0001752724-21-066867.txt : 20210330 0001752724-21-066867.hdr.sgml : 20210330 20210330141620 ACCESSION NUMBER: 0001752724-21-066867 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20210131 FILED AS OF DATE: 20210330 PERIOD START: 20211031 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Nuveen AMT-Free Quality Municipal Income Fund CENTRAL INDEX KEY: 0001195737 IRS NUMBER: 030487030 STATE OF INCORPORATION: MA FISCAL YEAR END: 1031 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-21213 FILM NUMBER: 21785749 BUSINESS ADDRESS: STREET 1: NUVEEN INVESTMENTS, INC. STREET 2: 333 WEST WACKER DRIVE CITY: CHICAGO STATE: IL ZIP: 60606 BUSINESS PHONE: 3129178146 MAIL ADDRESS: STREET 1: NUVEEN INVESTMENTS, INC. STREET 2: 333 WEST WACKER DRIVE CITY: CHICAGO STATE: IL ZIP: 60606 FORMER COMPANY: FORMER CONFORMED NAME: NUVEEN AMT-FREE MUNICIPAL INCOME FUND DATE OF NAME CHANGE: 20120106 FORMER COMPANY: FORMER CONFORMED NAME: NUVEEN INSURED TAX FREE ADVANTAGE MUNICIPAL FUND DATE OF NAME CHANGE: 20021003 NPORT-P 1 primary_doc.xml NPORT-P false 0001195737 XXXXXXXX Nuveen AMT-Free Quality Municipal Income Fund 811-21213 0001195737 549300OTYQOOXS64NI63 333 W. 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University of North Carolina, Wilmington, General Revenue Bonds, Refunding Series 2019B 914722SR5 1845000.00000000 PA USD 2149830.90000000 0.047813775528 Long DBT MUN US N 2 2049-10-01 Fixed 4.00000000 N N N N N N Madera Unified School District, Madera County, California, General Obligation Bonds, Election 2002 Series 2005 N/A Madera Unified School District, Madera County, California, General Obligation Bonds, Election 2002 Series 2005 556452BY5 2490000.00000000 PA USD 2337064.20000000 0.051977977921 Long DBT MUN US N 2 2027-08-01 Fixed 0.00000000 N N N N N N Rockville Mayor and Council, Maryland, Economic Development Revenue Bonds, Series 2017B N/A Rockville Mayor and Council, Maryland, Economic Development Revenue Bonds, Series 2017B 774223BX8 2250000.00000000 PA USD 2350620.00000000 0.052279468600 Long DBT MUN US N 2 2047-11-01 Fixed 5.00000000 N N N N N N New York City Municipal Water Finance Authority, New York, Water and Sewer System Second General Resolution Revenue Bonds, 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2496052.00000000 0.055513980209 Long DBT MUN US N 2 2026-09-01 Fixed 4.00000000 N N N N N N Colorado Health Facilities Authority, Colorado, Revenue Bonds, SCL Health System, Refunding Series 2019A 5493002JB6DRFRZPEQ21 Colorado Health Facilities Authority, Colorado, Revenue Bonds, SCL Health System, Refunding Series 2019A 19648FLN2 3300000.00000000 PA USD 4002735.00000000 0.089023686835 Long DBT MUN US N 2 2037-01-01 Fixed 4.00000000 N N N N N N New Jersey Health Care Facilities Financing Authority, Revenue Bonds, Hackensack Meridian Health Obligated Group, Refunding Series 2017A N/A New Jersey Health Care Facilities Financing Authority, Revenue Bonds, Hackensack Meridian Health Obligated Group, Refunding Series 2017A 645790KC9 2500000.00000000 PA USD 3070175.00000000 0.068282886009 Long DBT MUN US N 2 2037-07-01 Fixed 5.00000000 N N N N N N Cleveland Heights-University Heights City School District, Ohio, General Obligation Bonds, School Improvement Series 2014 N/A Cleveland 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Metropolitan Pier and Exposition Authority, Illinois, Revenue Bonds, McCormick Place Expansion Project, Series 2002A 254900I3VDCQ58UGBR15 Metropolitan Pier and Exposition Authority, Illinois, Revenue Bonds, McCormick Place Expansion Project, Series 2002A 592248FG8 195000.00000000 PA USD 175624.80000000 0.003906021057 Long DBT MUN US N 2 2030-06-15 Fixed 0.00000000 N N N N N N California Public Finance Authority, Revenue Bonds, Henry Mayo Newhall Hospital, Series 2017 N/A California Public Finance Authority, Revenue Bonds, Henry Mayo Newhall Hospital, Series 2017 13057EAL8 965000.00000000 PA USD 1114739.05000000 0.024792593087 Long DBT MUN US N 2 2047-10-15 Fixed 5.00000000 N N N N N N New Jersey Health Care Facilities Financing Authority, New Jersey, Revenue Bonds, Saint Peters University Hospital, Series 2007 N/A New Jersey Health Care Facilities Financing Authority, New Jersey, Revenue Bonds, Saint Peters University Hospital, Series 2007 64579FSM6 2020000.00000000 PA USD 2026948.80000000 0.045080789810 Long DBT MUN US N 2 2037-07-01 Fixed 5.75000000 N N N N N N Las Vegas Valley Water District, Nevada, General Obligation Bonds, Water Series 2012B N/A Las Vegas Valley Water District, Nevada, General Obligation Bonds, Water Series 2012B 5178405T7 4100000.00000000 PA USD 4337226.00000000 0.096463005709 Long DBT MUN US N 2 2042-06-01 Fixed 5.00000000 N N N N N N Colorado Health Facilities Authority, Colorado, Revenue Bonds, Christian Living Neighborhoods Project, Refunding Series 2016 5493002JB6DRFRZPEQ21 Colorado Health Facilities Authority, Colorado, Revenue Bonds, Christian Living Neighborhoods Project, Refunding Series 2016 19648FAZ7 3050000.00000000 PA USD 3267739.50000000 0.072676861672 Long DBT MUN US N 2 2037-01-01 Fixed 5.00000000 N N N N N N Flying Horse Metropolitan District 2, El Paso County, Colorado, General Obligation Limited Tax Bonds, Refunding & Improvement Series 2020A N/A Flying Horse Metropolitan District 2, El Paso County, Colorado, General Obligation Limited Tax Bonds, Refunding & Improvement Series 2020A 34407NBB2 1755000.00000000 PA USD 2100998.25000000 0.046727702495 Long DBT MUN US N 2 2050-12-01 Fixed 4.00000000 N N N N N N Salt Lake City, Utah, Airport Revenue Bonds, International Airport Series 2018B N/A Salt Lake City, Utah, Airport Revenue Bonds, International Airport Series 2018B 795576JD0 4000000.00000000 PA USD 4932160.00000000 0.109694763021 Long DBT MUN US N 2 2048-07-01 Fixed 5.00000000 N N N N N N Michigan Finance Authority, Hospital Revenue Bonds, Henry Ford Health System, Series 2019A 54930022O46HOX5J1D14 Michigan Finance Authority, Hospital Revenue Bonds, Henry Ford Health System, Series 2019A 59447TUJ0 9000000.00000000 PA USD 10389960.00000000 0.231080135275 Long DBT MUN US N 2 2050-11-15 Fixed 4.00000000 N N N N N N Seattle Housing Authority, Washington, Pooled Housing Revenue Bonds, Refunding Series 2014 5493003LM6XXXMFX5M88 Seattle Housing Authority, Washington, Pooled Housing Revenue Bonds, Refunding Series 2014 812639BE1 1250000.00000000 PA USD 1419650.00000000 0.031574030510 Long DBT MUN US N 2 2044-12-01 Fixed 5.00000000 N N N N N N Board of Regents of Illinois State University, Auxiliary Facilities System Revenue Bonds, Series 2018A N/A Board of Regents of Illinois State University, Auxiliary Facilities System Revenue Bonds, Series 2018A 452272C70 1370000.00000000 PA USD 1679784.40000000 0.037359605463 Long DBT MUN US N 2 2038-04-01 Fixed 5.00000000 N N N N N N Metropolitan Pier and Exposition Authority, Illinois, McCormick Place Expansion Project Bonds, Series 2015A 254900I3VDCQ58UGBR15 Metropolitan Pier and Exposition Authority, Illinois, McCormick Place Expansion Project Bonds, Series 2015A 592250BM5 8800000.00000000 PA USD 10025576.00000000 0.222975974719 Long DBT MUN US N 2 2053-06-15 Fixed 5.50000000 N N N N N N City of Miami Beach, Florida, Stormwater Revenue Bonds, Series 2015 N/A City of Miami Beach, Florida, Stormwater Revenue Bonds, Series 2015 59324PDD8 2830000.00000000 PA USD 3335324.80000000 0.074180007042 Long DBT MUN US N 2 2041-09-01 Fixed 5.00000000 N N N N N N Onondaga Civic Development Corporation, New York, Revenue Bonds, Saint Joseph's Hospital Health Center Project, Series 2012 N/A Onondaga Civic Development Corporation, New York, Revenue Bonds, Saint Joseph's Hospital Health Center Project, Series 2012 682832BF6 2105000.00000000 PA USD 2248203.15000000 0.050001644667 Long DBT MUN US N 2 2042-07-01 Fixed 5.00000000 N N N N N N South Dakota Health and Educational Facilities Authority, Revenue Bonds, Monument Health, Inc, Series 2020A 549300ZW6LKR8UI2C378 South Dakota Health and Educational Facilities Authority, Revenue Bonds, Monument Health, Inc, Series 2020A 83755VM76 11200000.00000000 PA USD 12893328.00000000 0.286756828553 Long DBT MUN US N 2 2050-09-01 Fixed 4.00000000 N N N N N N Maryland Heights, Missouri, Tax Increment and Special District Revenue Bonds, Westport Plaza Redevelopment Area, Series 2020 N/A Maryland Heights, Missouri, Tax Increment and Special District Revenue Bonds, Westport Plaza Redevelopment Area, Series 2020 57407CAB8 2700000.00000000 PA USD 2854467.00000000 0.063485385939 Long DBT MUN US N 2 2038-11-01 Fixed 4.12500000 N N N N N N Bethlehem Authority, Northampton and Lehigh Counties, Pennsylvania, Guaranteed Water Revenue Bonds, Series 1998 N/A Bethlehem Authority, Northampton and Lehigh Counties, Pennsylvania, Guaranteed Water Revenue Bonds, Series 1998 087401GU3 3000000.00000000 PA USD 2705190.00000000 0.060165358783 Long DBT MUN US N 2 2028-11-15 Fixed 0.00000000 N N N N N N University of Illinois, Health Services Facilities System Revenue Bonds, Series 2013 N/A University of Illinois, Health Services Facilities System Revenue Bonds, Series 2013 914353E45 2000000.00000000 PA USD 2257260.00000000 0.050203075483 Long DBT MUN US N 2 2038-10-01 Fixed 6.25000000 N N N N N N Grand Parkway Transportation Corporation, Texas, System Toll Revenue Bonds, Subordinate Lien Series 2018A Tela Supported N/A Grand Parkway Transportation Corporation, Texas, System Toll Revenue Bonds, Subordinate Lien Series 2018A Tela Supported 38611TBR7 5295000.00000000 PA USD 6630028.35000000 0.147456568456 Long DBT MUN US N 2 2048-10-01 Fixed 5.00000000 N N N N N N Cape Coral, Florida, Water and Sewer Revenue Bonds, Refunding Series 2011 N/A Cape Coral, Florida, Water and Sewer Revenue Bonds, Refunding Series 2011 139372PD2 11000000.00000000 PA USD 11356840.00000000 0.252584237427 Long DBT MUN US N 2 2041-10-01 Fixed 5.00000000 N N N N N N Port Authority of New York and New Jersey, Consolidated Revenue Bonds, One Hundred Seventy Ninth Series 2013 54930006MR4KZ4W74Z83 Port Authority of New York and New Jersey, Consolidated Revenue Bonds, One Hundred Seventy Ninth Series 2013 73358WQY3 3925000.00000000 PA USD 4382262.50000000 0.097464649653 Long DBT MUN US N 2 2038-12-01 Fixed 5.00000000 N N N N N N North Carolina Capital Facilities Finance Agency, Revenue Bonds, Davidson College, Series 2014 549300PWNPSB7G58A235 North Carolina Capital Facilities Finance Agency, Revenue Bonds, Davidson College, Series 2014 65819GKD9 500000.00000000 PA USD 525380.00000000 0.011684826647 Long DBT MUN US N 2 2029-03-01 Fixed 5.00000000 N N N N N N Cape Fear Public Utility Authority, North Carolina, Water & Sewer System Revenue Bonds, Refunding Series 2011 N/A Cape Fear Public Utility Authority, North Carolina, Water & Sewer System Revenue Bonds, Refunding Series 2011 139391BV7 2135000.00000000 PA USD 2186346.75000000 0.048625914127 Long DBT MUN US N 2 2031-08-01 Fixed 5.00000000 N N N N N N Public Finance Authority of Wisconsin, Conference Center and Hotel Revenue Bonds, Lombard Public Facilities Corporation, Second Tier Series 2018B 5493004S6D3NA627K012 Public Finance Authority of Wisconsin, Conference Center and Hotel Revenue Bonds, Lombard Public Facilities Corporation, Second Tier Series 2018B 74445QCS7 39701.00000000 PA USD 767.42000000 0.000017067969 Long DBT MUN US Y 2 2063-01-01 Fixed 0.00000000 Y N N N N N 2021-01-31 Nuveen AMT-Free Quality Municipal Income Fund E. Scott Wickerham E. Scott Wickerham Funds Treasurer XXXX NPORT-EX 2 NEA.htm
NEA
Nuveen AMT-Free Quality Municipal Income Fund
Portfolio of Investments    January 31, 2021
(Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    LONG-TERM INVESTMENTS – 151.3% (99.6% of Total Investments)        
    MUNICIPAL BONDS – 151.3% (99.6% of Total Investments)        
    Alabama – 1.4% (0.9% of Total Investments)        
    Birmingham Airport Authority, Alabama, Airport Revenue Bonds, Series 2020:        
$875   4.000%, 7/01/35  –  BAM Insured   7/30 at 100.00 A3 $1,043,805
1,000   4.000%, 7/01/37  –  BAM Insured   7/30 at 100.00 A3 1,184,580
975   4.000%, 7/01/40  –  BAM Insured   7/30 at 100.00 A3 1,145,888
6,945   Huntsville Healthcare Authority, Alabama, Revenue Bonds, Series 2020B, 4.000%, 6/01/45   6/30 at 100.00 A1 8,212,393
4,250   Infirmary Health System Special Care Facilities Financing Authority of Mobile, Alabama, Revenue Bonds, Infirmary Health System, Inc, Series 2016A, 5.000%, 2/01/41   2/26 at 100.00 BBB+ 4,809,385
23,175   Lower Alabama Gas District, Alabama, Gas Project Revenue Bonds, Series 2016A, 5.000%, 9/01/46   No Opt. Call A3 35,422,988
4,900   Mobile Spring Hill College Educational Building Authority, Alabama, Revenue Bonds, Spring Hill College Project, Series 2015, 5.875%, 4/15/45   4/25 at 100.00 N/R 5,222,910
5,310   Tuscaloosa County Industrial Development Authority, Alabama, Gulf Opportunity Zone Bonds, Hunt Refining Project, Refunding Series 2019A, 5.250%, 5/01/44, 144A   5/29 at 100.00 N/R 6,151,688
47,430   Total Alabama       63,193,637
    Alaska – 0.5% (0.3% of Total Investments)        
    Northern Tobacco Securitization Corporation, Alaska, Tobacco Settlement Asset-Backed Bonds, Series 2006A:        
17,040   5.000%, 6/01/32   2/21 at 100.00 B3 17,316,389
5,070   5.000%, 6/01/46   2/21 at 100.00 B3 5,152,235
22,110   Total Alaska       22,468,624
    Arizona – 1.7% (1.1% of Total Investments)        
1,460   Apache County Industrial Development Authority, Arizona, Pollution Control Revenue Bonds, Tucson Electric Power Company, Series 20102A, 4.500%, 3/01/30   3/22 at 100.00 A- 1,510,428
3,815   Arizona Board of Regents, Univeristy of Arizona, SPEED Revenue Bonds, Stimulus Plan for Economic and Educational Development, Refunding Series 2020A, 4.000%, 8/01/44   8/30 at 100.00 A+ 4,475,186
1,025   Arizona Industrial Development Authority, Arizona, Education Revenue Bonds, Academies of Math & Science Projects, Series 2017A, 5.000%, 7/01/51   7/27 at 100.00 AA- 1,199,824
7,115   Lake Havasu City, Arizona, Wastewater System Revenue Bonds, Refunding Senior Lien Series 2015B, 5.000%, 7/01/43  –  AGM Insured   7/25 at 100.00 A2 8,264,997
1,315   Maricopa County Industrial Development Authority, Arizona, Hospital Revenue Bonds, HonorHealth, Series 2019A, 5.000%, 9/01/42   9/28 at 100.00 A2 1,604,234
5,135   Maricopa County Industrial Development Authority, Arizona, Revenue Bonds, Banner Health, Refunding Series 2016A, 4.000%, 1/01/36   1/27 at 100.00 AA- 5,903,093
6,355   Phoenix Civic Improvement Corporation, Arizona, Airport Revenue Bonds, Junior Lien Series 2019A, 4.000%, 7/01/44   7/29 at 100.00 A 7,373,262
1

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Arizona (continued)        
    Phoenix Civic Improvement Corporation, Arizona, Revenue Bonds, Civic Plaza Expansion Project, Series 2005B:        
$6,545   5.500%, 7/01/37  –  FGIC Insured   No Opt. Call AA $10,125,770
10,000   5.500%, 7/01/40  –  FGIC Insured   No Opt. Call AA 15,990,000
3,000   Queen Creek, Arizona, Excise Tax & State Shared Revenue Obligation Bonds, Series 2018A, 5.000%, 8/01/47   8/28 at 100.00 AA 3,742,740
11,080   Salt Verde Financial Corporation, Arizona, Senior Gas Revenue Bonds, Citigroup Energy Inc Prepay Contract Obligations, Series 2007, 5.000%, 12/01/37   No Opt. Call BBB+ 16,169,598
56,845   Total Arizona       76,359,132
    Arkansas – 0.1% (0.1% of Total Investments)        
5,080   Independence County, Arkansas, Hydroelectric Power Revenue Bonds, Series 2003, 5.350%, 5/01/28  –  ACA Insured   3/21 at 100.00 N/R 5,082,540
    California – 8.8% (5.8% of Total Investments)        
22,880   Alameda Corridor Transportation Authority, California, Revenue Bonds, Senior Lien Series 1999A, 0.000%, 10/01/32  –  NPFG Insured   No Opt. Call A- 18,865,018
4,225   Alameda Unified School District, Alameda County, California, General Obligation Bonds, Series 2005B, 0.000%, 8/01/28  –  AGM Insured   No Opt. Call AA 3,896,168
3,450   Antelope Valley Joint Union High School District, Los Angeles and Kern Counties, California, General Obligation Bonds, Series 2004B, 0.000%, 8/01/29  –  NPFG Insured   No Opt. Call Aa3 3,090,269
    Bay Area Toll Authority, California, Revenue Bonds, San Francisco Bay Area Toll Bridge, Series 2013S-4:        
5,000   5.000%, 4/01/38 (Pre-refunded 4/01/23)   4/23 at 100.00 A1 (4) 5,529,450
6,500   5.250%, 4/01/53 (Pre-refunded 4/01/23)   4/23 at 100.00 A1 (4) 7,223,385
10,000   Bay Area Toll Authority, California, Revenue Bonds, San Francisco Bay Area Toll Bridge, Series 2014F-1, 5.000%, 4/01/54 (Pre-refunded 4/01/24)   4/24 at 100.00 Aa3 (4) 11,533,700
8,000   Beverly Hills Unified School District, Los Angeles County, California, General Obligation Bonds, Series 2009, 0.000%, 8/01/33   No Opt. Call AA+ 6,668,640
    Burbank Unified School District, Los Angeles County, California, General Obligation Bonds, Series 2015A:        
2,250   0.000%, 8/01/32 (Pre-refunded 2/01/25) (5)   2/25 at 100.00 A+ (4) 2,385,473
1,350   0.000%, 8/01/33 (Pre-refunded 2/01/25) (5)   2/25 at 100.00 A+ (4) 1,431,284
160   California County Tobacco Securitization Agency, Tobacco Settlement Asset-Backed Bonds, Los Angeles County Securitization Corporation, Series 2020B-1, 5.000%, 6/01/49   6/30 at 100.00 BBB- 200,667
    California Educational Facilities Authority, Revenue Refunding Bonds, Loyola Marymount University, Series 2001A:        
3,255   0.000%, 10/01/23  –  NPFG Insured   No Opt. Call A2 3,214,280
5,890   0.000%, 10/01/24  –  NPFG Insured   No Opt. Call A2 5,771,964
7,615   0.000%, 10/01/25  –  NPFG Insured   No Opt. Call A2 7,393,403
1,350   0.000%, 10/01/39  –  NPFG Insured   No Opt. Call A2 926,249
3,330   California Health Facilities Financing Authority, Refunding Revenue Bonds, Stanford Hospital and Clinics, Series 2008A-2 RMKT, 5.250%, 11/15/40 (Pre-refunded 11/15/21)   11/21 at 100.00 AA- (4) 3,466,064
2

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    California (continued)        
$1,330   California Health Facilities Financing Authority, Revenue Bonds, CommonSpirit Health, Series 2020A, 4.000%, 4/01/49   4/30 at 100.00 BBB+ $1,544,290
    California Health Facilities Financing Authority, Revenue Bonds, Lucile Salter Packard Children's Hospital, Series 2012A:        
3,000   5.000%, 8/15/51 (UB) (6)   8/22 at 100.00 A+ 3,149,880
10,000   5.000%, 8/15/51   8/22 at 100.00 AA- 10,499,600
530   California Health Facilities Financing Authority, Revenue Bonds, Saint Joseph Health System, Series 2013A, 5.000%, 7/01/37, 144A   7/23 at 100.00 AA- 584,532
1,710   California Health Facilities Financing Authority, Revenue Bonds, Scripps Health, Series 2012A, 5.000%, 11/15/40   11/21 at 100.00 Aa3 1,773,509
    California Health Facilities Financing Authority, Revenue Bonds, Stanford Hospitals and Clinics, Tender Option Bond Trust 2016-XG0049:        
485   9.404%, 8/15/51, 144A (IF) (6)   8/22 at 100.00 AA- 552,876
525   9.412%, 8/15/51, 144A (IF) (6)   8/22 at 100.00 AA- 598,542
1,285   9.412%, 8/15/51, 144A (IF) (6)   8/22 at 100.00 AA- 1,465,003
1,500   California Municipal Finance Authority, Revenue Bonds, Eisenhower Medical Center, Refunding Series 2017A, 5.000%, 7/01/42   7/27 at 100.00 BBB- 1,760,970
965   California Public Finance Authority, Revenue Bonds, Henry Mayo Newhall Hospital, Series 2017, 5.000%, 10/15/47   10/26 at 100.00 BBB- 1,114,739
2,930   California State Public Works Board, Lease Revenue Bonds, Various Capital Projects, Series 2013I, 5.000%, 11/01/38   11/23 at 100.00 A+ 3,288,837
5,000   California State, General Obligation Bonds, Refunding Various Purpose Series 2017, 4.000%, 8/01/36   8/26 at 100.00 AA- 5,848,300
5   California State, General Obligation Bonds, Series 2004, 5.000%, 4/01/31  –  AMBAC Insured   3/21 at 100.00 AA- 5,020
10,000   California State, General Obligation Bonds, Various Purpose Series 2011, 5.000%, 10/01/41   10/21 at 100.00 AA- 10,315,500
9,130   California Statewide Communities Development Authority, California, Revenue Bonds, Loma Linda University Medical Center, Series 2018A, 5.500%, 12/01/58, 144A   6/28 at 100.00 BB- 10,970,517
    California Statewide Community Development Authority, Revenue Bonds, Daughters of Charity Health System, Series 2005A:        
1,455   5.750%, 7/01/30 (7)   3/21 at 100.00 N/R 1,382,313
1,868   5.750%, 7/01/35 (7)   3/21 at 100.00 N/R 1,774,471
2,242   5.500%, 7/01/39 (7)   3/21 at 100.00 N/R 2,129,365
10,445   Castaic Lake Water Agency, California, Certificates of Participation, Water System Improvement Project, Series 1999a, 0.000%, 8/01/29  –  AMBAC Insured   No Opt. Call AA 9,419,405
4,775   Clovis Unified School District, Fresno County, California, General Obligation Bonds, Series 2001A, 0.000%, 8/01/25  –  FGIC Insured (ETM)   No Opt. Call Baa2 (4) 4,683,654
3,330   Contra Costa Community College District, Contra Costa County, California, General Obligation Bonds, Election of 2006, Series 2013, 5.000%, 8/01/38 (Pre-refunded 8/01/23)   8/23 at 100.00 AA+ (4) 3,735,960
7,775   Foothill/Eastern Transportation Corridor Agency, California, Toll Road Revenue Bonds, Refunding Senior Lien Series 2015A, 0.000%, 1/15/34  –  AGM Insured   No Opt. Call BBB 6,019,560
3

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    California (continued)        
    Foothill/Eastern Transportation Corridor Agency, California, Toll Road Revenue Bonds, Refunding Series 2013A:        
$910   0.000%, 1/15/42 (5)   1/31 at 100.00 Baa2 $1,090,972
3,350   5.750%, 1/15/46   1/24 at 100.00 Baa2 3,797,627
8,350   6.000%, 1/15/49 (Pre-refunded 1/15/24)   1/24 at 100.00 Baa2 (4) 9,785,949
10,000   Golden State Tobacco Securitization Corporation, California, Tobacco Settlement Asset-Backed Bonds, Senior Convertible Series 2007A-2, 5.300%, 6/01/37   6/22 at 100.00 B- 10,453,600
8,150   Golden State Tobacco Securitization Corporation, California, Tobacco Settlement Asset-Backed Bonds, Series 2018A-1, 5.000%, 6/01/47   6/22 at 100.00 N/R 8,484,557
10,170   Golden State Tobacco Securitization Corporation, California, Tobacco Settlement Asset-Backed Bonds, Series 2018A-2, 5.000%, 6/01/47   6/22 at 100.00 N/R 10,587,478
3,850   Grossmont Healthcare District, California, General Obligation Bonds, Series 2011B, 6.125%, 7/15/40 (Pre-refunded 7/15/21)   7/21 at 100.00 Aaa 3,956,222
5,000   Huntington Beach Union High School District, Orange County, California, General Obligation Bonds, Series 2007, 0.000%, 8/01/32  –  FGIC Insured   No Opt. Call AA- 4,196,900
3,040   Kern Community College District, California, General Obligation Bonds, Safety, Repair & Improvement, Election 2002 Series 2006, 0.000%, 11/01/23  –  AGM Insured   No Opt. Call AA 2,998,990
1,500   Lincoln Unified School District, Placer County, California, Special Tax Bonds, Community Facilities District 1, Series 2005, 0.000%, 9/01/26  –  AMBAC Insured   No Opt. Call N/R 1,353,255
995   Los Angeles Department of Water and Power, California, Electric Plant Revenue Bonds, Series 1994, 5.375%, 2/15/34 (ETM)   3/21 at 100.00 N/R (4) 999,099
2,490   Madera Unified School District, Madera County, California, General Obligation Bonds, Election 2002 Series 2005, 0.000%, 8/01/27  –  NPFG Insured   No Opt. Call Baa2 2,337,064
10,335   Mount San Antonio Community College District, Los Angeles County, California, General Obligation Bonds, Election of 2008, Series 2013A, 0.000%, 8/01/43 (5)   8/35 at 100.00 AA 11,614,990
5,500   M-S-R Energy Authority, California, Gas Revenue Bonds, Citigroup Prepay Contracts, Series 2009B, 6.500%, 11/01/39   No Opt. Call BBB+ 9,209,530
350   Mt Diablo Hospital District, California, Insured Hospital Revenue Bonds, Series 1993A, 5.125%, 12/01/23  –  AMBAC Insured (ETM)   No Opt. Call N/R (4) 379,649
14,100   New Haven Unified School District, California, General Obligation Bonds, Refunding Series 2009, 0.000%, 8/01/34  –  AGC Insured   No Opt. Call Aa3 10,978,542
3,515   Newport Beach, California, Revenue Bonds, Hoag Memorial Hospital Presybterian, Series 2011A, 5.875%, 12/01/30 (Pre-refunded 12/01/21)   12/21 at 100.00 N/R (4) 3,683,158
2,500   Norwalk La Mirada Unified School District, Los Angeles County, California, General Obligation Bonds, Election 2002 Series 2005B, 0.000%, 8/01/29   No Opt. Call Aa3 2,235,550
3,255   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 3,694,783
    Orange County Water District, California, Revenue Certificates of Participation, Series 2003B:        
1,490   5.000%, 8/15/34  –  NPFG Insured (ETM)   No Opt. Call Aa1 (4) 2,019,606
1,745   5.000%, 8/15/34 (Pre-refunded 8/15/32)  –  NPFG Insured   8/32 at 100.00 N/R (4) 2,524,910
1,000   Pajaro Valley Unified School District, Santa Cruz County, California, General Obligation Bonds, Series 2005B, 0.000%, 8/01/29  –  AGM Insured   No Opt. Call Aa3 904,090
4

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    California (continued)        
$2,000   Palomar Pomerado Health, California, General Obligation Bonds, Capital Appreciation, Election of 2004, Series 2007A, 0.000%, 8/01/24  –  NPFG Insured   No Opt. Call BBB- $1,935,620
9,320   Palomar Pomerado Health, California, General Obligation Bonds, Series 2009A, 0.000%, 8/01/33  –  AGC Insured   No Opt. Call BBB- 7,347,608
2,415   Pomona, California, GNMA/FHLMC Collateralized Single Family Mortgage Revenue Refunding Bonds, Series 1990B, 7.500%, 8/01/23 (ETM)   No Opt. Call AA+ (4) 2,624,453
1,800   Rialto Unified School District, San Bernardino County, California, General Obligation Bonds, Series 2011A, 0.000%, 8/01/28   No Opt. Call Aa3 1,656,198
1,000   Rim of the World Unified School District, San Bernardino County, California, General Obligation Bonds, Series 2011C, 5.000%, 8/01/38 (Pre-refunded 8/01/21)  –  AGM Insured   8/21 at 100.00 A2 (4) 1,024,710
760   Riverside County Transportation Commission, California, Toll Revenue Senior Lien Bonds, Series 2013A, 5.750%, 6/01/44   6/23 at 100.00 BBB+ 825,938
2,400   San Bernardino, California, GNMA Mortgage-Backed Securities Program Single Family Mortgage Revenue Refunding Bonds, Series 1990A, 7.500%, 5/01/23 (ETM)   No Opt. Call AA+ (4) 2,608,560
2,250   San Buenaventura, California, Revenue Bonds, Community Memorial Health System, Series 2011, 7.500%, 12/01/41   12/21 at 100.00 BB 2,363,580
4,000   San Francisco Airports Commission, California, Revenue Bonds, San Francisco International Airport, Governmental Purpose, Second Series 2013B, 5.000%, 5/01/43   5/23 at 100.00 A 4,350,520
8,075   San Francisco City and County Public Utilities Commission, California, Water Revenue Bonds, Local Water Series 2020C, 4.000%, 11/01/50   11/30 at 100.00 AA- 9,833,089
    San Joaquin Hills Transportation Corridor Agency, Orange County, California, Toll Road Revenue Bonds, Refunding Senior Lien Series 2014A:        
10,595   5.000%, 1/15/44   1/25 at 100.00 BBB 11,810,458
32,725   5.000%, 1/15/50   1/25 at 100.00 BBB 36,298,570
7,210   San Joaquin Hills Transportation Corridor Agency, Orange County, California, Toll Road Revenue Bonds, Refunding Series 1997A, 0.000%, 1/15/23  –  NPFG Insured   No Opt. Call Baa2 6,982,308
2,965   San Juan Unified School District, Sacramento County, California, General Obligation Bonds, Series 2004A, 0.000%, 8/01/28  –  NPFG Insured   No Opt. Call A+ 2,756,768
4,455   San Mateo County Community College District, California, General Obligation Bonds, Series 2006A, 0.000%, 9/01/21  –  NPFG Insured   No Opt. Call AAA 4,451,881
4,005   San Mateo Union High School District, San Mateo County, California, General Obligation Bonds, Election of 2000, Series 2002B, 0.000%, 9/01/26  –  FGIC Insured   No Opt. Call AA+ 3,872,555
15,750   San Ysidro School District, San Diego County, California, General Obligation Bonds, 1997 Election Series 2012G, 0.000%, 8/01/39  –  AGM Insured   No Opt. Call AA 10,178,280
    San Ysidro School District, San Diego County, California, General Obligation Bonds, Refunding Series 2015:        
5,000   0.000%, 8/01/46   8/25 at 32.80 A3 1,504,150
6,570   0.000%, 8/01/47   8/25 at 30.90 A3 1,860,558
1,305   Tobacco Securitization Authority of Northern California, Tobacco Settlement Asset-Backed Bonds, Series 2005A-1, 4.750%, 6/01/23   2/21 at 100.00 BBB 1,307,140
2,630   Union Elementary School District, Santa Clara County, California, General Obligation Bonds, Series 2001B, 0.000%, 9/01/25  –  FGIC Insured   No Opt. Call Baa2 2,567,958
5

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    California (continued)        
$3,900   West Hills Community College District, California, General Obligation Bonds, School Facilities Improvement District 3, 2008 Election Series 2011, 6.500%, 8/01/41 (Pre-refunded 8/01/21)  –  AGM Insured   8/21 at 100.00 A2 (4) $4,025,463
398,265   Total California       393,685,743
    Colorado – 10.4% (6.9% of Total Investments)        
1,365   Aerotropolis Regional Transportation Authority, Colorado, Special Revenue Bonds, Series 2019, 5.000%, 12/01/51   12/24 at 102.00 N/R 1,445,439
500   Blue Lake Metropolitan District 2 , Lochbuie, Colorado, Limited Tax General Obligation Bonds, Series 2016A, 5.750%, 12/01/46   12/21 at 103.00 N/R 521,145
500   Brighton Crossing Metropolitan District 6, Brighton, Colorado, Limited Tax General Obligation Bonds, Series 2020A-3, 5.000%, 12/01/50   12/25 at 103.00 N/R 522,695
1,140   Castle Oaks Metropolitan District 3, Castle Rock, Douglas County, Colorado, General Obligation Limited Tax Bonds, Refunding & Improvement Series 2020, 4.000%, 12/01/45  –  AGM Insured   12/30 at 100.00 A2 1,353,454
1,060   Centerra Metropolitan District 1, Loveland, Colorado, Special Revenue Bonds, Improvement Series 2018, 5.250%, 12/01/48   12/23 at 103.00 N/R 1,129,335
    Centerra Metropolitan District 1, Loveland, Colorado, Special Revenue Bonds, Refunding & Improvement Series 2017:        
1,575   5.000%, 12/01/37, 144A   12/22 at 103.00 N/R 1,662,822
3,620   5.000%, 12/01/47, 144A   12/22 at 103.00 N/R 3,804,656
1,250   Central Platte Valley Metropolitan District, Colorado, General Obligation Bonds, Refunding Series 2013A, 5.375%, 12/01/33   12/23 at 100.00 BBB- 1,361,200
115   Central Platte Valley Metropolitan District, Colorado, General Obligation Bonds, Refunding Series 2014, 5.000%, 12/01/43   12/23 at 100.00 BB 121,439
3,500   Cherokee Metropolitan District, Colorado, Water and Wastewater Revenue Bonds, Series 2020, 4.000%, 8/01/50  –  BAM Insured   8/30 at 100.00 AA 4,170,740
1,700   Colorado Educational and Cultural Facilities Authority, Charter School Revenue Bonds, Skyview Academy Project, Series 2014, 5.375%, 7/01/44, 144A   7/24 at 100.00 BB 1,798,872
    Colorado Health Facilities Authority, Colorado, Health Facilities Revenue Bonds, The Evangelical Lutheran Good Samaritan Society Project, Refunding Series 2017:        
2,005   5.000%, 6/01/34 (Pre-refunded 6/01/27)   6/27 at 100.00 N/R (4) 2,560,786
4,615   5.000%, 6/01/35 (Pre-refunded 6/01/27)   6/27 at 100.00 N/R (4) 5,894,278
7,205   5.000%, 6/01/36 (Pre-refunded 6/01/27)   6/27 at 100.00 N/R (4) 9,202,226
8,715   5.000%, 6/01/37 (Pre-refunded 6/01/27)   6/27 at 100.00 N/R (4) 11,130,798
4,105   5.000%, 6/01/42 (Pre-refunded 6/01/27)   6/27 at 100.00 N/R (4) 5,242,906
8,545   5.000%, 6/01/47 (Pre-refunded 6/01/27)   6/27 at 100.00 N/R (4) 10,913,674
5,235   Colorado Health Facilities Authority, Colorado, Revenue Bonds, AdventHealth Obligated Group, Series 2019A, 4.000%, 11/15/43   11/29 at 100.00 AA 6,137,357
5,000   Colorado Health Facilities Authority, Colorado, Revenue Bonds, Catholic Health Initiatives, Series 2013A, 5.250%, 1/01/45 (Pre-refunded 1/01/23)   1/23 at 100.00 BBB+ (4) 5,481,050
5,000   Colorado Health Facilities Authority, Colorado, Revenue Bonds, Children's Hospital Colorado Project, Series 2013A, 5.000%, 12/01/36   12/23 at 100.00 A+ 5,555,050
3,050   Colorado Health Facilities Authority, Colorado, Revenue Bonds, Christian Living Neighborhoods Project, Refunding Series 2016, 5.000%, 1/01/37   1/24 at 102.00 N/R 3,267,740
6

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Colorado (continued)        
$3,000   Colorado Health Facilities Authority, Colorado, Revenue Bonds, CommonSpirit Health, Series 2019A-1, 4.000%, 8/01/44   8/29 at 100.00 BBB+ $3,436,140
24,365   Colorado Health Facilities Authority, Colorado, Revenue Bonds, CommonSpirit Health, Series 2019A-2, 4.000%, 8/01/49   8/29 at 100.00 BBB+ 27,711,776
4,600   Colorado Health Facilities Authority, Colorado, Revenue Bonds, Covenant Living Communities & Services, Series 2020A, 4.000%, 12/01/50   12/27 at 103.00 A- 5,158,808
2,375   Colorado Health Facilities Authority, Colorado, Revenue Bonds, Evangelical Lutheran Good Samaritan Society Project, Refunding Series 2012, 5.000%, 12/01/42 (Pre-refunded 6/01/22)   6/22 at 100.00 N/R (4) 2,528,045
1,000   Colorado Health Facilities Authority, Colorado, Revenue Bonds, Evangelical Lutheran Good Samaritan Society Project, Series 2013, 5.625%, 6/01/43 (Pre-refunded 6/01/23)   6/23 at 100.00 N/R (4) 1,126,570
750   Colorado Health Facilities Authority, Colorado, Revenue Bonds, Frasier Meadows Project, Refunding & Improvement Series 2017A, 5.250%, 5/15/37   5/27 at 100.00 N/R 875,910
1,500   Colorado Health Facilities Authority, Colorado, Revenue Bonds, Parkview Medical Center, Refunding Series 2015B, 4.000%, 9/01/34   9/25 at 100.00 Baa1 1,648,260
10,035   Colorado Health Facilities Authority, Colorado, Revenue Bonds, Parkview Medical Center, Series 2020A, 4.000%, 9/01/50   9/30 at 100.00 Baa1 11,477,732
1,000   Colorado Health Facilities Authority, Colorado, Revenue Bonds, Sanford Health, Series 2019A, 4.000%, 11/01/39   11/29 at 100.00 A+ 1,176,340
3,300   Colorado Health Facilities Authority, Colorado, Revenue Bonds, SCL Health System, Refunding Series 2019A, 4.000%, 1/01/37   1/30 at 100.00 AA- 4,002,735
4,880   Colorado Health Facilities Authority, Colorado, Revenue Bonds, SCL Health System, Refunding Series 2019B, 4.000%, 1/01/40   1/30 at 100.00 AA- 5,873,958
4,150   Colorado High Performance Transportation Enterprise, C-470 Express Lanes Revenue Bonds, Senior Lien Series 2017, 5.000%, 12/31/56   12/24 at 100.00 BBB 4,679,830
    Colorado International Center Metropolitan District 14, Denver, Colorado, Limited Tax General Obligation Bonds, Refunding & Improvement Series 2018:        
1,895   5.625%, 12/01/32   12/23 at 103.00 N/R 2,050,826
2,660   5.875%, 12/01/46   12/23 at 103.00 N/R 2,863,703
    Colorado School of Mines Board of Trustees, Golden, Colorado, Institutional Enterprise Revenue Bonds, Series 2017B:        
2,000   5.000%, 12/01/42   12/27 at 100.00 A+ 2,445,040
1,225   5.000%, 12/01/47   12/27 at 100.00 A+ 1,486,476
1,500   Colorado State Board of Governors, Colorado State University Auxiliary Enterprise System Revenue Bonds, Refunding Series 2016B, 5.000%, 3/01/41   3/27 at 100.00 A+ 1,792,635
2,000   Colorado State Board of Governors, Colorado State University Auxiliary Enterprise System Revenue Bonds, Refunding Series 2017A, 4.000%, 3/01/40   9/27 at 100.00 AA 2,295,900
6,500   Colorado State Board of Governors, Colorado State University Auxiliary Enterprise System Revenue Bonds, Refunding Series 2017E, 4.000%, 3/01/43   3/28 at 100.00 AA 7,473,440
5,000   Colorado State, Certificates of Participation, Rural Series 2018A, 4.000%, 12/15/35   12/28 at 100.00 AA- 5,983,100
2,505   Colorado State, Certificates of Participation, Rural Series 2020A, 4.000%, 12/15/39   12/30 at 100.00 AA- 3,076,441
    Commerce City, Colorado, Sales and Use Tax Revenue Bonds, Series 2016:        
7,115   5.000%, 8/01/41   8/26 at 100.00 A1 8,581,259
1,000   5.000%, 8/01/46   8/26 at 100.00 A1 1,199,000
7

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Colorado (continued)        
$1,000   Copper Ridge Metropolitan District, Colorado Springs, Colorado, Tax Increment and Sales Tax Supported Revenue Bonds, Series 2019, 5.000%, 12/01/39   12/24 at 103.00 N/R $1,006,830
11,140   Denver City and County, Colorado, Airport System Revenue Bonds, Series 2012B, 5.000%, 11/15/37 (Pre-refunded 11/15/22)   11/22 at 100.00 A+ (4) 12,103,387
12,900   Denver City and County, Colorado, Airport System Revenue Bonds, Subordinate Lien Series 2013B, 5.000%, 11/15/43   11/23 at 100.00 A 14,259,144
2,500   Denver City and County, Colorado, Airport System Revenue Bonds, Subordinate Lien Series 2018B, 5.000%, 12/01/48   12/28 at 100.00 A 3,088,975
    Denver Convention Center Hotel Authority, Colorado, Revenue Bonds, Convention Center Hotel, Refunding Senior Lien Series 2016:        
5,120   5.000%, 12/01/32   12/26 at 100.00 BBB- 6,003,200
2,935   5.000%, 12/01/35   12/26 at 100.00 BBB- 3,412,818
1,800   5.000%, 12/01/40   12/26 at 100.00 BBB- 2,071,368
365   Denver Urban Renewal Authority, Colorado, Tax Increment Revenue Bonds, 9th and Colorado Urban Redevelopement Area, Series 2018A, 5.250%, 12/01/39, 144A   12/23 at 103.00 N/R 391,463
13,920   E-470 Public Highway Authority, Colorado, Senior Revenue Bonds, Series 1997B, 0.000%, 9/01/21  –  NPFG Insured   No Opt. Call A 13,886,174
    E-470 Public Highway Authority, Colorado, Senior Revenue Bonds, Series 2000B:        
6,200   0.000%, 9/01/22  –  NPFG Insured   No Opt. Call A 6,164,846
45,540   0.000%, 9/01/30  –  NPFG Insured   No Opt. Call A 39,498,208
16,635   0.000%, 9/01/32  –  NPFG Insured   No Opt. Call A 13,697,425
49,250   0.000%, 9/01/33  –  NPFG Insured   No Opt. Call A 39,426,595
    E-470 Public Highway Authority, Colorado, Toll Revenue Bonds, Series 2004A:        
9,310   0.000%, 9/01/28  –  NPFG Insured   No Opt. Call A 8,507,943
2,900   0.000%, 9/01/34  –  NPFG Insured   No Opt. Call A 2,259,825
18,500   0.000%, 3/01/36  –  NPFG Insured   No Opt. Call A 13,792,860
2,200   Eagle River Water and Sanitation District, Eagle County, Colorado, Enterprise Wastewater Revenue Bonds, Improvement Series 2020A, 4.000%, 12/01/49  –  AGM Insured   12/29 at 100.00 AA 2,606,582
2,000   Firestone, Colorado, Water Enterprise Revenue Bones, Series 2020, 4.000%, 12/01/45  –  BAM Insured   12/30 at 100.00 AA 2,410,280
1,755   Flying Horse Metropolitan District 2, El Paso County, Colorado, General Obligation Limited Tax Bonds, Refunding & Improvement Series 2020A, 4.000%, 12/01/50  –  AGM Insured   12/30 at 100.00 A2 2,100,998
1,000   Little Thompson Water District, Colorado, Water Revenue Bonds, Series 2020, 4.000%, 12/01/50   12/30 at 100.00 AA- 1,227,450
1,000   Lorson Ranch Metropolitan District 2, El Paso County, Colorado, Limited Tax General Obligation Bonds, Series 2016, 5.000%, 12/01/36   12/26 at 100.00 BBB+ 1,169,030
1,000   Louisville, Boulder County, Colorado, General Obligation Bonds, Limited Tax, Series 2017, 4.000%, 12/01/36   12/26 at 100.00 AA+ 1,151,040
1,200   Morgan County Quality Water District, Morgan and Washington Counties, Colorado, Water Revenue Bonds, Series 2020, 4.000%, 12/01/50  –  AGM Insured   12/30 at 100.00 AA 1,430,616
1,085   North Range Metropolitan District 2, Adams County, Colorado , Limited Tax General Obligation Bonds, Refunding Special Revenue & Improvement Series 2017A, 5.750%, 12/01/47   12/22 at 103.00 N/R 1,148,082
8

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Colorado (continued)        
$1,224   Palisade Metropolitan District 2, Broomfield County, Colorado, General Obligation Limited Tax Bonds, Series 2016, 4.375%, 12/01/31   12/21 at 103.00 N/R $1,270,341
17,735   Park Creek Metropolitan District, Colorado, Senior Limited Property Tax Supported Revenue Bonds, Refunding Series 2015A, 5.000%, 12/01/45   12/25 at 100.00 A 20,340,804
    Park Creek Metropolitan District, Colorado, Senior Limited Property Tax Supported Revenue Bonds, Series 2019A:        
3,040   4.000%, 12/01/37  –  AGM Insured   12/29 at 100.00 A 3,711,536
3,255   4.000%, 12/01/46  –  AGM Insured   12/29 at 100.00 A 3,883,964
    Rampart Range Metropolitan District 1, Lone Tree, Colorado, Limited Tax Supported and Special Revenue Bonds, Refunding & Improvement Series 2017:        
8,765   5.000%, 12/01/42   12/27 at 100.00 A2 10,683,658
3,600   5.000%, 12/01/47   12/27 at 100.00 A2 4,355,496
3,250   Thompson Crossing Metropolitan District 2, Johnstown, Larimer County, Colorado, General Obligation Bonds, Limited Tax Convertible to Unlimited Tax, Series 2016B, 5.000%, 12/01/46  –  AGM Insured   12/26 at 100.00 AA 3,878,128
    Thompson Crossing Metropolitan District 6, Larimer County, Colorado, General Obligation Limited Tax Bonds, Refunding & Improvement Convertible to Unlimited Tax Series 2020:        
895   3.000%, 12/01/30, 144A   No Opt. Call Ba2 927,990
1,300   5.000%, 12/01/44, 144A   12/30 at 100.00 Ba2 1,530,789
1,000   Triview Metropolitan District, El Paso County, Colorado, Water and Wastewater Enterprise Revenue Bonds, Green Series 2020, 3.250%, 12/01/45  –  BAM Insured   12/28 at 100.00 A3 1,066,040
4,000   University of Colorado Hospital Authority, Colorado, Revenue Bonds, Series 2012A, 5.000%, 11/15/42   11/22 at 100.00 Aa3 4,265,400
14,500   University of Colorado, Enterprise System Revenue Bonds, Series 2014A, 5.000%, 6/01/46 (Pre-refunded 6/01/24)   6/24 at 100.00 Aa1 (4) 16,798,685
2,500   Vista Ridge Metropolitan District, In the Town of Erie, Weld County, Colorado, General Obligation Refunding Bonds, Series 2016A, 4.000%, 12/01/36  –  BAM Insured   12/26 at 100.00 A2 2,854,950
5,000   Weld County School District 6, Greeley, Colorado, General Obligation Bonds, Series 2020, 5.000%, 12/01/44   12/29 at 100.00 AA 6,516,650
2,175   Weld County School District RE1, Colorado, General Obligation Bonds, Series 2017, 5.000%, 12/15/30   12/26 at 100.00 AA 2,699,480
447,649   Total Colorado       469,820,636
    Connecticut – 0.7% (0.4% of Total Investments)        
1,650   Connecticut Health and Educational Facilities Authority, Revenue Bonds, Fairfield University, Series 2016Q-1, 5.000%, 7/01/46   7/26 at 100.00 A- 1,924,576
2,800   Connecticut Health and Educational Facilities Authority, Revenue Bonds, McLean Affiliates, Series 2020A, 5.000%, 1/01/55, 144A   1/26 at 102.00 BB+ 3,024,476
7,165   Connecticut Health and Educational Facilities Authority, Revenue Bonds, Quinnipiac University, Refunding Series 2015L, 5.000%, 7/01/45   7/25 at 100.00 A- 8,178,632
    Connecticut Health and Educational Facilities Authority, Revenue Bonds, Sacred Heart University, Series 2017I-1:        
500   5.000%, 7/01/34   7/27 at 100.00 A3 602,210
2,425   5.000%, 7/01/42   7/27 at 100.00 A3 2,870,885
9

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Connecticut (continued)        
$7,075   Connecticut State, Special Tax Obligation Bonds, Transportation Infrastructure Purposes, Series 2020A, 5.000%, 5/01/40   5/30 at 100.00 A+ $9,172,596
3,285   University of Connecticut, General Obligation Bonds, Series 2020A, 5.000%, 2/15/40   2/30 at 100.00 A 4,253,517
24,900   Total Connecticut       30,026,892
    Delaware – 0.3% (0.2% of Total Investments)        
3,350   Delaware Health Facilities Authority, Revenue Bonds, Nanticoke Memorial Hospital, Series 2013, 5.000%, 7/01/32 (Pre-refunded 7/01/23)   7/23 at 100.00 AA- (4) 3,725,836
1,000   Delaware Health Facilities Authroity, Revenue Bonds, Beebe Medical Center Project, Series 2018, 5.000%, 6/01/48   12/28 at 100.00 BBB 1,197,490
9,070   Delaware Transportation Authority, Revenue Bonds, US 301 Project, Series 2015, 5.000%, 6/01/55   6/25 at 100.00 AA- 10,447,824
13,420   Total Delaware       15,371,150
    District of Columbia – 1.1% (0.7% of Total Investments)        
1,250   District of Columbia Student Dormitory Revenue Bonds, Provident Group - Howard Properties LLC Issue, Series 2013, 5.000%, 10/01/45   10/22 at 100.00 BB- 1,252,488
107,000   District of Columbia Tobacco Settlement Corporation, Tobacco Settlement Asset-Backed Bonds, Series 2006A, 0.000%, 6/15/46   3/21 at 21.09 N/R 22,504,240
    District of Columbia, Revenue Bonds, Georgetown University, Refunding Series 2017:        
3,500   5.000%, 4/01/35   4/27 at 100.00 A- 4,210,535
60   5.000%, 4/01/36 (Pre-refunded 4/01/27)   4/27 at 100.00 N/R (4) 76,619
3,440   5.000%, 4/01/36   4/27 at 100.00 A- 4,128,241
15,150   District of Columbia, Revenue Bonds, Georgetown University, Series 2007A, 5.000%, 4/01/40 (Pre-refunded 4/01/21)  –  AMBAC Insured   4/21 at 100.00 A- (4) 15,271,654
1,195   Washington Metropolitan Area Transit Authority, District of Columbia, Dedicated Revenue Bonds, Series 2020A, 4.000%, 7/15/45   7/30 at 100.00 AA 1,423,341
131,595   Total District of Columbia       48,867,118
    Florida – 7.2% (4.8% of Total Investments)        
2,800   Bay County, Florida, Educational Facilities Revenue Refunding Bonds, Bay Haven Charter Academy, Inc Project, Series 2016, 5.000%, 9/01/46   9/23 at 100.00 BBB 2,971,948
11,000   Cape Coral, Florida, Water and Sewer Revenue Bonds, Refunding Series 2011, 5.000%, 10/01/41 (Pre-refunded 10/01/21)  –  AGM Insured   10/21 at 100.00 A1 (4) 11,356,840
2,830   City of Miami Beach, Florida, Stormwater Revenue Bonds, Series 2015, 5.000%, 9/01/41   9/25 at 100.00 AA- 3,335,325
2,315   Cocoa, Florida, Water and Sewer System Revenue Bonds, Refunding Series 2003, 5.500%, 10/01/23  –  AMBAC Insured   No Opt. Call AA 2,511,798
3,570   Collier County Educational Facilities Authority, Florida, Revenue Bonds, Hodges University, Refunding Series 2013, 6.125%, 11/01/43   11/23 at 100.00 BB+ 3,765,243
5,810   Collier County, Florida, Tourist Development Tax Revenue Bonds, Series 2018, 4.000%, 10/01/43   10/28 at 100.00 Aa3 6,535,030
    Davie, Florida, Educational Facilities Revenue Bonds, Nova Southeastern University Project, Series 2013A:        
8,555   6.000%, 4/01/42 (Pre-refunded 4/01/23)   4/23 at 100.00 Baa1 (4) 9,621,808
4,280   5.625%, 4/01/43 (Pre-refunded 4/01/23)   4/23 at 100.00 Baa1 (4) 4,783,071
10

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Florida (continued)        
$530   Florida Development Finance Corporation, Educational Facilities Revenue Bonds, Renaissance Charter School, Inc Projects, Series 2020C, 5.000%, 9/15/50, 144A   9/27 at 100.00 N/R $580,525
    Florida Municipal Loan Council, Revenue Bonds, Series 2000B:        
1,040   0.000%, 11/01/25  –  NPFG Insured   No Opt. Call Baa2 974,418
1,590   0.000%, 11/01/26  –  NPFG Insured   No Opt. Call Baa2 1,457,219
15,000   Hillsborough County Aviation Authority, Florida, Revenue Bonds, Tampa International Airport, Series 2018F, 5.000%, 10/01/48 (UB) (6)   10/28 at 100.00 A+ 18,455,100
    Hillsborough County Aviation Authority, Florida, Revenue Bonds, Tampa International Airport, Subordinate Lien Series 2015B:        
5,730   5.000%, 10/01/40   10/24 at 100.00 A 6,567,382
12,885   5.000%, 10/01/44   10/24 at 100.00 A 14,732,838
11,145   Hillsborough County Industrial Development Authority, Florida, Hospital Revenue Bonds, Florida Health Sciences Center Inc D/B/A Tampa General Hospital, Series 2020A, 4.000%, 8/01/55   2/31 at 100.00 Baa1 12,785,098
400   Jacksonville, Florida, Better Jacksonville Sales Tax Revenue Bonds, Refunding Series 2012, 5.000%, 10/01/30   10/22 at 100.00 A+ 429,980
1,530   Lakeland, Florida, Hospital System Revenue Bonds, Lakeland Regional Health, Refunding Series 2011, 5.000%, 11/15/24   11/21 at 100.00 A2 1,584,713
2,500   Lakeland, Florida, Hospital System Revenue Bonds, Lakeland Regional Health, Series 2015, 5.000%, 11/15/45   11/24 at 100.00 A2 2,831,550
    Miami Beach Redevelopment Agency, Florida, Tax Increment Revenue Bonds, City Center/Historic Convention Village, Series 2015A:        
3,810   5.000%, 2/01/40  –  AGM Insured   2/24 at 100.00 A1 4,282,859
19,145   5.000%, 2/01/44  –  AGM Insured   2/24 at 100.00 A1 21,490,837
    Miami Health Facilities Authority, Florida, Health Facilities Revenue Bonds, Miami Jewish Health System Inc Project, Series 2017:        
205   5.000%, 7/01/32   7/27 at 100.00 BB+ 189,020
2,000   5.125%, 7/01/38   7/27 at 100.00 BB+ 1,774,820
5,035   5.125%, 7/01/46   7/27 at 100.00 BB+ 4,239,470
7,390   Miami-Dade County Educational Facilities Authority, Florida, Revenue Bonds, University of Miami, Series 2015A, 5.000%, 4/01/45   4/25 at 100.00 A- 8,310,277
17,925   Miami-Dade County Educational Facilities Authority, Florida, Revenue Bonds, University of Miami, Series 2018A, 5.000%, 4/01/53   4/28 at 100.00 A- 21,277,154
10,000   Miami-Dade County Expressway Authority, Florida, Toll System Revenue Bonds, Series 2010A, 5.000%, 7/01/35   3/21 at 100.00 BBB+ 10,030,800
1,210   Miami-Dade County Industrual Development Authority, Florida, Revenue Bonds, Doral Academy, Seres 2018, 5.000%, 1/15/37   1/28 at 100.00 BBB- 1,383,103
1,000   Miami-Dade County, Florida, Aviation Revenue Bonds, Miami International Airport, Refunding Series 2014B, 5.000%, 10/01/37   10/24 at 100.00 A- 1,144,190
1,500   Miami-Dade County, Florida, Aviation Revenue Bonds, Refunding Series 2016A, 5.000%, 10/01/41   10/26 at 100.00 A- 1,783,530
4,715   Miami-Dade County, Florida, Public Facilities Revenue Bonds, Jackson Health System, Series 2017, 5.000%, 6/01/38   6/27 at 100.00 Aa3 5,734,289
11

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Florida (continued)        
$1,850   Miami-Dade County, Florida, Special Obligation Bonds, Refunding Subordinate Series 2012B, 5.000%, 10/01/37 (Pre-refunded 10/01/22)   10/22 at 100.00 A2 (4) $2,000,664
    Miami-Dade County, Florida, Transit System Sales Surtax Revenue Bonds, Refunding Series 2012:        
5,500   5.000%, 7/01/31 (Pre-refunded 7/01/22)   7/22 at 100.00 A1 (4) 5,880,655
3,000   5.000%, 7/01/42 (Pre-refunded 7/01/22)   7/22 at 100.00 A1 (4) 3,207,630
7,000   Miami-Dade County, Florida, Transit System Sales Surtax Revenue Bonds, Series 2018, 4.000%, 7/01/48   7/28 at 100.00 AA 8,081,220
5,770   Miami-Dade County, Florida, Water and Sewer System Revenue Bonds, Series 2013A, 5.000%, 10/01/42 (Pre-refunded 10/01/22)   10/22 at 100.00 A+ (4) 6,239,909
9,965   Miami-Dade County, Florida, Water and Sewer System Revenue Bonds, Series 2019B, 4.000%, 10/01/49   10/29 at 100.00 A+ 11,829,950
2,400   New Smyrna Beach Utilities Commission, Florida, Utility System Revenue Certificates, Refunding Series 2020, 4.000%, 10/01/49   4/30 at 100.00 Aa2 2,886,720
750   Orange County Health Facilities Authority, Florida, Hospital Revenue Bonds, Orlando Health, Inc, Series 2012A, 5.000%, 10/01/42 (Pre-refunded 4/01/22)   4/22 at 100.00 A2 (4) 791,828
1,095   Osceola County, Florida, Transportation Revenue Bonds, Osceola Parkway, Refunding & Improvement Capital Appreciation Series 2019A-2, 0.000%, 10/01/32   10/29 at 91.18 BBB- 836,372
5,045   Osceola County, Florida, Transportation Revenue Bonds, Osceola Parkway, Refunding & Improvement Series 2019A-1, 5.000%, 10/01/49   10/29 at 100.00 BBB- 6,158,583
10,120   Palm Beach County Health Facilities Authority, Florida, Hospital Revenue Bonds, Baptist Health Systems of South Florida Obligated Group, Series 2019, 4.000%, 8/15/49   8/29 at 100.00 A1 11,867,218
5,680   Palm Beach County Health Facilities Authority, Florida, Retirement Communities Revenue Bonds, ACTS Retirement - Life Communities, Inc Obligated Group, Series 2016, 5.000%, 11/15/32   11/26 at 100.00 A- 6,770,787
255   Palm Beach County Health Facilities Authority, Florida, Revenue Bonds, Sinai Residences of Boca Raton Project, Series 2014A, 7.250%, 6/01/34   6/22 at 102.00 N/R 277,058
1,385   Rivercrest Community Development District, Florida, Special Assessment Bonds, Series 2007, 5.000%, 5/01/30  –  RAAI Insured   3/21 at 100.00 A3 1,388,393
6,625   South Broward Hospital District, Florida, Hospital Revenue Bonds, Refunding Series 2015, 4.000%, 5/01/33   5/25 at 100.00 Aa3 7,350,437
    South Miami Health Facilities Authority, Florida, Hospital Revenue Bonds, Baptist Health Systems of South Florida Obligated Group, Series 2017:        
4,595   5.000%, 8/15/42   8/27 at 100.00 A1 5,620,834
12,325   5.000%, 8/15/47   8/27 at 100.00 A1 14,960,948
2,785   Tampa Sports Authority, Hillsborough County, Florida, Sales Tax Payments Special Purpose Bonds, Stadium Project, Series 1995, 5.750%, 10/01/25  –  NPFG Insured   No Opt. Call Baa2 3,127,833
3,300   Tampa, Florida, Health System Revenue Bonds, Baycare Health System, Series 2012A, 5.000%, 11/15/33   5/22 at 100.00 Aa2 3,488,496
4,000   Tampa, Florida, Health System Revenue Bonds, Baycare Health System, Series 2016A, 4.000%, 11/15/46   5/26 at 100.00 Aa2 4,452,520
12

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Florida (continued)        
    Tampa, Florida, Revenue Bonds, H Lee Moffitt Cancer Center and Research Institute, Series 2020B:        
$345   4.000%, 7/01/39   7/30 at 100.00 A- $408,742
5,545   5.000%, 7/01/50   7/30 at 100.00 A- 6,968,790
9,720   Tampa-Hillsborough County Expressway Authority, Florida, Revenue Bonds, Refunding Series 2012B, 5.000%, 7/01/42 (Pre-refunded 7/01/22)   7/22 at 100.00 A2 (4) 10,385,528
1,500   Volusia County Educational Facilities Authority, Florida, Revenue Bonds, Embry-Riddle Aeronautical University, Inc Project, Refunding Series 2011, 5.000%, 10/15/29 (Pre-refunded 10/15/21)  –  AGM Insured   10/21 at 100.00 A2 (4) 1,550,970
2,000   Volusia County Educational Facilities Authority, Florida, Revenue Bonds, Embry-Riddle Aeronautical University, Series 2015B, 5.000%, 10/15/45 (Pre-refunded 4/15/25)   4/25 at 100.00 A3 (4) 2,383,960
1,000   Volusia County Educational Facilities Authority, Florida, Revenue Bonds, Embry-Riddle Aeronautical University, Series 2020A, 4.000%, 10/15/39   10/29 at 100.00 A3 1,159,030
7,400   Volusia County Educational Facilities Authority, Florida, Revenue Bonds, Stetson University Inc Project, Series 2015, 5.000%, 6/01/45   6/25 at 100.00 A- 8,316,268
288,400   Total Florida       325,311,578
    Georgia – 3.9% (2.5% of Total Investments)        
7,230   Atlanta, Georgia, Airport General Revenue Bonds, Refunding Series 2012B, 5.000%, 1/01/42   1/22 at 100.00 A+ 7,484,930
    Atlanta, Georgia, Water and Wastewater Revenue Bonds, Refunding Series 2015:        
3,400   5.000%, 11/01/33 (Pre-refunded 5/01/25)   5/25 at 100.00 AA- (4) 4,081,870
2,040   5.000%, 11/01/35 (Pre-refunded 5/01/25)   5/25 at 100.00 AA- (4) 2,449,122
3,420   Atlanta, Georgia, Water and Wastewater Revenue Bonds, Series 1999A, 5.500%, 11/01/22  –  FGIC Insured   No Opt. Call AA- 3,651,329
2,000   Cobb County Kennestone Hospital Authority, Georgia, Revenue Anticipation Certificates, Wellstar Health System, Series 2017A, 5.000%, 4/01/42   4/27 at 100.00 A 2,409,600
5,725   Fayette County Hospital Authority, Georgia, Revenue Anticipation Certificates, Piedmont Healthcare, Inc Project, Series 2016A, 5.000%, 7/01/46   7/26 at 100.00 A1 6,758,763
    Fulton County Development Authority, Georgia, Hospital Revenue Bonds, Wellstar Health System, Inc Project, Series 2017A:        
4,330   5.000%, 4/01/42   4/27 at 100.00 A 5,216,784
13,620   5.000%, 4/01/47   4/27 at 100.00 A 16,279,577
5,485   4.000%, 4/01/50   4/30 at 100.00 A 6,379,384
29,000   Fulton County Development Authority, Georgia, Revenue Bonds, Piedmont Healthcare, Inc Project, Series 2019A, 4.000%, 7/01/49   7/29 at 100.00 A1 33,773,690
12,590   Gainesville and Hall County Hospital Authority, Georgia, Revenue Anticipation Certificates, Northeast Georgia Health Services Inc, Series 2014A, 5.500%, 8/15/54   2/25 at 100.00 AA- 14,678,303
7,500   Gainesville and Hall County Hospital Authority, Georgia, Revenue Anticipation Certificates, Northeast Georgia Health Services Inc, Series 2017B, 5.250%, 2/15/45   2/27 at 100.00 AA- 9,024,450
3,565   Georgia Municipal Electric Authority, Plant Vogtle Units 3 & 4 Project M Bonds, Series 2019A, 5.000%, 1/01/63   7/28 at 100.00 BBB+ 4,310,620
11,000   Griffin-Spalding County Hospital Authority, Georgia, Revenue Anticipation Certificates, Wellstar Health System Inc, Series 2017A, 4.000%, 4/01/42   4/27 at 100.00 A 12,427,800
13

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Georgia (continued)        
$1,350   Henry County Water and Sewerage Authority, Georgia, Revenue Bonds, Refunding Series 2005, 5.250%, 2/01/27  –  BHAC Insured   No Opt. Call AA+ $1,736,451
    Main Street Natural Gas Inc, Georgia, Gas Supply Revenue Bonds, Series 2019A:        
1,860   5.000%, 5/15/43   5/29 at 100.00 A3 2,276,342
8,000   5.000%, 5/15/49   No Opt. Call A3 12,442,640
7,905   Municipal Electric Authority of Georgia, Plant Vogtle Units 3 & 4 Project J Bonds, Series 2015A, 5.000%, 7/01/60   7/25 at 100.00 Baa1 9,007,669
8,230   Private Colleges and Universities Authority, Georgia, Revenue Bonds, Mercer University, Series 2015, 5.000%, 10/01/40   10/25 at 100.00 Baa1 9,068,555
7,000   Rockdale County Development Authority, Georgia, Revenue Bonds, Piedmont Healthcare, Inc Project, Series 2019A, 4.000%, 7/01/44   7/29 at 100.00 A1 8,210,650
2,615   Valdosta and Lowndes County Hospital Authority, Georgia, Revenue Certificates, South Georgia Medical Center Project, Series 2011B, 5.000%, 10/01/41 (Pre-refunded 10/01/21)   10/21 at 100.00 AA- (4) 2,700,720
147,865   Total Georgia       174,369,249
    Guam – 0.1% (0.1% of Total Investments)        
4,060   Guam Government Waterworks Authority, Water and Wastewater System Revenue Bonds, Series 2013, 5.500%, 7/01/43 (Pre-refunded 7/01/23)   7/23 at 100.00 Baa2 (4) 4,574,727
    Hawaii – 0.0% (0.0% of Total Investments)        
275   Hawaii Department of Budget and Finance, Special Purpose Revenue Bonds, Hawaii Pacific University, Series 2013A, 6.875%, 7/01/43   7/23 at 100.00 BB 289,253
    Idaho – 0.1% (0.1% of Total Investments)        
2,110   Idaho Health Facilities Authority, Revenue Bonds, Saint Luke's Health System Project, Series 2012A, 5.000%, 3/01/47   3/22 at 100.00 A- 2,173,764
2,500   Idaho Housing and Finance Association, GNMA Housing Revenue Refunding Bonds, Wedgewood Terrace Project, Series 2002A-1, 7.250%, 3/20/37   2/21 at 101.00 Aaa 2,537,725
4,610   Total Idaho       4,711,489
    Illinois – 16.9% (11.1% of Total Investments)        
    Board of Regents of Illinois State University, Auxiliary Facilities System Revenue Bonds, Series 2018A:        
1,000   5.000%, 4/01/34  –  AGM Insured   4/28 at 100.00 A2 1,240,510
285   5.000%, 4/01/37  –  AGM Insured   4/28 at 100.00 A2 350,228
1,370   5.000%, 4/01/38  –  AGM Insured   4/28 at 100.00 A2 1,679,784
    Bolingbrook, Will and DuPage Counties, Illinois, General Obligation Bonds, Refunding Series 2002B:        
4,595   0.000%, 1/01/32  –  FGIC Insured   No Opt. Call A2 3,735,735
4,000   0.000%, 1/01/34  –  FGIC Insured   No Opt. Call A2 3,056,760
11,000   Chicago Board of Education, Illinois, Dedicated Capital Improvement Tax Revenue Bonds, Series 2016, 6.000%, 4/01/46   4/27 at 100.00 A- 13,467,850
2,940   Chicago Board of Education, Illinois, General Obligation Bonds, Dedicated Revenues Series 2011A, 5.000%, 12/01/41   12/21 at 100.00 B1 3,018,292
14

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Illinois (continued)        
$5,000   Chicago Board of Education, Illinois, General Obligation Bonds, Dedicated Revenues, Refunding Series 2017G, 5.000%, 12/01/34   12/27 at 100.00 BB- $5,988,400
6,920   Chicago Board of Education, Illinois, General Obligation Bonds, Dedicated Revenues, Refunding Series 2018D, 5.000%, 12/01/46   12/28 at 100.00 BB- 8,235,284
11,450   Chicago Board of Education, Illinois, General Obligation Bonds, Dedicated Revenues, Series 2016A, 7.000%, 12/01/44   12/25 at 100.00 BB- 14,028,654
1,785   Chicago Board of Education, Illinois, General Obligation Bonds, Dedicated Revenues, Series 2016B, 6.500%, 12/01/46   12/26 at 100.00 BB- 2,197,299
23,535   Chicago Board of Education, Illinois, General Obligation Bonds, Dedicated Revenues, Series 2017A, 7.000%, 12/01/46, 144A   12/27 at 100.00 BB- 30,662,339
    Chicago Board of Education, Illinois, General Obligation Bonds, Dedicated Revenues, Series 2021A:        
1,540   5.000%, 12/01/37 (WI/DD, Settling 2/11/21)   12/30 at 100.00 BB- 1,924,569
1,600   5.000%, 12/01/39 (WI/DD, Settling 2/11/21)   12/30 at 100.00 BB- 1,994,736
1,000   Chicago Board of Education, Illinois, Unlimited Tax General Obligation Bonds, Dedicated Tax Revenues, Series 1999A, 5.500%, 12/01/26  –  NPFG Insured   No Opt. Call BB- 1,139,440
3,500   Chicago Transit Authority, Illinois, Capital Grant Receipts Revenue Bonds, Federal Transit Administration Section 5307 Urbanized Area Formula Funds, Refunding Series 2011, 5.250%, 6/01/26  –  AGM Insured   6/21 at 100.00 A2 3,555,755
3,225   Chicago Transit Authority, Illinois, Sales Tax Receipts Revenue Bonds, Second Lien Series 2020A, 4.000%, 12/01/55   12/29 at 100.00 A+ 3,709,782
5,785   Chicago Transit Authority, Illinois, Sales Tax Receipts Revenue Bonds, Series 2011, 5.250%, 12/01/40 (Pre-refunded 12/01/21)   12/21 at 100.00 A3 (4) 6,032,772
9,285   Chicago Transit Authority, Illinois, Sales Tax Receipts Revenue Bonds, Series 2014, 5.250%, 12/01/49   12/24 at 100.00 AA 10,806,626
    Chicago, Illinois, General Obligation Bonds, City Colleges, Series 1999:        
32,670   0.000%, 1/01/22  –  FGIC Insured   No Opt. Call BBB- 32,297,235
22,670   0.000%, 1/01/25  –  FGIC Insured   No Opt. Call BBB- 21,273,075
10,565   Chicago, Illinois, General Obligation Bonds, Project & Refunding Series 2017A, 6.000%, 1/01/38   1/27 at 100.00 BBB- 12,871,340
4,000   Chicago, Illinois, General Obligation Bonds, Series 2019A, 5.000%, 1/01/40   1/29 at 100.00 BBB- 4,741,520
5,000   Chicago, Illinois, Sales Tax Revenue Bonds, Series 2011A, 5.000%, 1/01/41 (Pre-refunded 1/01/22)   1/22 at 100.00 N/R (4) 5,224,200
5,000   Cook County Community College District 508, Illinois, General Obligation Bonds, Chicago City Colleges, Series 2013, 5.250%, 12/01/43   12/23 at 100.00 BBB 5,494,200
4,500   Cook County Community College District 508, Illinois, General Obligation Bonds, Chicago City Colleges, Series 2017, 5.000%, 12/01/47   12/27 at 100.00 A+ 5,282,775
3,500   Evanston, Cook County, Illinois, General Obligation Bonds, Corporate Purpose Series 2018A, 4.000%, 12/01/43   6/28 at 100.00 Aa2 4,043,410
    Illinois Educational Facilities Authority, Revenue Bonds, Field Museum of Natural History, Series 2002RMKT:        
2,750   3.900%, 11/01/36   11/27 at 102.00 A 3,034,570
5,265   5.500%, 11/01/36   11/23 at 100.00 A 5,959,875
15

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Illinois (continued)        
$3,215   Illinois Finance Authority, Health Services Facility Lease Revenue Bonds, Provident Group - UIC Surgery Center, LLC - University of Illinois Health Services Facility Project, Series 2020, 4.000%, 10/01/55   10/30 at 100.00 BBB+ $3,567,686
5,020   Illinois Finance Authority, Revenue Bonds, Advocate Health Care Network, Series 2012, 5.000%, 6/01/42 (Pre-refunded 6/01/22)   6/22 at 100.00 Aa3 (4) 5,343,489
    Illinois Finance Authority, Revenue Bonds, Ascension Health/fkaPresence Health Network, Series 2016C:        
3,500   5.000%, 2/15/32   2/27 at 100.00 Aa2 4,335,520
55   4.000%, 2/15/41 (Pre-refunded 2/15/27)   2/27 at 100.00 N/R (4) 66,287
1,200   4.000%, 2/15/41 (Pre-refunded 2/15/27)   2/27 at 100.00 N/R (4) 1,446,252
25,880   4.000%, 2/15/41   2/27 at 100.00 Aa2 29,558,583
1,000   5.000%, 2/15/41   2/27 at 100.00 Aa2 1,211,150
4,200   Illinois Finance Authority, Revenue Bonds, Centegra Health System, Series 2012, 5.000%, 9/01/38   9/22 at 100.00 AA+ 4,469,178
    Illinois Finance Authority, Revenue Bonds, Centegra Health System, Series 2014A:        
8,750   5.000%, 9/01/39   9/24 at 100.00 AA+ 9,850,663
11,030   5.000%, 9/01/42   9/24 at 100.00 AA+ 12,340,585
2,910   Illinois Finance Authority, Revenue Bonds, Ingalls Health System, Series 2013, 5.000%, 5/15/43 (Pre-refunded 5/15/22)   5/22 at 100.00 A1 (4) 3,073,775
16,165   Illinois Finance Authority, Revenue Bonds, Mercy Health Corporation, Series 2016, 5.000%, 12/01/40   6/26 at 100.00 A3 18,660,068
1,100   Illinois Finance Authority, Revenue Bonds, Northwestern Memorial Healthcare, Tender Option Bond Trust 2015-XF0076, 17.997%, 8/15/37, 144A (IF)   8/22 at 100.00 AA+ 1,327,029
13,540   Illinois Finance Authority, Revenue Bonds, OSF Healthcare System, Series 2015A, 5.000%, 11/15/45   11/25 at 100.00 A3 15,483,667
2,215   Illinois Finance Authority, Revenue Bonds, Rehabilitation Institute of Chicago, Series 2013A, 6.000%, 7/01/43   7/23 at 100.00 A- 2,441,373
4,135   Illinois Finance Authority, Revenue Bonds, Silver Cross Hospital and Medical Centers, Refunding Series 2015C, 5.000%, 8/15/44   8/25 at 100.00 BBB+ 4,639,263
5,410   Illinois FInance Authority, Revenue Bonds, Southern Illinois Healthcare Enterprises, Inc, Series 2017A, 5.000%, 3/01/47   3/27 at 100.00 A+ 6,384,503
8,040   Illinois Finance Authority, Revenue Bonds, The Carle Foundation, Series 2011A, 6.000%, 8/15/41  –  AGM Insured   8/21 at 100.00 A2 8,250,407
2,500   Illinois Finance Authority, Revenue Bonds, The University of Chicago Medical Center, Series 2011C, 5.500%, 8/15/41 (Pre-refunded 2/15/21) (UB) (6)   2/21 at 100.00 AA- (4) 2,504,775
15,510   Illinois Finance Authority, Revenue Bonds, University of Chicago, Series 2012A, 5.000%, 10/01/51   10/21 at 100.00 AA- 15,912,950
    Illinois State, General Obligation Bonds, April Series 2014:        
2,500   5.000%, 4/01/31   4/24 at 100.00 BBB- 2,743,125
3,000   5.000%, 4/01/38   4/24 at 100.00 BBB- 3,249,840
16

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Illinois (continued)        
    Illinois State, General Obligation Bonds, December Series 2017A:        
$5,000   5.000%, 12/01/34   12/27 at 100.00 BBB- $5,879,250
1,175   5.000%, 12/01/35   12/27 at 100.00 BBB- 1,378,169
5,420   5.000%, 12/01/39   12/27 at 100.00 BBB- 6,302,159
1,600   Illinois State, General Obligation Bonds, February Series 2014, 5.250%, 2/01/32   2/24 at 100.00 BBB- 1,756,464
1,750   Illinois State, General Obligation Bonds, January Series 2016, 5.000%, 1/01/32   1/26 at 100.00 BBB- 2,001,090
3,565   Illinois State, General Obligation Bonds, June Series 2016, 5.000%, 6/01/26   No Opt. Call BBB- 4,223,812
    Illinois State, General Obligation Bonds, May Series 2018A:        
17,000   6.000%, 5/01/26   No Opt. Call BBB- 20,961,000
4,485   6.000%, 5/01/27   No Opt. Call BBB- 5,678,817
    Illinois State, General Obligation Bonds, May Series 2020:        
1,115   5.500%, 5/01/30   No Opt. Call BBB- 1,448,407
5,305   5.500%, 5/01/39   5/30 at 100.00 BBB- 6,668,173
2,515   Illinois State, General Obligation Bonds, November Series 2016, 5.000%, 11/01/23   No Opt. Call BBB- 2,790,820
9,710   Illinois State, General Obligation Bonds, October Series 2016, 5.000%, 2/01/27   No Opt. Call BBB- 11,658,700
2,500   Illinois State, General Obligation Bonds, Series 2012A, 5.000%, 3/01/25   3/22 at 100.00 BBB- 2,607,550
2,035   Illinois State, General Obligation Bonds, Series 2013, 5.500%, 7/01/38   7/23 at 100.00 BBB- 2,198,675
5,030   Illinois Toll Highway Authority, Toll Highway Revenue Bonds, Senior Lien Series 2013A, 5.000%, 1/01/38, 144A   1/23 at 100.00 A1 5,447,842
    Illinois Toll Highway Authority, Toll Highway Revenue Bonds, Senior Lien Series 2014B:        
8,000   5.000%, 1/01/38   1/24 at 100.00 A1 8,936,560
6,500   5.000%, 1/01/39   1/24 at 100.00 A1 7,254,975
10,040   Illinois Toll Highway Authority, Toll Highway Revenue Bonds, Senior Lien Series 2015A, 5.000%, 1/01/40   7/25 at 100.00 A1 11,738,166
8,890   Illinois Toll Highway Authority, Toll Highway Revenue Bonds, Senior Lien Series 2015B, 5.000%, 1/01/40   1/26 at 100.00 A1 10,529,138
10,000   Illinois Toll Highway Authority, Toll Highway Revenue Bonds, Senior Lien Series 2017A, 5.000%, 1/01/42   1/28 at 100.00 A1 12,270,200
10,310   Illinois Toll Highway Authority, Toll Highway Revenue Bonds, Senior Lien Series 2020A, 5.000%, 1/01/45   1/31 at 100.00 A1 13,327,015
1,115   Illinois Toll Highway Authority, Toll Highway Revenue Bonds, Tender Option Bond Trust 2015-XF0051, 17.657%, 1/01/38, 144A (IF)   1/23 at 100.00 A1 1,485,894
11,050   Illinois, General Obligation Bonds, Illinois FIRST Program, Series 2001, 6.000%, 11/01/26  –  FGIC Insured   No Opt. Call BBB- 13,894,822
1,740   Lake County Community Unit School District 60, Waukegan, Illinois, General Obligation Refunding Bonds, Series 2001B, 0.000%, 11/01/21  –  AGM Insured   No Opt. Call A2 1,733,127
3,125   Macon County School District 61 Decatur, Illinois, General Obligation Bonds, Alternate Revenue Source Refunding School Series 2020C, 4.000%, 1/01/45  –  AGM Insured   1/27 at 100.00 A3 3,488,781
17,945   McHenry and Kane Counties Community Consolidated School District 158, Huntley, Illinois, General Obligation Bonds, Series 2003, 0.000%, 1/01/22  –  FGIC Insured   No Opt. Call Baa2 17,811,310
5,000   Metropolitan Pier and Exposition Authority, Illinois, McCormick Place Expansion Project Bonds, Refunding Series 2012B, 5.000%, 6/15/52   6/22 at 100.00 BB+ 5,224,400
17

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Illinois (continued)        
$2,350   Metropolitan Pier and Exposition Authority, Illinois, McCormick Place Expansion Project Bonds, Refunding Series 2020A, 5.000%, 6/15/50   12/29 at 100.00 BB+ $2,808,509
8,800   Metropolitan Pier and Exposition Authority, Illinois, McCormick Place Expansion Project Bonds, Series 2015A, 5.500%, 6/15/53   12/25 at 100.00 BB+ 10,025,576
4,750   Metropolitan Pier and Exposition Authority, Illinois, McCormick Place Expansion Project Bonds, Series 2017A, 5.000%, 6/15/57   12/27 at 100.00 BB+ 5,477,653
    Metropolitan Pier and Exposition Authority, Illinois, Revenue Bonds, McCormick Place Expansion Project, Capital Appreciation Refunding Series 2010B-1:        
33,000   0.000%, 6/15/45  –  AGM Insured   No Opt. Call BB+ 16,672,920
5,355   0.000%, 6/15/46  –  AGM Insured   No Opt. Call BB+ 2,610,241
    Metropolitan Pier and Exposition Authority, Illinois, Revenue Bonds, McCormick Place Expansion Project, Refunding Series 1996A:        
5,010   0.000%, 12/15/21  –  NPFG Insured   No Opt. Call BB+ 4,970,621
23,920   0.000%, 12/15/22  –  NPFG Insured   No Opt. Call BB+ 23,466,955
13,350   0.000%, 12/15/24  –  NPFG Insured   No Opt. Call BB+ 12,706,797
    Metropolitan Pier and Exposition Authority, Illinois, Revenue Bonds, McCormick Place Expansion Project, Refunding Series 1998A:        
385   5.500%, 12/15/23  –  NPFG Insured (ETM)   No Opt. Call N/R (4) 392,442
2,970   5.500%, 12/15/23  –  NPFG Insured   No Opt. Call BB+ 3,206,531
2,995   5.500%, 12/15/23  –  FGIC Insured (ETM)   No Opt. Call BB+ (4) 3,213,695
    Metropolitan Pier and Exposition Authority, Illinois, Revenue Bonds, McCormick Place Expansion Project, Series 2002A:        
1,420   5.700%, 6/15/25 (Pre-refunded 6/15/22)   6/22 at 101.00 N/R (4) 1,538,854
5,080   5.700%, 6/15/25   6/22 at 101.00 BB+ 5,387,289
8,000   5.750%, 6/15/26  –  NPFG Insured   6/22 at 101.00 BB+ 8,482,160
1,115   5.750%, 6/15/27   6/22 at 101.00 BB+ 1,180,395
4,610   5.750%, 6/15/27 (Pre-refunded 6/15/22)   6/22 at 101.00 N/R (4) 4,998,992
195   0.000%, 6/15/30 (ETM)   No Opt. Call N/R (4) 175,625
3,505   0.000%, 6/15/30   No Opt. Call BBB 2,887,664
28,000   0.000%, 12/15/35  –  AGM Insured   No Opt. Call BB+ 19,937,400
3,280   0.000%, 6/15/37  –  NPFG Insured   No Opt. Call BB+ 2,123,931
11,715   0.000%, 12/15/38  –  NPFG Insured   No Opt. Call BB+ 7,182,349
7,790   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) 9,297,053
17,865   Regional Transportation Authority, Cook, DuPage, Kane, Lake, McHenry and Will Counties, Illinois, General Obligation Bonds, Series 1999, 5.750%, 6/01/23  –  AGM Insured   No Opt. Call A2 19,231,315
2,300   Regional Transportation Authority, Cook, DuPage, Kane, Lake, McHenry and Will Counties, Illinois, General Obligation Bonds, Series 2000A, 6.500%, 7/01/30  –  NPFG Insured   No Opt. Call A2 3,140,006
4,125   Southwestern Illinois Development Authority, Health Facility Revenue Bonds, Memorial Group, Inc, Series 2013, 7.625%, 11/01/48 (Pre-refunded 11/01/23)   11/23 at 100.00 N/R (4) 4,944,720
18

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Illinois (continued)        
    Springfield, Illinois, Electric Revenue Bonds, Senior Lien Series 2015:        
$2,250   5.000%, 3/01/29   3/25 at 100.00 A3 $2,629,935
7,000   5.000%, 3/01/31   3/25 at 100.00 A3 8,163,610
2,000   University of Illinois, Health Services Facilities System Revenue Bonds, Series 2013, 6.250%, 10/01/38   10/23 at 100.00 Baa1 2,257,260
4,810   Will County Community High School District 210 Lincoln-Way, Illinois, General Obligation Bonds, Series 2006, 0.000%, 1/01/23  –  AGM Insured   No Opt. Call A2 4,730,202
    Will County Community Unit School District 201-U Crete-Monee, Illinois, General Obligation Bonds, Capital Appreciation Series 2004:        
780   0.000%, 11/01/22  –  NPFG Insured (ETM)   No Opt. Call Baa2 (4) 774,844
2,550   0.000%, 11/01/22  –  NPFG Insured   No Opt. Call Baa2 2,512,337
719,805   Total Illinois       759,730,380
    Indiana – 3.0% (2.0% of Total Investments)        
6,000   Indiana Finance Authority, Educational Facilities Revenue Bonds, Valparaiso University Project, Series 2014, 5.000%, 10/01/44   10/24 at 100.00 Baa1 6,439,440
    Indiana Finance Authority, Hospital Revenue Bonds, Community Health Network Project, Series 2012A:        
5,000   4.000%, 5/01/35 (Pre-refunded 5/01/23)   5/23 at 100.00 A (4) 5,428,150
5,420   5.000%, 5/01/42 (Pre-refunded 5/01/23)   5/23 at 100.00 A (4) 6,005,631
10,000   Indiana Finance Authority, Hospital Revenue Bonds, Indiana Unversity Health Obligation Group, Fixed Rate Series 2019A, 4.000%, 12/01/49   12/29 at 100.00 AA 11,731,800
    Indiana Finance Authority, Hospital Revenue Bonds, Indiana Unversity Health Obligation Group, Refunding 2015A:        
1,875   4.000%, 12/01/40   6/25 at 100.00 AA 2,067,656
3,400   5.000%, 12/01/40   6/25 at 100.00 AA 3,912,856
8,630   Indiana Finance Authority, Revenue Bonds, Community Foundation of Northwest Indiana Obligated Group, Series 2012, 5.000%, 3/01/41 (Pre-refunded 3/01/22)   3/22 at 100.00 AA- (4) 9,081,694
11,000   Indiana Finance Authority, Wastewater Utility Revenue Bonds, CWA Authority Project, First Lien Green Series 2016A, 5.000%, 10/01/46   10/26 at 100.00 A+ 13,091,100
4,200   Indiana Finance Authority, Wastewater Utility Revenue Bonds, CWA Authority Project, First Lien Green Series 2020A, 4.000%, 10/01/45   10/30 at 100.00 Aa3 5,083,134
5,000   Indiana Finance Authority, Wastewater Utility Revenue Bonds, CWA Authority Project, Series 2011B, 5.000%, 10/01/41   10/21 at 100.00 A1 5,136,150
5,000   Indiana Finance Authority, Wastewater Utility Revenue Bonds, CWA Authority Project, Series 2012A, 5.000%, 10/01/37   10/22 at 100.00 Aa3 5,349,550
13,215   Indiana Finance Authority, Wastewater Utility Revenue Bonds, CWA Authority Project, Series 2014A, 5.000%, 10/01/44   10/24 at 100.00 A+ 15,117,960
5,130   Indiana Finance Authority, Water Utility Revenue Bonds, Citizens Energy Group Project, First Lien Series 2016A, 5.000%, 10/01/46   10/26 at 100.00 A+ 6,105,213
1,960   Indiana Health Facility Financing Authority, Revenue Bonds, Ancilla Systems Inc Obligated Group, Series 1997, 5.250%, 7/01/22  –  NPFG Insured (ETM)   3/21 at 100.00 N/R (4) 1,967,703
14,100   Indiana Municipal Power Agency Power Supply System Revenue Bonds, Refunding Series 2016A, 5.000%, 1/01/42   7/26 at 100.00 A+ 16,715,268
19

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Indiana (continued)        
$3,000   Indiana Municipal Power Agency, Power Supply System Revenue Bonds, Series 2011A, 5.000%, 1/01/31 (Pre-refunded 7/01/21)   7/21 at 100.00 A+ (4) $3,060,060
    Indianapolis Local Public Improvement Bond Bank, Indiana, Series 1999E:        
9,255   0.000%, 2/01/25  –  AMBAC Insured   No Opt. Call AA- 8,998,544
9,560   0.000%, 2/01/26  –  AMBAC Insured   No Opt. Call AA- 9,193,087
1,580   Zionsville Community Schools Building Corporation, Boone County, Indiana, First Mortgage Bonds, Series 2005Z, 0.000%, 1/15/28  –  AGM Insured   No Opt. Call A2 1,471,217
123,325   Total Indiana       135,956,213
    Iowa – 1.9% (1.3% of Total Investments)        
16,130   Iowa Finance Authority, Iowa, Midwestern Disaster Area Revenue Bonds, Iowa Fertilizer Company Project, Series 2013, 5.250%, 12/01/25   12/23 at 100.00 B 17,899,461
2,690   Iowa Finance Authority, Iowa, Midwestern Disaster Area Revenue Bonds, Iowa Fertilizer Company Project, Series 2018B, 5.250%, 12/01/50 (Mandatory Put 12/01/37)   12/22 at 105.00 BB- 3,005,456
3,085   Iowa Finance Authority, Senior Housing Revenue Bonds, Northcrest Inc Project, Series 2018A, 5.000%, 3/01/48   3/24 at 103.00 BB+ 3,275,838
    Iowa Tobacco Settlement Authority, Asset Backed Settlement Revenue Bonds, Series 2005C:        
13,950   5.375%, 6/01/38   3/21 at 100.00 B- 14,163,854
12,830   5.500%, 6/01/42   3/21 at 100.00 B- 13,026,684
5,675   5.625%, 6/01/46   3/21 at 100.00 B- 5,761,998
16,100   Iowa Tobacco Settlement Authority, Tobacco Asset-Backed Revenue Bonds, Series 2005B, 5.600%, 6/01/34   3/21 at 100.00 B- 16,346,813
    Xenia Rural Water District, Iowa, Water Revenue Bonds, Refunding Capital Loan Note Series 2016:        
4,700   5.000%, 12/01/36   12/26 at 100.00 BBB+ 5,505,721
5,990   5.000%, 12/01/41   12/26 at 100.00 BBB+ 6,955,049
81,150   Total Iowa       85,940,874
    Kansas – 0.4% (0.2% of Total Investments)        
2,000   Kansas Development Finance Authority, Health Facilities Revenue Bonds, Stormont-Vail Health Care Inc, Series 2013J, 5.000%, 11/15/38   11/22 at 100.00 A2 2,119,080
3,000   Kansas Development Finance Authority, Hospital Revenue Bonds, Adventist Health System/Sunbelt Obligated Group, Series 2012A, 5.000%, 11/15/28   5/22 at 100.00 AA 3,172,710
3,700   Kansas Municipal Energy Agency, Power Project Revenue Bonds, Dogwood Project, Series 2018A, 5.000%, 4/01/38  –  BAM Insured   4/26 at 100.00 AA 4,379,246
5,270   Lawrence, Kansas, Hospital Revenue Bonds, Lawrence Memorial Hospital, Series 2018A, 5.000%, 7/01/43   7/28 at 100.00 A 6,393,722
13,970   Total Kansas       16,064,758
    Kentucky – 1.0% (0.6% of Total Investments)        
6,010   Kentucky Economic Development Finance Authority, Health System Revenue Bonds, Norton Healthcare Inc, Series 2000B, 0.000%, 10/01/28  –  NPFG Insured   No Opt. Call Baa2 5,262,596
2,000   Kentucky Economic Development Finance Authority, Hospital Revenue Bonds, Baptist Healthcare System Obligated Group, Series 2011, 5.000%, 8/15/42 (Pre-refunded 8/15/21)   8/21 at 100.00 N/R (4) 2,051,860
20

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Kentucky (continued)        
$1,300   Kentucky Economic Development Finance Authority, Hospital Revenue Bonds, Owensboro Health, Refunding Series 2017A, 5.000%, 6/01/37   6/27 at 100.00 BB+ $1,458,314
4,625   Kentucky Economic Development Finance Authority, Revenue Bonds, CommonSpirit Health, Series 2019A-2, 5.000%, 8/01/49   8/29 at 100.00 BBB+ 5,672,933
    Kentucky Public Transportation Infrastructure Authority, First Tier Toll Revenue Bonds, Downtown Crossing Project, Convertible Capital Appreciation Series 2013C:        
5,000   0.000%, 7/01/43 (5)   7/31 at 100.00 Baa3 5,885,100
8,610   0.000%, 7/01/46 (5)   7/31 at 100.00 Baa3 10,151,276
    Kentucky Public Transportation Infrastructure Authority, First Tier Toll Revenue Bonds, Downtown Crossing Project, Series 2013A:        
2,655   5.750%, 7/01/49   7/23 at 100.00 Baa3 2,932,156
430   6.000%, 7/01/53   7/23 at 100.00 Baa3 476,999
4,630   Lexington-Fayette Urban County Government Public Facilities Corporation, Kentucky State Lease Revenue Bonds, Eastern State Hospital Project, Series 2011A, 5.250%, 6/01/31   6/21 at 100.00 A- 4,691,625
    Louisville/Jefferson County Metro Government, Kentucky, Revenue Bonds, Catholic Health Initiatives, Series 2012A:        
2,980   5.000%, 12/01/35 (Pre-refunded 6/01/22)   6/22 at 100.00 BBB+ (4) 3,169,975
3,000   5.000%, 12/01/35   6/22 at 100.00 N/R 3,191,250
41,240   Total Kentucky       44,944,084
    Louisiana – 3.2% (2.1% of Total Investments)        
7,160   Ascension Parish Industrial development Board, Louisiana, Revenue Bonds, Impala Warehousing (US) LLC Project, Series 2013, 6.000%, 7/01/36   7/23 at 100.00 N/R 7,484,420
5,500   East Baton Rouge Sewerage Commission, Louisiana, Revenue Bonds, Refunding Series 2019A, 4.000%, 2/01/45   2/29 at 100.00 AA- 6,504,300
1,870   Jefferson Sales Tax District, Jefferson Parish, Louisiana, Special Sales Tax Revenue Bonds, Series 2017B, 5.000%, 12/01/42  –  AGM Insured   12/27 at 100.00 A1 2,260,512
    Louisiana Publc Facilities Authority, Lousiana, Revenue Bonds, Ochsner Clinic Foundation Project, Refunding Series 2017:        
4,000   5.000%, 5/15/42   5/27 at 100.00 A3 4,788,320
22,625   5.000%, 5/15/46   5/27 at 100.00 A3 26,892,754
20,745   Louisiana Publc Facilities Authority, Lousiana, Revenue Bonds, Ochsner Clinic Foundation Project, Series 2020A, 4.000%, 5/15/49   5/30 at 100.00 A3 24,161,494
2,000   Louisiana Public Facilities Authority, Hospital Revenue Bonds, Louisiana Children's Medical Center Hospital, Series 2020A, 4.000%, 6/01/50   6/30 at 100.00 A+ 2,323,540
1,695   Louisiana Public Facilities Authority, Lease Revenue Bonds, Provident Group-Flagship Properties LLC - Louisiana State University Nicolson Gateway Project, Series 2016A, 5.000%, 7/01/46   7/26 at 100.00 A3 1,943,402
    Louisiana Public Facilities Authority, Revenue Bonds, Ochsner Clinic Foundation Project, Refunding Series 2016:        
20   4.000%, 5/15/35 (Pre-refunded 5/15/26)   5/26 at 100.00 N/R (4) 23,624
2,345   4.000%, 5/15/36   5/26 at 100.00 A3 2,622,038
20   5.000%, 5/15/47 (Pre-refunded 5/15/26)   5/26 at 100.00 N/R (4) 24,666
21

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Louisiana (continued)        
$5,750   Louisiana Public Facilities Authority, Revenue Bonds, Ochsner Clinic Foundation Project, Series 2011, 6.750%, 5/15/41 (Pre-refunded 5/15/21)   5/21 at 100.00 A3 (4) $5,859,365
1,975   Louisiana Public Facilities Authority, Revenue Bonds, Ochsner Clinic Foundation Project, Series 2015, 5.000%, 5/15/47   5/25 at 100.00 A3 2,242,810
13,590   Louisiana Stadium and Exposition District, Revenue Refunding Bonds, Senior Lien Series 2013A, 5.000%, 7/01/36   7/23 at 100.00 A2 14,645,400
1,015   Louisiana State, Gasoline and Fuels Tax Revenue Bonds, Refunding Second Lien Series 2017C, 5.000%, 5/01/45   11/27 at 100.00 AA- 1,232,819
12,000   New Orleans Aviation Board, Louisiana, General Airport Revenue Bonds, North Terminal Project, Series 2015A, 5.000%, 1/01/45   1/25 at 100.00 A- 13,614,240
5,000   New Orleans Aviation Board, Louisiana, General Airport Revenue Bonds, North Terminal Project, Series 2017A, 5.000%, 1/01/48   1/27 at 100.00 A- 5,924,650
6,280   New Orleans, Louisiana, Sewerage Service Revenue Bonds, Refunding Series 2014, 5.000%, 6/01/44   6/24 at 100.00 BBB+ 7,044,904
4,000   Port New Orleans Board of Commissioners, Louisiana, Revenue Bonds, Port Facilities, Refunding Series 2018A, 5.000%, 4/01/48  –  AGM Insured   4/28 at 100.00 A2 4,867,640
5,000   Saint Tammany Parish Hospital Service District 1, Louisiana, Hospital Revenue Bonds, St Tammany Parish Hospital Project, Refunding Series 2018A, 5.000%, 7/01/48   7/28 at 100.00 A+ 6,064,100
1,355   Shreveport, Louisiana, Water and Sewer Revenue Bonds, Refunding Series 2015, 5.000%, 12/01/40   12/25 at 100.00 A- 1,572,572
123,945   Total Louisiana       142,097,570
    Maine – 0.6% (0.4% of Total Investments)        
7,000   Maine Health and Higher Educational Facilities Authority Revenue Bonds, Eastern Maine Medical Center Obligated Group Issue, Series 2013, 5.000%, 7/01/43   7/23 at 100.00 Ba1 7,378,280
6,300   Maine Health and Higher Educational Facilities Authority Revenue Bonds, Eastern Maine Medical Center Obligated Group Issue, Series 2016A, 5.000%, 7/01/41   7/26 at 100.00 Ba1 6,960,366
    Maine Health and Higher Educational Facilities Authority Revenue Bonds, MaineHealth Issue, Series 2018A:        
3,440   5.000%, 7/01/43   7/28 at 100.00 A+ 4,200,102
2,935   5.000%, 7/01/48   7/28 at 100.00 A+ 3,557,367
1,050   Maine Health and Higher Educational Facilities Authority, Revenue Bonds, Maine General Medical Center, Series 2011, 6.750%, 7/01/41 (Pre-refunded 7/01/21)   7/21 at 100.00 BB (4) 1,078,613
2,430   Maine Turnpike Authority, Turnpike Revenue Bonds, Series 2020, 4.000%, 7/01/45   7/30 at 100.00 AA- 2,874,325
23,155   Total Maine       26,049,053
    Maryland – 1.2% (0.8% of Total Investments)        
    Baltimore, Maryland, Convention Center Hotel Revenue Bonds, Refunding Series 2017:        
3,260   5.000%, 9/01/35   9/27 at 100.00 BB- 3,419,186
1,000   5.000%, 9/01/39   9/27 at 100.00 BB- 1,047,510
1,645   5.000%, 9/01/46   9/27 at 100.00 BB- 1,715,488
8,610   Baltimore, Maryland, Revenue Bonds, Water Projects, Subordinate Series 2017A, 5.000%, 7/01/41   1/27 at 100.00 A+ 10,437,472
275   Maryland Health and HIgher Educational Facilities Authority, Revenue Bonds, Frederick Health System Issue; Series 2020, 4.000%, 7/01/50   7/30 at 100.00 Baa1 316,762
22

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Maryland (continued)        
$1,000   Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, Mercy Medical Cente, Series 2011, 6.250%, 7/01/31   7/21 at 100.00 BBB+ $1,023,340
3,500   Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, University of Maryland Medical System Issue, Series 2013A, 5.000%, 7/01/43 (Pre-refunded 7/01/22)   7/22 at 100.00 A- (4) 3,739,645
4,000   Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, University of Maryland Medical System Issue, Taxable Series 2017D, 4.000%, 7/01/48   1/28 at 100.00 A- 4,468,160
17,000   Maryland Stadium Authority, Revenue Bonds, Baltimore City Public Schools Construction & Revitalization Program, Series 2018A, 5.000%, 5/01/42   5/28 at 100.00 AA- 20,951,820
2,000   Montgomery County, Maryland, Revenue Bonds, Trinity Health Credit Group, Series 2015, 5.000%, 12/01/44   6/25 at 100.00 AA- 2,334,000
1,150   Rockville Mayor and Council, Maryland, Economic Development Revenue Bonds, Ingleside King Farm Project, Series 2017A-1, 5.000%, 11/01/37   11/24 at 103.00 B- 1,222,657
2,250   Rockville Mayor and Council, Maryland, Economic Development Revenue Bonds, Series 2017B, 5.000%, 11/01/47   11/24 at 103.00 B- 2,350,620
45,690   Total Maryland       53,026,660
    Massachusetts – 1.7% (1.1% of Total Investments)        
1,250   Massachusetts Development Finance Agency, Hospital Revenue Bonds, Cape Cod Healthcare Obligated Group, Series 2013, 5.250%, 11/15/41   11/23 at 100.00 A 1,375,913
435   Massachusetts Development Finance Agency, Revenue Bonds, Atrius Health Issue, Series 2019A, 5.000%, 6/01/39   6/29 at 100.00 BBB 539,952
930   Massachusetts Development Finance Agency, Revenue Bonds, Boston Medical Center Issue, Green Bonds, Series 2015D, 5.000%, 7/01/44   7/25 at 100.00 BBB 1,040,707
11,370   Massachusetts Development Finance Agency, Revenue Bonds, Boston University, Series 2016BB-1, 5.000%, 10/01/46   10/26 at 100.00 AA- 13,633,994
3,630   Massachusetts Development Finance Agency, Revenue Bonds, CareGroup Issue, Series 2018J-2, 5.000%, 7/01/53   7/28 at 100.00 A3 4,297,303
1,100   Massachusetts Development Finance Agency, Revenue Bonds, Dana-Farber Cancer Institute Issue, Series 2016N, 5.000%, 12/01/46   12/26 at 100.00 A 1,318,207
    Massachusetts Development Finance Agency, Revenue Bonds, Emerson College, Series 2015:        
2,070   4.500%, 1/01/45   1/25 at 100.00 Baa2 2,223,511
8,800   5.000%, 1/01/45   1/25 at 100.00 Baa2 9,691,616
2,700   Massachusetts Development Finance Agency, Revenue Bonds, Olin College, Series 2013E, 5.000%, 11/01/43   11/23 at 100.00 A 2,944,755
4,000   Massachusetts Development Finance Agency, Revenue Bonds, Partners HealthCare System Issue, Series 2017S-1, 4.000%, 7/01/35   1/28 at 100.00 AA- 4,675,440
805   Massachusetts Development Finance Agency, Revenue Bonds, Southcoast Health System Obligated Group Issue, Series 2021G, 5.000%, 7/01/50 (WI/DD, Settling 2/04/21)   7/31 at 100.00 BBB+ 1,041,887
1,725   Massachusetts Development Finance Agency, Revenue Bonds, Wellforce Issue, Series 2019A, 5.000%, 7/01/44   1/29 at 100.00 BBB+ 2,063,273
    Massachusetts Development Finance Agency, Revenue Bonds, Western New England University, Series 2015:        
1,380   5.000%, 9/01/40   9/25 at 100.00 BBB 1,554,611
1,545   5.000%, 9/01/45   9/25 at 100.00 BBB 1,728,469
23

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Massachusetts (continued)        
$3,000   Massachusetts Development Finance Authority, Revenue Bonds, WGBH Educational Foundation, Series 2002A, 5.750%, 1/01/42  –  AMBAC Insured   No Opt. Call AA- $4,802,580
900   Massachusetts Port Authority, Special Facilities Revenue Bonds, ConRac Project, Series 2011A, 5.125%, 7/01/41 (Pre-refunded 7/01/21)   7/21 at 100.00 BBB+ (4) 918,675
6,840   Massachusetts School Building Authority, Dedicated Sales Tax Revenue Bonds, Senior Series 2013A, 5.000%, 5/15/43 (Pre-refunded 5/15/23)   5/23 at 100.00 Aa2 (4) 7,600,129
7,500   Massachusetts School Building Authority, Dedicated Sales Tax Revenue Bonds, Tender Option Bond Trust 2016-XF2223, Formerly Tender Option Bond Trust 14021, 9.386%, 8/15/24, 144A (IF)   8/22 at 100.00 AAA 8,611,875
8,050   Metropolitan Boston Transit Parking Corporation, Massachusetts, Systemwide Parking Revenue Bonds, Senior Lien Series 2011, 5.000%, 7/01/41   7/21 at 100.00 A- 8,187,575
68,030   Total Massachusetts       78,250,472
    Michigan – 6.2% (4.1% of Total Investments)        
6,525   Caledonia Community Schools, Kent, Allegan and Barry Counties, Michigan, General Obligation Bonds, School Building & Site Series 2020I, 4.000%, 5/01/50   5/30 at 100.00 AA 7,656,826
5,335   Detroit Water and Sewerage Department, Michigan, Sewage Disposal System Revenue Bonds, Refunding Senior Lien Series 2012A, 5.250%, 7/01/39 (Pre-refunded 7/01/22)   7/22 at 100.00 A1 (4) 5,723,068
2,830   Detroit, Michigan, Senior Lien Sewerage Disposal System Revenue Bonds, Series 2001B, 5.500%, 7/01/29  –  NPFG Insured   No Opt. Call A2 3,570,979
10,000   Detroit, Michigan, Water Supply System Revenue Bonds, Senior Lien Series 2011A, 5.250%, 7/01/41 (Pre-refunded 7/01/21)   7/21 at 100.00 A1 (4) 10,214,700
3,500   Eastern Michigan University, General Revenue Bonds, Series 2018A, 4.000%, 3/01/44  –  AGM Insured   3/28 at 100.00 A2 4,006,275
    Grand Rapids and Kent County Joint Building Authority, Michigan, Limited Tax General Obligation Bonds, Devos Place Project, Series 2001:        
7,660   0.000%, 12/01/21   No Opt. Call AAA 7,650,502
7,955   0.000%, 12/01/22   No Opt. Call AAA 7,923,816
8,260   0.000%, 12/01/23   No Opt. Call AAA 8,193,177
8,575   0.000%, 12/01/24   No Opt. Call AAA 8,454,864
10,000   Great Lakes Water Authority, Michigan, Water Supply Revenue Bonds, Refunding Senior Lien Series 2016C, 5.000%, 7/01/35   7/26 at 100.00 A1 12,147,600
27,960   Great Lakes Water Authority, Michigan, Water Supply Revenue Bonds, Senior Lien Series 2016A, 5.000%, 7/01/46   7/26 at 100.00 A1 33,312,662
    Hudsonville Public Schools, Ottawa and Allegan Counties, Michigan, General Obligation Bonds, School Building & Site Series 2020-I:        
2,040   4.000%, 5/01/45   5/30 at 100.00 AA 2,428,702
7,615   4.000%, 5/01/49   5/30 at 100.00 AA 9,034,131
9,600   Lansing Board of Water and Light, Michigan, Utility System Revenue Bonds, Series 2021A, 5.000%, 7/01/51   7/31 at 100.00 AA- 12,752,256
    Michigan Finance Authority, Distributable State Aid Revenue Bonds, Charter County of Wayne, Second Lien Refunding Series 2020:        
5,625   4.000%, 11/01/50   11/30 at 100.00 Aa3 6,659,944
16,375   4.000%, 11/01/55   11/30 at 100.00 Aa3 19,416,329
24

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Michigan (continued)        
$9,000   Michigan Finance Authority, Hospital Revenue Bonds, Henry Ford Health System, Series 2019A, 4.000%, 11/15/50   11/29 at 100.00 A $10,389,960
405   Michigan Finance Authority, Local Government Loan Program Revenue Bonds, Detroit Water & Sewerage Department Water Supply System Local Project, Refunding Senior Loan Series 2014D-1, 5.000%, 7/01/37  –  AGM Insured   7/24 at 100.00 A1 461,068
1,300   Michigan Finance Authority, Local Government Loan Program Revenue Bonds, Detroit Water & Sewerage Department Water Supply System Local Project, Series 2014C-1, 5.000%, 7/01/44 (Pre-refunded 7/01/22)   7/22 at 100.00 N/R (4) 1,389,973
    Michigan Finance Authority, Michigan, Revenue Bonds, Trinity Health Credit Group, Refunding Series 2016MI:        
100   5.000%, 12/01/45 (Pre-refunded 6/01/26)   6/26 at 100.00 N/R (4) 124,117
6,900   5.000%, 12/01/45   6/26 at 100.00 AA- 8,229,285
12,520   Michigan Finance Authority, Michigan, Revenue Bonds, Trinity Health Credit Group, Refunding Series 2017A-MI, 4.000%, 12/01/36   12/27 at 100.00 AA- 14,605,456
5,035   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- 5,902,531
    Michigan Finance Authority, Revenue Bonds, Trinity Health Credit Group, Refunding Series 2011MI:        
35   5.000%, 12/01/39 (Pre-refunded 12/01/21)   12/21 at 100.00 N/R (4) 36,381
9,965   5.000%, 12/01/39 (Pre-refunded 12/01/21)   12/21 at 100.00 AA- (4) 10,371,074
3,000   Michigan Finance Authority, Revenue Bonds, Trinity Health Credit Group, Refunding Series 2015MI, 5.000%, 12/01/31 (Pre-refunded 6/01/22)   6/22 at 100.00 AA- (4) 3,193,320
4,055   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 5,113,801
10,330   Michigan Hospital Finance Authority, Revenue Bonds, Ascension Health Senior Credit Group, Refunding & Project Series 2010F-6, 4.000%, 11/15/47   11/26 at 100.00 Aa2 11,713,807
1,315   Michigan Public Power Agency, AFEC Project Revenue Bonds, Series 2012A, 5.000%, 1/01/43   1/22 at 100.00 BBB+ 1,358,803
    Michigan State Building Authority, Revenue Bonds, Facilities Program, Refunding Series 2015-I:        
2,085   5.000%, 4/15/31 (Pre-refunded 10/15/25)   10/25 at 100.00 N/R (4) 2,542,261
14,915   5.000%, 4/15/31   10/25 at 100.00 AA- 17,956,914
1,615   5.000%, 4/15/38   10/25 at 100.00 AA- 1,922,867
2,000   Michigan State Hospital Finance Authority, Revenue Bonds, Trinity Health Care Group, Series 2009C, 5.000%, 12/01/48 (Pre-refunded 6/01/22)   6/22 at 100.00 AA- (4) 2,128,880
4,790   Mona Shores Public Schools, Muskegon County, Michigan, General Obligation Bonds, School Building & Site Series 2019I, 5.000%, 5/01/48   5/29 at 100.00 Aa1 5,966,089
5,780   Oakland University, Michigan, General Revenue Bonds, Series 2012, 5.000%, 3/01/42   3/22 at 100.00 A1 6,027,731
2,200   Wayne County Airport Authority, Michigan, Revenue Bonds, Detroit Metropolitan Wayne County Airport, Series 2015D, 5.000%, 12/01/45   12/25 at 100.00 A- 2,579,962
5,000   Wayne State University, Michigan, General Revenue Bonds, Series 2018A, 5.000%, 11/15/43   11/28 at 100.00 A+ 6,225,750
242,200   Total Michigan       277,385,861
25

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Minnesota – 2.2% (1.5% of Total Investments)        
$285   Baytown Township, Minnesota Charter School Lease Revenue Bonds, Saint Croix Preparatory Academy, Refunding Series 2016A, 4.000%, 8/01/36   8/26 at 100.00 BB+ $302,909
350   Chatfield, Minnesota, Healthcare and Housing Facilities Revenue Bonds, Chosen Valley Care Center Project, Refunding Series 2019, 4.000%, 9/01/39   9/26 at 102.00 N/R 307,566
4,005   City of Milaca, Minnesota Refunding Revenue Bonds, Grandview Christian Home Project, Series 2016, 5.000%, 10/01/41   10/24 at 102.00 N/R 4,185,666
    Dakota County Community Development Agency, Minnesota, Senior Housing Revenue Bonds, Walker Highview Hills LLC Project, Refunding Series 2016A:        
2,130   3.500%, 8/01/25, 144A   8/22 at 100.00 N/R 2,178,798
1,000   5.000%, 8/01/46, 144A   8/22 at 100.00 N/R 1,032,630
    Duluth Economic Development Authority, Minnesota, Health Care Facilities Revenue Bonds, Essentia Health Obligated Group, Series 2018A:        
3,750   5.000%, 2/15/48   2/28 at 100.00 A- 4,457,588
8,250   5.000%, 2/15/53   2/28 at 100.00 A- 9,762,307
5,240   5.250%, 2/15/53   2/28 at 100.00 A- 6,300,733
5,500   5.000%, 2/15/58   2/28 at 100.00 A- 6,496,600
9,840   Independent School District 621, Mounds View, Minnesota, General Obligation Bonds, School Building Series 2018A, 4.000%, 2/01/41   2/27 at 100.00 AAA 11,279,986
2,800   Itasca County Independent School District 318, Minnesota, General Obligation Bonds, Series 2018A, 4.000%, 2/01/37   2/27 at 100.00 AAA 3,233,244
    Minneapolis, Minnesota, Health Care System Revenue Bonds, Fairview Health Services, Series 2018A:        
2,530   4.000%, 11/15/48   11/28 at 100.00 A3 2,878,558
3,395   5.000%, 11/15/49   11/28 at 100.00 A3 4,141,493
    Minneapolis-St Paul Metropolitan Airports Commission, Minnesota, Airport Revenue Bonds, Senior Lien Series 2016C:        
3,500   5.000%, 1/01/41   1/27 at 100.00 A+ 4,216,940
5,000   5.000%, 1/01/46   1/27 at 100.00 A+ 5,966,650
2,855   Rochester, Minnesota, Electric Utility Revenue Bonds, Refunding Series 2017A, 5.000%, 12/01/47   12/26 at 100.00 Aa3 3,440,389
4,000   Saint Cloud, Minnesota, Health Care Revenue Bonds, CentraCare Health System, Series 2019, 4.000%, 5/01/49   5/29 at 100.00 A2 4,545,800
4,170   Saint Paul Housing & Redevelopment Authority, Minnesota, Charter School Lease Revenue Bonds, Nova Classical Academy, Series 2016A, 4.125%, 9/01/47   9/24 at 102.00 BB+ 4,407,815
3,000   Saint Paul Housing and Redevelopment Authority, Minnesota, Health Care Facility Revenue Bonds, HealthPartners Obligated Group, Refunding Series 2015A, 5.000%, 7/01/30   7/25 at 100.00 A 3,542,340
    Saint Paul Housing and Redevelopment Authority, Minnesota, Health Care Revenue Bonds, Fairview Health Services, Series 2017A:        
595   4.000%, 11/15/35   11/27 at 100.00 A3 683,857
1,470   4.000%, 11/15/43   11/27 at 100.00 A3 1,659,277
850   Sartell, Minnesota, Health Care Facilities Revenue Bonds, Country Manor Campus LLC Project, Refunding Series 2017, 5.000%, 9/01/42   9/27 at 100.00 N/R 877,855
26

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Minnesota (continued)        
    St Paul Housing and Redevelopment Authority, Minnesota, Hospital Revenue Bonds, HealthEast Inc, Series 2015A:        
$3,595   5.000%, 11/15/40 (Pre-refunded 11/15/25)   11/25 at 100.00 N/R (4) $4,387,698
5,315   5.000%, 11/15/44 (Pre-refunded 11/15/25)   11/25 at 100.00 N/R (4) 6,486,957
    Wayzata, Minnesota Senior Housing Revenue Bonds, Folkestone Senior Living Community, Refunding Series 2019:        
300   5.000%, 8/01/32   8/24 at 102.00 N/R 323,103
150   5.000%, 8/01/33   8/24 at 102.00 N/R 161,343
250   5.000%, 8/01/35   8/24 at 102.00 N/R 268,648
600   4.000%, 8/01/39   8/24 at 102.00 N/R 616,398
2,000   5.000%, 8/01/49   8/24 at 102.00 N/R 2,129,280
86,725   Total Minnesota       100,272,428
    Mississippi – 0.3% (0.2% of Total Investments)        
11,465   Medical Center Educational Building Corporation, Mississippi, Revenue Bonds, University of Mississippi Medical Center New Facilities & Refinancing Project, Series 2017A, 4.000%, 6/01/47   6/27 at 100.00 Aa2 12,963,590
    Missouri – 4.4% (2.9% of Total Investments)        
2,585   Bi-State Development Agency of the Missouri-Illinois Metropolitan District, Mass Transit Sales Tax Appropriation Bonds, Refunding Combined Lien Series 2013A, 5.000%, 10/01/44 (Pre-refunded 10/01/22)   10/22 at 100.00 AA- (4) 2,795,522
    Boone County, Missouri, Hospital Revenue Bonds, Boone Hospital Center, Refunding Series 2016:        
2,470   4.000%, 8/01/33   8/26 at 100.00 Ba1 2,599,206
4,590   5.000%, 8/01/35   8/26 at 100.00 Ba1 5,059,327
640   4.000%, 8/01/38   8/26 at 100.00 Ba1 666,829
    Hannibal Industrial Development Authority, Missouri, Health Facilities Revenue Bonds, Hannibal Regional Healthcare System, Series 2017:        
2,860   5.000%, 10/01/42   10/27 at 100.00 BBB+ 3,418,930
1,000   5.000%, 10/01/47   10/27 at 100.00 BBB+ 1,182,990
    Kansas City Municipal Assistance Corporation, Missouri, Leasehold Revenue Bonds, Series 2004B-1:        
8,150   0.000%, 4/15/27  –  AMBAC Insured   No Opt. Call A1 7,625,303
5,000   0.000%, 4/15/31  –  AMBAC Insured   No Opt. Call A1 4,236,800
    Kansas City, Missouri, Sanitary Sewer System Revenue Bonds, Improvement Series 2018A:        
2,475   4.000%, 1/01/38   1/28 at 100.00 AA 2,938,493
4,470   4.000%, 1/01/42   1/28 at 100.00 AA 5,272,857
2,700   Maryland Heights, Missouri, Tax Increment and Special District Revenue Bonds, Westport Plaza Redevelopment Area, Series 2020, 4.125%, 11/01/38   11/29 at 100.00 N/R 2,854,467
5,385   Metropolitan St Louis Sewerage District, Missouri, Wastewater System Revenue Bonds, Series 2020B, 5.000%, 5/01/49   5/30 at 100.00 AA+ 7,048,480
3,000   Missouri Environmental Improvement and Energy Resources Authority, Revenue Bonds, Union Electric Company Project, Refunding Series 1998A, 2.900%, 9/01/33   7/27 at 102.00 A 3,301,620
27

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Missouri (continued)        
$1,350   Missouri Health and Education Facilities Authority, Health Facilities Revenue Bonds, Saint Luke's Health System, Inc, Series 2016, 5.000%, 11/15/35   5/26 at 100.00 A+ $1,613,250
5,000   Missouri Health and Education Facilities Authority, Health Facilities Revenue Bonds, Saint Luke's Health System, Inc, Series 2020, 4.000%, 11/15/50   11/30 at 100.00 A+ 5,893,600
1,400   Missouri Health and Educational Facilities Authority, Educational Facilities Revenue Bonds, Kansas City University of Medicine and Biosciences, Series 2017A, 5.000%, 6/01/42   6/27 at 100.00 A1 1,675,758
11,985   Missouri Health and Educational Facilities Authority, Educational Facilities Revenue Bonds, Saint Louis College of Pharmacy, Series 2013, 5.500%, 5/01/43   5/23 at 100.00 BBB 12,669,104
3,665   Missouri Health and Educational Facilities Authority, Health Facilities Revenue Bonds, BJC Health System, Series 2015A, 4.000%, 1/01/45   1/25 at 100.00 AA 3,962,745
1,500   Missouri Health and Educational Facilities Authority, Health Facilities Revenue Bonds, BJC Health System, Variable Rate Demand Obligation Series 2013C, 4.000%, 1/01/50 (Mandatory Put 1/01/46)   7/26 at 100.00 AA 1,684,830
14,000   Missouri Health and Educational Facilities Authority, Health Facilities Revenue Bonds, BJC Health System, Variable Rate Demand Obligation Series 2017D, 4.000%, 1/01/58 (Mandatory Put 1/01/48) (UB) (6)   1/28 at 100.00 AA 15,803,760
17,300   Missouri Health and Educational Facilities Authority, Health Facilities Revenue Bonds, CoxHealth, Series 2013A, 5.000%, 11/15/48   11/23 at 100.00 A2 18,834,683
    Missouri Health and Educational Facilities Authority, Health Facilities Revenue Bonds, CoxHealth, Series 2019A:        
4,165   4.000%, 11/15/44   5/29 at 100.00 A2 4,762,678
4,220   4.000%, 11/15/49   5/29 at 100.00 A2 4,794,848
    Missouri Health and Educational Facilities Authority, Health Facilities Revenue Bonds, Mercy Health, Series 2017C:        
2,220   5.000%, 11/15/42   11/27 at 100.00 A+ 2,698,432
3,000   5.000%, 11/15/47   11/27 at 100.00 A+ 3,619,380
20,150   Missouri Health and Educational Facilities Authority, Health Facilities Revenue Bonds, Mercy Health, Series 2020, 4.000%, 6/01/53   6/30 at 100.00 A+ 23,287,959
3,000   Missouri Health and Educational Facilities Authority, Health Facilities Revenue Bonds, SSM Health Care, Series 2014A, 4.000%, 6/01/33   6/24 at 100.00 A+ 3,244,440
10,000   Missouri Health and Educational Facilities Authority, Revenue Bonds, Children's Mercy Hospital, Series 2017A, 4.000%, 5/15/42   5/25 at 102.00 A+ 11,052,400
    Missouri Health and Educational Facilities Authority, Revenue Bonds, Lutheran Senior Services Projects, Series 2014A:        
1,540   5.000%, 2/01/35   2/24 at 100.00 BBB 1,669,067
2,000   5.000%, 2/01/44   2/24 at 100.00 BBB 2,151,320
1,150   Missouri Health and Educational Facilities Authority, Revenue Bonds, Lutheran Senior Services Projects, Series 2016A, 5.000%, 2/01/46   2/26 at 100.00 BBB 1,283,124
700   Missouri Health and Educational Facilities Authority, Revenue Bonds, Lutheran Senior Services Projects, Series 2016B, 5.000%, 2/01/34   2/26 at 100.00 BBB 797,608
1,700   Missouri Health and Educational Facilities Authority, Revenue Bonds, Lutheran Senior Services Projects, Series 2019A, 5.000%, 2/01/42   2/24 at 104.00 BBB 1,894,633
28

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Missouri (continued)        
    Missouri Health and Educational Facilities Authority, Revenue Bonds, Lutheran Senior Services Projects, Series 2019C:        
$1,500   5.000%, 2/01/42   2/29 at 102.00 BBB $1,786,440
1,000   4.000%, 2/01/48   2/29 at 100.00 BBB 1,064,040
500   Missouri Health and Educational Facilities Authority, Revenue Bonds, Saint Louis University, Series 2019A, 4.000%, 10/01/48   4/29 at 100.00 A1 560,470
7,085   Missouri Joint Municipal Electric Utility Commission, Power Project Revenue Bonds, Pairie State Power Project, Refunding Series 2016A, 5.000%, 12/01/34   6/26 at 100.00 A2 8,417,618
    Saint Charles County Public Water Supply District 2, Missouri, Certificates of Participation, Refudning Series 2016C:        
1,675   4.000%, 12/01/31   12/25 at 100.00 AA+ 1,911,326
2,535   5.000%, 12/01/32   12/25 at 100.00 AA+ 3,020,757
220   Saint Louis County Industrial Development Authority, Missouri, Revenue Bonds, Friendship Village of Sunset Hills, Series 2013A, 5.875%, 9/01/43   9/23 at 100.00 BB+ 238,726
7,250   Saint Louis County Industrial Development Authority, Missouri, Revenue Bonds, Friendship Village Saint Louis Obligated Group, Series 2018A, 5.250%, 9/01/53   9/25 at 103.00 BB+ 8,119,565
720   The Industrial Development Authority of the City of Saint Louis, Missouri, Development Financing Revenue Bonds, Ballpark Village Development Project, Series 2017A, 3.875%, 11/15/29   11/26 at 100.00 N/R 703,901
177,855   Total Missouri       198,217,286
    Montana – 0.4% (0.2% of Total Investments)        
1,475   Kalispell, Montana, Housing and Healthcare Facilities Revenue Bonds, Immanuel Lutheran Corporation, Series 2017A, 5.250%, 5/15/47   5/25 at 102.00 N/R 1,514,560
3,310   Montana Facilities Finance Authority, Montana, Health Facilities Reveue Bonds, Bozeman Deaconess Health Services Obligated Group, Series 2018, 5.000%, 6/01/48   6/28 at 100.00 A 3,992,323
4,965   Montana Facility Finance Authority, Healthcare Facility Revenue Bonds, Kalispell Regional Medical Center, Series 2018B, 5.000%, 7/01/48   7/28 at 100.00 BBB 5,775,437
2,580   Montana Facility Finance Authority, Hospital Revenue Bonds, Benefis Health System Obligated Group, Refunding Series 2016, 5.000%, 2/15/41   2/27 at 100.00 A+ 3,073,606
1,825   Montana Facility Finance Authority, Revenue Bonds, Billings Clinic Obligated Group, Series 2018A, 5.000%, 8/15/48   8/28 at 100.00 AA- 2,287,418
14,155   Total Montana       16,643,344
    Nebraska – 0.8% (0.5% of Total Investments)        
2,620   Central Plains Energy Project, Nebraska, Gas Project 3 Revenue Bonds, Series 2012, 5.000%, 9/01/42   9/22 at 100.00 BBB+ 2,798,474
1,200   Douglas County Hospital Authority 2, Nebraska, Health Facilities Revenue Bonds, Children's Hospital Obligated Group, Refunding Series 2020A, 4.000%, 11/15/39   11/30 at 100.00 A1 1,434,468
3,000   Douglas County Hospital Authority 2, Nebraska, Health Facilities Revenue Bonds, Children's Hospital Obligated Group, Series 2017, 5.000%, 11/15/47   5/27 at 100.00 A1 3,613,830
    Douglas County Hospital Authority 3, Nebraska, Health Facilities Revenue Bonds, Nebraska Methodist Health System, Refunding Series 2015:        
3,500   5.000%, 11/01/45   11/25 at 100.00 A 3,985,030
1,400   5.000%, 11/01/48   11/25 at 100.00 A 1,591,058
29

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Nebraska (continued)        
$2,280   Lincoln County Hospital Authority 1, Nebraska, Hospital Revenue and Refunding Bonds, Great Plains Regional Medical Center Project, Series 2012, 5.000%, 11/01/42 (Pre-refunded 11/01/21)   11/21 at 100.00 A (4) $2,360,256
4,000   Lincoln, Nebraska, Electric System Revenue Bonds, Refunding Series 2012, 5.000%, 9/01/37 (Pre-refunded 9/01/22)   9/22 at 100.00 AA (4) 4,309,480
    Madison County Hospital Authority 1, Nebraska, Hospital Revenue Bonds, Faith Regional Health Services Project, Refunding Series 2017A:        
2,150   5.000%, 7/01/29   7/27 at 100.00 BBB 2,598,146
2,000   5.000%, 7/01/30   7/27 at 100.00 BBB 2,404,660
    Madison County Hospital Authority 1, Nebraska, Hospital Revenue Bonds, Faith Regional Health Services Project, Series 2018:        
1,000   5.000%, 7/01/32   7/25 at 100.00 BBB 1,146,970
820   5.000%, 7/01/33   7/25 at 100.00 BBB 938,064
2,000   5.000%, 7/01/34   7/25 at 100.00 BBB 2,284,060
5,110   Municipal Energy Agency of Nebraska, Power Supply System Revenue Bonds, Refunding Series 2016A, 5.000%, 4/01/38   10/26 at 100.00 A 6,123,262
31,080   Total Nebraska       35,587,758
    Nevada – 2.4% (1.6% of Total Investments)        
6,030   Carson City, Nevada, Hospital Revenue Bonds, Carson Tahoe Regional Healthcare Project, Series 2017A, 5.000%, 9/01/47   9/27 at 100.00 A- 6,988,046
4,000   Clark County School District, Nevada, General Obligation Bonds, Limited Tax Building Series 2018A, 4.000%, 6/15/37   6/28 at 100.00 A+ 4,673,120
7,525   Clark County, Nevada, General Obligation Bonds, Stadium Improvement, Limited Tax Additionally Secured by Pledged Revenues, Series 2018A, 5.000%, 5/01/48   6/28 at 100.00 AA+ 9,255,901
365   Director of the State of Nevada Department of Business and Industry, Charter School Lease Revenue Bonds, Somerset Academy, Series 2018A, 5.000%, 12/15/38, 144A   12/25 at 100.00 BB 389,302
    Henderson, Nevada, Limited Obligation Bonds, Local Improvement District T-18 Inspirada, Refunding Series 2016:        
2,300   4.000%, 9/01/26   No Opt. Call N/R 2,496,052
1,525   4.000%, 9/01/27   9/26 at 100.00 N/R 1,650,660
2,660   4.000%, 9/01/29   9/26 at 100.00 N/R 2,848,035
2,920   4.000%, 9/01/30   9/26 at 100.00 N/R 3,108,836
10,000   Las Vegas Valley Water District, Nevada, General Obligation Bonds, Refunding Series 2011C, 5.000%, 6/01/38   6/21 at 100.00 AA 10,144,000
    Las Vegas Valley Water District, Nevada, General Obligation Bonds, Refunding Series 2015:        
5,000   5.000%, 6/01/32   12/24 at 100.00 AA 5,840,400
10,000   5.000%, 6/01/33   12/24 at 100.00 AA 11,651,800
6,620   5.000%, 6/01/39   12/24 at 100.00 Aa1 7,691,579
11,915   5.000%, 6/01/39 (UB) (6)   12/24 at 100.00 AA 13,843,681
30

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Nevada (continued)        
    Las Vegas Valley Water District, Nevada, General Obligation Bonds, Tender Option Bond Trust 2015-XF0233:        
$1,000   18.228%, 12/01/22, 144A (IF) (6)   No Opt. Call AA $1,647,500
3,995   18.318%, 12/01/22, 144A (IF) (6)   No Opt. Call AA 6,580,125
1,250   18.329%, 6/01/39, 144A (IF) (6)   12/24 at 100.00 AA 2,059,375
1,250   18.329%, 6/01/39, 144A (IF) (6)   12/24 at 100.00 AA 2,059,375
2,500   18.329%, 6/01/39, 144A (IF) (6)   12/24 at 100.00 AA 4,118,750
4,100   Las Vegas Valley Water District, Nevada, General Obligation Bonds, Water Series 2012B, 5.000%, 6/01/42   6/22 at 100.00 AA 4,337,226
    Washoe County, Nevada, General Obligation Bonds, Reno-Sparks Convention & Visitors Authority, Refunding Series 2011:        
395   5.000%, 7/01/32 (Pre-refunded 7/01/21)   7/21 at 100.00 N/R (4) 402,908
530   5.000%, 7/01/32 (Pre-refunded 7/01/21)   7/21 at 100.00 N/R (4) 540,611
7,615   5.000%, 7/01/32 (Pre-refunded 7/01/21)   7/21 at 100.00 AA (4) 7,769,051
93,495   Total Nevada       110,096,333
    New Hampshire – 0.2% (0.1% of Total Investments)        
1,500   New Hampshire Health and Education Facilities Authority, Revenue Bonds, Concord Hospital, Series 2017, 5.000%, 10/01/47   10/27 at 100.00 A2 1,778,595
    New Hampshire Health and Education Facilities Authority, Revenue Bonds, Dartmouth-Hitchcock Obligated Group, Series 2018A:        
1,115   5.000%, 8/01/36   2/28 at 100.00 A 1,365,351
2,935   5.000%, 8/01/37   2/28 at 100.00 A 3,585,044
1,110   New Hampshire Health and Education Facilities Authority, Revenue Bonds, Dartmouth-Hitchcock Obligated Group, Series 2020A, 5.000%, 8/01/59   No Opt. Call A 1,799,088
6,660   Total New Hampshire       8,528,078
    New Jersey – 6.5% (4.3% of Total Investments)        
10,600   New Jersey Economic Development Authority, Revenue Bonds, New Jersey Transit Corporation Projects Sublease, Refunding Series 2017B, 5.000%, 11/01/25   No Opt. Call BBB 12,743,850
6,000   New Jersey Economic Development Authority, Revenue Bonds, Provident Group - Montclair Properties LLC, Montclair State University Student Housing Project, Refunding Series 2017, 5.000%, 6/01/42  –  AGM Insured   6/27 at 100.00 A2 7,090,920
20,890   New Jersey Economic Development Authority, School Facilities Construction Bonds, Refunding Series 2016BBB, 5.500%, 6/15/30   12/26 at 100.00 BBB 25,946,842
    New Jersey Economic Development Authority, School Facilities Construction Bonds, Series 2014UU:        
5,515   5.000%, 6/15/30   6/24 at 100.00 BBB 6,234,597
935   5.000%, 6/15/40 (Pre-refunded 6/15/24)   6/24 at 100.00 N/R (4) 1,086,666
4,065   5.000%, 6/15/40   6/24 at 100.00 BBB 4,528,816
1,000   New Jersey Economic Development Authority, School Facilities Construction Bonds, Series 2018EEE, 5.000%, 6/15/43   12/28 at 100.00 BBB 1,213,420
2,550   New Jersey Economic Development Authority, School Facilities Construction Bonds, Social Series 2021QQQ, 4.000%, 6/15/50   12/30 at 100.00 BBB 2,922,300
31

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    New Jersey (continued)        
$6,975   New Jersey Economic Development Authority, School Facilities Construction Financing Program Bonds, Refunding Series 2011GG, 5.000%, 9/01/24   3/21 at 100.00 BBB $7,000,668
2,020   New Jersey Health Care Facilities Financing Authority, New Jersey, Revenue Bonds, Saint Peters University Hospital, Series 2007, 5.750%, 7/01/37   3/21 at 100.00 BB+ 2,026,949
2,500   New Jersey Health Care Facilities Financing Authority, Revenue Bonds, Hackensack Meridian Health Obligated Group, Refunding Series 2017A, 5.000%, 7/01/37   7/27 at 100.00 AA- 3,070,175
720   New Jersey Health Care Facilities Financing Authority, Revenue Bonds, Robert Wood Johnson University Hospital, Series 2013A, 5.500%, 7/01/43   7/23 at 100.00 A1 803,635
10,970   New Jersey Health Care Facilities Financing Authority, Revenue Bonds, RWJ Barnabas Health Obligated Group, Refunding Series 2016A, 5.000%, 7/01/43   7/26 at 100.00 A1 13,294,543
695   New Jersey Health Care Facilities Financing Authority, Revenue Bonds, University Hospital Issue, Refunding Series 2015A, 5.000%, 7/01/46  –  AGM Insured   7/25 at 100.00 BB- 795,893
    New Jersey Transportation Trust Fund Authority, Federal Highway Reimbursement Revenue Notes, Series 2016A-1:        
3,050   5.000%, 6/15/28   6/26 at 100.00 Baa1 3,668,327
7,795   5.000%, 6/15/29   6/26 at 100.00 Baa1 9,328,043
    New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Capital Appreciation Series 2010A:        
5,000   0.000%, 12/15/26   No Opt. Call BBB 4,629,050
16,495   0.000%, 12/15/33   No Opt. Call BBB 12,318,961
    New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Refunding Series 2006C:        
1,815   0.000%, 12/15/26  –  BHAC Insured   No Opt. Call AA+ 1,741,275
10,000   0.000%, 12/15/30  –  FGIC Insured   No Opt. Call BBB 8,421,000
38,000   0.000%, 12/15/33  –  AGM Insured   No Opt. Call BBB+ 30,909,580
45,000   0.000%, 12/15/35  –  AMBAC Insured   No Opt. Call BBB 32,756,850
10,000   0.000%, 12/15/36  –  AMBAC Insured   No Opt. Call BBB 7,040,900
5,000   New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series 2010D, 5.000%, 12/15/23   No Opt. Call BBB 5,647,950
2,310   New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series 2011B, 5.500%, 6/15/31   6/21 at 100.00 BBB 2,352,296
1,000   New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series 2012A, 5.000%, 6/15/42   6/22 at 100.00 BBB 1,049,430
7,500   New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series 2013AA, 5.500%, 6/15/39   6/23 at 100.00 BBB 8,240,850
5,000   New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series 2019A, 5.000%, 12/15/32   12/29 at 100.00 BBB 6,389,400
5,000   New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series 2019BB, 4.000%, 6/15/44   12/28 at 100.00 BBB 5,639,900
8,020   New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series 2020AA, 4.000%, 6/15/45   12/30 at 100.00 BBB 9,278,579
14,000   New Jersey Turnpike Authority, Revenue Bonds, Refunding Series 2005D-1, 5.250%, 1/01/26  –  AGM Insured   No Opt. Call A2 17,281,740
1,160   New Jersey Turnpike Authority, Revenue Bonds, Series 2017B, 4.000%, 1/01/34   1/28 at 100.00 A2 1,359,462
32

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    New Jersey (continued)        
$1,315   New Jersey Turnpike Authority, Revenue Bonds, Tender Option Bond Trust 2016-XF1057, 17.467%, 1/01/43 (Pre-refunded 7/01/22), 144A (IF) (6)   7/22 at 100.00 N/R (4) $1,678,256
1,500   New Jersey Turnpike Authority, Turnpike Revenue Bonds, Series 2017G, 4.000%, 1/01/33   1/28 at 100.00 A2 1,763,715
3,000   Rahway Valley Sewerage Authority, New Jersey, Sewer Revenue Bonds, Series 2005A, 0.000%, 9/01/25  –  NPFG Insured   No Opt. Call Aa3 2,917,230
    Rutgers State University, New Jersey, Revenue Bonds, Refunding Series 2013L:        
2,000   5.000%, 5/01/38 (Pre-refunded 5/01/23)   5/23 at 100.00 A+ (4) 2,218,480
910   5.000%, 5/01/43 (Pre-refunded 5/01/23)   5/23 at 100.00 A+ (4) 1,009,408
3,905   South Jersey Transportation Authority, New Jersey, Transportation System Revenue Bonds, Series 2020A, 5.000%, 11/01/45   11/30 at 100.00 Baa2 4,973,252
    Tobacco Settlement Financing Corporation, New Jersey, Tobacco Settlement Asset-Backed Bonds, Series 2018A:        
10,355   5.000%, 6/01/46   6/28 at 100.00 BBB+ 12,593,647
4,710   5.250%, 6/01/46   6/28 at 100.00 BBB+ 5,813,506
2,615   Tobacco Settlement Financing Corporation, New Jersey, Tobacco Settlement Asset-Backed Bonds, Series 2018B, 5.000%, 6/01/46   6/28 at 100.00 BB+ 3,117,891
291,890   Total New Jersey       292,898,252
    New Mexico – 0.1% (0.1% of Total Investments)        
4,825   New Mexico Hospital Equipment Loan Council, Hospital Revenue Bonds, Presbyterian Healthcare Services, Series 2019A, 4.000%, 8/01/48   8/29 at 100.00 Aa3 5,600,522
    New York – 8.6% (5.7% of Total Investments)        
7,000   Brooklyn Arena Local Development Corporation, New York, Payment in Lieu of Taxes Revenue Bonds, Barclays Center Project, Series 2009, 0.000%, 7/15/45   No Opt. Call Ba1 3,259,760
3,000   Dormitory Authority of the State of New York, Revenue Bonds, Columbia University, Series 2011A, 5.000%, 10/01/41   4/21 at 100.00 AAA 3,022,020
12,830   Dormitory Authority of the State of New York, Revenue Bonds, New School University, Series 2015A, 5.000%, 7/01/50   7/25 at 100.00 BBB+ 14,743,979
3,200   Dormitory Authority of the State of New York, Revenue Bonds, New York University, Series 2012A, 5.000%, 7/01/42 (Pre-refunded 7/01/22)   7/22 at 100.00 AA- (4) 3,422,432
4,000   Dormitory Authority of the State of New York, Revenue Bonds, New York University, Series 2013A, 5.000%, 7/01/43 (Pre-refunded 7/01/23)   7/23 at 100.00 AA- (4) 4,471,400
1,000   Dormitory Authority of the State of New York, Revenue Bonds, Orange Regional Medical Center Obligated Group, Series 2017, 5.000%, 12/01/33, 144A   6/27 at 100.00 BBB- 1,182,810
    Dormitory Authority of the State of New York, State Personal Income Tax Revenue Bonds, General Purpose Series 2015B Group C:        
5   5.000%, 2/15/36 (Pre-refunded 2/15/25)   2/25 at 100.00 N/R (4) 5,951
14,070   5.000%, 2/15/36   2/25 at 100.00 Aa2 16,519,165
12,500   Dormitory Authority of the State of New York, State Personal Income Tax Revenue Bonds, General Purpose, Series 2019A Bidding Group 2,3,4, 5.000%, 3/15/45   3/29 at 100.00 Aa2 15,653,375
33

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    New York (continued)        
    Dormitory Authority of the State of New York, State Personal Income Tax Revenue Bonds, General Purpose, Series 2019D:        
$9,000   4.000%, 2/15/47   2/30 at 100.00 Aa2 $10,543,410
10,915   5.000%, 2/15/48   2/30 at 100.00 Aa2 13,908,657
17,000   4.000%, 2/15/49   2/30 at 100.00 Aa2 19,875,890
10,000   Dormitory Authority of the State of New York, State Personal Income Tax Revenue Bonds, General Purpose, Series 2020A Bidding Group 1 thru 5, 4.000%, 3/15/48   9/30 at 100.00 Aa2 11,806,800
    Hudson Yards Infrastructure Corporation, New York, Revenue Bonds, Senior Fiscal 2012 Series 2011A:        
9,505   5.250%, 2/15/47   3/21 at 100.00 A+ 9,540,929
1,275   5.750%, 2/15/47   3/21 at 100.00 A+ 1,280,508
10,000   Liberty Development Corporation, New York, Goldman Sachs Headquarter Revenue Bonds, Series 2005, 5.250%, 10/01/35   No Opt. Call BBB+ 14,610,100
    Long Island Power Authority, New York, Electric System General Revenue Bonds, Series 2014A:        
1,045   4.000%, 9/01/39  –  AGM Insured   9/24 at 100.00 A2 1,143,523
780   5.000%, 9/01/44   9/24 at 100.00 A 885,027
5,000   Long Island Power Authority, New York, Electric System General Revenue Bonds, Series 2018, 5.000%, 9/01/37   9/28 at 100.00 A 6,385,200
7,240   Long Island Power Authority, New York, Electric System Revenue Bonds, Series 2011A, 5.000%, 5/01/38 (Pre-refunded 5/01/21)   5/21 at 100.00 A (4) 7,328,980
    Long Island Power Authority, New York, Electric System Revenue Bonds, Series 2012A:        
5,010   5.000%, 9/01/42 (Pre-refunded 9/01/22)   9/22 at 100.00 N/R (4) 5,399,277
10,090   5.000%, 9/01/42   9/22 at 100.00 A2 10,797,208
1,000   Monroe County Industrial Development Corporation, New York, Revenue Bonds, University of Rochester Project, Series 2013A, 5.000%, 7/01/43 (Pre-refunded 7/01/23)   7/23 at 100.00 AA- (4) 1,117,850
7,225   New York City Municipal Water Finance Authority, New York, Water and Sewer System Second General Resolution Revenue Bonds, Fiscal 2014 Series BB, 5.000%, 6/15/46   6/23 at 100.00 AA+ 7,959,782
5,000   New York City Municipal Water Finance Authority, New York, Water and Sewer System Second General Resolution Revenue Bonds, Fiscal 2017 Series EE, 5.000%, 6/15/37   6/27 at 100.00 AA+ 6,282,950
12,000   New York City Municipal Water Finance Authority, New York, Water and Sewer System Second General Resolution Revenue Bonds, Fiscal 2021 Series BB-1, 4.000%, 6/15/50   12/30 at 100.00 AA+ 14,360,760
3,500   New York City Transitional Finance Authority, New York, Building Aid Revenue Bonds, Fiscal 2018, Series 2017S-1, 4.000%, 7/15/36   7/27 at 100.00 Aa3 4,084,535
5,000   New York City Transitional Finance Authority, New York, Future Tax Secured Bonds, Subordinate Fiscal 2013 Series I, 5.000%, 5/01/38   5/23 at 100.00 Aa1 5,507,650
5,000   New York City Transitional Finance Authority, New York, Future Tax Secured Bonds, Subordinate Fiscal 2018 Series C-3, 5.000%, 5/01/41   5/28 at 100.00 Aa1 6,253,550
10,000   New York City Transitional Finance Authority, New York, Future Tax Secured Bonds, Subordinate Fiscal 2019 Series A-1, 5.000%, 8/01/40   8/28 at 100.00 Aa1 12,638,500
5,000   New York City Transitional Finance Authority, New York, Future Tax Secured Bonds, Subordinate Fiscal 2021 Subseries C-1, 4.000%, 5/01/43   11/30 at 100.00 Aa1 5,975,600
2,060   New York City, New York, General Obligation Bonds, Fiscal 2017 Series B-1, 5.000%, 12/01/41   12/26 at 100.00 AA- 2,490,087
34

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    New York (continued)        
$10,370   New York City, New York, General Obligation Bonds, Fiscal 2020 Series A-1, 4.000%, 8/01/40   8/29 at 100.00 AA- $12,244,585
3,500   New York City, New York, General Obligation Bonds, Fiscal 2020 SeriesD-1, 4.000%, 3/01/44   3/30 at 100.00 AA- 4,128,355
1,910   New York City, New York, General Obligation Bonds, Fiscal 2021 Series C, 4.000%, 8/01/41   8/30 at 100.00 AA- 2,284,952
10   New York City, New York, General Obligation Bonds, Fiscal Series 1996J, 5.500%, 2/15/26   3/21 at 100.00 AA- 10,044
5   New York City, New York, General Obligation Bonds, Fiscal Series 1997H, 6.125%, 8/01/25   3/21 at 100.00 AA- 5,024
23,920   New York Liberty Development Corporation, New York, Liberty Revenue Bonds, 3 World Trade Center Project, Class 1 Series 2014, 5.000%, 11/15/44, 144A   11/24 at 100.00 N/R 25,985,253
6,385   New York Liberty Development Corporation, New York, Liberty Revenue Bonds, 4 World Trade Center Project, Series 2011, 5.750%, 11/15/51   11/21 at 100.00 A- 6,637,782
4,045   New York State Environmental Facilities Corporation, State Clean Water and Drinking Water Revolving Funds Revenue Bonds, New York City Municipal Water Finance Authority Projects, Tender Option Bond Trust, 13.678%, 6/15/26, 144A (IF) (6)   6/22 at 100.00 N/R 4,854,526
10,000   New York State Thruway Authority, General Revenue Junior Indebtedness Obligations, Series 2016A, 5.250%, 1/01/56   1/26 at 100.00 A- 11,903,300
    New York State Urban Development Corporation, State Personal Income Tax Revenue Bonds, General Purpose, Series 2020A:        
5,000   4.000%, 3/15/45   9/30 at 100.00 Aa2 5,931,050
13,595   4.000%, 3/15/49   9/30 at 100.00 Aa2 16,067,115
15,500   New York State Urban Development Corporation, State Personal Income Tax Revenue Bonds, General Purpose, Series 2020C, 4.000%, 3/15/49   9/30 at 100.00 Aa2 18,318,520
2,105   Onondaga Civic Development Corporation, New York, Revenue Bonds, Saint Joseph's Hospital Health Center Project, Series 2012, 5.000%, 7/01/42 (Pre-refunded 7/01/22)   7/22 at 100.00 N/R (4) 2,248,203
3,925   Port Authority of New York and New Jersey, Consolidated Revenue Bonds, One Hundred Seventy Ninth Series 2013, 5.000%, 12/01/38   12/23 at 100.00 A+ 4,382,262
9,950   Triborough Bridge and Tunnel Authority, New York, General Purpose Revenue Bonds, Refunding Bonds, Tender Option Bond Trust 2016-XL0003, 7.194%, 11/15/21, 144A (IF) (6)   No Opt. Call N/R 10,564,512
5,000   Triborough Bridge and Tunnel Authority, New York, General Purpose Revenue Bonds, Refunding Series 2015A, 5.000%, 11/15/50   5/25 at 100.00 AA- 5,750,000
    Triborough Bridge and Tunnel Authority, New York, General Purpose Revenue Bonds, Refunding Subordinate Lien Series 2013A:        
10,725   0.000%, 11/15/31   No Opt. Call A+ 8,918,159
1,105   0.000%, 11/15/32   No Opt. Call A+ 895,614
5,000   TSASC Inc, New York, Tobacco Asset-Backed Bonds, Series 2006, 5.000%, 6/01/45   6/27 at 100.00 CCC+ 5,461,850
342,300   Total New York       389,048,771
    North Carolina – 8.2% (5.4% of Total Investments)        
    Board of Governors of the University of North Carolina, Winston-Salem State University General Revenue Bonds, Series 2013:        
2,950   5.000%, 4/01/33   4/22 at 100.00 BBB+ 3,049,002
1,000   5.125%, 4/01/43   4/22 at 100.00 BBB+ 1,030,420
35

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    North Carolina (continued)        
$1,145   Brunswick County, North Carolina, Enterprise System Revenue Bonds, Refunding Series 2012A, 5.000%, 4/01/25 (Pre-refunded 4/01/22)   4/22 at 100.00 AA- (4) $1,209,555
    Buncombe County, North Carolina, Limited Obligation Bonds, Refunding Series 2014A:        
1,085   5.000%, 6/01/33   6/24 at 100.00 AA+ 1,238,625
1,600   5.000%, 6/01/34   6/24 at 100.00 AA+ 1,824,256
4,645   Cape Fear Public Utility Authority, North Carolina, Water and Sewer System Revenue Bonds, Refunding Series 2019A, 4.000%, 8/01/44   8/29 at 100.00 AA+ 5,535,075
2,135   Cape Fear Public Utility Authority, North Carolina, Water & Sewer System Revenue Bonds, Refunding Series 2011, 5.000%, 8/01/31 (Pre-refunded 8/01/21)   8/21 at 100.00 AA+ (4) 2,186,347
    Catawba County, North Carolina, General Obligation Bonds, Limited Obligation Series 2014A:        
1,000   5.000%, 6/01/30   6/24 at 100.00 AA 1,150,520
730   5.000%, 6/01/31   6/24 at 100.00 AA 838,310
5,000   Charlotte, North Carolina, Airport Revenue Bonds, Charlotte Douglas International Refunding Series 2010A, 5.000%, 7/01/39   3/21 at 100.00 Aa3 5,016,700
1,425   Charlotte, North Carolina, Airport Revenue Bonds, Charlotte Douglas International, Refunding Series 2011A, 5.000%, 7/01/41   7/21 at 100.00 Aa3 1,449,310
    Charlotte, North Carolina, Airport Revenue Bonds, Charlotte Douglas International, Refunding Series 2014A:        
2,865   5.000%, 7/01/27   7/24 at 100.00 Aa3 3,300,337
3,000   5.000%, 7/01/28   7/24 at 100.00 Aa3 3,444,840
    Charlotte, North Carolina, Airport Revenue Bonds, Charlotte Douglas International, Refunding Series 2017A:        
1,365   5.000%, 7/01/42 (UB) (6)   7/27 at 100.00 Aa3 1,669,422
5,390   5.000%, 7/01/47 (UB) (6)   7/27 at 100.00 Aa3 6,540,873
2,405   Charlotte, North Carolina, Certificates of Participation, Transit Projects Phase 2, Refunding Series 2008A, 5.000%, 6/01/33   3/21 at 100.00 AA+ 2,413,514
2,045   Charlotte, North Carolina, Storm Water Fee Revenue Bonds, Refunding Series 2014, 5.000%, 12/01/39   12/24 at 100.00 AAA 2,361,750
    Charlotte, North Carolina, Water and Sewer System Revenue Bonds, Refunding Series 2015:        
940   5.000%, 7/01/32   7/25 at 100.00 AAA 1,111,212
2,325   5.000%, 7/01/40   7/25 at 100.00 AAA 2,727,481
    Charlotte, North Carolina, Water and Sewer System Revenue Bonds, Refunding Series 2018:        
2,055   5.000%, 7/01/44   7/28 at 100.00 AAA 2,586,135
16,865   5.000%, 7/01/44 (UB) (6)   7/28 at 100.00 AAA 21,223,928
3,000   Charlotte-Mecklenberg Hospital Authority, North Carolina, Health Care Revenue Bonds, DBA Carolinas HealthCare System, Series 2011A, 5.250%, 1/15/42   3/21 at 100.00 AA- 3,009,030
5,250   Charlotte-Mecklenburg Hospital Authority, North Carolina, Health Care Revenue Bonds, DBA Carolinas HealthCare System, Refunding Series 2012A, 5.000%, 1/15/43   1/22 at 100.00 AA- 5,444,092
4,000   Charlotte-Mecklenburg Hospital Authority, North Carolina, Health Care Revenue Bonds, Doing Business as Atrium Health, Refunding Series 2018A, 5.000%, 1/15/36   1/29 at 100.00 AA- 5,107,560
36

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    North Carolina (continued)        
$2,085   Dare County, North Carolina, Installment Purchase Contract, Limited Obligation Series 2012B, 5.000%, 6/01/28 (Pre-refunded 6/01/22)   6/22 at 100.00 AA (4) $2,220,817
835   Durham, North Carolina, General Obligation Bonds, Refunding Series 2015, 5.000%, 10/01/26   No Opt. Call AAA 1,056,667
8,600   Durham, North Carolina, Utility System Revenue Bonds, Refunding Series 2011, 5.000%, 6/01/41 (Pre-refunded 6/01/21)   6/21 at 100.00 Aa1 (4) 8,740,352
5,000   East Carolina University, North Carolina, General Revenue Bonds, Series 2014A, 5.000%, 10/01/41   10/23 at 100.00 AA- 5,508,650
2,310   East Carolina University, North Carolina, General Revenue Bonds, Series 2016A, 5.000%, 10/01/29   4/26 at 100.00 AA- 2,790,873
1,500   Fayetteville State University, North Carolina, Limited Obligation Revenue Bonds, Student Housing Project, Series 2011, 5.000%, 4/01/43  –  AGM Insured   4/21 at 100.00 A- 1,507,455
1,050   Forsyth County, North Carolina, General Obligation Bonds, Limited Obligation Series 2009, 5.000%, 4/01/30   3/21 at 100.00 AA+ 1,053,843
4,750   Greensboro, North Carolina, Combined Enterprise System Revenue Bonds, Series 2017A, 4.000%, 6/01/47   6/27 at 100.00 Aa1 5,512,660
2,000   Greensboro, North Carolina, Limited Obligation Bonds, Coliseum Complex Project, Series 2018A, 5.000%, 4/01/42   4/28 at 100.00 AA+ 2,494,100
500   Henderson County, North Carolina, Limited Obligation Bonds, Series 2015, 5.000%, 10/01/31   10/25 at 100.00 AA 597,470
339   Hillsborough, North Carolina, Special Assessement Revenue Bonds, Series 2013, 7.750%, 2/01/24   2/23 at 100.00 N/R 348,936
    Jacksonville Public Facilities Corporation, North Carolina, Limited Obligation Bonds, Series 2012:        
1,065   5.000%, 4/01/29 (Pre-refunded 4/01/22)   4/22 at 100.00 A+ (4) 1,125,045
1,165   5.000%, 4/01/30 (Pre-refunded 4/01/22)   4/22 at 100.00 A+ (4) 1,230,683
1,000   5.000%, 4/01/31 (Pre-refunded 4/01/22)   4/22 at 100.00 A+ (4) 1,056,380
200   5.000%, 4/01/32 (Pre-refunded 4/01/22)   4/22 at 100.00 A+ (4) 211,276
1,535   Mooresville, North Carolina, Enterprise System Revenue Bonds, Refunding Series 2012, 5.000%, 5/01/28   5/22 at 100.00 Aa2 1,625,442
4,295   Nash Health Care Systems, North Carolina, Health Care Facilities Revenue Bonds, Series 2012, 5.000%, 11/01/41   5/22 at 100.00 BBB 4,433,428
500   New Hanover County, North Carolina, Hospital Revenue Bonds, New Hanover Regional Medical Center, Refunding Series 2013, 5.000%, 10/01/26   10/23 at 100.00 A+ 558,425
6,140   New Hanover County, North Carolina, Hospital Revenue Bonds, New Hanover Regional Medical Center, Series 2017, 5.000%, 10/01/47   10/27 at 100.00 A+ 7,322,625
1,800   North Carolina Agricultural & Technical State University, General Revenue Bonds, Refunding Series 2015A, 5.000%, 10/01/40   10/25 at 100.00 A1 2,100,258
37

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    North Carolina (continued)        
    North Carolina Capital Facilities Finance Agency, Revenue Bonds, Davidson College, Series 2014:        
$500   5.000%, 3/01/26   3/22 at 100.00 AA+ $526,050
250   5.000%, 3/01/28   3/22 at 100.00 AA+ 262,858
500   5.000%, 3/01/29   3/22 at 100.00 AA+ 525,380
500   5.000%, 3/01/32   3/22 at 100.00 AA+ 524,650
1,230   5.000%, 3/01/45   3/22 at 100.00 AA+ 1,285,030
3,900   North Carolina Capital Facilities Finance Agency, Revenue Bonds, Duke University Project, Refunding Series 2016B, 5.000%, 7/01/42   10/26 at 100.00 AA+ 4,772,937
    North Carolina Capital Facilities Finance Agency, Revenue Bonds, Duke University Project, Series 2015 A:        
1,605   5.000%, 10/01/55 (Pre-refunded 10/01/25)   10/25 at 100.00 AA+ (4) 1,958,277
9,485   5.000%, 10/01/55 (Pre-refunded 10/01/25) (UB) (6)   10/25 at 100.00 AA+ (4) 11,572,743
    North Carolina Capital Facilities Finance Agency, Revenue Bonds, Johnson & Wales University, Series 2013A:        
1,560   5.000%, 4/01/32   4/23 at 100.00 Baa2 1,650,964
1,000   5.000%, 4/01/33   4/23 at 100.00 Baa2 1,056,760
5,000   North Carolina Capital Facilities Financing Agency, Educational Facility Revenue Bonds, Wake Forest University, Refunding Series 2016, 4.000%, 1/01/37   7/26 at 100.00 Aa3 5,654,500
2,500   North Carolina Capital Facilities Financing Agency, Educational Facility Revenue Bonds, Wake Forest University, Refunding Series 2018, 5.000%, 1/01/48   1/28 at 100.00 Aa3 3,059,775
4,440   North Carolina Captial Facilities Finance Agency, Revenue Bonds, The Methodist Univerity, Series 2012, 5.000%, 3/01/34   3/22 at 100.00 BB 4,481,647
    North Carolina Eastern Municipal Power Agency, Power System Revenue Bonds, Refunding Series 1993B:        
100   6.000%, 1/01/22 (ETM)   No Opt. Call BBB+ (4) 105,359
180   6.000%, 1/01/22  –  FGIC Insured (ETM)   No Opt. Call Baa2 (4) 189,475
3,500   North Carolina Eastern Municipal Power Agency, Power System Revenue Bonds, Series 2012A, 5.000%, 1/01/25 (Pre-refunded 7/01/22)   7/22 at 100.00 N/R (4) 3,739,645
15,855   North Carolina Medial Care Commission, Health Care Facilities Revenue Bonds, Rex Healthcare, Series 2020A, 4.000%, 7/01/49   1/30 at 100.00 A2 18,764,392
2,720   North Carolina Medical Care Commission, Retirement Facilities First Mortgage Revenue Bonds, Southminster Project, Refunding Series 2016, 5.000%, 10/01/37   10/24 at 102.00 N/R 2,923,538
2,680   North Carolina Medical Care Commission, Health Care Facilities Revenue Bonds, Appalchian Regional HealthCare System, Series 2011A, 6.500%, 7/01/31 (Pre-refunded 7/01/21)   7/21 at 100.00 N/R (4) 2,750,270
2,375   North Carolina Medical Care Commission, Health Care Facilities Revenue Bonds, Cape Fear Valley Health System, Refunding Series 2012A, 5.000%, 10/01/27 (Pre-refunded 10/01/22)   10/22 at 100.00 A- (4) 2,566,354
2,690   North Carolina Medical Care Commission, Health Care Facilities Revenue Bonds, Deerfield Episcopal Retirement Community, Refunding First Mortgage Series 2016, 5.000%, 11/01/37   11/26 at 100.00 A 3,090,353
1,250   North Carolina Medical Care Commission, Health Care Facilities Revenue Bonds, Duke University Health System, Refunding Series 2016D, 5.000%, 6/01/29   6/26 at 100.00 AA 1,532,850
38

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    North Carolina (continued)        
$7,000   North Carolina Medical Care Commission, Health Care Facilities Revenue Bonds, Duke University Health System, Series 2012A, 5.000%, 6/01/42 (Pre-refunded 6/01/22)   6/22 at 100.00 AA (4) $7,455,980
8,275   North Carolina Medical Care Commission, Health Care Facilities Revenue Bonds, Novant Health Obligated Group, Series 2019A, 4.000%, 11/01/49   11/29 at 100.00 AA- 9,718,656
2,000   North Carolina Medical Care Commission, Health Care Facilities Revenue Bonds, Rex Healthcare, Series 2015A, 5.000%, 7/01/44   7/25 at 100.00 A2 2,257,860
3,000   North Carolina Medical Care Commission, Health Care Facilities Revenue Bonds, Wake Forest Baptist Obligated Group, Series 2012A, 5.000%, 12/01/45   12/22 at 100.00 A2 3,219,810
    North Carolina Medical Care Commission, Health Care Facilities Revenue Bonds, WakeMed, Refunding Series 2012A:        
2,000   5.000%, 10/01/27   10/22 at 100.00 A2 2,133,500
6,800   5.000%, 10/01/31   10/22 at 100.00 A2 7,216,228
1,500   5.000%, 10/01/38   10/22 at 100.00 A2 1,583,400
2,930   North Carolina Medical Care Commission, Hospital Revenue Bonds, Southeastern Regional Medical Center, Refunding Series 2012, 5.000%, 6/01/32   6/22 at 100.00 BBB+ 3,053,998
450   North Carolina Medical Care Commission, Retirement Facilities First Mortgage Revenue Bonds, United Methodist Retirement Homes, Refunding Series 2013A, 5.000%, 10/01/33   10/23 at 100.00 N/R 480,964
500   North Carolina Medical Care Commission, Revenue Bonds, First Mortgage Galloway Ridge Project, Refunding Series 2019A, 5.000%, 1/01/39   1/27 at 103.00 N/R 541,830
    North Carolina Municipal Power Agency 1, Catawba Electric Revenue Bonds, Refunding Series 2015A:        
1,545   5.000%, 1/01/28   1/26 at 100.00 A 1,851,760
1,500   5.000%, 1/01/32   1/26 at 100.00 A 1,784,145
760   North Carolina Municipal Power Agency 1, Catawba Electric Revenue Bonds, Refunding Series 2016A, 5.000%, 1/01/30   7/26 at 100.00 A 922,192
2,020   North Carolina State University at Raleigh, General Revenue Bonds, Series 2013A, 5.000%, 10/01/42 (Pre-refunded 10/01/23)   10/23 at 100.00 AA (4) 2,278,055
5,000   North Carolina State, Limited Obligation Bonds, Refunding Series 2014C, 5.000%, 5/01/25   5/24 at 100.00 AA+ 5,781,400
    North Carolina State, Limited Obligation Bonds, Refunding Series 2017B:        
2,000   5.000%, 5/01/29 (UB) (6)   5/27 at 100.00 AA+ 2,545,520
4,000   5.000%, 5/01/30 (UB) (6)   5/27 at 100.00 AA+ 5,063,240
8,065   North Carolina Turnpike Authority, Monroe Connector System State Appropriation Bonds, Series 2011, 5.000%, 7/01/41   7/21 at 100.00 AA+ 8,228,155
39

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    North Carolina (continued)        
    North Carolina Turnpike Authority, Monroe Expressway Toll Revenue Bonds, Capital Appreciation Series 2017C:        
$835   0.000%, 7/01/28   7/26 at 91.99 Baa3 $697,626
800   0.000%, 7/01/30   7/26 at 83.69 Baa3 602,744
850   0.000%, 7/01/31   7/26 at 79.58 Baa3 606,271
2,400   0.000%, 7/01/33   7/26 at 71.99 Baa3 1,537,464
3,160   0.000%, 7/01/36   7/26 at 61.63 Baa3 1,718,566
3,100   0.000%, 7/01/37   7/26 at 58.52 Baa3 1,593,245
1,900   0.000%, 7/01/40   7/26 at 50.36 Baa3 835,449
400   North Carolina Turnpike Authority, Monroe Expressway Toll Revenue Bonds, Series 2017A, 5.000%, 7/01/47   7/26 at 100.00 Baa3 457,828
1,000   North Carolina Turnpike Authority, Triangle Expressway System Revenue Bonds, Refunding Series 2018, 5.000%, 1/01/40   1/29 at 100.00 BBB 1,232,120
2,200   North Carolina Turnpike Authority, Triangle Expressway System Revenue Bonds, Refunding Senior Lien Series 2017, 5.000%, 1/01/39  –  AGM Insured   1/27 at 100.00 BBB 2,608,386
    North Carolina Turnpike Authority, Triangle Expressway System Revenue Bonds, Senior Lien Series 2009B:        
150   0.000%, 1/01/31  –  AGC Insured   No Opt. Call BBB 126,932
4,375   0.000%, 1/01/33  –  AGC Insured   No Opt. Call BBB 3,496,675
2,300   0.000%, 1/01/34  –  AGC Insured   No Opt. Call BBB 1,784,823
2,380   0.000%, 1/01/35  –  AGC Insured   No Opt. Call BBB 1,795,639
7,575   0.000%, 1/01/37  –  AGC Insured   No Opt. Call BBB 5,368,630
1,470   0.000%, 1/01/38  –  AGC Insured   No Opt. Call BBB 1,009,861
3,040   Oak Island, North Carolina, Enterprise System Revenue Bonds, Refunding Series 2015, 5.000%, 6/01/33   6/25 at 100.00 A2 3,532,571
    Orange County Public Facilities Company, North Carolina, Limited Obligation Bonds, Refunding Series 2017:        
200   5.000%, 10/01/27   No Opt. Call AA+ 259,120
150   5.000%, 10/01/28   10/27 at 100.00 AA+ 193,158
400   5.000%, 10/01/30   10/27 at 100.00 AA+ 512,504
    Raleigh, North Carolina, Combined Enterprise System Revenue Bonds, Refunding Series 2012A:        
550   5.000%, 3/01/30 (Pre-refunded 3/01/22)   3/22 at 100.00 AAA 579,095
1,600   5.000%, 3/01/31 (Pre-refunded 3/01/22)   3/22 at 100.00 AAA 1,684,640
    Raleigh, North Carolina, Combined Enterprise System Revenue Bonds, Refunding Series 2013A:        
5,000   5.000%, 3/01/28 (Pre-refunded 3/01/23)   3/23 at 100.00 AAA 5,505,750
3,785   5.000%, 3/01/43 (Pre-refunded 3/01/23)   3/23 at 100.00 AAA 4,167,853
5,000   Raleigh, North Carolina, Combined Enterprise System Revenue Bonds, Refunding Series 2016A, 4.000%, 3/01/46   3/27 at 100.00 AAA 5,762,200
1,000   Raleigh, North Carolina, General Obligation Bonds, Refunding Series 2016A, 5.000%, 9/01/26   No Opt. Call AAA 1,262,220
40

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    North Carolina (continued)        
$1,000   Raleigh, North Carolina, Limited Obligation Bonds, Series 2013, 5.000%, 10/01/33 (Pre-refunded 10/01/23)   10/23 at 100.00 AA+ (4) $1,129,180
    Raleigh, North Carolina, Limited Obligation Bonds, Series 2014A:        
1,195   5.000%, 10/01/25   10/24 at 100.00 AA+ 1,406,001
1,305   5.000%, 10/01/26   10/24 at 100.00 AA+ 1,532,853
650   Rocky Mount, North Carolina, Special Obligation Bonds, Series 2016, 5.000%, 5/01/30   5/26 at 100.00 AA- 788,099
    Sampson County, North Carolina, Limited Obligaiton Bonds, Refunding Series 2017:        
300   5.000%, 9/01/32   9/27 at 100.00 A 372,891
1,250   4.000%, 9/01/35   9/27 at 100.00 A 1,454,137
1,265   4.000%, 9/01/36   9/27 at 100.00 A 1,467,640
1,000   4.000%, 9/01/37   9/27 at 100.00 A 1,157,440
1,100   Union County, North Carolina, Enterprise System Revenue Bonds, Series 2019A, 4.000%, 6/01/44   6/29 at 100.00 AA 1,307,548
    University of North Carolina, Chapel Hill, Revenue Bonds, Hospital System, Series 2019:        
1,360   5.000%, 2/01/45   No Opt. Call Aa3 2,126,972
840   5.000%, 2/01/49   No Opt. Call Aa3 1,342,068
800   University of North Carolina, Charlotte, General Revenue Bonds, Refunding Series 2015, 5.000%, 4/01/45   4/25 at 100.00 A+ 910,648
170   University of North Carolina, Charlotte, General Revenue Bonds, Refunding Series 2017A, 5.000%, 10/01/31   10/27 at 100.00 A+ 213,234
    University of North Carolina, Charlotte, General Revenue Bonds, Series 2014:        
2,070   5.000%, 4/01/32   4/24 at 100.00 A+ 2,324,196
1,175   5.000%, 4/01/33   4/24 at 100.00 A+ 1,316,517
1,385   5.000%, 4/01/35   4/24 at 100.00 A+ 1,548,111
4,735   University of North Carolina, Charlotte, General Revenue Bonds, Series 2017, 5.000%, 10/01/42   10/27 at 100.00 A+ 5,776,416
1,415   University of North Carolina, Greensboro, General Revenue Bonds, Refunding Series 2017, 5.000%, 4/01/31   4/28 at 100.00 A+ 1,807,875
    University of North Carolina, Greensboro, General Revenue Bonds, Series 2014:        
1,000   5.000%, 4/01/32   4/24 at 100.00 A+ 1,124,130
3,065   5.000%, 4/01/39   4/24 at 100.00 A+ 3,413,766
4,765   University of North Carolina, Greensboro, General Revenue Bonds, Series 2018, 5.000%, 4/01/43   4/28 at 100.00 A+ 5,866,477
    University of North Carolina, Wilmington, General Revenue Bonds, Refunding Series 2019B:        
1,000   4.000%, 10/01/39   10/29 at 100.00 Aa3 1,189,990
1,500   4.000%, 10/01/44   10/29 at 100.00 Aa3 1,759,905
1,845   4.000%, 10/01/49   10/29 at 100.00 Aa3 2,149,831
1,250   Western Carolina University, North Carolina, General Revenue Bonds, Refunding Series 2015A, 5.000%, 10/01/45   10/25 at 100.00 Aa3 1,442,162
337,114   Total North Carolina       369,933,636
41

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    North Dakota – 1.1% (0.7% of Total Investments)        
$5,080   Burleigh County, North Dakota, Health Care Revenue Bonds, Saint Alexius Medical Center Project, Refunding Series 2012A, 4.500%, 7/01/32 (Pre-refunded 7/01/22)   7/22 at 100.00 N/R (4) $5,365,902
    Fargo, North Dakota, Health System Revenue Bonds, Sanford Health, Refunding Series 2011:        
1,500   6.000%, 11/01/28 (Pre-refunded 11/01/21)   11/21 at 100.00 A+ (4) 1,564,335
3,910   6.250%, 11/01/31 (Pre-refunded 11/01/21)   11/21 at 100.00 A+ (4) 4,085,012
1,015   Grand Forks, North Dakota, Health Care System Revenue Bonds, Altru Health System Obligated Group, Series 2012, 5.000%, 12/01/35   12/21 at 100.00 Baa2 1,034,894
    Grand Forks, North Dakota, Health Care System Revenue Bonds, Altru Health System Obligated Group, Series 2017A:        
1,000   5.000%, 12/01/37   12/27 at 100.00 Baa2 1,134,600
8,525   5.000%, 12/01/42   12/27 at 100.00 Baa2 9,568,716
7,070   4.000%, 12/01/47   12/27 at 100.00 Baa2 7,558,042
900   Grand Forks, North Dakota, Senior Housing & Nursing Facilities Revenue Bonds, Valley Homes and Services Obligated Group, Series 2017, 5.000%, 12/01/36   12/26 at 100.00 N/R 941,580
500   Grand Forks, North Dakota, Senior Housing and Nursing Facilities Revenue Bonds, Valley Homes Obligated Group, Series 2016A, 5.125%, 12/01/24   No Opt. Call N/R 538,535
    Ward County Health Care, North Dakota, Revenue Bonds, Trinity Obligated Group, Series 2017C:        
11,065   5.000%, 6/01/43   6/28 at 100.00 BBB- 12,691,444
2,610   5.000%, 6/01/48   6/28 at 100.00 BBB- 2,972,059
1,420   Williston, North Dakota, Multifamily Housing Revenue Bonds, Eagle Crest Apartments LLC Project, Series 2013, 7.750%, 9/01/38 (7)   9/23 at 100.00 N/R 855,550
44,595   Total North Dakota       48,310,669
    Ohio – 7.0% (4.6% of Total Investments)        
    Akron, Bath and Copley Joint Township Hospital District, Ohio, Hospital Facilities Revenue Bonds, Summa Health System, Refunding & Improvement Series 2016:        
3,020   5.250%, 11/15/41   11/26 at 100.00 Baa2 3,602,558
8,255   5.250%, 11/15/46   11/26 at 100.00 Baa2 9,768,389
320   Akron, Bath and Copley Joint Township Hospital District, Ohio, Hospital Revenue Bonds, Children's Hospital Medical Center, Improvement & Refunding Series 2012, 5.000%, 11/15/42   5/22 at 100.00 A1 333,363
    Allen County, Ohio, Hospital Facilities Revenue Bonds, Catholic Health Partners, Refunding and Improvement Series 2012A:        
860   4.000%, 5/01/33 (Pre-refunded 5/01/22)   5/22 at 100.00 A+ (4) 901,237
650   5.000%, 5/01/33 (Pre-refunded 5/01/22)   5/22 at 100.00 A+ (4) 689,267
800   5.000%, 5/01/42 (Pre-refunded 5/01/22)   5/22 at 100.00 A+ (4) 848,328
11,940   Allen County, Ohio, Hospital Facilities Revenue Bonds, Mercy Health, Refunding & Improvement Series 2015A, 5.000%, 11/01/43   11/24 at 100.00 A+ 13,535,184
8,655   Allen County, Ohio, Hospital Facilities Revenue Bonds, Mercy Health, Series 2017A, 4.000%, 8/01/38   2/28 at 100.00 A+ 10,085,152
2,750   Bowling Green State University, Ohio, General Receipts Bonds, Series 2017B, 5.000%, 6/01/42   6/27 at 100.00 A+ 3,309,955
42

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Ohio (continued)        
$25,315   Buckeye Tobacco Settlement Financing Authority, Ohio, Tobacco Settlement Asset-Backed Revenue Bonds, Refunding Senior Lien Capital Appreciation Series 2020B-3 Class 2, 0.000%, 6/01/57   6/30 at 22.36 N/R $4,043,312
990   Buckeye Tobacco Settlement Financing Authority, Ohio, Tobacco Settlement Asset-Backed Revenue Bonds, Refunding Senior Lien Series 2020A-2 Class 1, 4.000%, 6/01/48   6/30 at 100.00 BBB+ 1,150,430
42,115   Buckeye Tobacco Settlement Financing Authority, Ohio, Tobacco Settlement Asset-Backed Revenue Bonds, Refunding Senior Lien Series 2020B-2 Class 2, 5.000%, 6/01/55   6/30 at 100.00 N/R 49,110,723
14,570   Buckeye Tobacco Settlement Financing Authority, Ohio, Tobacco Settlement Asset-Backed Revenue Bonds, Senior Lien Series 2007A-3, 6.250%, 6/01/37 (Pre-refunded 6/01/22)   6/22 at 100.00 N/R (4) 15,752,938
5,000   Cleveland Clinic Health System Obligated Group, Ohio, Martin County Health Facilities Authority, Hospital Revenue Bonds, Series 2019B, 4.000%, 1/01/46   1/29 at 100.00 AA 5,882,750
    Cleveland Heights-University Heights City School District, Ohio, General Obligation Bonds, School Improvement Series 2014:        
7,060   5.000%, 12/01/51   6/23 at 100.00 A1 7,689,046
10,480   5.000%, 12/01/51 (Pre-refunded 6/01/23)   6/23 at 100.00 N/R (4) 11,667,279
5,165   Cuyahoga Community College District, Ohio, General Obligation Bonds, Facilities Construction & Improvement Series 2018, 4.000%, 12/01/38   6/26 at 100.00 AA 5,887,945
5,975   Fairfield County, Ohio, Hospital Facilities Revenue Bonds, Fairfield Medical Center Project, Series 2013, 5.000%, 6/15/43   6/23 at 100.00 Ba2 6,232,044
1,465   Franklin County, Ohio, Hospital Revenue Bonds, Nationwide Children's Hospital Project, Improvement Series 2012A, 5.000%, 11/01/42   5/22 at 100.00 Aa2 1,525,856
6,345   Franklin County, Ohio, Hospital Revenue Bonds, OhioHealth Corporation, Series 2011A, 5.000%, 11/15/41 (Pre-refunded 11/15/21)   11/21 at 100.00 Aa2 (4) 6,590,298
    Hamilton County, Ohio, Healthcare Revenue Bonds, Life Enriching Communities Project, Series 2017A:        
1,500   5.000%, 1/01/47   1/27 at 100.00 BBB- 1,651,185
1,120   5.000%, 1/01/52   1/27 at 100.00 BBB- 1,229,077
    Hamilton County, Ohio, Healthcare Revenue Bonds, Life Enriching Communities, Refunding & Improvement Series 2016:        
3,425   5.000%, 1/01/46   1/26 at 100.00 BBB- 3,722,667
6,000   5.000%, 1/01/51   1/26 at 100.00 BBB- 6,507,180
    JobsOhio Beverage System, Ohio, Statewide Liquor Profits Revenue Bonds, Senior Lien Series 2013A:        
6,920   5.000%, 1/01/38 (Pre-refunded 1/01/23)   1/23 at 100.00 Aa3 (4) 7,566,743
14,850   5.000%, 1/01/38 (Pre-refunded 1/01/23) (UB) (6)   1/23 at 100.00 Aa3 (4) 16,237,881
    JobsOhio Beverage System, Ohio, Statewide Senior Lien Liquor Profits Revenue Bonds, Tender Option Bond Trust 2016-XG0052:        
875   18.015%, 1/01/38, 144A (IF) (6)   1/23 at 100.00 AA+ 1,202,127
1,050   18.015%, 1/01/38 (Pre-refunded 1/01/23), 144A (IF) (6)   1/23 at 100.00 Aa3 (4) 1,442,553
2,305   Lucas County, Ohio, Hospital Revenue Bonds, ProMedica Healthcare Obligated Group, Series 2011A, 6.000%, 11/15/41 (Pre-refunded 11/15/21)   11/21 at 100.00 Baa3 (4) 2,410,892
43

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Ohio (continued)        
$5,000   Miami County, Ohio, Hospital Facilities Revenue Bonds, Kettering Health Network Obligated Group Project, Refunding Improvement Series 2019, 5.000%, 8/01/45   8/28 at 100.00 A2 $6,178,950
6,000   Middletown City School District, Butler County, Ohio, General Obligation Bonds, Refunding Series 2007, 5.250%, 12/01/31  –  AGM Insured   No Opt. Call A2 8,260,320
2,455   Montgomery County, Ohio, Hospital Facilities Revenue Bonds, Kettering Health Network Obligated Group Project, Refunding & Improvement Series 2021, 4.000%, 8/01/51 (WI/DD, Settling 2/10/21)   2/31 at 100.00 A2 2,879,911
21,000   Northeast Ohio Regional Sewer District, Wastewater Improvement Revenue Bonds, Refunding & Improvement Series 2014, 5.000%, 11/15/49 (Pre-refunded 11/15/24)   11/24 at 100.00 AA+ (4) 24,808,770
9,365   Ohio Higher Educational Facility Commission, Revenue Bonds, University of Dayton, Series 2018A, 5.000%, 12/01/48   6/28 at 100.00 A2 11,518,856
2,255   Ohio State, General Obligation Bonds, Higher Education, Series 2019A, 5.000%, 5/01/32   5/27 at 100.00 AA+ 2,849,824
7,550   Ohio State, Turnpike Revenue Bonds, Ohio Turnpike and Infrastructutre Commission Infrastructure Projects, Junior Lien, Capital Appreciation Series 2013A-3, 0.000%, 2/15/36 (5)   2/31 at 100.00 A+ 9,468,908
19,515   Ohio State, Turnpike Revenue Bonds, Ohio Turnpike and Infrastructutre Commission Infrastructure Projects, Junior Lien, Current Interest Series 2013A-1, 5.000%, 2/15/48 (Pre-refunded 2/15/23)   2/23 at 100.00 A+ (4) 21,430,007
9,000   Ohio State, Turnpike Revenue Bonds, Ohio Turnpike and Infrastructutre Commission, Infrastructure Projects, Junior Lien Series 2018A, 4.000%, 2/15/46   2/28 at 100.00 A+ 10,285,650
4,255   Ross County, Ohio, Hospital Facilities Revenue Bonds, Adena Health System Obligated Group Project, Refunding & Improvement Series 2019, 5.000%, 12/01/49   12/29 at 100.00 A- 5,258,797
    Southeastern Ohio Port Authority, Hosptial Facilities Revenue Bonds, Memorial Health System Obligated Group Project, Refunding and Improvement Series 2012:        
135   5.750%, 12/01/32   12/22 at 100.00 BB- 141,476
130   6.000%, 12/01/42   12/22 at 100.00 BB- 135,277
4,190   Springboro Community City School District, Warren County, Ohio, General Obligation Bonds, Refunding Series 2007, 5.250%, 12/01/26  –  AGM Insured   No Opt. Call Aa3 5,292,892
3,670   Tuscarawas County Economic Development and Finance Alliance, Ohio, Higher Education Facilities Revenue Bonds, Ashland University, Refunding & Improvement Series 2015, 6.000%, 3/01/45   3/25 at 100.00 N/R 3,941,396
294,295   Total Ohio       313,027,393
    Oklahoma – 0.3% (0.2% of Total Investments)        
1,165   Norman Regional Hospital Authority, Oklahoma, Hospital Revenue Bonds, Series 2019, 5.000%, 9/01/45   9/29 at 100.00 Baa1 1,395,973
    Oklahoma Development Finance Authority, Health System Revenue Bonds, OU Medicine Project, Series 2018B:        
2,205   5.250%, 8/15/48   8/28 at 100.00 BB+ 2,620,819
2,700   5.500%, 8/15/52   8/28 at 100.00 BB+ 3,242,754
4,570   5.500%, 8/15/57   8/28 at 100.00 BB+ 5,459,413
1,125   Tulsa County Industrial Authority, Oklahoma, Senior Living Community Revenue Bonds, Montereau, Inc Project, Refunding Series 2017, 5.250%, 11/15/37   11/25 at 102.00 BBB- 1,255,455
11,765   Total Oklahoma       13,974,414
44

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Oregon – 1.8% (1.2% of Total Investments)        
    Clackamas Community College District, Oregon, General Obligation Bonds, Deferred Interest Series 2017A:        
$760   5.000%, 6/15/38   6/27 at 100.00 Aa1 $928,294
2,750   5.000%, 6/15/39   6/27 at 100.00 Aa1 3,352,910
1,185   Clackamas County Hospital Facility Authority, Oregon, Revenue Bonds, Rose Villa Inc, Series 2020A, 5.375%, 11/15/55   11/25 at 102.00 N/R 1,280,949
    Columbia County School District 502 Saint Helens, Oregon, General Obligation Bonds, Series 2017:        
1,310   5.000%, 6/15/38   6/27 at 100.00 Aa1 1,613,566
1,705   5.000%, 6/15/39   6/27 at 100.00 Aa1 2,096,315
2,000   Eugene, Oregon, Electric Utility Revenue Bonds, Series 2020A, 4.000%, 8/01/49   8/30 at 100.00 AA- 2,386,880
7,420   Oregon Facilities Authority, Revenue Bonds, Legacy Health Project, Series 2016A, 5.000%, 6/01/46   6/26 at 100.00 A+ 8,604,380
    Oregon Facilities Authority, Revenue Bonds, Samaritan Health Services, Refunding Series 2016A:        
6,275   5.000%, 10/01/35   10/26 at 100.00 BBB+ 7,445,288
140   5.000%, 10/01/46 (Pre-refunded 10/01/26)   10/26 at 100.00 N/R (4) 175,227
2,120   5.000%, 10/01/46   10/26 at 100.00 BBB+ 2,460,451
8,890   Oregon State Department of Transportation, Highway User Tax Revenue Bonds, Senior Lien Series 2013A, 5.000%, 11/15/38 (Pre-refunded 11/15/23)   11/23 at 100.00 Aa1 (4) 10,090,950
30,870   Salem Hospital Facility Authority, Oregon, Revenue Bonds, Salem Health Projects, Series 2019A, 4.000%, 5/15/49   5/29 at 100.00 A+ 35,451,417
5,265   Salem Hospital Facility Authority, Oregon, Revenue Bonds, Salem Healthl Project, Refunding Series 2016A, 5.000%, 5/15/46   5/26 at 100.00 A+ 6,156,733
70,690   Total Oregon       82,043,360
    Pennsylvania – 4.8% (3.2% of Total Investments)        
15,000   Allegheny County Hospital Development Authority, Pennsylvania, Revenue Bonds, Allegheny Health Network Obligated Group Issue, Series 2018A, 5.000%, 4/01/47   4/28 at 100.00 A 18,162,600
1,790   Allegheny County Sanitary Authority, Pennsylvania, Sewer Revenue Bonds, Series 2020B, 4.000%, 6/01/50   12/30 at 100.00 A+ 2,125,052
    Bethlehem Authority, Northampton and Lehigh Counties, Pennsylvania, Guaranteed Water Revenue Bonds, Series 1998:        
3,125   0.000%, 5/15/22  –  AGM Insured   No Opt. Call A2 3,103,188
3,125   0.000%, 5/15/23  –  AGM Insured   No Opt. Call A2 3,078,656
3,135   0.000%, 5/15/24  –  AGM Insured   No Opt. Call A2 3,058,757
3,155   0.000%, 5/15/26  –  AGM Insured   No Opt. Call A2 3,002,582
4,145   0.000%, 11/15/26  –  AGM Insured   No Opt. Call A2 3,903,968
2,800   0.000%, 5/15/28  –  AGM Insured   No Opt. Call A2 2,554,664
3,000   0.000%, 11/15/28  –  AGM Insured   No Opt. Call A2 2,705,190
1,200   Centre County Hospital Authority, Pennsylvania, Hospital Revenue Bonds, Mount Nittany Medical Center Project, Series 2018A, 5.000%, 11/15/42   11/27 at 100.00 A+ 1,445,784
895   Commonwealth Financing Authority, Pennsylvania, State Appropriation Lease Bonds, Master Settlement, Series 2018, 5.000%, 6/01/34   6/28 at 100.00 A 1,123,136
45

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Pennsylvania (continued)        
$2,150   Dauphin County General Authority, Pennsylvania, Health System Revenue Bonds, Pinnacle Health System Project, Series 2012A, 5.000%, 6/01/42   6/22 at 100.00 A $2,255,909
26,595   Delaware River Joint Toll Bridge Commission, New Jersey and Pennsylvania, Bridge System Revenue Bonds, Series 2017, 5.000%, 7/01/42   7/27 at 100.00 A 32,471,431
1,050   Delaware Valley Regional Finance Authority, Pennsylvania, Local Government Revenue Bonds, Series 1997B, 5.700%, 7/01/27  –  AMBAC Insured   No Opt. Call A1 1,365,032
    Erie Water Authority, Erie County, Pennsylvania, Water Revenue Bonds, Series 2011A:        
1,315   4.625%, 12/01/44 (Pre-refunded 12/01/21)   12/21 at 100.00 A2 (4) 1,363,379
2,685   4.625%, 12/01/44 (Pre-refunded 12/01/21)   12/21 at 100.00 A2 (4) 2,783,781
4,915   Lancaster County Hospital Authority, Pennsylvania, Revenue Bonds, United Zion Retirement Community, Series 2017A, 5.000%, 12/01/47   6/27 at 100.00 N/R 5,032,468
    Lehigh County Authority, Pennsylvania, Water and Sewer Revenue Bonds, Allentown Concession, Capital Appreciation Series 2013B:        
4,480   0.000%, 12/01/31   No Opt. Call A 3,646,227
5,180   0.000%, 12/01/32   No Opt. Call A 4,086,865
    Lehigh County Authority, Pennsylvania, Water and Sewer Revenue Bonds, Allentown Concession, Series 2013A:        
4,310   5.125%, 12/01/47   12/23 at 100.00 A 4,791,212
4,960   5.125%, 12/01/47 (Pre-refunded 12/01/23)   12/23 at 100.00 N/R (4) 5,643,091
5,410   Montgomery County Higher Education and Health Authority, Pennsylvania, Revenue Bonds, Thomas Jefferson University, Series 2018A, 5.000%, 9/01/48   9/28 at 100.00 A 6,524,839
1,000   Montgomery County Higher Education and Health Authority, Pennsylvania, Revenue Bonds, Thomas Jefferson University, Series 2019, 4.000%, 9/01/44   9/29 at 100.00 A 1,137,130
5,000   Montgomery County Industrial Development Authority, Pennsylvania, Health System Revenue Bonds, Albert Einstein Healthcare Network Issue, Series 2015A, 5.250%, 1/15/45   1/25 at 100.00 Ba1 5,562,150
630   Northampton County Industrial Development Authority, Pennsylvania, Recovery Revenue Bonds, Northampton Generating Project, Senior Lien Series 2013A0 & AE2, 1.250%, 12/31/23   3/21 at 100.00 N/R 157,552
213   Northampton County Industrial Development Authority, Pennsylvania, Recovery Revenue Bonds, Northampton Generating Project, Senior Lien Taxable Series 2013B, 1.250%, 12/31/23 (cash 5.000%, PIK 5.000%)   No Opt. Call N/R 53,138
1,700   Pennsylvania Higher Educational Facilities Authority, Revenue Bonds, AICUP Financing Program-Delaware Valley College of Science and Agriculture Project, Series 2012 LL1, 4.000%, 11/01/32   11/22 at 100.00 Ba1 1,701,343
5,910   Pennsylvania Higher Educational Facilities Authority, Revenue Bonds, University of Pennsylvania Health System, Series 2019, 4.000%, 8/15/44   8/29 at 100.00 Aa3 6,933,021
    Pennsylvania Turnpike Commission, Motor License Fund-Enhanced Turnpike Special Revenue Bonds, Subordinate Series 2011B:        
965   5.000%, 12/01/41 (Pre-refunded 12/01/21)   12/21 at 100.00 A2 (4) 1,003,918
1,035   5.000%, 12/01/41 (Pre-refunded 12/01/21)   12/21 at 100.00 A2 (4) 1,077,176
46

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Pennsylvania (continued)        
    Pennsylvania Turnpike Commission, Motor License Fund-Enhanced Turnpike Special Revenue Bonds, Subordinate Series 2013A:        
$1,105   5.000%, 12/01/36 (Pre-refunded 12/01/22)   12/22 at 100.00 N/R (4) $1,202,925
2,010   5.000%, 12/01/36 (Pre-refunded 12/01/22)   12/22 at 100.00 A2 (4) 2,188,126
16,805   Pennsylvania Turnpike Commission, Turnpike Revenue Bonds, Capital Appreciation Series 2009E, 6.375%, 12/01/38   12/27 at 100.00 A3 22,484,754
5,575   Pennsylvania Turnpike Commission, Turnpike Revenue Bonds, Series 2015B, 5.000%, 12/01/45   12/25 at 100.00 A1 6,539,809
6,340   Pennsylvania Turnpike Commission, Turnpike Revenue Bonds, Series 2016A-1, 5.000%, 12/01/41   6/26 at 100.00 A1 7,593,545
19,250   Pennsylvania Turnpike Commission, Turnpike Revenue Bonds, Subordinate Series 2009C, 6.250%, 6/01/33  –  AGM Insured   6/26 at 100.00 A2 24,502,362
    Pennsylvania Turnpike Commission, Turnpike Revenue Bonds, Subordinate Series 2021A:        
3,735   4.000%, 12/01/45   12/30 at 100.00 A3 4,401,361
3,430   4.000%, 12/01/50   12/30 at 100.00 A3 4,015,227
1,445   Philadelphia Authority for Industrial Development Senior Living Facilities, Philadelphia, Pennsylvania, Revenue Bonds, Wesley Enhanced Living Obligated Group, Series 2017A, 5.000%, 7/01/37   7/27 at 100.00 BB 1,525,992
505   Philadelphia Hospitals and Higher Education Facilities Authority, Pennsylvania, Hospital Revenue Bonds, Temple University Health System Obligated Group, Series 2012A, 5.625%, 7/01/42   7/22 at 100.00 Ba1 533,169
3,410   Philadelphia, Pennsylvania, Water and Wastewater Revenue Bonds, Series 1997A, 5.125%, 8/01/27  –  AMBAC Insured (ETM)   No Opt. Call A1 (4) 4,406,879
2,020   Pittsburgh Water and Sewer Authority, Pennsylvania, Water and Sewer System Revenue Bonds, First Lien Series 2020B, 4.000%, 9/01/45  –  AGM Insured   9/30 at 100.00 A2 2,414,082
1,125   Scranton, Pennsylvania, Sewer Authority Revenue Bonds, Series 2011A, 5.250%, 12/01/31 (Pre-refunded 12/01/21)  –  AGM Insured   12/21 at 100.00 AA (4) 1,173,184
1,930   Susquehanna Area Regional Airport Authority, Pennsylvania, Airport System Revenue Bonds, Series 2012B, 4.000%, 1/01/33   1/23 at 100.00 Baa3 1,971,746
189,558   Total Pennsylvania       216,806,400
    Puerto Rico – 1.1% (0.7% of Total Investments)        
3,996   Puerto Rico Cofina Class 2 Trust, 0.000%, 8/01/54   No Opt. Call N/R 776,805
625   Puerto Rico Electric Power Authority, Power Revenue Bonds, Refunding Series 2005SS, 5.000%, 7/01/25  –  NPFG Insured   3/21 at 100.00 D 633,206
1,000   Puerto Rico Electric Power Authority, Power Revenue Bonds, Series 2007VV, 5.250%, 7/01/24  –  NATIONAL PUB Insured   No Opt. Call D 1,056,230
1,305   Puerto Rico Highway and Transportation Authority, Highway Revenue Bonds, Series 2005L, 5.250%, 7/01/23  –  NPFG Insured   No Opt. Call Baa2 1,361,572
1,000   Puerto Rico Highway and Transportation Authority, Highway Revenue Bonds, Series 2007N, 5.250%, 7/01/31  –  AMBAC Insured   No Opt. Call C 1,101,820
47

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2021
  (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, Restructured 2018A-1:        
$5,633   4.550%, 7/01/40   7/28 at 100.00 N/R $6,323,211
3,000   4.750%, 7/01/53   7/28 at 100.00 N/R 3,364,830
25,517   5.000%, 7/01/58   7/28 at 100.00 N/R 29,094,739
    Puerto Rico Sales Tax Financing Corporation, Sales Tax Revenue Bonds, Taxable Restructured Cofina Project Series 2019A-2:        
1,621   4.329%, 7/01/40   7/28 at 100.00 N/R 1,795,728
5,304   4.329%, 7/01/40   7/28 at 100.00 N/R 5,875,718
49,001   Total Puerto Rico       51,383,859
    Rhode Island – 0.7% (0.5% of Total Investments)        
1,315   Rhode Island Health and Educational Building Corporation, Hospital Financing Revenue Bonds, Lifespan Obligated Group, Refunding Series 2016, 5.000%, 5/15/39   5/26 at 100.00 BBB+ 1,480,348
174,390   Rhode Island Tobacco Settlement Financing Corporation, Tobacco Settlement Asset-Backed Bonds, Series 2007A, 0.000%, 6/01/52   2/21 at 15.73 CCC- 27,862,291
2,235   Rhode Island Turnpike and Bridge Authority, Motor Fuel Tax Revenue Bonds, Series 2016A, 5.000%, 10/01/40   4/26 at 100.00 A 2,618,414
177,940   Total Rhode Island       31,961,053
    South Carolina – 4.1% (2.7% of Total Investments)        
3,050   Charleston County Airport District, South Carolina, Airport Revenue Bonds, Series 2019, 5.000%, 7/01/43   7/29 at 100.00 A 3,775,961
    Lexington County Health Services District, Inc, South Carolina, Hospital Revenue Bonds, Lexington Medical Center, Series 2016:        
1,290   5.000%, 11/01/41   5/26 at 100.00 A 1,512,744
6,820   5.000%, 11/01/46   5/26 at 100.00 A 7,938,003
    Piedmont Municipal Power Agency, South Carolina, Electric Revenue Bonds, Series 2004A-2:        
26,955   0.000%, 1/01/31  –  AMBAC Insured   No Opt. Call A- 22,989,650
15,420   0.000%, 1/01/32  –  AMBAC Insured   No Opt. Call A- 12,810,628
1,370   South Carolina Jobs-Economic Development Authority, Economic Development Revenue Bonds, Bishop Gadsden Episcopal Retirement Community, Series 2019A, 5.000%, 4/01/54   4/26 at 103.00 BBB- 1,525,536
    South Carolina Jobs-Economic Development Authority, Hospital Revenue Bonds, McLeod Health Projects, Refunding & Improvement Series 2018:        
19,130   5.000%, 11/01/43   5/28 at 100.00 AA- 23,325,783
7,580   5.000%, 11/01/48   5/28 at 100.00 AA- 9,150,197
375   South Carolina Jobs-Economic Development Authority, Hospital Revenue Bonds, Palmetto Health, Refunding Series 2011A, 6.500%, 8/01/39 (Pre-refunded 8/01/21)  –  AGM Insured   8/21 at 100.00 AA (4) 386,910
10,000   South Carolina Public Service Authority Santee Cooper Revenue Obligations, Refunding Series 2016B, 5.000%, 12/01/56   12/26 at 100.00 A- 12,155,300
20,035   South Carolina Public Service Authority, Santee Cooper Revenue Obligations, Refunding & Improvement Series 2015A, 5.000%, 12/01/50   6/25 at 100.00 A- 23,402,082
48

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:        
$3,850   5.000%, 12/01/39   12/24 at 100.00 A- $4,450,407
4,000   5.000%, 12/01/46   12/24 at 100.00 A- 4,606,240
6,790   South Carolina Public Service Authority, Santee Cooper Revenue Obligations, Series 2013A, 5.125%, 12/01/43   12/23 at 100.00 A- 7,613,220
    South Carolina Public Service Authority, Santee Cooper Revenue Obligations, Series 2014A:        
2,000   5.000%, 12/01/49   6/24 at 100.00 A- 2,263,940
17,240   5.500%, 12/01/54   6/24 at 100.00 A- 19,796,864
17,170   South Carolina State Ports Authority, Revenue Bonds, Series 2019A, 5.000%, 7/01/54   7/29 at 100.00 A+ 21,381,629
4,500   Spartanburg Regional Health Services District, Inc, South Carolina, Hosptial Revenue Bonds, Refunding Series 2012A, 5.000%, 4/15/32   4/22 at 100.00 A3 4,702,590
167,575   Total South Carolina       183,787,684
    South Dakota – 1.1% (0.7% of Total Investments)        
    Sioux Falls, South Dakota, Health Facilities Revenue Bonds, Dow Rummel Village Project, Series 2017:        
3,000   5.000%, 11/01/42   11/26 at 100.00 BB 3,222,570
3,150   5.125%, 11/01/47   11/26 at 100.00 BB 3,383,667
8,800   South Dakota Health and Educational Facilities Authority, Revenue Bonds, Avera Health System, Series 2014, 5.000%, 7/01/44   7/24 at 100.00 A1 9,741,248
5,205   South Dakota Health and Educational Facilities Authority, Revenue Bonds, Avera Health, Refunding Series 2017, 5.000%, 7/01/46   7/27 at 100.00 A1 6,177,242
11,200   South Dakota Health and Educational Facilities Authority, Revenue Bonds, Monument Health, Inc, Series 2020A, 4.000%, 9/01/50   9/30 at 100.00 A1 12,893,328
3,565   South Dakota Health and Educational Facilities Authority, Revenue Bonds, Sanford Health, Series 2014B, 5.000%, 11/01/44   11/24 at 100.00 A+ 4,042,781
8,260   South Dakota Health and Educational Facilities Authority, Revenue Bonds, Sanford Health, Series 2015, 5.000%, 11/01/45   11/25 at 100.00 A+ 9,596,055
43,180   Total South Dakota       49,056,891
    Tennessee – 1.0% (0.7% of Total Investments)        
10,670   Chattanooga Health, Educational and Housing Facility Board, Tennessee, Revenue Bonds, Catholic Health Initiatives, Series 2013A, 5.250%, 1/01/45 (Pre-refunded 1/01/23)   1/23 at 100.00 BBB+ (4) 11,685,784
3,090   Chattanooga Health, Educational and Housing Facility Board, Tennessee, Revenue Bonds, CommonSpirit Health, Series 2019A-2, 5.000%, 8/01/44   8/29 at 100.00 BBB+ 3,824,369
2,180   Greeneville Health and Educational Facilities Board, Tennessee, Hospital Revenue Bonds, Ballad Health, Series 2018A, 5.000%, 7/01/35   7/28 at 100.00 Baa1 2,671,198
2,065   Johnson City Health and Educational Facilities Board, Tennessee, Hospital Revenue Bonds, Mountain States Health Alliance, Series 2012A, 5.000%, 8/15/42   8/22 at 100.00 Baa1 2,153,692
55   Johnson City Health and Educational Facilities Board, Tennessee, Hospital Revenue Refunding and Improvement Bonds, Johnson City Medical Center, Series 1998C, 5.125%, 7/01/25 (Pre-refunded 7/01/23)  –  NPFG Insured   7/23 at 100.00 N/R (4) 55,968
49

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Tennessee (continued)        
    Knox County Health, Educational and Housing Facilities Board, Tennessee, Revenue Bonds, University Health System, Inc, Series 2016:        
$5,000   5.000%, 9/01/36   9/26 at 100.00 BBB $5,788,350
1,000   5.000%, 9/01/47   9/26 at 100.00 BBB 1,126,270
    Knox County Health, Educational and Housing Facilities Board, Tennessee, Revenue Bonds, University Health System, Inc, Series 2017:        
445   5.000%, 4/01/31   4/27 at 100.00 BBB 528,651
1,755   5.000%, 4/01/36   4/27 at 100.00 BBB 2,055,474
    Metropolitan Government of Nashville-Davidson County Health and Educational Facilities Board, Tennessee, Revenue Bonds, Lipscomb University, Refunding & Improvement Series 2016A:        
2,225   5.000%, 10/01/41   10/26 at 100.00 BBB 2,502,524
1,000   5.000%, 10/01/45   10/26 at 100.00 BBB 1,116,760
11,000   Metropolitan Government of Nashville-Davidson County Health and Educational Facilities Board, Tennessee, Revenue Bonds, Vanderbilt University Medical Center, Series 2016A, 5.000%, 7/01/46   7/26 at 100.00 Aa1 12,824,350
40,485   Total Tennessee       46,333,390
    Texas – 11.0% (7.2% of Total Investments)        
18,000   Arlington, Texas, Special Tax Revenue Bonds, Senior Lien Series 2018A, 5.000%, 2/15/48  –  AGM Insured   2/28 at 100.00 A1 22,149,900
4,000   Austin, Texas, Airport System Revenue Bonds, Series 2019A, 5.000%, 11/15/49   11/29 at 100.00 A 5,001,560
14,615   Austin, Texas, Electric Utility System Revenue Bonds, Refunding Series 2015A, 5.000%, 11/15/45 (UB) (6)   11/25 at 100.00 Aa3 17,334,121
1,000   Cedar Hill Independent School District, Dallas County, Texas, General Obligation Bonds, Refunding Series 2002, 0.000%, 8/15/32  –  FGIC Insured   No Opt. Call Baa2 831,900
1,330   Central Texas Regional Mobility Authority, Revenue Bonds, Refunding Senior Lien Series 2013A, 5.000%, 1/01/43 (Pre-refunded 1/01/23)   1/23 at 100.00 Baa1 (4) 1,452,959
7,750   Central Texas Regional Mobility Authority, Revenue Bonds, Senior Lien, Series 2015A, 5.000%, 1/01/45   7/25 at 100.00 Baa1 8,840,502
    Clifton Higher Education Finance Corporation, Texas, Education Revenue Bonds, Uplift Education Charter School, Series 2013A:        
1,925   4.350%, 12/01/42   12/22 at 100.00 BBB- 1,973,529
1,000   4.400%, 12/01/47   12/22 at 100.00 BBB- 1,024,020
2,500   Comal Independent School District, Comal, Bexar, Guadalupe, Hays, and Kendall Counties, Texas, General Obligation Bonds, Series 2005A, 0.000%, 2/01/23   No Opt. Call Aaa 2,480,250
6,340   Dallas-Fort Worth International Airport, Texas, Joint Revenue Bonds, Refunding & Improvement Series 2012C, 5.000%, 11/01/45   11/21 at 100.00 A 6,537,428
160   Decatur Hospital Authority, Texas, Revenue Bonds, Wise Regional Health System, Series 2014A, 5.250%, 9/01/44   9/24 at 100.00 BBB- 172,896
3,700   El Paso Independent School District, El Paso County, Texas, General Obligation Bonds, School Building Series 2017, 5.000%, 8/15/42   8/26 at 100.00 Aaa 4,482,143
50

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:        
$6,545   4.000%, 10/01/39   4/30 at 100.00 A2 $7,929,333
2,100   4.000%, 10/01/45   4/30 at 100.00 A2 2,500,701
2,500   4.000%, 10/01/49   4/30 at 100.00 A2 2,964,875
    Grand Parkway Transportation Corporation, Texas, System Toll Revenue Bonds, Subordinate Lien Series 2013B:        
15,000   5.000%, 4/01/53 (Pre-refunded 10/01/23) (UB) (6)   10/23 at 100.00 AA (4) 16,937,700
16,920   5.000%, 4/01/53 (Pre-refunded 10/01/23)   10/23 at 100.00 AA (4) 19,105,726
5,295   Grand Parkway Transportation Corporation, Texas, System Toll Revenue Bonds, Subordinate Lien Series 2018A Tela Supported, 5.000%, 10/01/48   4/28 at 100.00 AA 6,630,028
6,610   Grand Parkway Transportation Corporation, Texas, System Toll Revenue Bonds, Tender Option Bond Trust 2015-XF0228, 18.138%, 11/01/44 (Pre-refunded 10/01/23), 144A (IF) (6)   10/23 at 100.00 AA (4) 10,026,445
    Harris County Cultural Education Facilities Finance Corporation, Texas, Revenue Bonds, Houston Methodist Hospital System, Series 2015:        
2,845   4.000%, 12/01/45   6/25 at 100.00 AA 3,108,020
2,320   5.000%, 12/01/45   6/25 at 100.00 AA 2,680,041
9,500   Harris County, Texas, Toll Road Revenue Bonds, Refunding First Lien Series 2021A, 4.000%, 8/15/45   8/30 at 100.00 Aa2 11,588,480
    Harris County, Texas, Toll Road Revenue Bonds, Refunding Senior Lien Series 2018A:        
13,890   5.000%, 8/15/43   2/28 at 100.00 AA 17,520,013
2,000   4.000%, 8/15/48   2/28 at 100.00 AA 2,331,240
4,040   Harris County, Texas, Toll Road Revenue Bonds, Tender Options Bond Trust 2015-XF2184 Formerly Tender Options Bond Trust 3028, 14.474%, 8/15/28  –  AGM Insured, 144A (IF) (6)   No Opt. Call AAA 8,217,239
    Harris County-Houston Sports Authority, Texas, Revenue Bonds, Capital Appreciation Refunding Senior Lien Series 2014A:        
1,195   0.000%, 11/15/41  –  AGM Insured   11/31 at 62.66 A2 540,678
2,390   0.000%, 11/15/42  –  AGM Insured   11/31 at 59.73 A2 1,028,632
2,660   0.000%, 11/15/43  –  AGM Insured   11/31 at 56.93 A2 1,087,461
7,260   0.000%, 11/15/44  –  AGM Insured   11/31 at 54.25 A2 2,816,444
10,440   0.000%, 11/15/45  –  AGM Insured   11/31 at 51.48 A2 3,831,480
7,165   0.000%, 11/15/49  –  AGM Insured   11/31 at 41.91 A2 2,113,603
3,000   0.000%, 11/15/52  –  AGM Insured   11/31 at 35.81 A2 751,350
    Houston, Texas, Airport System Revenue Bonds, Refunding & Subordinate Lien Series 2018B:        
2,000   5.000%, 7/01/43   7/28 at 100.00 A 2,440,380
2,710   5.000%, 7/01/48   7/28 at 100.00 A 3,282,569
4,550   Houston, Texas, Airport System Revenue Bonds, Refunding Subordinate Lien Series 2012B, 5.000%, 7/01/31 (Pre-refunded 7/01/22)   7/22 at 100.00 A (4) 4,861,538
51

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Texas (continued)        
    Houston, Texas, Airport System Revenue Bonds, Subordinate Lien Series 2000B:        
$135   5.450%, 7/01/24  –  AGM Insured (ETM)   No Opt. Call AA (4) $137,982
855   5.450%, 7/01/24  –  AGM Insured   No Opt. Call A 973,093
6,000   Houston, Texas, Combined Utility System Revenue Bonds, First Lien Series 2011D, 5.000%, 11/15/40 (Pre-refunded 11/15/21)   11/21 at 100.00 AA (4) 6,231,960
    Houston, Texas, Hotel Occupancy Tax and Special Revenue Bonds, Convention and Entertainment Project, Series 2001B:        
1,495   0.000%, 9/01/23  –  AGM Insured   No Opt. Call A2 1,459,957
10,850   0.000%, 9/01/25  –  AMBAC Insured   No Opt. Call A 10,089,957
1,715   0.000%, 9/01/32  –  AMBAC Insured   No Opt. Call A 1,282,546
2,870   Hutto Independent School District, Williamson County, Texas, General Obligation Bonds, Refunding Series 2012A, 5.000%, 8/01/46   8/21 at 100.00 A+ 2,932,164
2,340   Laredo, Webb County, Texas, Waterworks and Sewer System Revenue Bonds, Series 2011, 5.000%, 3/01/41 (Pre-refunded 3/01/21)  –  AGM Insured   3/21 at 100.00 Aa3 (4) 2,349,337
    Leander Independent School District, Williamson and Travis Counties, Texas, General Obligation Bonds, Refunding Series 2015A:        
2,725   5.000%, 8/15/40   8/25 at 100.00 AAA 3,221,768
4,000   4.000%, 8/15/41   8/25 at 100.00 AAA 4,459,160
3,000   Love Field Airport Modernization Corporation, Texas, Special Facilities Revenue Bonds, Southwest Airlines Company, Series 2010, 5.250%, 11/01/40   3/21 at 100.00 BBB 3,062,220
8,305   Lower Colorado River Authority, Texas, Transmission Contract Revenue Bonds, LCRA Transmission Services Corporation Project, Refunding Series 2015, 5.000%, 5/15/45   5/25 at 100.00 A 9,584,468
    McCamey County Hospital District, Texas, General Obligation Bonds, Series 2013:        
1,780   5.750%, 12/01/33   12/25 at 100.00 B1 1,978,274
1,800   6.125%, 12/01/38   12/25 at 100.00 B1 2,006,082
    Midtown Redevelopment Authority, Texas, Tax Increment Contract Revenue, Refunding Series 2017:        
16,285   5.000%, 1/01/36   1/27 at 100.00 A3 19,388,107
10,040   5.000%, 1/01/38  –  AGM Insured   1/27 at 100.00 A2 11,963,664
    Montgomery County Toll Road Authority, Texas, Toll Road Revenue Bonds, Senior Lien Series 2018:        
2,100   5.000%, 9/15/43   9/25 at 100.00 BBB- 2,375,751
1,815   5.000%, 9/15/48   9/25 at 100.00 BBB- 2,044,561
850   New Hope Cultural Education Facilities Finance Corporation, Texas, Retirement Facility Revenue Bonds, Methodist Retirement Communites Crestview Project, Series 2016, 5.000%, 11/15/31   11/24 at 102.00 BB+ 915,382
4,290   North Fort Bend Water Authority, Texas, Water System Revenue Bonds, Series 2011, 5.000%, 12/15/36  –  AGM Insured   12/21 at 100.00 A2 4,459,927
    North Texas Tollway Authority, Special Projects System Revenue Bonds, Convertible Capital Appreciation Series 2011C:        
1,880   0.000%, 9/01/43 (Pre-refunded 9/01/31) (5)   9/31 at 100.00 N/R (4) 2,648,676
7,990   0.000%, 9/01/45 (Pre-refunded 9/01/31) (5)   9/31 at 100.00 N/R (4) 12,165,654
52

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Texas (continued)        
$4,000   North Texas Tollway Authority, System Revenue Bonds, Refunding First Tier Capital Appreciation Series 2008I, 6.500%, 1/01/43   1/25 at 100.00 A+ $4,831,760
2,125   North Texas Tollway Authority, System Revenue Bonds, Refunding First Tier, Series 2008D, 0.000%, 1/01/28  –  AGC Insured   No Opt. Call A1 1,991,019
    North Texas Tollway Authority, System Revenue Bonds, Refunding First Tier, Series 2015B:        
10,260   5.000%, 1/01/40   1/23 at 100.00 A+ 11,063,255
12,205   5.000%, 1/01/45   1/25 at 100.00 A+ 13,982,292
5,000   North Texas Tollway Authority, System Revenue Bonds, Refunding Second Tier Series 2018, 5.000%, 1/01/48   1/28 at 100.00 A 5,999,850
    North Texas Tollway Authority, System Revenue Bonds, Refunding Second Tier, Series 2015A:        
6,285   5.000%, 1/01/33   1/25 at 100.00 A 7,318,191
4,000   5.000%, 1/01/34   1/25 at 100.00 A 4,649,160
4,000   5.000%, 1/01/35   1/25 at 100.00 A 4,645,800
2,250   Red River Education Finance Corporation, Texas, Higher Education Revenue Bonds, Saint Edward?s University Project, Series 2016, 4.000%, 6/01/36   6/26 at 100.00 BBB 2,396,768
2,410   Tarrant County Cultural Education Facilities Finance Corporation, Texas, Hospital Revenue Bonds, Baylor Health Care System, Series 2011A, 5.000%, 11/15/30 (Pre-refunded 11/15/21)   11/21 at 100.00 AA- (4) 2,501,194
3,480   Tarrant County Cultural Education Facilities Finance Corporation, Texas, Hospital Revenue Bonds, Hendrick Medical Center, Refunding Series 2013, 5.500%, 9/01/43 (Pre-refunded 9/01/23)   9/23 at 100.00 A3 (4) 3,950,600
4,000   Tarrant County Cultural Education Facilities Finance Corporation, Texas, Hospital Revenue Bonds, Scott & White Healthcare Project, Series 2013A, 5.000%, 8/15/43 (Pre-refunded 8/15/23)   8/23 at 100.00 AA- (4) 4,486,560
2,500   Tarrant County Cultural Education Facilities Finance Corporation, Texas, Revenue Bonds, Texas Health Resources System, Series 2016A, 5.000%, 2/15/41   8/26 at 100.00 AA 3,009,425
    Texas Private Activity Bond Surface Transportation Corporation, Senior Lien Revenue Bonds, LBJ Infrastructure Group LLC IH-635 Managed Lanes Project, Refunding Series 2020A:        
1,805   4.000%, 12/31/37   12/30 at 100.00 BBB- 2,142,048
2,500   4.000%, 6/30/38   12/30 at 100.00 BBB- 2,959,875
2,500   Texas State, General Obligation Bonds, Transportation Commission Highway Improvement Series 2012A, 5.000%, 4/01/31 (Pre-refunded 4/01/22)   4/22 at 100.00 AAA 2,642,450
17,760   Texas Transportation Commission, Central Texas Turnpike System Revenue Bonds, Refunding First Tier Series 2012A, 5.000%, 8/15/41 (Pre-refunded 8/15/22)   8/22 at 100.00 A3 (4) 19,095,374
7,345   Texas Transportation Commission, Central Texas Turnpike System Revenue Bonds, Refunding First Tier Series 2015B, 5.000%, 8/15/37   8/24 at 100.00 A3 8,360,740
    Texas Transportation Commission, Central Texas Turnpike System Revenue Bonds, Refunding Second Tier Series 2015C:        
3,650   5.000%, 8/15/33   8/24 at 100.00 Baa1 4,158,189
6,385   5.000%, 8/15/37   8/24 at 100.00 Baa1 7,229,991
44,120   5.000%, 8/15/42   8/24 at 100.00 Baa1 49,658,825
53

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Texas (continued)        
$4,000   Texas Turnpike Authority, Central Texas Turnpike System Revenue Bonds, First Tier Series 2002A, 0.000%, 8/15/25  –  AMBAC Insured   No Opt. Call A3 $3,854,160
8,000   Texas Water Development Board, State Water Implementation Revenue Fund Bonds, Master Trust Series 2019A, 4.000%, 10/15/54   10/29 at 100.00 AAA 9,516,240
448,955   Total Texas       492,749,640
    Utah – 0.5% (0.3% of Total Investments)        
    Salt Lake City, Utah, Airport Revenue Bonds, International Airport Series 2017B:        
3,560   5.000%, 7/01/42   7/27 at 100.00 A 4,368,654
1,975   5.000%, 7/01/47   7/27 at 100.00 A 2,404,799
4,000   Salt Lake City, Utah, Airport Revenue Bonds, International Airport Series 2018B, 5.000%, 7/01/48   7/28 at 100.00 A 4,932,160
    Utah Charter School Finance Authority, Charter School Revenue Bonds, Utah Charter Academies Project, Series 2018:        
1,000   5.000%, 10/15/38   10/27 at 100.00 AA 1,192,770
2,320   5.000%, 10/15/43   10/27 at 100.00 AA 2,738,366
2,040   5.000%, 10/15/48   10/27 at 100.00 AA 2,392,308
3,000   Utah County, Utah, Hospital Revenue Bonds, IHC Health Services Inc, Series 2020A, 4.000%, 5/15/43   5/30 at 100.00 AA+ 3,607,860
17,895   Total Utah       21,636,917
    Vermont – 0.3% (0.2% of Total Investments)        
    University of Vermont and State Agricultural College, Revenue Bonds, Refunding Series 2015:        
1,000   4.000%, 10/01/40   10/25 at 100.00 A+ 1,099,780
10,000   5.000%, 10/01/45   10/25 at 100.00 A+ 11,474,200
11,000   Total Vermont       12,573,980
    Virginia – 2.9% (1.9% of Total Investments)        
    Arlington County Industrial Development Authority, Virginia, Hospital Facility Revenue Bonds, Virginia Hospital Center, Series 2020:        
1,385   4.000%, 7/01/39   7/30 at 100.00 A+ 1,667,415
670   4.000%, 7/01/40   7/30 at 100.00 A+ 804,650
430   Chesapeake, Virginia, Transportation System Senior Toll Road Revenue Bonds, Capital Appreciation Series 2012B, 0.000%, 7/15/40 (5)   7/28 at 100.00 BBB 453,714
4,000   Fairfax County Industrial Development Authority, Virginia, Healthcare Revenue Bonds, Inova Health System, Series 2018A, 4.000%, 5/15/48 (UB) (6)   5/28 at 100.00 Aa2 4,638,160
1,800   Henrico County Economic Development Authority, Virginia, Revenue Bonds, Bon Secours Health System Obligated Group, Series 2013, 5.000%, 11/01/30 (Pre-refunded 11/01/22)   11/22 at 100.00 N/R (4) 1,952,280
54

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Virginia (continued)        
    Metropolitan Washington Airports Authority, Virginia, Dulles Toll Road Revenue Bonds, Dulles Metrorail & Capital improvement Projects, Refunding & Subordinate Lien Series 2019B:        
$12,455   4.000%, 10/01/44   10/29 at 100.00 Baa2 $14,184,626
5,000   5.000%, 10/01/47   10/29 at 100.00 Baa2 6,135,100
13,710   4.000%, 10/01/49   10/29 at 100.00 Baa2 15,495,865
11,960   Metropolitan Washington Airports Authority, Virginia, Dulles Toll Road Revenue Bonds, Dulles Metrorail & Capital Improvement Projects, Refunding Second Senior Lien Series 2014A, 5.000%, 10/01/53   4/22 at 100.00 Baa1 12,443,423
7,000   Metropolitan Washington Airports Authority, Virginia, Dulles Toll Road Revenue Bonds, Dulles Metrorail & Capital improvement Projects, Second Senior Lien Series 2009B, 0.000%, 10/01/36  –  AGC Insured   No Opt. Call A3 5,059,320
32,000   Metropolitan Washington Airports Authority, Virginia, Dulles Toll Road Revenue Bonds, Dulles Metrorail & Capital improvement Projects, Second Senior Lien Series 2009C, 6.500%, 10/01/41  –  AGC Insured   10/26 at 100.00 A3 40,550,080
18,000   Metropolitan Washington Airports Authority, Virginia, Dulles Toll Road Revenue Bonds, Dulles Metrorail Capital Appreciation, Second Senior Lien Series 2010B, 6.500%, 10/01/44   10/28 at 100.00 Baa1 23,821,200
2,000   Prince William County Industrial Development Authority, Virginia, Health Care Facilities Revenue Bonds, Novant Health Obligated Group-Prince William Hospital, Refunding Series 2013B, 4.000%, 11/01/33   11/22 at 100.00 AA- 2,095,280
110,410   Total Virginia       129,301,113
    Washington – 2.8% (1.8% of Total Investments)        
7,000   Central Puget Sound Regional Transit Authority, Washington, Sales Tax and Motor Vehicle Excise Tax Bonds, Green Series 2016S-1, 5.000%, 11/01/41   11/26 at 100.00 Aa1 8,549,870
12,235   Chelan County Public Utility District 1, Washington, Columbia River-Rock Island Hydro-Electric System Revenue Refunding Bonds, Series 1997A, 0.000%, 6/01/26  –  NPFG Insured   No Opt. Call Aa3 11,710,241
4,000   Energy Northwest, Washington, Electric Revenue Bonds, Columbia Generating Station, Refunding Series 2020A, 4.000%, 7/01/39   7/30 at 100.00 AA- 4,917,360
8,075   King County Public Hospital District 1, Washington, Limited Tax General Obligation Bonds, Refunding Series 2018, 5.000%, 12/01/43   12/28 at 100.00 A2 9,786,739
4,200   King County Public Hospital District 1, Washington, Limited Tax General Obligation Bonds, Valley Medical Center, Refunding Series 2016, 5.000%, 12/01/36   12/26 at 100.00 A- 4,991,490
4,000   King County Public Hospital District 2, Washington, General Obligation Bonds, EvergreenHealth, Limited Tax 2020A, 4.000%, 12/01/45   12/29 at 100.00 Aa3 4,707,440
15,000   King County, Washington, Sewer Revenue Bonds, Refunding Series 2012, 5.000%, 1/01/52 (Pre-refunded 1/01/22)   1/22 at 100.00 AA+ (4) 15,672,600
3,000   Port of Seattle, Washington, Revenue Bonds, Intermediate Lien Series 2015A, 5.000%, 4/01/40   10/24 at 100.00 A+ 3,381,690
1,250   Seattle Housing Authority, Washington, Pooled Housing Revenue Bonds, Refunding Series 2014, 5.000%, 12/01/44 (Pre-refunded 12/01/23)   12/23 at 100.00 AA (4) 1,419,650
12,515   Spokane Public Facilities District, Washington, Hotel, Motel, and Sales Use Tax Revenue Bonds, Series 2013A, 5.000%, 12/01/38   6/23 at 100.00 BBB+ 13,284,422
5,250   Tacoma, Washington, Sewer Revenue Bonds, Series 2018, 4.000%, 12/01/48   12/28 at 100.00 Aa2 6,104,490
55

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Washington (continued)        
    Washington Health Care Facilities Authority, Revenue Bonds, Providence Health & Services, Refunding Series 2012A:        
$4,000   5.000%, 10/01/32   10/22 at 100.00 AA- $4,261,840
10,000   4.250%, 10/01/40   10/22 at 100.00 AA- 10,417,800
3,135   Washington Health Care Facilities Authority, Revenue Bonds, Seattle Children's Hospital, Refunding Series 2012B, 5.000%, 10/01/30   10/22 at 100.00 Aa2 3,370,815
8,230   Washington Health Care Facilities Authority, Revenue Bonds, Seattle Children's Hospital, Series 2012A, 5.000%, 10/01/42   10/22 at 100.00 Aa2 8,782,068
2,325   Washington State Convention Center Public Facilities District, Lodging Tax Revenue Bonds, Series 2018, 4.000%, 7/01/58   7/28 at 100.00 Baa3 2,558,732
2,410   Washington State Higher Education Facilities Authority, Revenue Bonds, Seattle University, Series 2020, 4.000%, 5/01/50   5/30 at 100.00 A 2,764,294
500   Washington State Housing Finance Commission, Non-profit Housing Revenue Bonds, Presbyterian Retirement Communities Northwest Proejct, Refunding Series 2016A, 5.000%, 1/01/46, 144A   1/25 at 102.00 BB 533,265
9,000   Washington State, Motor Vehicle Fuel Tax General Obligation Bonds, Series 2003C, 0.000%, 6/01/28  –  FGIC Insured   No Opt. Call AA+ 8,416,260
116,125   Total Washington       125,631,066
    West Virginia – 1.0% (0.7% of Total Investments)        
    West Virginia Hospital Finance Authority, Hospital Revenue Bonds, West Virginia United Health System Obligated Group, Refunding & Improvement Series 2013A:        
3,000   5.375%, 6/01/38 (Pre-refunded 6/01/23)   6/23 at 100.00 A (4) 3,358,530
16,845   5.500%, 6/01/44 (Pre-refunded 6/01/23)   6/23 at 100.00 A (4) 18,907,165
9,000   West Virginia Hospital Finance Authority, Hospital Revenue Bonds, West Virginia United Health System Obligated Group, Series 2018A, 5.000%, 6/01/52   6/28 at 100.00 A 10,880,820
3,500   West Virginia Hospital Finance Authority, Revenue Bonds, West Virginia University Health System Obligated Group, Improvement Series 2017A, 5.000%, 6/01/42   6/27 at 100.00 A 4,198,670
1,050   West Virginia State Building Commission, Lease Revenue Refunding Bonds, Regional Jail and Corrections Facility, Series 1998A, 5.375%, 7/01/21  –  AMBAC Insured   No Opt. Call N/R 1,070,643
5,750   West Virginia State, General Obligation Bonds, State Road Competitive Series 2018B, 4.000%, 6/01/42   6/28 at 100.00 AA- 6,720,715
39,145   Total West Virginia       45,136,543
56

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Wisconsin – 3.0% (2.0% of Total Investments)        
    Public Finance Authority of Wisconsin, Conference Center and Hotel Revenue Bonds, Lombard Public Facilities Corporation, Second Tier Series 2018B:        
$43   0.000%, 1/01/46, 144A (7)   No Opt. Call N/R $1,255
42   0.000%, 1/01/47, 144A (7)   No Opt. Call N/R 1,192
42   0.000%, 1/01/48, 144A (7)   No Opt. Call N/R 1,167
42   0.000%, 1/01/49, 144A (7)   No Opt. Call N/R 1,136
41   0.000%, 1/01/50, 144A (7)   No Opt. Call N/R 1,077
45   0.000%, 1/01/51, 144A (7)   No Opt. Call N/R 1,161
1,163   3.750%, 7/01/51, 144A (7)   3/28 at 100.00 N/R 790,585
45   0.000%, 1/01/52, 144A (7)   No Opt. Call N/R 1,111
44   0.000%, 1/01/53, 144A (7)   No Opt. Call N/R 1,077
44   0.000%, 1/01/54, 144A (7)   No Opt. Call N/R 1,041
43   0.000%, 1/01/55, 144A (7)   No Opt. Call N/R 1,006
43   0.000%, 1/01/56, 144A (7)   No Opt. Call N/R 977
42   0.000%, 1/01/57, 144A (7)   No Opt. Call N/R 945
42   0.000%, 1/01/58, 144A (7)   No Opt. Call N/R 911
42   0.000%, 1/01/59, 144A (7)   No Opt. Call N/R 889
41   0.000%, 1/01/60, 144A (7)   No Opt. Call N/R 856
41   0.000%, 1/01/61, 144A (7)   No Opt. Call N/R 820
40   0.000%, 1/01/62, 144A (7)   No Opt. Call N/R 795
40   0.000%, 1/01/63, 144A (7)   No Opt. Call N/R 767
39   0.000%, 1/01/64, 144A (7)   No Opt. Call N/R 749
39   0.000%, 1/01/65, 144A (7)   No Opt. Call N/R 720
39   0.000%, 1/01/66, 144A (7)   No Opt. Call N/R 676
501   0.000%, 1/01/67, 144A (7)   No Opt. Call N/R 8,186
2,000   Public Finance Authority of Wisconsin, Retirement Communities Revenue Bonds, ACTS Retirement - Life Communities, Inc Obligated Group, Series 2020A, 5.000%, 11/15/41   11/27 at 103.00 A- 2,435,640
    Public Finance Authority, Wisconsin, Educational Revenue Bonds, Lake Norman Charter School, Series 2018A:        
6,000   5.000%, 6/15/38, 144A   6/26 at 100.00 BBB- 6,794,700
2,335   5.000%, 6/15/48, 144A   6/26 at 100.00 BBB- 2,605,767
4,100   University of Wisconsin Hospitals and Clinics Authority, Revenue Bonds, Refunding Series 2013A, 5.000%, 4/01/38 (Pre-refunded 4/01/23)   4/23 at 100.00 AA- (4) 4,521,890
1,015   Wisconsin Health and Educational Facilities Authority, Revenue Bonds, Froedtert Health Inc Obligated Group, Series 2012A, 5.000%, 4/01/42   10/22 at 100.00 AA 1,076,468
18,410   Wisconsin Health and Educational Facilities Authority, Revenue Bonds, Marshfield Clinic Health System, Inc, Series 2017C, 5.000%, 2/15/47   2/27 at 100.00 A- 21,304,973
    Wisconsin Health and Educational Facilities Authority, Revenue Bonds, Marshfield Clinic, Series 2012B:        
1,000   5.000%, 2/15/27   2/22 at 100.00 A- 1,041,040
1,000   5.000%, 2/15/28   2/22 at 100.00 A- 1,040,510
4,735   5.000%, 2/15/40   2/22 at 100.00 A- 4,898,784
57

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Wisconsin (continued)        
$2,000   Wisconsin Health and Educational Facilities Authority, Revenue Bonds, Marshfield Clinic, Series 2016B, 5.000%, 2/15/35   2/26 at 100.00 A- $2,319,380
7,625   Wisconsin Health and Educational Facilities Authority, Revenue Bonds, Mercy Alliance, Inc, Series 2012, 5.000%, 6/01/39   6/22 at 100.00 A3 7,926,721
615   Wisconsin Health and Educational Facilities Authority, Revenue Bonds, Meriter Hospital Inc, Series 1992A, 6.000%, 12/01/22  –  FGIC Insured   No Opt. Call A1 660,098
2,650   Wisconsin Health and Educational Facilities Authority, Revenue Bonds, Ministry Health Care, Inc, Refunding 2012C, 5.000%, 8/15/32 (Pre-refunded 8/15/22)   8/22 at 100.00 N/R (4) 2,847,134
1,000   Wisconsin Health and Educational Facilities Authority, Revenus Bonds, Gundersen Lutheran, Series 2011A, 5.250%, 10/15/39   10/21 at 100.00 A1 1,025,530
5,155   Wisconsin Health and Educational Facilities Authority, Wisconsin, Revenue Bonds, Ascension Health Alliance Senior Credit Group, Series 2016A, 4.000%, 11/15/34   5/26 at 100.00 Aa2 5,911,651
2,500   Wisconsin Health and Educational Facilities Authority, Wisconsin, Revenue Bonds, Aurora Health Care, Inc, Series 2013A, 5.125%, 4/15/31 (Pre-refunded 4/15/23)   4/23 at 100.00 Aa3 (4) 2,765,800
    Wisconsin Health and Educational Facilities Authority, Wisconsin, Revenue Bonds, Benevolent Corporation Cedar Community, Series 2017:        
1,110   5.000%, 6/01/37   6/25 at 103.00 N/R 1,201,686
955   5.000%, 6/01/41   6/25 at 103.00 N/R 1,025,450
    Wisconsin Health and Educational Facilities Authority, Wisconsin, Revenue Bonds, Franciscan Sisters of Christian Charity Sponsored Ministry, Series 2017A:        
1,000   5.000%, 9/01/30   9/27 at 100.00 BBB- 1,184,020
1,110   5.000%, 9/01/31   9/27 at 100.00 BBB- 1,309,534
1,100   5.000%, 9/01/32   9/27 at 100.00 BBB- 1,288,826
1,725   5.000%, 9/01/33   9/27 at 100.00 BBB- 2,014,058
1,775   5.000%, 9/01/34   9/27 at 100.00 BBB- 2,067,840
1,910   5.000%, 9/01/35   9/27 at 100.00 BBB- 2,213,881
2,065   5.000%, 9/01/36   9/27 at 100.00 BBB- 2,387,305
8,500   Wisconsin Health and Educational Facilities Authority, Wisconsin, Revenue Bonds, Marshfield Clinic, Series 2016A, 5.000%, 2/15/46   2/26 at 100.00 A- 9,690,850
5,000   Wisconsin Health and Educational Facilities Authority, Wisconsin, Revenue Bonds, Medical College of Wisconsin, Inc, Series 2016, 5.000%, 12/01/41   11/26 at 100.00 AA- 5,931,750
    Wisconsin Health and Educational Facilities Authority, Wisconsin, Revenue Bonds, Saint John's Communities Inc, Series 2018A:        
1,240   5.000%, 9/15/31   9/23 at 100.00 BBB- 1,323,626
7,955   5.000%, 9/15/50   9/23 at 100.00 BBB- 8,350,602
10,230   Wisconsin Health and Educational Facilities Authority, Wisconsin, Revenue Bonds, ThedaCare Inc, Series 2015, 5.000%, 12/15/44   12/24 at 100.00 A1 11,498,315
10,770   Wisconsin Health and Educational Facilities Authority, Wisconsin, Revenue Bonds, ThedaCare Inc, Series 2019, 4.000%, 12/15/49   12/29 at 100.00 A1 12,423,195
121,128   Total Wisconsin       133,906,123
    Wyoming – 0.3% (0.2% of Total Investments)        
9,625   Sweetwater County, Wyoming, Hospital Revenue Bonds, Memorial Hospital Project, Refunding Series 2013A, 5.000%, 9/01/37   9/23 at 100.00 BB+ 10,314,824
58

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Wyoming (continued)        
    Teton County Hospital District, Wyoming, Hospital Revenue Bonds, St John's Medical Center Project, Series 2011B:        
$2,000   5.500%, 12/01/27 (Pre-refunded 12/01/21)   12/21 at 100.00 N/R (4) $2,087,220
1,000   6.000%, 12/01/36 (Pre-refunded 12/01/21)   12/21 at 100.00 N/R (4) 1,047,590
12,625   Total Wyoming       13,449,634
$6,438,945   Total Long-Term Investments (cost $5,994,661,843)       6,804,437,820
    
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 – 0.6% (0.4% of Total Investments)        
$25,000   Colorado Springs, Colorado, Utilities System Revenue Bonds, Variable Rate Demand Subordinate Lien Improvement Series 2006B, 0.050%, 11/01/36 (8)   3/21 at 100.00 Aa2 $25,000,000
$25,000   Total Short-Term Investments (cost $25,000,000)       25,000,000
    Total Investments (cost $6,019,661,843) – 151.9%       6,829,437,820
    Floating Rate Obligations – (2.2)%       (99,025,000)
    Adjustable Rate MuniFund Term Preferred Shares, net of deferred offering costs – (3.2)% (9)       (143,412,668)
    MuniFund Preferred Shares, net of deferred offering costs – (21.3)% (10)       (956,236,466)
    Variable Rate Demand Preferred Shares, net of deferred offering costs – (28.6)% (11)       (1,283,905,468)
    Other Assets Less Liabilities – 3.4%       149,400,184
    Net Assets Applicable to Common Shares – 100%       $4,496,258,402
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).
59

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2021
  (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 $ — $6,804,437,820 $ — $6,804,437,820
Short-Term Investments:        
Municipal Bonds  — 25,000,000  — 25,000,000
Total $ — $6,829,437,820 $ — $6,829,437,820
    
(1) All percentages shown in the Portfolio of Investments are based on net assets applicable to common shares unless otherwise noted.  
(2) Optional Call Provisions: Dates (month and year) and prices of the earliest optional call or redemption. There may be other call provisions at varying prices at later dates. Certain mortgage-backed securities may be subject to periodic principal paydowns.  
(3) The ratings disclosed are the lowest of Standard & Poor’s Group (“Standard & Poor’s”), Moody’s Investors Service, Inc. (“Moody’s”) or Fitch, Inc. (“Fitch”) rating. Ratings below BBB by Standard & Poor’s, Baa by Moody’s or BBB by Fitch are considered to be below investment grade. Holdings designated N/R are not rated by any of these national rating agencies.  
(4) Backed by an escrow or trust containing sufficient U.S. Government or U.S. Government agency securities, which ensure the timely payment of principal and interest.  
(5) Step-up coupon bond, a bond with a coupon that increases ("steps up"), usually at regular intervals, while the bond is outstanding. The rate shown is the coupon as of the end of the reporting period.  
(6) Investment, or portion of investment, has been pledged to collateralize the net payment obligations for investments in inverse floating rate transactions.  
(7) Defaulted security. A security whose issuer has failed to fully pay principal and/or interest when due, or is under the protection of bankruptcy.  
(8) Investment has a maturity of greater than one year, but has variable rate and/or demand features which qualify it as a short-term investment. The rate disclosed, as well as the reference rate and spread, where applicable, is that in effect as of the end of the reporting period. This rate changes periodically based on market conditions or a specified market index.  
(9) Adjustable Rate MuniFund Term Preferred Shares, net of deferred offering cost as a percentage of Total Investments is 2.1%.  
(10) MuniFund Preferred Shares, net of deferred offering costs as a percentage of Total Investments is 14.0%.  
(11) Variable Rate Demand Preferred Shares, net of deferred offering costs as a percentage of Total Investments is 18.8%.  
144A Investment is exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These investments may only be resold in transactions exempt from registration, which are normally those transactions with qualified institutional buyers.  
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.  
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