NPORT-EX 2 NMY.htm
NMY
Nuveen Maryland Quality Municipal Income Fund
Portfolio of Investments    February 28, 2021
(Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    LONG-TERM INVESTMENTS – 158.9% (100.0% of Total Investments)        
    MUNICIPAL BONDS – 158.9% (100.0% of Total Investments)        
    Consumer Discretionary  – 3.0% (1.9% of Total Investments)        
$9,215   Baltimore, Maryland, Convention Center Hotel Revenue Bonds, Refunding Series 2017, 5.000%, 9/01/42   9/27 at 100.00 B $9,385,478
2,000   Maryland Economic Development Corporation, Revenue Bonds, Chesapeake Bay Hyatt Conference Center, Series 2006A, 5.000%, 12/01/31 (4)   3/21 at 100.00 N/R 1,200,000
11,215   Total Consumer Discretionary       10,585,478
    Consumer Staples  – 5.7% (3.6% of Total Investments)        
1,885   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 2,122,491
3,270   Children's Trust Fund, Puerto Rico, Tobacco Settlement Asset-Backed Bonds, Refunding Series 2002, 5.500%, 5/15/39   3/21 at 100.00 Ba1 3,350,246
13,000   District of Columbia Tobacco Settlement Corporation, Tobacco Settlement Asset-Backed Bonds, Series 2006A, 0.010%, 6/15/46   3/21 at 21.19 N/R 2,748,200
    Guam Economic Development & Commerce Authority, Tobacco Settlement Asset-Backed Bonds, Series 2007A:        
1,915   5.250%, 6/01/32   3/21 at 100.00 N/R 1,915,670
2,915   5.625%, 6/01/47   3/21 at 100.00 N/R 2,915,845
1,660   New York Counties Tobacco Trust VI, New York, Tobacco Settlement Pass-Through Bonds, Series 2016A-1, 5.625%, 6/01/35   No Opt. Call BBB 1,796,934
100   Northern Tobacco Securitization Corporation, Alaska, Tobacco Settlement Asset-Backed Bonds, Series 2006A, 5.000%, 6/01/46   3/21 at 100.00 B3 101,251
1,405   Tobacco Settlement Financing Corporation, New Jersey, Tobacco Settlement Asset-Backed Bonds, Series 2018A, 5.000%, 6/01/46   6/28 at 100.00 BBB+ 1,638,483
345   Tobacco Settlement Financing Corporation, Virgin Islands, Tobacco Settlement Asset-Backed Bonds, Series 2001, 5.000%, 5/15/31   3/21 at 100.00 A1 345,800
2,850   TSASC Inc, New York, Tobacco Asset-Backed Bonds, Series 2006, 5.000%, 6/01/48   6/27 at 100.00 N/R 3,067,997
29,345   Total Consumer Staples       20,002,917
    Education and Civic Organizations – 8.2% (5.2% of Total Investments)        
    Frederick County, Maryland, Educational Facilities Revenue Bonds, Mount Saint Mary's University Inc, Series 2017A:        
3,000   5.000%, 9/01/37, 144A   9/27 at 100.00 BB+ 3,303,420
1,750   5.000%, 9/01/45, 144A   9/27 at 100.00 BB+ 1,896,090
865   Maryland Health and HIgher Educational Facilities Authority, Revenue Bonds, Stevenson University, Series 2021A, 4.000%, 6/01/41   6/31 at 100.00 BBB- 960,617
1

NMY Nuveen Maryland Quality Municipal Income Fund (continued)
  Portfolio of Investments February 28, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Education and Civic Organizations (continued)        
$700   Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, Goucher College, Series 2012A, 5.000%, 7/01/34   7/22 at 100.00 A- $729,127
    Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, Goucher College, Series 2017A:        
1,100   5.000%, 7/01/37   7/27 at 100.00 A- 1,280,620
1,200   5.000%, 7/01/44   7/27 at 100.00 A- 1,376,964
    Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, Green Street Academy, Series 2017A:        
265   5.125%, 7/01/37, 144A   7/27 at 100.00 N/R 287,528
500   5.250%, 7/01/47, 144A   7/27 at 100.00 N/R 536,935
    Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, Johns Hopkins University, Series 2013B:        
500   5.000%, 7/01/38   7/23 at 100.00 AA+ 541,470
4,375   4.250%, 7/01/41   7/23 at 100.00 AA+ 4,612,475
    Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, Loyola University Maryland, Series 2014:        
1,000   4.000%, 10/01/45   10/24 at 100.00 A 1,063,540
1,250   5.000%, 10/01/45   10/24 at 100.00 A 1,390,087
1,210   Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, Loyola University Maryland, Series 2019A, 5.000%, 10/01/49   10/29 at 100.00 A 1,467,597
    Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, Maryland Institute College of Art, Series 2012:        
1,500   5.000%, 6/01/34   6/22 at 100.00 Baa1 1,559,355
3,000   5.000%, 6/01/47   6/22 at 100.00 Baa1 3,099,270
    Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, Maryland Institute College of Art, Series 2016:        
175   5.000%, 6/01/36   6/26 at 100.00 Baa1 197,440
2,500   4.000%, 6/01/42   6/26 at 100.00 Baa1 2,635,500
    Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, Maryland Institute College of Art, Series 2017:        
525   5.000%, 6/01/35   6/26 at 100.00 Baa1 593,980
1,000   5.000%, 6/01/42   6/26 at 100.00 Baa1 1,113,910
26,415   Total Education and Civic Organizations       28,645,925
    Energy – 1.7% (1.1% of Total Investments)        
5,810   Maryland Economic Development Corporation, Port Facilities Revenue Bonds, CNX Marine Terminals Inc Port of Baltimore Facility, Refunding Series 2010, 5.750%, 9/01/25   3/21 at 100.00 BB- 5,869,494
    Health Care – 23.5% (14.8% of Total Investments)        
1,540   Maryland Health and HIgher Educational Facilities Authority, Revenue Bonds, Adventist Healthcare Inc, Series 2021, 5.000%, 1/01/36, (WI/DD, Settling 10/07/21)   1/32 at 100.00 Baa3 1,810,501
360   Maryland Health and HIgher Educational Facilities Authority, Revenue Bonds, University of Maryland Medical Systems, Series 2020B-2, 5.000%, 7/01/45 (Mandatory Put 7/01/27)   1/27 at 100.00 A 438,476
2

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Health Care (continued)        
    Maryland Health and Higher Educational Facilities Authority, Maryland, Hospital Revenue Bonds, Meritus Medical Center, Series 2015:        
$990   4.000%, 7/01/32   7/25 at 100.00 A- $1,070,873
2,470   4.250%, 7/01/35   7/25 at 100.00 A- 2,679,160
1,740   5.000%, 7/01/45   7/25 at 100.00 A- 1,930,826
    Maryland Health and Higher Educational Facilities Authority, Revenue Bonds Doctors Community Hospital, Series 2017B:        
250   5.000%, 7/01/34   7/27 at 100.00 Baa3 286,395
4,820   5.000%, 7/01/38   7/27 at 100.00 Baa3 5,444,142
    Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, Mercy Medical Center, Series 2016A:        
90   5.000%, 7/01/36   7/26 at 100.00 BBB+ 104,280
1,450   5.000%, 7/01/38   7/26 at 100.00 BBB+ 1,673,140
600   4.000%, 7/01/42   7/26 at 100.00 BBB+ 652,404
    Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, Adventist Healthcare, Series 2011A:        
1,350   6.250%, 1/01/31   1/22 at 100.00 Baa3 1,416,569
375   6.125%, 1/01/36   1/22 at 100.00 Baa3 393,105
4,020   Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, Adventist Healthcare, Series 2016A, 5.500%, 1/01/46   1/27 at 100.00 Baa3 4,706,053
1,355   Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, Anne Arundel Health System Issue, Series 2012, 5.000%, 7/01/24   7/22 at 100.00 A 1,436,530
2,000   Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, Calvert Health System Issue, Refunding Series 2013, 5.000%, 7/01/38   7/23 at 100.00 AA- 2,118,220
    Maryland Health and HIgher Educational Facilities Authority, Revenue Bonds, Frederick Health System Issue; Series 2020:        
1,000   3.250%, 7/01/39   7/30 at 100.00 A- 1,059,280
100   4.000%, 7/01/40   7/30 at 100.00 A- 113,972
1,240   4.000%, 7/01/50   7/30 at 100.00 A- 1,380,331
2,500   Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, Johns Hopkins Health System Issue, Series 2015A, 4.000%, 5/15/40   5/25 at 100.00 Aa2 2,735,400
2,000   Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, LifeBridge Health Issue, Series 2016, 5.000%, 7/01/47   7/26 at 100.00 A+ 2,295,220
    Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, LifeBridge Health Issue, Series 2017:        
1,000   5.000%, 7/01/33   7/27 at 100.00 A+ 1,200,620
500   4.000%, 7/01/42   7/27 at 100.00 A+ 547,895
1,000   5.000%, 7/01/44   7/27 at 100.00 A+ 1,174,360
    Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, LifeBridge Health System, Series 2015:        
1,500   4.000%, 7/01/35   7/25 at 100.00 A+ 1,624,530
1,125   5.000%, 7/01/40   7/25 at 100.00 A+ 1,297,384
2,975   4.125%, 7/01/47   7/25 at 100.00 A+ 3,179,591
3

NMY Nuveen Maryland Quality Municipal Income Fund (continued)
  Portfolio of Investments February 28, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Health Care (continued)        
$2,500   Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, MedStar Health Issue, Series 2015, 5.000%, 8/15/38   2/25 at 100.00 A $2,857,200
6,000   Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, MedStar Health Issue, Series 2017A, 5.000%, 5/15/42   5/27 at 100.00 A 7,173,420
2,850   Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, Mercy Medical Cente, Series 2011, 5.000%, 7/01/31   7/22 at 100.00 BBB+ 2,990,448
    Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, Trinity Health Credit Group, Series 2017MD:        
1,000   5.000%, 12/01/46   6/27 at 100.00 AA- 1,189,180
3,260   5.000%, 12/01/46 (UB) (5)   6/27 at 100.00 AA- 3,876,727
1,000   Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, University of Maryland Medical System Issue, Series 2015, 5.000%, 7/01/35   7/25 at 100.00 A 1,145,340
5,500   Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, University of Maryland Medical System Issue, Series 2017B, 5.000%, 7/01/39   7/27 at 100.00 A 6,497,040
2,000   Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, University of Maryland Medical System Issue, Taxable Series 2017D, 4.000%, 7/01/48   1/28 at 100.00 A 2,174,320
2,500   Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, University of Pittsburgh Medical Center, Series 2020B, 4.000%, 4/15/50   4/30 at 100.00 A 2,777,475
    Montgomery County, Maryland, Revenue Bonds, Trinity Health Credit Group, Series 2015:        
6,000   4.000%, 12/01/44   6/25 at 100.00 AA- 6,550,920
2,000   5.000%, 12/01/44 (UB) (5)   6/25 at 100.00 AA- 2,288,100
72,960   Total Health Care       82,289,427
    Housing/Multifamily – 8.9% (5.6% of Total Investments)        
1,885   Anne Arundel County, Maryland, FNMA Multifamily Housing Revenue Bonds, Glenview Gardens Apartments Project, Series 2009, 5.000%, 1/01/28 (Mandatory Put 1/01/27)   3/21 at 101.00 AA+ 1,909,034
    Howard County Housing Commission, Maryland, Revenue Bonds, Columbia Commons Apartments, Series 2014A:        
1,500   4.000%, 6/01/34   6/24 at 100.00 A+ 1,579,980
1,550   5.000%, 6/01/44   6/24 at 100.00 A+ 1,660,810
1,860   Howard County Housing Commission, Maryland, Revenue Bonds, Gateway Village Apartments, Series 2016, 4.000%, 6/01/46   6/26 at 100.00 A+ 1,983,411
    Howard County Housing Commission, Maryland, Revenue Bonds, The Verona at Oakland Mills Project, Series 2013:        
3,000   5.000%, 10/01/28   10/23 at 100.00 A+ 3,269,250
2,000   4.625%, 10/01/28   10/23 at 100.00 A+ 2,157,920
1,000   Howard County Housing Commission, Maryland, Revenue Bonds, Woodfield Oxford Square Apartments, Series 2017, 5.000%, 12/01/42   12/27 at 100.00 A+ 1,151,990
1,220   Maryland Community Development Administration Department of Housing and Community Development, Housing Revenue Bonds, Series 2000A, 2.800%, 7/01/45   7/29 at 100.00 AA+ 1,223,355
1,195   Maryland Community Development Administration Department of Housing and Community Development, Housing Revenue Bonds, Series 2014D, 3.900%, 7/01/40   1/24 at 100.00 AA+ 1,254,284
680   Maryland Community Development Administration Department of Housing and Community Development, Housing Revenue Bonds, Series 2017C, 3.550%, 7/01/42   1/27 at 100.00 AA+ 719,576
4

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Housing/Multifamily (continued)        
$700   Maryland Community Development Administration Department of Housing and Community Development, Housing Revenue Bonds, Series 2020E, 2.350%, 7/01/45   1/30 at 100.00 AA+ $686,903
1,000   Maryland Community Development Administration, Department of Housing and Community Development, Multifamily Development Revenue Bonds, Marlborough Apartments, Series 2014I, 3.450%, 12/15/31   12/24 at 100.00 Aaa 1,067,880
    Maryland Economic Development Corporation, Senior Student Housing Revenue Bonds, Towson University Project, Refunding Series 2017:        
1,100   5.000%, 7/01/36   7/27 at 100.00 BB+ 1,161,556
470   5.000%, 7/01/37   7/21 at 100.00 BB+ 472,040
    Maryland Economic Development Corporation, Student Housing Revenue Bonds, Salisbury University Project, Refunding Series 2013:        
500   5.000%, 6/01/27   6/23 at 100.00 Baa3 534,955
500   5.000%, 6/01/34   6/23 at 100.00 Baa3 527,920
1,510   Maryland Economic Development Corporation, Student Housing Revenue Bonds, Sheppard Pratt University Village, Series 2012, 5.000%, 7/01/33   7/22 at 100.00 BBB- 1,562,714
495   Maryland Economic Development Corporation, Student Housing Revenue Bonds, University of Maryland - Baltimore Project, Refunding Senior Lien Series 2015, 5.000%, 7/01/39   7/25 at 100.00 BB+ 529,709
1,110   Maryland Economic Development Corporation, Student Housing Revenue Bonds, University of Maryland, Baltimore County Project, Refunding Series 2016, 3.600%, 7/01/35  –  AGM Insured   3/21 at 100.00 AA 1,111,587
    Maryland Economic Development Corporation, Student Housing Revenue Bonds, University of Maryland, College Park Project, Refunding Series 2016:        
875   5.000%, 6/01/30  –  AGM Insured   6/26 at 100.00 AA 1,025,666
240   5.000%, 6/01/31  –  AGM Insured   6/26 at 100.00 AA 279,768
2,405   5.000%, 6/01/35  –  AGM Insured   6/26 at 100.00 AA 2,774,961
780   5.000%, 6/01/43  –  AGM Insured   6/26 at 100.00 AA 886,400
1,500   Montgomery County Housing Opportunities Commission, Maryland, Multifamily Housing Development Bonds, Series 2014A, 3.875%, 7/01/39   7/24 at 100.00 Aaa 1,575,180
29,075   Total Housing/Multifamily       31,106,849
    Housing/Single Family – 7.6% (4.8% of Total Investments)        
2,385   Maryland Community Development Administration Department of Housing and Community Development, Residential Revenue Bonds, Series 2011B, 3.250%, 3/01/36   3/26 at 100.00 Aa1 2,511,882
2,280   Maryland Community Development Administration Department of Housing and Community Development, Residential Revenue Bonds, Series 2014A, 4.300%, 9/01/32   9/23 at 100.00 Aa1 2,405,400
    Maryland Community Development Administration Department of Housing and Community Development, Residential Revenue Bonds, Series 2014C:        
3,000   3.400%, 3/01/31   3/24 at 100.00 Aa1 3,139,560
1,070   3.750%, 3/01/39   3/24 at 100.00 Aa1 1,113,025
1,500   Maryland Community Development Administration Department of Housing and Community Development, Residential Revenue Bonds, Series 2015A, 3.800%, 9/01/35   9/25 at 100.00 Aa1 1,576,110
5

NMY Nuveen Maryland Quality Municipal Income Fund (continued)
  Portfolio of Investments February 28, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Housing/Single Family (continued)        
$3,290   Maryland Community Development Administration Department of Housing and Community Development, Residential Revenue Bonds, Series 2018A, 4.100%, 9/01/38 (UB) (5)   9/27 at 100.00 Aa1 $3,602,484
1,110   Maryland Community Development Administration Department of Housing and Community Development, Residential Revenue Bonds, Series 2019A, 3.750%, 9/01/39   3/28 at 100.00 Aa1 1,191,008
1,280   Maryland Community Development Administration Department of Housing and Community Development, Residential Revenue Bonds, Series 2019B, 3.350%, 9/01/42   9/28 at 100.00 Aa1 1,359,667
2,000   Maryland Community Development Administration Department of Housing and Community Development, Residential Revenue Bonds, Series 2019C, 3.000%, 3/01/42   3/29 at 100.00 Aa1 2,061,620
2,000   Maryland Community Development Administration Department of Housing and Community Development, Residential Revenue Bonds, Series 2020D, 2.100%, 9/01/40   9/29 at 100.00 Aa1 1,936,880
2,570   Maryland Community Development Administration Department of Housing and Community Development, Residential Revenue Bonds, Series 2021A, 2.000%, 9/01/43   3/30 at 100.00 Aa1 2,422,996
2,000   Maryland Community Development Administration Department of Housing and Community Development, Residential Revenue Bonds, Taxable Series 2019D, 3.350%, 7/01/49   7/29 at 100.00 AA+ 2,120,440
1,205   Montgomery County Housing Opportunities Commission, Maryland, Single Family Mortgage Revenue Bonds, Series 2017A, 3.650%, 7/01/37   7/26 at 100.00 Aa2 1,279,529
25,690   Total Housing/Single Family       26,720,601
    Long-Term Care – 8.8% (5.5% of Total Investments)        
    Baltimore County, Maryland, Revenue Bonds, Oak Crest Village, Series 2016:        
2,220   5.000%, 1/01/37   1/26 at 100.00 A 2,520,277
1,000   3.625%, 1/01/37   1/26 at 100.00 A 1,060,490
2,500   Baltimore County, Maryland, Revenue Bonds, Oak Crest Village, Series 2020, 4.000%, 1/01/50   1/27 at 103.00 A 2,745,425
635   Baltimore County, Maryland, Revenue Bonds, Riderwood Village Inc Facility, Series 2020, 4.000%, 1/01/50   1/27 at 103.00 A 694,423
3,000   Gaithersburg, Maryland, Economic Development Revenue Bonds, Asbury Methodist Obligated Group Project, Refunding Series 2018A, 5.000%, 1/01/36   1/24 at 104.00 BBB 3,307,560
1,290   Howard County, Maryland, Retirement Community Revenue Bonds, Vantage House, Refunding Series 2016, 5.000%, 4/01/46   4/27 at 100.00 N/R 1,303,416
1,710   Howard County, Maryland, Retirement Community Revenue Bonds, Vantage House, Refunding Series 2017, 5.000%, 4/01/36   4/27 at 100.00 N/R 1,754,067
    Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, Charlestown Community Issue, Series 2016A:        
2,125   5.000%, 1/01/36   7/26 at 100.00 A 2,432,572
4,090   5.000%, 1/01/45   7/26 at 100.00 A 4,614,502
2,480   Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, Mercy Ridge Retirement Community, Series 2007, 4.750%, 7/01/34   3/21 at 100.00 A 2,481,414
1,050   Prince George's County, Maryland, Revenue Bonds, Collington Episcopal Life Care Community Inc, Series 2017, 5.250%, 4/01/37   4/27 at 100.00 N/R 1,095,412
1,340   Rockville Mayor and Council, Maryland, Economic Development Revenue Bonds, Ingleside King Farm Project, Refunding Series 2017, 5.000%, 11/01/35   11/24 at 103.00 B- 1,416,836
6

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Long-Term Care (continued)        
$795   Rockville Mayor and Council, Maryland, Economic Development Revenue Bonds, Ingleside King Farm Project, Refunding Series 2017A-2, 5.000%, 11/01/31   11/24 at 103.00 B- $849,497
1,000   Rockville Mayor and Council, Maryland, Economic Development Revenue Bonds, Ingleside King Farm Project, Series 2017A-1, 5.000%, 11/01/37   11/24 at 103.00 B- 1,052,560
    Rockville Mayor and Council, Maryland, Economic Development Revenue Bonds, Series 2017B:        
500   5.000%, 11/01/42   11/24 at 103.00 B- 520,360
1,000   5.000%, 11/01/47   11/24 at 103.00 B- 1,034,270
    Washington County County Commissioners, Maryland, Revenue Bonds, Diakon Lutheran Social Ministries Project, Series 2019B:        
1,000   5.000%, 1/01/29   No Opt. Call BBB+ 1,236,010
500   5.000%, 1/01/32   1/29 at 100.00 BBB+ 609,020
28,235   Total Long-Term Care       30,728,111
    Tax Obligation/General – 12.3% (7.8% of Total Investments)        
5,240   Huntington Beach Union High School District, Orange County, California, General Obligation Bonds, Series 2005, 0.000%, 8/01/30  –  AGM Insured   No Opt. Call AA 4,468,305
3,510   Montgomery County, Maryland, General Obligation Bonds, Refunding Consolidated Public Improvement Series 2017C, 5.000%, 10/01/21   No Opt. Call AAA 3,610,000
4,930   Patterson Joint Unified School District, Stanislaus County, California, General Obligation Bonds, 2008 Election Series 2009B, 0.000%, 8/01/42  –  AGM Insured   No Opt. Call AA 2,727,177
    Prince George's County, Maryland, General Obligation Consolidated Public Improvement Bonds, Series 2014A:        
3,000   4.000%, 9/01/30   9/24 at 100.00 AAA 3,304,740
3,000   4.000%, 9/01/31   9/24 at 100.00 AAA 3,297,210
    Prince George's County, Maryland, General Obligation Consolidated Public Improvement Bonds, Series 2020A:        
2,500   5.000%, 7/15/33   7/28 at 100.00 AAA 3,163,750
2,500   5.000%, 7/15/34   7/28 at 100.00 AAA 3,153,950
14,985   San Ysidro School District, San Diego County, California, General Obligation Bonds, 1997 Election Series 2012G, 0.000%, 8/01/40  –  AGM Insured   No Opt. Call AA 9,077,763
2,000   Washington Suburban Sanitary District, Montgomery and Prince George's Counties, Maryland, General Obligation Bonds, Consolidated Public Improvement, Second Series 2016, 5.000%, 6/01/35   6/26 at 100.00 AAA 2,380,300
2,500   Washington Suburban Sanitary District, Montgomery and Prince George's Counties, Maryland, General Obligation Bonds, Consolidated Public Improvement, Series 2017, 5.000%, 6/15/25   No Opt. Call AAA 2,979,500
2,500   Washington Suburban Sanitary District, Montgomery and Prince George's Counties, Maryland, General Obligation Bonds, Consolidated Public Improvement, Series 2018, 4.000%, 6/01/39   6/28 at 100.00 AAA 2,912,700
6,220   Wylie Independent School District, Collin County, Texas, General Obligation Bonds, Capital Appreciation Series 2015, 0.000%, 8/15/50   8/25 at 35.55 Aaa 2,051,543
52,885   Total Tax Obligation/General       43,126,938
7

NMY Nuveen Maryland Quality Municipal Income Fund (continued)
  Portfolio of Investments February 28, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Tax Obligation/Limited – 29.4% (18.5% of Total Investments)        
$1,000   Anne Arundel County, Maryland, General Obligation Bonds, Consolidated General Improvement, Series 2019, 5.000%, 10/01/44   10/29 at 100.00 AAA $1,255,200
1,200   Anne Arundel County, Maryland, Special Tax District Revenue Bonds, Villages of Dorchester & Farmington Village Projects, Series 2013, 5.000%, 7/01/32   7/23 at 100.00 AA 1,319,040
1,450   Baltimore, Maryland, Special Obligation Bonds, Center/West Development Project, Series 2017A, 5.500%, 6/01/43   6/26 at 100.00 N/R 1,523,211
    Baltimore, Maryland, Special Obligation Bonds, Consolidated Tax Increment Financing, Series 2015:        
525   5.000%, 6/15/30   6/24 at 100.00 BBB+ 582,246
425   5.000%, 6/15/33   6/24 at 100.00 BBB+ 468,095
    Baltimore, Maryland, Special Obligation Bonds, East Baltimore Research Park Project, Series 2017A:        
1,270   4.500%, 9/01/33   9/27 at 100.00 N/R 1,351,585
240   5.000%, 9/01/38   9/27 at 100.00 N/R 259,457
    Baltimore, Maryland, Special Obligation Bonds, Harbor Point Project, Refunding Series 2016:        
1,895   5.000%, 6/01/36   6/26 at 100.00 N/R 2,036,670
250   5.125%, 6/01/43   6/26 at 100.00 N/R 267,573
2,000   Baltimore, Maryland, Special Obligation Bonds, Harbor Point Project, Refunding Series 2019A, 3.625%, 6/01/46, 144A   6/29 at 100.00 N/R 2,027,740
350   Baltimore, Maryland, Special Obligation Bonds, Harbor Point Project, Refunding Series 2019B, 3.875%, 6/01/46, 144A   6/23 at 100.00 N/R 351,820
    Brunswick, Frederick County, Maryland, Special Obligation Bonds, Brunswick Crossing Special Taxing District, Refunding Series 2019:        
450   4.000%, 7/01/29   1/29 at 100.00 N/R 515,979
740   5.000%, 7/01/36   1/29 at 100.00 N/R 869,655
450   Frederick County, Maryland, Special Obligation Bonds, Lake Linganore Village Community Development Series 2001A, 5.700%, 7/01/29  –  RAAI Insured   3/21 at 100.00 AA 451,778
    Frederick County, Maryland, Special Obligation Bonds, Urbana Community Development Authority, Refunding Series 2020A:        
1,020   4.000%, 7/01/38   7/30 at 100.00 A- 1,165,187
500   4.000%, 7/01/39   7/30 at 100.00 A- 569,540
370   Frederick County, Maryland, Tax Increment and Special Tax B Limited Obligation Bonds, Oakdale-Lake Linganore Project, Series 2019, 3.750%, 7/01/39   7/29 at 100.00 N/R 380,667
125   Frederick County, Maryland, Tax Increment and Special Tax Limited Obligation Bonds, Jefferson Technology Park Project, Refunding Series 2020B, 4.625%, 7/01/43, 144A   7/30 at 102.00 N/R 142,324
2,000   Government of Guam, Business Privilege Tax Bonds, Refunding Series 2015D, 5.000%, 11/15/34   11/25 at 100.00 BB 2,237,240
    Government of Guam, Business Privilege Tax Bonds, Series 2011A:        
500   5.000%, 1/01/31   1/22 at 100.00 BB 512,880
1,000   5.250%, 1/01/36   1/22 at 100.00 BB 1,026,320
8

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Tax Obligation/Limited (continued)        
    Guam Government, Limited Obligation Section 30 Revenue Bonds, Series 2016A:        
$1,000   5.000%, 12/01/23   No Opt. Call BB $1,104,170
2,000   5.000%, 12/01/33   12/26 at 100.00 BB 2,279,480
2,260   5.000%, 12/01/34   12/26 at 100.00 BB 2,570,569
1,175   5.000%, 12/01/46   12/26 at 100.00 BB 1,306,964
1,420   Howard County, Maryland, Special Obligation Bonds, Annapolis Junction Town Center Project, Series 2014, 6.100%, 2/15/44   2/24 at 100.00 N/R 1,404,394
    Howard County, Maryland, Special Obligation Bonds, Downtown Columbia Project, Series 2017A:        
1,500   4.125%, 2/15/34, 144A   2/26 at 100.00 N/R 1,560,975
1,550   4.375%, 2/15/39, 144A   2/26 at 100.00 N/R 1,618,324
850   4.500%, 2/15/47, 144A   2/26 at 100.00 N/R 883,235
1,260   Huntington Beach Union High School District, Orange County, California, Certificates of Participation, Capital Project, Series 2007, 0.000%, 9/01/35  –  AGM Insured   No Opt. Call AA 906,091
    Hyattsville, Maryland, Special Obligation Bonds, University Town Center Project, Series 2016:        
2,125   5.000%, 7/01/31   7/25 at 100.00 N/R 2,225,831
1,640   5.000%, 7/01/34   7/25 at 100.00 N/R 1,700,565
1,150   Maryland Community Development Administration, Local Government Infrastructure Bonds, Senior Obligation Series 2020A-1, 4.000%, 6/01/40   6/30 at 100.00 Aa2 1,352,619
720   Maryland Community Development Administration, Local Government Infrastructure Bonds, Subordinate Obligation Series 2019B-2, 4.000%, 6/01/49   6/29 at 100.00 Aa3 814,241
    Maryland Economic Development Corporation, Special Obligation Bonds, Metro Centre Owings Mills Project, Series 2017:        
585   4.375%, 7/01/36   1/27 at 100.00 N/R 618,088
355   4.500%, 7/01/44   1/27 at 100.00 N/R 375,480
4,395   Maryland Stadium Authority, Revenue Bonds, Baltimore City Public Schools Construction & Revitalization Program, Series 2016, 5.000%, 5/01/33   5/26 at 100.00 AA 5,130,415
    Maryland Stadium Authority, Revenue Bonds, Baltimore City Public Schools Construction & Revitalization Program, Series 2018A:        
2,000   5.000%, 5/01/35   5/28 at 100.00 AA 2,432,700
2,000   5.000%, 5/01/36 (UB) (5)   5/28 at 100.00 AA 2,425,220
6,250   5.000%, 5/01/42 (UB) (5)   5/28 at 100.00 AA 7,478,688
2,000   New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series 2009A, 0.000%, 12/15/32   No Opt. Call Baa1 1,499,700
320   Prince George's County Revenue Authority, Maryland, Special Obligation Bonds, Suitland-Naylor Road Project, Series 2016, 5.000%, 7/01/46, 144A   1/26 at 100.00 N/R 343,811
4,500   Prince George's County, Maryland, Certificates of Participation, University of Maryland Capital Region Medical Center, Series 2018, 5.000%, 10/01/43 (UB) (5)   10/28 at 100.00 AA+ 5,540,895
5,436   Prince George's County, Maryland, Special Obligation Bonds, National Harbor Project, Series 2005, 5.200%, 7/01/34   3/21 at 100.00 N/R 5,477,748
9

NMY Nuveen Maryland Quality Municipal Income Fund (continued)
  Portfolio of Investments February 28, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Tax Obligation/Limited (continued)        
    Prince George's County, Maryland, Special Obligation Bonds, Westphalia Town Center Project, Series 2018:        
$1,300   5.125%, 7/01/39, 144A   7/28 at 100.00 N/R $1,421,420
2,200   5.250%, 7/01/48, 144A   7/28 at 100.00 N/R 2,404,226
2,160   Prince George's County, Maryland, Special Tax District Bonds, Victoria Falls Project, Series 2005, 5.250%, 7/01/35   3/21 at 100.00 N/R 2,178,814
1,100   Puerto Rico Highway and Transportation Authority, Highway Revenue Bonds, Series 2007N, 5.500%, 7/01/29  –  AMBAC Insured   No Opt. Call C 1,239,051
2,100   Puerto Rico Municipal Finance Agency, Series 2002A, 5.250%, 8/01/21  –  AGM Insured   3/21 at 100.00 AA 2,112,327
1,035   Puerto Rico Public Finance Corporation, Commonwealth Appropriation Bonds, Series 1998A, 5.125%, 6/01/24  –  AMBAC Insured   No Opt. Call Aaa 1,106,456
    Puerto Rico Sales Tax Financing Corporation, Sales Tax Revenue Bonds, Restructured 2018A-1:        
53   0.000%, 7/01/24   No Opt. Call N/R 49,878
90   0.000%, 7/01/27   No Opt. Call N/R 79,226
88   0.000%, 7/01/29   7/28 at 98.64 N/R 72,807
114   0.000%, 7/01/31   7/28 at 91.88 N/R 87,539
128   0.000%, 7/01/33   7/28 at 86.06 N/R 91,012
1,093   4.500%, 7/01/34   7/25 at 100.00 N/R 1,192,911
3,495   0.000%, 7/01/51   7/28 at 30.01 N/R 769,494
4,365   5.000%, 7/01/58   7/28 at 100.00 N/R 4,834,412
    Puerto Rico Sales Tax Financing Corporation, Sales Tax Revenue Bonds, Taxable Restructured Cofina Project Series 2019A-2:        
1,875   4.329%, 7/01/40   7/28 at 100.00 N/R 2,016,844
3   4.536%, 7/01/53   7/28 at 100.00 N/R 3,233
50   4.784%, 7/01/58   7/28 at 100.00 N/R 54,679
    Puerto Rico, Highway Revenue Bonds, Highway and Transportation Authority, Refunding Series 2007CC:        
765   5.500%, 7/01/28  –  NPFG Insured   No Opt. Call Baa2 853,120
2,300   5.500%, 7/01/30  –  AGM Insured   No Opt. Call AA 2,833,531
1,800   Virgin Islands Public Finance Authority, Federal Highway Grant Anticipation Loan Note Revenue Bonds, Series 2015, 5.000%, 9/01/33, 144A   9/25 at 100.00 A 1,994,436
2,000   Virgin Islands Public Finance Authority, Gross Receipts Taxes Loan Note, Refunding Series 2006, 5.000%, 10/01/27  –  FGIC Insured   3/21 at 100.00 Baa2 2,031,220
2,240   Virgin Islands Public Finance Authority, Gross Receipts Taxes Loan Note, Working Capital Series 2014A, 5.000%, 10/01/34  –  AGM Insured, 144A   10/24 at 100.00 AA 2,475,334
1,035   Virgin Islands Public Finance Authority, Matching Fund Loan Notes Revenue Bonds, Senior Lien Series 2009A-1, 5.000%, 10/01/29  –  AGM Insured   3/21 at 100.00 AA 1,071,774
1,435   Virgin Islands Public Finance Authority, Matching Fund Loan Notes Revenue Bonds, Senior Lien, Refunding Series 2013B, 5.000%, 10/01/24  –  AGM Insured   No Opt. Call AA 1,536,942
97,075   Total Tax Obligation/Limited       102,875,096
10

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Transportation – 14.7% (9.2% of Total Investments)        
$30   Baltimore, Maryland, Revenue Refunding Bonds, Parking System Facilities, Series 1998A, 5.250%, 7/01/21  –  FGIC Insured   No Opt. Call A1 $30,492
125   Guam International Airport Authority, Revenue Bonds, Series 2013C, 6.375%, 10/01/43 (AMT)   10/23 at 100.00 Baa2 133,500
    Guam Port Authority, Port Revenue Bonds, Private Activity Series 2018B:        
510   5.000%, 7/01/32 (AMT)   7/28 at 100.00 A 607,701
355   5.000%, 7/01/33 (AMT)   7/28 at 100.00 A 420,643
600   Maryland Economic Development Corporation Economic Development Revenue Bonds, Terminal Project, Series 2019A, 5.000%, 6/01/49 (AMT)   6/29 at 100.00 Baa3 661,620
    Maryland Economic Development Corporation Economic Development Revenue Bonds, Transportation Facilities Project, Refunding Series 2017A:        
1,000   5.000%, 6/01/31   6/28 at 100.00 Baa3 1,160,670
1,125   5.000%, 6/01/32   6/28 at 100.00 Baa3 1,297,058
3,360   5.000%, 6/01/35   6/28 at 100.00 Baa3 3,840,514
1,500   Maryland Economic Development Corporation, Air Cargo Obligated Group Revenue Bonds, AFCO Airport Real Estate Group, Series 2019, 4.000%, 7/01/44 (AMT)   7/29 at 100.00 BBB 1,671,960
    Maryland Economic Development Corporation, Parking Facilities Revenue Bonds Baltimore City Project, Subordinate Parking Facilities Revenue Bonds, Series 2018C:        
1,250   4.000%, 6/01/48   6/28 at 100.00 BB- 1,114,500
1,080   4.000%, 6/01/58   6/28 at 100.00 BB- 929,027
3,725   Maryland Economic Development Corporation, Parking Facilities Revenue Bonds, Baltimore City Project, Senior Parking Facilities Revenue Bonds, Series 2018A, 5.000%, 6/01/58   6/28 at 100.00 BB 3,974,016
    Maryland Economic Development Corporation, Private Activity Revenue Bonds AP, Purple Line Light Rail Project, Green Bonds, Series 2016D:        
2,000   5.000%, 9/30/28 (AMT)   9/26 at 100.00 BB- 2,335,760
1,000   5.000%, 9/30/31 (AMT)   9/26 at 100.00 BB- 1,152,500
5,825   5.000%, 3/31/46 (AMT)   9/26 at 100.00 BB- 6,522,078
2,200   5.000%, 3/31/51 (AMT)   9/26 at 100.00 BB- 2,453,088
    Maryland Health and Higher Educational Facilities Authority, Parking Facilities Revenue Bonds, Johns Hopkins Hospital, Series 2001:        
1,300   5.000%, 7/01/27  –  AMBAC Insured   3/21 at 100.00 N/R 1,311,674
1,000   5.000%, 7/01/34  –  AMBAC Insured   3/21 at 100.00 N/R 1,009,060
385   Maryland Health and Higher Educational Facilities Authority, Parking Facilities Revenue Bonds, Johns Hopkins Medical Institutions, Series 1996, 5.500%, 7/01/26  –  AMBAC Insured   3/21 at 100.00 N/R 385,766
1,500   Maryland Transportation Authority, Passenger Facility Charge Revenue Bonds, Baltimore/Washington Internatonal Thurgood Marshall Airport Project, Series 2019, 5.000%, 6/01/32 (AMT)   6/29 at 100.00 A 1,869,600
3,000   Maryland Transportation Authority, Revenue Bonds, Transportation Facilities Projects, Series 2020, 4.000%, 7/01/39   7/30 at 100.00 Aa2 3,555,330
2,000   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- 2,215,760
11

NMY Nuveen Maryland Quality Municipal Income Fund (continued)
  Portfolio of Investments February 28, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Transportation (continued)        
$3,000   New York Transportation Development Corporation, New York, Special Facilities Bonds, LaGuardia Airport Terminal B Redevelopment Project, Series 2016A, 5.000%, 7/01/46 (AMT)   7/24 at 100.00 BBB $3,339,960
    New York Transportation Development Corporation, New York, Special Facility Revenue Bonds, American Airlines, Inc John F Kennedy International Airport Project, Refunding Series 2016:        
175   5.000%, 8/01/26 (AMT)   8/21 at 100.00 B+ 178,059
680   5.000%, 8/01/31 (AMT)   8/21 at 100.00 B+ 691,288
530   Texas Private Activity Bond Surface Transporation Corporation, Revenue Bonds, NTE Mobility Partners LLC North Tarrant Express Managed Lanes Project, Refunding Senior Lien Series 2019A, 4.000%, 12/31/39   12/29 at 100.00 Baa2 601,751
1,000   Washington Metropolitan Area Transit Authority, District of Columbia, Gross Revenue Bonds, Refunding Crossover Series 2017A-2, 5.000%, 7/01/33   7/27 at 100.00 AA 1,216,720
    Washington Metropolitan Area Transit Authority, District of Columbia, Gross Revenue Bonds, Series 2017B:        
1,500   5.000%, 7/01/29   7/27 at 100.00 AA 1,851,990
3,000   5.000%, 7/01/42   7/27 at 100.00 AA 3,585,450
1,000   Washington Metropolitan Area Transit Authority, District of Columbia, Gross Revenue Bonds, Series 2018, 5.000%, 7/01/38   7/27 at 100.00 AA- 1,204,820
45,755   Total Transportation       51,322,355
    U.S. Guaranteed – 25.8% (16.2% of Total Investments) (6)        
    Baltimore, Maryland, General Obligation Bonds, Consolidated Public Improvements, Series 2011A:        
1,000   5.000%, 10/15/29 (Pre-refunded 10/15/21)   10/21 at 100.00 AA 1,030,210
1,200   5.000%, 10/15/30 (Pre-refunded 10/15/21)   10/21 at 100.00 AA 1,236,252
2,480   Baltimore, Maryland, Project and Revenue Refunding Bonds, Water Projects, Series 2013B, 5.000%, 7/01/38 (Pre-refunded 1/01/24)   1/24 at 100.00 Aa2 2,806,021
2,000   Baltimore, Maryland, Revenue Bonds, Wastewater Projects, Series 2011A, 5.000%, 7/01/41 (Pre-refunded 7/01/21)   7/21 at 100.00 AA 2,032,240
2,000   Baltimore, Maryland, Revenue Bonds, Water Projects, Refunding Series 1994A, 5.000%, 7/01/24  –  FGIC Insured (ETM)   No Opt. Call Aa2 2,185,980
2,615   Baltimore, Maryland, Revenue Bonds, Water Projects, Refunding Series 1998A, 5.000%, 7/01/28  –  FGIC Insured (ETM)   No Opt. Call AA 3,032,746
2,030   Guam Government Waterworks Authority, Water and Wastewater System Revenue Bonds, Series 2013, 5.500%, 7/01/43 (Pre-refunded 7/01/23)   7/23 at 100.00 A- 2,273,438
    Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, Carroll Hospital Center, Series 2012A:        
1,000   4.000%, 7/01/30 (Pre-refunded 7/01/22)   7/22 at 100.00 A1 1,050,740
1,775   5.000%, 7/01/37 (Pre-refunded 7/01/22)   7/22 at 100.00 A1 1,888,636
4,335   Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, Frederick Memorial Hospital Issue, Series 2012A, 4.250%, 7/01/32 (Pre-refunded 7/01/22)   7/22 at 100.00 A- 4,560,420
2,630   Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, Helix Health, Series 1997, 5.000%, 7/01/27  –  AMBAC Insured (ETM)   No Opt. Call N/R 3,039,202
12

Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    U.S. Guaranteed (6) (continued)        
    Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, Johns Hopkins Health System Obligated Group Issue, Series 2011A:        
$500   5.000%, 5/15/25 (Pre-refunded 5/15/21)   5/21 at 100.00 Aa2 $504,895
500   5.000%, 5/15/26 (Pre-refunded 5/15/21)   5/21 at 100.00 Aa2 504,895
    Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, Johns Hopkins University, Series 2012A:        
1,145   5.000%, 7/01/30 (Pre-refunded 7/01/22)   7/22 at 100.00 AA+ 1,219,104
1,050   5.000%, 7/01/37 (Pre-refunded 7/01/22)   7/22 at 100.00 AA+ 1,117,956
    Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, LifeBridge Health System, Series 2011:        
500   5.750%, 7/01/31 (Pre-refunded 7/01/21)   7/21 at 100.00 A+ 509,215
1,000   6.000%, 7/01/41 (Pre-refunded 7/01/21)   7/21 at 100.00 A+ 1,019,190
1,250   Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, Loyola University Maryland, Series 2012A, 5.000%, 10/01/39 (Pre-refunded 10/01/22)   10/22 at 100.00 A 1,345,875
    Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, Peninsula Regional Medical Center Issue, Refunding Series 2015:        
1,000   5.000%, 7/01/39 (Pre-refunded 7/01/24)   7/24 at 100.00 A 1,151,670
5,500   5.000%, 7/01/45 (Pre-refunded 7/01/24)   7/24 at 100.00 A 6,334,185
    Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, University of Maryland Medical System Issue, Series 2013A:        
4,665   4.000%, 7/01/43 (Pre-refunded 7/01/22)   7/22 at 100.00 A 4,901,702
11,500   5.000%, 7/01/43 (Pre-refunded 7/01/22)   7/22 at 100.00 A 12,236,230
12,250   Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, Western Maryland Health, Series 2014, 5.250%, 7/01/34 (Pre-refunded 7/01/24)   7/24 at 100.00 N/R 14,165,042
    Maryland Stadium Authority, Revenue Bonds, Baltimore City Public Schools Construction & Revitalization Program, Series 2016:        
3,650   5.000%, 5/01/35 (Pre-refunded 5/01/26)   5/26 at 100.00 AA 4,452,890
5,100   5.000%, 5/01/46 (Pre-refunded 5/01/26) (UB) (5)   5/26 at 100.00 AA 6,221,847
8,000   Montgomery County, Maryland, Revenue Bonds, Trinity Health Credit Group, Refunding Series 2011MD, 5.000%, 12/01/40 (Pre-refunded 12/01/21)   12/21 at 100.00 AA- 8,291,520
625   Morgan State University, Maryland, Student Tuition and Fee Revenue Bonds, Academic Fees and Auxiliary Facilities, Refunding Series 2012, 5.000%, 7/01/29 (Pre-refunded 7/01/22)   7/22 at 100.00 A+ 665,013
780   Wylie Independent School District, Collin County, Texas, General Obligation Bonds, Capital Appreciation Series 2015, 0.000%, 8/15/50 (Pre-refunded 8/15/25)   8/25 at 35.55 Aaa 267,251
82,080   Total U.S. Guaranteed       90,044,365
    Utilities – 9.3% (5.8% of Total Investments)        
1,000   Baltimore, Maryland, Revenue Bonds, Storm Water Projects, Series 2019A, 5.000%, 7/01/49   7/29 at 100.00 Aa2 1,243,620
2,000   Baltimore, Maryland, Revenue Bonds, Wastewater Projects, Series 2019A, 5.000%, 7/01/49   7/29 at 100.00 AA 2,487,240
13

NMY Nuveen Maryland Quality Municipal Income Fund (continued)
  Portfolio of Investments February 28, 2021
  (Unaudited)
Principal Amount (000)   Description (1)   Optional Call Provisions (2) Ratings (3) Value
    Utilities (continued)        
    Baltimore, Maryland, Revenue Bonds, Wastewater Projects, Subordinate Series 2017A:        
$2,000   5.000%, 7/01/46   1/27 at 100.00 AA- $2,344,400
2,000   5.000%, 7/01/46 (UB)   1/27 at 100.00 AA- 2,344,400
335   Baltimore, Maryland, Revenue Bonds, Water Projects, Refunding Series 1994A, 5.000%, 7/01/24  –  FGIC Insured   No Opt. Call Aa2 347,981
3,000   Baltimore, Maryland, Revenue Bonds, Water Projects, Series 2020A, 4.000%, 7/01/45   7/30 at 100.00 Aa2 3,485,460
2,500   Baltimore, Maryland, Revenue Bonds, Water Projects, Subordinate Series 2014A, 5.000%, 7/01/44   1/25 at 100.00 Aa3 2,802,800
6,000   Baltimore, Maryland, Revenue Bonds, Water Projects, Subordinate Series 2017A, 5.000%, 7/01/41 (UB)   1/27 at 100.00 AA- 7,091,460
2,000   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 2,060,000
1,300   Guam Government Waterworks Authority, Water and Wastewater System Revenue Bonds, Refunding Series 2014A, 5.000%, 7/01/35   7/24 at 100.00 A- 1,424,618
    Guam Government Waterworks Authority, Water and Wastewater System Revenue Bonds, Series 2016:        
245   5.000%, 7/01/27   7/26 at 100.00 A- 288,725
1,240   5.000%, 1/01/46   7/26 at 100.00 A- 1,389,160
1,000   Guam Government Waterworks Authority, Water and Wastewater System Revenue Bonds, Series 2020A, 5.000%, 1/01/50   7/30 at 100.00 A- 1,204,990
1,250   Guam Power Authority, Revenue Bonds, Series 2012A, 5.000%, 10/01/30  –  AGM Insured   10/22 at 100.00 AA 1,327,575
    Guam Power Authority, Revenue Bonds, Series 2014A:        
600   5.000%, 10/01/39   10/24 at 100.00 AA 666,510
575   5.000%, 10/01/44   10/24 at 100.00 AA 635,789
500   Puerto Rico Aqueduct and Sewerage Authority, Revenue Bonds, Senior Lien Series 2012A, 6.000%, 7/01/47   7/22 at 100.00 CCC 531,295
730   Virgin Islands Water and Power Authority, Electric System Revenue Bonds, Refunding Series 2007A, 5.000%, 7/01/24   3/21 at 100.00 CCC 710,757
28,275   Total Utilities       32,386,780
$534,815   Total Long-Term Investments (cost $517,005,500)       555,704,336
    Total Long-Term Investments (cost $517,005,500)       555,704,336
    Floating Rate Obligations – (7.8)%       (27,120,000)
    Adjustable Rate MuniFund Term Preferred Shares, net of deferred offering costs – (52.0)% (7)       (181,905,972)
    Other Assets Less Liabilities – 0.9%       3,117,793
    Net Asset Applicable to Common Shares – 100%       $349,796,157
14

Part F of Form N-PORT was prepared in accordance with U.S. generally accepted accounting principles (“U.S. GAAP”) and in conformity with the applicable rules and regulations of the U.S. Securities and Exchange Commission (“SEC”) related to interim filings. Part F of Form N-PORT does not include all information and footnotes required by U.S. GAAP for complete financial statements. Certain footnote disclosures normally included in financial statements prepared in accordance with U.S. GAAP have been condensed or omitted from this report pursuant to the rules of the SEC. For a full set of the Fund’s notes to financial statements, please refer to the Fund’s most recently filed annual or semi-annual report.
Fair Value Measurements
The Fund's investments in securities are recorded at their estimated fair value utilizing valuation methods approved by the Board of Directors/Trustees. Fair value is defined as the price that would be received upon selling an investment or transferring a liability in an orderly transaction to an independent buyer in the principal or most advantageous market for the investment. U.S. GAAP establishes the three-tier hierarchy which is used to maximize the use of observable market data and minimize the use of unobservable inputs and to establish classification of fair value measurements for disclosure purposes. Observable inputs reflect the assumptions market participants would use in pricing the asset or liability. Observable inputs are based on market data obtained from sources independent of the reporting entity. Unobservable inputs reflect management’s assumptions about the assumptions market participants would use in pricing the asset or liability. Unobservable inputs are based on the best information available in the circumstances. The following is a summary of the three-tiered hierarchy of valuation input levels.
Level 1  –     Inputs are unadjusted and prices are determined using quoted prices in active markets for identical securities.
Level 2  –     Prices are determined using other significant observable inputs (including quoted prices for similar securities, interest rates, credit spreads, etc.).
Level 3  –     Prices are determined using significant unobservable inputs (including management’s assumptions in determining the fair value of investments).
The 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 $ — $555,704,336 $ — $555,704,336
    
(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) Defaulted security. A security whose issuer has failed to fully pay principal and/or interest when due, or is under the protection of bankruptcy.  
(5) Investment, or portion of investment, has been pledged to collateralize the net payment obligations for investments in inverse floating rate transactions.  
(6) 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.  
(7) Adjustable Rate MuniFund Term Preferred Shares, net of deferred offering cost as a percentage of Total Investments is 0.0%.  
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  
ETM Escrowed to maturity  
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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