NPORT-EX 2 NQP.htm
NQP
Nuveen Pennsylvania Quality Municipal Income Fund
Portfolio of Investments    May 31, 2021
(Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    LONG-TERM INVESTMENTS – 157.4% (100.0% of Total Investments)        
    MUNICIPAL BONDS – 154.2% (98.0% of Total Investments)        
    Consumer Staples  – 0.5% (0.3% of Total Investments)        
$2,000   Pennsylvania Economic Development Financing Authority, Solid Waste Disposal Revenue Bonds, Procter & Gamble Paper Project, Series 2001, 5.375%, 3/01/31 (AMT)   No Opt. Call AA- $2,703,260
    Education and Civic Organizations – 15.4% (9.8% of Total Investments)        
955   Allegheny County Higher Education Building Authority, Pennsylvania, College Revenue Refunding Bonds, Robert Morris College, Series 1998A, 6.000%, 5/01/28   No Opt. Call Baa3 1,133,069
940   Allegheny County Higher Education Building Authority, Pennsylvania, Revenue Bonds, Duquesne University, Series 2013A, 3.500%, 3/01/34   3/23 at 100.00 A 973,878
    Allegheny County Higher Education Building Authority, Pennsylvania, Revenue Bonds, Robert Morris University, Series 2016:        
735   3.000%, 10/15/30   10/26 at 100.00 Baa3 764,231
1,000   5.000%, 10/15/38   10/26 at 100.00 Baa3 1,134,530
1,625   Allegheny County Higher Education Building Authority, Pennsylvania, Revenue Bonds, Robert Morris University, Series 2017, 5.000%, 10/15/47   10/27 at 100.00 Baa3 1,850,436
    Berks County Municipal Authority, Pennsylvania, Revenue Bonds, Alvernia University Project, Series 2020:        
590   5.000%, 10/01/39   10/29 at 100.00 BB+ 650,304
20   5.000%, 10/01/49   10/29 at 100.00 BB+ 21,654
3,215   Bucks County Industrial Development Authority, Pennsylvania, Revenue Bonds, School Lane Charter School Project, Series 2016, 5.125%, 3/15/36   3/27 at 100.00 BBB- 3,667,833
835   Chester County Industrial Development Authority, Pennsylvania, Avon Grove Charter School Revenue Bonds, Series 2017A, 5.000%, 12/15/47   12/27 at 100.00 BBB- 941,621
2,200   Crawford County Industrial Development Authority, Pennsylvania, College Revenue Bonds, Allegheny College, Series 2016, 3.000%, 5/01/34   5/26 at 100.00 A- 2,311,936
1,000   Cumberland County Municipal Authority, Pennsylvania, Revenue Bonds, Dickinson College Project, Second Series 2017A, 5.000%, 11/01/39   11/27 at 100.00 A+ 1,218,880
1,230   Dallas Area Municipal Authority, Pennsylvania, Revenue Bonds, Misericordia University Project, Series 2019, 5.000%, 5/01/48   5/29 at 100.00 Baa3 1,425,902
1,020   Dallas Area Municipal Authority, Pennsylvania, Revenue Bonds, Misericordia University, Series 2014, 5.000%, 5/01/37   5/24 at 100.00 Baa3 1,102,865
750   Delaware County Authority, Pennsylvania, General Revenue Bonds, Eastern Univsersity, Series 2006, 4.500%, 10/01/27  –  RAAI Insured   6/21 at 100.00 AA 750,848
4,595   Erie Higher Education Building Authority, Pennsylvania, Revenue Bonds, Gannon University, Series 2016, 4.000%, 5/01/46   11/26 at 100.00 BBB+ 4,912,055
2,395   General Authority of Southcentral Pennsylvania, Revenue Bonds, AICUP Financing Program-York College of Pennsylvania, Series 2017 PP4, 3.375%, 11/01/37   10/27 at 100.00 A- 2,542,053
1

NQP Nuveen Pennsylvania Quality Municipal Income Fund (continued)
  Portfolio of Investments May 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Education and Civic Organizations (continued)        
    Huntingdon County General Authority, Pennsylvania, Revenue Bonds, Juniata College, Series 2016OO2:        
$590   3.250%, 5/01/36   5/26 at 100.00 BBB $602,095
1,555   3.500%, 5/01/41   5/26 at 100.00 BBB 1,590,236
    Lackawanna County Industrial Development Authority, Pennsylvania, Revenue Bonds, University of Scranton, Series 2017:        
475   3.375%, 11/01/33   11/27 at 100.00 A- 521,935
2,910   4.000%, 11/01/40   11/27 at 100.00 A- 3,283,760
1,855   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 2,272,802
    Montgomery County Higher Education and Health Authority, Pennsylvania, Revenue Bonds, Thomas Jefferson University, Series 2019:        
3,410   4.000%, 9/01/44   9/29 at 100.00 A 3,926,956
395   4.000%, 9/01/49   9/29 at 100.00 A 452,113
1,810   Pennsylvania Higher Education Assistance Agency, 2.625%, 6/01/42 (AMT), (WI/DD, Settling 6/10/21)   6/30 at 100.00 N/R 1,814,766
1,465   Pennsylvania Higher Educational Facilites Authority, Revenue Bonds, Holy Family University, Series 2013A, 6.500%, 9/01/38   9/23 at 100.00 BBB- 1,607,134
2,415   Pennsylvania Higher Educational Facilities Authority, Revenue Bonds, AICUP Financing Program-Mount Aloysius College Project, Series 2011R-1, 5.000%, 11/01/35   11/21 at 100.00 BBB+ 2,449,486
    Pennsylvania Higher Educational Facilities Authority, Revenue Bonds, Bryn Mawr College, Refunding Series 2014:        
2,545   5.000%, 12/01/38   12/24 at 100.00 AA+ 2,902,369
2,080   5.000%, 12/01/44   12/24 at 100.00 AA+ 2,368,704
1,000   Pennsylvania Higher Educational Facilities Authority, Revenue Bonds, Gwynedd Mercy College, Series 2012-KK1, 5.375%, 5/01/42   5/22 at 100.00 BBB 1,028,820
330   Pennsylvania Higher Educational Facilities Authority, Revenue Bonds, LaSalle University, Series 2012, 4.000%, 5/01/32   11/22 at 100.00 BB+ 333,930
7,125   Pennsylvania HIgher Educational Facilities Authority, Revenue Bonds, Thomas Jefferson University, Refunding Series 2015A, 5.250%, 9/01/50 (UB) (4)   3/25 at 100.00 A 8,179,927
760   Pennsylvania HIgher Educational Facilities Authority, Revenue Bonds, Thomas Jefferson University, Series 2012, 5.000%, 3/01/42   9/22 at 100.00 A 799,588
    Pennsylvania Higher Educational Facilities Authority, Revenue Bonds, University of the Sciences in Philadelphia, Series 2012:        
1,030   4.000%, 11/01/39   11/22 at 100.00 Baa1 1,059,726
4,300   5.000%, 11/01/42   11/22 at 100.00 Baa1 4,508,937
1,310   Pennsylvania Higher Educational Facilities Authority, Revenue Bonds, University of the Sciences in Philadelphia, Series 2015A, 5.000%, 11/01/36   11/25 at 100.00 Baa1 1,492,457
1,590   Pennsylvania Higher Educational Facilities Authority, Revenue Bonds, Widener University, Series 2013A, 5.500%, 7/15/38   7/23 at 100.00 A- 1,694,845
400   Philadelphia Authority for Industrial Development, Pennsylvania, Charter School Revenue Bonds, Philadelphia Performing Arts: A String Theory Charter School, Series 2020, 5.000%, 6/15/50, 144A   6/28 at 100.00 BB+ 465,316
2

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Education and Civic Organizations (continued)        
$1,255   Philadelphia Authority for Industrial Development, Pennsylvania, Revenue Bonds, La Salle University, Series 2017, 3.625%, 5/01/35   11/27 at 100.00 BB+ $1,276,184
500   Philadelphia Authority for Industrial Development, Pennsylvania, Revenue Bonds, Richard Allen Preparatory Charter School, Series 2006, 6.250%, 5/01/33   6/21 at 100.00 N/R 500,405
    Philadelphia Authority for Industrial Development, Pennsylvania, Revenue Bonds, Saint Josephs University Project, Refunding Series 2020C Forward Delivery:        
1,500   4.000%, 11/01/36   11/29 at 100.00 A- 1,750,275
1,400   4.000%, 11/01/37   11/29 at 100.00 A- 1,629,264
2,420   Philadelphia Authority for Industrial Development, Pennsylvania, Revenue Bonds, University of the Arts, Series 2017, 5.000%, 3/15/45, 144A   3/28 at 100.00 BB 2,601,064
2,320   Scranton-Lackawanna Health and Welfare Authority, Pennsylvania, Revenue Bonds, University of Scranton, Series 2016, 5.000%, 11/01/37   5/26 at 100.00 A- 2,715,722
5,250   Scranton-Lackawanna Health and Welfare Authority, Pennsylvania, University Revenue Bonds, Marywood University, Series 2016, 5.000%, 6/01/46   6/26 at 100.00 BB+ 5,603,168
3,555   Washington County Industrial Development Authority, Pennsylvania, College Revenue Bonds, AICUP Financing Program-Washington and Jefferson College Project, Series 2017-PP5, 3.375%, 11/01/36   11/27 at 100.00 BBB+ 3,706,194
    Wilkes-Barre Finance Authority, Pennsylvania, Revenue Bonds, University of Scranton, Series 2015A:        
1,890   5.000%, 11/01/32   11/25 at 100.00 A- 2,202,436
740   5.000%, 11/01/33   11/25 at 100.00 A- 860,872
740   4.000%, 11/01/35   11/25 at 100.00 A- 820,357
84,025   Total Education and Civic Organizations       92,423,938
    Health Care – 35.1% (22.3% of Total Investments)        
17,315   Allegheny County Hospital Development Authority, Pennsylvania, Revenue Bonds, Allegheny Health Network Obligated Group Issue, Series 2018A, 4.000%, 4/01/44   4/28 at 100.00 A 19,605,255
    Allegheny County Hospital Development Authority, Pennsylvania, Revenue Bonds, University of Pittsburgh Medical Center, Series 2019A:        
210   4.000%, 7/15/35   7/29 at 100.00 A 251,049
1,000   4.000%, 7/15/37   7/29 at 100.00 A 1,189,030
1,310   4.000%, 7/15/38   7/29 at 100.00 A 1,554,105
    Berks County Industrial Development Authority, Pennsylvania, Health System Revenue Bonds, Tower Health Project, Series 2017:        
1,045   3.750%, 11/01/42   11/27 at 100.00 BB- 992,708
10,110   5.000%, 11/01/50   11/27 at 100.00 BB- 10,400,359
4,100   5.000%, 11/01/50 (UB) (4)   11/27 at 100.00 BB- 4,217,752
3,300   Berks County Municipal Authority, Pennsylvania, Revenue Bonds, Reading Hospital & Medical Center Project, Series 2012A, 4.500%, 11/01/41   5/22 at 100.00 BB- 3,300,429
10,205   Bucks County Industrial Development Authority, Pennsylvania, Hospital Revenue Bonds, Saint Luke's University Health Network Project, Series 2021, 3.000%, 8/15/53   8/30 at 100.00 A- 10,640,651
3

NQP Nuveen Pennsylvania Quality Municipal Income Fund (continued)
  Portfolio of Investments May 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Health Care (continued)        
    Centre County Hospital Authority, Pennsylvania, Hospital Revenue Bonds, Mount Nittany Medical Center Project, Series 2016A:        
$805   5.000%, 11/15/41   11/25 at 100.00 AA- $947,268
2,985   5.000%, 11/15/46   11/25 at 100.00 AA- 3,498,301
    Chester County Health and Education Facilities Authority, Pennsylvania, Health System Revenue Bonds, Main Line Health System, Series 2017A:        
3,200   4.000%, 10/01/36   10/27 at 100.00 AA 3,717,888
1,935   4.000%, 10/01/37   10/27 at 100.00 AA 2,243,400
7,395   Chester County Health and Education Facilities Authority, Pennsylvania, Health System Revenue Bonds, Main Line Health System, Series 2020A, 4.000%, 9/01/50   9/30 at 100.00 AA 8,694,302
    Dauphin County General Authority, Pennsylvania, Health System Revenue Bonds, Pinnacle Health System Project, Refunding Series 2016A:        
1,375   5.000%, 6/01/34   6/26 at 100.00 A 1,620,864
375   5.000%, 6/01/35   6/26 at 100.00 A 440,419
3,460   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 3,594,732
1,500   Doylestown Hospital Authority, Pennsylvania, Hospital Revenue Bonds, Series 2013A, 5.000%, 7/01/28   7/23 at 100.00 BBB- 1,602,630
2,275   Doylestown Hospital Authority, Pennsylvania, Hospital Revenue Bonds, Series 2016A, 5.000%, 7/01/41   7/26 at 100.00 BBB- 2,554,097
1,225   Doylestown Hospital Authority, Pennsylvania, Hospital Revenue Bonds, Series 2019A, 4.000%, 7/01/45   7/29 at 100.00 BBB- 1,317,573
5,000   Dubois Hospital Authority, Pennsylvania, Hospital Revenue Bonds, Penn Highlands Healthcare, Series 2018, 5.000%, 7/15/48   1/28 at 100.00 A- 5,897,400
4,555   Geisinger Authority, Montour County, Pennsylvania, Health System Revenue Bonds, Geisinger Health System, Series 2014A, 5.000%, 6/01/41   6/24 at 100.00 AA- 5,118,772
10,000   Geisinger Authority, Montour County, Pennsylvania, Health System Revenue Bonds, Geisinger Health System, Series 2020A, 4.000%, 4/01/50   4/30 at 100.00 AA- 11,653,900
1,370   Indiana County Hospital Authority, Pennsylvania, Hospital Revenue Bonds, Indiana Regional Medical Center, Series 2014A, 6.000%, 6/01/39   6/23 at 100.00 Ba3 1,459,858
2,200   Lancaster County Hospital Authority, Revenue Bonds, University of Pennsylvania Health System, Refunding Series 2016B, 5.000%, 8/15/46 (UB) (4)   8/26 at 100.00 AA 2,625,524
3,000   Lancaster County Hospital Authority, Revenue Bonds, University of Pennsylvania Health System, Series 2016A, 5.000%, 8/15/42 (UB) (4)   8/26 at 100.00 AA 3,600,510
3,450   Lehigh County General Purpose Authority, Pennsylvania, Hospital Revenue Bonds, Lehigh Valley Health Network, Refunding Series 2016A, 4.000%, 7/01/35   7/26 at 100.00 A+ 3,906,711
2,565   Lehigh County General Purpose Authority, Pennsylvania, Hospital Revenue Bonds, Lehigh Valley Health Network, Series 2012B, 4.000%, 7/01/43   7/22 at 100.00 A+ 2,650,517
    Lehigh County General Purpose Authority, Pennsylvania, Revenue Bonds, Good Shepherd Group, Refunding Series 2016:        
1,265   3.000%, 11/01/36   5/26 at 100.00 A 1,317,915
2,850   4.000%, 11/01/41 (UB) (4)   5/26 at 100.00 A 3,080,622
4,955   4.000%, 11/01/46 (UB) (4)   5/26 at 100.00 A 5,305,864
4

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Health Care (continued)        
    Monroe County Hospital Authority, Pennsylvania, Hospital Revenue Bonds, Pocono Medical Center, Series 2016:        
$1,020   3.375%, 7/01/32   7/26 at 100.00 A+ $1,101,590
2,650   5.000%, 7/01/41   7/26 at 100.00 A+ 3,113,565
7,500   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 8,338,725
4,000   Pennsylvania Economic Development Financing Authority, Revenue Bonds, University of Pittsburgh Medical Center, Series 2013A, 5.000%, 7/01/43   7/23 at 100.00 A 4,349,000
16,385   Pennsylvania Higher Educational Facilities Authority, Revenue Bonds, University of Pennsylvania Health System, Refunding Series 2016C, 4.000%, 8/15/41 (UB) (4)   8/26 at 100.00 AA 18,441,973
3,100   Pennsylvania Higher Educational Facilities Authority, Revenue Bonds, University of Pennsylvania Health System, Series 2012A, 5.000%, 8/15/42   8/22 at 100.00 AA 3,280,978
13,525   Pennsylvania Higher Educational Facilities Authority, Revenue Bonds, University of Pennsylvania Health System, Series 2019, 4.000%, 8/15/49 (UB) (4)   8/29 at 100.00 AA 15,670,471
7,305   Philadelphia Hospitals and Higher Education Facilities Authority, Pennsylvania, Hospital Revenue Bonds, Children's Hospital of Philadelphia, Series 2011C, 5.000%, 7/01/41   7/21 at 100.00 AA 7,341,306
4,885   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 BBB- 5,118,259
1,800   Philadelphia Hospitals and Higher Education Facilities Authority, Pennsylvania, Hospital Revenue Bonds, Temple University Health System Obligated Group, Series of 2017, 5.000%, 7/01/30   7/27 at 100.00 BBB- 2,120,616
    Pocono Mountains Industrial Park Authority, Pennsylvania, Hospital Revenue Bonds, Saint Luke's Hospital -Monroe Project, Series 2015A:        
3,000   5.000%, 8/15/40   2/25 at 100.00 A- 3,370,620
1,170   4.000%, 8/15/45   2/25 at 100.00 A- 1,263,354
3,000   Pottsville Hospital Authority, Pennsylvania, Hospital Revenue Bonds, Lehigh Valley Health Network, Series 2016B, 5.000%, 7/01/45   1/27 at 100.00 A+ 3,563,220
665   Saint Mary Hospital Authority, Pennsylvania, Hospital Revenue Bonds, Trinity Health Credit Group, Refunding Series 2019PA, 5.000%, 12/01/48   12/28 at 100.00 AA- 826,814
2,000   Southcentral Pennsylvania General Authority, Revenue Bonds, Wellspan Health Obligated Group, Series 2019A, 5.000%, 6/01/49   6/29 at 100.00 Aa3 2,476,620
685   Westmoreland County Industrial Development Authority, Pennsylvania, Revenue Bonds, Excela Health Project, Series 2020A, 4.000%, 7/01/37   1/31 at 100.00 Baa1 815,383
189,025   Total Health Care       210,192,899
    Housing/Multifamily – 1.2% (0.8% of Total Investments)        
160   Chester County Industrial Development Authority, Pennsylvania, Student Housing Revenue Bonds, University Student Housing, LLC Project at West Chester University Series 2013A, 5.000%, 8/01/45   8/23 at 100.00 Ba2 165,256
1,650   Clarion County Industrial Development Authority, Pennsylvania, Revenue Bonds, Clarion University Foundation Inc Student Housing Project at Clarion University, Series 2014A, 5.000%, 7/01/45   7/24 at 100.00 A1 1,861,942
5

NQP Nuveen Pennsylvania Quality Municipal Income Fund (continued)
  Portfolio of Investments May 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Housing/Multifamily (continued)        
$1,235   East Hempfield Township Industrial Development Authority, Pennsylvania, Student Services Inc - Student Housing Project at Millersville University, Series 2014, 5.000%, 7/01/46   7/24 at 100.00 BB+ $1,304,518
1,900   East Hempfield Township Industrial Development Authority, Pennsylvania, Student Services Inc - Student Housing Project at Millersville University, Series 2015, 5.000%, 7/01/47   7/25 at 100.00 BB+ 2,038,833
270   Pennsylvania Higher Educational Facilities Authority, Revenue Bonds, University Properties Inc Student Housing Project at East Stroudsburg University of Pennsylvania, Series 2016A, 5.000%, 7/01/31   7/26 at 100.00 Baa3 305,870
1,517   Philadelphia Authority for Industrial Development, Pennsylvania, Multifamily Housing Revenue Bonds, Presbyterian Homes Germantown - Morrisville Project, Series 2005A, 5.625%, 7/01/35   6/21 at 100.00 Baa3 1,547,841
6,732   Total Housing/Multifamily       7,224,260
    Housing/Single Family – 18.9% (12.0% of Total Investments)        
    Pennsylvania Housing Finance Agency, Single Family Mortgage Revenue Bonds, Series 2012-114:        
4,750   3.300%, 10/01/32 (UB) (4)   10/21 at 100.00 AA+ 4,786,290
4,425   3.650%, 10/01/37   10/21 at 100.00 AA+ 4,464,515
2,275   3.650%, 10/01/37 (UB) (4)   10/21 at 100.00 AA+ 2,295,316
1,830   3.700%, 10/01/42 (UB) (4)   10/21 at 100.00 AA+ 1,843,780
3,290   Pennsylvania Housing Finance Agency, Single Family Mortgage Revenue Bonds, Series 2015-117B, 3.900%, 10/01/35 (UB) (4)   10/24 at 100.00 AA+ 3,447,196
1,825   Pennsylvania Housing Finance Agency, Single Family Mortgage Revenue Bonds, Series 2016-119, 3.500%, 10/01/36   4/25 at 100.00 AA+ 1,888,875
6,115   Pennsylvania Housing Finance Agency, Single Family Mortgage Revenue Bonds, Series 2016-120, 3.200%, 4/01/40 (UB) (4)   10/25 at 100.00 AA+ 6,347,553
21,435   Pennsylvania Housing Finance Agency, Single Family Mortgage Revenue Bonds, Series 2016-121, 3.200%, 10/01/41 (UB) (4)   10/25 at 100.00 AA+ 22,317,265
2,000   Pennsylvania Housing Finance Agency, Single Family Mortgage Revenue Bonds, Series 2017-122, 3.650%, 10/01/32 (UB) (4)   4/26 at 100.00 AA+ 2,132,700
4,160   Pennsylvania Housing Finance Agency, Single Family Mortgage Revenue Bonds, Series 2017-123B, 3.450%, 10/01/32 (UB) (4)   10/26 at 100.00 AA+ 4,486,560
5,000   Pennsylvania Housing Finance Agency, Single Family Mortgage Revenue Bonds, Series 2017-124B, 3.500%, 10/01/37 (UB) (4)   10/26 at 100.00 AA+ 5,267,550
2,400   Pennsylvania Housing Finance Agency, Single Family Mortgage Revenue Bonds, Series 2018-126A, 3.700%, 10/01/33 (UB) (4)   4/27 at 100.00 AA+ 2,580,048
1,000   Pennsylvania Housing Finance Agency, Single Family Mortgage Revenue Bonds, Series 2019-130A, 3.000%, 10/01/46   10/28 at 100.00 AA+ 1,038,740
3,880   Pennsylvania Housing Finance Agency, Single Family Mortgage Revenue Bonds, Series 2019-131A, 3.000%, 10/01/39   4/29 at 100.00 AA+ 4,164,055
    Pennsylvania Housing Finance Agency, Single Family Mortgage Revenue Bonds, Series 2020-132A:        
2,000   2.550%, 10/01/41   10/29 at 100.00 AA+ 2,084,320
10,000   2.550%, 10/01/41 (UB) (4)   10/29 at 100.00 AA+ 10,421,600
6

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Housing/Single Family (continued)        
    Pennsylvania Housing Finance Agency, Single Family Mortgage Revenue Bonds, Series 2020-133:        
$1,000   2.350%, 10/01/40   10/29 at 100.00 AA+ $1,025,730
1,350   2.500%, 10/01/45   10/29 at 100.00 AA+ 1,393,592
    Pennsylvania Housing Finance Agency, Single Family Mortgage Revenue Bonds, Social Series 2020-134A:        
5,000   1.850%, 4/01/36   10/29 at 100.00 AA+ 5,005,150
3,650   2.050%, 4/01/41   10/29 at 100.00 AA+ 3,658,285
2,650   2.100%, 10/01/43   10/29 at 100.00 AA+ 2,658,242
    Pennsylvania Housing Finance Agency, Single Family Mortgage Revenue Bonds, Social Series 2021-135A:        
5,295   2.250%, 10/01/41, (WI/DD, Settling 6/29/21)   10/30 at 100.00 AA+ 5,317,927
6,855   2.375%, 10/01/46, (WI/DD, Settling 6/29/21)   10/30 at 100.00 AA+ 6,857,879
7,705   2.500%, 10/01/50, (WI/DD, Settling 6/29/21)   10/30 at 100.00 AA+ 7,744,064
109,890   Total Housing/Single Family       113,227,232
    Industrials – 2.2% (1.4% of Total Investments)        
500   Pennsylvania Economic Development Financing Authority, Exempt Facilities Revenue Bonds, KDC Agribusiness Fairless Hills LLC Project, Series 2020A-1, 10.000%, 12/01/40, 144A   6/30 at 100.00 N/R 539,985
500   Pennsylvania Economic Development Financing Authority, Exempt Facilities Revenue Bonds, KDC Agribusiness Fairless Hills LLC Project, Series 2020A-2, 10.000%, 12/01/40 (AMT), 144A   6/30 at 100.00 N/R 539,985
6,455   Pennsylvania Economic Development Financing Authority, Exempt Facilities Revenue Bonds, National Gypsum Company, Refunding Series 2014, 5.500%, 11/01/44 (AMT)   11/24 at 100.00 N/R 6,879,610
    Pennsylvania Economic Development Financing Authority, Exempt Facilities Revenue Refunding Bonds, Amtrak Project, Series 2012A:        
2,495   5.000%, 11/01/23 (AMT)   11/22 at 100.00 A1 2,652,934
545   5.000%, 11/01/27 (AMT)   11/22 at 100.00 A1 578,381
2,000   5.000%, 11/01/41 (AMT)   11/22 at 100.00 A1 2,111,980
12,495   Total Industrials       13,302,875
    Long-Term Care – 6.1% (3.9% of Total Investments)        
    Berks County Industrial Development Authority, Pennsylvania, Healthcare Facilities Revenue Bonds, Highlands at Wyomissing, Series 2017A:        
940   5.000%, 5/15/37   5/27 at 100.00 BBB 1,086,086
1,160   5.000%, 5/15/47   5/27 at 100.00 BBB 1,318,769
    Berks County Industrial Development Authority, Pennsylvania, Healthcare Facilities Revenue Bonds, The Highlands at Wyomissing, Series 2018:        
1,000   5.000%, 5/15/43   5/25 at 102.00 BBB 1,118,500
400   5.000%, 5/15/48   5/25 at 102.00 BBB 445,948
230   Chester County Health and Education Facilities Authority, Pennsylvania, Revenue Bonds, Simpson Senior Services Project, Series 2015A, 5.000%, 12/01/35   12/25 at 100.00 N/R 236,803
7

NQP Nuveen Pennsylvania Quality Municipal Income Fund (continued)
  Portfolio of Investments May 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Long-Term Care (continued)        
$1,760   Chester County Health and Education Facilities Authority, Pennsylvania, Revenue Bonds, Simpson Senior Services Project, Series 2019, 5.000%, 12/01/51   12/25 at 103.00 N/R $1,791,909
3,005   Cumberland County Municipal Authority, Pennsylvania, Revenue Bonds, Asbury Pennsylvania Obligated Group, Refunding Series 2019, 5.000%, 1/01/45   1/25 at 104.00 N/R 3,303,577
    Cumberland County Municipal Authority, Pennsylvania, Revenue Bonds, Diakon Lutheran Social Ministries Project, Series 2015:        
3,755   4.000%, 1/01/33   1/25 at 100.00 BBB+ 4,032,044
5,180   5.000%, 1/01/38   1/25 at 100.00 BBB+ 5,738,870
    Cumberland County Municipal Authority, Pennsylvania, Revenue Bonds, Diakon Lutheran Social Ministries Project, Series 2016:        
985   5.000%, 1/01/28   1/26 at 100.00 BBB+ 1,149,406
1,815   5.000%, 1/01/29   1/26 at 100.00 BBB+ 2,105,636
735   5.000%, 1/01/30   1/26 at 100.00 BBB+ 848,807
300   3.250%, 1/01/36   1/26 at 100.00 BBB+ 313,116
1,405   3.250%, 1/01/39   1/26 at 100.00 BBB+ 1,458,966
    Cumberland County Municipal Authority, Pennsylvania, Revenue Bonds, Diakon Lutheran Social Ministries Project, Series 2019A:        
690   4.125%, 1/01/38   1/29 at 100.00 BBB+ 794,742
1,410   5.000%, 1/01/39   1/29 at 100.00 BBB+ 1,694,045
650   Lancaster County Hospital Authority, Pennsylvania, Health Center Revenue Bonds, Masonic Villages Project, Series 2015, 5.000%, 11/01/35   5/25 at 100.00 A 727,181
530   Lancaster County Hospital Authority, Pennsylvania, Health Center Revenue Bonds, Saint Anne's Retirement Community, Inc, Series 2012, 5.000%, 4/01/33   4/22 at 100.00 BB+ 538,999
    Lancaster County Hospital Authority, Pennsylvania, Health Center Revenue Bonds, Saint Anne's Retirement Community, Inc, Series 2020:        
975   5.000%, 3/01/40   3/27 at 102.00 BB+ 1,082,660
715   5.000%, 3/01/50   3/27 at 102.00 BB+ 781,681
1,250   Lancaster County Hospital Authority, Pennsylvania, Revenue Bonds, Landis Homes Retirement Community Project, Refunding Series 2015A, 5.000%, 7/01/45   7/25 at 100.00 BBB- 1,351,300
1,500   Langhorne Manor Boro Higher Education and Health Authority, Pennsylvania, Revenue Bonds, Woods Services Project, Series 2013, 4.000%, 11/15/38   6/21 at 100.00 A- 1,502,370
    Northampton County Industrial Development Authority, Pennsylvania, Revenue Bonds, Morningstar Senior Living, Inc, Series 2019:        
1,845   5.000%, 11/01/44   11/26 at 103.00 BB+ 2,026,216
1,000   5.000%, 11/01/49   11/26 at 103.00 BB+ 1,096,130
33,235   Total Long-Term Care       36,543,761
    Tax Obligation/General – 18.2% (11.6% of Total Investments)        
840   Adams County, Pennsylvania, General Obligation Bonds, Series 2017B, 2.500%, 11/15/29   11/25 at 100.00 Aa2 893,206
    Allegheny County, Pennsylvania, General Obligation Bonds, Series 2014C-74:        
1,750   5.000%, 12/01/32   12/24 at 100.00 AA- 2,022,282
1,285   5.000%, 12/01/34   12/24 at 100.00 AA- 1,482,993
8

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Tax Obligation/General (continued)        
$2,400   Allegheny County, Pennsylvania, General Obligation Bonds, Series 2018C-77, 5.000%, 11/01/43   11/28 at 100.00 AA- $2,998,440
    Bethel Park School District, Allegheny County, Pennsylvania, General Obligation Bonds, Refunding Series 2016:        
1,500   4.000%, 8/01/31   8/26 at 100.00 Aa2 1,740,030
1,255   4.000%, 8/01/33   8/26 at 100.00 Aa2 1,452,236
1,950   Boyertown Area School District, Berks and Montgomery Counties, Pennsylvania, General Obligation Bonds, Series 2015, 5.000%, 10/01/38   4/24 at 100.00 AA- 2,184,351
    Canon-McMillan School District, Washington County, Pennsylvania, General Obligation Bonds, Series 2014D:        
3,000   5.000%, 12/15/37   12/24 at 100.00 AA 3,420,240
1,075   5.000%, 12/15/38  –  BAM Insured   12/24 at 100.00 AA 1,224,382
1,100   5.000%, 12/15/39   12/24 at 100.00 AA 1,252,856
2,900   Colonial School District, Montgomery County, Pennsylvania, General Obligation Bonds, Series 2020, 5.000%, 2/15/44   2/27 at 100.00 Aaa 3,521,644
7,465   Erie City School District, Erie County, Pennsylvania, General Obligation Bonds, Series 2000, 0.000%, 9/01/30  –  AMBAC Insured   No Opt. Call N/R 6,105,623
    Gateway School District, Allegheny County, Pennsylvania, General Obligation Bonds, Series 2021:        
1,025   3.000%, 10/15/33  –  BAM Insured, (WI/DD, Settling 6/22/21)   10/31 at 100.00 AA 1,162,145
425   3.000%, 10/15/35  –  BAM Insured, (WI/DD, Settling 6/22/21)   10/31 at 100.00 AA 476,654
6,225   Lehighton Area School District, Carbon County, Pennsylvania, General Obligation Bonds, Limited Tax Series 2015A, 5.000%, 11/15/43  –  BAM Insured   11/23 at 100.00 AA 6,854,908
    North Allegheny School District, Allegheny County, Pennsylvania, General Obligation Bonds, Series 2015:        
5,000   5.000%, 5/01/31   5/25 at 100.00 AA 5,860,450
4,000   5.000%, 5/01/32   5/25 at 100.00 AA 4,684,960
2,875   5.000%, 5/01/33   5/25 at 100.00 AA 3,363,664
    Penn Manor School District, Lancaster County, Pennsylvania, General Obligation Bonds, Series 2019A:        
1,000   4.000%, 3/01/35   9/27 at 100.00 AA 1,162,140
1,000   4.000%, 3/01/36   9/27 at 100.00 AA 1,160,620
    Pennsbury School District, Bucks County, Pennsylvania, General Obligation Bonds, Series 2016A:        
1,000   5.000%, 10/01/33   4/25 at 100.00 Aa3 1,166,420
1,860   5.000%, 10/01/34   4/25 at 100.00 Aa3 2,166,454
2,045   5.000%, 10/01/35   4/25 at 100.00 Aa3 2,377,721
2,620   Pennsylvania Economic Development Financing Authority, Parking System Revenue Bonds, Capitol Region Parking System, Junior Insured Series 2013C, 5.500%, 1/01/30  –  AGM Insured   1/24 at 100.00 AA 2,948,627
3,925   Philadelphia School District, Pennsylvania, General Obligation Bonds, Series 2007A, 5.000%, 6/01/34  –  NPFG Insured   No Opt. Call A+ 5,562,588
9

NQP Nuveen Pennsylvania Quality Municipal Income Fund (continued)
  Portfolio of Investments May 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Tax Obligation/General (continued)        
$745   PIttsburgh School District, Allegheny County, Pennsylvania, General Obligation Bonds, Series 2014A, 5.000%, 9/01/25  –  BAM Insured   9/22 at 100.00 AA $790,058
11,440   Reading School District, Berks County, Pennsylvania, General Obligation Bonds, Series 2003B, 0.000%, 1/15/32  –  NPFG Insured   No Opt. Call Baa2 8,911,989
    Scranton, Lackawanna County, Pennsylvania, General Obligation Notes, Series 2016:        
250   5.000%, 11/15/26   5/24 at 100.00 BB+ 270,218
2,925   5.000%, 11/15/32   5/24 at 100.00 BB+ 3,119,805
21,000   State Public School Building Authority, Pennsylvania, Lease Revenue Bonds, Philadelphia School District, Series 2003, 5.500%, 6/01/28  –  AGM Insured (UB) (4)   No Opt. Call AA 26,863,831
    The Redevelopment Authority of the City of Scranton, Lackawanna county, Pennsylvania, Guaranteed Lease Revenue Bonds, Series 2016A:        
85   5.000%, 11/15/21   No Opt. Call BB+ 85,530
170   5.000%, 11/15/28   5/24 at 100.00 BB+ 174,639
    Upper Dublin School District, Montgomery County, Pennsylvania, General Obligation Bonds, Series 2021A:        
400   4.000%, 9/15/28   No Opt. Call Aa3 485,520
400   4.000%, 9/15/40   3/29 at 100.00 Aa3 472,208
500   Upper Dublin School District, Montgomery County, Pennsylvania, General Obligation Bonds, Series 2021AA, 4.000%, 9/15/27   No Opt. Call Aa3 596,690
97,435   Total Tax Obligation/General       109,016,122
    Tax Obligation/Limited – 9.7% (6.1% of Total Investments)        
1,070   Allegheny County Redevelopment Authority, Pennsylvania, TIF Revenue Bonds, Pittsburg Mills Project, Series 2004, 5.600%, 7/01/23 (5)   6/21 at 100.00 N/R 963,000
1,475   Allentown Neighborhood Improvement Zone Development Authority, Pennsylvania, Tax Revenue Bonds, Series 2012A, 5.000%, 5/01/35   5/22 at 100.00 Baa3 1,525,991
200   Allentown Neighborhood Improvement Zone Development Authority, Pennsylvania, Tax Revenue Bonds, 615 Waterfront Project, Senior Series 2021, 6.000%, 5/01/42, 144A   5/31 at 100.00 N/R 251,776
155   Allentown Neighborhood Improvement Zone Development Authority, Pennsylvania, Tax Revenue Bonds, City Center Project, Series 2018, 5.000%, 5/01/33, 144A   5/28 at 100.00 Baa3 185,879
1,115   Allentown Neighborhood Improvement Zone Development Authority, Pennsylvania, Tax Revenue Bonds, City Center Refunding Project, Series 2017, 5.000%, 5/01/42, 144A   5/27 at 100.00 Baa3 1,294,593
1,400   Chester, Delaware County, Pennsylvania, Tax and Revenue Anticipation Notes, Series 2021, 4.500%, 11/30/21, 144A   7/21 at 100.00 N/R 1,400,328
    Commonwealth Financing Authority, Pennsylvania, State Appropriation Lease Bonds, Master Settlement, Series 2018:        
1,135   5.000%, 6/01/33   6/28 at 100.00 A1 1,397,662
1,180   4.000%, 6/01/39  –  AGM Insured   6/28 at 100.00 AA 1,350,970
7,215   4.000%, 6/01/39  –  AGM Insured (UB) (4)   6/28 at 100.00 AA 8,260,381
    Government of Guam, Business Privilege Tax Bonds, Series 2011A:        
1,670   5.250%, 1/01/36   1/22 at 100.00 BB 1,718,296
655   5.125%, 1/01/42   1/22 at 100.00 BB 673,471
1,578   Monroe County Industrial Development Authority, Pennsylvania, Special Obligation Revenue Bonds, Tobyhanna Township Project, Series 2014, 6.875%, 7/01/33, 144A   7/24 at 100.00 N/R 1,639,069
10

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Tax Obligation/Limited (continued)        
    Pennsylvania Turnpike Commission, Motor License Fund-Enhanced Turnpike Subordinate Special Revenue Bonds, Series 2014A:        
$2,650   0.000%, 12/01/37 (6)   12/26 at 100.00 AA- $2,992,618
4,000   0.000%, 12/01/44 (6)   12/26 at 100.00 AA- 4,485,520
2,500   Pennsylvania Turnpike Commission, Oil Franchise Tax Revenue Bonds, Subordinate Series 2018B, 5.000%, 12/01/48   12/28 at 100.00 A+ 3,078,500
5,530   Philadelphia Authority For Industrial Development, Pennsylvania, City Agreement Revenue Bonds, Cultural and Commercial Corridors Program, Refunding Series 2016A, 5.000%, 12/01/30   12/25 at 100.00 A 6,585,677
3,820   Pittsburgh and Allegheny County Sports and Exhibition Authority, Pennsylvania, Hotel Room Excise Tax Revenue Bonds, Refunding Series 2012, 5.000%, 2/01/26  –  AGM Insured   8/22 at 100.00 AA 4,023,338
4,225   Puerto Rico Highway and Transportation Authority, Highway Revenue Bonds, Series 2007N, 5.500%, 7/01/29  –  AMBAC Insured   No Opt. Call C 4,649,739
    Puerto Rico Sales Tax Financing Corporation, Sales Tax Revenue Bonds, Restructured 2018A-1:        
1,375   4.750%, 7/01/53   7/28 at 100.00 N/R 1,545,720
3,085   5.000%, 7/01/58   7/28 at 100.00 N/R 3,519,368
    Puerto Rico Sales Tax Financing Corporation, Sales Tax Revenue Bonds, Taxable Restructured Cofina Project Series 2019A-2:        
1,030   4.329%, 7/01/40   7/28 at 100.00 N/R 1,142,806
532   4.329%, 7/01/40   7/28 at 100.00 N/R 590,265
3,244   4.784%, 7/01/58   7/28 at 100.00 N/R 3,644,958
825   Washington County Redevelopment Authority, Pennsylvania, Tanger Outlet Victory Center Tax Increment Bonds, Series 2018, 5.000%, 7/01/35   1/28 at 100.00 BB 903,235
51,664   Total Tax Obligation/Limited       57,823,160
    Transportation – 10.6% (6.7% of Total Investments)        
2,250   Delaware River Port Authority, New Jersey and Pennsylvania, Revenue Bonds, Series 2018A, 5.000%, 1/01/39   1/29 at 100.00 A+ 2,813,355
    Delaware River Port Authority, Pennsylvania and New Jersey, Revenue Refunding Bonds, Port District Project, Series 2012:        
2,425   5.000%, 1/01/23   No Opt. Call A 2,598,242
2,310   5.000%, 1/01/24   1/23 at 100.00 A 2,470,868
610   5.000%, 1/01/25   1/23 at 100.00 A 651,084
4,000   Pennsylvania Economic Development Financing Authority, Parking System Revenue Bonds, Capitol Region Parking System, Series 2013A, 5.250%, 1/01/44  –  AGM Insured   1/24 at 100.00 AA 4,371,160
12,100   Pennsylvania Turnpike Commission, Turnpike Revenue Bonds, Capital Appreciation Series 2009E, 6.375%, 12/01/38   12/27 at 100.00 A 16,072,672
820   Pennsylvania Turnpike Commission, Turnpike Revenue Bonds, Refunding Subordinate Second Series 2016B-2, 5.000%, 6/01/39   6/26 at 100.00 A3 973,857
3,000   Pennsylvania Turnpike Commission, Turnpike Revenue Bonds, Series 2014C, 5.000%, 12/01/44   12/24 at 100.00 A+ 3,429,780
11

NQP Nuveen Pennsylvania Quality Municipal Income Fund (continued)
  Portfolio of Investments May 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Transportation (continued)        
$10,470   Pennsylvania Turnpike Commission, Turnpike Revenue Bonds, Series 2015B, 5.000%, 12/01/45 (UB) (4)   12/25 at 100.00 A1 $12,343,502
2,000   Pennsylvania Turnpike Commission, Turnpike Revenue Bonds, Subordinate Series 2009C, 6.250%, 6/01/33  –  AGM Insured   6/26 at 100.00 AA 2,522,460
    Pennsylvania Turnpike Commission, Turnpike Revenue Bonds, Subordinate Series 2017B-1:        
1,430   5.000%, 6/01/31   6/27 at 100.00 A3 1,754,538
1,430   5.000%, 6/01/33   6/27 at 100.00 A3 1,748,790
1,500   Pennsylvania Turnpike Commission, Turnpike Revenue Bonds, Subordinate Series 2019A, 4.000%, 12/01/49   12/29 at 100.00 A3 1,746,555
1,000   Pennsylvania Turnpike Commission, Turnpike Revenue Bonds, Subordinate Series 2021A, 4.000%, 12/01/50   12/30 at 100.00 A 1,174,090
585   Philadelphia, Pennsylvania, Airport Revenue Bonds, Refunding Series 2017A, 3.000%, 7/01/34  –  AGM Insured   7/27 at 100.00 AA 630,326
1,500   Philadelphia, Pennsylvania, Airport Revenue Bonds, Refunding Series 2017B, 5.000%, 7/01/47 (AMT)   7/27 at 100.00 A2 1,808,865
1,725   Philadelphia, Pennsylvania, Airport Revenue Bonds, Refunding Series 2020A, 4.000%, 7/01/35   7/30 at 100.00 A2 2,075,416
    Pittsburgh and Allegheny County Sports and Exhibition Authority, Pennsylvania, Parking Revenue Bonds, Series 2017:        
1,000   5.000%, 12/15/30   12/27 at 100.00 A 1,257,980
500   5.000%, 12/15/33   12/27 at 100.00 A 623,905
550   5.000%, 12/15/34   12/27 at 100.00 A 686,284
1,000   5.000%, 12/15/36   12/27 at 100.00 A 1,241,440
250   5.000%, 12/15/37   12/27 at 100.00 A 309,728
52,455   Total Transportation       63,304,897
    U.S. Guaranteed – 21.5% (13.7% of Total Investments) (7)        
    Allegheny County, Pennsylvania, General Obligation Bonds, Series 2013C-72:        
2,780   5.250%, 12/01/32 (Pre-refunded 12/01/23)   12/23 at 100.00 AA- 3,133,255
2,000   5.250%, 12/01/33 (Pre-refunded 12/01/23)   12/23 at 100.00 AA- 2,254,140
5,100   Allegheny County, Pennsylvania, General Obligation Bonds, Series C69-C70 of 2012, 5.000%, 12/01/37 (Pre-refunded 12/01/22)   12/22 at 100.00 AA- 5,474,544
3,000   Bristol Township School District, Bucks County, Pennsylvania, General Obligation Bonds, Series 2013, 5.250%, 6/01/43 (Pre-refunded 6/01/23)   6/23 at 100.00 A2 3,306,900
    Bucks County Water and Sewer Authority, Pennsylvania, Revenue Bonds, Tender Option Bond Trust 2015-XF0123:        
825   13.358%, 12/01/29 (Pre-refunded 12/01/21), 144A (IF) (4)   12/21 at 100.00 AA 885,770
1,665   13.370%, 12/01/33 (Pre-refunded 12/01/21), 144A (IF) (4)   12/21 at 100.00 AA 1,787,760
4,000   Central Bradford Progress Authority, Pennsylvania, Revenue Bonds, Guthrie Health, Refunding Series 2011, 5.375%, 12/01/41 (Pre-refunded 12/01/21)   12/21 at 100.00 AA- 4,104,640
4,100   Centre County Hospital Authority, Pennsylvania, Hospital Revenue Bonds, Mount Nittany Medical Center Project, Series 2011, 7.000%, 11/15/46 (Pre-refunded 11/15/21)   11/21 at 100.00 AA- 4,228,207
12

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    U.S. Guaranteed (7) (continued)        
    Cumberland County Municipal Authority, Pennsylvania, Revenue Bonds, Diakon Lutheran Social Ministries Project, Series 2015:        
$625   4.000%, 1/01/33 (Pre-refunded 1/01/25)   1/25 at 100.00 N/R $703,238
560   5.000%, 1/01/38 (Pre-refunded 1/01/25)   1/25 at 100.00 N/R 649,964
610   Cumberland County Municipal Authority, Pennsylvania, Revenue Bonds, Diakon Lutheran Social Ministries Project, Series 2016, 3.250%, 1/01/39 (Pre-refunded 1/01/26)   1/26 at 100.00 N/R 682,041
6,680   Gateway School District, Allegheny County, Pennsylvania, General Obligation Bonds, Refunding Series 2012, 4.000%, 10/15/32 (Pre-refunded 10/15/22)   10/22 at 100.00 A1 7,032,637
3,385   Lancaster County Hospital Authority, Pennsylvania, Health System Revenue Bonds, Lancaster General Hospital Project, Tender Option Bond Trust 2015-XF0065, 13.417%, 7/01/42 (Pre-refunded 1/01/22), 144A (IF)   1/22 at 100.00 N/R 3,669,915
    Lancaster Industrial Development Authority, Pennsylvania, Revenue Bonds, Garden Spot Village Project, Series 2013:        
1,000   5.375%, 5/01/28 (Pre-refunded 5/01/23)   5/23 at 100.00 N/R 1,099,610
1,665   5.750%, 5/01/35 (Pre-refunded 5/01/23)   5/23 at 100.00 N/R 1,842,772
6,685   Lehigh County Authority, Pennsylvania, Water and Sewer Revenue Bonds, Allentown Concession, Series 2013A, 5.125%, 12/01/47 (Pre-refunded 12/01/23)   12/23 at 100.00 N/R 7,495,757
4,600   Lehigh County General Purpose Authority, Pennsylvania, Revenue Bonds, Good Shepherd Group, Series 2012, 4.000%, 11/01/32 (Pre-refunded 11/01/22)   11/22 at 100.00 A 4,850,700
5,235   Lycoming County Authority, Pennsylvania, Revenue Bonds, Pennsylvania College of Technology, Series 2012, 5.000%, 5/01/32 (Pre-refunded 5/01/22)   5/22 at 100.00 A 5,468,219
    Monroe County Hospital Authority, Pennsylvania, Hospital Revenue Bonds, Pocono Medical Center, Series 2012A:        
365   4.000%, 1/01/25 (Pre-refunded 1/01/22)   1/22 at 100.00 N/R 372,913
3,000   5.000%, 1/01/41 (Pre-refunded 1/01/22)   1/22 at 100.00 N/R 3,082,410
3,730   Montgomery County Higher Education and Health Authority, Pennsylvania, Hospital Revenue Bonds, Abington Memorial Hospital Obligated Group, Series 2012A, 5.000%, 6/01/31 (Pre-refunded 6/01/22)   6/22 at 100.00 N/R 3,909,040
925   Montgomery County Industrial Development Authority, Pennsylvania, Health Facilities Revenue Bonds, Jefferson Health System, Series 2012A, 5.000%, 10/01/41 (Pre-refunded 4/01/22)   4/22 at 100.00 Aa3 962,851
2,150   Montgomery County Industrial Development Authority, Pennsylvania, Revenue Bonds, ACTS Retirement-Life Communities, Inc Obligated Group, Refunding Series 2012, 5.000%, 11/15/26 (Pre-refunded 5/15/22)   5/22 at 100.00 A- 2,250,921
3,500   Norristown Area School District, Pennsylvania, Installment Purchase Certiicates of Participation, Series 2012, 5.000%, 4/01/32 (Pre-refunded 4/01/22)   4/22 at 100.00 N/R 3,634,225
    Pennsylvania Higher Educational Facilities Authority, Revenue Bonds, Foundation for Student Housing at Indiana University, Project Series 2012A:        
1,000   5.000%, 7/01/27 (Pre-refunded 7/01/22)   7/22 at 100.00 N/R 1,052,450
750   5.000%, 7/01/32 (Pre-refunded 7/01/22)   7/22 at 100.00 N/R 789,338
1,195   Pennsylvania Higher Educational Facilities Authority, Revenue Bonds, Philadelphia University, Refunding Series 2013, 5.000%, 6/01/32 (Pre-refunded 6/01/23)   6/23 at 100.00 N/R 1,310,031
420   Pennsylvania Higher Educational Facilities Authority, Revenue Bonds, Shippensburg University Student Services, Inc Student Housing Project at Shippensburg University of Pennsylvania, Series 2012, 5.000%, 10/01/44 (Pre-refunded 10/01/22)   10/22 at 100.00 N/R 447,124
13

NQP Nuveen Pennsylvania Quality Municipal Income Fund (continued)
  Portfolio of Investments May 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    U.S. Guaranteed (7) (continued)        
$2,000   Pennsylvania Higher Educational Facilities Authority, Revenue Bonds, Temple University, First Series of 2012, 5.000%, 4/01/42 (Pre-refunded 4/01/22)   4/22 at 100.00 Aa3 $2,081,840
    Pennsylvania Turnpike Commission, Motor License Fund-Enhanced Turnpike Special Revenue Bonds, Subordinate Series 2011B:        
2,065   5.000%, 12/01/41 (Pre-refunded 12/01/21)   12/21 at 100.00 A2 2,115,696
1,935   5.000%, 12/01/41 (Pre-refunded 12/01/21)   12/21 at 100.00 AA- 1,982,020
3,180   Pennsylvania Turnpike Commission, Motor License Fund-Enhanced Turnpike Special Revenue Bonds, Subordinate Series 2012A, 5.000%, 12/01/31 (Pre-refunded 12/01/21)   12/21 at 100.00 AA- 3,258,069
7,000   Pennsylvania Turnpike Commission, Motor License Fund-Enhanced Turnpike Subordinate Special Revenue Bonds, Series 2013B-1, 5.250%, 12/01/43 (Pre-refunded 12/01/23)   12/23 at 100.00 AA- 7,852,040
2,500   Philadelphia, Pennsylvania, Water and Wastewater Revenue Bonds, Series 2013A, 5.125%, 1/01/43 (Pre-refunded 1/01/22)   1/22 at 100.00 A+ 2,572,725
    Pittsburgh, Pennsylvania, General Obligation Bonds, Series 2012B:        
2,590   5.000%, 9/01/25 (Pre-refunded 9/01/22)   9/22 at 100.00 AA- 2,748,456
6,800   5.000%, 9/01/26 (Pre-refunded 9/01/22)   9/22 at 100.00 AA- 7,216,024
1,000   Radnor Township, Pennsylvania, General Obligation Bonds, Series 2012, 4.000%, 11/01/37 (Pre-refunded 11/01/22)   11/22 at 100.00 Aa1 1,055,230
1,335   Saint Mary Hospital Authority, Pennsylvania, Hospital Revenue Bonds, Trinity Health Credit Group, Refunding Series 2019PA, 5.000%, 12/01/48 (Pre-refunded 12/01/28)   12/28 at 100.00 N/R 1,724,246
3,000   Southcentral Pennsylvania General Authority, Revenue Bonds, Wellspan Health Obligated Group, Refunding Series 2014A, 5.000%, 6/01/44 (Pre-refunded 6/01/24)   6/24 at 100.00 Aa3 3,427,170
    Union County Hospital Authority, Pennsylvania, Hospital Revenue Bonds, Evangelical Community Hospital Project, Refunding & Improvement Series 2011:        
3,130   6.875%, 8/01/31 (Pre-refunded 8/01/21)   8/21 at 100.00 A- 3,164,242
2,500   7.000%, 8/01/41 (Pre-refunded 8/01/21)   8/21 at 100.00 A- 2,527,875
3,470   Washington County Hospital Authority, Pennsylvania, Hospital Revenue Bonds, The Washington Hospital Project, Series 2013A, 5.000%, 7/01/28 (Pre-refunded 7/01/23)   7/23 at 100.00 N/R 3,809,505
    West Shore Area Authority, Cumberland County, Pennsylvania, Hospital Revenue Bonds, Holy Spirit Hospital of the Sisters of Christian Charity, Series 2011B:        
1,885   5.625%, 1/01/32 (Pre-refunded 1/01/22)   1/22 at 100.00 A1 1,945,301
1,970   5.750%, 1/01/41 (Pre-refunded 1/01/22)   1/22 at 100.00 A1 2,034,458
1,930   Westmoreland County Municipal Authority, Pennsylvania, Municipal Service Revenue Bonds, Tender Option Bond Trust 2016-XF1058, 18.337%, 8/15/37 (Pre-refunded 8/15/23), 144A (IF) (4)   8/23 at 100.00 A+ 2,745,521
119,840   Total U.S. Guaranteed       128,741,790
    Utilities – 14.8% (9.4% of Total Investments)        
    Allegheny County Sanitary Authority, Pennsylvania, Sewer Revenue Bonds, Refunding Series 2015:        
3,325   5.000%, 12/01/40   12/25 at 100.00 Aa3 3,914,489
3,320   5.000%, 12/01/45   12/25 at 100.00 Aa3 3,881,445
3,000   Beaver County Industrial Development Authority, Pennsylvania, Pollution Control Revenue Bonds, FirstEnergy Generation Project, Refunding Series 2006A, 4.375%, 1/01/35 (Mandatory Put 7/01/22)   No Opt. Call N/R 3,086,820
14

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Utilities (continued)        
$2,540   Beaver County Industrial Development Authority, Pennsylvania, Pollution Control Revenue Bonds, FirstEnergy Nuclear Generation Project, Refunding Series 2005A, 4.000%, 1/01/35 (5)   No Opt. Call N/R $3,175
9,855   Beaver County Industrial Development Authority, Pennsylvania, Pollution Control Revenue Bonds, FirstEnergy Nuclear Generation Project, Refunding Series 2008A, 2.700%, 4/01/35 (5)   No Opt. Call N/R 12,319
6,210   Beaver County Industrial Development Authority, Pennsylvania, Pollution Control Revenue Bonds, FirstEnergy Nuclear Generation Project, Series 2006B, 3.500%, 12/01/35 (5)   No Opt. Call N/R 7,763
2,000   Bethel Park Municipal Authority, Pennsylvania, Guaranteed Sewer Revenue Bonds, Series 2020B, 3.000%, 9/01/47   9/30 at 100.00 AA 2,155,480
    Bucks County Water and Sewer Authority, Pennsylvania, Water System Revenue Bonds, Series 2020:        
290   2.000%, 12/01/40   12/28 at 100.00 AA 282,715
905   2.125%, 12/01/45   12/28 at 100.00 AA 887,461
    Delaware County Regional Water Quality Control Authority, Pennsylvania, Sewer Revenue Bonds, Series 2015:        
1,110   5.000%, 5/01/40   5/25 at 100.00 Aa3 1,282,794
2,220   4.000%, 5/01/45   5/25 at 100.00 Aa3 2,394,270
    Lehigh County Authority, Pennsylvania, Water and Sewer Revenue Bonds, Allentown Concession, Capital Appreciation Series 2013B:        
7,295   0.000%, 12/01/34   No Opt. Call A 5,304,705
4,420   0.000%, 12/01/35   No Opt. Call A 3,112,387
5,815   Lehigh County Authority, Pennsylvania, Water and Sewer Revenue Bonds, Allentown Concession, Series 2013A, 5.125%, 12/01/47   12/23 at 100.00 A 6,422,086
295   Luzerne County Industrial Development Authority, Pennsylvania, Revenue Bonds, Pennsylvania-American Water Company Project, Refunding Series 2019, 2.450%, 12/01/39 (AMT) (Mandatory Put 12/03/29)   12/29 at 100.00 A+ 320,252
3,475   Pennsylvania Economic Development Financing Authority, Exempt Facilities Revenue Bonds, York Water Company Project, Refunding Series 2019A, 3.000%, 10/01/36 (AMT)   10/29 at 100.00 A- 3,755,363
3,400   Pennsylvania Economic Development Financing Authority, Exempt Facilities Revenue Bonds, York Water Company Project, Refunding Series 2019B, 3.100%, 11/01/38 (AMT)   11/29 at 100.00 A- 3,683,186
2,025   Pennsylvania Economic Development Financing Authority, Exempt Facilities Revenue Refunding Bonds, PPL Energy Supply, LLC Project, Series 2009A, 6.400%, 12/01/38   9/25 at 100.00 B 1,987,193
7,500   Pennsylvania Economic Development Financing Authority, Revenue Bonds, Pennsylvania-American Water Company, Refunding Series 2019, 3.000%, 4/01/39   10/29 at 100.00 A+ 8,149,350
3,165   Philadelphia Gas Works, Pennsylvania, Revenue Bonds, 1998 General Ordinance, Sixteenth Series 2020A, 5.000%, 8/01/50  –  AGM Insured   8/30 at 100.00 AA 3,990,717
5,000   Philadelphia Gas Works, Pennsylvania, Revenue Bonds, General Ordinance, Fifteenth Series 2017, 5.000%, 8/01/47   8/27 at 100.00 A 5,980,750
2,735   Philadelphia Gas Works, Pennsylvania, Revenue Bonds, Refunding Thirteenth Series 2015, 5.000%, 8/01/29   8/25 at 100.00 A 3,212,148
    Philadelphia, Pennsylvania, Water and Wastewater Revenue Bonds, Series 2018A:        
5,000   5.000%, 10/01/48 (UB) (4)   10/28 at 100.00 A+ 6,219,600
7,000   5.000%, 10/01/53 (UB) (4)   10/28 at 100.00 A+ 8,700,440
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NQP Nuveen Pennsylvania Quality Municipal Income Fund (continued)
  Portfolio of Investments May 31, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Utilities (continued)        
$1,000   Philadelphia, Pennsylvania, Water and Wastewater Revenue Bonds, Series 2019B, 5.000%, 11/01/54   11/29 at 100.00 A+ $1,263,930
5,000   Pittsburgh Water and Sewer Authority, Pennsylvania, Water and Sewer System Revenue Bonds, First Lien Series 2013B, 5.250%, 9/01/40   9/23 at 100.00 A 5,525,050
    Westmoreland County Municipal Authority, Pennsylvania, Municipal Service Revenue Bonds, Refunding Series 2020:        
1,000   4.000%, 8/15/24  –  AGM Insured   No Opt. Call AA 1,108,750
1,000   2.450%, 8/15/37  –  AGM Insured   8/28 at 100.00 AA 1,017,270
520   Williamsport Sanitary Authority, Lycoming County, Pennsylvania, Sewer Revenue Bonds, Series 2021, 5.000%, 1/01/28  –  BAM Insured   No Opt. Call AA 660,088
100,420   Total Utilities       88,321,996
$859,216   Total Municipal Bonds (cost $852,000,030)       922,826,190
    
Shares   Description (1)       Value
    COMMON STOCKS  –  3.2% (2.0% of Total Investments)        
    Electric Utilities – 3.2% (2.0% of Total Investments)        
601,606   Energy Harbor Corp (8), (9), (10)       $19,150,924
    Total Common Stocks (cost $16,839,773)       19,150,924
    Total Long-Term Investments (cost $868,839,803)       941,977,114
    Floating Rate Obligations – (20.6)%       (123,515,000)
    Variable Rate Demand Preferred Shares, net of deferred offering costs – (36.2)% (11)       (216,759,812)
    Other Assets Less Liabilities – (0.6)%       (3,084,318)
    Net Asset Applicable to Common Shares – 100%       $598,617,984
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.).
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Level 3  –     Prices are determined using significant unobservable inputs (including management’s assumptions in determining the fair value of investments).
The inputs or methodologies used for valuing securities are not an indication of the risks associated with investing in those securities. The following is a summary of the Fund’s fair value measurements as of the end of the reporting period:
  Level 1 Level 2 Level 3 Total
Long-Term Investments:        
Municipal Bonds $ — $922,826,190 $ — $922,826,190
Common Stocks  — 19,150,924  — 19,150,924
Total $ — $941,977,114 $ — $941,977,114
    
(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) Investment, or portion of investment, has been pledged to collateralize the net payment obligations for investments in inverse floating rate transactions.  
(5) Defaulted security. A security whose issuer has failed to fully pay principal and/or interest when due, or is under the protection of bankruptcy.  
(6) 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.  
(7) 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.  
(8) Common Stock received as part of the bankruptcy settlements for Beaver County Industrial Development Authority, Pennsylvania, Pollution Control Revenue Bonds, FirstEnergy Nuclear Generation Project, Refunding Series 2005A, 4.000%, 1/01/35; Beaver County Industrial Development Authority, Pennsylvania, Pollution Control Revenue Refunding Bonds, FirstEnergy Nuclear Generation Project, Series 2006A, 4.375%, 1/01/35; and Beaver County Industrial Development Authority, Pennsylvania, Pollution Control Revenue Refunding Bonds, FirstEnergy Nuclear Generation Project, Series 2006B, 3.500%, 12/01/35.  
(9) For fair value measurement disclosure purposes, investment classified as Level 2.  
(10) Non-income producing; issuer has not declared an ex-dividend date within the past twelve months.  
(11) Variable Rate Demand Preferred Shares, net of deferred offering costs as a percentage of Total Investments is 23.0%.  
144A Investment is exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These investments may only be resold in transactions exempt from registration, which are normally those transactions with qualified institutional buyers.  
AMT Alternative Minimum Tax  
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.  
UB Underlying bond of an inverse floating rate trust reflected as a financing transaction. See Notes to Financial Statements, Note 4  –  Portfolio Securities and Investments in Derivatives for more information.  
WI/DD Purchased on a when-issued or delayed delivery basis.  
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