NPORT-EX 2 NEA.htm
NEA
Nuveen AMT-Free Quality Municipal Income Fund
Portfolio of Investments    January 31, 2022
(Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    LONG-TERM INVESTMENTS – 156.8% (99.2% of Total Investments)        
    MUNICIPAL BONDS – 156.8% (99.2% of Total Investments)        
    Alabama – 1.4% (0.9% of Total Investments)        
$2,150   Autauga County Board of Education, Alabama, Special Tax Warrants, Series 2021, 4.000%, 4/01/46   10/31 at 100.00 N/R $2,449,280
    Birmingham Airport Authority, Alabama, Airport Revenue Bonds, Series 2020:        
875   4.000%, 7/01/35  –  BAM Insured   7/30 at 100.00 A3 1,003,590
1,000   4.000%, 7/01/37  –  BAM Insured   7/30 at 100.00 A3 1,143,330
975   4.000%, 7/01/40  –  BAM Insured   7/30 at 100.00 A3 1,105,991
1,535   Gardendale, Alabama, General Obligation Warrants, Series 2021B, 4.000%, 5/01/51   5/31 at 100.00 AA- 1,752,141
7,335   Huntsville Healthcare Authority, Alabama, Revenue Bonds, Series 2020B, 4.000%, 6/01/45   6/30 at 100.00 A1 8,259,357
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 A- 4,724,257
23,175   Lower Alabama Gas District, Alabama, Gas Project Revenue Bonds, Series 2016A, 5.000%, 9/01/46   No Opt. Call A2 31,047,316
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 5,263,874
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 5,768,890
51,505   Total Alabama       62,518,026
    Alaska – 0.0% (0.0% of Total Investments)        
495   Northern Tobacco Securitization Corporation, Alaska, Tobacco Settlement Asset-Backed Bonds, Senior Series 2021A Class 1, 4.000%, 6/01/50   6/31 at 100.00 BBB+ 546,030
    Arizona – 1.6% (1.0% 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- 1,464,249
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+ 4,344,560
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- 1,151,588
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 7,916,362
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 1,569,952
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- 5,616,509
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 7,091,989
1

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2022
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Arizona (continued)        
    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 $9,146,114
10,000   5.500%, 7/01/40  –  FGIC Insured   No Opt. Call AA 14,370,300
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 3,556,770
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+ 14,631,362
56,845   Total Arizona       70,859,755
    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   3/22 at 100.00 N/R 5,094,834
    California – 8.2% (5.2% 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- 17,574,357
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 3,747,279
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 2,948,888
    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) 5,249,350
6,500   5.250%, 4/01/53 (Pre-refunded 4/01/23)   4/23 at 100.00 A1 (4) 6,842,160
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) 10,845,500
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+ 6,317,280
    Burbank Unified School District, Los Angeles County, California, General Obligation Bonds, Election 2013, Series 2015A:        
2,250   5.000%, 8/01/32 (Pre-refunded 2/01/25) (5)   2/25 at 100.00 A+ (4) 2,333,453
1,350   5.000%, 8/01/33 (Pre-refunded 2/01/25) (5)   2/25 at 100.00 A+ (4) 1,400,072
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- 186,115
    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 3,200,283
5,890   0.000%, 10/01/24  –  NPFG Insured   No Opt. Call A2 5,695,394
7,615   0.000%, 10/01/25  –  NPFG Insured   No Opt. Call A2 7,229,681
1,350   0.000%, 10/01/39  –  NPFG Insured   No Opt. Call A2 850,068
6,255   California Health Facilities Financing Authority, Revenue Bonds, Cedars-Sinai Health System, Series 2021A, 4.000%, 8/15/48   8/31 at 100.00 N/R 7,092,294
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+ $1,459,316
    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+ 3,072,360
10,000   5.000%, 8/15/51   8/22 at 100.00 A+ 10,241,200
530   California Health Facilities Financing Authority, Revenue Bonds, Saint Joseph Health System, Series 2013A, 5.000%, 7/01/37 (Pre-refunded 7/01/23)   7/23 at 100.00 AA- (4) 561,069
    California Health Facilities Financing Authority, Revenue Bonds, Stanford Hospitals and Clinics, Tender Option Bond Trust 2016-XG0049:        
485   9.434%, 8/15/51 (Pre-refunded 8/15/22), 144A (IF) (6)   8/22 at 100.00 AA- (4) 508,377
525   9.442%, 8/15/51 (Pre-refunded 8/15/22), 144A (IF) (6)   8/22 at 100.00 AA- (4) 550,326
1,285   9.442%, 8/15/51 (Pre-refunded 8/15/22), 144A (IF) (6)   8/22 at 100.00 AA- (4) 1,346,988
2,230   California Municipal Finance Authority, Revenue Bonds, Community Health System, Series 2021A, 4.000%, 2/01/51   2/32 at 100.00 N/R 2,496,351
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- 1,747,680
965   California Public Finance Authority, Revenue Bonds, Henry Mayo Newhall Hospital, Series 2017, 5.000%, 10/15/47   10/26 at 100.00 BBB- 1,089,881
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+ 3,128,302
5,000   California State, General Obligation Bonds, Refunding Various Purpose Series 2017, 4.000%, 8/01/36   8/26 at 100.00 AA- 5,472,000
5   California State, General Obligation Bonds, Series 2004, 5.000%, 4/01/31  –  AMBAC Insured   3/22 at 100.00 AA- 5,019
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- 10,770,296
    California Statewide Community Development Authority, Revenue Bonds, Daughters of Charity Health System, Series 2005A:        
342   5.750%, 7/01/30 (7), (8)   1/22 at 100.00 N/R 217,780
440   5.750%, 7/01/35 (7), (8)   1/22 at 100.00 N/R 279,564
528   5.500%, 7/01/39 (7), (8)   1/22 at 100.00 N/R 335,477
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 8,981,029
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) 4,567,383
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) 3,537,859
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 5,765,551
3

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2022
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    California (continued)        
    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 $1,130,484
3,350   5.750%, 1/15/46 (Pre-refunded 1/15/24)   1/24 at 100.00 Baa2 (4) 3,655,420
8,350   6.000%, 1/15/49 (Pre-refunded 1/15/24)   1/24 at 100.00 Baa2 (4) 9,146,423
118,565   Golden State Tobacco Securitization Corporation, California, Tobacco Settlement Asset-Backed Bonds, Capital Appreciation Series 2021B-2, 0.000%, 6/01/66   12/31 at 27.75 N/R 18,944,316
7,125   Golden State Tobacco Securitization Corporation, California, Tobacco Settlement Asset-Backed Bonds, Senior Convertible Series 2007A-2, 5.300%, 6/01/37 (Pre-refunded 6/01/22)   6/22 at 100.00 B- (4) 7,239,570
1,490   Golden State Tobacco Securitization Corporation, California, Tobacco Settlement Asset-Backed Bonds, Series 2018A-1, 5.000%, 6/01/47 (Pre-refunded 6/01/22)   6/22 at 100.00 N/R (4) 1,512,484
1,865   Golden State Tobacco Securitization Corporation, California, Tobacco Settlement Asset-Backed Bonds, Series 2018A-2, 5.000%, 6/01/47 (Pre-refunded 6/01/22)   6/22 at 100.00 N/R (4) 1,893,143
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- 3,954,100
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 2,981,845
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 1,355,625
995   Los Angeles Department of Water and Power, California, Electric Plant Revenue Bonds, Series 1994, 5.375%, 2/15/34 (ETM)   3/22 at 100.00 N/R (4) 999,448
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 2,261,069
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 11,313,311
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+ 8,304,780
240   Mt. Diablo Hospital District, California, Insured Hospital Revenue Bonds, Series 1993A, 5.125%, 12/01/23  –  AMBAC Insured (ETM)   10/21 at 100.00 N/R (4) 253,586
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 10,337,274
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 2,155,975
2,585   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 2,825,638
    Orange County Water District, California, Revenue Certificates of Participation, Series 2003B:        
1,490   5.000%, 8/15/34  –  NPFG Insured (ETM)   5/21 at 100.00 Aa1 (4) 1,893,373
1,745   5.000%, 8/15/34 (Pre-refunded 8/15/32)  –  NPFG Insured   8/32 at 100.00 N/R (4) 2,292,773
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 859,840
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- 1,916,920
4

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    California (continued)        
$9,320   Palomar Pomerado Health, California, General Obligation Bonds, Series 2009A, 0.000%, 8/01/33  –  AGC Insured   No Opt. Call BBB- $6,945,171
1,505   Pomona, California, GNMA/FHLMC Collateralized Single Family Mortgage Revenue Refunding Bonds, Series 1990B, 7.500%, 8/01/23 (ETM)   No Opt. Call AA+ (4) 1,580,822
1,800   Rialto Unified School District, San Bernardino County, California, General Obligation Bonds, Series 2011A, 0.000%, 8/01/28   No Opt. Call Aa3 1,596,474
625   Riverside County Transportation Commission, California, Toll Revenue Senior Lien Bonds, RCTC 91 Express Lanes, Refunding Series 2021B-1, 4.000%, 6/01/46   6/31 at 100.00 BBB+ 709,319
760   Riverside County Transportation Commission, California, Toll Revenue Senior Lien Bonds, Series 2013A, 5.750%, 6/01/44 (Pre-refunded 6/01/23)   6/23 at 100.00 BBB+ (4) 808,693
1,490   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) 1,564,634
15,000   San Diego County Regional Airport Authority, California, Airport Revenue Bonds, Subordinate Series 2021A, 4.000%, 7/01/56   7/31 at 100.00 N/R 16,543,950
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 4,185,120
6,000   San Francisco Airports Commission, California, Revenue Bonds, San Francisco International Airport, Governmental Purpose, Second Series 2022B, 4.000%, 5/01/52 (WI/DD, Settling 2/08/22)   5/32 at 100.00 N/R 6,766,680
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- 9,132,744
    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 (Pre-refunded 1/15/25)   1/25 at 100.00 BBB (4) 11,803,995
32,725   5.000%, 1/15/50 (Pre-refunded 1/15/25)   1/25 at 100.00 BBB (4) 36,459,250
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 7,064,935
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+ 2,648,427
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+ 3,744,875
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 9,858,082
    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 1,510,350
6,570   0.000%, 8/01/47   8/25 at 30.90 A3 1,868,639
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 2,491,767
486,930   Total California       372,157,306
    Colorado – 12.0% (7.6% 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 1,454,721
5

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2022
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Colorado (continued)        
$6,600   Aerotropolis Regional Transportation Authority, Colorado, Special Revenue Bonds, Series 2021, 4.375%, 12/01/52   12/26 at 103.00 N/R $6,460,806
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 536,215
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 1,290,457
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 1,120,399
    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 1,643,465
3,620   5.000%, 12/01/47, 144A   12/22 at 103.00 N/R 3,769,108
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- 1,317,625
115   Central Platte Valley Metropolitan District, Colorado, General Obligation Bonds, Refunding Series 2014, 5.000%, 12/01/43   12/23 at 100.00 BB 119,261
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 3,993,045
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 1,786,394
    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) 2,356,878
4,615   5.000%, 6/01/35 (Pre-refunded 6/01/27)   6/27 at 100.00 N/R (4) 5,424,933
7,205   5.000%, 6/01/36 (Pre-refunded 6/01/27)   6/27 at 100.00 N/R (4) 8,469,478
8,715   5.000%, 6/01/37 (Pre-refunded 6/01/27)   6/27 at 100.00 N/R (4) 10,244,482
4,105   5.000%, 6/01/42 (Pre-refunded 6/01/27)   6/27 at 100.00 N/R (4) 4,825,428
8,545   5.000%, 6/01/47 (Pre-refunded 6/01/27)   6/27 at 100.00 N/R (4) 10,044,647
14,280   Colorado Health Facilities Authority, Colorado, Revenue Bonds, AdventHealth Obligated Group, Series 2019A, 4.000%, 11/15/43   11/29 at 100.00 AA 16,167,530
20,305   Colorado Health Facilities Authority, Colorado, Revenue Bonds, AdventHealth Obligated Group, Series 2021A, 4.000%, 11/15/50   11/31 at 100.00 AA 23,150,949
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) 5,206,650
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+ 5,332,050
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 3,229,584
11,050   Colorado Health Facilities Authority, Colorado, Revenue Bonds, CommonSpirit Health, Series 2019A-1, 4.000%, 8/01/44   8/29 at 100.00 BBB+ 12,074,003
26,025   Colorado Health Facilities Authority, Colorado, Revenue Bonds, CommonSpirit Health, Series 2019A-2, 4.000%, 8/01/49   8/29 at 100.00 BBB+ 28,350,854
6

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Colorado (continued)        
$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- $5,108,714
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) 2,411,243
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) 1,062,980
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 BB+ 853,095
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 1,606,830
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 11,252,346
1,000   Colorado Health Facilities Authority, Colorado, Revenue Bonds, Sanford Health, Series 2019A, 4.000%, 11/01/39   11/29 at 100.00 A+ 1,135,490
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- 3,731,772
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- 5,473,652
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 4,593,511
    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 2,025,357
2,660   5.875%, 12/01/46   12/23 at 103.00 N/R 2,831,756
    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+ 2,387,360
1,225   5.000%, 12/01/47   12/27 at 100.00 A+ 1,458,559
1,500   Colorado State Board of Governors, Colorado State University Auxiliary Enterprise System Revenue Bonds, Refunding Series 2016B, 5.000%, 3/01/41 (Pre-refunded 3/01/27)   3/27 at 100.00 A+ (4) 1,769,415
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 2,222,600
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 7,214,350
7,250   Colorado State, Building Excellent Schools Today, Certificates of Participation, Series 2021S, 4.000%, 3/15/46   3/31 at 100.00 N/R 8,252,893
5,000   Colorado State, Certificates of Participation, Rural Series 2018A, 4.000%, 12/15/35   12/28 at 100.00 AA- 5,696,500
2,505   Colorado State, Certificates of Participation, Rural Series 2020A, 4.000%, 12/15/39   12/30 at 100.00 AA- 2,878,270
    Commerce City, Colorado, Sales and Use Tax Revenue Bonds, Series 2016:        
7,115   5.000%, 8/01/41   8/26 at 100.00 A1 8,095,945
1,000   5.000%, 8/01/46   8/26 at 100.00 A1 1,131,860
1,250   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 1,319,713
7

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2022
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Colorado (continued)        
$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) $11,525,221
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 13,666,131
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 2,958,125
11,750   Denver City and County, Colorado, Dedicated Tax Revenue Bonds, Series 2021A, 4.000%, 8/01/51   8/31 at 100.00 AA- 13,270,802
    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- 5,793,382
2,935   5.000%, 12/01/35   12/26 at 100.00 BBB- 3,300,701
1,800   5.000%, 12/01/40   12/26 at 100.00 BBB- 2,009,664
355   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 381,387
    E-470 Public Highway Authority, Colorado, Senior Revenue Bonds, Series 2000B:        
6,200   0.000%, 9/01/22  –  NPFG Insured   No Opt. Call A 6,169,434
45,540   0.000%, 9/01/30  –  NPFG Insured   No Opt. Call A 37,830,078
16,635   0.000%, 9/01/32  –  NPFG Insured   No Opt. Call A 13,020,547
49,250   0.000%, 9/01/33  –  NPFG Insured   No Opt. Call A 37,467,922
    E-470 Public Highway Authority, Colorado, Toll Revenue Bonds, Series 2004A:        
9,310   0.000%, 9/01/28  –  NPFG Insured   No Opt. Call A 8,181,721
2,900   0.000%, 9/01/34  –  NPFG Insured   No Opt. Call A 2,139,736
18,500   0.000%, 3/01/36  –  NPFG Insured   No Opt. Call A 12,975,160
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 2,497,550
1,200   El Paso County School District 3, Widefield, Colorado, Certificates of Participation, Recreation Facility Project, Series 2021, 4.000%, 12/01/46  –  AGM Insured   12/31 at 100.00 AA 1,356,120
2,000   Firestone, Colorado, Water Enterprise Revenue Bones, Series 2020, 4.000%, 12/01/45  –  BAM Insured   12/30 at 100.00 AA 2,279,380
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 1,988,362
3,000   Foothills Park and Recreation District, Jefferson County, Colorado, Lease Revenue Bonds, Certificates of Participation, Series 2021, 4.000%, 12/01/41   12/31 at 100.00 AA- 3,463,920
3,000   Grand County School District 2 East Grand, Colorado, General Obligation Bonds, Series 2022, 4.000%, 12/01/46   12/31 at 100.00 N/R 3,481,050
2,875   Johnstown, Colorado, Wastewater Revenue Bonds, Series 2021, 4.000%, 12/01/51  –  AGM Insured   12/31 at 100.00 AA 3,293,715
5,000   Leyden Rock Metropolitan District, Arvada, Jefferson County, Colorado, General Obligation Limited Tax Bonds, Convertible to Unlimited Tax, Refunding & Improvement Series 2021, 4.000%, 12/01/51  –  AGM Insured   12/31 at 100.00 A3 5,728,200
1,000   Little Thompson Water District, Colorado, Water Revenue Bonds, Series 2020, 4.000%, 12/01/50   12/30 at 100.00 AA- 1,144,130
8

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Colorado (continued)        
$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+ $1,132,650
1,000   Louisville, Boulder County, Colorado, General Obligation Bonds, Limited Tax, Series 2017, 4.000%, 12/01/36   12/26 at 100.00 AA+ 1,101,290
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 1,349,364
1,000   North Pine Vistas Metropolitan District 3, Castle Pines, Douglas County, Colorado, Limited Tax General Obligation Bonds, Refunding & Improvement Senior Series 2021A, 4.000%, 12/01/46  –  AGM Insured   12/31 at 100.00 A2 1,109,840
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 1,135,995
7,750   Northern Colorado Water Conservancy District Building Corporation, Certificates of Participation, Refunding Series 2021, 4.000%, 7/01/51   7/31 at 100.00 AA+ 8,800,900
1,220   Overlook Metropolitan District, Parker, Douglas County, Colorado, General Obligation Limited Tax Bonds, Convertible to Unlimted Tax Refunding Series 2021A, 4.000%, 12/01/51  –  BAM Insured   12/31 at 100.00 Baa3 1,386,188
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 19,494,667
    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 3,502,384
3,255   4.000%, 12/01/46  –  AGM Insured   12/29 at 100.00 A 3,692,081
600   Pueblo Urban Renewal Authority, Colorado, Tax Increment Revenue Bonds, EVRAZ Project, Series 2021A, 4.750%, 12/01/45, 144A   12/30 at 100.00 N/R 657,954
    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 10,234,277
3,600   5.000%, 12/01/47   12/27 at 100.00 A2 4,173,336
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 3,669,413
    Thompson Crossing Metropolitan District 6, Larimer County, Colorado, General Obligation Limited Tax Bonds, Refunding & Improvement Convertible to Unlimited Tax Series 2020:        
835   3.000%, 12/01/30, 144A   No Opt. Call Ba2 842,390
1,300   5.000%, 12/01/44, 144A   12/30 at 100.00 Ba2 1,448,408
995   Transport Metropolitan District 3, In the City of Aurora, Adams County, Colorado, General Obligation Limited Bonds, Series 2021A-1, 5.000%, 12/01/51   3/26 at 103.00 N/R 1,081,565
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 1,050,220
4,000   University of Colorado Hospital Authority, Colorado, Revenue Bonds, Series 2012A, 5.000%, 11/15/42   11/22 at 100.00 Aa3 4,123,000
5,000   University of Colorado, Enterprise System Revenue Bonds, Refunding Series 2021C-4, 4.000%, 6/01/51   6/31 at 100.00 Aa1 5,749,250
9

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2022
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Colorado (continued)        
$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) $15,826,605
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 2,722,950
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 6,155,400
2,175   Weld County School District RE1, Colorado, General Obligation Bonds, Series 2017, 5.000%, 12/15/30   12/26 at 100.00 AA 2,519,629
500   Westerly Metropolitan District 4, Weld County, Colorado, General Obligation Limited Tax Bonds, Series 2021A-1, 5.000%, 12/01/50   3/26 at 103.00 N/R 531,190
528,985   Total Colorado       542,296,557
    Connecticut – 0.6% (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- 1,884,432
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+ 3,036,628
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- 7,856,638
    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 579,170
2,425   5.000%, 7/01/42   7/27 at 100.00 A3 2,786,252
7,075   Connecticut State, Special Tax Obligation Bonds, Transportation Infrastructure Purposes, Series 2020A, 5.000%, 5/01/40   5/30 at 100.00 AA- 8,681,733
3,285   University of Connecticut, General Obligation Bonds, Series 2020A, 5.000%, 2/15/40   2/30 at 100.00 A+ 4,002,575
24,900   Total Connecticut       28,827,428
    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) 3,538,571
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 1,155,400
9,070   Delaware Transportation Authority, Revenue Bonds, US 301 Project, Series 2015, 5.000%, 6/01/55   6/25 at 100.00 AA- 10,013,915
13,420   Total Delaware       14,707,886
    District of Columbia – 3.7% (2.3% 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- 1,276,163
107,000   District of Columbia Tobacco Settlement Corporation, Tobacco Settlement Asset-Backed Bonds, Series 2006A, 0.000%, 6/15/46   3/22 at 22.44 N/R 23,880,260
    District of Columbia, Revenue Bonds, Georgetown University, Refunding Series 2017:        
3,500   5.000%, 4/01/35   4/27 at 100.00 A- 4,039,910
60   5.000%, 4/01/36 (Pre-refunded 4/01/27)   4/27 at 100.00 N/R (4) 70,661
3,440   5.000%, 4/01/36   4/27 at 100.00 A- 3,968,178
10

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    District of Columbia (continued)        
    Metropolitan Washington Airports Authority, District of Columbia, Dulles Toll Road Revenue Bonds, Dulles Metrorail & Capital improvement Projects, Refunding & Subordinate Lien Series 2019B:        
$5,000   5.000%, 10/01/47   10/29 at 100.00 Baa2 $5,922,100
13,710   4.000%, 10/01/49   10/29 at 100.00 Baa2 15,029,176
11,960   Metropolitan Washington Airports Authority, District of Columbia, Dulles Toll Road Revenue Bonds, Dulles Metrorail & Capital Improvement Projects, Refunding Second Senior Lien Series 2014A, 5.000%, 10/01/53   4/22 at 100.00 Baa1 12,050,777
18,000   Metropolitan Washington Airports Authority, District of Columbia, 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 23,198,220
12,455   Metropolitan Washington Airports Authority, Virginia, Dulles Toll Road Revenue Bonds, Dulles Metrorail & Capital improvement Projects, Refunding & Subordinate Lien Series 2019B, 4.000%, 10/01/44   10/29 at 100.00 Baa2 13,741,103
17,000   Metropolitan Washington Airports Authority, Virginia, Dulles Toll Road Revenue Bonds, Dulles Metrorail & Capital Improvement Projects, Refunding Second Senior Lien Series 2022A, 4.000%, 10/01/52  –  AGM Insured (WI/DD, Settling 2/16/22)   10/31 at 100.00 N/R 18,936,300
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 4,768,750
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 (Pre-refunded 10/01/26)  –  AGC Insured   10/26 at 100.00 A3 (4) 39,086,720
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 1,365,347
233,570   Total District of Columbia       167,333,665
    Florida – 6.8% (4.3% 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 2,906,484
1,425   Central Florida Expressway Authority, Revenue Bonds, Refunding Senior Lien Series 2021, 4.000%, 7/01/38  –  AGM Insured   7/31 at 100.00 AA 1,657,033
2,830   City of Miami Beach, Florida, Stormwater Revenue Bonds, Series 2015, 5.000%, 9/01/41   9/25 at 100.00 AA- 3,155,790
1,585   Cocoa, Florida, Water and Sewer System Revenue Bonds, Refunding Series 2003, 5.500%, 10/01/23  –  AMBAC Insured   No Opt. Call AA 1,664,789
3,570   Collier County Educational Facilities Authority, Florida, Revenue Bonds, Hodges University, Refunding Series 2013, 6.125%, 11/01/43 (Pre-refunded 11/01/23)   11/23 at 100.00 N/R (4) 3,878,341
5,810   Collier County, Florida, Tourist Development Tax Revenue Bonds, Series 2018, 4.000%, 10/01/43   10/28 at 100.00 Aa3 6,410,405
    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) 9,071,294
4,280   5.625%, 4/01/43 (Pre-refunded 4/01/23)   4/23 at 100.00 Baa1 (4) 4,521,306
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 573,868
11

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2022
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Florida (continued)        
    Florida Municipal Loan Council, Revenue Bonds, Series 2000B:        
$1,040   0.000%, 11/01/25  –  NPFG Insured   No Opt. Call Baa2 $954,210
1,590   0.000%, 11/01/26  –  NPFG Insured   No Opt. Call Baa2 1,416,785
1,690   Fort Myers, Florida, Utility System Revenue Bonds, Refunding Series 2019A, 4.000%, 10/01/44   10/28 at 100.00 A+ 1,898,732
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+ 17,835,750
    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 6,261,859
12,885   5.000%, 10/01/44   10/24 at 100.00 A 14,077,507
13,145   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 14,533,769
400   Jacksonville, Florida, Better Jacksonville Sales Tax Revenue Bonds, Refunding Series 2012, 5.000%, 10/01/30   10/22 at 100.00 A+ 411,692
2,500   Lakeland, Florida, Hospital System Revenue Bonds, Lakeland Regional Health, Series 2015, 5.000%, 11/15/45   11/24 at 100.00 A2 2,732,825
    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 4,070,756
19,145   5.000%, 2/01/44  –  AGM Insured   2/24 at 100.00 A1 20,431,735
    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+ 207,122
2,000   5.125%, 7/01/38   7/27 at 100.00 BB+ 2,025,040
5,035   5.125%, 7/01/46   7/27 at 100.00 BB+ 5,061,887
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- 8,155,530
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- 20,823,831
10,000   Miami-Dade County Expressway Authority, Florida, Toll System Revenue Bonds, Series 2010A, 5.000%, 7/01/35   3/22 at 100.00 BBB+ 10,041,900
3,000   Miami-Dade County Health Facility Authority, Florida, Hospital Revenue Bonds, Nicklaus Children's Hospital Project, Refunding Series 2021A, 4.000%, 8/01/46   8/31 at 100.00 A 3,392,190
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- 1,341,709
1,000   Miami-Dade County, Florida, Aviation Revenue Bonds, Miami International Airport, Refunding Series 2014B, 5.000%, 10/01/37   10/24 at 100.00 A- 1,085,430
1,500   Miami-Dade County, Florida, Aviation Revenue Bonds, Refunding Series 2016A, 5.000%, 10/01/41   10/26 at 100.00 A- 1,732,785
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 5,526,687
12

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) $1,905,075
    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) 5,604,225
3,000   5.000%, 7/01/42 (Pre-refunded 7/01/22)   7/22 at 100.00 A1 (4) 3,056,850
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 7,776,510
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) 5,941,773
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+ 11,166,480
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 2,731,464
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) 755,693
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- 810,672
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- 5,915,414
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 11,144,751
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- 6,560,570
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 265,667
1,385   Rivercrest Community Development District, Florida, Special Assessment Bonds, Series 2007, 5.000%, 5/01/30  –  RAAI Insured   3/22 at 100.00 A3 1,388,975
6,625   South Broward Hospital District, Florida, Hospital Revenue Bonds, Refunding Series 2015, 4.000%, 5/01/33   5/25 at 100.00 Aa3 7,093,520
    South Miami Health Facilities Authority, Florida, Hospital Revenue Bonds, Baptist Health Systems of South Florida Obligated Group, Refunding Series 2017:        
4,595   5.000%, 8/15/42   8/27 at 100.00 A1 5,391,314
12,325   5.000%, 8/15/47   8/27 at 100.00 A1 14,333,482
2,290   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 2,477,070
3,300   Tampa, Florida, Health System Revenue Bonds, Baycare Health System, Series 2012A, 5.000%, 11/15/33   5/22 at 100.00 Aa2 3,340,656
4,000   Tampa, Florida, Health System Revenue Bonds, Baycare Health System, Series 2016A, 4.000%, 11/15/46   5/26 at 100.00 Aa2 4,337,400
13

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2022
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Florida (continued)        
    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- $390,309
5,545   5.000%, 7/01/50   7/30 at 100.00 A- 6,733,737
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) 9,902,153
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 A2 (4) 2,233,980
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 A2 1,115,170
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- 8,094,860
281,260   Total Florida       308,326,811
    Georgia – 3.6% (2.3% of Total Investments)        
    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) 3,813,746
2,040   5.000%, 11/01/35 (Pre-refunded 5/01/25)   5/25 at 100.00 AA- (4) 2,288,248
1,755   Atlanta, Georgia, Water and Wastewater Revenue Bonds, Series 1999A, 5.500%, 11/01/22  –  FGIC Insured   No Opt. Call AA- 1,820,181
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 2,316,340
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 6,527,988
    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 5,014,876
13,670   5.000%, 4/01/47   4/27 at 100.00 A 15,795,685
5,610   4.000%, 4/01/50   4/30 at 100.00 A 6,216,721
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 31,749,200
12,590   Gainesville and Hall County Hospital Authority, Georgia, Revenue Anticipation Certificates, Northeast Georgia Health Services Inc., Series 2014A, 5.500%, 8/15/54 (Pre-refunded 2/15/25)   2/25 at 100.00 AA (4) 14,201,898
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 8,643,525
2,000   Gainesville and Hall County Hospital Authority, Georgia, Revenue Anticipation Certificates, Northeast Georgia Health Services Inc., Series 2021A, 4.000%, 2/15/51   2/31 at 100.00 A 2,232,160
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+ 4,193,723
3,500   Georgia Ports Authority, Revenue Bonds, Series 2021, 4.000%, 7/01/46   7/31 at 100.00 AA 3,995,005
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 12,000,670
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+ 1,605,488
14

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Georgia (continued)        
    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 $2,153,545
8,000   5.000%, 5/15/49   No Opt. Call A3 11,149,200
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 8,774,550
    Municipal Electric Authority of Georgia, Plant Vogtle Units 3 & 4 Project M Bonds, Series 2021A:        
1,000   5.000%, 1/01/56   1/30 at 100.00 BBB+ 1,180,740
1,675   5.000%, 1/01/62  –  AGM Insured   1/30 at 100.00 BBB+ 1,983,033
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 9,119,663
5,000   Rockdale County Development Authority, Georgia, Revenue Bonds, Piedmont Healthcare, Inc. Project, Series 2019A, 4.000%, 7/01/44   7/29 at 100.00 A1 5,508,150
675   Valdosta and Lowndes County Hospital Authority, Georgia, Revenue Anticipation Certificates, Refunding Series 2019A, 4.000%, 10/01/38   10/29 at 100.00 AA- 776,378
143,380   Total Georgia       163,060,713
    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) 4,316,957
    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 289,242
    Idaho – 0.2% (0.1% of Total Investments)        
5,585   Idaho Health Facilities Authority, Revenue Bonds, Saint Luke's Health System Project, Series 2021A, 4.000%, 3/01/46   3/32 at 100.00 A3 6,312,000
2,420   Idaho Housing and Finance Association, GNMA Housing Revenue Refunding Bonds, Wedgewood Terrace Project, Series 2002A-1, 7.250%, 3/20/37   2/22 at 101.00 Aaa 2,457,316
8,005   Total Idaho       8,769,316
    Illinois – 14.4% (9.1% 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 1,186,420
285   5.000%, 4/01/37  –  AGM Insured   4/28 at 100.00 A2 336,334
1,370   5.000%, 4/01/38  –  AGM Insured   4/28 at 100.00 A2 1,614,518
    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 3,535,347
4,000   0.000%, 1/01/34  –  FGIC Insured   No Opt. Call A2 2,893,320
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- 12,835,460
15

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2022
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Illinois (continued)        
$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 $5,653,300
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 7,786,938
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 13,416,423
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 2,121,330
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 29,202,228
    Chicago Board of Education, Illinois, General Obligation Bonds, Dedicated Revenues, Series 2021A:        
1,500   5.000%, 12/01/38   12/30 at 100.00 BB 1,749,975
1,750   5.000%, 12/01/40   12/30 at 100.00 BB 2,032,345
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 1,120,040
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+ 3,542,630
9,285   Chicago Transit Authority, Illinois, Sales Tax Receipts Revenue Bonds, Series 2014, 5.250%, 12/01/49   12/24 at 100.00 AA 10,228,635
22,670   Chicago, Illinois, General Obligation Bonds, City Colleges, Series 1999, 0.000%, 1/01/25  –  FGIC Insured   No Opt. Call BBB- 21,538,994
10,565   Chicago, Illinois, General Obligation Bonds, Project & Refunding Series 2017A, 6.000%, 1/01/38   1/27 at 100.00 BBB- 12,406,057
4,000   Chicago, Illinois, General Obligation Bonds, Series 2019A, 5.000%, 1/01/40   1/29 at 100.00 BBB- 4,592,480
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 5,237,000
4,500   Cook County Community College District 508, Illinois, General Obligation Bonds, Chicago City Colleges, Series 2017, 5.000%, 12/01/47   12/27 at 100.00 A+ 5,100,075
3,500   Evanston, Cook County, Illinois, General Obligation Bonds, Corporate Purpose Series 2018A, 4.000%, 12/01/43   6/28 at 100.00 Aa2 3,870,930
    Illinois Educational Facilities Authority, Revenue Bonds, Field Museum of Natural History, Series 2002.RMKT:        
2,750   3.900%, 11/01/36   11/27 at 102.00 A 3,051,675
5,265   5.500%, 11/01/36   11/23 at 100.00 A 5,682,093
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+ 3,501,842
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) 5,094,898
16

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Illinois (continued)        
    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 $4,081,315
55   4.000%, 2/15/41 (Pre-refunded 2/15/27)   2/27 at 100.00 N/R (4) 61,578
1,200   4.000%, 2/15/41 (Pre-refunded 2/15/27)   2/27 at 100.00 N/R (4) 1,343,520
25,880   4.000%, 2/15/41   2/27 at 100.00 Aa2 28,285,287
1,000   5.000%, 2/15/41   2/27 at 100.00 Aa2 1,158,730
2,000   Illinois Finance Authority, Revenue Bonds, Bradley University, Refunding Series 2021A, 4.000%, 8/01/46   8/31 at 100.00 BBB+ 2,169,580
4,200   Illinois Finance Authority, Revenue Bonds, Centegra Health System, Series 2012, 5.000%, 9/01/38 (Pre-refunded 9/01/22)   9/22 at 100.00 AA+ (4) 4,307,604
    Illinois Finance Authority, Revenue Bonds, Centegra Health System, Series 2014A:        
8,750   5.000%, 9/01/39 (Pre-refunded 9/01/24)   9/24 at 100.00 AA+ (4) 9,593,325
11,030   5.000%, 9/01/42 (Pre-refunded 9/01/24)   9/24 at 100.00 AA+ (4) 12,093,071
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) 2,946,986
16,165   Illinois Finance Authority, Revenue Bonds, Mercy Health Corporation, Series 2016, 5.000%, 12/01/40   6/26 at 100.00 A3 18,352,124
1,100   Illinois Finance Authority, Revenue Bonds, Northwestern Memorial Healthcare, Tender Option Bond Trust 2015-XF0076, 17.937%, 8/15/37, 144A (IF)   8/22 at 100.00 Aa2 1,204,929
13,540   Illinois Finance Authority, Revenue Bonds, OSF Healthcare System, Series 2015A, 5.000%, 11/15/45   11/25 at 100.00 A3 15,131,627
2,215   Illinois Finance Authority, Revenue Bonds, Rehabilitation Institute of Chicago, Series 2013A, 6.000%, 7/01/43   7/23 at 100.00 A- 2,367,126
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 A3 4,592,455
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+ 6,172,918
8,760   Illinois Finance Authority, Revenue Bonds, The Carle Foundation, Fixed Period Series 2021A, 4.000%, 8/15/48   8/31 at 100.00 AA- 9,916,670
    Illinois State, General Obligation Bonds, April Series 2014:        
2,500   5.000%, 4/01/31   4/24 at 100.00 BBB- 2,685,125
3,000   5.000%, 4/01/38   4/24 at 100.00 BBB- 3,207,330
    Illinois State, General Obligation Bonds, December Series 2017A:        
5,000   5.000%, 12/01/34   12/27 at 100.00 BBB- 5,720,000
1,175   5.000%, 12/01/35   12/27 at 100.00 BBB- 1,343,096
5,420   5.000%, 12/01/39   12/27 at 100.00 BBB- 6,173,868
1,600   Illinois State, General Obligation Bonds, February Series 2014, 5.250%, 2/01/32   2/24 at 100.00 BBB- 1,715,616
1,750   Illinois State, General Obligation Bonds, January Series 2016, 5.000%, 1/01/32   1/26 at 100.00 BBB- 1,957,165
3,565   Illinois State, General Obligation Bonds, June Series 2016, 5.000%, 6/01/26   No Opt. Call BBB- 4,041,284
    Illinois State, General Obligation Bonds, May Series 2018A:        
17,000   6.000%, 5/01/26   No Opt. Call BBB- 19,941,680
4,485   6.000%, 5/01/27   No Opt. Call BBB- 5,382,045
17

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2022
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Illinois (continued)        
    Illinois State, General Obligation Bonds, May Series 2020:        
$1,115   5.500%, 5/01/30   No Opt. Call BBB- $1,380,448
5,305   5.500%, 5/01/39   5/30 at 100.00 BBB- 6,463,665
2,515   Illinois State, General Obligation Bonds, November Series 2016, 5.000%, 11/01/23   No Opt. Call BBB- 2,681,015
9,710   Illinois State, General Obligation Bonds, October Series 2016, 5.000%, 2/01/27   No Opt. Call BBB- 11,131,738
2,500   Illinois State, General Obligation Bonds, Series 2012A, 5.000%, 3/01/25   3/22 at 100.00 BBB- 2,508,825
2,035   Illinois State, General Obligation Bonds, Series 2013, 5.500%, 7/01/38   7/23 at 100.00 BBB- 2,150,486
5,030   Illinois Toll Highway Authority, Toll Highway Revenue Bonds, Senior Lien Series 2013A, 5.000%, 1/01/38   1/23 at 100.00 A1 5,219,430
    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 8,571,520
6,500   5.000%, 1/01/39   1/24 at 100.00 A1 6,960,460
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 11,156,649
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 9,986,137
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 11,759,000
13,185   Illinois Toll Highway Authority, Toll Highway Revenue Bonds, Senior Lien Series 2020A, 5.000%, 1/01/45   1/31 at 100.00 A1 16,114,180
4,110   Illinois Toll Highway Authority, Toll Highway Revenue Bonds, Senior Lien Series 2021A, 4.000%, 1/01/42   1/32 at 100.00 N/R 4,692,428
1,115   Illinois Toll Highway Authority, Toll Highway Revenue Bonds, Tender Option Bond Trust 2015-XF0052, 17.657%, 1/01/38, 144A (IF)   1/23 at 100.00 A1 1,283,142
11,050   Illinois, General Obligation Bonds, Illinois FIRST Program, Series 2001, 6.000%, 11/01/26  –  FGIC Insured   No Opt. Call BBB- 12,868,609
1,500   Macon and DeWitt Counties Community Unit School District 2 Maroa-Forsyth, Illinois, General Obligation Bonds, Series 2021, 4.000%, 12/01/44  –  AGM Insured   12/30 at 100.00 N/R 1,692,465
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 3,363,344
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+ 5,081,500
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+ 2,671,504
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+ 9,755,064
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+ 5,322,565
    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+ 16,043,610
5,355   0.000%, 6/15/46  –  AGM Insured   No Opt. Call BB+ 2,506,194
18

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Illinois (continued)        
    Metropolitan Pier and Exposition Authority, Illinois, Revenue Bonds, McCormick Place Expansion Project, Refunding Series 1996A:        
$23,920   0.000%, 12/15/22  –  NPFG Insured   No Opt. Call BB+ $23,669,558
13,350   0.000%, 12/15/24  –  NPFG Insured   No Opt. Call BB+ 12,659,671
    Metropolitan Pier and Exposition Authority, Illinois, Revenue Bonds, McCormick Place Expansion Project, Refunding Series 1998A:        
410   5.500%, 12/15/23  –  NPFG Insured (ETM)   No Opt. Call N/R (4) 417,442
2,025   5.500%, 12/15/23 (Pre-refunded 6/15/23)  –  FGIC Insured (ETM)   No Opt. Call BB+ (4) 2,116,044
2,170   5.500%, 12/15/23  –  NPFG Insured   No Opt. Call BB+ 2,308,359
    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) 1,460,981
5,080   5.700%, 6/15/25   6/22 at 101.00 BB+ 5,226,609
8,000   5.750%, 6/15/26  –  NPFG Insured   6/22 at 101.00 BB+ 8,232,400
1,115   5.750%, 6/15/27   6/22 at 101.00 BB+ 1,147,391
4,610   5.750%, 6/15/27 (Pre-refunded 6/15/22)   6/22 at 101.00 N/R (4) 4,743,920
195   0.000%, 6/15/30 (ETM)   No Opt. Call N/R (4) 165,512
3,505   0.000%, 6/15/30   No Opt. Call BBB+ 2,849,074
28,000   0.000%, 12/15/35  –  AGM Insured   No Opt. Call BB+ 19,482,400
3,280   0.000%, 6/15/37  –  NPFG Insured   No Opt. Call BB+ 2,126,358
11,715   0.000%, 12/15/38  –  NPFG Insured   No Opt. Call BB+ 7,188,910
6,700   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) 7,652,539
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 A1 18,468,122
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 A1 2,962,906
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) 4,594,136
    Springfield, Illinois, Electric Revenue Bonds, Refunding Senior Lien Series 2015:        
2,250   5.000%, 3/01/29   3/25 at 100.00 A3 2,491,043
7,000   5.000%, 3/01/31   3/25 at 100.00 A3 7,747,670
2,000   University of Illinois, Health Services Facilities System Revenue Bonds, Series 2013, 6.250%, 10/01/38   10/23 at 100.00 Baa1 2,159,080
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 4,759,687
    Will County Community Unit School District 201-U Crete-Monee, Illinois, General Obligation Bonds, Capital Appreciation Series 2004:        
165   0.000%, 11/01/22  –  NPFG Insured (ETM)   No Opt. Call N/R (4) 164,126
780   0.000%, 11/01/22  –  NPFG Insured (ETM)   No Opt. Call Baa2 (4) 775,289
633,300   Total Illinois       652,210,546
19

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2022
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Indiana – 2.6% (1.7% 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 $6,487,260
    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) 5,199,600
5,420   5.000%, 5/01/42 (Pre-refunded 5/01/23)   5/23 at 100.00 A (4) 5,703,466
10,000   Indiana Finance Authority, Hospital Revenue Bonds, Indiana Unversity Health Obligation Group, Fixed Rate Series 2019A, 4.000%, 12/01/49   12/29 at 100.00 AA 11,199,200
    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 2,021,119
3,400   5.000%, 12/01/40   6/25 at 100.00 AA 3,792,428
1,150   Indiana Finance Authority, Hospital Revenue Bonds, Marion General Hospital Project, Series 2020A, 4.000%, 7/01/50   7/30 at 100.00 A 1,276,891
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+ 12,595,220
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 4,830,168
3,000   Indiana Finance Authority, Wastewater Utility Revenue Bonds, CWA Authority Project, Refunding First Lien Series 2021-1, 4.000%, 10/01/40   10/31 at 100.00 A1 3,473,670
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 5,140,700
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+ 14,456,153
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+ 5,873,952
1,255   Indiana Health Facility Financing Authority, Revenue Bonds, Ancilla Systems Inc. Obligated Group, Series 1997, 5.250%, 7/01/22  –  NPFG Insured (ETM)   3/22 at 100.00 N/R (4) 1,260,472
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+ 16,168,329
    Indianapolis Local Public Improvement Bond Bank, Indiana, Series 1999E:        
9,255   0.000%, 2/01/25  –  AMBAC Insured   No Opt. Call AA- 8,882,949
9,560   0.000%, 2/01/26  –  AMBAC Insured   No Opt. Call AA- 8,996,151
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 1,414,590
110,140   Total Indiana       118,772,318
    Iowa – 0.9% (0.6% of Total Investments)        
3,275   Iowa Finance Authority Senior Living Facilities Revenue Bonds, Sunrise Retirement Community Project, Refunding Series 2021, 5.000%, 9/01/51   9/28 at 102.00 N/R 3,385,630
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+ 17,163,288
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- 2,897,883
20

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Iowa (continued)        
$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+ $3,283,736
8,265   Iowa Tobacco Settlement Authority, Tobacco Settlement Asset-Backed Bonds, Class 2 Capital Appreciation Senior Lien Series 2021B-2, 0.000%, 6/01/65   6/31 at 25.58 N/R 1,313,639
1,095   Iowa Tobacco Settlement Authority, Tobacco Settlement Asset-Backed Bonds, Senior Class 1 Series 2021A-2, 4.000%, 6/01/49   6/31 at 100.00 BBB+ 1,200,317
    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 A- 5,291,213
5,990   5.000%, 12/01/41   12/26 at 100.00 A- 6,711,076
45,230   Total Iowa       41,246,782
    Kansas – 0.3% (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 2,069,160
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 3,039,240
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 4,216,039
5,270   Lawrence, Kansas, Hospital Revenue Bonds, Lawrence Memorial Hospital, Series 2018A, 5.000%, 7/01/43   7/28 at 100.00 A 6,214,700
13,970   Total Kansas       15,539,139
    Kentucky – 0.9% (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 5,086,143
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 BBB- 1,488,435
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+ 5,405,376
    Kentucky Public Transportation Infrastructure Authority, Toll Revenue Bonds, Downtown Crossing Project, Convertible Capital Appreciation First Tier Series 2013C:        
5,000   6.750%, 7/01/43 (5)   7/31 at 100.00 Baa2 6,063,100
8,610   6.875%, 7/01/46 (5)   7/31 at 100.00 Baa2 10,464,422
    Kentucky Public Transportation Infrastructure Authority, Toll Revenue Bonds, Downtown Crossing Project, First Tier Series 2013A:        
2,655   5.750%, 7/01/49 (Pre-refunded 7/01/23)   7/23 at 100.00 Baa2 (4) 2,836,230
430   6.000%, 7/01/53 (Pre-refunded 7/01/23)   7/23 at 100.00 Baa2 (4) 460,668
    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) 3,024,462
3,000   5.000%, 12/01/35 (Pre-refunded 6/01/22)   6/22 at 100.00 N/R (4) 3,045,270
1,380   University of Kentucky, General Receipts Bonds, University of Kentucky Mixed-Use Parking Project, Series 2019A, 4.000%, 5/01/44   5/29 at 100.00 AA- 1,531,841
35,990   Total Kentucky       39,405,947
21

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2022
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Louisiana – 3.0% (1.9% of Total Investments)        
$6,860   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 $7,118,348
5,500   East Baton Rouge Sewerage Commission, Louisiana, Revenue Bonds, Refunding Series 2019A, 4.000%, 2/01/45   2/29 at 100.00 AA- 6,181,725
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 2,217,465
    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 4,585,600
22,625   5.000%, 5/15/46   5/27 at 100.00 A3 25,913,091
22,975   Louisiana Publc Facilities Authority, Lousiana, Revenue Bonds, Ochsner Clinic Foundation Project, Series 2020A, 4.000%, 5/15/49   5/30 at 100.00 A3 25,618,733
4,000   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+ 4,453,280
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 1,876,992
    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) 22,098
2,345   4.000%, 5/15/36   5/26 at 100.00 A3 2,528,754
20   5.000%, 5/15/47 (Pre-refunded 5/15/26)   5/26 at 100.00 N/R (4) 22,926
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 2,173,507
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 14,349,001
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- 1,191,783
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- 13,090,920
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- 5,777,250
6,280   New Orleans, Louisiana, Sewerage Service Revenue Bonds, Refunding Series 2014, 5.000%, 6/01/44 (Pre-refunded 6/01/24)   6/24 at 100.00 A (4) 6,839,360
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 4,612,360
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 AA- 5,875,750
1,355   Shreveport, Louisiana, Water and Sewer Revenue Bonds, Refunding Series 2015, 5.000%, 12/01/40   12/25 at 100.00 A- 1,526,055
122,125   Total Louisiana       135,974,998
22

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    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 (Pre-refunded 7/01/23)   7/23 at 100.00 Ba1 (4) $7,409,360
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 7,103,502
    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+ 4,056,654
2,935   5.000%, 7/01/48   7/28 at 100.00 A+ 3,439,438
750   Maine Health and Higher Educational Facilities Authority, Revenue Bonds, Series 2021A, 4.000%, 7/01/46  –  AGM Insured   7/31 at 100.00 A1 851,993
2,430   Maine Turnpike Authority, Turnpike Revenue Bonds, Series 2020, 4.000%, 7/01/45   7/30 at 100.00 AA- 2,760,893
22,855   Total Maine       25,621,840
    Maryland – 1.2% (0.7% 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 CCC 3,418,403
1,000   5.000%, 9/01/39   9/27 at 100.00 CCC 1,046,690
1,645   5.000%, 9/01/46   9/27 at 100.00 CCC 1,714,057
8,610   Baltimore, Maryland, Revenue Bonds, Water Projects, Subordinate Series 2017A, 5.000%, 7/01/41   1/27 at 100.00 A+ 10,032,975
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 308,666
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) 3,566,325
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 4,353,240
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- 20,182,400
1,250   Maryland Transportation Authority, Revenue Bonds, Transportation Facilities Projects, Series 2021A, 5.000%, 7/01/46   7/31 at 100.00 Aa2 1,558,287
2,000   Montgomery County, Maryland, Revenue Bonds, Trinity Health Credit Group, Series 2015, 5.000%, 12/01/44   6/25 at 100.00 AA- 2,232,920
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- 1,231,777
2,250   Rockville Mayor and Council, Maryland, Economic Development Revenue Bonds, Series 2017B, 5.000%, 11/01/47   11/24 at 103.00 B- 2,392,762
45,940   Total Maryland       52,038,502
    Massachusetts – 1.5% (0.9% of Total Investments)        
1,250   Massachusetts Development Finance Agency, Hospital Revenue Bonds, Cape Cod Healthcare Obligated Group, Series 2013, 5.250%, 11/15/41 (Pre-refunded 11/15/23)   11/23 at 100.00 A (4) 1,345,225
435   Massachusetts Development Finance Agency, Revenue Bonds, Atrius Health Issue, Series 2019A, 5.000%, 6/01/39   6/29 at 100.00 BBB 522,052
23

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2022
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Massachusetts (continued)        
$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 $1,033,314
11,370   Massachusetts Development Finance Agency, Revenue Bonds, Boston University, Series 2016BB-1, 5.000%, 10/01/46   10/26 at 100.00 AA- 13,168,165
3,630   Massachusetts Development Finance Agency, Revenue Bonds, CareGroup Issue, Series 2018J-2, 5.000%, 7/01/53   7/28 at 100.00 A3 4,253,525
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 1,255,518
    Massachusetts Development Finance Agency, Revenue Bonds, Emerson College, Series 2015:        
2,070   4.500%, 1/01/45   1/25 at 100.00 Baa2 2,197,781
8,800   5.000%, 1/01/45   1/25 at 100.00 Baa2 9,539,112
2,700   Massachusetts Development Finance Agency, Revenue Bonds, Olin College, Series 2013E, 5.000%, 11/01/43   11/23 at 100.00 A 2,878,416
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- 4,468,560
805   Massachusetts Development Finance Agency, Revenue Bonds, Southcoast Health System Obligated Group Issue, Series 2021G, 5.000%, 7/01/50   7/31 at 100.00 BBB+ 989,144
1,725   Massachusetts Development Finance Agency, Revenue Bonds, Wellforce Issue, Series 2019A, 5.000%, 7/01/44   1/29 at 100.00 BBB+ 2,013,903
    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 1,515,861
1,545   5.000%, 9/01/45   9/25 at 100.00 BBB 1,689,411
3,000   Massachusetts Development Finance Authority, Revenue Bonds, WGBH Educational Foundation, Series 2002A, 5.750%, 1/01/42  –  AMBAC Insured   No Opt. Call AA- 4,397,850
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) 7,213,396
    Massachusetts School Building Authority, Dedicated Sales Tax Revenue Bonds, Tender Option Bond Trust 2016-XF2223, Formerly Tender Option Bond Trust 14021:        
1,323   9.396%, 8/15/24 (Pre-refunded 8/15/22), 144A (IF)   8/22 at 100.00 N/R (4) 1,385,980
6,177   9.396%, 8/15/24, 144A (IF)   8/22 at 100.00 Aa2 6,474,020
59,080   Total Massachusetts       66,341,233
    Michigan – 14.7% (9.3% of Total Investments)        
315   Advanced Technology Academy, Michigan, Public School Academy Revenue Bonds, Refunding Series 2019, 5.000%, 11/01/34   11/27 at 102.00 BB 348,204
840   Ann Arbor Public School District, Washtenaw County, Michigan, General Obligation Bonds, School Building & Site Series 2015, 5.000%, 5/01/24   No Opt. Call Aa3 913,735
4,150   Bloomfield Hills Schools, Oakland County, Michigan, General Obligation Bonds, School Building & Site Series 2020, 4.000%, 5/01/50   5/30 at 100.00 Aa1 4,735,607
895   Bloomfield Township, Michigan, General Obligation Bonds, Refunding Series 2016, 5.000%, 5/01/28   5/26 at 100.00 AAA 1,036,374
24

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Michigan (continued)        
$1,000   Boyne City Public School District, Charlevoix and Antrim Counties, Michigan, General Obligation Bonds, School Building & Site Series 2020I, 4.000%, 5/01/39  –  AGM Insured   5/30 at 100.00 AA $1,152,500
4,445   Byron Center Public Schools, Kent County, Michigan, General Obligation Bonds, School Building & Site Series 2017I, 5.000%, 5/01/47   5/27 at 100.00 AA 5,096,904
1,135   Caledonia Community Schools, Kent, Allegan and Barry Counties, Michigan, General Obligation Bonds, School Building & Site Series 2014, 5.000%, 5/01/39   5/24 at 100.00 AA 1,224,869
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 7,419,251
1,220   Central Michigan University Board of Trustees, General Revenue Bonds, Refunding Series 2014, 5.000%, 10/01/39   10/24 at 100.00 A+ 1,328,885
1,000   Conner Creek Academy East, Michigan, Public School Revenue Bonds, Series 2007, 5.250%, 11/01/36   3/22 at 100.00 B 912,550
2,000   County of Calhoun Hospital Finance Authority, Michigan, Hospital Revenue Bonds, Oaklawn Hospital, Refunding Series 2016, 5.000%, 2/15/47   2/27 at 100.00 Ba1 2,223,640
4,400   Detroit Downtown Development Authority, Michigan, Tax Increment Revenue Bonds, Catalyst Development Project, Series 2018A, 5.000%, 7/01/48  –  AGM Insured   7/24 at 100.00 AA 4,735,808
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) 5,441,647
2,830   Detroit, Michigan, Senior Lien Sewerage Disposal System Revenue Bonds, Series 2001B, 5.500%, 7/01/29  –  NPFG Insured   No Opt. Call A2 3,317,920
15   Detroit, Michigan, Water Supply System Revenue Bonds, Refunding Second Lien Series 2004A, 5.000%, 7/01/34  –  AGM Insured   3/22 at 100.00 A+ 15,063
1,700   Downriver Utility Wastewater Authority, Michigan, Sewer System Revenue Bonds, Series 2018, 5.000%, 4/01/43  –  AGM Insured   4/28 at 100.00 AA 1,998,945
    Eastern Michigan University, General Revenue Bonds, Refunding Series 2017A:        
1,100   5.000%, 3/01/33  –  BAM Insured   3/27 at 100.00 A2 1,274,669
2,270   5.000%, 3/01/36  –  BAM Insured   3/27 at 100.00 A2 2,625,278
11,165   Eastern Michigan University, General Revenue Bonds, Series 2018A, 4.000%, 3/01/44  –  AGM Insured   3/28 at 100.00 A2 12,296,126
1,045   Ferndale Public School District, Oakland County, Michigan, General Obligation Bonds, Refunding Series 2021A, 4.000%, 5/01/42   5/31 at 100.00 AA 1,218,104
    Ferris State University, Michigan, General Revenue Bonds, Series 2020A:        
1,000   4.000%, 10/01/39   10/29 at 100.00 A+ 1,132,630
350   4.000%, 10/01/40   10/29 at 100.00 A+ 395,808
    Genesee County, Michigan, Sewage Disposal System Revenue Bonds, Interceptors & Treatment Facilties, Series 2020A:        
200   4.000%, 6/01/36  –  BAM Insured   6/29 at 100.00 AA 226,570
200   4.000%, 6/01/37  –  BAM Insured   6/29 at 100.00 AA 226,414
200   4.000%, 6/01/38  –  BAM Insured   6/29 at 100.00 AA 226,040
200   4.000%, 6/01/39  –  BAM Insured   6/29 at 100.00 AA 225,748
220   4.000%, 6/01/40  –  BAM Insured   6/29 at 100.00 AA 247,955
25

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2022
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Michigan (continued)        
    Grand Rapids and Kent County Joint Building Authority, Michigan, Limited Tax General Obligation Bonds, Devos Place Project, Series 2001:        
$7,955   0.000%, 12/01/22   No Opt. Call AAA $7,916,498
8,260   0.000%, 12/01/23   No Opt. Call AAA 8,112,724
8,575   0.000%, 12/01/24   No Opt. Call AAA 8,293,054
8,900   0.000%, 12/01/25   No Opt. Call AAA 8,456,335
3,000   0.000%, 12/01/26   No Opt. Call AAA 2,794,980
100   0.000%, 12/01/27   No Opt. Call AAA 91,103
4,305   0.000%, 12/01/29   No Opt. Call AAA 3,745,092
    Grand Rapids Public Schools, Kent County, Michigan, General Obligation Bonds, Refunding School Building & Site Series 2016:        
4,205   5.000%, 5/01/28  –  AGM Insured   5/26 at 100.00 A3 4,812,833
1,000   5.000%, 5/01/38  –  AGM Insured   5/26 at 100.00 A3 1,129,560
    Grand Rapids Public Schools, Kent County, Michigan, General Obligation Bonds, School Building & Site Series 2019:        
1,000   5.000%, 11/01/36  –  AGM Insured   5/29 at 100.00 A3 1,209,230
1,100   5.000%, 11/01/41  –  AGM Insured   5/29 at 100.00 A3 1,322,519
1,850   5.000%, 11/01/43  –  AGM Insured   5/29 at 100.00 A3 2,207,901
    Grand Rapids, Kent County, Michigan, Santiary Sewer System Revenue Bonds, Improvement & Refunding Series 2020:        
2,000   5.000%, 1/01/45   1/30 at 100.00 AA 2,439,260
1,000   4.000%, 1/01/50   1/30 at 100.00 AA 1,125,020
    Grand Rapids, Michigan, Sanitary Sewer System Revenue Bonds, Improvement & Refunding Series 2014:        
1,000   5.000%, 1/01/32 (Pre-refunded 1/01/24)   1/24 at 100.00 AA (4) 1,076,580
1,000   5.000%, 1/01/33 (Pre-refunded 1/01/24)   1/24 at 100.00 AA (4) 1,076,580
1,000   5.000%, 1/01/34 (Pre-refunded 1/01/24)   1/24 at 100.00 AA (4) 1,076,580
1,855   5.000%, 1/01/44 (Pre-refunded 1/01/24)   1/24 at 100.00 AA (4) 1,997,056
    Grand Rapids, Michigan, Sanitary Sewer System Revenue Bonds, Series 2018:        
2,500   5.000%, 1/01/43   1/28 at 100.00 AA 2,927,400
1,055   5.000%, 1/01/48   1/28 at 100.00 AA 1,228,147
    Grand Rapids, Michigan, Water Supply System Revenue Bonds, Series 2020:        
2,400   5.000%, 1/01/40 (UB) (6)   1/30 at 100.00 AA 2,952,360
1,870   5.000%, 1/01/45 (UB) (6)   1/30 at 100.00 AA 2,280,708
3,000   5.000%, 1/01/50 (UB) (6)   1/30 at 100.00 AA 3,639,690
    Grand Traverse County Hospital Finance Authority, Michigan, Revenue Bonds, Munson Healthcare, Series 2019A:        
1,720   5.000%, 7/01/36   7/28 at 100.00 A1 2,051,891
1,995   5.000%, 7/01/39   7/28 at 100.00 A1 2,372,614
500   Grand Valley State University, Michigan, General Revenue Bonds, Refunding Series 2014B, 5.000%, 12/01/28   12/24 at 100.00 A+ 549,855
26

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Michigan (continued)        
$1,005   Great Lakes Water Authority, Michigan, Sewer Disposal System Revenue Bonds, Refunding Second Lien Series 2016C, 5.000%, 7/01/32   7/26 at 100.00 A2 $1,154,735
    Great Lakes Water Authority, Michigan, Water Supply Revenue Bonds, Refunding Senior Lien Series 2016C:        
6,245   5.000%, 7/01/32   7/26 at 100.00 A1 7,195,676
10,000   5.000%, 7/01/35   7/26 at 100.00 A1 11,513,000
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 31,690,423
    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 2,332,577
7,615   4.000%, 5/01/49   5/30 at 100.00 AA 8,664,195
1,265   Jenison Public Schools, Ottawa County, Michigan, General Obligation Bonds, Series 2017, 5.000%, 5/01/30   5/27 at 100.00 Aa3 1,486,324
1,675   Kalamazoo County, Michigan, General Obligation Bonds, Juvenile Home Facilities Series 2017, 5.000%, 4/01/30   4/27 at 100.00 AA+ 1,967,974
    Kent County, Michigan, General Obligation Bonds, Limited Tax Capital Improvement Series 2016:        
1,000   5.000%, 6/01/31   6/26 at 100.00 AAA 1,155,650
1,445   5.000%, 6/01/34   6/26 at 100.00 AAA 1,664,640
    Kent County, Michigan, General Obligation Bonds, Limited Tax Capital Improvement Series 2017A:        
1,570   5.000%, 6/01/36   6/27 at 100.00 AAA 1,851,705
1,650   5.000%, 6/01/37   6/27 at 100.00 AAA 1,945,136
1,025   Kent County, Michigan, General Obligation Bonds, Limited Tax Series 2015, 5.000%, 1/01/34   1/25 at 100.00 AAA 1,131,723
3,440   Kent County, Michigan, General Obligation Bonds, Refunding Limited Tax Series 2015, 5.000%, 1/01/31   1/25 at 100.00 AAA 3,803,367
    Lake Saint Claire Clean Water Drain Drainage District, Macomb County, Michigan, General Obligation Bonds, Series 2013:        
1,000   5.000%, 10/01/25 (Pre-refunded 10/01/23)   10/23 at 100.00 AA+ (4) 1,068,210
1,020   5.000%, 10/01/26 (Pre-refunded 10/01/23)   10/23 at 100.00 AA+ (4) 1,089,574
    Lake Superior State University Board of Trustees, Michigan, General Revenue Bonds, Series 2018:        
2,395   5.000%, 1/15/38  –  AGM Insured   1/28 at 100.00 AA 2,791,085
4,000   5.000%, 1/15/43  –  AGM Insured   1/28 at 100.00 AA 4,632,040
7,100   Lansing Board of Water and Light, Michigan, Utility System Revenue Bonds, Series 2019A, 5.000%, 7/01/48   7/29 at 100.00 AA- 8,566,434
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- 12,028,800
27

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2022
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Michigan (continued)        
    Lansing School District, Ingham County, Michigan, General Obligation Bonds, Series 2016I:        
$2,085   5.000%, 5/01/38   5/26 at 100.00 AA $2,367,955
2,200   5.000%, 5/01/41   5/26 at 100.00 AA 2,484,086
    Lansing School District, Ingham County, Michigan, General Obligation Bonds, Unlimited Tax, Series 2019:        
1,325   5.000%, 5/01/40   5/29 at 100.00 AA 1,597,950
1,000   5.000%, 5/01/41   5/29 at 100.00 AA 1,204,530
2,200   Lansing Township Downtown Development Authority, Ingham County, Michigan, Tax Increment Bonds, Series 2013A, 5.950%, 2/01/42   2/24 at 103.00 N/R 2,315,874
    Marquettte, Michigan, Electric Utility System Revenue Bonds, Refunding Series 2016A:        
75   5.000%, 7/01/32   7/26 at 100.00 AA- 86,417
500   5.000%, 7/01/33   7/26 at 100.00 AA- 576,115
1,500   Michigan Finance Authority, Distributable State Aid Revenue Bonds, Charter County of Wayne Criminal Justice Center Project, Senior Lien Series 2018, 5.000%, 11/01/43   11/28 at 100.00 Aa3 1,782,960
    Michigan Finance Authority, Distributable State Aid Revenue Bonds, Charter County of Wayne, Second Lien Refunding Series 2020:        
12,980   4.000%, 11/01/50   11/30 at 100.00 Aa3 14,592,765
10,000   4.000%, 11/01/55   11/30 at 100.00 Aa3 11,154,100
18,875   4.000%, 11/01/55   11/30 at 100.00 Aa3 21,242,680
3,500   Michigan Finance Authority, Higher Education Limited Obligation Revenue Bonds, Kalamazoo College Project, Refunding Series 2018, 5.000%, 12/01/43   12/28 at 100.00 A3 4,165,420
1,780   Michigan Finance Authority, Hospital Revenue Bonds, Beaumont Health Credit Group, Refunding Series 2015A, 5.000%, 8/01/32   8/24 at 100.00 A+ 1,938,171
5,505   Michigan Finance Authority, Hospital Revenue Bonds, Crittenton Hospital Medical Center, Refunding Series 2012A, 5.000%, 6/01/39 (Pre-refunded 6/01/22)   6/22 at 100.00 N/R (4) 5,588,070
9,295   Michigan Finance Authority, Hospital Revenue Bonds, Henry Ford Health System, Series 2019A, 4.000%, 11/15/50   11/29 at 100.00 A 10,219,667
4,850   Michigan Finance Authority, Hospital Revenue Bonds, MidMichigan Health Credit Group, Refunding Series 2014, 5.000%, 6/01/39 (Pre-refunded 6/01/24)   6/24 at 100.00 A+ (4) 5,293,726
3,930   Michigan Finance Authority, Hospital Revenue Bonds, Oakwood Obligated Group, Refunding Series 2013, 5.000%, 8/15/31   8/23 at 100.00 A+ 4,169,612
6,060   Michigan Finance Authority, Hospital Revenue Bonds, Sparrow Obligated Group, Refunding Series 2015, 5.000%, 11/15/45   5/25 at 100.00 A 6,669,091
3,000   Michigan Finance Authority, Hospital Revenue Bonds, Sparrow Obligated Group, Series 2012, 5.000%, 11/15/42   11/22 at 100.00 A 3,093,720
    Michigan Finance Authority, Local Government Loan Program Revenue Bonds, Detroit Regional Convention Facility Authority Local Project, Series 2014H-1:        
2,000   5.000%, 10/01/24   10/23 at 100.00 AA- 2,129,880
2,000   5.000%, 10/01/25   10/24 at 100.00 AA- 2,204,440
11,025   5.000%, 10/01/39   10/24 at 100.00 AA- 12,093,984
28

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Michigan (continued)        
    Michigan Finance Authority, Local Government Loan Program Revenue Bonds, Detroit Water & Sewerage Department Sewage Disposal System Local Project, Second Lien Series 2015C:        
$4,665   5.000%, 7/01/34   7/25 at 100.00 A2 $5,201,942
1,070   5.000%, 7/01/35   7/25 at 100.00 A2 1,190,140
    Michigan Finance Authority, Local Government Loan Program Revenue Bonds, Detroit Water & Sewerage Department Water Supply System Local Project, Refunding Senior Loan Series 2014D-1:        
1,500   5.000%, 7/01/35  –  AGM Insured   7/24 at 100.00 A1 1,631,205
1,625   5.000%, 7/01/37  –  AGM Insured   7/24 at 100.00 A1 1,765,124
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) 1,324,635
    Michigan Finance Authority, Michigan, Revenue Bonds, Trinity Health Credit Group, Refunding Series 2016MI:        
175   5.000%, 12/01/45 (Pre-refunded 6/01/26)   6/26 at 100.00 N/R (4) 201,999
11,825   5.000%, 12/01/45   6/26 at 100.00 AA- 13,387,910
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- 13,895,322
1,900   Michigan Finance Authority, Michigan, Revenue Bonds, Trinity Health Credit Group, Refunding Series 2017MI, 5.000%, 12/01/30   6/27 at 100.00 AA- 2,217,566
6,835   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- 7,577,144
3,000   Michigan Finance Authority, Michigan, Revenue Bonds, Trinity Health Credit Group, Refunding Series 2022A-MI, 4.000%, 12/01/47   12/31 at 100.00 N/R 3,410,880
    Michigan Finance Authority, Revenue Bonds, Oakwood Obligated Group, Refunding Series 2012:        
1,000   5.000%, 11/01/25   11/22 at 100.00 A+ 1,033,180
1,000   5.000%, 11/01/26   11/22 at 100.00 A+ 1,033,110
3,750   5.000%, 11/01/42   11/22 at 100.00 A+ 3,864,113
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) 3,045,780
1,135   Michigan Finance Authority, State Revolving Fund Revenue Bonds, Clean Water Series 2012, 5.000%, 10/01/32 (Pre-refunded 10/01/22)   10/22 at 100.00 AAA (4) 1,168,789
    Michigan Finance Authority, State Revolving Fund Revenue Bonds, Clean Water Subordinate Refunding Series 2013:        
1,955   5.000%, 10/01/22   No Opt. Call AAA 2,013,591
3,200   5.000%, 10/01/25 (Pre-refunded 10/01/22)   10/22 at 100.00 AAA (4) 3,295,264
11,730   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 14,346,376
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 11,353,703
1,725   Michigan Housing Development Authority, Rental Housing Revenue Bonds, Series 2012A-2, 4.625%, 10/01/41 (Pre-refunded 4/01/22)   4/22 at 100.00 AA (4) 1,737,041
29

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2022
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Michigan (continued)        
$1,000   Michigan Housing Development Authority, Rental Housing Revenue Bonds, Series 2012D, 4.000%, 10/01/42 (Pre-refunded 4/01/22)   4/22 at 100.00 AA (4) $1,005,960
210   Michigan Public Educational Facilities Authority, Charter School Revenue Bonds, American Montessori Academy, Series 2007, 6.500%, 12/01/37   3/22 at 100.00 N/R 210,321
1,845   Michigan State Building Authority, Revenue Bonds, Facilities Program, Refunding Series 2013-I-A, 5.000%, 10/15/29   10/23 at 100.00 AA- 1,969,777
    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) 2,370,082
14,915   5.000%, 4/15/31   10/25 at 100.00 AA- 16,859,170
5,615   5.000%, 4/15/38   10/25 at 100.00 AA- 6,305,813
2,500   Michigan State Building Authority, Revenue Bonds, Facilities Program, Refunding Series 2016-I, 5.000%, 10/15/46   10/26 at 100.00 AA- 2,815,675
1,505   Michigan State Hospital Finance Authority, Hospital Revenue Refunding Bonds, St. John's Health System, Series 1998A, 5.000%, 5/15/28  –  AMBAC Insured (ETM)   3/22 at 100.00 N/R (4) 1,647,298
3,000   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) 3,045,270
7,790   Michigan State University, General Revenue Bonds, Series 2013A, 5.000%, 8/15/41   8/23 at 100.00 AA 8,228,032
4,165   Michigan State University, General Revenue Bonds, Taxable Series 2019A, 5.000%, 2/15/48   2/29 at 100.00 AA 4,966,346
1,950   Michigan State, Comprehensive Transportation Revenue Bonds, Refunding Series 2015, 5.000%, 11/15/29   11/24 at 100.00 Aa2 2,155,257
4,000   Michigan State, General Obligation Bonds, Environmental Program, Refunding Series 2011A, 5.000%, 12/01/22   3/22 at 100.00 AA 4,015,360
15,330   Michigan State, Trunk Line Fund Bonds, Rebuilding Michigan Program Series 2020B, 4.000%, 11/15/45 (UB) (6)   11/30 at 100.00 Aa2 17,474,820
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 5,712,219
7,500   Monroe Public Schools, Monroe County, Michigan, General Obligation Bonds, School Building & Site Series 2020I, 5.000%, 5/01/50 (UB) (6)   5/30 at 100.00 AA 9,110,250
500   Montrose School District, Michigan, School Building and Site Bonds, Series 1997, 6.000%, 5/01/22  –  NPFG Insured   No Opt. Call Aa2 506,980
2,945   Muskegon Community College District, Michigan, General Obligation Bonds, Community Facility Series 2013I, 5.000%, 5/01/38   5/24 at 100.00 AA 3,170,027
    Muskegon County, Michigan, General Obligation Wastewater Bonds, Management System 1, Refunding Series 2015:        
1,350   5.000%, 11/01/33   11/25 at 100.00 AA 1,530,981
1,730   5.000%, 11/01/36   11/25 at 100.00 AA 1,952,443
    Northern Michigan University, General Revenue Bonds, Series 2018A:        
400   5.000%, 12/01/33   6/28 at 100.00 A 476,340
650   5.000%, 12/01/35   6/28 at 100.00 A 772,551
5,780   Oakland University, Michigan, General Revenue Bonds, Series 2012, 5.000%, 3/01/42   3/22 at 100.00 A1 5,800,635
5,400   Oakland University, Michigan, General Revenue Bonds, Series 2016, 5.000%, 3/01/47   3/26 at 100.00 A1 6,087,528
30

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Michigan (continued)        
$5,380   Royal Oak Hospital Finance Authority, Michigan, Hospital Revenue Bonds, William Beaumont Hospital Obligated Group, Refunding Series 2014D, 5.000%, 9/01/39   3/24 at 100.00 A+ $5,766,768
1,510   Royal Oak, Oakland County, Michigan, General Obligation Bonds, Taxable Limited Tax Series 2018, 5.000%, 4/01/43   4/28 at 100.00 AA 1,790,966
810   Saginaw Valley State University, Michigan, General Revenue Bonds, Refunding Series 2016A, 5.000%, 7/01/35   7/26 at 100.00 A 925,466
1,435   South Haven Public Schools, Van Buren Couty, Michigan, General Obligation Bonds, School Building & Site, Series 2014A, 5.000%, 5/01/41  –  BAM Insured   5/24 at 100.00 AA 1,546,959
550   Troy School District, Oakland County, Michigan, General Obligation Bonds, Refunding Series 2015, 5.000%, 5/01/26   5/25 at 100.00 AA 618,618
    University of Michigan, General Revenue Bonds, Refunding Series 2017A:        
2,000   5.000%, 4/01/34   4/27 at 100.00 AAA 2,366,020
2,000   5.000%, 4/01/35   4/27 at 100.00 AAA 2,363,660
1,065   5.000%, 4/01/36   4/27 at 100.00 AAA 1,257,861
2,000   5.000%, 4/01/42   4/27 at 100.00 AAA 2,348,040
5,000   5.000%, 4/01/47   4/27 at 100.00 AAA 5,851,300
7,200   5.000%, 4/01/47 (UB) (6)   4/27 at 100.00 AAA 8,425,872
4,000   University of Michigan, General Revenue Bonds, Series 2014A, 5.000%, 4/01/44   4/24 at 100.00 AAA 4,322,960
    University of Michigan, General Revenue Bonds, Series 2015:        
5,735   5.000%, 4/01/40 (UB) (6)   4/26 at 100.00 AAA 6,534,860
2,400   5.000%, 4/01/46 (UB) (6)   4/26 at 100.00 AAA 2,732,640
2,150   University of Michigan, General Revenue Bonds, Series 2020A, 4.000%, 4/01/45   4/30 at 100.00 AAA 2,450,312
1,600   Walled Lake Consolidated School District, Oakland County, Michigan, General Obligation Bonds, School Building & Site Series 2014, 5.000%, 5/01/40 (Pre-refunded 11/01/23)   11/23 at 100.00 Aa1 (4) 1,712,336
2,000   Walled Lake Consolidated School District, Oakland County, Michigan, General Obligation Bonds, School Building & Site Series 2019, 5.000%, 5/01/49   5/29 at 100.00 Aa1 2,433,520
2,500   Walled Lake Consolidated School District, Oakland County, Michigan, General Obligation Bonds, School Building & Site Series 2020, 5.000%, 5/01/45   5/30 at 100.00 Aa1 3,063,950
1,000   Wayne County Airport Authority, Michigan, Revenue Bonds, Detroit Metropolitan Wayne County Airport, Senior Series 2017A, 5.000%, 12/01/42   12/27 at 100.00 A- 1,182,040
4,000   Wayne County Airport Authority, Michigan, Revenue Bonds, Detroit Metropolitan Wayne County Airport, Series 2012A, 5.000%, 12/01/42  –  AGM Insured   12/22 at 100.00 A 4,136,520
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- 2,470,754
3,700   Wayne State University, Michigan, General Revenue Bonds, Series 2013A, 5.000%, 11/15/40   11/23 at 100.00 A+ 3,943,460
5,000   Wayne State University, Michigan, General Revenue Bonds, Series 2018A, 5.000%, 11/15/43   11/28 at 100.00 A+ 5,899,600
2,810   Wayne State University, Michigan, General Revenue Bonds, Series 2019A, 5.000%, 11/15/35   11/29 at 100.00 A+ 3,428,256
2,590   West Bloomfield School District, Oakland County, Michigan, General Obligation Bonds, School Building & Site Series 2017, 5.000%, 5/01/36  –  AGM Insured   5/27 at 100.00 A1 3,023,203
31

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2022
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Michigan (continued)        
    Western Michigan University, General Revenue Bonds, Refunding Series 2013:        
$750   5.250%, 11/15/33 (Pre-refunded 11/15/23)  –  AGM Insured   11/23 at 100.00 Aa3 (4) $807,833
4,250   5.000%, 11/15/39 (Pre-refunded 11/15/23)  –  AGM Insured   11/23 at 100.00 Aa3 (4) 4,558,933
    Western Michigan University, General Revenue Bonds, Refunding Series 2015A:        
1,500   5.000%, 11/15/40   5/25 at 100.00 A 1,658,355
850   5.000%, 11/15/45   5/25 at 100.00 A 939,735
3,335   Western Michigan University, General Revenue Bonds, Refunding Series 2019A, 5.000%, 11/15/49   11/29 at 100.00 A 3,977,021
700   Williamston Community School District, Michigan, Unlimited Tax General Obligation QSBLF Bonds, Series 1996, 5.500%, 5/01/25  –  NPFG Insured   No Opt. Call Aa2 751,205
2,700   Wyandotte, Michigan, Electric Revenue Bonds, Refunding Series 2015A, 5.000%, 10/01/44  –  BAM Insured   10/25 at 100.00 AA 3,005,748
594,550   Total Michigan       662,766,015
    Minnesota – 2.5% (1.6% 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+ 298,617
3,565   Brooklyn Center, Minnesota, Charter School Lease Revenue Bonds, Tesfa International dba Twin Lakes STEM Academy Project, Series 2021A, 5.250%, 6/15/56   6/29 at 100.00 N/R 3,396,162
730   Brooklyn Center, Minnesota, Charter School Lease Revenue Bonds, Tesfa International dba Twin Lakes STEM Academy Project, Taxable Series 2021B, 6.000%, 6/15/31   6/29 at 100.00 N/R 742,220
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 339,230
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 4,183,343
    Dakota County Community Development Agency, Minnesota, Senior Housing Revenue Bonds, Walker Highview Hills LLC Project, Refunding Series 2016A:        
1,875   3.500%, 8/01/25, 144A   8/22 at 100.00 N/R 1,886,887
1,000   5.000%, 8/01/46, 144A   8/22 at 100.00 N/R 1,009,000
    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- 4,345,125
8,250   5.000%, 2/15/53   2/28 at 100.00 A- 9,518,107
5,240   5.250%, 2/15/53   2/28 at 100.00 A- 6,180,528
5,500   5.000%, 2/15/58   2/28 at 100.00 A- 6,335,340
295   Independence, Minnesota, Charter School Lease Revenue Bonds, Paladin Career & Technical High School Project, Series 2021A, 4.000%, 6/01/41   6/29 at 102.00 N/R 295,327
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 10,764,763
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 3,056,172
1,010   Minneapolis, Minnesota, Health Care System Revenue Bonds, Allina Health System, Series 2021, 4.000%, 11/15/40   11/31 at 100.00 AA- 1,165,500
32

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Minnesota (continued)        
    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 $2,778,775
3,395   5.000%, 11/15/49   11/28 at 100.00 A3 3,994,285
    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+ 4,064,025
5,000   5.000%, 1/01/46   1/27 at 100.00 A+ 5,785,100
    Minnesota Housing Finance Agency, Housing Infrastructure State Appropriation Bonds, Series 2021A:        
265   3.000%, 8/01/35   8/31 at 100.00 Aa2 281,271
280   3.000%, 8/01/37   8/31 at 100.00 Aa2 296,145
650   Minnesota Housing Finance Agency, Housing Infrastructure State Appropriation Bonds, Series 2021B, 3.000%, 8/01/35   8/31 at 100.00 Aa2 689,910
    Minnesota Housing Finance Agency, Housing Infrastructure State Appropriation Bonds, Series 2021C:        
1,000   4.000%, 8/01/38   8/31 at 100.00 Aa2 1,174,500
1,500   4.000%, 8/01/43   8/31 at 100.00 Aa2 1,730,670
2,855   Rochester, Minnesota, Electric Utility Revenue Bonds, Refunding Series 2017A, 5.000%, 12/01/47   12/26 at 100.00 Aa3 3,245,907
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 4,429,920
1,000   Saint Paul Housing & Redevelopment Authority, Minnesota, Charter School Lease Revenue Bonds, Hmong College Prep Academy Project, Refunding Series 2020A, 5.000%, 9/01/40   9/30 at 100.00 BB+ 1,147,030
5,850   Saint Paul Housing & Redevelopment Authority, Minnesota, Charter School Lease Revenue Bonds, Hmong College Prep Academy Project, Series 2016A, 6.000%, 9/01/51   9/26 at 100.00 BB+ 6,598,332
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+ 4,315,033
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 3,350,610
    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 657,630
1,470   4.000%, 11/15/43   11/27 at 100.00 A3 1,617,985
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 872,423
    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) 4,088,953
5,315   5.000%, 11/15/44 (Pre-refunded 11/15/25)   11/25 at 100.00 N/R (4) 6,045,281
33

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2022
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Minnesota (continued)        
    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 $320,805
150   5.000%, 8/01/33   8/24 at 102.00 N/R 160,251
250   5.000%, 8/01/35   8/24 at 102.00 N/R 266,710
600   4.000%, 8/01/39   8/24 at 102.00 N/R 619,956
2,000   5.000%, 8/01/49   8/24 at 102.00 N/R 2,115,240
102,615   Total Minnesota       114,163,068
    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 12,572,404
    Missouri – 4.8% (3.0% 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 Aa2 (4) 2,661,955
    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 2,621,831
4,590   5.000%, 8/01/35   8/26 at 100.00 Ba1 5,098,480
640   4.000%, 8/01/38   8/26 at 100.00 Ba1 677,075
    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+ 3,304,558
1,000   5.000%, 10/01/47   10/27 at 100.00 BBB+ 1,148,000
    Kansas City Municipal Assistance Corporation, Missouri, Leasehold Revenue Bonds, Improvement Series 2004B-1:        
8,150   0.000%, 4/15/27  –  AMBAC Insured   No Opt. Call A2 7,511,611
5,000   0.000%, 4/15/31  –  AMBAC Insured   No Opt. Call A2 4,134,600
    Kansas City, Missouri, Sanitary Sewer System Revenue Bonds, Improvement Series 2018A:        
2,475   4.000%, 1/01/38   1/28 at 100.00 AA 2,811,006
4,470   4.000%, 1/01/42   1/28 at 100.00 AA 5,071,304
1,585   Kansas City, Missouri, Special Obligation Bonds, Kansas City Missouri Projects, Series 2021A, 5.000%, 4/01/39   4/31 at 100.00 A2 1,947,632
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 2,758,266
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+ 6,545,198
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 3,127,290
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+ 1,530,441
34

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Missouri (continued)        
$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+ $5,594,350
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 1,625,470
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 12,670,662
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 3,894,576
12,975   Missouri Health and Educational Facilities Authority, Health Facilities Revenue Bonds, BJC Health System, Series 2021A, 4.000%, 7/01/46   7/31 at 100.00 AA 14,657,857
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 1,590,315
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 15,315,860
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 18,374,849
    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 4,637,353
4,220   4.000%, 11/15/49   5/29 at 100.00 A2 4,654,998
    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+ 2,588,675
3,000   5.000%, 11/15/47   11/27 at 100.00 A+ 3,498,210
25,150   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+ 28,088,526
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+ 3,172,020
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+ 10,795,600
    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 1,629,998
2,000   5.000%, 2/01/44   2/24 at 100.00 BBB 2,106,420
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 1,257,801
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 775,453
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 1,857,590
35

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2022
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Missouri (continued)        
    Missouri Health and Educational Facilities Authority, Revenue Bonds, Lutheran Senior Services Projects, Series 2019C:        
$1,500   5.000%, 2/01/42   2/29 at 102.00 BBB $1,769,880
1,000   4.000%, 2/01/48   2/29 at 100.00 BBB 1,079,070
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 552,715
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 8,100,918
2,415   Saint Charles County Public Water Supply District 2, Missouri, Certificates of Participation, Missouri Project Series 2019, 4.000%, 12/01/41   12/25 at 100.00 AA+ 2,584,871
    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+ 1,832,299
2,535   5.000%, 12/01/32   12/25 at 100.00 AA+ 2,886,427
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+ 231,570
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+ 7,995,155
725   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 702,424
199,835   Total Missouri       217,471,159
    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 1,572,616
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 5,639,644
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+ 2,954,616
3,310   Montana Facility Finance Authority, Montana, Health Facilities Reveue Bonds, Bozeman Deaconess Health Services Obligated Group, Series 2018, 5.000%, 6/01/48   6/28 at 100.00 A 3,874,090
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- 2,161,384
14,155   Total Montana       16,202,350
    Nebraska – 1.3% (0.9% 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+ 2,685,264
    Douglas County Hospital Authority 2, Nebraska, Health Facilities Revenue Bonds, Children's Hospital Obligated Group, Refunding Series 2020A:        
1,200   4.000%, 11/15/39   11/30 at 100.00 A1 1,374,168
1,625   4.000%, 11/15/40   11/30 at 100.00 A1 1,856,221
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 3,465,240
36

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Nebraska (continued)        
    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 $3,893,120
1,400   5.000%, 11/01/48   11/25 at 100.00 A 1,557,248
5,000   Douglas County, Nebraska, Educational Facilities Revenue Bonds, Creighton University Projects, Series 2021A, 4.000%, 7/01/46   1/32 at 100.00 A2 5,674,200
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) 4,104,840
    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 2,462,868
2,000   5.000%, 7/01/30   7/27 at 100.00 BBB 2,283,920
    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 1,104,510
820   5.000%, 7/01/33   7/25 at 100.00 BBB 905,510
2,000   5.000%, 7/01/34   7/25 at 100.00 BBB 2,207,640
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 5,883,245
6,000   Sarpy County School District 037 Gretna Public Schools, Nebraska, General Obligation Bonds, Series 2022, 4.000%, 12/15/47   12/32 at 100.00 N/R 7,022,400
12,500   University of Nebraska Facilities Corporation, Nebraska, Facilities Program Bonds, Series 2021A, 4.000%, 7/15/59   7/31 at 100.00 AA 14,181,000
53,925   Total Nebraska       60,661,394
    Nevada – 1.9% (1.2% 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- 6,942,701
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+ 4,488,840
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+ 8,856,172
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 396,197
    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 2,476,203
1,525   4.000%, 9/01/27   9/26 at 100.00 N/R 1,633,458
2,660   4.000%, 9/01/29   9/26 at 100.00 N/R 2,822,207
2,920   4.000%, 9/01/30   9/26 at 100.00 N/R 3,082,206
37

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2022
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Nevada (continued)        
    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 $5,516,150
10,000   5.000%, 6/01/33   12/24 at 100.00 AA 11,026,500
6,620   5.000%, 6/01/39   12/24 at 100.00 AA 7,251,018
11,915   5.000%, 6/01/39 (UB) (6)   12/24 at 100.00 AA 13,050,738
    Las Vegas Valley Water District, Nevada, General Obligation Bonds, Tender Option Bond Trust 2015-XF0233:        
1,000   18.168%, 12/01/22, 144A (IF) (6)   1/30 at 0.00 AA 1,381,310
3,995   18.258%, 12/01/22, 144A (IF) (6)   1/30 at 0.00 AA 5,517,375
1,250   18.269%, 6/01/39, 144A (IF) (6)   12/24 at 100.00 AA 1,726,637
1,250   18.269%, 6/01/39, 144A (IF) (6)   12/24 at 100.00 AA 1,726,637
2,500   18.269%, 6/01/39, 144A (IF) (6)   12/24 at 100.00 AA 3,453,275
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 4,156,908
74,955   Total Nevada       85,504,532
    New Hampshire – 0.2% (0.1% of Total Investments)        
1,335   National Finance Authority, New Hampshire, Hospital Facilities Revenue Bonds, Saint Elizabeth Medical Center, Inc., Series 2021A, 4.000%, 5/01/45   5/31 at 100.00 AA 1,511,527
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 1,729,515
    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 1,325,211
2,935   5.000%, 8/01/37   2/28 at 100.00 A 3,488,688
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 1,627,038
7,995   Total New Hampshire       9,681,979
    New Jersey – 6.4% (4.1% 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 11,958,708
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 7,002,720
20,890   New Jersey Economic Development Authority, School Facilities Construction Bonds, Refunding Series 2016BBB, 5.500%, 6/15/30 (Pre-refunded 12/15/26)   12/26 at 100.00 BBB (4) 24,895,866
    New Jersey Economic Development Authority, School Facilities Construction Bonds, Series 2014UU:        
5,515   5.000%, 6/15/30 (Pre-refunded 6/15/24)   6/24 at 100.00 BBB (4) 6,007,545
935   5.000%, 6/15/40 (Pre-refunded 6/15/24)   6/24 at 100.00 N/R (4) 1,020,805
4,065   5.000%, 6/15/40   6/24 at 100.00 BBB 4,398,005
1,000   New Jersey Economic Development Authority, School Facilities Construction Bonds, Series 2018EEE, 5.000%, 6/15/43   12/28 at 100.00 BBB 1,161,440
38

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    New Jersey (continued)        
$2,550   New Jersey Economic Development Authority, School Facilities Construction Bonds, Social Series 2021QQQ, 4.000%, 6/15/50   12/30 at 100.00 BBB $2,770,295
2,020   New Jersey Health Care Facilities Financing Authority, New Jersey, Revenue Bonds, Saint Peters University Hospital, Series 2007, 5.750%, 7/01/37   3/22 at 100.00 BB+ 2,026,585
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- 2,927,200
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 AA- 764,100
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 AA- 12,559,004
12,000   New Jersey Health Care Facilities Financing Authority, Revenue Bonds, RWJ Barnabas Health Obligated Group, Series 2021A, 4.000%, 7/01/51   7/31 at 100.00 AA- 13,562,280
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- 772,215
    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 3,490,877
7,795   5.000%, 6/15/29   6/26 at 100.00 Baa1 8,914,050
    New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Capital Appreciation Series 2010A:        
5,000   0.000%, 12/15/26   No Opt. Call BBB 4,530,800
16,495   0.000%, 12/15/33   No Opt. Call BBB 11,848,688
    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+ 1,674,301
10,000   0.000%, 12/15/30  –  FGIC Insured   No Opt. Call BBB 8,092,400
38,000   0.000%, 12/15/33  –  AGM Insured   No Opt. Call BBB+ 28,572,200
45,000   0.000%, 12/15/35  –  AMBAC Insured   No Opt. Call BBB 30,424,050
10,000   0.000%, 12/15/36  –  AMBAC Insured   No Opt. Call BBB 6,519,200
5,000   New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series 2010D, 5.000%, 12/15/23   No Opt. Call BBB 5,350,300
1,000   New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series 2012A, 5.000%, 6/15/42 (Pre-refunded 6/15/22)   6/22 at 100.00 BBB (4) 1,016,680
7,500   New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series 2013AA, 5.500%, 6/15/39   6/23 at 100.00 BBB 7,914,150
5,000   New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series 2019A, 5.000%, 12/15/32   12/29 at 100.00 BBB 5,996,400
5,000   New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series 2019BB, 4.000%, 6/15/44   12/28 at 100.00 BBB 5,436,250
15,450   New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series 2020AA, 4.000%, 6/15/45   12/30 at 100.00 BBB 16,940,152
14,000   New Jersey Turnpike Authority, Revenue Bonds, Refunding Series 2005D-1, 5.250%, 1/01/26  –  AGM Insured   No Opt. Call A2 16,100,980
1,160   New Jersey Turnpike Authority, Revenue Bonds, Series 2017B, 4.000%, 1/01/34   1/28 at 100.00 A2 1,311,090
39

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2022
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    New Jersey (continued)        
    New Jersey Turnpike Authority, Revenue Bonds, Tender Option Bond Trust 2016-XF1057:        
$489   17.437%, 1/01/43 (Pre-refunded 7/01/22), 144A (IF) (6)   7/22 at 100.00 A2 (4) $526,428
826   17.437%, 1/01/43 (Pre-refunded 7/01/22), 144A (IF) (6)   7/22 at 100.00 N/R (4) 888,065
1,500   New Jersey Turnpike Authority, Turnpike Revenue Bonds, Series 2017G, 4.000%, 1/01/33   1/28 at 100.00 A2 1,695,915
3,000   Rahway Valley Sewerage Authority, New Jersey, Sewer Revenue Bonds, Series 2005A, 0.000%, 9/01/25  –  NPFG Insured   No Opt. Call Aa3 2,852,430
    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) 2,105,900
910   5.000%, 5/01/43 (Pre-refunded 5/01/23)   5/23 at 100.00 A+ (4) 958,185
3,905   South Jersey Transportation Authority, New Jersey, Transportation System Revenue Bonds, Series 2020A, 5.000%, 11/01/45   11/30 at 100.00 Baa2 4,658,548
    Tobacco Settlement Financing Corporation, New Jersey, Tobacco Settlement Asset-Backed Bonds, Series 2018A:        
10,355   5.000%, 6/01/46   6/28 at 100.00 BBB+ 11,629,390
4,710   5.250%, 6/01/46   6/28 at 100.00 BBB+ 5,372,038
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+ 2,912,796
302,035   Total New Jersey       289,559,031
    New Mexico – 0.2% (0.1% of Total Investments)        
7,600   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 8,479,776
    New York – 9.0% (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 3,347,680
    Dormitory Authority of the State of New York, Revenue Bonds, New School University, Series 2015A:        
900   5.000%, 7/01/50 (Pre-refunded 7/01/25)   7/25 at 100.00 N/R (4) 1,012,878
11,930   5.000%, 7/01/50   7/25 at 100.00 BBB+ 13,257,332
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) 3,260,640
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) 4,236,840
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- 1,157,710
    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) 5,574
14,070   5.000%, 2/15/36   2/25 at 100.00 Aa2 15,526,948
12,500   Dormitory Authority of the State of New York, State Personal Income Tax Revenue Bonds, General Purpose, Series 2019A. Bidding Group 1,2,3,4, 5.000%, 3/15/45   3/29 at 100.00 Aa2 15,090,125
40

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 $9,959,760
10,915   5.000%, 2/15/48   2/30 at 100.00 Aa2 13,137,294
20,000   4.000%, 2/15/49   2/30 at 100.00 Aa2 22,100,600
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 11,123,900
10,000   Liberty Development Corporation, New York, Goldman Sachs Headquarter Revenue Bonds, Series 2005, 5.250%, 10/01/35   No Opt. Call BBB+ 13,262,400
    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 1,103,091
780   5.000%, 9/01/44   9/24 at 100.00 A 846,238
5,000   Long Island Power Authority, New York, Electric System General Revenue Bonds, Series 2018, 5.000%, 9/01/37   9/28 at 100.00 A 6,099,600
    Long Island Power Authority, New York, Electric System Revenue Bonds, Series 2012A:        
345   5.000%, 9/01/42   9/22 at 100.00 A 353,449
5,010   5.000%, 9/01/42 (Pre-refunded 9/01/22)   9/22 at 100.00 N/R (4) 5,140,711
9,745   5.000%, 9/01/42 (Pre-refunded 9/01/22)   9/22 at 100.00 N/R (4) 9,999,247
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) 1,059,210
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+ 7,613,199
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+ 5,862,800
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+ 13,469,040
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 3,896,655
5,000   New York City Transitional Finance Authority, New York, Future Tax Secured Bonds, Subordinate Fiscal 2013 Series I, 5.000%, 5/01/38   5/23 at 100.00 Aa1 5,239,700
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 5,971,100
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 12,022,500
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 5,671,100
4,570   New York City Transitional Finance Authority, New York, Future Tax Secured Bonds, Subordinate Fiscal 2022 Subseries B-1, 4.000%, 8/01/45   8/31 at 100.00 Aa1 5,168,259
2,060   New York City, New York, General Obligation Bonds, Fiscal 2017 Series B-1, 5.000%, 12/01/41   12/26 at 100.00 AA- 2,381,092
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- 11,578,416
41

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2022
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    New York (continued)        
$3,500   New York City, New York, General Obligation Bonds, Fiscal 2020 SeriesD-1, 4.000%, 3/01/44   3/30 at 100.00 AA- $3,876,495
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- 2,145,446
11,000   New York City, New York, General Obligation Bonds, Fiscal 2021 Series F-1, 5.000%, 3/01/50   3/31 at 100.00 AA- 13,305,600
12,000   New York City, New York, General Obligation Bonds, Fiscal 2022 Series A-1, 4.000%, 8/01/50   8/31 at 100.00 AA- 13,357,320
10   New York City, New York, General Obligation Bonds, Fiscal Series 1996J, 5.500%, 2/15/26   3/22 at 100.00 AA- 10,045
5   New York City, New York, General Obligation Bonds, Fiscal Series 1997H, 6.125%, 8/01/25   3/22 at 100.00 AA- 5,025
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 25,726,199
1,590   New York Liberty Development Corporation, New York, Liberty Revenue Bonds, Secured by Port Authority Consolidated Bonds, Refunding Series 1WTC-2021, 4.000%, 2/15/43   2/30 at 100.00 N/R 1,761,784
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, 13.638%, 6/15/26, 144A (IF) (6)   6/22 at 100.00 AAA 4,252,751
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- 11,331,300
10,000   New York State Thruway Authority, State Personal Income Tax Revenue Bonds, Series 2021A-1, 4.000%, 3/15/54   3/31 at 100.00 AA+ 11,111,800
    New York State Urban Development Corporation, State Personal Income Tax Revenue Bonds, General Purpose, Series 2020A:        
15,440   4.000%, 3/15/45   9/30 at 100.00 Aa2 17,254,972
13,595   4.000%, 3/15/49   9/30 at 100.00 Aa2 15,126,613
5,000   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 5,563,300
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) 2,144,448
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+ 4,201,202
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- 5,509,250
    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+ 8,404,217
1,105   0.000%, 11/15/32   No Opt. Call A+ 840,728
6,800   Triborough Bridge and Tunnel Authority, New York, General Revenue Bonds, MTA Bridges & Tunnels, Series 2021A, 5.000%, 11/15/51   5/31 at 100.00 AA- 8,324,968
12,195   Triborough Bridge and Tunnel Authority, New York, Payroll Mobility Tax Bonds, Senior Lien Subseries 2021A-1, 5.000%, 5/15/51   5/31 at 100.00 AA+ 15,044,606
5,000   TSASC Inc., New York, Tobacco Asset-Backed Bonds, Series 2006, 5.000%, 6/01/45   6/27 at 100.00 CCC+ 5,356,550
366,040   Total New York       404,609,707
42

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    North Carolina – 7.0% (4.4% 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+ $2,971,918
1,000   5.125%, 4/01/43   4/22 at 100.00 BBB+ 1,007,630
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) 1,153,794
    Buncombe County, North Carolina, Limited Obligation Bonds, Refunding Series 2014A:        
1,085   5.000%, 6/01/33   6/24 at 100.00 AA+ 1,180,068
1,600   5.000%, 6/01/34   6/24 at 100.00 AA+ 1,740,192
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+ 5,240,489
    Catawba County, North Carolina, General Obligation Bonds, Limited Obligation Series 2014A:        
1,000   5.000%, 6/01/30   6/24 at 100.00 AA 1,085,450
730   5.000%, 6/01/31   6/24 at 100.00 AA 792,203
    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 3,120,615
3,000   5.000%, 7/01/28   7/24 at 100.00 Aa3 3,267,660
    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 1,608,134
5,390   5.000%, 7/01/47 (UB) (6)   7/27 at 100.00 Aa3 6,338,101
2,045   Charlotte, North Carolina, Storm Water Fee Revenue Bonds, Refunding Series 2014, 5.000%, 12/01/39   12/24 at 100.00 AAA 2,255,512
    Charlotte, North Carolina, Water and Sewer System Revenue Bonds, Refunding Series 2015:        
940   5.000%, 7/01/32   7/25 at 100.00 AAA 1,057,848
2,325   5.000%, 7/01/40   7/25 at 100.00 AAA 2,608,906
    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 2,476,480
16,865   5.000%, 7/01/44 (UB) (6)   7/28 at 100.00 AAA 20,324,011
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- 4,849,440
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) 2,116,817
835   Durham, North Carolina, General Obligation Bonds, Refunding Series 2015, 5.000%, 10/01/26   No Opt. Call AAA 978,161
5,000   East Carolina University, North Carolina, General Revenue Bonds, Series 2014A, 5.000%, 10/01/41 (Pre-refunded 10/01/23)   10/23 at 100.00 AA- (4) 5,336,750
2,310   East Carolina University, North Carolina, General Revenue Bonds, Series 2016A, 5.000%, 10/01/29   4/26 at 100.00 AA- 2,631,182
43

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2022
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    North Carolina (continued)        
$4,750   Greensboro, North Carolina, Combined Enterprise System Revenue Bonds, Series 2017A, 4.000%, 6/01/47   6/27 at 100.00 Aa1 $5,254,497
2,000   Greensboro, North Carolina, Limited Obligation Bonds, Coliseum Complex Project, Series 2018A, 5.000%, 4/01/42 (Pre-refunded 4/01/28)   4/28 at 100.00 Aa2 (4) 2,419,080
500   Henderson County, North Carolina, Limited Obligation Bonds, Series 2015, 5.000%, 10/01/31   10/25 at 100.00 AA 567,845
217   Hillsborough, North Carolina, Special Assessement Revenue Bonds, Series 2013, 7.750%, 2/01/24   2/23 at 100.00 N/R 221,021
    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) 1,073,083
1,165   5.000%, 4/01/30 (Pre-refunded 4/01/22)   4/22 at 100.00 A+ (4) 1,173,842
1,000   5.000%, 4/01/31 (Pre-refunded 4/01/22)   4/22 at 100.00 A+ (4) 1,007,590
200   5.000%, 4/01/32 (Pre-refunded 4/01/22)   4/22 at 100.00 A+ (4) 201,518
1,535   Mooresville, North Carolina, Enterprise System Revenue Bonds, Refunding Series 2012, 5.000%, 5/01/28 (Pre-refunded 5/01/22)   5/22 at 100.00 Aa2 (4) 1,552,438
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 4,327,556
500   New Hanover County, North Carolina, Hospital Revenue Bonds, New Hanover Regional Medical Center, Refunding Series 2013, 5.000%, 10/01/26 (Pre-refunded 10/01/23)   10/23 at 100.00 N/R (4) 532,730
6,140   New Hanover County, North Carolina, Hospital Revenue Bonds, New Hanover Regional Medical Center, Series 2017, 5.000%, 10/01/47 (Pre-refunded 10/01/27)   10/27 at 100.00 N/R (4) 7,303,223
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 2,031,156
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+ 4,473,144
    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) 1,825,286
9,485   5.000%, 10/01/55 (Pre-refunded 10/01/25) (UB) (6)   10/25 at 100.00 AA+ (4) 10,786,816
    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 1,617,829
1,000   5.000%, 4/01/33   4/23 at 100.00 Baa2 1,037,340
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 5,433,900
2,500   North Carolina Capital Facilities Financing Agency, Educational Facility Revenue Bonds, Wake Forest University, Series 2018, 5.000%, 1/01/48   1/28 at 100.00 Aa3 2,934,650
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) 3,566,325
22,210   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 24,510,512
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 2,896,827
44

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    North Carolina (continued)        
$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 A3 (4) $2,445,704
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 3,036,741
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 1,425,288
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 Aa2 (4) 7,106,820
12,775   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- 14,378,773
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 2,216,120
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 3,093,000
    North Carolina Medical Care Commission, Health Care Facilities Revenue Bonds, WakeMed, Refunding Series 2012A:        
2,000   5.000%, 10/01/27 (Pre-refunded 10/01/22)   10/22 at 100.00 A2 (4) 2,058,180
6,800   5.000%, 10/01/31 (Pre-refunded 10/01/22)   10/22 at 100.00 A2 (4) 6,997,812
1,500   5.000%, 10/01/38 (Pre-refunded 10/01/22)   10/22 at 100.00 A2 (4) 1,543,125
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+ 2,972,749
450   North Carolina Medical Care Commission, Retirement Facilities First Mortgage Revenue Bonds, United Methodist Retirement Homes, Refunding Series 2013A, 5.000%, 10/01/33 (Pre-refunded 10/01/23)   10/23 at 100.00 N/R (4) 479,921
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 550,300
    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 1,755,939
1,500   5.000%, 1/01/32   1/26 at 100.00 A 1,700,535
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 874,129
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) 2,157,784
5,000   North Carolina State, Limited Obligation Bonds, Refunding Series 2014C, 5.000%, 5/01/25   5/24 at 100.00 AA+ 5,434,000
    North Carolina State, Limited Obligation Bonds, Refunding Series 2017B:        
2,000   5.000%, 5/01/29 (UB) (6)   5/27 at 100.00 AA+ 2,356,640
4,000   5.000%, 5/01/30 (UB) (6)   5/27 at 100.00 AA+ 4,703,000
45

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2022
  (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 $687,481
800   0.000%, 7/01/30   7/26 at 83.69 Baa3 596,264
850   0.000%, 7/01/31   7/26 at 79.58 Baa3 600,840
2,400   0.000%, 7/01/33   7/26 at 71.99 Baa3 1,532,640
3,160   0.000%, 7/01/36   7/26 at 61.63 Baa3 1,720,904
3,100   0.000%, 7/01/37   7/26 at 58.52 Baa3 1,597,740
1,900   0.000%, 7/01/40   7/26 at 50.36 Baa3 839,781
400   North Carolina Turnpike Authority, Monroe Expressway Toll Revenue Bonds, Series 2017A, 5.000%, 7/01/47   7/26 at 100.00 Baa3 443,384
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 1,174,520
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 2,554,816
    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 122,411
4,375   0.000%, 1/01/33  –  AGC Insured   No Opt. Call BBB 3,360,831
2,300   0.000%, 1/01/34  –  AGC Insured   No Opt. Call BBB 1,715,317
2,380   0.000%, 1/01/35  –  AGC Insured   No Opt. Call BBB 1,718,193
7,575   0.000%, 1/01/37  –  AGC Insured   No Opt. Call BBB 5,115,246
1,470   0.000%, 1/01/38  –  AGC Insured   No Opt. Call BBB 958,440
3,040   Oak Island, North Carolina, Enterprise System Revenue Bonds, Refunding Series 2015, 5.000%, 6/01/33   6/25 at 100.00 A2 3,396,562
    Orange County Public Facilities Company, North Carolina, Limited Obligation Bonds, Refunding Series 2017:        
200   5.000%, 10/01/27   No Opt. Call AA+ 239,210
150   5.000%, 10/01/28   10/27 at 100.00 AA+ 178,850
400   5.000%, 10/01/30   10/27 at 100.00 AA+ 474,584
    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 (4) 5,232,500
3,785   5.000%, 3/01/43 (Pre-refunded 3/01/23)   3/23 at 100.00 AAA (4) 3,961,002
5,000   Raleigh, North Carolina, Combined Enterprise System Revenue Bonds, Refunding Series 2016A, 4.000%, 3/01/46   3/27 at 100.00 AAA 5,511,550
1,000   Raleigh, North Carolina, General Obligation Bonds, Refunding Series 2016A, 5.000%, 9/01/26   No Opt. Call AAA 1,168,790
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) 1,068,210
    Raleigh, North Carolina, Limited Obligation Bonds, Series 2014A:        
1,195   5.000%, 10/01/25   10/24 at 100.00 AA+ 1,316,926
1,305   5.000%, 10/01/26   10/24 at 100.00 AA+ 1,439,128
46

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    North Carolina (continued)        
$650   Rocky Mount, North Carolina, Special Obligation Bonds, Series 2016, 5.000%, 5/01/30   5/26 at 100.00 AA- $750,113
    Sampson County, North Carolina, Limited Obligaiton Bonds, Refunding Series 2017:        
300   5.000%, 9/01/32   9/27 at 100.00 A 352,686
1,250   4.000%, 9/01/35   9/27 at 100.00 A 1,394,775
1,265   4.000%, 9/01/36   9/27 at 100.00 A 1,412,588
1,000   4.000%, 9/01/37   9/27 at 100.00 A 1,118,550
1,100   Union County, North Carolina, Enterprise System Revenue Bonds, Series 2019A, 4.000%, 6/01/44   6/29 at 100.00 Aa2 1,238,105
    University of North Carolina, Chapel Hill, Revenue Bonds, Hospital System, Series 2019:        
1,360   5.000%, 2/01/45   No Opt. Call Aa3 1,860,086
840   5.000%, 2/01/49   No Opt. Call Aa3 1,165,500
800   University of North Carolina, Charlotte, General Revenue Bonds, Refunding Series 2015, 5.000%, 4/01/45 (Pre-refunded 4/01/25)   4/25 at 100.00 A+ (4) 895,128
170   University of North Carolina, Charlotte, General Revenue Bonds, Refunding Series 2017A, 5.000%, 10/01/31   10/27 at 100.00 A+ 201,452
    University of North Carolina, Charlotte, General Revenue Bonds, Series 2014:        
2,070   5.000%, 4/01/32 (Pre-refunded 4/01/24)   4/24 at 100.00 A+ (4) 2,246,881
1,175   5.000%, 4/01/33 (Pre-refunded 4/01/24)   4/24 at 100.00 A+ (4) 1,275,404
1,385   5.000%, 4/01/35 (Pre-refunded 4/01/24)   4/24 at 100.00 A+ (4) 1,503,348
4,735   University of North Carolina, Charlotte, General Revenue Bonds, Series 2017, 5.000%, 10/01/42   10/27 at 100.00 A+ 5,598,759
1,415   University of North Carolina, Greensboro, General Revenue Bonds, Refunding Series 2017, 5.000%, 4/01/31   4/28 at 100.00 A+ 1,683,086
    University of North Carolina, Greensboro, General Revenue Bonds, Series 2014:        
1,000   5.000%, 4/01/32   4/24 at 100.00 A+ 1,083,990
3,065   5.000%, 4/01/39   4/24 at 100.00 A+ 3,322,429
4,765   University of North Carolina, Greensboro, General Revenue Bonds, Series 2018, 5.000%, 4/01/43   4/28 at 100.00 A+ 5,596,874
    University of North Carolina, Wilmington, General Revenue Bonds, Refunding Series 2019B:        
1,000   4.000%, 10/01/39   10/29 at 100.00 Aa3 1,137,180
1,500   4.000%, 10/01/44   10/29 at 100.00 Aa3 1,691,685
1,845   4.000%, 10/01/49   10/29 at 100.00 Aa3 2,067,452
1,250   Western Carolina University, North Carolina, General Revenue Bonds, Refunding Series 2015A, 5.000%, 10/01/45   10/25 at 100.00 Aa3 1,398,150
296,887   Total North Carolina       315,896,470
    North Dakota – 1.0% (0.6% 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) 5,161,534
47

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2022
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    North Dakota (continued)        
    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 BBB- $1,163,100
8,525   5.000%, 12/01/42   12/27 at 100.00 BBB- 9,856,434
7,070   4.000%, 12/01/47   12/27 at 100.00 BBB- 7,675,687
1,800   Grand Forks, North Dakota, Health Care System Revenue Bonds, Altru Health System Obligated Group, Series 2021, 4.000%, 12/01/51   12/31 at 100.00 BBB- 1,995,336
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 925,578
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 525,545
2,000   University of North Dakota, Certificates of Participation, Housing Infrastructure Project, Series 2021A, 4.000%, 6/01/46  –  AGM Insured   6/30 at 100.00 A1 2,235,640
    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- 12,635,234
2,610   5.000%, 6/01/48   6/28 at 100.00 BBB- 2,962,011
1,420   Williston, North Dakota, Multifamily Housing Revenue Bonds, Eagle Crest Apartments LLC Project, Series 2013, 7.750%, 9/01/38 (8)   9/23 at 100.00 N/R 766,800
41,970   Total North Dakota       45,902,899
    Ohio – 6.5% (4.1% 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 BBB+ 3,460,165
8,255   5.250%, 11/15/46   11/26 at 100.00 BBB+ 9,454,121
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 323,885
    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) 867,757
650   5.000%, 5/01/33 (Pre-refunded 5/01/22)   5/22 at 100.00 A+ (4) 657,469
800   5.000%, 5/01/42 (Pre-refunded 5/01/22)   5/22 at 100.00 A+ (4) 809,192
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+ 13,062,121
8,655   Allen County, Ohio, Hospital Facilities Revenue Bonds, Mercy Health, Series 2017A, 4.000%, 8/01/38   2/28 at 100.00 A+ 9,605,059
2,750   Bowling Green State University, Ohio, General Receipts Bonds, Series 2017B, 5.000%, 6/01/42   6/27 at 100.00 A+ 3,189,808
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 3,971,670
48

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Ohio (continued)        
$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+ $1,069,279
41,930   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 46,120,484
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) 14,851,492
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 5,547,500
    Cleveland Heights-University Heights City School District, Ohio, General Obligation Bonds, School Improvement Series 2014:        
7,060   5.000%, 12/01/51 (Pre-refunded 6/01/23)   6/23 at 100.00 A1 (4) 7,456,066
10,480   5.000%, 12/01/51 (Pre-refunded 6/01/23)   6/23 at 100.00 N/R (4) 11,067,928
    Cleveland-Cuyahoga County Port Authroity, Ohio, Cultural Facility Revenue Bonds, The Cleveland Museum of Natural History Project, Series 2021:        
300   4.000%, 7/01/37   7/31 at 100.00 A3 345,684
300   4.000%, 7/01/38   7/31 at 100.00 A3 344,976
350   4.000%, 7/01/39   7/31 at 100.00 A3 401,828
1,000   4.000%, 7/01/51   7/31 at 100.00 A3 1,126,610
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 5,619,985
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 6,128,498
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 1,481,496
    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- 1,627,500
1,120   5.000%, 1/01/52   1/27 at 100.00 BBB- 1,212,546
    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- 3,668,244
6,000   5.000%, 1/01/51   1/26 at 100.00 BBB- 6,414,660
    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) 7,195,485
14,850   5.000%, 1/01/38 (Pre-refunded 1/01/23) (UB) (6)   1/23 at 100.00 Aa3 (4) 15,441,178
    JobsOhio Beverage System, Ohio, Statewide Senior Lien Liquor Profits Revenue Bonds, Tender Option Bond Trust 2016-XG0052:        
875   17.985%, 1/01/38 (Pre-refunded 1/01/23), 144A (IF) (6)   1/23 at 100.00 Aa3 (4) 1,014,353
1,050   17.985%, 1/01/38 (Pre-refunded 1/01/23), 144A (IF) (6)   1/23 at 100.00 Aa3 (4) 1,217,223
49

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2022
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Ohio (continued)        
$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 $5,947,600
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 7,565,040
7,065   Montgomery County, Ohio, Hospital Facilities Revenue Bonds, Kettering Health Network Obligated Group Project, Refunding & Improvement Series 2021, 4.000%, 8/01/51   2/31 at 100.00 A2 7,924,245
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) 23,262,330
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 10,954,896
7,550   Ohio State, Turnpike Revenue Bonds, Ohio Turnpike and Infrastructutre Commission Infrastructure Projects, Junior Lien, Capital Appreciation Series 2013A-3, 5.800%, 2/15/36 (5)   2/31 at 100.00 A+ 9,189,483
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) 20,380,490
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+ 9,975,960
4,255   Ross County, Ohio, Hospital Facilities Revenue Bonds, Adena Health System Obligated Group Project, Refunding & Improvement Series 2019, 5.000%, 12/01/49   12/29 at 100.00 A- 5,048,260
    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- 138,465
130   6.000%, 12/01/42   12/22 at 100.00 BB- 133,292
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 4,904,311
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 3,913,468
289,765   Total Ohio       294,092,102
    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 1,387,398
    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+ 2,621,260
2,700   5.500%, 8/15/52   8/28 at 100.00 BB+ 3,244,887
4,570   5.500%, 8/15/57   8/28 at 100.00 BB+ 5,483,040
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- 1,256,524
11,765   Total Oklahoma       13,993,109
50

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Oregon – 2.3% (1.4% 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 $889,869
2,750   5.000%, 6/15/39   6/27 at 100.00 Aa1 3,215,300
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 1,284,741
    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 1,533,853
1,705   5.000%, 6/15/39   6/27 at 100.00 Aa1 1,993,486
2,000   Eugene, Oregon, Electric Utility Revenue Bonds, Series 2020A, 4.000%, 8/01/49   8/30 at 100.00 AA- 2,283,220
7,955   Oregon Facilities Authority, Revenue Bonds, Legacy Health Project, Series 2016A, 5.000%, 6/01/46   6/26 at 100.00 A+ 8,981,593
    Oregon Facilities Authority, Revenue Bonds, Samaritan Health Services, Refunding Series 2016A:        
6,275   5.000%, 10/01/35   10/26 at 100.00 BBB+ 7,181,486
140   5.000%, 10/01/46 (Pre-refunded 10/01/26)   10/26 at 100.00 N/R (4) 162,347
2,120   5.000%, 10/01/46   10/26 at 100.00 BBB+ 2,390,830
    Oregon Health and Science University, Revenue Bonds, Green Series 2021A:        
8,150   4.000%, 7/01/44   1/32 at 100.00 N/R 9,286,599
12,075   4.000%, 7/01/51   1/32 at 100.00 N/R 13,596,329
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) 9,536,214
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+ 34,400,911
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+ 5,908,488
500   Warm Springs Reservation Confederated Tribes, Oregon, Hydroelectric Revenue Bonds, Tribal Economic Development Bond Pelton Round Butte Project, Taxable Refunding Green Series 2019B, 5.000%, 11/01/36, 144A   5/29 at 100.00 A3 596,395
91,950   Total Oregon       103,241,661
    Pennsylvania – 5.9% (3.7% 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 17,468,850
2,765   Allegheny County Sanitary Authority, Pennsylvania, Sewer Revenue Bonds, Series 2020B, 4.000%, 6/01/50   12/30 at 100.00 A+ 3,168,303
51

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2022
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Pennsylvania (continued)        
    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 $3,118,687
3,125   0.000%, 5/15/23  –  AGM Insured   No Opt. Call A2 3,078,063
3,135   0.000%, 5/15/24  –  AGM Insured   No Opt. Call A2 3,028,880
3,155   0.000%, 5/15/26  –  AGM Insured   No Opt. Call A2 2,919,416
4,145   0.000%, 11/15/26  –  AGM Insured   No Opt. Call A2 3,786,748
2,800   0.000%, 5/15/28  –  AGM Insured   No Opt. Call A2 2,455,936
3,000   0.000%, 11/15/28  –  AGM Insured   No Opt. Call A2 2,592,750
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+ 1,402,860
895   Commonwealth Financing Authority, Pennsylvania, State Appropriation Lease Bonds, Master Settlement, Series 2018, 5.000%, 6/01/34   6/28 at 100.00 A 1,057,067
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 2,180,573
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 31,019,610
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 1,263,077
3,500   Lancaster County Hospital Authority, Pennsylvania, Revenue Bonds, Penn State Health, Series 2021, 5.000%, 11/01/46   11/29 at 100.00 A2 4,189,220
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 5,129,392
    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 3,479,034
5,180   0.000%, 12/01/32   No Opt. Call A 3,903,078
    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 4,604,330
4,960   5.125%, 12/01/47 (Pre-refunded 12/01/23)   12/23 at 100.00 N/R (4) 5,328,677
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 6,315,309
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 1,102,980
4,770   Montgomery County Higher Education and Health Authority, Pennsylvania, Thomas Jefferson University Revenue Bonds, Series 2022B, 4.000%, 5/01/52   5/32 at 100.00 N/R 5,218,285
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 5,573,800
630   Northampton County Industrial Development Authority, Pennsylvania, Recovery Revenue Bonds, Northampton Generating Project, Senior Lien Series 2013A0 & AE2, 1.250%, 12/31/23   3/22 at 100.00 N/R 157,552
52

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Pennsylvania (continued)        
$234   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 $58,405
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 1,707,888
3,570   Pennsylvania Higher Educational Facilities Authority, Revenue Bonds, University of Pennsylvania Health System, Refunding Series 2021A, 4.000%, 8/15/43   8/31 at 100.00 Aa3 4,022,747
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 6,702,058
    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) 1,145,067
2,010   5.000%, 12/01/36 (Pre-refunded 12/01/22)   12/22 at 100.00 A2 (4) 2,082,883
16,805   Pennsylvania Turnpike Commission, Turnpike Revenue Bonds, Capital Appreciation Series 2009E, 6.375%, 12/01/38   12/27 at 100.00 A3 21,228,580
5,575   Pennsylvania Turnpike Commission, Turnpike Revenue Bonds, Series 2015B, 5.000%, 12/01/45   12/25 at 100.00 A1 6,252,251
6,340   Pennsylvania Turnpike Commission, Turnpike Revenue Bonds, Series 2016A-1, 5.000%, 12/01/41   6/26 at 100.00 A1 7,249,093
26,330   Pennsylvania Turnpike Commission, Turnpike Revenue Bonds, Series 2021A, 4.000%, 12/01/51   6/31 at 100.00 A+ 29,381,384
6,500   Pennsylvania Turnpike Commission, Turnpike Revenue Bonds, Series 2021B, 5.000%, 12/01/46   6/31 at 100.00 A+ 7,972,770
19,250   Pennsylvania Turnpike Commission, Turnpike Revenue Bonds, Subordinate Series 2009C, 6.250%, 6/01/33  –  AGM Insured   6/26 at 100.00 A2 23,148,317
    Pennsylvania Turnpike Commission, Turnpike Revenue Bonds, Subordinate Series 2021A:        
3,735   4.000%, 12/01/45   12/30 at 100.00 A3 4,142,974
4,620   4.000%, 12/01/50   12/30 at 100.00 A3 5,163,866
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 1,563,591
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 514,898
8,360   Philadelphia School District, Pennsylvania, General Obligation Bonds, Series 2021A, 4.000%, 9/01/46   9/31 at 100.00 A2 9,310,114
3,410   Philadelphia, Pennsylvania, Water and Wastewater Revenue Bonds, Series 1997A, 5.125%, 8/01/27  –  AMBAC Insured (ETM)   10/21 at 100.00 A1 (4) 4,055,547
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 2,311,890
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 1,957,348
53

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2022
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Pennsylvania (continued)        
$2,800   Upper Darby School District, Delaware County, Pennsylvania, General Obligation Bonds, Series 2021A, 4.000%, 4/01/51  –  BAM Insured   10/29 at 100.00 A1 $3,182,536
240,449   Total Pennsylvania       266,696,684
    Puerto Rico – 1.9% (1.2% of Total Investments)        
3,996   Cofina Class 2 Trust Tax-Exempt Class 2054, Puerto Rico. Unit Exchanged From Cusip 74529JAP0, 0.000%, 8/01/54   No Opt. Call N/R 961,156
625   Puerto Rico Electric Power Authority, Power Revenue Bonds, Refunding Series 2005SS, 5.000%, 7/01/25  –  NPFG Insured   3/22 at 100.00 D 639,375
1,000   Puerto Rico Electric Power Authority, Power Revenue Bonds, Series 2007VV, 5.250%, 7/01/24  –  NPFG Insured   No Opt. Call D 1,028,520
1,305   Puerto Rico Highway and Transportation Authority, Highway Revenue Bonds, Series 2005L, 5.250%, 7/01/23  –  NPFG Insured   No Opt. Call Baa2 1,327,211
1,000   Puerto Rico Highway and Transportation Authority, Highway Revenue Bonds, Series 2007N, 5.250%, 7/01/31  –  AMBAC Insured   No Opt. Call N/R 1,017,750
    Puerto Rico Sales Tax Financing Corporation, Sales Tax Revenue Bonds, Restructured 2018A-1:        
5,281   4.500%, 7/01/34   7/25 at 100.00 N/R 5,645,970
9,399   4.550%, 7/01/40   7/28 at 100.00 N/R 10,347,265
25,000   0.000%, 7/01/51   7/28 at 30.01 N/R 5,887,500
33,017   5.000%, 7/01/58   7/28 at 100.00 N/R 36,781,599
1,370   Puerto Rico Sales Tax Financing Corporation, Sales Tax Revenue Bonds, Restructured Cofina Project Series 2019A-2A, 4.550%, 7/01/40   7/28 at 100.00 N/R 1,508,219
    Puerto Rico Sales Tax Financing Corporation, Sales Tax Revenue Bonds, Taxable Restructured Cofina Project Series 2019A-2:        
5,399   4.329%, 7/01/40   7/28 at 100.00 N/R 5,874,058
5,580   4.329%, 7/01/40   7/28 at 100.00 N/R 6,070,984
9,000   4.784%, 7/01/58   7/28 at 100.00 N/R 9,886,140
101,972   Total Puerto Rico       86,975,747
    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+ 1,460,452
174,390   Rhode Island Tobacco Settlement Financing Corporation, Tobacco Settlement Asset-Backed Bonds, Series 2007A, 0.000%, 6/01/52   2/22 at 16.68 CCC- 29,648,044
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 2,534,155
177,940   Total Rhode Island       33,642,651
    South Carolina – 3.9% (2.5% 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 3,645,330
    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 1,457,132
6,820   5.000%, 11/01/46   5/26 at 100.00 A 7,700,667
54

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    South Carolina (continued)        
    Piedmont Municipal Power Agency, South Carolina, Electric Revenue Bonds, Series 2004A-2:        
$26,955   0.000%, 1/01/31  –  AMBAC Insured   No Opt. Call A- $21,804,169
15,420   0.000%, 1/01/32  –  AMBAC Insured   No Opt. Call A- 12,098,532
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- 1,521,289
    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- 22,475,263
7,580   5.000%, 11/01/48   5/28 at 100.00 AA- 8,851,014
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- 23,097,550
    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- 4,378,682
4,000   5.000%, 12/01/46   12/24 at 100.00 A- 4,540,920
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- 11,513,300
6,790   South Carolina Public Service Authority, Santee Cooper Revenue Obligations, Series 2013A, 5.125%, 12/01/43   12/23 at 100.00 A- 7,447,000
    South Carolina Public Service Authority, Santee Cooper Revenue Obligations, Series 2014A:        
2,000   5.000%, 12/01/49   6/24 at 100.00 A- 2,231,600
17,240   5.500%, 12/01/54   6/24 at 100.00 A- 19,416,378
17,170   South Carolina State Ports Authority, Revenue Bonds, Series 2019A, 5.000%, 7/01/54   7/29 at 100.00 A+ 20,414,615
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 4,541,355
167,200   Total South Carolina       177,134,796
    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 3,218,160
3,150   5.125%, 11/01/47   11/26 at 100.00 BB 3,379,036
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 9,534,712
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 6,068,041
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 12,485,200
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+ 3,887,918
55

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2022
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    South Dakota (continued)        
$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+ $9,187,763
43,180   Total South Dakota       47,760,830
    Tennessee – 1.0% (0.6% 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) 11,106,083
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+ 3,635,910
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 A- 2,578,090
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 A- 2,107,642
    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 5,643,200
1,000   5.000%, 9/01/47   9/26 at 100.00 BBB 1,110,040
    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 508,666
1,755   5.000%, 4/01/36   4/27 at 100.00 BBB 1,998,489
    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 2,473,688
1,000   5.000%, 10/01/45   10/26 at 100.00 BBB 1,106,740
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 A3 12,522,730
40,430   Total Tennessee       44,791,278
    Texas – 10.7% (6.8% 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 20,978,460
4,000   Austin, Texas, Airport System Revenue Bonds, Series 2019A, 5.000%, 11/15/49   11/29 at 100.00 A 4,805,400
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 16,247,934
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 784,370
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) 1,382,203
3,100   Central Texas Regional Mobility Authority, Revenue Bonds, Senior Lien Series 2021B, 5.000%, 1/01/46   1/31 at 100.00 Baa1 3,727,068
7,750   Central Texas Regional Mobility Authority, Revenue Bonds, Senior Lien, Series 2015A, 5.000%, 1/01/45 (Pre-refunded 7/01/25)   7/25 at 100.00 Baa1 (4) 8,727,507
56

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Texas (continued)        
    Clifton Higher Education Finance Corporation, Texas, Education Revenue Bonds, Uplift Education Charter School, Series 2013A:        
$1,925   4.350%, 12/01/42   12/22 at 100.00 BBB- $1,952,181
1,000   4.400%, 12/01/47   12/22 at 100.00 BBB- 1,013,620
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 2,482,250
5,770   Dallas Area Rapid Transit, Texas, Sales Tax Revenue Bonds, Refunding & Improvement Senior Lien Series 2021B, 4.000%, 12/01/51   12/30 at 100.00 AA+ 6,538,218
9,000   Dallas Fort Worth International Airport, Texas, Joint Revenue Bonds, Refunding Series 2021B, 4.000%, 11/01/45   11/30 at 100.00 N/R 10,132,200
160   Decatur Hospital Authority, Texas, Revenue Bonds, Wise Regional Health System, Series 2014A, 5.250%, 9/01/44   9/24 at 100.00 BBB- 173,475
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 4,189,658
    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 7,443,956
10,600   4.000%, 10/01/45   4/30 at 100.00 A2 11,869,668
10,000   4.000%, 10/01/49   4/30 at 100.00 A2 11,111,900
    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) 16,010,250
16,920   5.000%, 4/01/53 (Pre-refunded 10/01/23)   10/23 at 100.00 AA (4) 18,059,562
5,295   Grand Parkway Transportation Corporation, Texas, System Toll Revenue Bonds, Subordinate Lien Series 2018A. Tela Supported, 5.000%, 10/01/48   4/28 at 100.00 AA 6,327,154
6,610   Grand Parkway Transportation Corporation, Texas, System Toll Revenue Bonds, Tender Option Bond Trust 2015-XF0228, 18.078%, 11/01/44 (Pre-refunded 10/01/23), 144A (IF) (6)   10/23 at 100.00 AA (4) 8,391,395
    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 3,042,784
2,320   5.000%, 12/01/45   6/25 at 100.00 AA 2,575,757
    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 16,555,352
2,000   4.000%, 8/15/48   2/28 at 100.00 AA 2,227,620
4,040   Harris County, Texas, Toll Road Revenue Bonds, Tender Options Bond Trust 2015-XF2184. Formerly Tender Options Bond Trust 3028, 14.434%, 8/15/28  –  AGM Insured, 144A (IF) (6)   No Opt. Call AAA 6,917,692
57

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2022
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Texas (continued)        
    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 $544,657
2,390   0.000%, 11/15/42  –  AGM Insured   11/31 at 59.73 A2 1,035,683
2,660   0.000%, 11/15/43  –  AGM Insured   11/31 at 56.93 A2 1,095,388
7,260   0.000%, 11/15/44  –  AGM Insured   11/31 at 54.25 A2 2,842,653
10,440   0.000%, 11/15/45  –  AGM Insured   11/31 at 51.48 A2 3,868,646
7,165   0.000%, 11/15/49  –  AGM Insured   11/31 at 41.91 A2 2,145,273
3,000   0.000%, 11/15/52  –  AGM Insured   11/31 at 35.81 A2 763,500
1,000   Hidalgo County Regional Mobility Authority, Texas, Toll and Vehicle Registration Fee Revenue Bonds, Senior Lien Series 2022A, 4.000%, 12/01/40 (WI/DD, Settling 2/10/22)   12/31 at 100.00 N/R 1,097,760
    Houston, Texas, Airport System Revenue Bonds, Refunding & Subordinate Lien Series 2018B:        
2,000   5.000%, 7/01/43   7/28 at 100.00 A 2,351,840
2,710   5.000%, 7/01/48   7/28 at 100.00 A 3,184,955
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) 4,636,222
855   Houston, Texas, Airport System Revenue Bonds, Subordinate Lien Series 2000B, 5.450%, 7/01/24  –  AGM Insured   No Opt. Call A 916,637
    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 1,463,665
10,850   0.000%, 9/01/25  –  AMBAC Insured   No Opt. Call A 10,116,757
1,715   0.000%, 9/01/32  –  AMBAC Insured   No Opt. Call A 1,292,801
    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 3,037,367
4,000   4.000%, 8/15/41   8/25 at 100.00 AAA 4,245,160
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 9,139,736
    McCamey County Hospital District, Texas, General Obligation Bonds, Series 2013:        
1,780   5.750%, 12/01/33   12/25 at 100.00 B1 1,893,617
1,800   6.125%, 12/01/38   12/25 at 100.00 B1 1,926,828
    Midtown Redevelopment Authority, Texas, Tax Increment Contract Revenue, Refunding Series 2017:        
16,285   5.000%, 1/01/36   1/27 at 100.00 A3 18,415,892
10,040   5.000%, 1/01/38  –  AGM Insured   1/27 at 100.00 A2 11,403,934
    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- 2,306,745
1,815   5.000%, 9/15/48   9/25 at 100.00 BBB- 1,986,881
58

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Texas (continued)        
$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 (Pre-refunded 11/15/24)   11/24 at 102.00 BB+ (4) $953,046
    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) 2,530,630
7,990   6.750%, 9/01/45 (Pre-refunded 9/01/31)   9/31 at 100.00 N/R (4) 11,526,134
4,000   North Texas Tollway Authority, System Revenue Bonds, Refunding First Tier Capital Appreciation Series 2008I, 6.500%, 1/01/43 (Pre-refunded 1/01/25)   1/25 at 100.00 A+ (4) 4,606,720
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 1,915,539
    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+ 10,648,238
12,205   5.000%, 1/01/45   1/25 at 100.00 A+ 13,358,250
5,110   North Texas Tollway Authority, System Revenue Bonds, Refunding First Tier, Series 2019A, 4.000%, 1/01/44   1/29 at 100.00 A+ 5,749,210
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 5,829,700
    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 6,916,580
4,000   5.000%, 1/01/34   1/25 at 100.00 A 4,399,560
4,000   5.000%, 1/01/35   1/25 at 100.00 A 4,397,160
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 2,411,617
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) 3,728,681
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) 4,252,320
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 2,853,025
    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- 2,032,394
2,500   4.000%, 6/30/38   12/30 at 100.00 BBB- 2,807,325
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 (4) 2,519,200
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) 18,188,371
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 7,961,172
59

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2022
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Texas (continued)        
    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 $3,983,427
6,385   5.000%, 8/15/37   8/24 at 100.00 Baa1 6,969,100
44,120   5.000%, 8/15/42   8/24 at 100.00 Baa1 48,160,510
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 3,798,200
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 9,050,640
1,000   Waco Education Finance Corporation, Texas, Revenue Bonds, Baylor University, Series 2021, 4.000%, 3/01/41   3/31 at 100.00 A+ 1,149,320
6,500   West Harris County Regional Water Authority, Texas, Water System Revenue Bonds, Refunding Series 2021, 4.000%, 12/15/60  –  BAM Insured   12/31 at 100.00 A1 7,395,960
459,550   Total Texas       485,472,260
    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 4,169,899
1,975   5.000%, 7/01/47   7/27 at 100.00 A 2,306,760
4,000   Salt Lake City, Utah, Airport Revenue Bonds, International Airport Series 2018B, 5.000%, 7/01/48   7/28 at 100.00 A 4,701,040
    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 1,146,250
2,320   5.000%, 10/15/43   10/27 at 100.00 AA 2,641,970
2,040   5.000%, 10/15/48   10/27 at 100.00 AA 2,309,158
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+ 3,412,500
17,895   Total Utah       20,687,577
    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+ 1,076,830
10,000   5.000%, 10/01/45   10/25 at 100.00 A+ 11,185,200
11,000   Total Vermont       12,262,030
    Virginia – 0.3% (0.2% 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+ 1,581,698
670   4.000%, 7/01/40   7/30 at 100.00 A+ 763,874
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+ 464,090
60

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Virginia (continued)        
$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 $4,430,440
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) 1,859,184
2,300   Lynchburg Economic Development Authority, Virginia, Hospital Revenue Bonds, Centra Health Obligated Group, Refunding Series 2021, 4.000%, 1/01/47   1/32 at 100.00 A- 2,576,483
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 (Pre-refunded 11/01/22)   11/22 at 100.00 AA- (4) 2,050,860
12,585   Total Virginia       13,726,629
    Washington – 2.8% (1.7% 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 8,064,840
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 11,452,449
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- 4,618,040
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 9,559,266
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- 4,818,870
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 4,500,880
3,000   Port of Seattle, Washington, Revenue Bonds, Intermediate Lien Series 2015A, 5.000%, 4/01/40   10/24 at 100.00 A+ 3,266,130
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) 1,342,463
15,000   Seattle, Washington, Municipal Light and Power Revenue Bonds, Refunding & Improvement Series 2021A, 4.000%, 7/01/47   7/31 at 100.00 AA 17,221,950
12,515   Spokane Public Facilities District, Washington, Hotel, Motel, and Sales Use Tax Revenue Bonds, Series 2013A, 5.000%, 12/01/38 (Pre-refunded 6/01/23)   6/23 at 100.00 BBB+ (4) 13,217,091
5,250   Tacoma, Washington, Sewer Revenue Bonds, Series 2018, 4.000%, 12/01/48   12/28 at 100.00 Aa2 5,913,705
555   Washington Health Care Facilities Authority, Revenue Bonds, CommonSpirit Health, Series 2019A-1, 4.000%, 8/01/44   8/29 at 100.00 BBB+ 606,826
    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- 4,116,640
10,000   4.250%, 10/01/40   10/22 at 100.00 AA- 10,237,900
3,135   Washington Health Care Facilities Authority, Revenue Bonds, Seattle Children's Hospital, Refunding Series 2012B, 5.000%, 10/01/30 (Pre-refunded 10/01/22)   10/22 at 100.00 Aa2 (4) 3,227,263
8,230   Washington Health Care Facilities Authority, Revenue Bonds, Seattle Children's Hospital, Series 2012A, 5.000%, 10/01/42 (Pre-refunded 10/01/22)   10/22 at 100.00 Aa2 (4) 8,472,209
61

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2022
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Washington (continued)        
$2,600   Washington State Convention Center Public Facilities District, Lodging Tax Revenue Bonds, Refunding Subordinate Series 2021B. Exchange Purchase, 3.000%, 7/01/58   7/31 at 100.00 BB+ $2,388,204
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 2,654,157
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 524,210
9,000   Washington State, Motor Vehicle Fuel Tax General Obligation Bonds, Series 2003C, 0.000%, 6/01/28  –  FGIC Insured   No Opt. Call AA+ 8,049,780
116,955   Total Washington       124,252,873
    West Virginia – 1.3% (0.8% 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) 3,181,110
16,845   5.500%, 6/01/44 (Pre-refunded 6/01/23)   6/23 at 100.00 A (4) 17,889,727
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 10,503,810
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 4,015,725
    West Virginia Parkways Authority, Turnpike Toll Revenue Bonds, Senior Lien Series 2021:        
6,750   4.000%, 6/01/43   6/31 at 100.00 AA- 7,759,193
8,845   4.000%, 6/01/51   6/31 at 100.00 AA- 9,979,548
5,750   West Virginia State, General Obligation Bonds, State Road Competitive Series 2018B, 4.000%, 6/01/42   6/28 at 100.00 AA- 6,519,695
53,690   Total West Virginia       59,848,808
62

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Wisconsin – 3.4% (2.2% 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 (8)   No Opt. Call N/R $1,323
42   0.000%, 1/01/47, 144A (8)   No Opt. Call N/R 1,247
42   0.000%, 1/01/48, 144A (8)   No Opt. Call N/R 1,211
42   0.000%, 1/01/49, 144A (8)   No Opt. Call N/R 1,169
41   0.000%, 1/01/50, 144A (8)   No Opt. Call N/R 1,101
45   0.000%, 1/01/51, 144A (8)   No Opt. Call N/R 1,177
1,163   3.750%, 7/01/51, 144A (8)   3/28 at 100.00 N/R 710,119
45   0.000%, 1/01/52, 144A (8)   No Opt. Call N/R 1,118
44   0.000%, 1/01/53, 144A (8)   No Opt. Call N/R 1,076
44   0.000%, 1/01/54, 144A (8)   No Opt. Call N/R 1,034
43   0.000%, 1/01/55, 144A (8)   No Opt. Call N/R 992
43   0.000%, 1/01/56, 144A (8)   No Opt. Call N/R 957
42   0.000%, 1/01/57, 144A (8)   No Opt. Call N/R 920
42   0.000%, 1/01/58, 144A (8)   No Opt. Call N/R 882
42   0.000%, 1/01/59, 144A (8)   No Opt. Call N/R 855
41   0.000%, 1/01/60, 144A (8)   No Opt. Call N/R 818
41   0.000%, 1/01/61, 144A (8)   No Opt. Call N/R 780
40   0.000%, 1/01/62, 144A (8)   No Opt. Call N/R 751
40   0.000%, 1/01/63, 144A (8)   No Opt. Call N/R 721
39   0.000%, 1/01/64, 144A (8)   No Opt. Call N/R 700
39   0.000%, 1/01/65, 144A (8)   No Opt. Call N/R 669
39   0.000%, 1/01/66, 144A (8)   No Opt. Call N/R 625
501   0.000%, 1/01/67, 144A (8)   No Opt. Call N/R 7,539
2,250   Public Finance Authority of Wisconsin, Health Care Facilities Revenue Bonds, Appalachian Regional Healthcare System Obligated Group, Series 2021A, 4.000%, 7/01/56   1/31 at 100.00 BBB 2,487,600
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- 2,366,340
    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- 6,478,620
2,335   5.000%, 6/15/48, 144A   6/26 at 100.00 BBB- 2,497,189
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) 4,301,515
4,000   Wisconsin Health and Educational Facilities Authority, Revenue Bonds, Aspirus, Inc. Obligated Group, Inc. Project, Series 2021, 4.000%, 8/15/46   8/31 at 100.00 A1 4,477,840
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 1,040,060
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- 20,912,840
63

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2022
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Wisconsin (continued)        
$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- $2,247,240
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 7,726,946
315   Wisconsin Health and Educational Facilities Authority, Revenue Bonds, Meriter Hospital Inc., Series 1992A, 6.000%, 12/01/22  –  FGIC Insured   No Opt. Call A1 328,973
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) 2,713,918
    Wisconsin Health and Educational Facilities Authority, Revenue Bonds, PHW Muskego, Inc. Project, Series 2021:        
2,415   4.000%, 10/01/51   10/28 at 102.00 N/R 2,446,685
2,470   4.000%, 10/01/61   10/28 at 102.00 N/R 2,475,261
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 5,685,965
2,000   Wisconsin Health and Educational Facilities Authority, Wisconsin, Revenue Bonds, Aspirus, Inc. Obligated Group, Series 2017, 5.000%, 8/15/52   8/27 at 100.00 A1 2,325,920
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) 2,629,750
    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 1,200,709
955   5.000%, 6/01/41   6/25 at 103.00 N/R 1,027,972
3,620   Wisconsin Health and Educational Facilities Authority, Wisconsin, Revenue Bonds, Children's Hospital of Wisconsin, Inc., Series 2020, 4.000%, 8/15/50   8/30 at 100.00 Aa3 4,077,930
    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 (Pre-refunded 9/01/27)   9/27 at 100.00 N/R (4) 1,181,970
1,110   5.000%, 9/01/31 (Pre-refunded 9/01/27)   9/27 at 100.00 N/R (4) 1,311,987
1,100   5.000%, 9/01/32 (Pre-refunded 9/01/27)   9/27 at 100.00 N/R (4) 1,300,167
1,725   5.000%, 9/01/33 (Pre-refunded 9/01/27)   9/27 at 100.00 N/R (4) 2,038,898
1,775   5.000%, 9/01/34 (Pre-refunded 9/01/27)   9/27 at 100.00 N/R (4) 2,097,997
1,910   5.000%, 9/01/35 (Pre-refunded 9/01/27)   9/27 at 100.00 N/R (4) 2,257,563
2,065   5.000%, 9/01/36 (Pre-refunded 9/01/27)   9/27 at 100.00 N/R (4) 2,440,768
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- 9,480,475
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- 5,789,300
2,000   Wisconsin Health and Educational Facilities Authority, Wisconsin, Revenue Bonds, Oakwood Lutheran Senior Ministries, Series 2021, 4.000%, 1/01/47   1/27 at 103.00 N/R 2,079,740
    Wisconsin Health and Educational Facilities Authority, Wisconsin, Revenue Bonds, Saint John's Communities Inc., Series 2018A:        
1,240   5.000%, 9/15/31 (Pre-refunded 9/15/23)   9/23 at 100.00 BBB- (4) 1,320,823
7,955   5.000%, 9/15/50 (Pre-refunded 9/15/23)   9/23 at 100.00 BBB- (4) 8,473,507
64

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Wisconsin (continued)        
$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 $11,225,993
20,385   Wisconsin Health and Educational Facilities Authority, Wisconsin, Revenue Bonds, ThedaCare Inc, Series 2019, 4.000%, 12/15/49   12/29 at 100.00 A1 22,485,674
141,463   Total Wisconsin       153,671,919
    Wyoming – 0.2% (0.1% of Total Investments)        
9,625   Sweetwater County, Wyoming, Hospital Revenue Bonds, Memorial Hospital Project, Refunding Series 2013A, 5.000%, 9/01/37 (Pre-refunded 9/01/23)   9/23 at 100.00 BB+ (4) 10,237,439
$6,988,781   Total Long-Term Investments (cost $6,538,943,596)       7,088,215,008
    
Principal Amount (000)   Description (1)   Optional Call Provision (2) Ratings (3) Value
    SHORT-TERM INVESTMENTS  –  1.3% (0.8% of Total Investments)        
    MUNICIPAL BONDS  –  1.3% (0.8% of Total Investments)        
    Colorado – 0.2% (0.1% of Total Investments)        
$8,000   University of Colorado Hospital Authority, Colorado, Revenue Bonds, Variable Rate Series 2018C, 0.060%, 11/15/39 (9)   1/22 at 100.00 Aa3 $8,000,000
    Minnesota – 0.9% (0.6% of Total Investments)        
6,500   Bloomington, Minnesota, Housing Revenue Bonds, Presbyterian Homes Projects, Refunding Series 2008, 0.070%, 7/01/38 (9)   1/22 at 100.00 AA+ 6,500,000
11,050   Minneapolis-Saint Paul Housing and Redevelopment Authority, Minnesota, Health Care System Revenue Bonds, Allina Health System, Series 2007C2, 0.050%, 11/15/34 (9)   1/22 at 100.00 AA+ 11,050,000
23,120   Rochester, Minnesota, Health Care Facilities Revenue Bonds, Mayo Clinic Series 2008A, 0.050%, 11/15/38 (9)   1/22 at 100.00 AA 23,120,000
40,670   Total Minnesota       40,670,000
    Missouri – 0.2% (0.1% of Total Investments)        
10,225   Missouri Health and Educational Facilities Authority, Revenue Bonds, BJC Health System, Variable Rate Demand Obligations, Series 2008D, 0.050%, 5/15/38 (9)   1/22 at 100.00 AA 10,225,000
$58,895   Total Short-Term Investments (cost $58,895,000)       58,895,000
    Total Investments (cost $6,597,838,596) – 158.1%       7,147,110,008
    Floating Rate Obligations – (3.1)%       (139,265,000)
    Adjustable Rate MuniFund Term Preferred Shares, net of deferred offering costs – (7.0)% (10)       (316,327,712)
    MuniFund Preferred Shares, net of deferred offering costs – (24.0)% (11)       (1,086,489,541)
    Variable Rate Demand Preferred Shares, net of deferred offering costs – (25.5)% (12)       (1,153,944,732)
    Other Assets Less Liabilities – 1.5%       70,714,866
    Net Assets Applicable to Common Shares – 100%       $4,521,797,889
65

NEA Nuveen AMT-Free Quality Municipal Income Fund (continued)
  Portfolio of Investments January 31, 2022
  (Unaudited)
Part F of Form N-PORT was prepared in accordance with U.S. generally accepted accounting principles (“U.S. GAAP”) and in conformity with the applicable rules and regulations of the U.S. Securities and Exchange Commission (“SEC”) related to interim filings. Part F of Form N-PORT does not include all information and footnotes required by U.S. GAAP for complete financial statements. Certain footnote disclosures normally included in financial statements prepared in accordance with U.S. GAAP have been condensed or omitted from this report pursuant to the rules of the SEC. For a full set of the Fund’s notes to financial statements, please refer to the Fund’s most recently filed annual or semi-annual report.
Fair Value Measurements
The Fund's investments in securities are recorded at their estimated fair value utilizing valuation methods approved by the Board of Directors/Trustees. Fair value is defined as the price that would be received upon selling an investment or transferring a liability in an orderly transaction to an independent buyer in the principal or most advantageous market for the investment. U.S. GAAP establishes the three-tier hierarchy which is used to maximize the use of observable market data and minimize the use of unobservable inputs and to establish classification of fair value measurements for disclosure purposes. Observable inputs reflect the assumptions market participants would use in pricing the asset or liability. Observable inputs are based on market data obtained from sources independent of the reporting entity. Unobservable inputs reflect management’s assumptions about the assumptions market participants would use in pricing the asset or liability. Unobservable inputs are based on the best information available in the circumstances. The following is a summary of the three-tiered hierarchy of valuation input levels.
Level 1  –     Inputs are unadjusted and prices are determined using quoted prices in active markets for identical securities.
Level 2  –     Prices are determined using other significant observable inputs (including quoted prices for similar securities, interest rates, credit spreads, etc.).
Level 3  –     Prices are determined using significant unobservable inputs (including management’s assumptions in determining the fair value of investments).
The following table summarizes the market value of the Fund's investments as of the end of the reporting period, based on the inputs used to value them:
  Level 1 Level 2 Level 3 Total
Long-Term Investments:        
Municipal Bonds $ — $7,087,382,187 $832,821 $7,088,215,008
Short-Term Investments:        
Municipal Bonds  — 58,895,000  — 58,895,000
Total $ — $7,146,277,187 $832,821 $7,147,110,008
66

(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) Investment valued at fair value using methods determined in good faith by, or at the discretion of, the Board. For fair value measurement disclosure purposes, investment classified as Level 3.  
(8) Defaulted security. A security whose issuer has failed to fully pay principal and/or interest when due, or is under the protection of bankruptcy.  
(9) Investment has a maturity of greater than one year, but has variable rate and/or demand features which qualify it as a short-term investment. The rate disclosed, as well as the reference rate and spread, where applicable, is that in effect as of the end of the reporting period. This rate changes periodically based on market conditions or a specified market index.  
(10) Adjustable Rate MuniFund Term Preferred Shares, net of deferred offering cost as a percentage of Total Investments is 4.4%.  
(11) MuniFund Preferred Shares, net of deferred offering costs as a percentage of Total Investments is 15.2%.  
(12) Variable Rate Demand Preferred Shares, net of deferred offering costs as a percentage of Total Investments is 16.1%.  
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.  
67