01/51   2/32 at 100.00 N/R 2,485,157
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- 5,721,650
3,250   California Municipal Finance Authority, Reveue Bonds, Community Medical Centers, Series 2017A, 5.000%, 2/01/42   2/27 at 100.00 A- 3,766,165
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+ 870,159
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- 550,590
3

NAD Nuveen Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2022
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    California (continued)        
    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- $6,759,180
3,070   5.250%, 12/01/56, 144A   6/26 at 100.00 BB- 3,483,038
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- 6,464,537
    California Statewide Community Development Authority, Revenue Bonds, Daughters of Charity Health System, Series 2005A:        
232   5.750%, 7/01/30 (6), (7)   1/22 at 100.00 N/R 147,610
636   5.500%, 7/01/39 (6), (7)   1/22 at 100.00 N/R 404,250
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 4,530,487
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- 820,740
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 4,333,120
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+ 2,870,155
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 2,595,425
    Foothill/Eastern Transportation Corridor Agency, California, Toll Road Revenue Bonds, Refunding Series 2013A:        
1,480   5.750%, 1/15/46 (Pre-refunded 1/15/24)   1/24 at 100.00 Baa2 (4) 1,614,932
6,480   6.000%, 1/15/49 (Pre-refunded 1/15/24)   1/24 at 100.00 Baa2 (4) 7,098,062
9,930   Golden State Tobacco Securitization Corporation, California, Enhanced Tobacco Settlement Asset-Backed Revenue Bonds, Refunding Series 2015A, 5.000%, 6/01/45 (Pre-refunded 6/01/25)   6/25 at 100.00 A+ (4) 11,172,839
    Golden State Tobacco Securitization Corporation, California, Enhanced Tobacco Settlement Asset-Backed Revenue Bonds, Series 2005A:        
1,455   0.000%, 6/01/24  –  AMBAC Insured (ETM)   No Opt. Call A+ (4) 1,417,388
3,500   0.000%, 6/01/26  –  AGM Insured (ETM)   No Opt. Call Aa3 (4) 3,297,315
59,280   Golden State Tobacco Securitization Corporation, California, Tobacco Settlement Asset-Backed Bonds, Capital Appreciation Series 2021B-2, 0.000%, 6/01/66   12/31 at 27.75 N/R 9,471,758
550   Golden State Tobacco Securitization Corporation, California, Tobacco Settlement Asset-Backed Bonds, Series 2018A-1, 5.000%, 6/01/47 (Pre-refunded 6/01/22)   6/22 at 100.00 N/R (4) 558,300
1,090   Golden State Tobacco Securitization Corporation, California, Tobacco Settlement Asset-Backed Bonds, Series 2018A-2, 5.000%, 6/01/47 (Pre-refunded 6/01/22)   6/22 at 100.00 N/R (4) 1,106,448
1,260   Huntington Beach Union High School District, Orange County, California, Certificates of Participation, Capital Project, Series 2007, 0.000%, 9/01/35  –  AGM Insured   No Opt. Call A1 901,757
5,240   Huntington Beach Union High School District, Orange County, California, General Obligation Bonds, Series 2005, 0.000%, 8/01/30  –  AGM Insured   No Opt. Call AA 4,399,399
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- 1,977,050
4

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    California (continued)        
$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 $4,817,900
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- 839,689
    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+ 2,260,280
20,015   5.000%, 5/15/46 (AMT)   5/26 at 100.00 A+ 22,619,552
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+ 5,422,902
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- 2,848,032
250   Lynwood Redevelopment Agency, California, Tax Allocation Revenue Bonds, Project Area A, Subordinate Lien Series 2011A, 7.000%, 9/01/31   3/22 at 100.00 A 251,138
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) 6,956,139
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 (8)   8/35 at 100.00 AA 6,518,700
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+ 3,924,801
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+ 3,321,912
8,150   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 8,908,683
4,930   Patterson Joint Unified School District, Stanislaus County, California, General Obligation Bonds, 2008 Election Series 2009B, 0.000%, 8/01/42  –  AGM Insured   No Opt. Call A2 2,801,620
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) 14,540,605
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 A1 (4) 4,620,780
2,905   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) 3,052,719
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- 1,202,020
5,000   Rialto Unified School District, San Bernardino County, California, General Obligation Bonds, Series 2011A, 7.350%, 8/01/41  –  AGM Insured (8)   8/36 at 100.00 Aa3 6,505,750
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 4,738,750
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 2,958,676
625   Riverside County Transportation Commission, California, Toll Revenue Senior Lien Bonds, RCTC 91 Express Lanes, Refunding Series 2021B-1, 4.000%, 6/01/46   6/31 at 100.00 BBB+ 709,319
330   Riverside County Transportation Commission, California, Toll Revenue Senior Lien Bonds, Series 2013A, 5.750%, 6/01/48 (Pre-refunded 6/01/23)   6/23 at 100.00 BBB+ (4) 351,143
5

NAD Nuveen Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2022
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    California (continued)        
    San Diego County Regional Airport Authority, California, Airport Revenue Bonds, Subordinate Series 2021B:        
$4,000   5.000%, 7/01/46 (AMT)   7/31 at 100.00 N/R $4,786,320
15,500   5.000%, 7/01/56 (AMT)   7/31 at 100.00 N/R 18,387,340
2,000   San Francisco Airport Commission, California, Revenue Bonds, San Francisco International Airport, Second Series 2022A, 5.000%, 5/01/52 (AMT) (WI/DD, Settling 2/08/22)   5/32 at 100.00 N/R 2,410,480
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 16,828,507
    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 13,653,549
12,285   5.000%, 5/01/48 (AMT)   5/28 at 100.00 A 14,352,688
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 12,988,111
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 582,280
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- 2,190,260
    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 (Pre-refunded 1/15/25)   1/25 at 100.00 BBB (4) 17,101,588
25,840   5.000%, 1/15/50 (Pre-refunded 1/15/25)   1/25 at 100.00 BBB (4) 28,788,602
    San Jose, California, Airport Revenue Bonds, Refunding Series 2017A:        
5,000   5.000%, 3/01/41 (AMT)   3/27 at 100.00 A- 5,745,000
5,000   5.000%, 3/01/47 (AMT)   3/27 at 100.00 A- 5,727,550
14,985   San Ysidro School District, San Diego County, California, General Obligation Bonds, 1997 Election Series 2012G, 0.000%, 8/01/40  –  AGM Insured   No Opt. Call AA 9,043,298
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 2,395,669
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 1,875,283
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) 5,312,100
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 939,576
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 830,443
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+ 2,235,829
3,750   Wiseburn School District, Los Angeles County, California, General Obligation Bonds, Series 2011B, 7.300%, 8/01/36  –  AGM Insured (8)   8/31 at 100.00 AA 4,148,362
480,818   Total California       445,931,780
6

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Colorado – 10.6% (6.7% of Total Investments)        
$4,350   Aerotropolis Regional Transportation Authority, Colorado, Special Revenue Bonds, Series 2021, 4.375%, 12/01/52   12/26 at 103.00 N/R $4,258,258
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 3,389,460
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+ 4,634,930
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+ 11,350,200
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+ 4,834,240
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 1,857,821
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 1,861,928
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+ 3,146,850
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+ 1,768,611
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+ 522,110
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+ 1,078,180
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+ 3,980,028
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+ 1,277,225
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 584,987
    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 1,327,908
1,600   4.000%, 3/01/37   3/27 at 100.00 A1 1,768,512
    Colorado Health Facilities Authority, Colorado, Revenue Bonds, AdventHealth Obligated Group, Series 2021A:        
9,705   4.000%, 11/15/46   11/31 at 100.00 AA 11,116,689
3,000   4.000%, 11/15/50   11/31 at 100.00 AA 3,420,480
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 2,090,325
    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) 3,143,427
4,890   5.250%, 1/01/45 (Pre-refunded 1/01/23)   1/23 at 100.00 BBB+ (4) 5,092,104
7

NAD Nuveen Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2022
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Colorado (continued)        
$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 $4,870,848
15,395   Colorado Health Facilities Authority, Colorado, Revenue Bonds, CommonSpirit Health, Series 2019A-2, 4.000%, 8/01/49   8/29 at 100.00 BBB+ 16,770,851
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) 287,005
    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) 3,006,981
6,425   5.000%, 6/01/40 (Pre-refunded 6/01/25)   6/25 at 100.00 N/R (4) 7,235,899
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 BB+ 749,382
3,830   Colorado Health Facilities Authority, Colorado, Revenue Bonds, Parkview Medical Center, Series 2020A, 4.000%, 9/01/45   9/30 at 100.00 Baa1 4,313,078
5,000   Colorado Health Facilities Authority, Colorado, Revenue Bonds, Sanford Health, Series 2019A, 5.000%, 11/01/44   11/29 at 100.00 A+ 6,015,700
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- 3,720,090
4,620   Colorado Health Facilities Authority, Colorado, Revenue Bonds, SCL Health System, Refunding Series 2019B, 4.000%, 1/01/40   1/30 at 100.00 AA- 5,182,023
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 1,217,557
1,250   Colorado Mesa University, Colorado, Enterprise Revenue Bonds, Series 2012B, 4.250%, 5/15/37   3/22 at 100.00 Aa2 1,253,688
    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) 1,342,549
1,660   5.000%, 3/01/43   3/28 at 100.00 AA 1,952,376
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 2,619,364
3,555   Colorado State, Certificates of Participation, Rural Series 2020A, 4.000%, 12/15/38   12/30 at 100.00 AA- 4,090,916
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 3,242,880
7,250   Commerce City, Colorado, Sales and Use Tax Revenue Bonds, Series 2016, 5.000%, 8/01/46   8/26 at 100.00 A1 8,205,985
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) 2,069,160
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 1,168,948
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 4,783,146
8

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Colorado (continued)        
    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 $24,163,669
30,435   5.000%, 12/01/48 (AMT)   12/28 at 100.00 A 35,896,865
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- 1,953,479
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 2,095,325
    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- 3,375,053
2,000   5.000%, 12/01/29   12/26 at 100.00 BBB- 2,277,160
2,400   5.000%, 12/01/36   12/26 at 100.00 BBB- 2,689,056
1,605   5.000%, 12/01/40   12/26 at 100.00 BBB- 1,791,950
    E-470 Public Highway Authority, Colorado, Senior Revenue Bonds, Capital Appreciation Series 2010A:        
385   0.000%, 9/01/35   No Opt. Call A 273,327
150   0.000%, 9/01/37   No Opt. Call A 99,837
75   0.000%, 9/01/38   No Opt. Call A 48,189
20   0.000%, 9/01/39   No Opt. Call A 12,404
110   0.000%, 9/01/41   No Opt. Call A 63,345
    E-470 Public Highway Authority, Colorado, Senior Revenue Bonds, Series 1997B:        
1,520   0.000%, 9/01/23  –  NPFG Insured   No Opt. Call A 1,491,181
18,380   0.000%, 9/01/25  –  NPFG Insured   No Opt. Call A 17,376,820
    E-470 Public Highway Authority, Colorado, Senior Revenue Bonds, Series 2000B:        
1,045   0.000%, 9/01/29  –  NPFG Insured   No Opt. Call A 893,276
2,175   0.000%, 9/01/30  –  NPFG Insured   No Opt. Call A 1,806,772
25,050   0.000%, 9/01/31  –  NPFG Insured   No Opt. Call A 20,179,278
23,305   0.000%, 9/01/32  –  NPFG Insured   No Opt. Call A 18,241,290
100   0.000%, 9/01/33  –  NPFG Insured   No Opt. Call A 76,077
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 6,170,750
    E-470 Public Highway Authority, Colorado, Toll Revenue Bonds, Series 2004A:        
385   0.000%, 9/01/28  –  NPFG Insured   No Opt. Call A 338,342
60,000   0.000%, 3/01/36  –  NPFG Insured   No Opt. Call A 42,081,600
180   Eagle County Air Terminal Corporation, Colorado, Airport Terminal Project Revenue Bonds, Refunding Series 2011A, 5.500%, 5/01/22 (AMT)   3/22 at 100.00 Baa2 180,036
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 1,425,787
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 4,763,280
9

NAD Nuveen Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2022
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Colorado (continued)        
$2,450   Firestone, Colorado, Water Enterprise Revenue Bones, Series 2020, 4.000%, 12/01/49  –  BAM Insured   12/30 at 100.00 AA $2,777,638
695   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 790,702
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 2,008,670
1,500   North Pine Vistas Metropolitan District 3, Castle Pines, Douglas County, Colorado, Limited Tax General Obligation Bonds, Refunding & Improvement Senior Series 2021A, 4.000%, 12/01/51  –  AGM Insured   12/31 at 100.00 A2 1,657,335
4,000   Northern Colorado Water Conservancy District Building Corporation, Certificates of Participation, Refunding Series 2021, 4.000%, 7/01/46   7/31 at 100.00 AA+ 4,562,080
    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 1,755,007
2,100   5.000%, 12/01/46   12/26 at 100.00 Baa3 2,329,446
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 7,370,270
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 2,759,782
500   Peak Metropolitan District 1, Colorado Springs, El Paso County, Colorado, Limited Tax General Obligation Bonds, Series 2021A, 5.000%, 12/01/51, 144A   3/26 at 103.00 N/R 534,935
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- 1,027,082
1,500   Sierra Ridge Metropolitan District 2, Douglas County, Colorado, General Obligation Bonds, Limited Tax Series 2016A, 5.500%, 12/01/46   3/22 at 103.00 N/R 1,547,160
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 854,543
    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 1,209,968
1,000   4.125%, 12/01/37  –  BAM Insured   12/26 at 100.00 A3 1,097,320
500   Transport Metropolitan District 3, In the City of Aurora, Adams County, Colorado, General Obligation Limited Bonds, Series 2021A-1, 5.000%, 12/01/41   3/26 at 103.00 N/R 548,815
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 2,300,380
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 2,178,360
389,400   Total Colorado       383,676,340
    Connecticut – 1.3% (0.8% 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+ 926,781
10

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Connecticut (continued)        
$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) $3,494,998
    Connecticut Municipal Electric Energy Cooperative, Power Supply System Revenue Bonds, Tender Option Bond Trust 2016-XG0059:        
1,295   17.876%, 1/01/32, 144A (IF) (5)   1/23 at 100.00 Aa3 1,487,579
190   17.709%, 1/01/38, 144A (IF) (5)   1/23 at 100.00 Aa3 216,651
    Connecticut State, Special Tax Obligation Bonds, Transportation Infrastructure Purposes Series 2018A:        
14,775   5.000%, 1/01/34   1/28 at 100.00 AA- 17,427,556
6,410   5.000%, 1/01/37   1/28 at 100.00 AA- 7,547,839
6,000   5.000%, 1/01/38   1/28 at 100.00 AA- 7,055,580
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) 3,586,533
4,000   University of Connecticut, General Obligation Bonds, Series 2020A, 5.000%, 2/15/39   2/30 at 100.00 A+ 4,881,440
40,515   Total Connecticut       46,624,957
    Delaware – 0.2% (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 924,320
7,255   Delaware Transportation Authority, Revenue Bonds, US 301 Project, Series 2015, 5.000%, 6/01/55   6/25 at 100.00 AA- 8,010,028
8,055   Total Delaware       8,934,348
    District of Columbia – 2.2% (1.4% of Total Investments)        
625   District of Columbia Housing Finance Agency, GNMA Collateralized Single Family Mortgage Revenue Bonds, Series 1988E-4, 6.375%, 6/01/26 (AMT)   3/22 at 100.00 AA+ 627,444
1,805   District of Columbia Tobacco Settlement Corporation, Tobacco Settlement Asset-Backed Bonds, Series 2001, 6.500%, 5/15/33   No Opt. Call A- 1,953,515
34,000   District of Columbia Tobacco Settlement Corporation, Tobacco Settlement Asset-Backed Bonds, Series 2006A, 0.000%, 6/15/46   3/22 at 22.44 N/R 7,588,120
10,265   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 10,825,366
    Metropolitan Washington Airports Authority, District of Columbia, 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 5,625,995
6,000   4.000%, 10/01/49   10/29 at 100.00 Baa2 6,577,320
5,625   Metropolitan Washington Airports Authority, District of Columbia, Dulles Toll Road Revenue Bonds, Dulles Metrorail & Capital Improvement Projects, Refunding Second Senior Lien Series 2014A, 5.000%, 10/01/53   4/22 at 100.00 Baa1 5,667,694
    Metropolitan Washington Airports Authority, Virginia, Dulles Toll Road Revenue Bonds, Dulles Metrorail & Capital improvement Projects, Refunding & Subordinate Lien Series 2019B:        
2,000   4.000%, 10/01/44   10/29 at 100.00 Baa2 2,206,520
1,810   4.000%, 10/01/53  –  AGM Insured   10/29 at 100.00 A2 1,999,417
11

NAD Nuveen Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2022
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    District of Columbia (continued)        
$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 $1,362,500
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 (Pre-refunded 10/01/26)  –  AGC Insured   10/26 at 100.00 A3 (4) 6,107,300
4,500   Metropolitan Washington D.C. Airports Authority, Airport System Revenue Bonds, Refunding Series 2013A, 5.000%, 10/01/30 (AMT)   10/23 at 100.00 A+ 4,763,790
12,550   Metropolitan Washington D.C. Airports Authority, Airport System Revenue Bonds, Refunding Series 2021A, 5.000%, 10/01/46 (AMT)   10/31 at 100.00 A+ 15,253,772
1,000   Washington Metropolitan Area Transit Authority, District of Columbia, Gross Revenue Bonds, Refunding Crossover Series 2017A-2, 5.000%, 7/01/33   7/27 at 100.00 AA- 1,170,880
    Washington Metropolitan Area Transit Authority, District of Columbia, Gross Revenue Bonds, Series 2017B:        
1,500   5.000%, 7/01/29   7/27 at 100.00 AA- 1,769,940
3,000   5.000%, 7/01/42   7/27 at 100.00 AA- 3,487,320
1,000   Washington Metropolitan Area Transit Authority, District of Columbia, Gross Revenue Bonds, Series 2018, 5.000%, 7/01/38   7/27 at 100.00 AA- 1,165,810
97,430   Total District of Columbia       78,152,703
    Florida – 8.8% (5.6% 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 1,549,738
    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 467,411
2,260   5.000%, 9/01/48   9/23 at 100.00 BBB 2,345,202
7,500   Broward County, Florida, Airport System Revenue Bonds, Series 2015A, 5.000%, 10/01/45 (AMT)   10/25 at 100.00 A 8,312,700
1,000   Central Florida Expressway Authority, Revenue Bonds, Refunding Senior Lien Series 2021, 4.000%, 7/01/39  –  AGM Insured   7/31 at 100.00 AA 1,156,350
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 101,237
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 191,548
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 15,211,700
    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   3/22 at 103.00 N/R 12,189,840
15,985   6.500%, 1/01/49 (AMT) (Mandatory Put 1/01/29), 144A   3/22 at 103.00 N/R 16,215,983
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) 4,196,612
12

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Florida (continued)        
    Greater Orlando Aviation Authority, Florida, Orlando Airport Facilities Revenue Bonds, Priority Subordinated Series 2017A:        
$31,985   5.000%, 10/01/47 (AMT)   10/27 at 100.00 A $37,274,679
9,065   5.000%, 10/01/52 (AMT)   10/27 at 100.00 A 10,545,224
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+ 4,433,316
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 6,516,229
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+ 5,883,700
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 2,502,558
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+ 11,171,238
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 11,317,206
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 5,759,500
5,075   Lakeland, Florida, Hospital System Revenue Bonds, Lakeland Regional Health, Series 2015, 5.000%, 11/15/35 (Pre-refunded 11/15/24)   11/24 at 100.00 A2 (4) 5,614,320
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 10,480,002
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+ 2,010,680
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- 3,046,907
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- 8,905,971
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- 14,573,778
2,560   Miami-Dade County Health Facility Authority, Florida, Hospital Revenue Bonds, Nicklaus Children's Hospital Project, Refunding Series 2021A, 4.000%, 8/01/51   8/31 at 100.00 A 2,870,605
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 1,735,515
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) 1,029,090
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- 1,085,430
5,000   Miami-Dade County, Florida, Aviation Revenue Bonds, Refunding Series 2014A, 5.000%, 10/01/35 (AMT)   10/24 at 100.00 A- 5,425,750
6,025   Miami-Dade County, Florida, Aviation Revenue Bonds, Refunding Series 2015A, 5.000%, 10/01/38 (AMT)   10/25 at 100.00 A- 6,650,877
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) 2,950,291
13

NAD Nuveen Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2022
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Florida (continued)        
$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) $3,056,850
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) 12,738,255
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+ 6,762,640
3,375   Miami-Dade County, Florida, Water and Sewer System Revenue Bonds, Series 2021, 4.000%, 10/01/48   4/31 at 100.00 A+ 3,858,671
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- 2,785,107
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- 2,310,060
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 119,811
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- 5,063,135
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- 11,764,107
    South Miami Health Facilities Authority, Florida, Hospital Revenue Bonds, Baptist Health Systems of South Florida Obligated Group, Refunding Series 2017:        
5,770   5.000%, 8/15/42   8/27 at 100.00 A1 6,769,941
6,040   5.000%, 8/15/47   8/27 at 100.00 A1 7,024,278
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+ 751,692
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- 1,599,480
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+ 717,017
2,405   Tampa, Florida, Health System Revenue Bonds, Baycare Health System, Series 2016A, 4.000%, 11/15/46   5/26 at 100.00 Aa2 2,607,862
    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- 1,230,460
1,845   4.000%, 7/01/45   7/30 at 100.00 A- 2,055,736
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) 14,883,792
85   Tolomato Community Development District, Florida, Special Assessment Bonds, Convertible, Capital Appreciation, Series 2012A-4, 0.000%, 5/01/40 (8)   5/22 at 100.00 N/R 84,878
120   Tolomato Community Development District, Florida, Special Assessment Bonds, Hope Note, Series 2007-3, 6.650%, 5/01/40 (7)   3/22 at 100.00 N/R 1
290   Tolomato Community Development District, Florida, Special Assessment Bonds, Refunding Series 2015-1, 6.610%, 5/01/40   3/22 at 100.00 N/R 290,861
180   Tolomato Community Development District, Florida, Special Assessment Bonds, Refunding Series 2015-2, 0.000%, 5/01/40 (8)   3/22 at 100.00 N/R 142,369
14

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Florida (continued)        
$195   Tolomato Community Development District, Florida, Special Assessment Bonds, Refunding Series 2015-3, 6.610%, 5/01/40 (7)   3/22 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 A2 837,503
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- 7,121,289
289,950   Total Florida       318,296,984
    Georgia – 2.3% (1.5% 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 2,046,990
5,000   Atlanta, Georgia, Water and Wastewater Revenue Bonds, Refunding Series 2015, 5.000%, 11/01/32   5/25 at 100.00 AA- 5,604,950
8,875   Crisp County Hospital Authority, Georgia, Revenue Anticipation Certificates, Crisp County Hospital Project, Series 2021, 4.000%, 7/01/46   7/31 at 100.00 A1 9,930,948
1,040   Dalton Development Authority, Georgia, Revenue Certificates, Hamilton Health Care System Inc., Series 1996, 5.500%, 8/15/26  –  NPFG Insured   No Opt. Call Baa2 1,133,662
    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 2,311,000
14,710   4.000%, 4/01/50   4/30 at 100.00 A 16,300,887
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+ 3,740,825
2,935   Georgia Ports Authority, Revenue Bonds, Series 2021, 4.000%, 7/01/51   7/31 at 100.00 AA 3,335,628
    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 1,690,417
5,000   5.000%, 5/15/49   No Opt. Call A3 6,968,250
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- 3,749,950
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 11,388,600
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 5,761,450
3,290   Private Colleges and Universities Authority, Georgia, Revenue Bonds, Mercer University, Series 2021, 4.000%, 10/01/50   10/31 at 100.00 Baa1 3,670,752
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 5,915,753
73,205   Total Georgia       83,550,062
    Guam – 0.7% (0.4% of Total Investments)        
2,000   Government of Guam, Business Privilege Tax Bonds, Refunding Series 2015D, 5.000%, 11/15/34   11/25 at 100.00 BB 2,217,960
    Guam A.B. Won Pat International Airport Authority, Revenue Bonds, Series 2013C:        
60   6.375%, 10/01/43 (AMT)   10/23 at 100.00 Baa2 64,122
65   6.375%, 10/01/43 (Pre-refunded 10/01/23) (AMT)   10/23 at 100.00 Baa2 (4) 70,647
15

NAD Nuveen Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2022
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Guam (continued)        
    Guam Economic Development & Commerce Authority, Tobacco Settlement Asset-Backed Bonds, Series 2007A:        
$1,870   5.250%, 6/01/32   2/22 at 100.00 N/R $1,870,729
2,915   5.625%, 6/01/47   2/22 at 100.00 N/R 2,915,962
1,300   Guam Government Waterworks Authority, Water and Wastewater System Revenue Bonds, Refunding Series 2014A, 5.000%, 7/01/35   7/24 at 100.00 Baa2 1,388,686
3,250   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) 3,455,693
    Guam Government Waterworks Authority, Water and Wastewater System Revenue Bonds, Series 2016:        
245   5.000%, 7/01/27   7/26 at 100.00 Baa2 277,739
1,240   5.000%, 1/01/46   7/26 at 100.00 Baa2 1,378,148
1,000   Guam Government Waterworks Authority, Water and Wastewater System Revenue Bonds, Series 2020A, 5.000%, 1/01/50   7/30 at 100.00 Baa2 1,176,560
    Guam Government, Limited Obligation Section 30 Revenue Bonds, Series 2016A:        
1,000   5.000%, 12/01/23   No Opt. Call BB 1,068,110
2,000   5.000%, 12/01/33   12/26 at 100.00 BB 2,267,340
2,260   5.000%, 12/01/34   12/26 at 100.00 BB 2,559,812
1,175   5.000%, 12/01/46   12/26 at 100.00 BB 1,315,859
    Guam Port Authority, Port Revenue Bonds, Private Activity Series 2018B:        
510   5.000%, 7/01/32 (AMT)   7/28 at 100.00 Baa2 583,889
355   5.000%, 7/01/33 (AMT)   7/28 at 100.00 Baa2 405,609
1,250   Guam Power Authority, Revenue Bonds, Series 2012A, 5.000%, 10/01/30  –  AGM Insured   10/22 at 100.00 BBB 1,280,625
    Guam Power Authority, Revenue Bonds, Series 2014A:        
600   5.000%, 10/01/39   10/24 at 100.00 BBB 648,960
575   5.000%, 10/01/44   10/24 at 100.00 BBB 619,982
23,670   Total Guam       25,566,432
    Hawaii – 1.7% (1.1% 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 13,775,450
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 Baa1 6,489,360
11,205   Hawaii State, Airport System Revenue Bonds, Series 2015A, 5.000%, 7/01/45 (AMT)   7/25 at 100.00 A+ 12,349,143
10,000   Hawaii State, Airport System Revenue Bonds, Series 2018A, 5.000%, 7/01/43 (AMT)   7/28 at 100.00 A+ 11,759,700
10,000   Hawaii State, Airport System Revenue Bonds, Series 2022, 5.000%, 7/01/51 (AMT) (WI/DD, Settling 2/03/22)   7/32 at 100.00 N/R 12,092,000
5,000   Hawaii State, General Obligation Bonds, Series 2017FK, 4.000%, 5/01/35   5/27 at 100.00 Aa2 5,559,450
55,205   Total Hawaii       62,025,103
    Idaho – 0.8% (0.5% 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- 5,796,300
16

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Idaho (continued)        
$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- $12,886,534
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+ 1,911,820
6,485   Idaho Health Facilities Authority, Revenue Bonds, Saint Luke's Health System Project, Series 2021A, 4.000%, 3/01/51   3/32 at 100.00 A3 7,295,690
    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 1,182,639
310   5.000%, 9/01/32   9/22 at 100.00 A3 317,484
25,855   Total Idaho       29,390,467
    Illinois – 13.7% (8.7% of Total Investments)        
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- 7,001,160
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 10,838,595
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 2,852,208
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 14,014,836
    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 9,652,168
7,140   0.000%, 12/01/25  –  FGIC Insured   No Opt. Call BB 6,648,768
4,325   0.000%, 12/01/29  –  FGIC Insured   No Opt. Call BB 3,597,102
4,235   0.000%, 12/01/31  –  FGIC Insured   No Opt. Call BB 3,301,564
    Chicago Board of Education, Illinois, Unlimited Tax General Obligation Bonds, Dedicated Tax Revenues, Series 1999A:        
10,000   0.000%, 12/01/23  –  FGIC Insured   No Opt. Call BB 9,732,800
8,845   5.500%, 12/01/26  –  NPFG Insured   No Opt. Call BB 9,906,754
    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 6,306,467
10,285   5.000%, 1/01/53 (AMT)   1/29 at 100.00 A 11,914,350
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 2,435,084
    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 12,886,425
3,000   5.000%, 1/01/47 (AMT)   1/27 at 100.00 A 3,436,500
    Chicago, Illinois, General Obligation Bonds, City Colleges, Series 1999:        
4,115   0.000%, 1/01/33  –  FGIC Insured   No Opt. Call BBB- 3,087,032
29,600   0.000%, 1/01/38  –  FGIC Insured   No Opt. Call BBB- 18,673,456
17

NAD Nuveen Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2022
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Illinois (continued)        
$11,675   Chicago, Illinois, General Obligation Bonds, Project & Refunding Series 2017A, 6.000%, 1/01/38   1/27 at 100.00 BBB- $13,709,485
    Chicago, Illinois, General Obligation Bonds, Series 2019A:        
4,000   5.000%, 1/01/40   1/29 at 100.00 BBB- 4,592,480
7,445   5.500%, 1/01/49   1/29 at 100.00 BBB- 8,723,455
7,990   Chicago, Illinois, General Obligation Refunding Bonds, Emergency Telephone System, Series 1999, 5.500%, 1/01/23  –  FGIC Insured   No Opt. Call BBB- 8,303,208
6,335   Chicago, Illinois, Wastewater Transmission Revenue Bonds, Second Lien Series 2001A, 5.500%, 1/01/30  –  NPFG Insured   No Opt. Call Baa2 7,499,373
1,500   Chicago, Illinois, Water Revenue Bonds, Senior Lien Series 2001, 5.750%, 11/01/30  –  AMBAC Insured   No Opt. Call Baa2 1,763,220
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+ 5,100,075
3,000   Cook County, Illinois, General Obligation Bonds, Refunding Series 2016A, 5.000%, 11/15/31   11/26 at 100.00 A2 3,453,480
    Cook County, Illinois, General Obligation Bonds, Refunding Series 2018:        
500   5.000%, 11/15/34   11/26 at 100.00 A2 573,600
4,550   5.000%, 11/15/35   11/26 at 100.00 A2 5,217,485
    Illinois Educational Facilities Authority, Revenue Bonds, Field Museum of Natural History, Series 2002.RMKT:        
5,000   4.450%, 11/01/36   11/25 at 102.00 A2 5,616,100
815   4.500%, 11/01/36   11/24 at 100.00 A 882,963
2,785   5.500%, 11/01/36   11/23 at 100.00 A 3,005,628
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 454,961
    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 2,155,038
12,025   5.000%, 5/01/45 (Pre-refunded 5/01/25) (UB)   5/25 at 100.00 Aa3 (4) 13,447,437
2,000   Illinois Finance Authority, Revenue Bonds, Art Institute of Chicago, Series 2016, 4.000%, 3/01/38   3/26 at 100.00 AA- 2,159,800
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 2,913,900
3,000   Illinois Finance Authority, Revenue Bonds, Bradley University, Refunding Series 2021A, 4.000%, 8/01/51   8/31 at 100.00 BBB+ 3,245,490
4,985   Illinois Finance Authority, Revenue Bonds, Centegra Health System, Series 2012, 5.000%, 9/01/32 (Pre-refunded 9/01/22)   9/22 at 100.00 AA+ (4) 5,112,716
    Illinois Finance Authority, Revenue Bonds, Centegra Health System, Series 2014A:        
4,750   5.000%, 9/01/39 (Pre-refunded 9/01/24)   9/24 at 100.00 AA+ (4) 5,207,805
6,000   5.000%, 9/01/42 (Pre-refunded 9/01/24)   9/24 at 100.00 AA+ (4) 6,578,280
10,745   Illinois Finance Authority, Revenue Bonds, OSF Healthcare System, Series 2015A, 5.000%, 11/15/45   11/25 at 100.00 A3 12,008,075
18

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Illinois (continued)        
    Illinois Finance Authority, Revenue Bonds, Rehabilitation Institute of Chicago, Series 2013A:        
$415   5.500%, 7/01/28   7/23 at 100.00 A- $440,178
390   6.000%, 7/01/43   7/23 at 100.00 A- 416,785
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+ 4,675,722
    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 A3 623,784
3,745   5.000%, 8/15/44   8/25 at 100.00 A3 4,159,309
7,850   Illinois Finance Authority, Revenue Bonds, The Carle Foundation, Fixed Period Series 2021A, 3.000%, 8/15/48   8/31 at 100.00 AA- 7,612,302
    Illinois Finance Authority, Revenue Bonds, University of Chicago, Refunding Series 2015A:        
330   5.000%, 10/01/46   10/25 at 100.00 AA- 368,864
2,670   5.000%, 10/01/46 (Pre-refunded 10/01/25)   10/25 at 100.00 N/R (4) 3,026,178
2,000   Illinois Health Facilities Authority, Revenue Bonds, Midwest Care Center I Inc., Series 2001, 5.950%, 2/20/36   2/22 at 100.00 Aa3 2,004,520
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+ 1,956,746
450   Illinois State, General Obligation Bonds, December Series 2017A, 5.000%, 12/01/39   12/27 at 100.00 BBB- 512,591
    Illinois State, General Obligation Bonds, February Series 2014:        
5,705   5.250%, 2/01/33   2/24 at 100.00 BBB- 6,114,391
5,815   5.250%, 2/01/34   2/24 at 100.00 BBB- 6,231,180
2,000   5.000%, 2/01/39   2/24 at 100.00 BBB- 2,126,920
    Illinois State, General Obligation Bonds, January Series 2016:        
3,500   5.000%, 1/01/29   1/26 at 100.00 BBB- 3,927,000
8,250   5.000%, 1/01/32   1/26 at 100.00 BBB- 9,226,635
4,200   Illinois State, General Obligation Bonds, June Series 2016, 5.000%, 6/01/27   6/26 at 100.00 BBB- 4,764,900
1,025   Illinois State, General Obligation Bonds, March Series 2012, 5.000%, 3/01/34   3/22 at 100.00 BBB- 1,028,065
    Illinois State, General Obligation Bonds, May Series 2020:        
1,635   5.500%, 5/01/30   No Opt. Call BBB- 2,024,244
5,305   5.500%, 5/01/39   5/30 at 100.00 BBB- 6,463,665
3,000   5.750%, 5/01/45   5/30 at 100.00 BBB- 3,671,970
1,500   Illinois State, General Obligation Bonds, November Series 2016, 5.000%, 11/01/37   11/26 at 100.00 BBB- 1,698,420
3,510   Illinois State, General Obligation Bonds, October Series 2016, 5.000%, 2/01/27   No Opt. Call BBB- 4,023,934
2,375   Illinois State, General Obligation Bonds, Refunding Series 2012, 5.000%, 8/01/25   8/22 at 100.00 BBB- 2,422,381
    Illinois State, General Obligation Bonds, Series 2013:        
2,500   5.250%, 7/01/31   7/23 at 100.00 BBB- 2,639,300
1,520   5.500%, 7/01/38   7/23 at 100.00 BBB- 1,606,260
1,395   Illinois Toll Highway Authority, Toll Highway Revenue Bonds, Senior Lien Series 2013A, 5.000%, 1/01/38   1/23 at 100.00 A1 1,447,536
19

NAD Nuveen Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2022
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Illinois (continued)        
$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 $5,206,066
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 4,981,835
    Illinois Toll Highway Authority, Toll Highway Revenue Bonds, Senior Lien Series 2020A:        
1,600   5.000%, 1/01/41   1/31 at 100.00 A1 1,978,528
10,000   5.000%, 1/01/45   1/31 at 100.00 A1 12,221,600
7,770   Illinois Toll Highway Authority, Toll Highway Revenue Bonds, Senior Lien Series 2021A, 4.000%, 1/01/46   1/32 at 100.00 N/R 8,795,795
    Illinois Toll Highway Authority, Toll Highway Revenue Bonds, Tender Option Bond Trust 2015-XF0052:        
1,875   17.640%, 1/01/38, 144A (IF)   1/23 at 100.00 A1 2,157,450
1,815   17.657%, 1/01/38, 144A (IF)   1/23 at 100.00 A1 2,088,702
625   Macon and DeWitt Counties Community Unit School District 2 Maroa-Forsyth, Illinois, General Obligation Bonds, Series 2021, 4.000%, 12/01/41  –  AGM Insured   12/30 at 100.00 N/R 706,338
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 2,706,375
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 8,905,230
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+ 2,060,516
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+ 1,108,530
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+ 5,356,181
    Metropolitan Pier and Exposition Authority, Illinois, Revenue Bonds, McCormick Place Expansion Project, Refunding Series 1996A:        
12,250   0.000%, 12/15/22  –  NPFG Insured   No Opt. Call BB+ 12,121,742
23,575   0.000%, 12/15/23  –  NPFG Insured   No Opt. Call BB+ 22,866,807
10,775   0.000%, 12/15/24  –  NPFG Insured   No Opt. Call BB+ 10,217,825
    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) 151,500
6,610   0.000%, 12/15/23   No Opt. Call Baa2 6,411,436
5,000   0.000%, 12/15/34  –  NPFG Insured   No Opt. Call BB+ 3,523,500
1,100   0.000%, 12/15/35  –  NPFG Insured   No Opt. Call BB+ 749,826
3,805   0.000%, 6/15/41  –  NPFG Insured   No Opt. Call BB+ 2,109,568
1,890   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) 2,158,701
2,130   Northern Illinois University, Auxiliary Facilities System Revenue Bonds, Series 2021, 4.000%, 10/01/40  –  BAM Insured   4/31 at 100.00 Ba2 2,414,611
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 A1 3,618,160
20

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Illinois (continued)        
$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 $2,373,373
    Springfield, Illinois, Electric Revenue Bonds, Refunding Senior Lien Series 2015:        
2,250   5.000%, 3/01/29   3/25 at 100.00 A3 2,491,043
3,505   5.000%, 3/01/40  –  AGM Insured   3/25 at 100.00 A2 3,861,529
    University of Illinois, Health Services Facilities System Revenue Bonds, Series 2013:        
1,580   6.000%, 10/01/32   10/23 at 100.00 Baa1 1,694,487
9,625   6.250%, 10/01/38   10/23 at 100.00 Baa1 10,390,572
2,845   6.000%, 10/01/42   10/23 at 100.00 Baa1 3,057,152
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 4,878,432
475,625   Total Illinois       496,586,513
    Indiana – 1.6% (1.0% 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 6,127,099
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 1,572,929
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) 3,014,839
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 11,199,200
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 8,343,342
    Indiana Finance Authority, Provate Activity Bonds, Ohio River Bridges East End Crossing Project, Series 2013A:        
3,015   5.000%, 7/01/44 (Pre-refunded 7/01/23) (AMT)   7/23 at 100.00 BBB+ (4) 3,184,714
1,420   5.000%, 7/01/48 (Pre-refunded 7/01/23) (AMT)   7/23 at 100.00 BBB+ (4) 1,499,932
1,500   Indiana Finance Authority, Provate Activity Bonds, Ohio River Bridges East End Crossing Project, Series 2013B, 5.000%, 7/01/40 (Pre-refunded 7/01/23) (AMT)   7/23 at 100.00 BBB+ (4) 1,584,435
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+ 5,896,470
1,650   Indiana Finance Authority, Wastewater Utility Revenue Bonds, CWA Authority Project, Refunding First Lien Series 2021-1, 4.000%, 10/01/38   10/31 at 100.00 A1 1,928,256
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 4,583,880
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+ 5,016,769
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 4,382,544
53,565   Total Indiana       58,334,409
21

NAD Nuveen Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2022
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Iowa – 0.2% (0.1% of Total Investments)        
$850   Iowa Finance Authority Senior Living Facilities Revenue Bonds, Sunrise Retirement Community Project, Refunding Series 2021, 5.000%, 9/01/41   9/28 at 102.00 N/R $890,418
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 Ba2 1,524,384
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+ 1,420,520
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- 2,143,787
5,290   Iowa Tobacco Settlement Authority, Tobacco Settlement Asset-Backed Bonds, Class 2 Capital Appreciation Senior Lien Series 2021B-2, 0.000%, 6/01/65   6/31 at 25.58 N/R 840,793
790   Iowa Tobacco Settlement Authority, Tobacco Settlement Asset-Backed Bonds, Senior Class 1 Series 2021A-2, 4.000%, 6/01/49   6/31 at 100.00 BBB+ 865,982
11,760   Total Iowa       7,685,884
    Kansas – 0.1% (0.1% of Total Investments)        
3,965   Lawrence, Kansas, Hospital Revenue Bonds, Lawrence Memorial Hospital, Series 2018A, 5.000%, 7/01/48   7/28 at 100.00 A 4,646,464
340   Overland Park Transportation Development District, Kansas, Sales Tax Revenue Bonds, Oak Park Mall Project, Series 2010, 5.900%, 4/01/32   3/22 at 100.00 BBB 340,082
4,305   Total Kansas       4,986,546
    Kentucky – 0.6% (0.4% of Total Investments)        
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 3,001,771
    Kentucky Public Transportation Infrastructure Authority, Toll Revenue Bonds, Downtown Crossing Project, Convertible Capital Appreciation First Tier Series 2013C:        
4,790   6.750%, 7/01/43 (8)   7/31 at 100.00 Baa2 5,808,450
3,655   6.875%, 7/01/46 (8)   7/31 at 100.00 Baa2 4,442,214
    Kentucky Public Transportation Infrastructure Authority, Toll Revenue Bonds, Downtown Crossing Project, First Tier Series 2013A:        
8,360   5.750%, 7/01/49 (Pre-refunded 7/01/23)   7/23 at 100.00 Baa2 (4) 8,930,654
585   6.000%, 7/01/53 (Pre-refunded 7/01/23)   7/23 at 100.00 Baa2 (4) 626,722
20,120   Total Kentucky       22,809,811
    Louisiana – 3.2% (2.0% of Total Investments)        
4,405   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 4,570,892
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) 2,966,971
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 3,711,585
    Lafayette Parish School Board, Louisiana, Sales Tax Revenue Bonds, Series 2018:        
1,500   4.000%, 4/01/40   4/27 at 100.00 AA+ 1,652,670
4,685   4.000%, 4/01/43   4/27 at 100.00 AA+ 5,140,054
22

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Louisiana (continued)        
$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) $5,612,620
    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 5,732,000
1,090   5.000%, 5/15/46   5/27 at 100.00 A3 1,248,410
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 13,046,319
7,445   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 7,786,949
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 N/R (4) 1,442,062
3,570   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+ 3,974,552
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 1,975,741
330   Louisiana Stadium and Exposition District, Revenue Refunding Bonds, Senior Lien Series 2013A, 5.000%, 7/01/36   7/23 at 100.00 A2 348,431
14,000   Louisiana State, Gasoline and Fuels Tax Revenue Bonds, Refunding Series 2015A, 4.000%, 5/01/41 (Pre-refunded 5/01/25)   5/25 at 100.00 AA- (4) 15,258,880
    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- 6,759,239
6,895   5.000%, 1/01/45 (AMT)   1/25 at 100.00 A- 7,468,595
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- 8,889,972
1,000   New Orleans, Louisiana, General Obligation Bonds, Refunding Series 2012, 5.000%, 12/01/28  –  AGM Insured   12/22 at 100.00 A2 1,034,980
5,350   New Orleans, Louisiana, Sewerage Service Revenue Bonds, Refunding Series 2014, 5.000%, 6/01/44 (Pre-refunded 6/01/24)   6/24 at 100.00 A (4) 5,826,525
1,200   New Orleans, Louisiana, Water Revenue Bonds, Refunding Series 2014, 5.000%, 12/01/44 (Pre-refunded 12/01/24)   12/24 at 100.00 A- (4) 1,327,416
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 490,442
5,655   Shreveport, Louisiana, Water and Sewer Revenue Bonds, Refunding Series 2015, 5.000%, 12/01/40   12/25 at 100.00 A- 6,368,887
1,650   Tangipahoa Water District, Tangipahoa, Louisiana, Water Revenue Bonds, Series 2021, 4.000%, 12/01/51  –  BAM Insured   12/31 at 100.00 N/R 1,876,314
104,085   Total Louisiana       114,510,506
23

NAD Nuveen Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2022
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Maine – 0.5% (0.3% 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 (Pre-refunded 7/01/23)   7/23 at 100.00 Ba1 (4) $2,937,282
    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 4,116,241
2,800   4.000%, 7/01/46   7/26 at 100.00 Ba1 3,000,004
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+ 3,826,699
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+ 2,101,840
1,000   Maine Health and Higher Educational Facilities Authority, Revenue Bonds, Series 2021A, 4.000%, 7/01/50  –  AGM Insured   7/31 at 100.00 A1 1,130,010
    Maine Turnpike Authority, Special Obligation Bonds, Series 2014:        
1,290   5.000%, 7/01/33   7/24 at 100.00 A- 1,400,269
1,020   5.000%, 7/01/34   7/24 at 100.00 A- 1,106,425
17,950   Total Maine       19,618,770
    Maryland – 10.8% (6.9% of Total Investments)        
1,855   Anne Arundel County, Maryland, FNMA Multifamily Housing Revenue Bonds, Glenview Gardens Apartments Project, Series 2009, 5.000%, 1/01/28 (Mandatory Put 1/01/27)   3/22 at 100.00 AA+ 1,859,990
1,000   Anne Arundel County, Maryland, General Obligation Bonds, Consolidated General Improvement, Series 2019, 5.000%, 10/01/44   10/29 at 100.00 Aa1 1,231,320
1,200   Anne Arundel County, Maryland, Special Tax District Revenue Bonds, Villages of Dorchester & Farmington Village Projects, Series 2013, 5.000%, 7/01/32   7/23 at 100.00 AA 1,264,584
    Baltimore County, Maryland, Revenue Bonds, Oak Crest Village, Series 2016:        
1,000   3.625%, 1/01/37   1/26 at 100.00 A 1,068,660
2,220   5.000%, 1/01/37   1/26 at 100.00 A 2,492,638
2,500   Baltimore County, Maryland, Revenue Bonds, Oak Crest Village, Series 2020, 4.000%, 1/01/50   1/27 at 103.00 A 2,792,675
635   Baltimore County, Maryland, Revenue Bonds, Riderwood Village Inc Facility, Series 2020, 4.000%, 1/01/50   1/27 at 103.00 A 711,575
9,215   Baltimore, Maryland, Convention Center Hotel Revenue Bonds, Refunding Series 2017, 5.000%, 9/01/42   9/27 at 100.00 CCC 9,635,757
2,480   Baltimore, Maryland, Project and Revenue Refunding Bonds, Water Projects, Series 2013B, 5.000%, 7/01/38 (Pre-refunded 1/01/24)   1/24 at 100.00 AA- (4) 2,667,463
1,000   Baltimore, Maryland, Revenue Bonds, Storm Water Projects, Series 2019A, 5.000%, 7/01/49   7/29 at 100.00 AA- 1,207,550
2,000   Baltimore, Maryland, Revenue Bonds, Wastewater Projects, Series 2019A, 5.000%, 7/01/49   7/29 at 100.00 AA 2,415,100
5,000   Baltimore, Maryland, Revenue Bonds, Wastewater Projects, Subordinate Series 2014C, 5.000%, 7/01/44   1/25 at 100.00 AA- 5,524,200
24

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Maryland (continued)        
    Baltimore, Maryland, Revenue Bonds, Wastewater Projects, Subordinate Series 2017A:        
$2,000   5.000%, 7/01/46   1/27 at 100.00 AA- $2,328,440
2,000   5.000%, 7/01/46 (UB)   1/27 at 100.00 AA- 2,328,440
    Baltimore, Maryland, Revenue Bonds, Water Projects, Refunding Series 1994A:        
175   5.000%, 7/01/24  –  FGIC Insured   No Opt. Call AA- 177,861
1,620   5.000%, 7/01/24  –  FGIC Insured (ETM)   No Opt. Call AA- (4) 1,720,894
2,340   Baltimore, Maryland, Revenue Bonds, Water Projects, Refunding Series 1998A, 5.000%, 7/01/28  –  FGIC Insured (ETM)   8/21 at 100.00 AA (4) 2,629,692
3,000   Baltimore, Maryland, Revenue Bonds, Water Projects, Series 2020A, 4.000%, 7/01/45   7/30 at 100.00 AA- 3,413,460
2,500   Baltimore, Maryland, Revenue Bonds, Water Projects, Subordinate Series 2014A, 5.000%, 7/01/44   1/25 at 100.00 A+ 2,762,100
6,000   Baltimore, Maryland, Revenue Bonds, Water Projects, Subordinate Series 2017A, 5.000%, 7/01/41 (UB)   1/27 at 100.00 AA- 6,991,620
1,450   Baltimore, Maryland, Special Obligation Bonds, Center/West Development Project, Series 2017A, 5.500%, 6/01/43   6/26 at 100.00 N/R 1,546,294
    Baltimore, Maryland, Special Obligation Bonds, Consolidated Tax Increment Financing, Series 2015:        
525   5.000%, 6/15/30   6/24 at 100.00 BBB+ 563,645
425   5.000%, 6/15/33   6/24 at 100.00 BBB+ 455,332
    Baltimore, Maryland, Special Obligation Bonds, East Baltimore Research Park Project, Series 2017A:        
1,270   4.500%, 9/01/33   9/27 at 100.00 N/R 1,376,007
240   5.000%, 9/01/38   9/27 at 100.00 N/R 264,878
    Baltimore, Maryland, Special Obligation Bonds, Harbor Point Project, Refunding Series 2016:        
1,895   5.000%, 6/01/36   6/26 at 100.00 N/R 2,050,163
250   5.125%, 6/01/43   6/26 at 100.00 N/R 268,363
2,000   Baltimore, Maryland, Special Obligation Bonds, Harbor Point Project, Refunding Series 2019A, 3.625%, 6/01/46, 144A   6/29 at 100.00 N/R 2,028,900
350   Baltimore, Maryland, Special Obligation Bonds, Harbor Point Project, Refunding Series 2019B, 3.875%, 6/01/46, 144A   6/23 at 100.00 N/R 351,225
    Brunswick, Frederick County, Maryland, Special Obligation Bonds, Brunswick Crossing Special Taxing District, Refunding Series 2019:        
450   4.000%, 7/01/29   1/29 at 100.00 N/R 498,938
739   5.000%, 7/01/36   1/29 at 100.00 N/R 844,019
    Frederick County, Maryland, Educational Facilities Revenue Bonds, Mount Saint Mary's University Inc., Series 2017A:        
3,000   5.000%, 9/01/37, 144A   9/27 at 100.00 BB+ 3,286,740
1,750   5.000%, 9/01/45, 144A   9/27 at 100.00 BB+ 1,890,262
414   Frederick County, Maryland, Special Obligation Bonds, Lake Linganore Village Community Development Series 2001A, 5.700%, 7/01/29  –  RAAI Insured   3/22 at 100.00 AA 415,929
25

NAD Nuveen Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2022
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Maryland (continued)        
    Frederick County, Maryland, Special Obligation Bonds, Urbana Community Development Authority, Refunding Series 2020A:        
$1,020   4.000%, 7/01/38   7/30 at 100.00 A- $1,160,658
500   4.000%, 7/01/39   7/30 at 100.00 A- 568,125
370   Frederick County, Maryland, Tax Increment and Special Tax B Limited Obligation Bonds, Oakdale-Lake Linganore Project, Series 2019, 3.750%, 7/01/39   7/29 at 100.00 N/R 381,600
120   Frederick County, Maryland, Tax Increment and Special Tax Limited Obligation Bonds, Jefferson Technology Park Project, Refunding Series 2020B, 4.625%, 7/01/43, 144A   7/30 at 102.00 N/R 137,528
3,000   Gaithersburg, Maryland, Economic Development Revenue Bonds, Asbury Methodist Obligated Group Project, Refunding Series 2018A, 5.000%, 1/01/36   1/24 at 104.00 BBB 3,278,190
    Howard County Housing Commission, Maryland, Revenue Bonds, Columbia Commons Apartments, Series 2014A:        
1,500   4.000%, 6/01/34   6/24 at 100.00 A+ 1,571,250
1,550   5.000%, 6/01/44   6/24 at 100.00 A+ 1,650,936
1,860   Howard County Housing Commission, Maryland, Revenue Bonds, Gateway Village Apartments, Series 2016, 4.000%, 6/01/46   6/26 at 100.00 A+ 1,970,726
    Howard County Housing Commission, Maryland, Revenue Bonds, The Verona at Oakland Mills Project, Series 2013:        
2,000   4.625%, 10/01/28   10/23 at 100.00 A+ 2,085,100
3,000   5.000%, 10/01/28   10/23 at 100.00 A+ 3,148,470
1,000   Howard County Housing Commission, Maryland, Revenue Bonds, Woodfield Oxford Square Apartments, Series 2017, 5.000%, 12/01/42   12/27 at 100.00 A+ 1,128,090
1,290   Howard County, Maryland, Retirement Community Revenue Bonds, Vantage House, Refunding Series 2016, 5.000%, 4/01/46   4/27 at 100.00 N/R 1,324,120
1,710   Howard County, Maryland, Retirement Community Revenue Bonds, Vantage House, Refunding Series 2017, 5.000%, 4/01/36   4/27 at 100.00 N/R 1,777,648
1,420   Howard County, Maryland, Special Obligation Bonds, Annapolis Junction Town Center Project, Series 2014, 6.100%, 2/15/44   2/24 at 100.00 N/R 1,475,465
    Howard County, Maryland, Special Obligation Bonds, Downtown Columbia Project, Series 2017A:        
1,500   4.125%, 2/15/34, 144A   2/26 at 100.00 N/R 1,555,575
1,550   4.375%, 2/15/39, 144A   2/26 at 100.00 N/R 1,611,860
850   4.500%, 2/15/47, 144A   2/26 at 100.00 N/R 880,107
    Hyattsville, Maryland, Special Obligation Bonds, University Town Center Project, Series 2016:        
2,125   5.000%, 7/01/31   7/25 at 100.00 N/R 2,217,714
1,640   5.000%, 7/01/34   7/25 at 100.00 N/R 1,696,908
1,220   Maryland Community Development Administration Department of Housing and Community Development, Housing Revenue Bonds, Series 2000A, 2.800%, 7/01/45   7/29 at 100.00 Aa2 1,208,203
1,195   Maryland Community Development Administration Department of Housing and Community Development, Housing Revenue Bonds, Series 2014D, 3.900%, 7/01/40   1/24 at 100.00 Aa2 1,231,961
680   Maryland Community Development Administration Department of Housing and Community Development, Housing Revenue Bonds, Series 2017C, 3.550%, 7/01/42   1/27 at 100.00 Aa2 711,008
26

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Maryland (continued)        
$700   Maryland Community Development Administration Department of Housing and Community Development, Housing Revenue Bonds, Series 2020E, 2.350%, 7/01/45   1/30 at 100.00 Aa2 $658,049
1,445   Maryland Community Development Administration Department of Housing and Community Development, Residential Revenue Bonds, Series 2019C, 3.000%, 3/01/42   3/29 at 100.00 AA 1,475,909
2,000   Maryland Community Development Administration Department of Housing and Community Development, Residential Revenue Bonds, Series 2020D, 2.100%, 9/01/40   9/29 at 100.00 AA 1,834,120
2,570   Maryland Community Development Administration Department of Housing and Community Development, Residential Revenue Bonds, Series 2021A, 2.000%, 9/01/43   3/30 at 100.00 AA 2,258,953
2,000   Maryland Community Development Administration Department of Housing and Community Development, Residential Revenue Bonds, Taxable Series 2019D, 3.350%, 7/01/49   7/29 at 100.00 Aa2 2,077,720
1,000   Maryland Community Development Administration, Department of Housing and Community Development, Multifamily Development Revenue Bonds, Marlborough Apartments, Series 2014I, 3.450%, 12/15/31   12/24 at 100.00 Aaa 1,040,210
1,150   Maryland Community Development Administration, Local Government Infrastructure Bonds, Senior Obligation Series 2020A-1, 4.000%, 6/01/40   6/30 at 100.00 Aa2 1,312,483
720   Maryland Community Development Administration, Local Government Infrastructure Bonds, Subordinate Obligation Series 2019B-2, 4.000%, 6/01/49   6/29 at 100.00 Aa3 801,792
600   Maryland Economic Development Corporation Economic Development Revenue Bonds, Terminal Project, Series 2019A, 5.000%, 6/01/49 (AMT)   6/29 at 100.00 Baa3 693,948
    Maryland Economic Development Corporation Economic Development Revenue Bonds, Transportation Facilities Project, Refunding Series 2017A:        
1,000   5.000%, 6/01/31   6/28 at 100.00 Baa3 1,176,200
1,125   5.000%, 6/01/32   6/28 at 100.00 Baa3 1,320,536
3,360   5.000%, 6/01/35   6/28 at 100.00 Baa3 3,935,702
1,500   Maryland Economic Development Corporation, Air Cargo Obligated Group Revenue Bonds, AFCO Airport Real Estate Group, Series 2019, 4.000%, 7/01/44 (AMT)   7/29 at 100.00 BBB 1,663,155
    Maryland Economic Development Corporation, Parking Facilities Revenue Bonds Baltimore City Project, Subordinate Parking Facilities Revenue Bonds, Series 2018C:        
1,250   4.000%, 6/01/48   6/28 at 100.00 BB- 1,089,525
1,080   4.000%, 6/01/58   6/28 at 100.00 BB- 904,576
3,725   Maryland Economic Development Corporation, Parking Facilities Revenue Bonds, Baltimore City Project, Senior Parking Facilities Revenue Bonds, Series 2018A, 5.000%, 6/01/58   6/28 at 100.00 BB 3,912,144
5,810   Maryland Economic Development Corporation, Port Facilities Revenue Bonds, CNX Marine Terminals Inc. Port of Baltimore Facility, Refunding Series 2010, 5.750%, 9/01/25   3/22 at 100.00 BB- 5,877,512
2,000   Maryland Economic Development Corporation, Revenue Bonds, Chesapeake Bay Hyatt Conference Center, Series 2006A, 2.500%, 12/01/31 (7)   3/22 at 100.00 N/R 1,200,000
    Maryland Economic Development Corporation, Senior Student Housing Revenue Bonds, Towson University Project, Refunding Series 2017:        
1,100   5.000%, 7/01/36   7/27 at 100.00 BB+ 1,203,972
470   5.000%, 7/01/37   3/22 at 100.00 BB+ 470,888
27

NAD Nuveen Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2022
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Maryland (continued)        
    Maryland Economic Development Corporation, Special Obligation Bonds, Metro Centre Owings Mills Project, Series 2017:        
$585   4.375%, 7/01/36   1/27 at 100.00 N/R $635,696
355   4.500%, 7/01/44   1/27 at 100.00 N/R 385,747
    Maryland Economic Development Corporation, Student Housing Revenue Bonds, Salisbury University Project, Refunding Series 2013:        
500   5.000%, 6/01/27   6/23 at 100.00 Baa3 520,390
500   5.000%, 6/01/34   6/23 at 100.00 Baa3 516,640
1,510   Maryland Economic Development Corporation, Student Housing Revenue Bonds, Sheppard Pratt University Village, Series 2012, 5.000%, 7/01/33   7/22 at 100.00 BBB- 1,526,972
495   Maryland Economic Development Corporation, Student Housing Revenue Bonds, University of Maryland - Baltimore Project, Refunding Senior Lien Series 2015, 5.000%, 7/01/39   7/25 at 100.00 BB+ 529,373
1,110   Maryland Economic Development Corporation, Student Housing Revenue Bonds, University of Maryland, Baltimore County Project, Refunding Series 2016, 3.600%, 7/01/35  –  AGM Insured   3/22 at 100.00 A2 1,111,743
    Maryland Economic Development Corporation, Student Housing Revenue Bonds, University of Maryland, College Park Project, Refunding Series 2016:        
875   5.000%, 6/01/30  –  AGM Insured   6/26 at 100.00 A2 996,275
240   5.000%, 6/01/31  –  AGM Insured   6/26 at 100.00 A2 273,350
2,405   5.000%, 6/01/35  –  AGM Insured   6/26 at 100.00 A2 2,742,999
780   5.000%, 6/01/43  –  AGM Insured   6/26 at 100.00 A2 888,857
865   Maryland Health and HIgher Educational Facilities Authority, Revenue Bonds, Stevenson University, Series 2021A, 4.000%, 6/01/41   6/31 at 100.00 BBB- 969,414
360   Maryland Health and HIgher Educational Facilities Authority, Revenue Bonds, University of Maryland Medical Systems, Series 2020B-2, 5.000%, 7/01/45 (Mandatory Put 7/01/27)   1/27 at 100.00 A 417,298
    Maryland Health and Higher Educational Facilities Authority, Maryland, Hospital Revenue Bonds, Meritus Medical Center, Series 2015:        
990   4.000%, 7/01/32   7/25 at 100.00 BBB 1,061,181
2,470   4.250%, 7/01/35   7/25 at 100.00 BBB 2,673,182
1,740   5.000%, 7/01/45   7/25 at 100.00 BBB 1,914,000
    Maryland Health and Higher Educational Facilities Authority, Parking Facilities Revenue Bonds, Johns Hopkins Hospital, Series 2001:        
1,300   5.000%, 7/01/27  –  AMBAC Insured   3/22 at 100.00 N/R 1,312,987
1,000   5.000%, 7/01/34  –  AMBAC Insured   3/22 at 100.00 N/R 1,009,990
330   Maryland Health and Higher Educational Facilities Authority, Parking Facilities Revenue Bonds, Johns Hopkins Medical Institutions, Series 1996, 5.500%, 7/01/26  –  AMBAC Insured   3/22 at 100.00 N/R 333,297
    Maryland Health and Higher Educational Facilities Authority, Revenue Bonds Doctors Community Hospital, Series 2017B:        
250   5.000%, 7/01/34   7/27 at 100.00 Baa3 278,410
4,820   5.000%, 7/01/38   7/27 at 100.00 Baa3 5,329,811
28

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Maryland (continued)        
    Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, Mercy Medical Center, Series 2016A:        
$90   5.000%, 7/01/36   7/26 at 100.00 BBB+ $102,533
1,450   5.000%, 7/01/38   7/26 at 100.00 BBB+ 1,648,273
600   4.000%, 7/01/42   7/26 at 100.00 BBB+ 642,930
1,540   Maryland Health and HIgher Educational Facilities Authority, Revenue Bonds, Adventist Healthcare Inc., Series 2021, 5.000%, 1/01/36   1/32 at 100.00 Baa3 1,917,084
4,020   Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, Adventist Healthcare, Series 2016A, 5.500%, 1/01/46   1/27 at 100.00 Baa3 4,708,385
1,355   Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, Anne Arundel Health System Issue, Series 2012, 5.000%, 7/01/24   7/22 at 100.00 A3 1,379,647
2,000   Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, Calvert Health System Issue, Refunding Series 2013, 5.000%, 7/01/38 (Pre-refunded 7/01/23)   7/23 at 100.00 A3 (4) 2,116,960
    Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, Carroll Hospital Center, Series 2012A:        
1,000   4.000%, 7/01/30 (Pre-refunded 7/01/22)   7/22 at 100.00 A1 (4) 1,014,610
1,775   5.000%, 7/01/37 (Pre-refunded 7/01/22)   7/22 at 100.00 A1 (4) 1,808,263
    Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, Charlestown Community Issue, Series 2016A:        
2,125   5.000%, 1/01/36   7/26 at 100.00 A- 2,411,004
4,090   5.000%, 1/01/45   7/26 at 100.00 A- 4,595,360
    Maryland Health and HIgher Educational Facilities Authority, Revenue Bonds, Frederick Health System Issue; Series 2020:        
1,000   3.250%, 7/01/39   7/30 at 100.00 Baa1 1,063,940
100   4.000%, 7/01/40   7/30 at 100.00 Baa1 113,929
280   4.000%, 7/01/45   7/30 at 100.00 Baa1 316,064
1,240   4.000%, 7/01/50   7/30 at 100.00 Baa1 1,391,801
4,335   Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, Frederick Memorial Hospital Issue, Series 2012A, 4.250%, 7/01/32 (Pre-refunded 7/01/22)   7/22 at 100.00 Baa1 (4) 4,400,068
700   Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, Goucher College, Series 2012A, 5.000%, 7/01/34   7/22 at 100.00 BBB+ 711,095
    Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, Goucher College, Series 2017A:        
1,100   5.000%, 7/01/37   7/27 at 100.00 BBB+ 1,252,746
1,200   5.000%, 7/01/44   7/27 at 100.00 BBB+ 1,355,532
    Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, Green Street Academy, Series 2017A:        
265   5.125%, 7/01/37, 144A   7/27 at 100.00 N/R 285,654
500   5.250%, 7/01/47, 144A   7/27 at 100.00 N/R 533,895
2,405   Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, Helix Health, Series 1997, 5.000%, 7/01/27  –  AMBAC Insured (ETM)   8/21 at 100.00 N/R (4) 2,675,683
2,500   Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, Johns Hopkins Health System Issue, Series 2015A, 4.000%, 5/15/40   5/25 at 100.00 AA- 2,676,050
29

NAD Nuveen Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2022
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Maryland (continued)        
    Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, Johns Hopkins University, Series 2012A:        
$1,145   5.000%, 7/01/30 (Pre-refunded 7/01/22)   7/22 at 100.00 AA (4) $1,166,698
1,050   5.000%, 7/01/37 (Pre-refunded 7/01/22)   7/22 at 100.00 AA (4) 1,069,898
    Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, Johns Hopkins University, Series 2013B:        
500   5.000%, 7/01/38   7/23 at 100.00 AA 526,185
4,375   4.250%, 7/01/41   7/23 at 100.00 AA 4,557,787
2,000   Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, LifeBridge Health Issue, Series 2016, 5.000%, 7/01/47   7/26 at 100.00 A+ 2,262,300
    Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, LifeBridge Health Issue, Series 2017:        
1,000   5.000%, 7/01/33   7/27 at 100.00 A+ 1,155,190
2,500   4.000%, 7/01/42   7/27 at 100.00 A+ 2,717,250
1,000   5.000%, 7/01/44   7/27 at 100.00 A+ 1,157,970
    Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, LifeBridge Health System, Series 2015:        
1,500   4.000%, 7/01/35 (Pre-refunded 7/01/25)   7/25 at 100.00 A+ (4) 1,638,135
1,125   5.000%, 7/01/40 (Pre-refunded 7/01/25)   7/25 at 100.00 A+ (4) 1,266,098
2,975   4.125%, 7/01/47   7/25 at 100.00 A+ 3,163,674
1,250   Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, Loyola University Maryland, Series 2012A, 5.000%, 10/01/39 (Pre-refunded 10/01/22)   10/22 at 100.00 A (4) 1,287,213
    Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, Loyola University Maryland, Series 2014:        
1,000   4.000%, 10/01/45   10/24 at 100.00 A 1,063,760
1,250   5.000%, 10/01/45   10/24 at 100.00 A 1,368,037
1,210   Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, Loyola University Maryland, Series 2019A, 5.000%, 10/01/49   10/29 at 100.00 A 1,450,887
    Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, Maryland Institute College of Art, Series 2012:        
1,500   5.000%, 6/01/34   6/22 at 100.00 Baa1 1,518,330
3,000   5.000%, 6/01/47   6/22 at 100.00 Baa1 3,034,530
    Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, Maryland Institute College of Art, Series 2016:        
175   5.000%, 6/01/36   6/26 at 100.00 Baa1 195,981
2,500   4.000%, 6/01/42   6/26 at 100.00 Baa1 2,662,850
    Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, Maryland Institute College of Art, Series 2017:        
525   5.000%, 6/01/35   6/26 at 100.00 Baa1 588,494
1,000   5.000%, 6/01/42   6/26 at 100.00 Baa1 1,112,560
2,500   Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, MedStar Health Issue, Series 2015, 5.000%, 8/15/38   2/25 at 100.00 A 2,758,100
30

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Maryland (continued)        
$6,000   Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, MedStar Health Issue, Series 2017A, 5.000%, 5/15/42   5/27 at 100.00 A $7,019,340
2,850   Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, Mercy Medical Cente, Series 2011, 5.000%, 7/01/31   7/22 at 100.00 BBB+ 2,895,685
    Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, Peninsula Regional Medical Center Issue, Refunding Series 2015:        
2,790   5.000%, 7/01/39 (Pre-refunded 7/01/24)   7/24 at 100.00 A3 (4) 3,050,112
5,500   5.000%, 7/01/45 (Pre-refunded 7/01/24)   7/24 at 100.00 A3 (4) 6,012,765
    Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, Trinity Health Credit Group, Series 2017MD:        
1,000   5.000%, 12/01/46   6/27 at 100.00 AA- 1,163,810
3,260   5.000%, 12/01/46 (UB) (5)   6/27 at 100.00 AA- 3,794,021
    Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, University of Maryland Medical System Issue, Series 2013A:        
4,665   4.000%, 7/01/43 (Pre-refunded 7/01/22)   7/22 at 100.00 A (4) 4,734,135
11,500   5.000%, 7/01/43 (Pre-refunded 7/01/22)   7/22 at 100.00 A (4) 11,717,925
1,000   Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, University of Maryland Medical System Issue, Series 2015, 5.000%, 7/01/35   7/25 at 100.00 A 1,109,110
5,500   Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, University of Maryland Medical System Issue, Series 2017B, 5.000%, 7/01/39   7/27 at 100.00 A 6,399,580
2,000   Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, University of Maryland Medical System Issue, Taxable Series 2017D, 4.000%, 7/01/48   1/28 at 100.00 A 2,176,620
2,500   Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, University of Pittsburgh Medical Center, Series 2020B, 4.000%, 4/15/50   4/30 at 100.00 A 2,801,050
12,250   Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, Western Maryland Health, Series 2014, 5.250%, 7/01/34 (Pre-refunded 7/01/24)   7/24 at 100.00 N/R (4) 13,449,397
    Maryland Stadium Authority, Revenue Bonds, Baltimore City Public Schools Construction & Revitalization Program, Series 2016:        
4,395   5.000%, 5/01/33   5/26 at 100.00 AA- 5,042,515
3,650   5.000%, 5/01/35 (Pre-refunded 5/01/26)   5/26 at 100.00 AA- (4) 4,219,984
5,100   5.000%, 5/01/46 (Pre-refunded 5/01/26) (UB) (5)   5/26 at 100.00 AA- (4) 5,896,416
    Maryland Stadium Authority, Revenue Bonds, Baltimore City Public Schools Construction & Revitalization Program, Series 2018A:        
2,000   5.000%, 5/01/35   5/28 at 100.00 AA- 2,382,460
2,000   5.000%, 5/01/36 (UB) (5)   5/28 at 100.00 AA- 2,379,380
6,250   5.000%, 5/01/42 (UB) (5)   5/28 at 100.00 AA- 7,420,000
1,500   Maryland Transportation Authority, Passenger Facility Charge Revenue Bonds, Baltimore/Washington Internatonal Thurgood Marshall Airport Project, Series 2019, 5.000%, 6/01/32 (AMT)   6/29 at 100.00 A- 1,798,905
3,000   Maryland Transportation Authority, Revenue Bonds, Transportation Facilities Projects, Series 2020, 4.000%, 7/01/39   7/30 at 100.00 AA- 3,426,060
1,095   Maryland Transportation Authority, Revenue Bonds, Transportation Facilities Projects, Series 2021A, 5.000%, 7/01/51   7/31 at 100.00 Aa2 1,358,260
31

NAD Nuveen Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2022
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Maryland (continued)        
$1,500   Montgomery County Housing Opportunities Commission, Maryland, Multifamily Housing Development Bonds, Series 2014A, 3.875%, 7/01/39   7/24 at 100.00 Aaa $1,549,215
    Montgomery County, Maryland, Revenue Bonds, Trinity Health Credit Group, Series 2015:        
6,000   4.000%, 12/01/44   6/25 at 100.00 AA- 6,415,080
2,000   5.000%, 12/01/44 (UB) (5)   6/25 at 100.00 AA- 2,232,920
625   Morgan State University, Maryland, Student Tuition and Fee Revenue Bonds, Academic Fees and Auxiliary Facilities, Refunding Series 2012, 5.000%, 7/01/29 (Pre-refunded 7/01/22)   7/22 at 100.00 A+ (4) 636,713
320   Prince George's County Revenue Authority, Maryland, Special Obligation Bonds, Suitland-Naylor Road Project, Series 2016, 5.000%, 7/01/46, 144A   1/26 at 100.00 N/R 348,272
4,500   Prince George's County, Maryland, Certificates of Participation, University of Maryland Capital Region Medical Center, Series 2018, 5.000%, 10/01/43 (UB) (5)   10/28 at 100.00 AA+ 5,429,520
    Prince George's County, Maryland, General Obligation Consolidated Public Improvement Bonds, Series 2014A:        
3,000   4.000%, 9/01/30   9/24 at 100.00 AAA 3,216,480
3,000   4.000%, 9/01/31   9/24 at 100.00 AAA 3,216,780
1,050   Prince George's County, Maryland, Revenue Bonds, Collington Episcopal Life Care Community Inc., Series 2017, 5.250%, 4/01/37   4/27 at 100.00 N/R 1,108,254
5,147   Prince George's County, Maryland, Special Obligation Bonds, National Harbor Project, Series 2005, 5.200%, 7/01/34   3/22 at 100.00 N/R 5,192,551
    Prince George's County, Maryland, Special Obligation Bonds, Westphalia Town Center Project, Series 2018:        
1,300   5.125%, 7/01/39, 144A   7/28 at 100.00 N/R 1,426,633
2,200   5.250%, 7/01/48, 144A   7/28 at 100.00 N/R 2,411,838
2,099   Prince George's County, Maryland, Special Tax District Bonds, Victoria Falls Project, Series 2005, 5.250%, 7/01/35   3/22 at 100.00 N/R 2,123,097
1,340   Rockville Mayor and Council, Maryland, Economic Development Revenue Bonds, Ingleside King Farm Project, Refunding Series 2017, 5.000%, 11/01/35   11/24 at 103.00 B- 1,437,512
795   Rockville Mayor and Council, Maryland, Economic Development Revenue Bonds, Ingleside King Farm Project, Refunding Series 2017A-2, 5.000%, 11/01/31   11/24 at 103.00 B- 856,581
    Rockville Mayor and Council, Maryland, Economic Development Revenue Bonds, Ingleside King Farm Project, Series 2017A-1:        
1,070   5.000%, 11/01/28   11/24 at 103.00 B- 1,161,218
1,000   5.000%, 11/01/37   11/24 at 103.00 B- 1,071,110
    Rockville Mayor and Council, Maryland, Economic Development Revenue Bonds, Series 2017B:        
500   5.000%, 11/01/42   11/24 at 103.00 B- 533,225
1,000   5.000%, 11/01/47   11/24 at 103.00 B- 1,063,450
    Washington County County Commissioners, Maryland, Revenue Bonds, Diakon Lutheran Social Ministries Project, Series 2019B:        
1,000   5.000%, 1/01/29   No Opt. Call BBB+ 1,215,110
500   5.000%, 1/01/32   1/29 at 100.00 BBB+ 598,540
32

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Maryland (continued)        
$2,000   Washington Suburban Sanitary District, Montgomery and Prince George's Counties, Maryland, General Obligation Bonds, Consolidated Public Improvement, Second Series 2016, 5.000%, 6/01/35   6/26 at 100.00 AAA $2,309,180
2,500   Washington Suburban Sanitary District, Montgomery and Prince George's Counties, Maryland, General Obligation Bonds, Consolidated Public Improvement, Series 2017, 5.000%, 6/15/25   No Opt. Call AAA 2,819,650
2,500   Washington Suburban Sanitary District, Montgomery and Prince George's Counties, Maryland, General Obligation Bonds, Consolidated Public Improvement, Series 2018, 4.000%, 6/01/39   6/28 at 100.00 AAA 2,844,350
361,184   Total Maryland       392,479,204
    Massachusetts – 1.1% (0.7% of Total Investments)        
10,860   Massachusetts Bay Transportation Authority, Sales Tax Revenue Bonds, Subordinated Series 2021A-1, 4.000%, 7/01/51   7/31 at 100.00 Aa3 12,480,746
650   Massachusetts Development Finance Agency, Health Care Facility Revenue Bonds, Adventcare Project, Series 2007A, 6.750%, 10/15/37 (7)   3/22 at 100.00 N/R 195,000
815   Massachusetts Development Finance Agency, Health Care Facility Revenue Bonds, Adventcare Project, Series 2010, 7.625%, 10/15/37 (7)   3/22 at 100.00 N/R 244,500
    Massachusetts Development Finance Agency, Revenue Bonds, Atrius Health Issue, Series 2019A:        
275   5.000%, 6/01/39   6/29 at 100.00 BBB 330,033
270   4.000%, 6/01/49   6/29 at 100.00 BBB 299,902
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 916,649
3,500   Massachusetts Development Finance Agency, Revenue Bonds, Boston University, Series 2016BB-1, 5.000%, 10/01/46   10/26 at 100.00 AA- 4,053,525
    Massachusetts Development Finance Agency, Revenue Bonds, Boston University, Tender Option Bond Trust 2016-XG0070:        
930   17.874%, 10/01/48, 144A (IF) (5)   10/23 at 100.00 AA- 1,157,469
505   17.979%, 10/01/48, 144A (IF) (5)   10/23 at 100.00 AA- 628,669
3,200   Massachusetts Development Finance Agency, Revenue Bonds, Emerson College, Series 2015, 4.500%, 1/01/45   1/25 at 100.00 Baa2 3,397,536
1,220   Massachusetts Development Finance Agency, Revenue Bonds, Loomis Communities, Series 2013A, 5.125%, 1/01/25   1/23 at 100.00 BBB 1,268,471
2,300   Massachusetts Development Finance Agency, Revenue Bonds, Olin College, Series 2013E, 5.000%, 11/01/43   11/23 at 100.00 A 2,451,984
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+ 1,619,610
    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 1,257,725
1,280   5.000%, 9/01/45   9/25 at 100.00 BBB 1,399,642
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) 6,253,719
33

NAD Nuveen Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2022
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Massachusetts (continued)        
$1,100   Massachusetts Turnpike Authority, Metropolitan Highway System Revenue Bonds, Senior Series 1997A, 0.000%, 1/01/24  –  NPFG Insured   No Opt. Call A2 $1,074,436
36,305   Total Massachusetts       39,029,616
    Michigan – 3.4% (2.1% 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) 3,605,665
1,000   Eastern Michigan University, General Revenue Bonds, Series 2018A, 4.000%, 3/01/44  –  AGM Insured   3/28 at 100.00 A2 1,101,310
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 7,873,807
    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 12,366,750
5,375   4.000%, 11/01/55   11/30 at 100.00 Aa3 6,049,240
10,005   4.000%, 11/01/55   11/30 at 100.00 Aa3 11,159,677
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 5,541,200
1,500   Michigan Finance Authority, Hospital Revenue Bonds, Sparrow Obligated Group, Series 2012, 5.000%, 11/15/42   11/22 at 100.00 A 1,546,860
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 439,923
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 2,931,347
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 1,083,990
6,000   Michigan Finance Authority, Michigan, Revenue Bonds, Trinity Health Credit Group, Refunding Series 2016MI-2, 4.000%, 3/01/51   3/32 at 100.00 N/R 6,818,520
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- 1,557,555
    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) 2,538,150
3,670   5.000%, 12/01/32 (Pre-refunded 6/01/22)   6/22 at 100.00 AA- (4) 3,726,004
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 (4) 2,059,540
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 5,424,227
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 5,495,500
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- 11,276,500
34

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Michigan (continued)        
$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) $5,278,468
10,000   Michigan State, Trunk Line Fund Bonds, Rebuilding Michigan Program, Series 2021A, 4.000%, 11/15/44   11/31 at 100.00 Aa2 11,510,200
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- 3,104,430
    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- 1,490,161
1,200   5.000%, 12/01/45   12/25 at 100.00 A- 1,347,684
    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- 1,574,532
3,140   5.000%, 12/01/47 (AMT)   12/27 at 100.00 A- 3,669,969
1,120   Wayne State University, Michigan, General Revenue Bonds, Series 2018A, 5.000%, 11/15/36   11/25 at 100.00 A+ 1,263,505
109,765   Total Michigan       121,834,714
    Minnesota – 1.8% (1.1% 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+ 324,812
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 2,191,940
150   Central Minnesota Municipal Power Agency, Revenue Bonds, Brookings - Southeast Twin Cities Transmission Project, Refunding Series 2021, 3.000%, 1/01/38  –  AGM Insured   1/30 at 100.00 A1 156,717
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+ 516,095
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- 6,489,619
235   Independence, Minnesota, Charter School Lease Revenue Bonds, Paladin Career & Technical High School Project, Series 2021A, 4.000%, 6/01/41   6/29 at 102.00 N/R 235,261
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 3,288,365
    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 1,473,133
5,000   5.000%, 1/01/44 (AMT)   7/29 at 100.00 A 5,892,850
2,500   5.000%, 1/01/49 (AMT)   7/29 at 100.00 A 2,935,975
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+ 2,655,361
35

NAD Nuveen Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2022
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Minnesota (continued)        
    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 $539,419
450   5.000%, 1/01/35 (AMT)   1/27 at 100.00 A 516,533
580   5.000%, 1/01/37 (AMT)   1/27 at 100.00 A 665,132
750   5.000%, 1/01/41 (AMT)   1/27 at 100.00 A 858,630
    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 1,604,934
1,700   4.000%, 3/01/47   3/27 at 100.00 Aa2 1,869,031
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 2,363,323
270   Minnesota Housing Finance Agency, Housing Infrastructure State Appropriation Bonds, Series 2021A, 3.000%, 8/01/36   8/31 at 100.00 Aa2 284,342
770   Minnesota Housing Finance Agency, Housing Infrastructure State Appropriation Bonds, Series 2021B, 3.000%, 8/01/36   8/31 at 100.00 Aa2 815,615
910   Rochester, Minnesota, Health Care Facilities Revenue Bonds, Mayo Clinic, Series 2018A, 4.000%, 11/15/48   5/28 at 100.00 AA 1,015,296
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- 1,628,102
4,280   Saint Paul Housing & Redevelopment Authority, Minnesota, Charter School Lease Revenue Bonds, Hmong College Prep Academy Project, Refunding Series 2020A, 5.000%, 9/01/55   9/30 at 100.00 BB+ 4,823,132
    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+ 2,479,390
5,000   5.750%, 9/01/46   9/26 at 100.00 BB+ 5,597,850
    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 510,460
1,000   5.125%, 5/01/48   5/23 at 100.00 N/R 1,016,910
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 2,592,548
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) 853,050
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 2,110,280
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 4,263,669
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) 2,151,180
57,725   Total Minnesota       64,718,954
36

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Mississippi – 0.7% (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+ $8,599,200
15,500   5.000%, 9/01/46   9/26 at 100.00 BBB+ 17,635,435
23,000   Total Mississippi       26,234,635
    Missouri – 4.5% (2.9% 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 1,122,210
2,010   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 1,965,680
500   Curators of the University of Missouri, System Facilities Revenue Bonds, Series 2014A, 4.000%, 11/01/33   11/24 at 100.00 AA+ 535,960
    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- 4,057,426
6,600   5.000%, 3/01/46 (AMT)   3/29 at 100.00 A- 7,651,116
7,000   5.000%, 3/01/54 (AMT)   3/29 at 100.00 A- 8,118,600
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 4,717,480
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 409,472
    Kansas City Municipal Assistance Corporation, Missouri, Leasehold Revenue Bonds, Improvement Series 2004B-1:        
7,000   0.000%, 4/15/27  –  AMBAC Insured   No Opt. Call A2 6,451,690
5,000   0.000%, 4/15/28  –  AMBAC Insured   No Opt. Call A2 4,496,300
5,000   0.000%, 4/15/29  –  AMBAC Insured   No Opt. Call A2 4,377,550
4,470   Kansas City, Missouri, Sanitary Sewer System Revenue Bonds, Improvement Series 2018A, 4.000%, 1/01/42   1/28 at 100.00 AA 5,071,304
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 1,032,000
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+ 1,134,990
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+ 4,475,480
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 3,256,207
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+ 1,341,824
    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 1,112,037
11,090   5.000%, 11/15/48   11/23 at 100.00 A2 11,779,022
37

NAD Nuveen Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2022
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Missouri (continued)        
    Missouri Health and Educational Facilities Authority, Health Facilities Revenue Bonds, Mercy Health, Series 2017C:        
$5,000   5.000%, 11/15/42   11/27 at 100.00 A+ $5,830,350
10,000   4.000%, 11/15/47   11/27 at 100.00 A+ 10,898,600
3,000   5.000%, 11/15/47   11/27 at 100.00 A+ 3,498,210
8,750   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+ 9,772,350
10,995   Missouri Health and Educational Facilities Authority, Health Facilities Revenue Bonds, Mosaic Health System, Series 2019A, 4.000%, 2/15/54   2/29 at 100.00 A1 12,015,006
    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+ 2,217,900
3,500   5.000%, 6/01/48   6/28 at 100.00 A+ 4,121,425
    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+ 1,349,450
16,750   4.000%, 5/15/48   5/25 at 102.00 A+ 18,026,852
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 8,667,889
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 3,685,904
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 402,108
    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 793,745
3,510   5.000%, 10/01/42   4/27 at 100.00 A1 4,075,286
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 2,308,900
1,000   North Central Missouri Regional Water Commission, Waterworks System Revenue Bonds, Series 2006, 5.000%, 1/01/37   3/22 at 100.00 N/R 1,001,260
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) 589,904
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+ 394,721
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+ 1,100,380
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- 496,493
151,495   Total Missouri       164,353,081
    Montana – 0.2% (0.1% of Total Investments)        
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 2,388,891
38

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Montana (continued)        
$3,315   Montana Facility Finance Authority, Montana, Health Facilities Reveue Bonds, Bozeman Deaconess Health Services Obligated Group, Series 2018, 5.000%, 6/01/48   6/28 at 100.00 A $3,879,942
5,405   Total Montana       6,268,833
    Nebraska – 0.3% (0.2% 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+ 2,357,293
2,045   District Energy Corporation, Nebraska, Facility Revenue Bonds, NSP System Series 2021, 4.000%, 7/01/45   7/31 at 100.00 AA 2,334,592
    Douglas County Hospital Authority 2, Nebraska, Health Facilities Revenue Bonds, Children's Hospital Obligated Group, Refunding Series 2020A:        
1,450   4.000%, 11/15/39   11/30 at 100.00 A1 1,660,453
1,000   4.000%, 11/15/50   11/30 at 100.00 A1 1,122,220
    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 1,757,282
1,000   5.000%, 11/01/45   11/25 at 100.00 A 1,112,320
9,430   Total Nebraska       10,344,160
    Nevada – 0.6% (0.4% 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 9,929,070
5,000   5.000%, 6/01/39   12/24 at 100.00 AA 5,476,600
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 2,636,088
    Nevada System of Higher Education, Community College Revenue Bonds, Series 2017:        
2,400   4.000%, 7/01/41   7/27 at 100.00 AA- 2,631,072
2,000   4.000%, 7/01/47   7/27 at 100.00 AA- 2,180,060
21,000   Total Nevada       22,852,890
    New Hampshire – 0.7% (0.5% of Total Investments)        
10,000   National Finance Authority, New Hampshire, Hospital Facilities Revenue Bonds, Saint Elizabeth Medical Center, Inc., Series 2021A, 4.000%, 5/01/51   5/31 at 100.00 AA 11,246,000
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 Baa3 3,526,040
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 4,752,720
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 7,329,000
22,500   Total New Hampshire       26,853,760
    New Jersey – 4.7% (2.9% 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+ 942,892
39

NAD Nuveen Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2022
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    New Jersey (continued)        
$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 $5,899,100
    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+ 2,105,222
1,865   5.125%, 1/01/39  –  AGM Insured (AMT)   1/24 at 100.00 BBB+ 1,999,168
1,585   5.125%, 7/01/42  –  AGM Insured (AMT)   1/24 at 100.00 BBB+ 1,699,025
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 6,802,925
2,000   New Jersey Economic Development Authority, School Facilities Construction Bonds, Refunding Series 2016BBB, 5.500%, 6/15/31 (Pre-refunded 12/15/26)   12/26 at 100.00 BBB (4) 2,383,520
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 8,161,641
2,825   New Jersey Economic Development Authority, School Facilities Construction Bonds, Series 2014UU, 5.000%, 6/15/30 (Pre-refunded 6/15/24)   6/24 at 100.00 BBB (4) 3,077,301
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 2,770,294
1,480   New Jersey Health Care Facilities Financing Authority, New Jersey, Revenue Bonds, Saint Peters University Hospital, Series 2007, 5.750%, 7/01/37   3/22 at 100.00 BB+ 1,484,825
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 AA- 9,633,913
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- 1,372,209
    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 2,311,991
3,340   5.000%, 6/15/29   6/26 at 100.00 Baa1 3,819,490
1,000   New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Capital Appreciation Series 2010A, 0.000%, 12/15/26   No Opt. Call BBB 906,160
    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 18,161,722
10,000   0.000%, 12/15/32  –  AGM Insured   No Opt. Call BBB+ 7,740,100
20,000   0.000%, 12/15/33  –  AGM Insured   No Opt. Call BBB+ 15,038,000
25,000   0.000%, 12/15/35  –  AMBAC Insured   No Opt. Call BBB 16,902,250
30,000   0.000%, 12/15/36  –  AMBAC Insured   No Opt. Call BBB 19,557,600
2,000   New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series 2009A, 0.000%, 12/15/32   No Opt. Call BBB 1,492,540
1,000   New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series 2012A, 5.000%, 6/15/42 (Pre-refunded 6/15/22)   6/22 at 100.00 BBB (4) 1,016,680
    New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series 2015AA:        
1,690   5.250%, 6/15/33   6/25 at 100.00 BBB 1,900,811
2,840   5.000%, 6/15/45   6/25 at 100.00 BBB 3,134,906
40

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    New Jersey (continued)        
$2,800   New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series 2018A, 5.000%, 12/15/36   12/28 at 100.00 BBB $3,282,412
665   New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series 2019A, 4.000%, 12/15/39   12/29 at 100.00 BBB 735,064
8,375   New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series 2020AA, 4.000%, 6/15/50   12/30 at 100.00 BBB 9,098,516
2,460   New Jersey Turnpike Authority, Revenue Bonds, Series 2017B, 4.000%, 1/01/34   1/28 at 100.00 A2 2,780,415
    New Jersey Turnpike Authority, Revenue Bonds, Tender Option Bond Trust 2016-XF1057:        
489   17.437%, 1/01/43 (Pre-refunded 7/01/22), 144A (IF) (5)   7/22 at 100.00 A2 (4) 525,890
826   17.437%, 1/01/43 (Pre-refunded 7/01/22), 144A (IF) (5)   7/22 at 100.00 N/R (4) 888,603
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) 600,182
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 4,658,548
    Tobacco Settlement Financing Corporation, New Jersey, Tobacco Settlement Asset-Backed Bonds, Series 2018A:        
3,215   5.000%, 6/01/36   6/28 at 100.00 A- 3,774,828
1,405   5.000%, 6/01/46   6/28 at 100.00 BBB+ 1,577,913
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+ 423,274
187,725   Total New Jersey       168,659,930
    New Mexico – 0.4% (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 3,930,869
    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 1,910,995
4,760   4.000%, 8/01/48   8/29 at 100.00 Aa3 5,311,018
3,455   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 3,837,399
13,160   Total New Mexico       14,990,281
    New York – 9.6% (6.1% 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 3,293,466
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 533,375
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- 3,262,125
    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- 1,802,119
3,195   5.000%, 5/01/43   5/25 at 100.00 A- 3,518,174
41

NAD Nuveen Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2022
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    New York (continued)        
$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- $693,948
    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 17,295,912
5,815   5.000%, 2/15/48   2/30 at 100.00 Aa2 6,998,934
9,420   Dormitory Authority of the State of New York, State Personal Income Tax Revenue Bonds, General Purpose, Series 2020A. Bidding Group 1 thru 5, 4.000%, 3/15/47   9/30 at 100.00 Aa2 10,489,735
7,500   Liberty Development Corporation, New York, Goldman Sachs Headquarter Revenue Bonds, Series 2005, 5.250%, 10/01/35   No Opt. Call BBB+ 9,946,800
    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 1,219,206
3,000   5.000%, 9/01/39   9/24 at 100.00 A 3,266,700
860   5.000%, 9/01/44   9/24 at 100.00 A 933,031
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 6,099,600
10,000   Metropolitan Transportation Authority, New York, Dedicated Tax Fund Bonds, Refunding Series 2012A, 0.000%, 11/15/32   No Opt. Call AA 7,830,500
5,000   Metropolitan Transportation Authority, New York, Transportation Revenue Bonds, Series 2013A, 5.000%, 11/15/38   5/23 at 100.00 BBB+ 5,213,250
    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 (7)   3/22 at 100.00 N/R 400,000
1,000   5.875%, 10/01/46 (7)   3/22 at 100.00 N/R 800,000
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+ 6,217,007
5,105   New York City Municipal Water Finance Authority, New York, Water and Sewer System Second General Resolution Revenue Bonds, Fiscal 2021 Series AA-1, 4.000%, 6/15/50   12/30 at 100.00 AA+ 5,729,954
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 5,239,700
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 2,273,180
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 4,333,776
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 5,974,200
    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 16,287,734
5,875   4.000%, 11/01/47   11/29 at 100.00 Aa1 6,564,255
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 5,661,400
42

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    New York (continued)        
$3,925   New York City Transitional Finance Authority, New York, Future Tax Secured Bonds, Subordinate Fiscal 2022 Subseries B-1, 4.000%, 8/01/48   8/31 at 100.00 Aa1 $4,416,606
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- 2,381,092
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- 12,281,830
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- 2,296,387
6,000   New York City, New York, General Obligation Bonds, Fiscal 2021 Series F-1, 5.000%, 3/01/43   3/31 at 100.00 AA- 7,333,260
5   New York City, New York, General Obligation Bonds, Fiscal Series 2005M, 5.000%, 4/01/24   3/22 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 A2 2,233,560
350   New York Counties Tobacco Trust I, Tobacco Settlement Pass-Through Bonds, Series 2000B, 6.500%, 6/01/35   3/22 at 100.00 Baa1 350,375
1,460   New York Counties Tobacco Trust VI, New York, Tobacco Settlement Pass-Through Bonds, Series Series 2016A-1, 5.625%, 6/01/35   No Opt. Call BBB 1,567,325
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 27,070,587
1,465   New York Liberty Development Corporation, New York, Liberty Revenue Bonds, Secured by Port Authority Consolidated Bonds, Refunding Series 1WTC-2021, 3.000%, 2/15/42   2/30 at 100.00 N/R 1,488,455
10,000   New York State Thruway Authority, State Personal Income Tax Revenue Bonds, Series 2021A-1, 4.000%, 3/15/52   3/31 at 100.00 AA+ 11,129,000
10,000   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 11,175,500
    New York State Urban Development Corporation, State Personal Income Tax Revenue Bonds, General Purpose, Series 2020C:        
3,500   4.000%, 3/15/45   9/30 at 100.00 Aa2 3,911,425
10,500   4.000%, 3/15/49   9/30 at 100.00 Aa2 11,682,930
    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 2,097,820
10,800   5.000%, 7/01/41 (AMT)   7/24 at 100.00 Baa3 11,517,768
32,390   5.000%, 7/01/46 (AMT)   7/24 at 100.00 Baa3 34,613,573
    New York Transportation Development Corporation, New York, Special Facility Revenue Bonds, American Airlines, Inc. John F Kennedy International Airport Project, Refunding Series 2016:        
175   5.000%, 8/01/26 (AMT)   2/22 at 100.00 B- 176,766
5,940   5.000%, 8/01/31 (AMT)   2/22 at 100.00 B- 5,999,935
4,130   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- 4,755,530
43

NAD Nuveen Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2022
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    New York (continued)        
$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+ $3,525,190
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+ 1,388,652
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+ 4,623,998
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+ 2,192,640
    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 CC 2,706,178
2,700   5.000%, 1/01/34 (AMT)   1/26 at 100.00 CC 2,441,124
2,855   Triborough Bridge and Tunnel Authority, New York, General Revenue Bonds, MTA Bridges & Tunnels, Series 2021A, 5.000%, 11/15/56   5/31 at 100.00 AA- 3,482,472
17,975   Triborough Bridge and Tunnel Authority, New York, Payroll Mobility Tax Bonds, Senior Lien Subseries 2021A-1, 5.000%, 5/15/51   5/31 at 100.00 AA+ 22,175,218
    TSASC Inc., New York, Tobacco Asset-Backed Bonds, Series 2006:        
1,250   5.000%, 6/01/45   6/27 at 100.00 CCC+ 1,339,138
2,850   5.000%, 6/01/48   6/27 at 100.00 N/R 3,014,873
317,225   Total New York       347,252,308
    North Carolina – 1.3% (0.8% 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+ 12,840,450
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- 3,729,516
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 1,684,218
    North Carolina Medical Care Commission, Health Care Facilities Revenue Bonds, Novant Health Obligated Group, Series 2019A:        
8,275   4.000%, 11/01/49   11/29 at 100.00 AA- 9,313,843
9,245   4.000%, 11/01/52   11/29 at 100.00 AA- 10,346,449
    North Carolina Medical Care Commission, Health Care Facilities Revenue Bonds, WakeMed, Refunding Series 2012A:        
5,000   5.000%, 10/01/27 (Pre-refunded 10/01/22)   10/22 at 100.00 A2 (4) 5,145,450
3,400   5.000%, 10/01/31 (Pre-refunded 10/01/22)   10/22 at 100.00 A2 (4) 3,498,906
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 566,845
43,720   Total North Carolina       47,125,677
    North Dakota – 0.3% (0.2% 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) 687,224
44

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    North Dakota (continued)        
$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 BBB- $5,428,350
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 719,894
2,700   University of North Dakota, Certificates of Participation, Housing Infrastructure Project, Series 2021A, 4.000%, 6/01/51  –  AGM Insured   6/30 at 100.00 A1 3,006,396
9,075   Total North Dakota       9,841,864
    Ohio – 5.9% (3.7% 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 BBB+ 7,157,875
6,000   Allen County, Ohio, Hospital Facilities Revenue Bonds, Mercy Health, Series 2017A, 4.000%, 8/01/36   2/28 at 100.00 A+ 6,670,680
1,340   Bowling Green State University, Ohio, General Receipts Bonds, Series 2017B, 5.000%, 6/01/45   6/27 at 100.00 A+ 1,548,370
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 3,881,459
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+ 853,263
41,060   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 45,163,536
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) 25,391,261
    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 4,354,139
3,000   4.000%, 11/15/35   11/27 at 100.00 A3 3,296,880
    Cleveland-Cuyahoga County Port Authroity, Ohio, Cultural Facility Revenue Bonds, The Cleveland Museum of Natural History Project, Series 2021:        
205   4.000%, 7/01/40   7/31 at 100.00 A3 234,924
300   4.000%, 7/01/41   7/31 at 100.00 A3 343,257
2,000   Columbus-Franklin County Finance Authority, Ohio, Tax Increment Financing Revenue Bonds, Bridge Park D Block Project, Series 2019A-1, 5.000%, 12/01/51   6/29 at 100.00 N/R 2,134,960
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 4,918,184
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+ 9,217,280
45

NAD Nuveen Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2022
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Ohio (continued)        
    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 (4) $1,039,810
16,820   5.000%, 1/01/38 (Pre-refunded 1/01/23) (UB) (5)   1/23 at 100.00 Aa3 (4) 17,489,604
    JobsOhio Beverage System, Ohio, Statewide Senior Lien Liquor Profits Revenue Bonds, Tender Option Bond Trust 2016-XG0052:        
265   17.852%, 1/01/38 (Pre-refunded 1/01/23), 144A (IF) (5)   1/23 at 100.00 Aa3 (4) 306,883
625   17.985%, 1/01/38 (Pre-refunded 1/01/23), 144A (IF) (5)   1/23 at 100.00 Aa3 (4) 724,538
975   17.985%, 1/01/38 (Pre-refunded 1/01/23), 144A (IF) (5)   1/23 at 100.00 Aa3 (4) 1,130,279
1,315   17.985%, 1/01/38 (Pre-refunded 1/01/23), 144A (IF) (5)   1/23 at 100.00 Aa3 (4) 1,524,427
8,360   Lake County, Ohio, Hospital Facilities Revenue Bonds, Lake Hospital System, Inc., Refunding Series 2015, 5.000%, 8/15/45 (Pre-refunded 8/15/25)   8/25 at 100.00 Baa1 (4) 9,427,154
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 2,271,013
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 2,063,040
3,000   Ohio Air Quality Development Authority, Ohio, Pollution Control Revenue Bonds, FirstEnergy Generation Corporation Project, Refunding Series 2009D, 3.375%, 8/01/29   No Opt. Call N/R 2,942,430
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 4,826,238
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 9,866,052
3,710   Ohio State, Turnpike Revenue Bonds, Ohio Turnpike and Infrastructutre Commission Infrastructure Projects, Junior Lien, Capital Appreciation Series 2013A-3, 5.800%, 2/15/36 (8)   2/31 at 100.00 A+ 4,515,626
    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+ 1,566,960
10,530   5.000%, 2/15/48 (Pre-refunded 2/15/23)   2/23 at 100.00 A+ (4) 10,997,005
    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+ 3,782,329
16,325   5.000%, 2/15/43   2/28 at 100.00 A+ 19,200,975
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- 5,048,260
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 793,701
216,855   Total Ohio       214,682,392
    Oklahoma – 0.3% (0.2% of Total Investments)        
3,000   Tulsa Airports Improvement Trust, Oklahoma, General Airport Revenue Bonds, Series 2013A, 5.625%, 6/01/43 (Pre-refunded 6/01/23) (AMT)   6/23 at 100.00 Baa1 (4) 3,184,800
4,985   Tulsa Airports Improvement Trust, Oklahoma, General Airport Revenue Bonds, Series 2015A, 5.000%, 6/01/45 (Pre-refunded 6/01/24)  –  BAM Insured (AMT)   6/24 at 100.00 Baa1 (4) 5,416,950
46

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Oklahoma (continued)        
$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- $1,116,910
8,985   Total Oklahoma       9,718,660
    Oregon – 2.9% (1.8% 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+ 2,851,093
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 784,182
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 5,425,192
15,440   Oregon Facilities Authority, Revenue Bonds, Legacy Health Project, Series 2016A, 5.000%, 6/01/46   6/26 at 100.00 A+ 17,432,532
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+ 3,714,587
    Oregon Health and Science University, Revenue Bonds, Green Series 2021A:        
8,150   4.000%, 7/01/44   1/32 at 100.00 N/R 9,286,599
12,000   4.000%, 7/01/51   1/32 at 100.00 N/R 13,511,880
1,500   Oregon Health and Science University, Revenue Bonds, Refunding Series 2016B, 5.000%, 7/01/39   7/26 at 100.00 AA- 1,715,205
    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+ 4,595,120
1,000   5.000%, 7/01/37 (AMT)   1/27 at 100.00 A+ 1,146,280
7,645   5.000%, 7/01/42 (AMT)   1/27 at 100.00 A+ 8,760,864
19,000   5.000%, 7/01/47 (AMT)   1/27 at 100.00 A+ 21,764,500
    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+ 7,027,054
3,000   4.000%, 5/15/49   5/29 at 100.00 A+ 3,343,140
2,000   University of Oregon, General Revenue Bonds, Series 2018A, 5.000%, 4/01/48   4/28 at 100.00 AA- 2,375,660
90,710   Total Oregon       103,733,888
    Pennsylvania – 5.5% (3.4% 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 8,734,425
3,670   Allegheny County Sanitary Authority, Pennsylvania, Sewer Revenue Bonds, Series 2020B, 4.000%, 6/01/45   12/30 at 100.00 A+ 4,214,334
2,000   Beaver County Industrial Development Authority, Pennsylvania, Pollution Control Revenue Bonds, FirstEnergy Generation Project, Refunding Series 2006A, 4.375%, 1/01/35 (Mandatory Put 7/01/22)   No Opt. Call N/R 2,018,840
345   Commonwealth Financing Authority, Pennsylvania, State Appropriation Lease Bonds, Master Settlement, Series 2018, 5.000%, 6/01/34   6/28 at 100.00 A 407,473
47

NAD Nuveen Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2022
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Pennsylvania (continued)        
    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 $4,088,210
8,385   5.000%, 7/01/42   7/27 at 100.00 A 9,780,012
8,000   Lancaster County Hospital Authority, Pennsylvania, Revenue Bonds, Penn State Health, Series 2021, 5.000%, 11/01/51   11/29 at 100.00 A2 9,541,200
    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 3,947,184
11,000   0.000%, 12/01/38   No Opt. Call A 6,802,840
    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 2,670,725
2,875   5.125%, 12/01/47 (Pre-refunded 12/01/23)   12/23 at 100.00 N/R (4) 3,088,699
    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 2,848,584
5,210   5.000%, 9/01/43   9/28 at 100.00 A 6,121,021
    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 551,490
165   4.000%, 9/01/49   9/29 at 100.00 A 180,842
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 3,823,627
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- 2,132,788
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 247,824
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 10,858,241
16,750   Pennsylvania Turnpike Commission, Turnpike Revenue Bonds, Capital Appreciation Series 2009E, 6.375%, 12/01/38   12/27 at 100.00 A3 21,159,102
4,305   Pennsylvania Turnpike Commission, Turnpike Revenue Bonds, Series 2015A-1, 5.000%, 12/01/45   6/25 at 100.00 A+ 4,779,583
6,935   Pennsylvania Turnpike Commission, Turnpike Revenue Bonds, Series 2021B, 5.000%, 12/01/51   6/31 at 100.00 A+ 8,425,540
5,000   Pennsylvania Turnpike Commission, Turnpike Revenue Bonds, Series 2021C, 4.000%, 12/01/51   12/31 at 100.00 A1 5,629,850
2,000   Pennsylvania Turnpike Commission, Turnpike Revenue Bonds, Subordinate Lien Series 2014A-1, 5.000%, 12/01/38   12/24 at 100.00 A3 2,201,760
14,500   Pennsylvania Turnpike Commission, Turnpike Revenue Bonds, Subordinate Series 2009C, 6.250%, 6/01/33  –  AGM Insured   6/26 at 100.00 A2 17,436,395
48

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 $7,004,313
5,000   Pennsylvania Turnpike Commission, Turnpike Revenue Bonds, Subordinate Series 2016A-1, 5.000%, 12/01/46   12/25 at 100.00 A3 5,597,550
    Pennsylvania Turnpike Commission, Turnpike Revenue Bonds, Subordinate Series 2021A:        
3,740   4.000%, 12/01/45   12/30 at 100.00 A3 4,148,520
4,620   4.000%, 12/01/50   12/30 at 100.00 A3 5,163,866
8,360   Philadelphia School District, Pennsylvania, General Obligation Bonds, Series 2021A, 4.000%, 9/01/46   9/31 at 100.00 A2 9,310,114
8,650   Philadelphia, Pennsylvania, Airport Revenue Bonds, Refunding Series 2017B, 5.000%, 7/01/42 (AMT)   7/27 at 100.00 A- 9,967,308
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 2,446,507
1,000   Upper Darby School District, Delaware County, Pennsylvania, General Obligation Bonds, Series 2021A, 4.000%, 4/01/46  –  BAM Insured   10/29 at 100.00 A1 1,134,670
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 11,171,900
177,850   Total Pennsylvania       197,635,337
    Puerto Rico – 1.7% (1.0% of Total Investments)        
3,270   Children's Trust Fund, Puerto Rico, Tobacco Settlement Asset-Backed Bonds, Refunding Series 2002, 5.500%, 5/15/39   3/22 at 100.00 BB 3,362,377
500   Puerto Rico Aqueduct and Sewerage Authority, Revenue Bonds, Senior Lien Series 2012A, 6.000%, 7/01/47   7/22 at 100.00 CCC 510,865
1,100   Puerto Rico Highway and Transportation Authority, Highway Revenue Bonds, Series 2007N, 5.500%, 7/01/29  –  AMBAC Insured   No Opt. Call N/R 1,140,315
800   Puerto Rico Public Buildings Authority, Guaranteed Government Facilities Revenue Bonds, Refunding Series 2002D, 5.450%, 7/01/31  –  AMBAC Insured   3/22 at 100.00 N/R 814,328
755   Puerto Rico Public Finance Corporation, Commonwealth Appropriation Bonds, Series 1998A, 5.125%, 6/01/24  –  AMBAC Insured   No Opt. Call AA+ 789,360
    Puerto Rico Sales Tax Financing Corporation, Sales Tax Revenue Bonds, Restructured 2018A-1:        
47   0.000%, 7/01/24   No Opt. Call N/R 44,747
90   0.000%, 7/01/27   No Opt. Call N/R 80,437
88   0.000%, 7/01/29   7/28 at 98.64 N/R 73,784
114   0.000%, 7/01/31   7/28 at 91.88 N/R 89,055
128   0.000%, 7/01/33   7/28 at 86.06 N/R 93,000
1,093   4.500%, 7/01/34   7/25 at 100.00 N/R 1,168,537
3,291   4.550%, 7/01/40   7/28 at 100.00 N/R 3,623,029
12,927   0.000%, 7/01/46   7/28 at 41.38 N/R 4,213,168
3,495   0.000%, 7/01/51   7/28 at 30.01 N/R 823,072
5,099   4.750%, 7/01/53   7/28 at 100.00 N/R 5,609,410
24,836   5.000%, 7/01/58   7/28 at 100.00 N/R 27,667,801
49

NAD Nuveen Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2022
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Puerto Rico (continued)        
    Puerto Rico Sales Tax Financing Corporation, Sales Tax Revenue Bonds, Taxable Restructured Cofina Project Series 2019A-2:        
$3,875   4.329%, 7/01/40   7/28 at 100.00 N/R $4,215,961
20   4.536%, 7/01/53   7/28 at 100.00 N/R 21,754
2,484   4.784%, 7/01/58   7/28 at 100.00 N/R 2,728,575
    Puerto Rico, Highway Revenue Bonds, Highway and Transportation Authority, Refunding Series 2007CC:        
765   5.500%, 7/01/28  –  NPFG Insured   No Opt. Call Baa2 816,079
2,300   5.500%, 7/01/30  –  AGM Insured   No Opt. Call A2 2,498,927
67,077   Total Puerto Rico       60,384,581
    Rhode Island – 0.4% (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+ 7,646,520
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+ 3,687,225
30,175   Rhode Island Tobacco Settlement Financing Corporation, Tobacco Settlement Asset-Backed Bonds, Series 2007A, 0.000%, 6/01/52   2/22 at 16.68 CCC- 5,130,052
40,725   Total Rhode Island       16,463,797
    South Carolina – 4.3% (2.7% 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 8,471,700
3,180   5.000%, 11/01/46   5/26 at 100.00 A 3,590,633
    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- 17,990,601
1,250   0.000%, 1/01/31  –  AGC Insured   No Opt. Call A3 1,020,087
4,610   Rock Hill, South Carolina, Combined Utility System Revenue Bonds, Series 2016, 5.000%, 1/01/47   1/26 at 100.00 A 5,127,058
    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- 720,362
625   5.000%, 4/01/49   4/26 at 103.00 BBB- 695,556
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 1,809,740
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+ 15,104,532
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- 1,174,870
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- 17,021,978
50

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    South Carolina (continued)        
    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- $10,122,148
12,760   5.000%, 12/01/46   12/24 at 100.00 A- 14,485,535
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- 10,361,970
5,500   South Carolina Public Service Authority, Santee Cooper Revenue Obligations, Series 2013A, 5.125%, 12/01/43   12/23 at 100.00 A- 6,032,180
3,455   South Carolina Public Service Authority, Santee Cooper Revenue Obligations, Series 2014A, 5.500%, 12/01/54   6/24 at 100.00 A- 3,891,159
    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) 973,787
4,140   5.250%, 7/01/55 (Pre-refunded 7/01/25) (AMT)   7/25 at 100.00 A+ (4) 4,687,763
    South Carolina State Ports Authority, Revenue Bonds, Series 2018:        
15,350   5.000%, 7/01/48 (AMT)   7/28 at 100.00 A+ 17,968,096
8,000   5.000%, 7/01/55 (AMT)   7/28 at 100.00 A+ 9,348,000
5,000   South Carolina State Ports Authority, Revenue Bonds, Series 2019A, 5.000%, 7/01/54   7/29 at 100.00 A+ 5,944,850
143,220   Total South Carolina       156,542,605
    South Dakota – 1.0% (0.7% 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 12,528,749
11,600   South Dakota Health and Educational Facilities Authority, Revenue Bonds, Monument Health, Inc., Series 2020A, 4.000%, 9/01/50   9/30 at 100.00 A1 12,931,100
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 2,931,537
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+ 1,592,247
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+ 7,992,019
34,250   Total South Dakota       37,975,652
    Tennessee – 1.4% (0.9% 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) 9,846,630
    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 A- 2,363,320
7,000   5.000%, 7/01/37   7/28 at 100.00 A- 8,258,040
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 19,403,290
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 A3 609,060
51

NAD Nuveen Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2022
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Tennessee (continued)        
$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 $7,174,020
4,000   The Tennessee Energy Acquisition Corporation, Gas Revenue Bonds, Series 2006A, 5.250%, 9/01/26   No Opt. Call BBB+ 4,560,320
45,995   Total Tennessee       52,214,680
    Texas – 17.8% (11.3% 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 2,228,175
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 10,369,463
500   Austin Community College District, Texas, General Obligation Bonds, Refunding Limited Tax Series 2016, 5.000%, 8/01/23   No Opt. Call AA+ 531,135
    Austin, Texas, Airport System Revenue Bonds, Series 2015:        
3,000   5.000%, 11/15/39 (AMT)   11/24 at 100.00 A 3,269,940
3,040   5.000%, 11/15/44 (AMT)   11/24 at 100.00 A 3,300,558
4,500   Austin, Texas, Airport System Revenue Bonds, Series 2017B, 5.000%, 11/15/46 (AMT)   11/26 at 100.00 A 5,142,105
2,000   Austin, Texas, Electric Utility System Revenue Bonds, Refunding Series 2012A, 5.000%, 11/15/40   11/22 at 100.00 Aa3 2,065,520
    Austin, Texas, Electric Utility System Revenue Bonds, Refunding Series 2015A:        
3,000   5.000%, 11/15/38   11/25 at 100.00 Aa3 3,366,720
13,705   5.000%, 11/15/45 (UB) (5)   11/25 at 100.00 Aa3 15,236,260
5,000   Austin, Texas, Water and Wastewater System Revenue Bonds, Refunding Series 2013A, 5.000%, 11/15/43   5/23 at 100.00 AA- 5,248,250
1,450   Austin, Texas, Water and Wastewater System Revenue Bonds, Refunding Series 2016, 5.000%, 11/15/41   11/26 at 100.00 AA- 1,674,242
3,000   Austin, Texas, Water and Wastewater System Revenue Bonds, Refunding Series 2021, 4.000%, 11/15/51   11/31 at 100.00 AA- 3,423,870
    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 1,052,870
1,575   5.000%, 7/10/38  –  BAM Insured   7/23 at 100.00 A1 1,657,577
    Bexar County, Texas, Venue Project Revenue Bonds, Refunding Combined Venue Tax Series 2015:        
1,060   5.000%, 8/15/34 (Pre-refunded 8/15/24)  –  AGM Insured   8/24 at 100.00 A- (4) 1,163,498
1,160   5.000%, 8/15/35 (Pre-refunded 8/15/24)  –  AGM Insured   8/24 at 100.00 A- (4) 1,273,262
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 1,636,455
2,000   Brownsville, Texas, Utility System Revenue Bonds, Refunding Series 2015, 5.000%, 9/01/31   9/25 at 100.00 A- 2,242,100
    Bryan, Brazos County, Texas, Electric System Revenue Bonds, Refunding Series 2012:        
1,000   5.000%, 7/01/28   7/22 at 100.00 A+ 1,018,110
1,000   5.000%, 7/01/29   7/22 at 100.00 A+ 1,018,110
52

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Texas (continued)        
    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) $795,026
1,100   5.000%, 1/01/43 (Pre-refunded 1/01/23)  –  AGM Insured   1/23 at 100.00 A2 (4) 1,143,175
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) 690,662
    Central Texas Regional Mobility Authority, Revenue Bonds, Senior Lien Series 2010:        
2,945   0.000%, 1/01/36   No Opt. Call Baa1 1,988,435
2,205   0.000%, 1/01/37   No Opt. Call Baa1 1,435,234
2,160   0.000%, 1/01/38   No Opt. Call Baa1 1,356,264
1,000   0.000%, 1/01/40   No Opt. Call Baa1 585,660
2,000   Central Texas Regional Mobility Authority, Revenue Bonds, Senior Lien Series 2021B, 5.000%, 1/01/46   1/31 at 100.00 Baa1 2,404,560
    Central Texas Regional Mobility Authority, Revenue Bonds, Senior Lien, Series 2015A:        
2,600   5.000%, 1/01/35 (Pre-refunded 7/01/25)   7/25 at 100.00 Baa1 (4) 2,927,938
3,035   5.000%, 1/01/45 (Pre-refunded 7/01/25)   7/25 at 100.00 Baa1 (4) 3,417,805
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- 1,064,170
    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- 1,014,120
1,000   4.400%, 12/01/47   12/22 at 100.00 BBB- 1,013,620
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) 2,120,160
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) 1,301,501
1,680   Dallas Area Rapid Transit, Texas, Sales Tax Revenue Bonds, Refunding Series 2016A, 5.000%, 12/01/48 (Pre-refunded 12/01/25)   12/25 at 100.00 Aa2 (4) 1,916,292
8,100   Dallas-Fort Worth International Airport, Texas, Joint Revenue Bonds, Improvement Series 2013C, 5.125%, 11/01/43 (Pre-refunded 11/01/22) (AMT)   11/22 at 100.00 A (4) 8,367,624
16,980   Dallas-Fort Worth International Airport, Texas, Joint Revenue Bonds, Improvement Series 2014B, 4.500%, 11/01/45 (Pre-refunded 11/01/22) (AMT)   11/22 at 100.00 A (4) 17,462,062
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 N/R (4) 1,321,795
200   Decatur Hospital Authority, Texas, Revenue Bonds, Wise Regional Health System, Series 2014A, 5.250%, 9/01/44   9/24 at 100.00 BBB- 216,844
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+ 1,055,850
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 8,239,258
53

NAD Nuveen Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2022
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Texas (continued)        
    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 $3,968,615
10,270   4.000%, 10/01/49   4/30 at 100.00 A2 11,411,921
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)   10/23 at 100.00 AA (4) 11,484,686
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 6,327,154
4,105   Grand Parkway Transportation Corporation, Texas, System Toll Revenue Bonds, Tender Option Bond Trust 2015-XF0228, 18.078%, 11/01/44 (Pre-refunded 10/01/23), 144A (IF) (5)   10/23 at 100.00 AA (4) 5,211,297
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 5,007,368
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) 1,036,260
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) 1,034,580
    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 2,026,740
4,480   5.000%, 12/01/45   6/25 at 100.00 AA 4,973,875
    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 1,655,892
3,000   5.000%, 6/01/38   6/23 at 100.00 Baa2 3,048,060
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- 1,191,842
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 5,884,493
    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 232,448
1,020   0.000%, 11/15/42  –  AGM Insured   11/31 at 59.73 A2 442,007
1,255   0.000%, 11/15/43  –  AGM Insured   11/31 at 56.93 A2 516,809
3,305   0.000%, 11/15/44  –  AGM Insured   11/31 at 54.25 A2 1,294,073
4,460   0.000%, 11/15/45  –  AGM Insured   11/31 at 51.48 A2 1,652,698
6,500   0.000%, 11/15/47  –  AGM Insured   11/31 at 46.45 A2 2,161,380
54

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) $101,039
495   0.000%, 11/15/24  –  NPFG Insured   No Opt. Call BB+ 459,870
50   0.000%, 11/15/29  –  NPFG Insured (ETM)   No Opt. Call Baa2 (4) 43,050
4,390   0.000%, 11/15/29  –  NPFG Insured   No Opt. Call BB+ 3,380,476
105   0.000%, 11/15/30  –  NPFG Insured (ETM)   No Opt. Call Baa2 (4) 88,207
625   0.000%, 11/15/30  –  NPFG Insured   No Opt. Call BB+ 460,938
7,570   0.000%, 11/15/31  –  NPFG Insured   No Opt. Call BB+ 5,345,480
210   0.000%, 11/15/32  –  NPFG Insured   11/31 at 94.05 BB+ 139,291
260   0.000%, 11/15/33   11/31 at 88.44 BB+ 162,378
2,045   0.000%, 11/15/34  –  NPFG Insured   11/31 at 83.17 BB+ 1,199,924
1,130   0.000%, 11/15/36  –  NPFG Insured   11/31 at 73.51 BB+ 586,052
4,370   0.000%, 11/15/38  –  NPFG Insured   11/31 at 64.91 BB+ 1,997,527
2,260   0.000%, 11/15/39  –  NPFG Insured   11/31 at 60.98 BB+ 968,568
    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- 651,648
400   5.000%, 11/15/34   11/24 at 100.00 BBB- 434,548
    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 1,091,640
1,000   5.000%, 11/15/30   11/24 at 100.00 BBB 1,092,090
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 1,309,986
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 537,570
1,000   Hidalgo County Regional Mobility Authority, Texas, Toll and Vehicle Registration Fee Revenue Bonds, Senior Lien Series 2022A, 4.000%, 12/01/39 (WI/DD, Settling 2/10/22)   12/31 at 100.00 N/R 1,100,460
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 8,921,321
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) 2,037,060
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 5,751,650
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 402,386
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 B- 2,140,926
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 B- 1,136,390
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) 2,069,980
55

NAD Nuveen Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2022
  (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 $3,643,350
2,000   Houston, Texas, General Obligation Bonds, Refunding Public Improvement Series 2017A, 5.000%, 3/01/31   3/27 at 100.00 Aa3 2,328,200
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 1,099,854
    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 3,046,550
4,130   0.000%, 9/01/26  –  AMBAC Insured   No Opt. Call A2 3,778,454
3,130   0.000%, 9/01/30  –  AMBAC Insured   No Opt. Call A 2,519,775
12,030   0.000%, 9/01/31  –  AMBAC Insured   No Opt. Call A 9,357,415
1,470   0.000%, 9/01/32  –  AMBAC Insured   No Opt. Call A 1,108,115
    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+ 4,653,886
12,030   0.000%, 12/01/22  –  AGM Insured (ETM)   No Opt. Call AA+ (4) 11,965,760
1,360   Jacksonville Independent School District, Cherokee County, Texas, General Obligation Bonds, School Building Series 2014, 5.000%, 2/15/39 (Pre-refunded 2/15/24)   2/24 at 100.00 Aaa (4) 1,468,555
2,675   Laredo Community College District, Webb County, Texas, General Obligation Bonds, Series 2014, 5.000%, 8/01/34 (Pre-refunded 8/01/24)   8/24 at 100.00 AA- (4) 2,935,732
    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 8,614,800
2,275   5.000%, 8/15/40   8/25 at 100.00 AAA 2,535,783
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- 1,956,657
1,150   Lower Colorado River Authority, Texas, Revenue Bonds, Refunding Series 2012A, 5.000%, 5/15/36   5/22 at 100.00 A 1,164,950
    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) 25,322
1,975   5.000%, 5/15/29   5/22 at 100.00 A 2,000,675
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 7,291,570
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 (4) 1,410,588
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 10,964,225
    McCamey County Hospital District, Texas, General Obligation Bonds, Series 2013:        
1,000   5.750%, 12/01/33   12/25 at 100.00 B1 1,063,830
3,000   6.125%, 12/01/38   12/25 at 100.00 B1 3,211,380
56

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Texas (continued)        
$2,835   Mission Economic Development Corporation, Texas, Revenue Bonds, Natgasoline Project, Senior Lien Series 2018, 4.625%, 10/01/31 (AMT), 144A   2/22 at 105.00 BB- $2,981,428
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 5,090,788
565   North Central Texas Health Facilities Development Corporation, Hospital Revenue Bonds, Presbyterian Healthcare System, Series 1996A, 5.750%, 6/01/26  –  NPFG Insured (ETM)   7/21 at 100.00 N/R (4) 624,076
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) 906,346
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 4,000,002
    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) (8)   9/31 at 100.00 N/R (4) 5,424,702
8,470   6.750%, 9/01/45 (Pre-refunded 9/01/31)   9/31 at 100.00 N/R (4) 12,218,568
7,000   North Texas Tollway Authority, System Revenue Bonds, Refunding First Tier Capital Appreciation Series 2008I, 6.500%, 1/01/43 (Pre-refunded 1/01/25)   1/25 at 100.00 A+ (4) 8,061,760
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 1,798,050
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+ 10,648,238
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+ 5,124,785
    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 14,697,044
1,000   5.000%, 1/01/34   1/25 at 100.00 A 1,099,890
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- 1,127,760
1,425   Port of Houston Authority, Harris County, Texas, General Obligation Bonds, Series 2010E, 0.000%, 10/01/35   No Opt. Call AA 1,053,973
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 4,385,440
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 215,396
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)   3/22 at 100.00 BBB+ 4,068,323
2,500   San Antonio, Texas, Airport System Revenue Bonds, Refunding Series 2012, 5.000%, 7/01/27 (AMT)   7/22 at 100.00 A 2,544,000
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 2,945,633
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 1,193,320
57

NAD Nuveen Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2022
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Texas (continued)        
$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 $2,294,003
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) 548,779
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- 1,432,113
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 2,282,420
2,415   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- 2,746,773
530   Texas Private Activity Bond Surface Transporation Corporation, Revenue Bonds, NTE Mobility Partners LLC North Tarrant Express Managed Lanes Project, Refunding Senior Lien Series 2019A, 4.000%, 12/31/39   12/29 at 100.00 Baa2 594,607
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 21,554,567
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 29,038,500
    Texas Private Activity Bond Surface Transportation 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 1,462,279
4,040   6.750%, 6/30/43 (AMT)   9/23 at 100.00 Baa3 4,407,317
    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) 866,568
1,200   5.000%, 4/01/44 (Pre-refunded 4/01/24)   4/24 at 100.00 AAA (4) 1,301,196
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 (4) 2,015,360
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 (4) 2,168,660
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) 9,657,452
    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 4,735,864
10,960   5.000%, 8/15/37   8/24 at 100.00 A3 11,879,434
    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 2,291,835
15,750   5.000%, 8/15/42   8/24 at 100.00 Baa1 17,192,385
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 11,625,600
58

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Texas (continued)        
$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 $2,118,787
    Texas Turnpike Authority, Central Texas Turnpike System Revenue Bonds, First Tier Series 2002A:        
2,020   0.000%, 8/15/23  –  AMBAC Insured (ETM)   No Opt. Call A3 (4) 1,991,781
9,980   0.000%, 8/15/23  –  AMBAC Insured   No Opt. Call A3 9,828,104
3,830   0.000%, 8/15/24  –  AMBAC Insured (ETM)   No Opt. Call A3 (4) 3,719,658
21,170   0.000%, 8/15/24  –  AMBAC Insured   No Opt. Call A3 20,495,524
    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 11,208,900
5,000   5.000%, 10/15/42   10/27 at 100.00 AAA 5,940,250
16,600   5.000%, 10/15/42 (UB) (5)   10/27 at 100.00 AAA 19,721,630
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 5,979,250
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 2,716,266
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) 1,904,110
1,150   Waco Education Finance Corporation, Texas, Revenue Bonds, Baylor University, Series 2021, 4.000%, 3/01/40   3/31 at 100.00 A+ 1,323,708
220   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)   3/22 at 100.00 CC 220,876
    Wylie Independent School District, Collin County, Texas, General Obligation Bonds, Capital Appreciation Series 2015:        
780   0.000%, 8/15/50 (Pre-refunded 8/15/25)   8/25 at 35.55 Aaa (4) 265,099
6,220   0.000%, 8/15/50   8/25 at 35.55 Aaa 2,045,882
    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 (4) 422,090
8,000   0.000%, 8/15/45   8/25 at 44.15 Aaa 3,285,120
635,280   Total Texas       644,566,623
    Utah – 1.3% (0.8% 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 31,281,532
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 5,273,415
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 6,339,672
59

NAD Nuveen Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2022
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Utah (continued)        
    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) $1,693,405
2,445   5.000%, 6/15/42 (Pre-refunded 6/15/22)   6/22 at 100.00 A+ (4) 2,486,712
41,460   Total Utah       47,074,736
    Virgin Islands – 0.3% (0.2% of Total Investments)        
235   Tobacco Settlement Financing Corporation, Virgin Islands, Tobacco Settlement Asset-Backed Bonds, Series 2001, 5.000%, 5/15/31   3/22 at 100.00 A1 235,621
1,800   Virgin Islands Public Finance Authority, Federal Highway Grant Anticipation Loan Note Revenue Bonds, Series 2015, 5.000%, 9/01/33, 144A   9/25 at 100.00 A 1,989,270
2,000   Virgin Islands Public Finance Authority, Gross Receipts Taxes Loan Note, Refunding Series 2006, 5.000%, 10/01/27  –  FGIC Insured   3/22 at 100.00 Baa2 2,034,880
2,240   Virgin Islands Public Finance Authority, Gross Receipts Taxes Loan Note, Working Capital Series 2014A, 5.000%, 10/01/34  –  AGM Insured, 144A   10/24 at 100.00 A2 2,399,354
1,035   Virgin Islands Public Finance Authority, Matching Fund Loan Notes Revenue Bonds, Senior Lien Series 2009A-1, 5.000%, 10/01/29  –  AGM Insured   3/22 at 100.00 A2 1,076,938
1,110   Virgin Islands Public Finance Authority, Matching Fund Loan Notes Revenue Bonds, Senior Lien, Refunding Series 2013B, 5.000%, 10/01/24  –  AGM Insured   No Opt. Call A2 1,147,629
730   Virgin Islands Water and Power Authority, Electric System Revenue Bonds, Refunding Series 2007A, 5.000%, 7/01/24   3/22 at 100.00 Caa3 715,918
9,150   Total Virgin Islands       9,599,610
    Virginia – 2.0% (1.3% of Total Investments)        
670   Amherst Industrial Development Authority, Virginia, Revenue Bonds, Sweet Briar College, Series 2006, 5.000%, 9/01/26   3/22 at 100.00 BB- 666,181
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+ 632,587
515   Chesapeake, Virginia, Transportation System Senior Toll Road Revenue Bonds, Capital Appreciation Series 2012B, 0.000%, 7/15/40 (8)   7/28 at 100.00 BBB+ 555,829
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 1,107,610
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)   3/22 at 100.00 AA+ 1,005,160
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 14,188,320
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) 2,478,912
3,180   Lynchburg Economic Development Authority, Virginia, Hospital Revenue Bonds, Centra Health Obligated Group, Refunding Series 2021, 4.000%, 1/01/55   1/32 at 100.00 A- 3,519,561
    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 (Pre-refunded 11/01/22)   11/22 at 100.00 AA- (4) 2,050,860
3,000   5.000%, 11/01/46 (Pre-refunded 11/01/22)   11/22 at 100.00 AA- (4) 3,098,640
60

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Virginia (continued)        
$6,115   Tobacco Settlement Financing Corporation of Virginia, Tobacco Settlement Asset Backed Bonds, Series 2007B1, 5.000%, 6/01/47   2/22 at 100.00 B- $6,159,884
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 18,052,644
    Virginia Small Business Financing Authority, Revenue Bonds, Elizabeth River Crossing, OPCO LLC Project, Senior Lien Series 2012:        
4,225   6.000%, 1/01/37 (AMT)   7/22 at 100.00 BBB- 4,313,852
14,375   5.500%, 1/01/42 (AMT)   7/22 at 100.00 BBB- 14,640,075
66,645   Total Virginia       72,470,115
    Washington – 3.2% (2.0% 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- 2,165,000
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) 2,720,206
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 16,180,663
2,270   Port Everett, Washington, Revenue Bonds, Refunding Series 2016, 5.000%, 12/01/46   6/26 at 100.00 A2 2,501,268
14,955   Port of Seattle, Washington, Revenue Bonds, Intermediate Lien Series 2017C, 5.000%, 5/01/42 (AMT)   5/27 at 100.00 A+ 17,100,295
    Port of Seattle, Washington, Revenue Bonds, Intermediate Lien Series 2018A:        
6,000   5.000%, 5/01/36 (AMT)   5/27 at 100.00 A+ 6,896,100
4,515   5.000%, 5/01/43 (AMT)   5/27 at 100.00 A+ 5,145,836
1,145   Port of Seattle, Washington, Revenue Bonds, Intermediate Lien Series 2019, 5.000%, 4/01/44 (AMT)   4/29 at 100.00 A+ 1,358,886
15,000   Seattle, Washington, Municipal Light and Power Revenue Bonds, Refunding & Improvement Series 2021A, 4.000%, 7/01/51   7/31 at 100.00 AA 17,170,050
10,000   Spokane Public Facilities District, Washington, Hotel, Motel, and Sales Use Tax Revenue Bonds, Series 2013A, 5.000%, 5/01/43 (Pre-refunded 6/01/23)   6/23 at 100.00 BBB+ (4) 10,561,000
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- 4,116,640
1,000   Washington Health Care Facilities Authority, Revenue Bonds, Seattle Children's Hospital, Series 2012A, 5.000%, 10/01/42 (Pre-refunded 10/01/22)   10/22 at 100.00 Aa2 (4) 1,029,430
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 12,712,330
6,200   Washington State Convention Center Public Facilities District, Lodging Tax Revenue Bonds, Refunding Series2021B. Exchange Purchase, 3.000%, 7/01/58   7/31 at 100.00 BBB- 5,818,514
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 2,796,311
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- 325,920
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+ 6,300,828
104,665   Total Washington       114,899,277
61

NAD Nuveen Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2022
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    West Virginia – 1.0% (0.6% 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) $7,434,140
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 17,506,350
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 2,294,700
7,000   West Virginia Parkways Authority, Turnpike Toll Revenue Bonds, Senior Lien Series 2021, 4.000%, 6/01/51   6/31 at 100.00 AA- 7,897,890
31,000   Total West Virginia       35,133,080
    Wisconsin – 1.9% (1.2% 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 (7)   No Opt. Call N/R 1,006
30   0.000%, 1/01/48, 144A (7)   No Opt. Call N/R 860
29   0.000%, 1/01/49, 144A (7)   No Opt. Call N/R 823
29   0.000%, 1/01/50, 144A (7)   No Opt. Call N/R 760
28   0.000%, 1/01/51, 144A (7)   No Opt. Call N/R 730
36   0.000%, 1/01/52, 144A (7)   No Opt. Call N/R 907
36   0.000%, 1/01/53, 144A (7)   No Opt. Call N/R 873
35   0.000%, 1/01/54, 144A (7)   No Opt. Call N/R 817
34   0.000%, 1/01/55, 144A (7)   No Opt. Call N/R 778
33   0.000%, 1/01/56, 144A (7)   No Opt. Call N/R 745
1,715   5.500%, 7/01/56, 144A (7)   3/28 at 100.00 N/R 1,216,418
37   0.000%, 1/01/57, 144A (7)   No Opt. Call N/R 799
36   0.000%, 1/01/58, 144A (7)   No Opt. Call N/R 757
35   0.000%, 1/01/59, 144A (7)   No Opt. Call N/R 719
34   0.000%, 1/01/60, 144A (7)   No Opt. Call N/R 679
34   0.000%, 1/01/61, 144A (7)   No Opt. Call N/R 648
33   0.000%, 1/01/62, 144A (7)   No Opt. Call N/R 611
32   0.000%, 1/01/63, 144A (7)   No Opt. Call N/R 583
31   0.000%, 1/01/64, 144A (7)   No Opt. Call N/R 557
31   0.000%, 1/01/65, 144A (7)   No Opt. Call N/R 528
33   0.000%, 1/01/66, 144A (7)   No Opt. Call N/R 540
401   0.000%, 1/01/67, 144A (7)   No Opt. Call N/R 6,026
62

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 (7)   No Opt. Call N/R $1,829
59   0.000%, 1/01/47, 144A (7)   No Opt. Call N/R 1,723
58   0.000%, 1/01/48, 144A (7)   No Opt. Call N/R 1,673
58   0.000%, 1/01/49, 144A (7)   No Opt. Call N/R 1,615
57   0.000%, 1/01/50, 144A (7)   No Opt. Call N/R 1,521
62   0.000%, 1/01/51, 144A (7)   No Opt. Call N/R 1,627
1,607   3.750%, 7/01/51, 144A (7)   3/28 at 100.00 N/R 981,354
62   0.000%, 1/01/52, 144A (7)   No Opt. Call N/R 1,545
61   0.000%, 1/01/53, 144A (7)   No Opt. Call N/R 1,487
61   0.000%, 1/01/54, 144A (7)   No Opt. Call N/R 1,429
60   0.000%, 1/01/55, 144A (7)   No Opt. Call N/R 1,372
59   0.000%, 1/01/56, 144A (7)   No Opt. Call N/R 1,323
59   0.000%, 1/01/57, 144A (7)   No Opt. Call N/R 1,271
58   0.000%, 1/01/58, 144A (7)   No Opt. Call N/R 1,218
57   0.000%, 1/01/59, 144A (7)   No Opt. Call N/R 1,181
57   0.000%, 1/01/60, 144A (7)   No Opt. Call N/R 1,131
56   0.000%, 1/01/61, 144A (7)   No Opt. Call N/R 1,078
56   0.000%, 1/01/62, 144A (7)   No Opt. Call N/R 1,038
55   0.000%, 1/01/63, 144A (7)   No Opt. Call N/R 997
54   0.000%, 1/01/64, 144A (7)   No Opt. Call N/R 968
54   0.000%, 1/01/65, 144A (7)   No Opt. Call N/R 924
53   0.000%, 1/01/66, 144A (7)   No Opt. Call N/R 863
693   0.000%, 1/01/67, 144A (7)   No Opt. Call N/R 10,419
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+ 11,179,800
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) 5,292,400
3,000   Wisconsin Health and Educational Facilities Authority, Revenue Bonds, Aspirus, Inc. Obligated Group, Inc. Project, Series 2021, 4.000%, 8/15/51   8/31 at 100.00 A1 3,343,770
    Wisconsin Health and Educational Facilities Authority, Revenue Bonds, PHW Muskego, Inc. Project, Series 2021:        
1,690   4.000%, 10/01/41   10/28 at 102.00 N/R 1,750,046
2,000   4.000%, 10/01/61   10/28 at 102.00 N/R 2,004,260
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+ 2,717,250
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 11,323,472
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 1,998,731
63

NAD Nuveen Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2022
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Wisconsin (continued)        
$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 $4,663,438
    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- 13,900,580
6,000   5.000%, 2/15/46   2/26 at 100.00 A- 6,692,100
1,525   Wisconsin Health and Educational Facilities Authority, Wisconsin, Revenue Bonds, Oakwood Lutheran Senior Ministries, Series 2021, 4.000%, 1/01/57   1/27 at 103.00 N/R 1,568,752
66,761   Total Wisconsin       68,691,349
$5,479,340   Total Municipal Bonds (cost $5,260,338,268)       5,699,660,369
    
Shares   Description (1)       Value
    INVESTMENT COMPANIES – 0.0% (0.0% of Total Investments)        
8,812   BlackRock MuniHoldings Fund Inc       $133,942
32,524   Invesco Quality Municipal Income Trust       396,468
    Total Investment Companies (cost $530,611)       530,410
    
Principal Amount (000)   Description (1) Coupon Maturity Ratings (3) Value
    CORPORATE BONDS – 0.0% (0.0% of Total Investments)        
    Consumer Discretionary  – 0.0% (0.0% of Total Investments)        
$148   Lombard Starwood Westin Hotel Conference Center and Hotel Project Revenue Bonds (cash 7.500%, PIK 7.500%) 7.500% 12/31/23 N/R $148,270
$148   Total Corporate Bonds (cost $148,270)       148,270
    Total Long-Term Investments (cost $5,261,017,149)       5,700,339,049
    
64

Principal Amount (000)   Description (1)   Optional Call Provision (2) Ratings (3) Value
    SHORT-TERM INVESTMENTS  –  0.6% (0.4% of Total Investments)        
    MUNICIPAL BONDS  –  0.6% (0.4% of Total Investments)        
    Colorado – 0.2% (0.1% of Total Investments)        
$7,000   University of Colorado Hospital Authority, Colorado, Revenue Bonds, Variable Rate Series 2018C, 0.060%, 11/15/39 (9)   1/22 at 100.00 Aa3 $7,000,000
    National – 0.4% (0.3% of Total Investments)        
15,100   JPMorgan Chase Putters/Drivers Trust Various States,Variable Rate Demand Obligations, Series 5029, 0.210%, 12/01/24 (AMT) (9)   No Opt. Call AA 15,100,000
$22,100   Total Short-Term Investments (cost $22,100,000)       22,100,000
    Total Investments (cost $5,283,117,149) – 157.9%       5,722,439,049
    Floating Rate Obligations – (3.0)%       (107,160,000)
    Adjustable Rate MuniFund Term Preferred Shares, net of deferred offering costs – (20.1)% (10)       (727,181,105)
    MuniFund Preferred Shares, net of deferred offering costs – (18.7)% (11)       (678,433,177)
    Variable Rate Demand Preferred Shares, net of deferred offering costs – (17.4)% (12)       (630,565,695)
    Other Assets Less Liabilities – 1.3%       43,876,617
    Net Assets Applicable to Common Shares – 100%       $3,622,975,689
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).
65

NAD Nuveen Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2022
  (Unaudited)
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 $ — $5,699,108,509 $551,860 $5,699,660,369
Investment Companies 530,410  —  — 530,410
Corporate Bonds  — 148,270  — 148,270
Short-Term Investments:        
Municipal Bonds  — 22,100,000  — 22,100,000
Total $530,410 $5,721,356,779 $551,860 $5,722,439,049
    
(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) Investment valued at fair value using methods determined in good faith by, or at the discretion of, the Board. For fair value measurement disclosure purposes, investment classified as Level 3.  
(7) Defaulted security. A security whose issuer has failed to fully pay principal and/or interest when due, or is under the protection of bankruptcy.  
(8) 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.  
(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 12.7%.  
(11) MuniFund Preferred Shares, net of deferred offering costs as a percentage of Total Investments is 11.9%.  
(12) Variable Rate Demand Preferred Shares, net of deferred offering costs as a percentage of Total Investments is 11.0%.  
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.  
WI/DD Purchased on a when-issued or delayed delivery basis.  
66