NPORT-EX 2 NXP.htm
NXP
Nuveen Select Tax-Free Income Portfolio
Portfolio of Investments    June 30, 2020
(Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    LONG-TERM INVESTMENTS – 98.4%        
    MUNICIPAL BONDS – 97.9%        
    Alaska – 0.3%        
$775   Northern Tobacco Securitization Corporation, Alaska, Tobacco Settlement Asset-Backed Bonds, Series 2006A, 5.000%, 6/01/46   7/20 at 100.00 B3 $775,155
    Arizona – 2.4%        
1,015   Arizona Board of Regents, Arizona State University System Revenue Bonds, Series 2020B, 4.000%, 7/01/47   7/30 at 100.00 AA 1,192,087
2,500   Arizona Health Facilities Authority, Hospital Revenue Bonds, Catholic Healthcare West, Series 2011B-1&2, 5.250%, 3/01/39   3/21 at 100.00 BBB+ 2,544,625
160   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 160,158
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- 271,889
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- 368,550
95   Maricopa County Industrial Development Authority, Arizona, Education Revenue Bonds, Paradise Schools Projects, Series 2016, 2.875%, 7/01/21, 144A   No Opt. Call BB+ 94,874
1,000   Maricopa County Industrial Development Authority, Arizona, Revenue Bonds, Banner Health, Refunding Series 2016A, 5.000%, 1/01/38   1/27 at 100.00 AA- 1,173,160
625   Pima County Industrial Development Authority, Arizona, Revenue Bonds, Tucson Electric Power Company, Series 2010A, 5.250%, 10/01/40   10/20 at 100.00 A- 629,969
6,000   Total Arizona       6,435,312
    Arkansas – 1.1%        
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 2,961,287
    California – 16.2%        
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 3,552,216
2,840   Anaheim Public Financing Authority, California, Lease Revenue Bonds, Public Improvement Project, Series 1997C, 0.000%, 9/01/30 –  AGM Insured   No Opt. Call AA 2,418,203
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 AA- (4) 3,387,240
40   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+ 43,803
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- 2,552,065
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 1,816,668
1

NXP Nuveen Select Tax-Free Income Portfolio (continued)
  Portfolio of Investments June 30, 2020
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    California (continued)        
$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 $2,020,330
2,710   Golden State Tobacco Securitization Corporation, California, Enhanced Tobacco Settlement Asset-Backed Revenue Bonds, Series 2005A, 0.000%, 6/01/28 –  AMBAC Insured   No Opt. Call Aa3 2,407,049
3,030   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 2,889,953
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+ 980,490
1,160   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 1,234,391
4,390   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- 3,771,186
1,700   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 A+ (4) 1,339,464
8,000   Poway Unified School District, San Diego County, California, General Obligation Bonds, School Facilities Improvement District 2007-1, Election 2008 Series 2009A, 0.000%, 8/01/33   No Opt. Call AA- 6,230,960
1,350   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 1,558,737
675   San Diego County Regional Airport Authority, California, Airport Revenue Bonds, Subordinate Series 2019B, 5.000%, 7/01/38 (AMT)   7/29 at 100.00 A+ 825,937
1,800   San Francisco City and County Public Utilities Commission, California, Water Revenue Bonds, Non-WSIP, Series 2017A, 5.000%, 11/01/42   11/24 at 100.00 Aa2 2,090,322
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 1,881,656
1,195   Tobacco Securitization Authority of Northern California, Tobacco Settlement Asset-Backed Bonds, Series 2005A-1, 5.500%, 6/01/45   7/20 at 100.00 B- 1,195,263
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 1,010,608
46,980   Total California       43,206,541
    Colorado – 6.6%        
500   Centerra Metropolitan District 1, Loveland, Colorado, Special Revenue Bonds, Refunding & Improvement Series 2017, 5.000%, 12/01/21, 144A   No Opt. Call N/R 510,245
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) 1,990,040
150   Colorado Health Facilities Authority, Colorado, Revenue Bonds, CommonSpirit Health, Series 2019A-1, 4.000%, 8/01/44   8/29 at 100.00 BBB+ 161,889
2,630   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+ 3,055,534
660   Colorado State, Certificates of Participation, Rural Series 2020A, 4.000%, 12/15/37   12/30 at 100.00 Aa2 800,573
1,935   Denver City and County, Colorado, Airport System Revenue Bonds, Subordinate Lien Series 2013B, 5.000%, 11/15/43   11/23 at 100.00 A+ 2,121,534
250   E-470 Public Highway Authority, Colorado, Senior Revenue Bonds, Series 2000B, 0.000%, 9/01/29 –  NPFG Insured   No Opt. Call A 216,485
2

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Colorado (continued)        
$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 $6,133,375
605   E-470 Public Highway Authority, Colorado, Senior Revenue Bonds, Series 2020A, 5.000%, 9/01/40   9/24 at 100.00 A 688,091
2,000   E-470 Public Highway Authority, Colorado, Toll Revenue Bonds, Series 2004B, 0.000%, 9/01/32 –  NPFG Insured   9/20 at 50.83 A 1,015,940
620   Park Creek Metropolitan District, Colorado, Senior Limited Property Tax Supported Revenue Bonds, Refunding Series 2015A, 5.000%, 12/01/35   12/25 at 100.00 A 722,753
23,630   Total Colorado       17,416,459
    Connecticut – 5.3%        
690   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- 716,041
2,500   Connecticut State, General Obligation Bonds, Green Series 2014G, 5.000%, 11/15/31   11/24 at 100.00 A1 2,883,225
1,000   Connecticut State, General Obligation Bonds, Refunding Series 2012E, 5.000%, 9/15/32   9/22 at 100.00 A1 1,076,630
1,000   Connecticut State, General Obligation Bonds, Refunding Series 2018C, 5.000%, 6/15/26   No Opt. Call A1 1,225,820
1,860   Connecticut State, Special Tax Obligation Bonds, Transportation Infrastructure Purposes Series 2013A, 5.000%, 10/01/30   10/23 at 100.00 A+ 2,096,164
1,625   Connecticut State, Special Tax Obligation Bonds, Transportation Infrastructure Purposes, Series 2014A, 5.000%, 9/01/34   9/24 at 100.00 A+ 1,853,491
3,000   Hartford County Metropolitan District, Connecticut, Clean Water Project Revenue Bonds, Refunding Green Bond Series 2014A, 5.000%, 11/01/42   11/24 at 100.00 Aa2 3,346,500
750   University of Connecticut, General Obligation Bonds, Series 2015A, 5.000%, 3/15/31   3/26 at 100.00 A+ 892,838
12,425   Total Connecticut       14,090,709
    District of Columbia – 1.1%        
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+ 2,171,789
600   Washington Metropolitan Area Transit Authority, District of Columbia, Dedicated Revenue Bonds, Series 2020A, 4.000%, 7/15/45   7/30 at 100.00 AA 702,714
2,575   Total District of Columbia       2,874,503
    Florida – 0.9%        
1,000   Miami-Dade County, Florida, Aviation Revenue Bonds, Refunding Series 2019A, 5.000%, 10/01/49 (AMT)   10/29 at 100.00 A 1,188,010
880   Tampa, Florida, Revenue Bonds, H Lee Moffitt Cancer Center and Research Institute, Series 2020B, 5.000%, 7/01/50   7/30 at 100.00 A2 1,067,290
1,880   Total Florida       2,255,300
    Georgia – 0.6%        
1,300   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+ 1,469,182
    Guam – 2.6%        
3,000   Government of Guam, Business Privilege Tax Bonds, Refunding Series 2015D, 5.000%, 11/15/39   11/25 at 100.00 BB 3,230,490
3

NXP Nuveen Select Tax-Free Income Portfolio (continued)
  Portfolio of Investments June 30, 2020
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Guam (continued)        
$1,650   Government of Guam, Hotel Occupancy Tax Revenue Bonds, Series 2011A, 6.000%, 11/01/26   5/21 at 100.00 BB $1,667,737
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- 1,936,342
6,390   Total Guam       6,834,569
    Idaho – 1.2%        
3,000   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- 3,272,760
    Illinois – 9.2%        
2,000   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 1,864,840
725   Chicago Board of Education, Illinois, Dedicated Capital Improvement Tax Revenue Bonds, Series 2016, 6.000%, 4/01/46   4/27 at 100.00 A 818,177
735   Chicago Board of Education, Illinois, General Obligation Bonds, Dedicated Revenues Series 2011A, 5.000%, 12/01/41   12/21 at 100.00 BB 741,446
735   Chicago Board of Education, Illinois, General Obligation Bonds, Dedicated Revenues, Refunding Series 2017C, 5.000%, 12/01/30   12/27 at 100.00 BB 798,335
360   Chicago Board of Education, Illinois, General Obligation Bonds, Dedicated Revenues, Series 2016B, 6.500%, 12/01/46   12/26 at 100.00 BB 412,312
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 41,985
880   Chicago, Illinois, General Obligation Bonds, Project & Refunding Series 2017A, 6.000%, 1/01/38   1/27 at 100.00 BBB+ 994,884
    Illinois Finance Authority, Revenue Bonds, Northwestern Memorial HealthCare, Series 2013:        
2,100   4.000%, 8/15/33   8/22 at 100.00 AA+ 2,215,353
2,245   5.000%, 8/15/43   8/22 at 100.00 AA+ 2,383,898
260   Illinois Finance Authority, Revenue Bonds, Rehabilitation Institute of Chicago, Series 2013A, 6.000%, 7/01/43   7/23 at 100.00 A- 289,479
2,070   Illinois State, General Obligation Bonds, Refunding September Series 2018B, 5.000%, 10/01/23   No Opt. Call BBB- 2,194,138
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 968,620
    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 1,250,560
45   0.000%, 6/15/30 (ETM)   No Opt. Call N/R (4) 39,205
765   0.000%, 6/15/30   No Opt. Call BBB 542,079
6,070   0.000%, 12/15/31 –  NPFG Insured   No Opt. Call BBB 4,006,200
5,000   0.000%, 12/15/36 –  NPFG Insured   No Opt. Call BBB 2,581,500
1,775   Springfield, Illinois, Electric Revenue Bonds, Senior Lien Series 2015, 5.000%, 3/01/28   3/25 at 100.00 A 2,098,511
4

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Illinois (continued)        
$310   University of Illinois, Health Services Facilities System Revenue Bonds, Series 2013, 6.000%, 10/01/42   10/23 at 100.00 A- $342,724
28,850   Total Illinois       24,584,246
    Indiana – 0.9%        
1,250   Indiana Finance Authority, Wastewater Utility Revenue Bonds, CWA Authority Project, Series 2015A, 5.000%, 10/01/45   10/24 at 100.00 AA 1,429,775
1,000   Indianapolis Local Public Improvement Bond Bank, Indiana, Series 1999E, 0.000%, 2/01/24 –  AMBAC Insured   No Opt. Call AA 972,430
2,250   Total Indiana       2,402,205
    Iowa – 2.5%        
710   Iowa Finance Authority, Iowa, Midwestern Disaster Area Revenue Bonds, Iowa Fertilizer Company Project, Series 2016, 5.875%, 12/01/26, 144A   7/20 at 104.00 BB- 738,996
830   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- 866,180
1,000   Iowa Tobacco Settlement Authority, Asset Backed Settlement Revenue Bonds, Series 2005C, 5.375%, 6/01/38   7/20 at 100.00 B- 1,014,540
4,000   Iowa Tobacco Settlement Authority, Tobacco Asset-Backed Revenue Bonds, Series 2005B, 5.600%, 6/01/34   7/20 at 100.00 B- 4,058,160
6,540   Total Iowa       6,677,876
    Kentucky – 1.0%        
2,500   Kentucky Economic Development Finance Authority, Hospital Revenue Bonds, Baptist Healthcare System Obligated Group, Series 2011, 5.250%, 8/15/46   8/21 at 100.00 A 2,556,275
    Massachusetts – 4.1%        
1,000   Massachusetts Development Finance Agency, Revenue Bonds, CareGroup Issue, Series 2018J-2, 5.000%, 7/01/43   7/28 at 100.00 A 1,176,350
1,625   Massachusetts Development Finance Agency, Revenue Bonds, Olin College, Series 2013E, 5.000%, 11/01/43   11/23 at 100.00 A+ 1,781,244
200   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- 204,886
2,500   Massachusetts School Building Authority, Dedicated Sales Tax Revenue Bonds, Subordinated Series 2019A, 5.000%, 2/15/49   2/26 at 100.00 AA+ 2,943,450
2,415   Massachusetts State, Federal Highway Grant Anticipation Notes, Accelerated Bridge Program, Series 2017A, 5.000%, 6/01/47   6/27 at 100.00 AA+ 2,922,343
1,650   Massachusetts Water Resources Authority, General Revenue Bonds, Refunding Series 2011C, 5.250%, 8/01/42 (Pre-refunded 8/01/21)   8/21 at 100.00 AA+ (4) 1,739,149
9,390   Total Massachusetts       10,767,422
    Michigan – 0.1%        
355   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) 389,815
5

NXP Nuveen Select Tax-Free Income Portfolio (continued)
  Portfolio of Investments June 30, 2020
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Missouri – 2.8%        
    Kansas City Municipal Assistance Corporation, Missouri, Leasehold Revenue Bonds, Series 2004B-1:        
$1,165   0.000%, 4/15/23 –  AMBAC Insured   No Opt. Call AA $1,140,477
5,000   0.000%, 4/15/30 –  AMBAC Insured   No Opt. Call AA- 4,208,950
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 2,190,040
8,165   Total Missouri       7,539,467
    Nevada – 0.1%        
275   Carson City, Nevada, Hospital Revenue Bonds, Carson Tahoe Regional Healthcare Project, Series 2017A, 5.000%, 9/01/37   9/27 at 100.00 A- 313,657
    New Hampshire – 0.5%        
1,250   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- 1,330,613
    New Jersey – 9.8%        
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 1,044,067
1,035   New Jersey Economic Development Authority, School Facilities Construction Financing Program Bonds, Refunding Series 2011GG, 5.000%, 9/01/22   3/21 at 100.00 BBB+ 1,056,735
1,380   New Jersey Economic Development Authority, Sublease Revenue Bonds, New Jersey Transit Corporation Projects, Refunding Series 2017B, 5.000%, 11/01/23   No Opt. Call BBB+ 1,498,087
260   New Jersey Health Care Facilities Financing Authority, Revenue Bonds, University Hospital Issue, Refunding Series 2015A, 5.000%, 7/01/29 –  AGM Insured   7/25 at 100.00 AA 291,431
35,000   New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Refunding Series 2006C, 0.000%, 12/15/34 –  AGM Insured   No Opt. Call AA 22,150,800
38,615   Total New Jersey       26,041,120
    New Mexico – 1.3%        
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 1,215,200
1,000   New Mexico Mortgage Finance Authority, Multifamily Housing Revenue Bonds, St Anthony, Series 2007A, 5.250%, 9/01/42 (AMT)   7/20 at 100.00 N/R 1,001,880
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- 1,190,830
3,035   Total New Mexico       3,407,910
    New York – 1.5%        
    Hudson Yards Infrastructure Corporation, New York, Revenue Bonds, Senior Fiscal 2012 Series 2011A:        
25   5.250%, 2/15/47 (Pre-refunded 2/15/21)   2/21 at 100.00 Aa2 (4) 25,778
475   5.250%, 2/15/47   2/21 at 100.00 Aa2 487,820
1,000   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 A+ 1,098,490
1,100   Metropolitan Transportation Authority, New York, Transportation Revenue Bonds, Refunding Series 2002D-1, 5.000%, 11/01/27   11/22 at 100.00 A+ 1,155,154
6

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    New York (continued)        
$780   Port Authority of New York and New Jersey, Special Project Bonds, JFK International Air Terminal LLC Project, Eigth Series 2010, 6.000%, 12/01/42   12/20 at 100.00 Baa1 $786,248
500   TSASC Inc, New York, Tobacco Settlement Asset-Backed Bonds, Fiscal 2017 Series B, 5.000%, 6/01/24   No Opt. Call B- 508,985
3,880   Total New York       4,062,475
    Ohio – 2.1%        
230   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+ 248,977
360   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 379,670
1,975   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) 2,199,084
1,500   Montgomery County, Ohio, Revenue Bonds, Miami Valley Hospital, Series 2011A, 5.750%, 11/15/21   11/20 at 100.00 A 1,525,965
1,105   Ohio Turnpike Commission, Turnpike Revenue Bonds, Infrastructure Project, Junior Lien Series 2013A-1, 5.000%, 2/15/48 (Pre-refunded 2/15/23)   2/23 at 100.00 Aa3 (4) 1,239,169
1,000   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 5,000
6,170   Total Ohio       5,597,865
    Oklahoma – 0.2%        
435   Oklahoma Development Finance Authority, Health System Revenue Bonds, OU Medicine Project, Series 2018B, 5.000%, 8/15/38   8/28 at 100.00 Baa3 498,406
    Oregon – 2.2%        
590   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+ 733,936
395   Beaverton, Oregon, Special Revenue Bonds, Series 2020A, 4.000%, 6/01/37   6/30 at 100.00 Aa3 469,296
515   Clackamas County Hospital Facility Authority, Oregon, Senior Living Revenue Bonds, Willamette View Project, Series 2017A, 4.000%, 11/15/23   No Opt. Call N/R 532,546
500   Lake Oswego, Oregon, General Obligation Bonds, Series 2013, 5.000%, 6/01/26   6/23 at 100.00 AAA 566,560
750   Multnomah County Hospital Facilities Authority, Oregon, Revenue Bond, Terwilliger Plaza, Inc, Refunding Series 2012, 5.000%, 12/01/22   No Opt. Call BBB 768,525
1,365   Oregon Facilities Authority, Revenue Bonds, Reed College, Series 2017A, 4.000%, 7/01/41   7/27 at 100.00 Aa2 1,558,461
1,000   Oregon Facilities Authority, Revenue Bonds, Willamette University, Refunding Series 2016B, 5.000%, 10/01/40   10/26 at 100.00 A- 1,133,100
5,115   Total Oregon       5,762,424
    Pennsylvania – 1.5%        
1,225   Delaware River Port Authority, New Jersey and Pennsylvania, Revenue Bonds, Series 2013, 5.000%, 1/01/37   1/24 at 100.00 A+ 1,356,614
7

NXP Nuveen Select Tax-Free Income Portfolio (continued)
  Portfolio of Investments June 30, 2020
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Pennsylvania (continued)        
$1,000   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 $1,190,880
    Pennsylvania Turnpike Commission, Motor License Fund-Enhanced Subordinate Special Revenue Bonds, Series 2010B-2:        
555   5.000%, 12/01/30 (Pre-refunded 12/01/20)   12/20 at 100.00 N/R (4) 565,945
295   5.000%, 12/01/30 (Pre-refunded 12/01/20)   12/20 at 100.00 N/R (4) 300,817
640   5.000%, 12/01/30 (Pre-refunded 12/01/20)   12/20 at 100.00 A2 (4) 652,621
3,715   Total Pennsylvania       4,066,877
    Puerto Rico – 0.9%        
    Puerto Rico Sales Tax Financing Corporation, Sales Tax Revenue Bonds, Restructured 2018A-1:        
1,500   4.750%, 7/01/53   7/28 at 100.00 N/R 1,545,240
900   5.000%, 7/01/58   7/28 at 100.00 N/R 943,245
2,400   Total Puerto Rico       2,488,485
    Texas – 10.5%        
2,795   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+ 3,248,768
250   Central Texas Regional Mobility Authority, Revenue Bonds, Senior Lien Series 2011, 6.000%, 1/01/41 (Pre-refunded 1/01/21)   1/21 at 100.00 A- (4) 257,203
110   Central Texas Regional Mobility Authority, Revenue Bonds, Senior Lien, Series 2015A, 5.000%, 1/01/33   7/25 at 100.00 A- 121,560
5,565   Grand Parkway Transportation Corporation, Texas, System Toll Revenue Bonds, Frst Tier Series 2013A, 5.500%, 4/01/53 (Pre-refunded 10/01/23)   10/23 at 100.00 A+ (4) 6,489,514
1,250   Harris County Flood Control District, Texas, Contract Tax Bonds, Refunding Series 2017A, 4.000%, 10/01/35   10/27 at 100.00 AAA 1,467,900
    Harris County-Houston Sports Authority, Texas, Revenue Bonds, Junior Lien Series 2001H:        
480   0.000%, 11/15/30 –  NPFG Insured (ETM)   No Opt. Call Baa2 (4) 415,776
2,935   0.000%, 11/15/30 –  NPFG Insured   No Opt. Call Baa2 2,119,275
4,230   Harris County-Houston Sports Authority, Texas, Revenue Bonds, Third Lien Series 2004A-3, 0.000%, 11/15/35 –  NPFG Insured   11/24 at 52.47 Baa2 1,947,534
4,015   Harris County-Houston Sports Authority, Texas, Special Revenue Bonds, Refunding Senior Lien Series 2001A, 0.000%, 11/15/38 –  NPFG Insured   11/30 at 61.17 AA 1,798,760
2,260   Love Field Airport Modernization Corporation, Texas, Special Facilities Revenue Bonds, Southwest Airlines Company, Series 2010, 5.250%, 11/01/40   11/20 at 100.00 Baa1 2,272,927
150   Mission Economic Development Corporation, Texas, Revenue Bonds, Natgasoline Project, Senior Lien Series 2018, 4.625%, 10/01/31, 144A (AMT)   10/21 at 105.00 BB- 157,581
2,000   North Texas Tollway Authority, System Revenue Bonds, Refunding First Tier Capital Appreciation Series 2008I, 6.500%, 1/01/43   1/25 at 100.00 A+ 2,384,760
5,000   Texas Municipal Gas Acquisition and Supply Corporation III, Gas Supply Revenue Bonds, Series 2012, 5.000%, 12/15/26   12/22 at 100.00 A3 5,371,450
31,040   Total Texas       28,053,008
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Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Virginia – 2.6%        
$960   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- $1,042,618
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- 2,590,980
    Virginia Small Business Financing Authority, Senior Lien Revenue Bonds, Elizabeth River Crossing, Opco LLC Project, Series 2012:        
1,000   5.250%, 1/01/32 (AMT)   7/22 at 100.00 BBB 1,053,030
650   6.000%, 1/01/37 (AMT)   7/22 at 100.00 BBB 690,300
1,565   5.500%, 1/01/42 (AMT)   7/22 at 100.00 BBB 1,639,603
6,175   Total Virginia       7,016,531
    Washington – 3.9%        
385   Port of Seattle, Washington, Revenue Bonds, Intermediate Lien Series 2019, 5.000%, 4/01/44 (AMT)   4/29 at 100.00 AA- 455,363
980   Washington Health Care Facilities Authority, Revenue Bonds, Fred Hutchinson Cancer Research Center, Series 2011A, 5.625%, 1/01/35 (Pre-refunded 1/01/21)   1/21 at 100.00 A+ (4) 1,006,009
1,000   Washington State Convention Center Public Facilities District, Lodging Tax Revenue Bonds, Series 2018, 5.000%, 7/01/58   7/28 at 100.00 A1 1,096,380
2,855   Washington State, General Obligation Bonds, Various Purpose Series 2015B, 5.000%, 2/01/37   2/25 at 100.00 Aaa 3,328,330
2,060   Washington State, General Obligation Bonds, Various Purpose Series 2016A-1, 5.000%, 8/01/39   8/25 at 100.00 Aaa 2,426,474
2,115   Washington State, Motor Vehicle Fuel Tax General Obligation Bonds, Series 2003F, 0.000%, 12/01/27 –  NPFG Insured   No Opt. Call Aaa 1,944,087
9,395   Total Washington       10,256,643
    West Virginia – 0.6%        
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   6/23 at 100.00 A 1,640,220
    Wisconsin – 1.3%        
1,645   Wisconsin Health and Educational Facilities Authority, Revenue Bonds, Mercy Alliance, Inc, Series 2012, 5.000%, 6/01/39   6/22 at 100.00 A3 1,723,401
1,500   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- 1,774,650
3,145   Total Wisconsin       3,498,051
$285,705   Total Municipal Bonds (cost $223,841,309)       260,543,368
    
Shares   Description (1)       Value
    COMMON STOCKS – 0.5%        
    Electric Utilities – 0.5%        
32,091   Energy Harbor Corp (7), (8), (9)       $1,235,503
9

NXP Nuveen Select Tax-Free Income Portfolio (continued)
  Portfolio of Investments June 30, 2020
  (Unaudited)
Shares   Description (1)       Value
    Electric Utilities(continued)        
    Total Common Stocks (cost $851,221)       1,235,503
    Total Long-Term Investments (cost $224,692,530)       261,778,871
    
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    SHORT-TERM INVESTMENTS – 0.5%        
    MUNICIPAL BONDS – 0.5%        
    Florida – 0.5%        
$1,305   Florida Development Finance Corporation, Florida, Surface Transportation Facility Revenue Bonds, Virgin Trains USA Passenger Rail Project, Variable Rate Demand Obligations, Series 2019A, 6.250%, 1/01/49 (AMT) (Mandatory Put 1/01/24), 144A (10)   9/20 at 104.00 N/R $1,163,068
$1,305   Total Short-Term Investments (cost $1,305,000)       1,163,068
    Total Investments (cost $225,997,530) – 98.9%       262,941,939
    Other Assets Less Liabilities – 1.1%       3,030,580
    Net Assets Applicable to Common Shares  –  100%       $265,972,519
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. 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. A three-tier hierarchy 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 the reporting entity’s own 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).
10

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 $ — $260,543,368 $ — $260,543,368
Common Stocks  — 1,235,503  — 1,235,503
Short-Term Investments:        
Municipal Bonds  — 1,163,068  — 1,163,068
Total $ — $262,941,939 $ — $262,941,939
    
(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 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 a dividend within the past twelve months.  
(10) Investment has a maturity of greater than one year, but has variable rate and/or demand features which qualify it as a short-term investment. The rate disclosed, as well as the reference rate and spread, where applicable, is that in effect as of the end of the reporting period. This rate changes periodically based on market conditions or a specified market index.  
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  
11