NPORT-EX 2 NXP.htm
NXP
Nuveen Select Tax-Free Income Portfolio
Portfolio of Investments    December 31, 2021
(Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    LONG-TERM INVESTMENTS – 98.0%        
    MUNICIPAL BONDS – 97.4%        
    Alabama – 0.2%        
$1,170   Birmingham, Alabama, General Obligation Convertible Capital Appreciation Bonds, Series 2013A, 5.000%, 3/01/32 (Pre-refunded 3/01/23)   3/23 at 100.00 AA (4) $1,235,052
    Arizona – 3.8%        
2,030   Arizona Board of Regents, Arizona State University System Revenue Bonds, Series 2020B, 4.000%, 7/01/47   7/30 at 100.00 AA 2,388,518
85   Arizona Industrial Development Authority, Arizona, Education Facility Revenue Bonds, Basis Schools, Inc. Projects, Series 2017D, 3.000%, 7/01/22, 144A   No Opt. Call BB 85,802
255   Arizona Industrial Development Authority, Arizona, Education Facility Revenue Bonds, Basis Schools, Inc. Projects, Series 2017F, 3.000%, 7/01/26   No Opt. Call AA- 275,349
350   Arizona Industrial Development Authority, Arizona, Education Revenue Bonds, Academies of Math & Science Projects, Series 2018A, 4.000%, 7/01/22   No Opt. Call AA- 355,701
2,500   Arizona Industrial Development Authority, Hospital Revenue Bonds, Phoenix Children's Hospital, Series 2020A, 4.000%, 2/01/50   2/30 at 100.00 AA- 2,883,675
1,950   Glendale Municipal Property Corporation, Arizona, Excise Tax Revenue Bonds, Subordinate Series 2012C, 4.000%, 7/01/38   1/23 at 100.00 AA 2,004,795
2,000   Maricopa County Industrial Development Authority, Arizona, Revenue Bonds, Banner Health, Refunding Series 2016A, 5.000%, 1/01/38   1/27 at 100.00 AA- 2,386,540
500   Maricopa County Industrial Development Authority, Arizona, Revenue Bonds, Banner Health, Series 2019A, 4.000%, 1/01/44   7/29 at 100.00 AA- 581,700
1,950   McAllister Academic Village LLC, Arizona, Revenue Bonds, Arizona State University Hassayampa Academic Village Project, Refunding Series 2016, 5.000%, 7/01/37   7/26 at 100.00 AA- 2,304,432
1,250   Phoenix Civic Improvement Corporation, Arizona, Airport Revenue Bonds, Junior Lien Series 2015A, 5.000%, 7/01/34   7/25 at 100.00 A1 1,432,625
7,500   Phoenix Civic Improvement Corporation, Arizona, Airport Revenue Bonds, Junior Lien Series 2019A, 5.000%, 7/01/49   7/29 at 100.00 A1 9,272,325
500   Phoenix Civic Improvement Corporation, Arizona, Rental Car Facility Charge Revenue Bonds, Series 2019A, 5.000%, 7/01/39   7/29 at 100.00 A3 613,830
1,160   Phoenix Industrial Development Authority, Arizona, Lease Revenue Bonds, Rowan University Project, Series 2012, 5.000%, 6/01/42   6/22 at 100.00 A 1,180,486
2,410   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 A3 3,380,724
24,440   Total Arizona       29,146,502
    Arkansas – 0.4%        
6,555   Arkansas Development Finance Authority, Tobacco Settlement Revenue Bonds, Arkansas Cancer Research Center Project, Series 2006, 0.000%, 7/01/46 –  AMBAC Insured   No Opt. Call Aa2 3,209,000
1

NXP Nuveen Select Tax-Free Income Portfolio (continued)
  Portfolio of Investments December 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    California – 18.4%        
$11,000   Alhambra Unified School District, Los Angeles County, California, General Obligation Bonds, Capital Appreciation Series 2009B, 0.000%, 8/01/41 –  AGC Insured   No Opt. Call AA $7,256,370
4,245   Anaheim City School District, Orange County, California, General Obligation Bonds, Election 2002 Series 2007, 0.000%, 8/01/31 –  AGM Insured   No Opt. Call AA 3,635,588
    Anaheim Public Financing Authority, California, Lease Revenue Bonds, Public Improvement Project, Series 1997C:        
2,840   0.000%, 9/01/30 –  AGM Insured   No Opt. Call AA 2,468,414
6,740   0.000%, 9/01/35 –  AGM Insured (ETM)   No Opt. Call AA (4) 5,311,861
5,760   0.000%, 9/01/35 –  AGM Insured   No Opt. Call AA 4,406,342
3,000   Bay Area Toll Authority, California, Revenue Bonds, San Francisco Bay Area Toll Bridge, Series 2013S-4, 5.000%, 4/01/38 (Pre-refunded 4/01/23)   4/23 at 100.00 A1 (4) 3,179,550
120   California County Tobacco Securitization Agency, Tobacco Settlement Asset-Backed Bonds, Los Angeles County Securitization Corporation, Series 2020A, 4.000%, 6/01/49   6/30 at 100.00 BBB+ 139,344
2,310   California Health Facilities Financing Authority, Revenue Bonds, Saint Joseph Health System, Series 2013A, 5.000%, 7/01/33   7/23 at 100.00 AA- 2,467,034
1,630   California State Public Works Board, Lease Revenue Bonds, Various Capital Projects, Series 2013I, 5.000%, 11/01/38   11/23 at 100.00 Aa3 1,759,226
2,645   Cypress Elementary School District, Orange County, California, General Obligation Bonds, Series 2009A, 0.000%, 5/01/34 –  AGM Insured   No Opt. Call AA 2,123,194
2,440   Eureka Unified School District, Humboldt County, California, General Obligation Bonds, Series 2002, 0.000%, 8/01/27 –  AGM Insured   No Opt. Call AA 2,272,299
    Folsom Cordova Unified School District, Sacramento County, California, General Obligation Bonds, School Facilities Improvement District 4, Series 2007A:        
3,290   0.000%, 10/01/24 –  NPFG Insured   No Opt. Call Aa2 3,223,345
2,275   0.000%, 10/01/28 –  NPFG Insured   No Opt. Call Aa2 2,074,686
6,080   Golden State Tobacco Securitization Corporation, California, Enhanced Tobacco Settlement Asset-Backed Revenue Bonds, Series 2005A, 0.000%, 6/01/28 –  AMBAC Insured (ETM)   No Opt. Call Aa3 (4) 5,711,613
6,060   Grossmont Union High School District, San Diego County, California, General Obligation Bonds, Series 2006, 0.000%, 8/01/25 –  NPFG Insured   No Opt. Call Aa2 5,910,197
1,495   Huntington Beach Union High School District, Orange County, California, General Obligation Bonds, Series 2007, 0.000%, 8/01/33 –  FGIC Insured   No Opt. Call Aa2 1,218,799
4,055   Kern Community College District, California, General Obligation Bonds, Series 2003A, 0.000%, 3/01/28 –  FGIC Insured   No Opt. Call Aa2 3,764,175
1,000   Moreno Valley Unified School District, Riverside County, California, General Obligation Bonds, Refunding Series 2007, 0.000%, 8/01/23 –  NPFG Insured   No Opt. Call A+ 989,930
3,480   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 Aa1 4,023,089
450   M-S-R Energy Authority, California, Gas Revenue Bonds, Citigroup Prepay Contracts, Series 2009C, 6.500%, 11/01/39   No Opt. Call A 721,994
11,985   Norwalk La Mirada Unified School District, Los Angeles County, California, General Obligation Bonds, Election 2002, Series 2007C, 0.000%, 8/01/32 –  AGM Insured   No Opt. Call AA 10,000,883
1,250   Ontario International Airport Authority, California, Revenue Bonds, Series 2021A, 5.000%, 5/15/46 –  AGM Insured   5/31 at 100.00 AA 1,605,800
2

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    California (continued)        
$1,195   Palmdale School District, Los Angeles County, California, General Obligation Bonds, Series 2003, 0.000%, 8/01/28 –  AGM Insured   No Opt. Call AA $1,089,912
    Palomar Pomerado Health, California, General Obligation Bonds, Capital Appreciation, Election of 2004, Series 2007A:        
4,620   0.000%, 8/01/24 –  NPFG Insured   No Opt. Call A2 4,497,801
3,000   0.000%, 8/01/25 –  NPFG Insured   No Opt. Call A2 2,875,260
8,790   Pittsburg Redevelopment Agency, California, Tax Allocation Bonds, Los Medanos Community Development Project, Series 1999, 0.000%, 8/01/29 –  AMBAC Insured   No Opt. Call AA- 7,913,022
12,240   Placentia-Yorba Linda Unified School District, Orange County, California, Certificates of Participation, Series 2006, 0.000%, 10/01/34 –  FGIC Insured (ETM)   No Opt. Call A1 (4) 10,035,209
1,500   Placer Union High School District, Placer County, California, General Obligation Bonds, Series 2004C, 0.000%, 8/01/32 –  AGM Insured   No Opt. Call AA 1,252,995
    Poway Unified School District, San Diego County, California, General Obligation Bonds, School Facilities Improvement District 2007-1, Election 2008 Series 2009A:        
8,000   0.000%, 8/01/32   No Opt. Call Aa2 6,703,680
8,000   0.000%, 8/01/33   No Opt. Call Aa2 6,552,000
3,940   Rancho Mirage Redevelopment Agency, California, Tax Allocation Bonds, Combined Whitewater and 1984 Project Areas, Series 2003A, 0.000%, 4/01/35 –  NPFG Insured   No Opt. Call A+ 3,001,965
2,755   Sacramento City Unified School District, Sacramento County, California, General Obligation Bonds, Series 2007, 0.000%, 7/01/25 –  AGM Insured   No Opt. Call A2 2,667,859
3,510   San Diego Association of Governments, California, South Bay Expressway Toll Revenue Bonds, First Senior Lien Series 2017A, 5.000%, 7/01/42   7/27 at 100.00 A 4,221,161
    San Diego County Regional Airport Authority, California, Airport Revenue Bonds, Subordinate Series 2019B:        
1,210   5.000%, 7/01/38 (AMT)   7/29 at 100.00 A+ 1,494,665
1,305   5.000%, 7/01/39 (AMT)   7/29 at 100.00 A+ 1,609,313
4,325   San Francisco City and County Public Utilities Commission, California, Water Revenue Bonds, Non-WSIP, Series 2017A, 5.000%, 11/01/42 (Pre-refunded 11/01/24)   11/24 at 100.00 Aa2 (4) 4,886,558
2,110   Sierra Sands Unified School District, Kern County, California, General Obligation Bonds, Election of 2006, Series 2006A, 0.000%, 11/01/28 –  FGIC Insured   No Opt. Call AA 1,915,711
6,025   Simi Valley Unified School District, Ventura County, California, General Obligation Bonds, Series 2007C, 0.000%, 8/01/30   No Opt. Call AA 5,255,366
1,150   Woodside Elementary School District, San Mateo County, California, General Obligation Bonds, Election of 2005, Series 2007, 0.000%, 10/01/30 –  AMBAC Insured   No Opt. Call AAA 1,008,987
157,825   Total California       141,245,197
    Colorado – 6.1%        
500   Centerra Metropolitan District 1, Loveland, Colorado, Special Revenue Bonds, Refunding & Improvement Series 2017, 5.000%, 12/01/22, 144A   No Opt. Call N/R 514,800
1,780   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) 1,867,701
150   Colorado Health Facilities Authority, Colorado, Revenue Bonds, CommonSpirit Health, Series 2019A-1, 4.000%, 8/01/44   8/29 at 100.00 BBB+ 172,347
540   Colorado Health Facilities Authority, Colorado, Revenue Bonds, CommonSpirit Health, Series 2019A-2, 4.000%, 8/01/49   8/29 at 100.00 BBB+ 617,371
3

NXP Nuveen Select Tax-Free Income Portfolio (continued)
  Portfolio of Investments December 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Colorado (continued)        
$5,000   Colorado School of Mines Board of Trustees, Golden, Colorado, Institutional Enterprise Revenue Bonds, Series 2017B, 5.000%, 12/01/47   12/27 at 100.00 A+ $6,114,900
2,000   Colorado Springs, Colorado, Utilities System Revenue Bonds, Refunding Series 2020A, 4.000%, 11/15/45   11/30 at 100.00 AA+ 2,385,580
    Colorado State, Certificates of Participation, Rural Series 2020A:        
660   4.000%, 12/15/37   12/30 at 100.00 Aa2 795,491
445   4.000%, 12/15/38   12/30 at 100.00 Aa2 535,388
5,805   Denver City and County, Colorado, Airport System Revenue Bonds, Subordinate Lien Series 2013B, 5.000%, 11/15/43   11/23 at 100.00 A+ 6,281,184
    E-470 Public Highway Authority, Colorado, Senior Revenue Bonds, Series 2000B:        
5,140   0.000%, 9/01/24 –  NPFG Insured   No Opt. Call A 5,056,013
8,350   0.000%, 9/01/29 –  NPFG Insured   No Opt. Call A 7,474,503
1,295   0.000%, 9/01/32 –  NPFG Insured   No Opt. Call A 1,075,407
4,475   0.000%, 9/01/33 –  NPFG Insured   No Opt. Call A 3,629,538
12,500   E-470 Public Highway Authority, Colorado, Senior Revenue Bonds, Series 2006A, 0.000%, 9/01/38 –  NPFG Insured   9/26 at 54.77 A 6,348,000
    E-470 Public Highway Authority, Colorado, Senior Revenue Bonds, Series 2020A:        
715   5.000%, 9/01/36   9/30 at 100.00 A 920,427
1,095   5.000%, 9/01/40   9/24 at 100.00 A 1,217,038
    Park Creek Metropolitan District, Colorado, Senior Limited Property Tax Supported Revenue Bonds, Refunding Series 2015A:        
1,000   5.000%, 12/01/33   12/25 at 100.00 A 1,143,130
620   5.000%, 12/01/35   12/25 at 100.00 A 706,192
52,070   Total Colorado       46,855,010
    Connecticut – 4.8%        
2,000   Connecticut Health and Educational Facilities Authority, Revenue Bonds, Avon Old Farms School, Series 2021D-1, 2.625%, 7/01/51   7/31 at 100.00 N/R 1,977,860
4,245   Connecticut Health and Educational Facilities Authority, Revenue Bonds, Trinity College, Series 2021S, 4.000%, 6/01/51   12/31 at 100.00 A+ 5,046,795
1,000   Connecticut Health and Educational Facilities Authority, Revenue Bonds, Trinity Health Credit Group, Series 2016CT, 5.000%, 12/01/45   6/26 at 100.00 AA- 1,171,520
1,395   Connecticut Health and Educational Facilities Authority, Revenue Bonds, Yale-New Haven Health Issue, Series 2014D, 1.800%, 7/01/49 (Mandatory Put 7/01/24)   1/24 at 100.00 AA- 1,430,489
5,100   Connecticut State, General Obligation Bonds, Green Series 2014G, 5.000%, 11/15/31   11/24 at 100.00 Aa3 5,736,531
4,290   Connecticut State, General Obligation Bonds, Refunding Series 2012E, 5.000%, 9/15/32   9/22 at 100.00 Aa3 4,425,306
3,500   Connecticut State, General Obligation Bonds, Series 2018C, 5.000%, 6/15/26   No Opt. Call Aa3 4,166,925
    Connecticut State, Special Tax Obligation Bonds, Transportation Infrastructure Purposes Series 2013A:        
3,475   5.000%, 10/01/30   10/23 at 100.00 AA- 3,748,726
2,490   5.000%, 10/01/33   10/23 at 100.00 AA- 2,679,340
1,625   Connecticut State, Special Tax Obligation Bonds, Transportation Infrastructure Purposes, Series 2014A, 5.000%, 9/01/34   9/24 at 100.00 AA- 1,810,494
4

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Connecticut (continued)        
$3,000   Hartford County Metropolitan District, Connecticut, Clean Water Project Revenue Bonds, Refunding Green Bond Series 2014A, 5.000%, 11/01/42 (Pre-refunded 11/01/24)   11/24 at 100.00 Aa2 (4) $3,385,890
750   University of Connecticut, General Obligation Bonds, Series 2015A, 5.000%, 3/15/31   3/26 at 100.00 Aa3 878,100
32,870   Total Connecticut       36,457,976
    District of Columbia – 2.7%        
1,975   District of Columbia Water and Sewer Authority, Public Utility Revenue Bonds, Subordinate Lien Series 2012A, 5.000%, 10/01/25   10/22 at 100.00 AA+ 2,045,310
2,710   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 A- 3,088,425
1,500   Metropolitan Washington Airports Authority, Virginia, Dulles Toll Road Revenue Bonds, Dulles Metrorail & Capital improvement Projects, Second Senior Lien Series 2009C, 6.500%, 10/01/41 –  AGC Insured   10/26 at 100.00 AA 1,898,745
2,000   Metropolitan Washington Airports Authority, Virginia, Dulles Toll Road Revenue Bonds, Dulles Metrorail Capital Appreciation, Second Senior Lien Series 2010B, 6.500%, 10/01/44   10/28 at 100.00 A- 2,653,880
    Metropolitan Washington D.C. Airports Authority, Airport System Revenue Bonds, Refunding Series 2021A:        
2,680   5.000%, 10/01/29 (AMT)   No Opt. Call Aa3 3,419,144
2,115   5.000%, 10/01/46 (AMT)   10/31 at 100.00 Aa3 2,697,915
    Washington Metropolitan Area Transit Authority, District of Columbia, Dedicated Revenue Bonds, Series 2020A:        
1,200   4.000%, 7/15/45   7/30 at 100.00 AA 1,420,104
2,500   5.000%, 7/15/45   7/30 at 100.00 AA 3,197,550
16,680   Total District of Columbia       20,421,073
    Florida – 2.7%        
1,040   Broward County, Florida, Airport System Revenue Bonds, Series 2017, 5.000%, 10/01/47 (AMT)   10/27 at 100.00 A1 1,248,229
3,690   Florida Development Finance Corporation, Florida, Surface Transportation Facility Revenue Bonds, Virgin Trains USA Passenger Rail Project , Series 2019A, 6.250%, 1/01/49 (Mandatory Put 1/01/24), 144A (AMT)   1/22 at 102.00 N/R 3,764,464
1,545   Greater Orlando Aviation Authority, Florida, Orlando Airport Facilities Revenue Bonds, Priority Subordinated Series 2017A, 5.000%, 10/01/47 (AMT)   10/27 at 100.00 A1 1,854,340
1,500   Lakeland, Florida, Hospital System Revenue Bonds, Lakeland Regional Health, Series 2015, 5.000%, 11/15/45   11/24 at 100.00 A2 1,673,550
5,000   Miami-Dade County, Florida, Aviation Revenue Bonds, Refunding Series 2019A, 5.000%, 10/01/49 (AMT)   10/29 at 100.00 A 6,072,450
2,000   Miami-Dade County, Florida, General Obligation Bonds, Build Better Communities Program, Series 2013A, 5.000%, 7/01/30   7/25 at 100.00 AA 2,307,180
    Tampa, Florida, Revenue Bonds, H. Lee Moffitt Cancer Center and Research Institute, Series 2020B:        
2,705   4.000%, 7/01/45   7/30 at 100.00 A2 3,115,835
470   5.000%, 7/01/50   7/30 at 100.00 A2 583,449
17,950   Total Florida       20,619,497
5

NXP Nuveen Select Tax-Free Income Portfolio (continued)
  Portfolio of Investments December 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Georgia – 0.6%        
$3,665   Brookhaven Development Authority, Georgia, Revenue Bonds, Children's Healthcare of Atlanta, Inc. Project, Series 2019A, 4.000%, 7/01/44   7/29 at 100.00 AA+ $4,275,076
    Guam – 1.5%        
7,250   Government of Guam, Business Privilege Tax Bonds, Refunding Series 2015D, 5.000%, 11/15/39   11/25 at 100.00 BB 8,165,530
1,740   Guam Government Waterworks Authority, Water and Wastewater System Revenue Bonds, Series 2013, 5.250%, 7/01/25   7/23 at 100.00 A- 1,852,369
1,460   Guam Government Waterworks Authority, Water and Wastewater System Revenue Bonds, Series 2016, 5.000%, 1/01/46   7/26 at 100.00 A- 1,656,064
10,450   Total Guam       11,673,963
    Hawaii – 0.1%        
645   Hawaii State, Harbor System Revenue Bonds, Series 2020A, 4.000%, 7/01/35 (AMT)   7/30 at 100.00 Aa3 771,510
    Idaho – 1.4%        
10,000   Idaho Health Facilities Authority, Revenue Bonds, Saint Luke's Health System Project, Series 2014A, 5.000%, 3/01/44   3/24 at 100.00 A- 10,874,600
    Illinois – 10.2%        
3,615   Board of Trustees of Southern Illinois University, Housing and Auxiliary Facilities System Revenue Bonds, Series 1999A, 0.000%, 4/01/23 –  NPFG Insured   No Opt. Call Baa2 3,553,689
2,050   Chicago Board of Education, Illinois, Dedicated Capital Improvement Tax Revenue Bonds, Series 2016, 6.000%, 4/01/46   4/27 at 100.00 A- 2,476,297
1,470   Chicago Board of Education, Illinois, General Obligation Bonds, Dedicated Revenues Series 2011A, 5.000%, 12/01/41   1/22 at 100.00 BB 1,477,306
1,790   Chicago Board of Education, Illinois, General Obligation Bonds, Dedicated Revenues, Refunding Series 2017C, 5.000%, 12/01/30   12/27 at 100.00 BB 2,136,562
725   Chicago Board of Education, Illinois, General Obligation Bonds, Dedicated Revenues, Series 2016B, 6.500%, 12/01/46   12/26 at 100.00 BB 889,343
3,900   Chicago Board of Education, Illinois, General Obligation Bonds, Series 1999A, 0.000%, 12/01/28 –  FGIC Insured   No Opt. Call Baa2 3,496,077
55   Chicago Board of Education, Illinois, Unlimited Tax General Obligation Bonds, Dedicated Tax Revenues, Series 1998B-1, 0.000%, 12/01/28 –  FGIC Insured   No Opt. Call Baa2 49,304
880   Chicago, Illinois, General Obligation Bonds, Project & Refunding Series 2017A, 6.000%, 1/01/38   1/27 at 100.00 BBB+ 1,072,764
    Illinois Finance Authority, Revenue Bonds, Northwestern Memorial HealthCare, Series 2013:        
2,100   4.000%, 8/15/33 (Pre-refunded 8/15/22)   8/22 at 100.00 AA+ (4) 2,149,707
4,490   5.000%, 8/15/43 (Pre-refunded 8/15/22)   8/22 at 100.00 AA+ (4) 4,623,802
520   Illinois Finance Authority, Revenue Bonds, Rehabilitation Institute of Chicago, Series 2013A, 6.000%, 7/01/43   7/23 at 100.00 A- 561,855
335   Illinois Health Facilities Authority, Revenue Bonds, Evangelical Hospitals Corporation, Series 1992C, 6.250%, 4/15/22 (ETM)   1/22 at 100.00 N/R (4) 340,608
6,200   Illinois State, General Obligation Bonds, Refunding September Series 2018B, 5.000%, 10/01/23   No Opt. Call BBB 6,684,654
6

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Illinois (continued)        
$2,500   Illinois Toll Highway Authority, Toll Highway Revenue Bonds, Senior Lien Series 2019A, 4.000%, 1/01/39   7/29 at 100.00 AA- $2,934,550
1,000   Kankakee & Will Counties Community Unit School District 5, Illinois, General Obligation Bonds, Series 2006, 0.000%, 5/01/23 –  AGM Insured   No Opt. Call Aa3 995,340
1,000   Kendall, Kane, and Will Counties Community Unit School District 308 Oswego, Illinois, General Obligation Bonds, Series 2008, 0.000%, 2/01/24 –  AGM Insured   No Opt. Call A2 987,820
    Metropolitan Pier and Exposition Authority, Illinois, Revenue Bonds, McCormick Place Expansion Project, Series 2002A:        
1,720   0.000%, 12/15/29 –  NPFG Insured   No Opt. Call BBB+ 1,485,392
45   0.000%, 6/15/30 (ETM)   No Opt. Call N/R (4) 39,963
765   0.000%, 6/15/30   No Opt. Call BBB+ 650,900
2,500   0.000%, 12/15/30 –  NPFG Insured   No Opt. Call BBB+ 2,096,550
17,195   0.000%, 12/15/31 –  NPFG Insured   No Opt. Call BBB+ 14,035,763
1,350   0.000%, 6/15/35 –  NPFG Insured   No Opt. Call BBB+ 1,000,890
15,000   0.000%, 12/15/36 –  NPFG Insured   No Opt. Call BBB+ 10,600,650
2,000   0.000%, 6/15/37 –  NPFG Insured   No Opt. Call BBB+ 1,382,360
9,370   0.000%, 6/15/39 –  NPFG Insured   No Opt. Call BBB+ 5,996,238
5,000   Springfield, Illinois, Electric Revenue Bonds, Refunding Senior Lien Series 2015, 5.000%, 3/01/28   3/25 at 100.00 A 5,669,200
620   University of Illinois, Health Services Facilities System Revenue Bonds, Series 2013, 6.000%, 10/01/42   10/23 at 100.00 A- 673,841
88,195   Total Illinois       78,061,425
    Indiana – 2.2%        
1,600   Indiana Bond Bank, Special Program Bonds, Carmel Junior Waterworks Project, Series 2008B, 0.000%, 6/01/30 –  AGM Insured   No Opt. Call AA 1,384,464
2,040   Indiana Finance Authority, Hospital Revenue Bonds, Indiana University Health Obligation Group, Refunding 2015A, 5.000%, 12/01/40   6/25 at 100.00 AA 2,319,113
5,060   Indiana Finance Authority, Hospital Revenue Bonds, Marion General Hospital Project, Series 2020A, 4.000%, 7/01/40   7/30 at 100.00 A 5,908,309
5,000   Indiana Finance Authority, Wastewater Utility Revenue Bonds, CWA Authority Project, Series 2015A, 5.000%, 10/01/45   10/24 at 100.00 AA 5,570,800
1,000   Indianapolis Local Public Improvement Bond Bank, Indiana, Series 1999E, 0.000%, 2/01/24 –  AMBAC Insured   No Opt. Call AA 990,280
1,000   Zionsville Community Schools Building Corporation, Boone County, Indiana, First Mortgage Bonds, Series 2005Z, 0.000%, 7/15/28 –  AGM Insured   No Opt. Call AA 916,450
15,700   Total Indiana       17,089,416
    Iowa – 0.3%        
2,320   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- 2,513,929
7

NXP Nuveen Select Tax-Free Income Portfolio (continued)
  Portfolio of Investments December 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Kentucky – 0.1%        
$805   Kentucky Public Transportation Infrastructure Authority, Toll Revenue Bonds, Downtown Crossing Project, Convertible Capital Appreciation First Tier Series 2013C, 0.000%, 7/01/43 (5)   7/31 at 100.00 Baa2 $1,006,830
    Louisiana – 0.3%        
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 AA 2,292,190
    Maryland – 0.1%        
1,000   Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, Johns Hopkins Health System Obligated Group Issue, Series 2012B, 5.000%, 7/01/27 (Pre-refunded 7/01/22)   7/22 at 100.00 Aa2 (4) 1,023,900
    Massachusetts – 4.9%        
2,200   Massachusetts Bay Transportation Authority, Assessment Bonds, Series 2012A, 5.000%, 7/01/41   7/22 at 100.00 AAA 2,249,918
2,230   Massachusetts Development Finance Agency, Revenue Bonds, Boston University, Series 2016BB-1, 5.000%, 10/01/46   10/26 at 100.00 AA- 2,661,572
3,000   Massachusetts Development Finance Agency, Revenue Bonds, CareGroup Issue, Series 2018J-2, 5.000%, 7/01/43   7/28 at 100.00 A 3,644,490
4,600   Massachusetts Development Finance Agency, Revenue Bonds, Olin College, Series 2013E, 5.000%, 11/01/43   11/23 at 100.00 A 4,957,742
4,500   Massachusetts Development Finance Agency, Revenue Bonds, Partners HealthCare System, Series 2014M-4, 5.000%, 7/01/44 (Pre-refunded 7/01/23)   7/23 at 100.00 AA- (4) 4,819,230
600   Massachusetts Development Finance Agency, Revenue Bonds, UMass Memorial Health Care Obligated Group Issue, Series 2017L, 3.625%, 7/01/37   7/27 at 100.00 A- 649,968
6,800   Massachusetts School Building Authority, Dedicated Sales Tax Revenue Bonds, Subordinated Series 2019A, 5.000%, 2/15/49 (Pre-refunded 2/15/26)   2/26 at 100.00 AA+ (4) 8,030,664
    Massachusetts State, Transportation Fund Revenue Bonds, Rail Enhancement & Accelerated Bridge Programs, Series 2017A:        
2,115   5.000%, 6/01/42   6/27 at 100.00 AA+ 2,560,567
2,415   5.000%, 6/01/47   6/27 at 100.00 AA+ 2,923,768
2,180   Massachusetts Water Resources Authority, General Revenue Bonds, Refunding Green Series 2016C, 5.000%, 8/01/40 (Pre-refunded 8/01/26)   8/26 at 100.00 AA+ (4) 2,616,567
1,000   Newburyport, Massachusetts, General Obligation Bonds, Municipal Purpose Loan, Refunding Series 2013, 4.000%, 1/15/30   1/23 at 100.00 AAA 1,037,280
    University of Massachusetts Building Authority, Project Revenue Bonds, Senior Series 2014-1:        
210   5.000%, 11/01/39 (Pre-refunded 11/01/24)   11/24 at 100.00 N/R (4) 237,464
255   5.000%, 11/01/39 (Pre-refunded 11/01/24)   11/24 at 100.00 N/R (4) 288,349
220   5.000%, 11/01/39 (Pre-refunded 11/01/24)   11/24 at 100.00 N/R (4) 248,107
480   5.000%, 11/01/39   11/24 at 100.00 AA 537,561
32,805   Total Massachusetts       37,463,247
8

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Michigan – 0.8%        
$1,065   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 AA- (4) $1,091,902
385   Michigan State Building Authority, Revenue Bonds, Facilities Program, Refunding Series 2015-I, 5.000%, 4/15/38   10/25 at 100.00 Aa2 443,639
4,000   Michigan State Building Authority, Revenue Bonds, Facilities Program, Refunding Series 2016-I, 5.000%, 4/15/35   10/26 at 100.00 Aa2 4,736,200
5,450   Total Michigan       6,271,741
    Missouri – 1.0%        
    Kansas City Municipal Assistance Corporation, Missouri, Leasehold Revenue Bonds, Improvement Series 2004B-1:        
1,165   0.000%, 4/15/23 –  AMBAC Insured   No Opt. Call AA 1,160,724
5,000   0.000%, 4/15/30 –  AMBAC Insured   No Opt. Call AA- 4,396,550
2,000   Missouri Health and Educational Facilities Authority, Health Facilities Revenue Bonds, CoxHealth, Series 2013A, 5.000%, 11/15/38   11/23 at 100.00 A2 2,159,000
8,165   Total Missouri       7,716,274
    Nebraska – 0.2%        
545   Douglas County Hospital Authority 3, Nebraska, Health Facilities Revenue Bonds, Nebraska Methodist Health System, Refunding Series 2015, 4.125%, 11/01/36   11/25 at 100.00 A 601,058
    Madison County Hospital Authority 1, Nebraska, Hospital Revenue Bonds, Faith Regional Health Services Project, Series 2018:        
250   5.000%, 7/01/26   7/25 at 100.00 BBB 285,795
305   5.000%, 7/01/27   7/25 at 100.00 BBB 348,109
500   Platte County School District 001, Columbus Public Schools, Nebraska, General Obligation Bonds, School Building Series 2014, 5.000%, 12/15/39 (Pre-refunded 6/15/24)   6/24 at 100.00 Aa3 (4) 556,870
1,600   Total Nebraska       1,791,832
    Nevada – 0.7%        
1,710   Carson City, Nevada, Hospital Revenue Bonds, Carson Tahoe Regional Healthcare Project, Series 2017A, 5.000%, 9/01/37   9/27 at 100.00 A- 2,034,968
3,000   Las Vegas Valley Water District, Nevada, General Obligation Bonds, Refunding Series 2015, 5.000%, 6/01/34   12/24 at 100.00 Aa1 3,374,250
4,710   Total Nevada       5,409,218
    New Hampshire – 0.3%        
2,250   New Hampshire Business Finance Authority, Solid Waste Disposal Revenue Bonds, Waste Management Inc. Project, Series 2003, 3.125%, 8/01/24 (AMT)   No Opt. Call A- 2,389,568
    New Jersey – 6.4%        
3,495   Delaware River Port Authority, New Jersey and Pennsylvania, Revenue Bonds, Series 2013, 5.000%, 1/01/37   1/24 at 100.00 A+ 3,797,947
940   New Jersey Economic Development Authority, Private Activity Bonds, The Goethals Bridge Replacement Project, Series 2013, 5.125%, 1/01/39 –  AGM Insured (AMT)   1/24 at 100.00 AA 1,028,802
3,230   New Jersey Economic Development Authority, Revenue Bonds, New Jersey Transit Corporation Projects Sublease, Refunding Series 2017B, 5.000%, 11/01/23   No Opt. Call Baa1 3,495,312
9

NXP Nuveen Select Tax-Free Income Portfolio (continued)
  Portfolio of Investments December 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    New Jersey (continued)        
$2,000   New Jersey Economic Development Authority, School Facilities Construction Bonds, Refunding Series 2016BBB, 5.500%, 6/15/31   12/26 at 100.00 Baa1 $2,435,700
    New Jersey Health Care Facilities Financing Authority, Revenue Bonds, University Hospital Issue, Refunding Series 2015A:        
305   5.000%, 7/01/28 –  AGM Insured   7/25 at 100.00 AA 349,991
260   5.000%, 7/01/29 –  AGM Insured   7/25 at 100.00 AA 298,100
    New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Refunding Series 2006C:        
4,900   0.000%, 12/15/28 –  AMBAC Insured   No Opt. Call Baa1 4,412,793
35,000   0.000%, 12/15/34 –  AGM Insured   No Opt. Call AA 27,123,950
2,000   New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series 2015AA, 5.250%, 6/15/29   6/25 at 100.00 Baa1 2,304,720
    New Jersey Turnpike Authority, Turnpike Revenue Bonds, Series 2021A:        
690   4.000%, 1/01/42   1/31 at 100.00 A+ 821,238
2,400   4.000%, 1/01/51   1/31 at 100.00 A+ 2,821,368
55,220   Total New Jersey       48,889,921
    New Mexico – 1.0%        
1,000   Albuquerque, New Mexico, Refuse Removal and Disposal Revenue Bonds, Series 2020, 4.000%, 7/01/43   7/30 at 100.00 AA 1,195,720
1,000   Farmington Municipal School District 5, San Juan County, New Mexico, General Obligation Bonds, School Building Series 2015, 5.000%, 9/01/28   9/25 at 100.00 Aa3 1,158,560
800   New Mexico Hospital Equipment Loan Council, First Mortgage Revenue Bonds, Haverland Carter Lifestyle Group, Series 2013, 5.000%, 7/01/42   7/22 at 100.00 BB+ 818,720
3,000   New Mexico Mortgage Finance Authority, Multifamily Housing Revenue Bonds, St Anthony, Series 2007A, 5.250%, 9/01/42 (AMT)   1/22 at 100.00 N/R 3,010,980
1,035   University of New Mexico, Revenue Bonds, Refunding & Improvement Subordinate Lien Series 2016A, 4.500%, 6/01/36   6/26 at 100.00 AA- 1,190,064
6,835   Total New Mexico       7,374,044
    New York – 2.6%        
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%, 3/15/44   9/30 at 100.00 AA+ 11,789,600
2,000   Metropolitan Transportation Authority, New York, Transportation Revenue Bonds, Green Climate Bond Certified Series 2019A-1, 5.000%, 11/15/48 (Mandatory Put 11/15/24)   No Opt. Call A3 2,238,880
1,100   Metropolitan Transportation Authority, New York, Transportation Revenue Bonds, Refunding Series 2002D-1, 5.000%, 11/01/27   11/22 at 100.00 A3 1,140,469
2,500   Metropolitan Transportation Authority, New York, Transportation Revenue Bonds, Refunding Series 2012F, 5.000%, 11/15/26   11/22 at 100.00 A3 2,596,675
1,260   New York City Municipal Water Finance Authority, New York, Water and Sewer System Second General Resolution Revenue Bonds, Fiscal 2015 Series HH, 5.000%, 6/15/37   6/25 at 100.00 AA+ 1,442,448
1,000   TSASC Inc., New York, Tobacco Settlement Asset-Backed Bonds, Fiscal 2017 Series B, 5.000%, 6/01/24   No Opt. Call B- 1,039,650
17,860   Total New York       20,247,722
10

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Ohio – 1.6%        
$690   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+ $776,388
1,035   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 1,202,794
5,695   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) 5,837,204
250   Ohio Air Quality Development Authority, Ohio, Pollution Control Revenue Bonds, FirstEnergy Generation Corporation Project, Refunding Series 2009D, 3.375%, 8/01/29   No Opt. Call N/R 250,743
3,685   Ohio State, Turnpike Revenue Bonds, Ohio Turnpike and Infrastructure 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 Aa3 (4) 3,880,342
3,000   Ohio Water Development Authority, Pollution Control Revenue Bonds, FirstEnergy Nuclear Generating Corporation Project, Refunding Series 2005B, 4.000%, 1/01/34 (6)   No Opt. Call N/R 3,750
14,355   Total Ohio       11,951,221
    Oklahoma – 0.2%        
1,230   Oklahoma Development Finance Authority, Health System Revenue Bonds, OU Medicine Project, Series 2018B, 5.000%, 8/15/38   8/28 at 100.00 Baa3 1,489,825
    Oregon – 1.9%        
1,505   Beaverton School District 48J, Washington and Multnomah Counties, Oregon, General Obligation Bonds, Convertible Deferred Interest Series 2017D, 5.000%, 6/15/36   6/27 at 100.00 AA+ 1,822,841
1,000   Beaverton, Oregon, Special Revenue Bonds, Series 2020A, 4.000%, 6/01/37   6/30 at 100.00 Aa3 1,198,060
60   Clackamas Community College District, Oregon, General Obligation Bonds, Deferred Interest Series 2017A, 5.000%, 6/15/40   6/27 at 100.00 Aa1 72,314
    Clackamas County Hospital Facility Authority, Oregon, Senior Living Revenue Bonds, Willamette View Project, Series 2017A:        
490   4.000%, 5/15/22   No Opt. Call N/R 494,508
515   4.000%, 11/15/23   No Opt. Call N/R 537,985
500   5.000%, 11/15/52   11/25 at 102.00 N/R 546,080
1,000   Lake Oswego, Oregon, General Obligation Bonds, Series 2013, 5.000%, 6/01/26   6/23 at 100.00 AAA 1,065,520
385   Multnomah County Hospital Facilities Authority, Oregon, Revenue Bond, Terwilliger Plaza, Inc., Refunding Series 2012, 5.000%, 12/01/22   No Opt. Call BB+ 398,779
3,000   Oregon Facilities Authority, Revenue Bonds, Reed College, Series 2017A, 4.000%, 7/01/41   7/27 at 100.00 Aa2 3,449,160
2,000   Oregon Facilities Authority, Revenue Bonds, Willamette University, Refunding Series 2016B, 5.000%, 10/01/40   10/26 at 100.00 BBB 2,304,640
750   Washington and Clackamas Counties School District 23J Tigard-Tualatin, Oregon, General Obligation Bonds, Series 2017, 5.000%, 6/15/30   6/27 at 100.00 AA+ 912,600
1,650   Yamhill County, Oregon, Revenue Bonds, George Fox University Project, Refunding Series 2021, 4.000%, 12/01/46   12/31 at 100.00 A- 1,922,844
12,855   Total Oregon       14,725,331
11

NXP Nuveen Select Tax-Free Income Portfolio (continued)
  Portfolio of Investments December 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Pennsylvania – 2.2%        
$1,500   Beaver County Industrial Development Authority, Pennsylvania, Pollution Control Revenue Refunding Bonds, FirstEnergy Generation Project, Series 2008B, 3.750%, 10/01/47   4/31 at 100.00 N/R $1,585,860
5,000   Pennsylvania Higher Educational Facilities Authority, Revenue Bonds, State System of Higher Education, Refunding Series 2016AT-1, 5.000%, 6/15/31   6/26 at 100.00 Aa3 5,918,150
7,425   Philadelphia, Pennsylvania, Water and Wastewater Revenue Bonds, Series 2015A, 5.000%, 7/01/40 (Pre-refunded 7/01/24)   7/24 at 100.00 A+ (4) 8,273,603
750   Pittsburgh Water and Sewer Authority, Pennsylvania, Water and Sewer System Revenue Bonds, First Lien Series 2020B, 3.000%, 9/01/40 –  AGM Insured   9/30 at 100.00 AA 827,745
14,675   Total Pennsylvania       16,605,358
    Puerto Rico – 2.3%        
2,000   Puerto Rico Aqueduct and Sewerage Authority, Revenue Bonds, Senior Lien Series 2012A, 5.250%, 7/01/42   7/22 at 100.00 CCC 2,047,240
945   Puerto Rico Highway and Transportation Authority, Highway Revenue Bonds, Series 2007N, 5.250%, 7/01/31 –  AMBAC Insured   No Opt. Call N/R 961,925
    Puerto Rico Sales Tax Financing Corporation, Sales Tax Revenue Bonds, Restructured 2018A-1:        
3,550   4.750%, 7/01/53   7/28 at 100.00 N/R 4,064,998
2,730   5.000%, 7/01/58   7/28 at 100.00 N/R 3,166,937
6,500   Puerto Rico Sales Tax Financing Corporation, Sales Tax Revenue Bonds, Taxable Restructured Cofina Project Series 2019A-2, 4.329%, 7/01/40   7/28 at 100.00 N/R 7,340,385
15,725   Total Puerto Rico       17,581,485
    South Carolina – 0.4%        
1,500   Richland County School District 2, South Carolina, General Obligation Bonds, Refunding Series 2012B, 3.050%, 5/01/27   5/23 at 100.00 Aa1 1,549,440
1,270   South Carolina Transportation Infrastructure Bank, Revenue Bonds, Refunding Series 2015A, 2.900%, 10/01/25   10/24 at 100.00 Aa3 1,347,546
2,770   Total South Carolina       2,896,986
    South Dakota – 0.1%        
1,000   South Dakota Health and Educational Facilities Authority, Revenue Bonds, Sanford Health, Series 2015, 5.000%, 11/01/35   11/25 at 100.00 AA- 1,148,180
    Tennessee – 0.1%        
795   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) 833,756
    Texas – 7.1%        
4,675   Alamo Regional Mobility Authority, Texas, Vehicle Registration Fee Revenue Bonds, Senior Lien Series 2016, 5.000%, 6/15/46   6/25 at 100.00 AA+ 5,266,668
    Central Texas Regional Mobility Authority, Revenue Bonds, Senior Lien, Series 2015A:        
110   5.000%, 1/01/33 (Pre-refunded 7/01/25)   7/25 at 100.00 A- (4) 127,019
85   5.000%, 1/01/34 (Pre-refunded 7/01/25)   7/25 at 100.00 A- (4) 98,151
240   5.000%, 1/01/35 (Pre-refunded 7/01/25)   7/25 at 100.00 A- (4) 277,133
12

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Texas (continued)        
$15,765   Grand Parkway Transportation Corporation, Texas, System Toll Revenue Bonds, First Tier Series 2013A, 5.500%, 4/01/53 (Pre-refunded 10/01/23)   10/23 at 100.00 A+ (4) $17,183,850
1,160   Harris County Cultural Education Facilities Finance Corporation, Texas, Revenue Bonds, Houston Methodist Hospital System, Series 2015, 5.000%, 12/01/45   6/25 at 100.00 AA 1,318,711
2,500   Harris County Flood Control District, Texas, Contract Tax Bonds, Refunding Series 2017A, 4.000%, 10/01/35   10/27 at 100.00 AAA 2,891,375
    Harris County-Houston Sports Authority, Texas, Revenue Bonds, Junior Lien Series 2001H:        
110   0.000%, 11/15/24 –  NPFG Insured (ETM)   No Opt. Call Baa2 (4) 107,932
520   0.000%, 11/15/24 –  NPFG Insured   No Opt. Call Baa2 491,353
480   0.000%, 11/15/30 –  NPFG Insured (ETM)   No Opt. Call Baa2 (4) 424,205
2,935   0.000%, 11/15/30 –  NPFG Insured   No Opt. Call Baa2 2,263,795
1,405   0.000%, 11/15/32 –  NPFG Insured   11/31 at 94.05 Baa2 977,782
2,510   0.000%, 11/15/36 –  NPFG Insured   11/31 at 73.51 Baa2 1,361,449
12,480   0.000%, 11/15/41 –  NPFG Insured   11/31 at 53.78 Baa2 4,904,016
    Harris County-Houston Sports Authority, Texas, Revenue Bonds, Third Lien Series 2004A-3:        
2,235   0.000%, 11/15/32 –  NPFG Insured   11/24 at 62.71 Baa2 1,296,792
4,230   0.000%, 11/15/35 –  NPFG Insured   11/24 at 52.47 Baa2 2,048,462
    Harris County-Houston Sports Authority, Texas, Special Revenue Bonds, Refunding Senior Lien Series 2001A:        
3,045   0.000%, 11/15/34 –  NPFG Insured   11/30 at 78.27 AA 1,892,833
8,110   0.000%, 11/15/38 –  NPFG Insured   11/30 at 61.17 AA 3,907,966
575   Houston, Texas, Hotel Occupancy Tax and Special Revenue Bonds, Convention and Entertainment Project, Series 2001B, 0.000%, 9/01/24 –  AMBAC Insured   No Opt. Call A 558,313
430   Mission Economic Development Corporation, Texas, Revenue Bonds, Natgasoline Project, Senior Lien Series 2018, 4.625%, 10/01/31, 144A (AMT)   1/22 at 105.00 BB- 452,227
    North Texas Tollway Authority, System Revenue Bonds, Refunding First Tier Capital Appreciation Series 2008I:        
290   6.200%, 1/01/42  –  AGC Insured (Pre-refunded 1/01/25)   1/25 at 100.00 AA (4) 339,657
2,000   6.500%, 1/01/43 (Pre-refunded 1/01/25)   1/25 at 100.00 A+ (4) 2,356,340
1,025   North Texas Tollway Authority, System Revenue Bonds, Refunding First Tier, Series 2015B, 5.000%, 1/01/40   1/23 at 100.00 A+ 1,071,391
200   Tarrant County Cultural Education Facilities Finance Corporation, Texas, Hospital Revenue Bonds, Scott & White Healthcare Project, Series 2016A, 4.000%, 11/15/42   5/26 at 100.00 AA- 224,926
2,410   Texas Turnpike Authority, Central Texas Turnpike System Revenue Bonds, First Tier Series 2002A, 0.000%, 8/15/25 –  AMBAC Insured   No Opt. Call A 2,341,821
69,525   Total Texas       54,184,167
    Virginia – 1.5%        
3,500   Chesapeake, Virginia, Transportation System Senior Toll Road Revenue Bonds, Capital Appreciation Series 2012B, 0.000%, 7/15/32 (5)   7/28 at 100.00 BBB+ 3,874,815
13

NXP Nuveen Select Tax-Free Income Portfolio (continued)
  Portfolio of Investments December 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Virginia (continued)        
    Virginia Small Business Financing Authority, Senior Lien Revenue Bonds, Elizabeth River Crossing, Opco LLC Project, Series 2012:        
$2,000   5.250%, 1/01/32 (AMT)   7/22 at 100.00 BBB $2,045,980
1,470   6.000%, 1/01/37 (AMT)   7/22 at 100.00 BBB 1,510,013
4,085   5.500%, 1/01/42 (AMT)   7/22 at 100.00 BBB 4,183,081
11,055   Total Virginia       11,613,889
    Washington – 4.8%        
5,000   Energy Northwest, Washington, Electric Revenue Bonds, Nuclear Project 1, Refunding Series 2021-A, 4.000%, 7/01/42   7/31 at 100.00 Aa2 6,043,550
985   Port of Seattle, Washington, Revenue Bonds, Intermediate Lien Series 2019, 5.000%, 4/01/44 (AMT)   4/29 at 100.00 AA- 1,204,034
860   Snohomish County School District 306 Lakewood, Washington, General Obligation Bonds, Series 2014, 5.000%, 12/01/28   6/24 at 100.00 Aaa 954,067
4,000   Washington Health Care Facilities Authority, Revenue Bonds, Catholic Health Initiative, Series 2013A, 5.750%, 1/01/45 (Pre-refunded 1/01/23)   1/23 at 100.00 BBB+ (4) 4,216,840
1,600   Washington Health Care Facilities Authority, Revenue Bonds, CommonSpirit Health, Series 2019A-2, 5.000%, 8/01/44   8/29 at 100.00 BBB+ 1,966,048
4,000   Washington Health Care Facilities Authority, Revenue Bonds, Providence Health & Services, Refunding Series 2012A, 5.000%, 10/01/32   10/22 at 100.00 AA- 4,140,240
3,765   Washington State Convention Center Public Facilities District, Lodging Tax Revenue Bonds, Refunding Series2021B. Exchange Purchase, 4.000%, 7/01/58   7/31 at 100.00 Baa1 4,280,617
5,710   Washington State, General Obligation Bonds, Various Purpose Series 2015B, 5.000%, 2/01/37   2/25 at 100.00 Aaa 6,439,224
2,060   Washington State, General Obligation Bonds, Various Purpose Series 2016A-1, 5.000%, 8/01/39   8/25 at 100.00 Aaa 2,361,852
2,535   Washington State, General Obligation Bonds, Various Purpose Series 2017A, 5.000%, 8/01/38   8/26 at 100.00 Aaa 2,997,283
2,115   Washington State, Motor Vehicle Fuel Tax General Obligation Bonds, Series 2003F, 0.000%, 12/01/27 –  NPFG Insured   No Opt. Call Aaa 1,984,081
32,630   Total Washington       36,587,836
    West Virginia – 0.2%        
1,500   West Virginia Hospital Finance Authority, Hospital Revenue Bonds, West Virginia United Health System Obligated Group, Refunding & Improvement Series 2013A, 5.500%, 6/01/44 (Pre-refunded 6/01/23)   6/23 at 100.00 A (4) 1,610,130
    Wisconsin – 1.2%        
1,250   Wisconsin Health and Educational Facilities Authority, Revenue Bonds, Marshfield Clinic, Series 2012B, 5.000%, 2/15/32   2/22 at 100.00 A- 1,256,575
3,290   Wisconsin Health and Educational Facilities Authority, Revenue Bonds, Mercy Alliance, Inc., Series 2012, 5.000%, 6/01/39   6/22 at 100.00 A3 3,347,377
3,855   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- 4,584,212
8,395   Total Wisconsin       9,188,164
$765,615   Total Municipal Bonds (cost $629,720,438)       746,742,041
    
14

Shares   Description (1)       Value
    COMMON STOCKS – 0.6%        
    Electric Utilities – 0.6%        
96,774   Energy Harbor Corp (7), (8), (9)       $4,508,023
    Total Common Stocks (cost $2,699,742)       4,508,023
    Total Long-Term Investments (cost $632,420,180)       751,250,064
    Other Assets Less Liabilities – 2.0%       15,334,837
    Net Assets Applicable to Common Shares  –  100%       $766,584,901
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 $ — $746,742,041 $ — $746,742,041
Common Stocks  — 4,508,023  — 4,508,023
Total $ — $751,250,064 $ — $751,250,064
15

NXP Nuveen Select Tax-Free Income Portfolio (continued)
  Portfolio of Investments December 31, 2021
  (Unaudited)
(1) All percentages shown in the Portfolio of Investments are based on net assets applicable to common shares unless otherwise noted.  
(2) Optional Call Provisions: Dates (month and year) and prices of the earliest optional call or redemption. There may be other call provisions at varying prices at later dates. Certain mortgage-backed securities may be subject to periodic principal paydowns.  
(3) For financial reporting purposes, the ratings disclosed are the highest of Standard & Poor’s Group (“Standard & Poor’s”), Moody’s Investors Service, Inc. (“Moody’s”) or Fitch, Inc. (“Fitch”) rating. This treatment of split-rated securities may differ from that used for other purposes, such as for Fund investment policies. Ratings below BBB by Standard & Poor’s, Baa by Moody’s or BBB by Fitch are considered to be below investment grade. Holdings designated N/R are not rated by any of these national rating agencies.  
(4) 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) Defaulted security. A security whose issuer has failed to fully pay principal and/or interest when due, or is under the protection of bankruptcy.  
(7) Common Stock received as part of the bankruptcy settlement for during February 2020 Ohio Water Development Authority, Pollution Control Revenue Refunding Bonds, FirstEnergy Nuclear Generating Corporation Project, Series 2005B, 0.000%, 1/01/34.  
(8) For fair value measurement disclosure purposes, investment classified as Level 2.  
(9) Non-income producing; issuer has not declared an ex-dividend date within the past twelve months.  
144A Investment is exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These investments may only be resold in transactions exempt from registration, which are normally those transactions with qualified institutional buyers.  
AMT Alternative Minimum Tax  
ETM Escrowed to maturity  
16