Chair’s Letter to Shareholders	4
Portfolio Manager’s Comments	5
Fund Leverage	10
Common Share Information	11
Risk Considerations	13
Performance Overview and Holding Summaries	14
Portfolios of Investments	22
Statement of Assets and Liabilities	62
Statement of Operations	63
Statement of Changes in Net Assets	64
Statement of Cash Flows	66
Financial Highlights	68
Notes to Financial Statements	73
Shareholder Update	86
Additional Fund Information	87
Glossary of Terms Used in this Report	88
Reinvest Automatically, Easily and Conveniently	90
Annual Investment Management Agreement Approval Process	91

	NXJ	NJV	NQP	NPN
Effective Leverage*	38.35%	6.64%	39.11%	4.42%
Regulatory Leverage*	31.75%	0.00%	27.12%	0.00%

*  Effective Leverage is a Fund’s effective economic leverage, and includes both regulatory leverage and the leverage effects of certain derivative and other investments in a Fund’s portfolio that increase the Fund’s investment exposure. Currently, the leverage effects of Tender Option Bond (TOB) inverse floater holdings are included in effective leverage values, in addition to any regulatory leverage. Regulatory leverage consists of preferred shares issued or borrowings of a Fund. Both of these are part of a Fund’s capital structure. A Fund, however, may from time to time borrow on a typically transient basis in connection with its day-to-day operations, primarily in connection with the need to settle portfolio trades. Such incidental borrowings are excluded from the calculation of a Fund’s effective leverage ratio. Regulatory leverage is subject to asset coverage limits set forth in the Investment Company Act of 1940.

		Variable Rate				Variable Rate
		Preferred*				Remarketed Preferred**
		Shares Issued at				Shares Issued at
		Liquidation Preference				Liquidation Preference				Total
NXJ		$	313,900,000			$	—			$	313,900,000
NQP		$	217,500,000			$	—			$	217,500,000

*	Preferred shares of the Fund featuring a floating rate dividend based on a predetermined formula or spread to an index rate. Includes the following preferred shares AMTP, iMTP, MFP-VRM and VRDP in Special Rate Mode, where applicable. See Notes to Financial Statements, Note 5 – Fund Shares for further details.
**	Preferred shares of the Fund featuring floating rate dividends set by a remarketing agent via a regular remarketing. Includes the following preferred shares VRDP not in Special Rate Mode, MFP-VRRM and MFP-VRDM, where applicable. See Notes to Financial Statements, Note 5 – Fund Shares for further details.

		Per Common Share Amounts
Monthly Distributions (Ex-Dividend Date)		NXJ				NJV				NQP				NPN
March 2020		$	0.0515			$	0.0310			$	0.0505			$	0.0305
April			0.0515				0.0310				0.0505				0.0305
May			0.0515				0.0310				0.0505				0.0305
June			0.0555				0.0310				0.0535				0.0305
July			0.0555				0.0310				0.0535				0.0305
August 2020			0.0555				0.0310				0.0535				0.0305
Total Distributions from Net Investment Income		$	0.3210			$	0.1860			$	0.3120			$	0.1830
Yields
Market Yield*			4.85	%			2.66	%			4.69	%			2.42	%
Taxable-Equivalent Yield*			10.01	%			5.49	%			8.36	%			4.29	%

*  Market Yield is based on the Fund’s current annualized monthly dividend divided by the Fund’s current market price as of the end of the reporting period. Taxable-Equivalent Yield represents the yield that must be earned on a fully taxable investment in order to equal the yield of the Fund on an after-tax basis. It is based on a combined federal and state income tax rate of 51.6% and 43.9% for the New Jersey and Pennsylvania Funds, respectively. Your actual combined federal and state income tax rate may differ from the assumed rate. The Taxable-Equivalent Yield also takes into account the percentage of the Fund’s income generated and paid by the Fund (based on payments made during the previous calendar year) that was either exempt from federal income tax but not from state income tax (e.g., income from an out-of-state municipal bond), or was exempt from neither federal nor state income tax. Separately, if the comparison were instead to investments that generate qualified dividend income, which is taxable at a rate lower than an individual’s ordinary graduated tax rate, the fund’s Taxable-Equivalent Yield would be lower.

	NXJ	NJV	NQP	NPN
Common shares cumulatively repurchased and retired	1,710,343	42,000	734,900	3,500
Common shares authorized for repurchase	4,145,000	150,000	3,735,000	120,000

		NXJ				NJV
Common shares repurchased and retired			25,343				6,499
Weighted average price per common share repurchased and retired		$	13.36			$	12.82
Weighted average discount per common share repurchased and retired			16.96	%			15.23	%

		NXJ				NJV				NQP				NPN
Common share NAV		$	16.26			$	15.30			$	15.64			$	15.07
Common share Price		$	13.72			$	13.99			$	13.68			$	15.15
Premium/(Discount) to NAV			(15.62	)%			(8.56	)%			(12.53	)%			0.53	%
6-month average premium/(discount) to NAV			(15.72	)%			(13.95	)%			(13.12	)%			(8.62	)%

NXJ	Nuveen New Jersey Quality Municipal Income Fund Performance Overview and Holding Summaries as of August 31, 2020

Refer to Glossary of Terms Used in this Report for further definition of the terms used within this section.
Average Annual Total Returns as of August 31, 2020
	Cumulative	Average Annual
	6-Month	1-Year	5-Year	10-Year
NXJ at Common Share NAV	(3.08)%	1.10%	6.11%	5.76%
NXJ at Common Share Price	(4.60)%	(1.25)%	6.85%	4.89%
S&P Municipal Bond New Jersey Index	(0.92)%	2.30%	5.02%	4.41%
S&P Municipal Bond Index	0.29%	3.15%	3.95%	4.03%

Fund Allocation
(% of net assets)
Long-Term Municipal Bonds	149.6%
Short-Term Municipal Bonds	0.1%
Other Assets Less Liabilities	1.8%
Net Assets Plus Floating Rate
Obligations & VRDP Shares,
net of deferred offering costs	151.5%
Floating Rate Obligations	(5.2)%
VRDP Shares, net of deferred offering costs	(46.3)%
Net Assets	100%

States and Territories
(% of total investments)
New Jersey	87.1%
Pennsylvania	5.2%
New York	4.7%
Delaware	2.1%
Guam	0.9%
Total	100%

Portfolio Composition
(% of total investments)
Tax Obligation/Limited	23.3%
Transportation	19.1%
Health Care	14.0%
Education and Civic Organizations	11.9%
U.S. Guaranteed	7.3%
Tax Obligation/General	6.1%
Housing/Single Family	6.1%
Other	12.2%
Total	100%

Portfolio Credit Quality
(% of total investment exposure)
U.S. Guaranteed	8.7%
AAA	10.0%
AA	31.5%
A	19.4%
BBB	22.0%
BB or Lower	6.7%
N/R	1.7%
Total	100%

NJV	Nuveen New Jersey Municipal Value Fund Performance Overview and Holding Summaries as of August 31, 2020

Refer to Glossary of Terms Used in this Report for further definition of the terms used within this section.
Average Annual Total Returns as of August 31, 2020
	Cumulative	Average Annual
	6-Month	1-Year	5-Year	10-Year
NJV at Common Share NAV	(2.69)%	0.30%	3.96%	4.36%
NJV at Common Share Price	1.66%	5.04%	5.49%	4.43%
S&P Municipal Bond New Jersey Index	(0.92)%	2.30%	5.02%	4.41%
S&P Municipal Bond Index	0.29%	3.15%	3.95%	4.03%

Fund Allocation
(% of net assets)
Long-Term Municipal Bonds	102.0%
Other Assets Less Liabilities	1.5%
Net Assets Plus Floating
Rate Obligations	103.5%
Floating Rate Obligations	(3.5)%
Net Assets	100%

States and Territories
(% of total investments)
New Jersey	89.7%
Pennsylvania	6.6%
Delaware	2.2%
New York	1.5%
Total	100%

Portfolio Composition
(% of total investments)
Education and Civic Organizations	15.8%
Tax Obligation/Limited	15.7%
Transportation	15.6%
Health Care	14.4%
Tax Obligation/General	9.3%
Housing/Multifamily	8.2%
Housing/Single Family	6.0%
U.S. Guaranteed	5.3%
Other	9.7%
Total	100%

Portfolio Credit Quality
(% of total investment exposure)
U.S. Guaranteed	6.3%
AAA	9.8%
AA	31.9%
A	21.2%
BBB	22.7%
BB or Lower	6.4%
N/R	1.7%
Total	100%

NQP	Nuveen Pennsylvania Quality Municipal Income Fund Performance Overview and Holding Summaries as of August 31, 2020

Refer to Glossary of Terms Used in this Report for further definition of the terms used within this section.
Average Annual Total Returns as of August 31, 2020
	Cumulative	Average Annual
	6-Month	1-Year	5-Year	10-Year
NQP at Common Share NAV	(2.62)%	1.60%	4.76%	5.41%
NQP at Common Share Price	(3.19)%	0.91%	6.18%	4.96%
S&P Municipal Bond Pennsylvania Index	0.28%	3.16%	4.07%	4.22%
S&P Municipal Bond Index	0.29%	3.15%	3.95%	4.03%

Fund Allocation
(% of net assets)
Long-Term Municipal Bonds	155.4%
Common Stocks	2.0%
Short-Term Municipal Bonds	0.3%
Other Assets Less Liabilities	3.2%
Net Assets Plus Floating Rate Obligations
& VRDP Shares, net of deferred offering
costs	160.9%
Floating Rate Obligations	(23.8)%
VRDP Shares, net of deferred offering costs	(37.1)%
Net Assets	100%

States and Territories
(% of total municipal bonds)
Pennsylvania	98.2%
Puerto Rico	1.5%
Guam	0.3%
Total	100%

Portfolio Composition
(% of total investments)
Health Care	22.5%
U.S. Guaranteed	13.3%
Tax Obligation/General	11.8%
Education and Civic Organizations	11.1%
Housing/Single Family	11.0%
Water and Sewer	7.0%
Transportation	6.3%
Tax Obligation/Limited	6.1%
Other	10.9%
Total	100%

Portfolio Credit Quality
(% of total investment exposure)
U.S. Guaranteed	14.9%
AAA	0.4%
AA	35.0%
A	29.5%
BBB	10.9%
BB or Lower	4.5%
N/R	3.6%
N/A	1.2%
Total	100%

NPN	Nuveen Pennsylvania Municipal Value Fund Performance Overview and Holding Summaries as of August 31, 2020

Refer to Glossary of Terms Used in this Report for further definition of the terms used within this section.
Average Annual Total Returns as of August 31, 2020
	Cumulative	Average Annual
	6-Month	1-Year	5-Year	10-Year
NPN at Common Share NAV	(2.52)%	0.45%	3.21%	4.19%
NPN at Common Share Price	4.64%	8.40%	5.33%	4.26%
S&P Municipal Bond Pennsylvania Index	0.28%	3.16%	4.07%	4.22%
S&P Municipal Bond Index	0.29%	3.15%	3.95%	4.03%

Fund Allocation
(% of net assets)
Long-Term Municipal Bonds	98.1%
Common Stocks	1.5%
Other Assets Less Liabilities	2.8%
Net Assets Plus Floating
Rate Obligations	102.4%
Floating Rate Obligations	(2.4)%
Net Assets	100%

States and Territories
(% of total municipal bonds)
Pennsylvania	96.4%
District of Columbia	2.0%
Puerto Rico	0.9%
Guam	0.7%
Total	100%

Portfolio Composition
(% of total investments)
Health Care	20.0%
Housing/Single Family	11.4%
U.S. Guaranteed	11.0%
Transportation	8.7%
Education and Civic Organizations	8.3%
Tax Obligation/Limited	7.4%
Housing/Multifamily	7.1%
Tax Obligation/General	6.1%
Long-Term Care	5.8%
Utilities	5.8%
Other	8.4%
Total	100%

Portfolio Credit Quality
(% of total investment exposure)
U.S. Guaranteed	12.6%
AAA	0.7%
AA	31.5%
A	29.0%
BBB	14.7%
BB or Lower	6.1%
N/R	3.9%
N/A	1.5%
Total	100%

NXJ	Nuveen New Jersey Quality Municipal Income Fund Portfolio of Investments August 31, 2020 (Unaudited)

Principal			Optional Call
Amount (000)		Description (1)	Provisions (2)	Ratings (3)	Value
		LONG-TERM INVESTMENTS – 149.6% (99.9% of Total Investments)
		MUNICIPAL BONDS – 149.6% (99.9% of Total Investments)
		Consumer Discretionary – 0.4% (0.2% of Total Investments)
		Middlesex County Improvement Authority, New Jersey, Senior Revenue Bonds, Heldrich
		Center Hotel/Conference Center Project, Series 2005A:
$ 2,460		5.000%, 1/01/32	10/20 at 100.00	Caa3	$ 1,562,002
1,485		5.125%, 1/01/37	10/20 at 100.00	Caa3	855,167
3,945		Total Consumer Discretionary			2,417,169
		Consumer Staples – 4.8% (3.2% of Total Investments)
		Tobacco Settlement Financing Corporation, New Jersey, Tobacco Settlement Asset-Backed
		Bonds, Series 2018A:
8,505		4.000%, 6/01/37	6/28 at 100.00	A–	9,641,353
965		5.000%, 6/01/46	6/28 at 100.00	BBB+	1,126,522
11,680		5.250%, 6/01/46	6/28 at 100.00	BBB+	13,838,697
6,930		Tobacco Settlement Financing Corporation, New Jersey, Tobacco Settlement Asset-Backed	6/28 at 100.00	BB+	7,855,848
		Bonds, Series 2018B, 5.000%, 6/01/46
28,080		Total Consumer Staples			32,462,420
		Education and Civic Organizations – 17.8% (11.9% of Total Investments)
1,760		Camden County Improvement Authority, New Jersey, Lease Revenue Bonds, Rowan University	12/23 at 100.00	A	1,943,902
		School of Osteopathic Medicine Project, Refunding Series 2013A, 5.000%, 12/01/32
1,000		New Jersey Economic Development Authority, Charter School Revenue Bonds, Foundation	1/28 at 100.00	BBB–	1,105,140
		Academy Charter School, Series 2018A, 5.000%, 7/01/50
175		New Jersey Economic Development Authority, Charter School Revenue Bonds, Teaneck	9/27 at 100.00	BB	179,916
		Community Charter School, Series 2017A, 5.125%, 9/01/52, 144A
2,025		New Jersey Economic Development Authority, Revenue Bonds, The Seeing Eye Inc, Refunding	No Opt. Call	A	2,394,664
		Series 2015, 5.000%, 3/01/25
		New Jersey Economic Development Authority, Revenue Bonds, The Seeing Eye Inc, Refunding
		Series 2017:
500		5.000%, 6/01/32	12/27 at 100.00	A	603,060
820		3.000%, 6/01/32	12/27 at 100.00	A	850,455
1,100		New Jersey Educational Facilities Authority, Revenue Bonds, Kean University, Refunding	7/25 at 100.00	AA	1,182,357
		Series 2015H, 4.000%, 7/01/39 – AGM Insured
5,950		New Jersey Educational Facilities Authority, Revenue Bonds, Montclair State University,	7/24 at 100.00	A+	6,541,311
		Series 2014A, 5.000%, 7/01/44
		New Jersey Educational Facilities Authority, Revenue Bonds, Montclair State University,
		Series 2015D:
2,395		5.000%, 7/01/31	7/25 at 100.00	A+	2,758,585
1,600		5.000%, 7/01/33	7/25 at 100.00	A+	1,829,408
1,000		5.000%, 7/01/34	7/25 at 100.00	A+	1,141,290
4,335		New Jersey Educational Facilities Authority, Revenue Bonds, Princeton University, Tender	7/21 at 100.00	AAA	4,808,079
		Option Bond Trust 2015-XF0099, 13.319%, 7/01/39, 144A (IF)
4,000		New Jersey Educational Facilities Authority, Revenue Bonds, Princeton University, Tender	7/24 at 100.00	AAA	5,689,720
		Option Bond Trust 2015-XF0149, 13.687%, 7/01/44, 144A (IF) (4)
		New Jersey Educational Facilities Authority, Revenue Bonds, Ramapo College, Refunding
		Series 2012B:
550		5.000%, 7/01/37	7/22 at 100.00	A	578,677
1,050		5.000%, 7/01/42	7/22 at 100.00	A	1,101,009

Principal			Optional Call
Amount (000)		Description (1)	Provisions (2)	Ratings (3)	Value
		Education and Civic Organizations (continued)
		New Jersey Educational Facilities Authority, Revenue Bonds, Rider University,
		Series 2012A:
$ 1,150		5.000%, 7/01/32	7/21 at 100.00	BB+	$ 1,155,221
740		5.000%, 7/01/37	7/21 at 100.00	BB+	741,739
		New Jersey Educational Facilities Authority, Revenue Bonds, Rider University,
		Series 2017F:
330		3.750%, 7/01/37	7/27 at 100.00	BB+	286,483
3,830		4.000%, 7/01/42	7/27 at 100.00	BB+	3,310,652
4,205		5.000%, 7/01/47	7/27 at 100.00	BB+	4,204,706
1,200		New Jersey Educational Facilities Authority, Revenue Bonds, Seton Hall University,	7/25 at 100.00	BBB+	1,307,280
		Refunding Series 2015C, 5.000%, 7/01/35
775		New Jersey Educational Facilities Authority, Revenue Bonds, Seton Hall University,	7/27 at 100.00	BBB+	777,534
		Refunding Series 2017D, 3.500%, 7/01/44
		New Jersey Educational Facilities Authority, Revenue Bonds, Seton Hall University,
		Series 2013D:
685		5.000%, 7/01/38	7/23 at 100.00	BBB+	719,373
1,935		5.000%, 7/01/43	7/23 at 100.00	BBB+	2,022,307
1,970		New Jersey Educational Facilities Authority, Revenue Bonds, Seton Hall University,	7/26 at 100.00	BBB+	1,807,849
		Series 2016C, 3.000%, 7/01/46
		New Jersey Educational Facilities Authority, Revenue Bonds, Stevens Institute of
		Technology Issue, Green Series 2020A:
860		4.000%, 7/01/50	7/30 at 100.00	BBB+	933,582
680		3.000%, 7/01/50	7/30 at 100.00	BBB+	661,803
		New Jersey Educational Facilities Authority, Revenue Bonds, Stevens Institute of
		Technology, Series 2017A:
1,060		5.000%, 7/01/37	7/27 at 100.00	BBB+	1,240,613
2,500		5.000%, 7/01/42	7/27 at 100.00	BBB+	2,889,500
3,160		5.000%, 7/01/47	7/27 at 100.00	BBB+	3,632,199
1,050		4.000%, 7/01/47	7/27 at 100.00	BBB+	1,117,200
975		New Jersey Educational Facilities Authority, Revenue Bonds, The College of Saint	7/26 at 100.00	BB	975,419
		Elizabeth, Series 2016D, 5.000%, 7/01/46
4,560		New Jersey Educational Facilities Authority, Revenue Bonds, William Paterson University,	7/25 at 100.00	A3	5,060,870
		Series 2015C, 5.000%, 7/01/40
		New Jersey Educational Facilities Authority, Revenue Bonds, William Paterson University,
		Series 2017B:
2,000		5.000%, 7/01/42 – AGM Insured	7/27 at 100.00	AA	2,344,480
2,420		5.000%, 7/01/47 – AGM Insured	7/27 at 100.00	AA	2,817,824
		New Jersey Higher Education Assistance Authority, Senior Student Loan Revenue Bonds,
		Refunding Series 2018A:
2,500		3.750%, 12/01/30 (AMT)	6/28 at 100.00	Aaa	2,666,925
2,560		4.000%, 12/01/32 (AMT)	6/28 at 100.00	Aaa	2,750,515
2,000		4.000%, 12/01/33 (AMT)	6/28 at 100.00	Aaa	2,139,940
2,135		4.000%, 12/01/35 (AMT)	6/28 at 100.00	Aaa	2,269,206
		New Jersey Higher Education Assistance Authority, Student Loan Revenue Bonds, Senior
		Lien Series 2016-1A:
5,695		3.500%, 12/01/32 (AMT)	12/25 at 100.00	Aaa	5,829,573
1,320		4.000%, 12/01/39 (AMT)	12/25 at 100.00	Aaa	1,365,672
1,880		New Jersey Higher Education Assistance Authority, Student Loan Revenue Bonds, Senior	6/28 at 100.00	Aa1	1,861,106
		Series 2019B, 3.250%, 12/01/39 (AMT)
740		New Jersey Higher Education Assistance Authority, Student Loan Revenue Bonds, Senior	12/28 at 100.00	Aa1	747,222
		Series 2020B, 3.500%, 12/01/39 (AMT)
960		New Jersey Higher Education Assistance Authority, Student Loan Revenue Bonds, Series	12/20 at 100.00	Aaa	968,726
		2010-2, 5.000%, 12/01/30
660		New Jersey Higher Education Assistance Authority, Student Loan Revenue Bonds, Series	12/21 at 100.00	Aaa	693,865
		2011-1, 5.750%, 12/01/27 (AMT)

NXJ	Nuveen New Jersey Quality Municipal Income Fund Portfolio of Investments (continued) August 31, 2020 (Unaudited)

Principal			Optional Call
Amount (000)		Description (1)	Provisions (2)	Ratings (3)	Value
		Education and Civic Organizations (continued)
		New Jersey Higher Education Assistance Authority, Student Loan Revenue Bonds,
		Series 2012-1A:
$ 1,725		4.250%, 12/01/25 (AMT)	12/22 at 100.00	Aaa	$ 1,814,666
565		4.375%, 12/01/26 (AMT)	12/22 at 100.00	Aaa	593,742
500		New Jersey Higher Education Assistance Authority, Student Loan Revenue Bonds, Series	12/22 at 100.00	Aaa	535,885
		2012-1B, 5.750%, 12/01/39 (AMT)
570		New Jersey Higher Education Assistance Authority, Student Loan Revenue Bonds, Series	12/22 at 100.00	Aaa	588,673
		2013-1A, 3.750%, 12/01/26 (AMT)
		New Jersey Higher Education Assistance Authority, Student Loan Revenue Bonds,
		Series 2015-1A:
4,285		4.000%, 12/01/28 (AMT)	12/24 at 100.00	Aaa	4,562,754
2,210		4.000%, 12/01/30 (AMT)	12/24 at 100.00	Aaa	2,337,672
6,855		New Jersey Higher Education Assistance Authority, Student Loan Revenue Bonds,	12/26 at 100.00	Aaa	7,250,533
		Subordinate Series 2017-C, 4.250%, 12/01/47 (AMT)
4,795		New Jersey Higher Education Assistance Authority, Student Loan Revenue Bonds,	6/28 at 100.00	A2	4,762,154
		Subordinate Series 2019C, 3.625%, 12/01/49 (AMT)
		New Jersey Higher Education Assistance Authority, Student Loan Revenue Bonds, Tender
		Option Bond Trust 2015-XF0151:
536		11.801%, 12/01/23 (AMT), 144A (IF)	12/22 at 100.00	Aaa	609,872
480		11.946%, 12/01/24 (AMT), 144A (IF)	12/22 at 100.00	Aaa	543,974
325		12.306%, 12/01/25 (AMT), 144A (IF)	12/22 at 100.00	Aaa	368,628
100		12.214%, 12/01/26 (AMT), 144A (IF)	12/22 at 100.00	Aaa	112,447
1,385		13.776%, 12/01/27 (AMT), 144A (IF)	12/22 at 100.00	Aaa	1,690,074
2,300		New Jersey Institute of Technology, New Jersey, General Obligation Bonds, Series 2015A,	7/25 at 100.00	A1	2,583,820
		5.000%, 7/01/45
111,426		Total Education and Civic Organizations			120,361,851
		Financials – 0.7% (0.5% of Total Investments)
		New Jersey Economic Development Authority, Revenue Refunding Bonds, Kapkowski Road
		Landfill Project, Series 2002:
3,290		5.750%, 10/01/21	No Opt. Call	Ba2	3,327,013
1,500		6.500%, 4/01/28	No Opt. Call	Ba2	1,643,790
4,790		Total Financials			4,970,803
		Health Care – 20.8% (13.9% of Total Investments)
		Camden County Improvement Authority, New Jersey, Health Care Redevelopment Revenue
		Bonds, Cooper Health System Obligated Group Issue, Refunding Series 2014A:
175		5.000%, 2/15/25	2/24 at 100.00	BBB+	197,421
220		5.000%, 2/15/26	2/24 at 100.00	BBB+	247,368
1,320		5.000%, 2/15/27	2/24 at 100.00	BBB+	1,478,941
1,385		5.000%, 2/15/28	2/24 at 100.00	BBB+	1,547,073
1,385		5.000%, 2/15/29	2/24 at 100.00	BBB+	1,542,419
2,500		5.000%, 2/15/32	2/24 at 100.00	BBB+	2,761,375
3,040		5.000%, 2/15/33	2/24 at 100.00	BBB+	3,348,742
1,000		5.000%, 2/15/34	2/24 at 100.00	BBB+	1,099,630
1,950		5.000%, 2/15/35	2/24 at 100.00	BBB+	2,141,100
6,100		Camden County Improvement Authority, New Jersey, Health Care Redevelopment Revenue	2/23 at 100.00	BBB+	6,591,172
		Bonds, Cooper Health System Obligated Group Issue, Series 2013A, 5.750%, 2/15/42
225		New Jersey Health Care Facilities Finance Authority, Revenue Bonds, AHS Hospital	10/20 at 100.00	AA–	225,713
		Corporation, Series 2008A, 5.000%, 7/01/27
		New Jersey Health Care Facilities Financing Authority, New Jersey, Revenue Bonds, Saint
		Peters University Hospital, Refunding Series 2011:
2,000		6.000%, 7/01/26	7/21 at 100.00	BB+	2,064,620
3,425		6.250%, 7/01/35	7/21 at 100.00	BB+	3,536,758
3,550		New Jersey Health Care Facilities Financing Authority, New Jersey, Revenue Bonds, Saint	10/20 at 100.00	BB+	3,561,218
		Peters University Hospital, Series 2007, 5.750%, 7/01/37

Principal			Optional Call
Amount (000)		Description (1)	Provisions (2)	Ratings (3)	Value
		Health Care (continued)
$ 1,145		New Jersey Health Care Facilities Financing Authority, Revenue and Refunding Bonds,	7/22 at 100.00	AA–	$ 1,234,184
		Barnabas Health, Series 2012A, 5.000%, 7/01/24
2,525		New Jersey Health Care Facilities Financing Authority, Revenue Bonds, AHS Hospital	1/27 at 100.00	AA–	2,795,377
		Corporation, Refunding Series 2016, 4.000%, 7/01/41
11,000		New Jersey Health Care Facilities Financing Authority, Revenue Bonds, Barnabas Health,	7/24 at 100.00	AA–	12,169,850
		Refunding Series 2014A, 5.000%, 7/01/44
		New Jersey Health Care Facilities Financing Authority, Revenue Bonds, Hackensack
		Meridian Health Obligated Group, Refunding Series 2017A:
700		5.000%, 7/01/28	7/27 at 100.00	AA–	876,666
4,140		5.000%, 7/01/57	7/27 at 100.00	AA–	4,851,211
		New Jersey Health Care Facilities Financing Authority, Revenue Bonds, Hunterdon Medical
		Center, Refunding Series 2014A:
2,055		5.000%, 7/01/45	7/24 at 100.00	A+	2,236,251
1,310		4.000%, 7/01/45	7/24 at 100.00	A+	1,374,635
12,010		New Jersey Health Care Facilities Financing Authority, Revenue Bonds, Inspira Health	7/27 at 100.00	AA–	14,120,157
		Obligated Group Issue, Series 2017A, 5.000%, 7/01/42 (UB) (4)
		New Jersey Health Care Facilities Financing Authority, Revenue Bonds, Meridian Health
		System Obligated Group, Refunding Series 2011:
3,000		5.000%, 7/01/25	7/22 at 100.00	AA–	3,248,550
3,000		5.000%, 7/01/26	7/22 at 100.00	AA–	3,239,790
2,500		5.000%, 7/01/27	7/22 at 100.00	AA–	2,693,900
1,450		New Jersey Health Care Facilities Financing Authority, Revenue Bonds, Meridian Health	7/23 at 100.00	AA–	1,596,667
		System Obligated Group, Refunding Series 2013A, 5.000%, 7/01/32
		New Jersey Health Care Facilities Financing Authority, Revenue Bonds, Princeton
		HealthCare System, Series 2016A:
830		5.000%, 7/01/32	7/26 at 100.00	AA	999,536
1,055		5.000%, 7/01/33	7/26 at 100.00	AA	1,265,567
1,370		5.000%, 7/01/34	7/26 at 100.00	AA	1,639,890
		New Jersey Health Care Facilities Financing Authority, Revenue Bonds, Robert Wood
		Johnson University Hospital Issue, Series 2014A:
4,235		5.000%, 7/01/39	7/24 at 100.00	AA–	4,714,275
5,955		5.000%, 7/01/43	7/24 at 100.00	AA–	6,595,341
3,945		New Jersey Health Care Facilities Financing Authority, Revenue Bonds, Robert Wood	7/23 at 100.00	AA–	4,315,593
		Johnson University Hospital, Series 2013A, 5.500%, 7/01/43
780		New Jersey Health Care Facilities Financing Authority, Revenue Bonds, RWJ Barnabas	7/26 at 100.00	AA–	901,415
		Health Obligated Group, Refunding Series 2016A, 5.000%, 7/01/43
		New Jersey Health Care Facilities Financing Authority, Revenue Bonds, Saint Joseph’s
		Healthcare System Obligated Group Issue, Refunding Series 2016:
1,600		3.000%, 7/01/32	7/26 at 100.00	BBB–	1,637,392
1,135		4.000%, 7/01/34	7/26 at 100.00	BBB–	1,215,188
1,600		5.000%, 7/01/35	7/26 at 100.00	BBB–	1,803,008
2,700		5.000%, 7/01/36	7/26 at 100.00	BBB–	3,033,720
3,095		5.000%, 7/01/41	7/26 at 100.00	BBB–	3,441,300
5,600		4.000%, 7/01/48	7/26 at 100.00	BBB–	5,812,688
2,345		New Jersey Health Care Facilities Financing Authority, Revenue Bonds, Saint Luke’s	8/23 at 100.00	A–	2,458,428
		Warren Hospital Obligated Group, Series 2013, 4.000%, 8/15/37
		New Jersey Health Care Facilities Financing Authority, Revenue Bonds, University
		Hospital Issue, Refunding Series 2015A:
5,055		4.125%, 7/01/38 – AGM Insured	7/25 at 100.00	AA	5,419,213
3,910		5.000%, 7/01/46 – AGM Insured	7/25 at 100.00	AA	4,371,184
		New Jersey Health Care Facilities Financing Authority, Revenue Bonds, Valley Health
		System Obligated Group, Series 2019:
2,055		4.000%, 7/01/44	7/29 at 100.00	A+	2,310,786
7,775		3.000%, 7/01/49	7/29 at 100.00	A+	7,921,792
128,150		Total Health Care			140,637,104

NXJ	Nuveen New Jersey Quality Municipal Income Fund Portfolio of Investments (continued) August 31, 2020 (Unaudited)

Principal			Optional Call
Amount (000)		Description (1)	Provisions (2)	Ratings (3)	Value
		Housing/Multifamily – 3.2% (2.1% of Total Investments)
$ 1,845		New Jersey Economic Development Authority, Revenue Bonds, Provident Group – Kean	1/27 at 100.00	B	$ 1,647,548
		Properties LLC – Kean University Student Housing Project, Series 2017A, 5.000%, 7/01/47
1,900		New Jersey Economic Development Authority, Revenue Bonds, Provident Group – Rowan	1/25 at 100.00	BB+	1,728,943
		Properties LLC – Rowan University Student Housing Project, Series 2015A, 5.000%, 1/01/48
6,075		New Jersey Economic Development Authority, Revenue Bonds, West Campus Housing LLC – New	7/25 at 100.00	BB+	5,773,498
		Jersey City University Student Housing Project, Series 2015, 5.000%, 7/01/47
		New Jersey Housing and Mortgage Finance Agency, Multifamily Housing Revenue Bonds,
		Series 2013-2:
2,165		4.350%, 11/01/33 (AMT)	11/22 at 100.00	AA	2,269,418
1,235		4.600%, 11/01/38 (AMT)	11/22 at 100.00	AA	1,292,847
1,235		4.750%, 11/01/46 (AMT)	11/22 at 100.00	AA	1,290,192
4,320		New Jersey Housing and Mortgage Finance Agency, Multifamily Revenue Bonds, Series 2015A,	11/24 at 100.00	AA–	4,574,102
		4.000%, 11/01/45
		New Jersey Housing and Mortgage Finance Agency, Multifamily Revenue Bonds, Series 2017D:
1,125		3.900%, 11/01/32 (AMT)	5/26 at 100.00	AA–	1,240,594
1,750		4.250%, 11/01/37 (AMT)	5/26 at 100.00	AA–	1,926,803
21,650		Total Housing/Multifamily			21,743,945
		Housing/Single Family – 9.1% (6.1% of Total Investments)
		New Jersey Housing & Mortgage Finance Agency, Single Family Home Mortgage Revenue Bonds,
		Series 2011A:
7,130		4.450%, 10/01/25	4/21 at 100.00	Aa2	7,276,022
5,445		4.650%, 10/01/29	4/21 at 100.00	Aa2	5,515,295
		New Jersey Housing and Mortgage Finance Agency, Single Family Housing Revenue Bonds,
		Series 2018A:
6,455		3.600%, 4/01/33	10/27 at 100.00	AA	7,114,443
3,970		3.750%, 10/01/35	10/27 at 100.00	AA	4,445,527
3,450		New Jersey Housing and Mortgage Finance Agency, Single Family Housing Revenue Bonds,	10/27 at 100.00	AA	3,817,839
		Series 2018B, 3.800%, 10/01/32 (AMT)
		New Jersey Housing and Mortgage Finance Agency, Single Family Housing Revenue Bonds,
		Series 2019C:
5,260		3.500%, 10/01/34 (UB) (4)	4/28 at 100.00	AA	5,745,182
5,255		3.850%, 10/01/39 (UB) (4)	4/28 at 100.00	AA	5,681,601
3,590		3.950%, 10/01/44 (UB) (4)	4/28 at 100.00	AA	3,862,015
		New Jersey Housing and Mortgage Finance Agency, Single Family Housing Revenue Bonds,
		Series 2020E:
6,000		2.050%, 10/01/35	4/29 at 100.00	AA	5,975,400
7,790		2.250%, 10/01/40	4/29 at 100.00	AA	7,731,731
4,000		2.400%, 10/01/45	4/29 at 100.00	AA	3,961,600
58,345		Total Housing/Single Family			61,126,655
		Long-Term Care – 1.6% (1.1% of Total Investments)
510		New Jersey Economic Development Authority, Fixed Rate Revenue Bonds, Lions Gate Project,	1/24 at 100.00	N/R	494,618
		Series 2014, 5.250%, 1/01/44
5,000		New Jersey Economic Development Authority, Revenue Bonds, United Methodist Homes of New	7/23 at 100.00	BBB–	5,092,050
		Jersey Obligated Group Issue, Refunding Series 2013, 5.000%, 7/01/34
1,410		New Jersey Economic Development Authority, Revenue Bonds, United Methodist Homes of New	7/24 at 100.00	BBB–	1,462,071
		Jersey Obligated Group Issue, Refunding Series 2014A, 5.000%, 7/01/29
2,755		New Jersey Economic Development Authority, Revenue Bonds, White Horse HMT Urban Renewal	1/28 at 102.00	N/R	2,631,879
		LLC Project, Series 2020, 5.000%, 1/01/40, 144A
1,450		New Jersey Health Care Facilities Financing Authority, Revenue Bonds, Village Drive	10/26 at 102.00	N/R	1,319,471
		Healthcare Urban Renewal LLC, Series 2018, 5.750%, 10/01/38, 144A
11,125		Total Long-Term Care			11,000,089

Principal			Optional Call
Amount (000)		Description (1)	Provisions (2)	Ratings (3)	Value
		Tax Obligation/General – 9.2% (6.1% of Total Investments)
$ 2,000		Berkeley Heights Township, Union County, New Jersey, General Obligation Bonds, Bond	1/21 at 100.00	N/R	$ 2,001,220
		Anticipation Note Series 2020, 0.500%, 3/09/21
440		Cumberland County Improvement Authority, New Jersey, County General Obligation Revenue	1/28 at 100.00	AA	488,048
		Bonds, Technical High School Project, Series 2018, 3.125%, 1/15/32 – BAM Insured
2,920		Cumberland County Improvement Authority, New Jersey, Guaranteed Lease Revenue Bonds,	10/28 at 100.00	AA	3,379,024
		County Correctional Facility Project, Series 2018, 4.000%, 10/01/43 – BAM Insured
4,150		Essex County Improvement Authority, New Jersey, Project Consolidation Revenue Bonds,	No Opt. Call	Aaa	4,628,661
		Refunding Series 2007, 5.250%, 12/15/22 – AMBAC Insured
680		Hamilton Township, Mercer County Board of Education, New Jersey, General Obligation	12/27 at 100.00	AA	735,910
		Bonds, Series 2017, 3.250%, 12/15/38
		Harrison, New Jersey, General Obligation Bonds, Parking Utility Series 2018:
1,340		3.125%, 3/01/31 – BAM Insured	3/28 at 100.00	AA	1,485,310
1,110		3.250%, 3/01/32 – BAM Insured	3/28 at 100.00	AA	1,231,179
1,255		3.500%, 3/01/36 – BAM Insured	3/28 at 100.00	AA	1,388,645
		Hudson County Improvement Authority, New Jersey, County Guaranteed Governmental Loan
		Revenue Bonds, Guttenberg General Obligation Bond Project, Series 2018:
375		3.250%, 8/01/34	8/25 at 100.00	AA	402,004
1,040		5.000%, 8/01/42	8/25 at 100.00	AA	1,229,862
		Jersey City, New Jersey, General Obligation Bonds, Refunding General Improvement
		Series 2017A:
1,000		5.000%, 11/01/29	11/27 at 100.00	AA–	1,267,790
515		5.000%, 11/01/31	11/27 at 100.00	AA–	646,093
440		5.000%, 11/01/33	11/27 at 100.00	AA–	546,647
1,100		Linden, New Jersey, General Obligation Bonds, Refunding Series 2011, 4.000%, 5/01/23	5/21 at 100.00	AA–	1,125,311
2,000		Mercer County, New Jersey, General Obligation Bonds, General Capital Improvement Open	No Opt. Call	N/R	2,027,080
		Space Farmland Notes, Series 2020A, 2.000%, 6/10/21
3,825		Monmouth County Improvement Authority, New Jersey, Governmental Pooled Loan Revenue	No Opt. Call	N/R	3,881,381
		Bonds, Series 2020A, 2.000%, 7/12/21
760		Montclair Township, Essex County, New Jersey, General Obligation Bonds, Refunding	1/24 at 100.00	AAA	872,161
		Parking Utility Series 2014A, 5.000%, 1/01/37
		New Brunswick Parking Authority, Middlesex County, New Jersey, Guaranteed Parking
		Revenue Bonds, Refunding Series 2012:
465		5.000%, 9/01/28	9/22 at 100.00	A+	498,122
610		5.000%, 9/01/29	9/22 at 100.00	A+	652,578
300		5.000%, 9/01/31	9/22 at 100.00	A+	319,836
250		3.625%, 9/01/34	9/22 at 100.00	A+	257,575
2,190		New Brunswick, New Jersey, General Obligation Bonds, Cultural Center Project, Series	9/27 at 100.00	AA	2,477,503
		2017, 4.000%, 9/15/44 – AGM Insured
3,250		New Jersey State, General Obligation Bonds, Various Purpose Series 2020, 2.250%, 6/01/35	12/27 at 100.00	A–	3,149,315
2,000		Somerset County, New Jersey, General Obligation Bonds, Bond Anticipation Notes Series	No Opt. Call	N/R	2,075,880
		2020, 4.000%, 9/09/21, (WI/DD, Settling 9/10/20)
		South Orange Village Township, New Jersey, General Obligation Bonds, Refunding
		Series 2020:
500		4.000%, 1/15/23	No Opt. Call	AA–	543,100
400		4.000%, 1/15/25	No Opt. Call	AA–	461,488
500		4.000%, 1/15/26	No Opt. Call	AA–	589,920
3,975		Union County Improvement Authority, New Jersey, Lease Revenue Bonds, Plainfield – Park	No Opt. Call	AA+	9,183,323
		Madison Redevelopment Project, Tender Option Trust 2016-XG0057, 17.770%, 3/01/34, 144A (IF) (4)
5,165		Union County Utilities Authority, New Jersey, Resource Recovery Facility Lease Revenue	12/21 at 100.00	AA+	5,395,875
		Bonds, Covanta Union Inc Lessee, Refunding Series 2011B, 5.250%, 12/01/31 (AMT)
2,515		Union County Utilities Authority, New Jersey, Solid Waste System County Deficiency	6/21 at 100.00	Aaa	2,600,409
		Revenue Bonds, Series 2011A, 5.000%, 6/15/41

NXJ	Nuveen New Jersey Quality Municipal Income Fund Portfolio of Investments (continued) August 31, 2020 (Unaudited)

Principal			Optional Call
Amount (000)		Description (1)	Provisions (2)	Ratings (3)	Value
		Tax Obligation/General (continued)
$ 2,000		Union County, New Jersey, General Obligation Bonds, Bond Anticipation Notes Series 2020,	No Opt. Call	N/R	$ 2,058,540
		4.000%, 6/18/21
2,170		Union County, New Jersey, General Obligation Bonds, Refunding Series 2017,	9/25 at 100.00	Aaa	2,412,693
		3.000%, 3/01/27
1,515		Washington Township Board of Education, Mercer County, New Jersey, General Obligation	No Opt. Call	Aa3	1,930,004
		Bonds, Series 2005, 5.250%, 1/01/27 – AGM Insured
52,755		Total Tax Obligation/General			61,942,487
		Tax Obligation/Limited – 34.8% (23.3% of Total Investments)
3,775		Bergen County Improvement Authority, New Jersey, Guaranteed Lease Revenue Bonds, County	No Opt. Call	Aaa	4,789,493
		Administration Complex Project, Series 2005, 5.000%, 11/15/26
3,000		Garden State Preservation Trust, New Jersey, Open Space and Farmland Preservation Bonds,	No Opt. Call	AA	2,813,790
		Series 2003B, 0.000%, 11/01/25 – AGM Insured
2,230		Garden State Preservation Trust, New Jersey, Open Space and Farmland Preservation Bonds,	No Opt. Call	AA	2,814,505
		Series 2005A, 5.750%, 11/01/28 – AGM Insured
		Government of Guam, Business Privilege Tax Bonds, Series 2011A:
5,005		5.250%, 1/01/36	1/22 at 100.00	BB	5,161,456
3,020		5.125%, 1/01/42	1/22 at 100.00	BB	3,099,064
500		Government of Guam, Business Privilege Tax Bonds, Series 2012B-1, 5.000%, 1/01/29	1/22 at 100.00	BB	516,160
		Hudson County Improvement Authority, New Jersey, County Secured Lease Revenue Bonds,
		Hudson County Vocational Technical Schools Project, Series 2016:
10,310		5.000%, 5/01/46	5/26 at 100.00	AA	12,280,344
3,700		5.250%, 5/01/51	5/26 at 100.00	AA	4,441,591
		New Jersey Economic Development Authority, Cigarette Tax Revenue Refunding Bonds,
		Series 2012:
310		5.000%, 6/15/21	No Opt. Call	BBB+	315,425
6,400		5.000%, 6/15/25	6/22 at 100.00	BBB+	6,613,184
3,480		5.000%, 6/15/26	6/22 at 100.00	BBB+	3,586,697
7,945		5.000%, 6/15/28	6/22 at 100.00	BBB+	8,151,491
415		5.000%, 6/15/29	6/22 at 100.00	BBB+	424,798
5,340		New Jersey Economic Development Authority, Lease Revenue Bonds, State House Project,	12/28 at 100.00	BBB+	5,900,914
		Series 2017B, 4.500%, 6/15/40
5,495		New Jersey Economic Development Authority, Revenue Bonds, Motor Vehicle Surcharge,	7/27 at 100.00	BBB+	5,588,690
		Refunding Series 2017A, 3.375%, 7/01/30
6,385		New Jersey Economic Development Authority, School Facilities Construction Bonds, Series	6/24 at 100.00	BBB+	7,111,485
		2014UU, 5.000%, 6/15/27
11,345		New Jersey Economic Development Authority, School Facilities Construction Bonds, Series	6/25 at 100.00	BBB+	12,579,563
		2015WW, 5.250%, 6/15/40
5,000		New Jersey Economic Development Authority, School Facilities Construction Financing	6/24 at 100.00	BBB+	5,587,250
		Program Bonds, Refunding Series 2014PP, 5.000%, 6/15/26
6,000		New Jersey Economic Development Authority, Sublease Revenue Bonds, New Jersey Transit	No Opt. Call	BBB+	6,989,640
		Corporation Projects, Refunding Series 2017B, 5.000%, 11/01/25
		New Jersey Transportation Trust Fund Authority, Federal Highway Reimbursement Revenue
		Notes, Series 2016A-1:
1,130		5.000%, 6/15/29	6/26 at 100.00	A+	1,314,314
655		5.000%, 6/15/30	6/26 at 100.00	A+	756,532
32,965		New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Capital	No Opt. Call	BBB+	24,469,260
		Appreciation Series 2010A, 0.000%, 12/15/30
8,100		New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Refunding	No Opt. Call	BBB+	8,904,087
		Series 2006A, 5.500%, 12/15/22

Principal			Optional Call
Amount (000)		Description (1)	Provisions (2)	Ratings (3)	Value
		Tax Obligation/Limited (continued)
		New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Refunding
		Series 2006C:
$ 37,565		0.000%, 12/15/32 – AGM Insured	No Opt. Call	AA	$ 26,687,679
39,090		0.000%, 12/15/33 – AGM Insured	No Opt. Call	AA	26,724,660
5,160		0.000%, 12/15/34 – AGM Insured	No Opt. Call	AA	3,407,612
7,000		New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series	No Opt. Call	BBB+	8,043,700
		2010D, 5.000%, 12/15/24
		New Jersey Transportation Trust Fund Authority, Transportation System Bonds,
		Series 2011B:
460		5.500%, 6/15/31	6/21 at 100.00	BBB+	472,126
4,470		5.250%, 6/15/36	6/21 at 100.00	BBB+	4,572,274
735		New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series	6/22 at 100.00	BBB+	765,995
		2012A, 5.000%, 6/15/42
		New Jersey Transportation Trust Fund Authority, Transportation System Bonds,
		Series 2018A:
1,150		5.000%, 12/15/35	12/28 at 100.00	BBB+	1,344,396
440		5.000%, 12/15/36	12/28 at 100.00	BBB+	513,053
4,950		New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series	12/29 at 100.00	BBB+	5,332,684
		2019A, 4.000%, 12/15/39
		New Jersey Transportation Trust Fund Authority, Transportation System Bonds,
		Series 2019BB:
3,825		3.500%, 6/15/46	12/28 at 100.00	BBB+	3,821,251
2,900		4.000%, 6/15/50	12/28 at 100.00	BBB+	3,048,538
3,860		Passaic County Improvement Authority, New Jersey, Lease Revenue Bonds, Preakness	5/25 at 100.00	AA	4,165,558
		Healthcare Center Expansion Project, Refunding Series 2015, 3.750%, 5/01/36
4,005		Passaic County Improvement Authority, New Jersey, Lease Revenue Bonds, Preakness	5/22 at 100.00	Aa1	4,112,214
		Healthcare Center Expansion Project, Series 2012, 3.500%, 5/01/35
		Union County Improvement Authority, New Jersey, General Obligation Lease Bonds, Juvenile
		Detention Center Facility Project, Tender Option Bond Trust 2015-XF1019:
285		24.810%, 5/01/28, 144A (IF) (4)	No Opt. Call	Aaa	786,392
285		24.895%, 5/01/29, 144A (IF) (4)	No Opt. Call	Aaa	838,786
200		24.895%, 5/01/30, 144A (IF) (4)	No Opt. Call	Aaa	620,736
370		24.632%, 5/01/31, 144A (IF) (4)	No Opt. Call	Aaa	1,196,739
385		24.769%, 5/01/32, 144A (IF) (4)	No Opt. Call	Aaa	1,302,494
400		24.774%, 5/01/33, 144A (IF) (4)	No Opt. Call	Aaa	1,405,860
415		24.895%, 5/01/34, 144A (IF) (4)	No Opt. Call	Aaa	1,524,050
250,455		Total Tax Obligation/Limited			234,896,530
		Transportation – 28.5% (19.1% of Total Investments)
2,400		Delaware River and Bay Authority, Delaware and New Jersey, Revenue Bonds, Series 2012A,	1/23 at 100.00	A1	2,567,472
		5.000%, 1/01/42
		Delaware River and Bay Authority, Delaware and New Jersey, Revenue Bonds, Series 2014A:
1,285		5.000%, 1/01/34	1/24 at 100.00	A1	1,429,935
5,890		4.125%, 1/01/39	1/24 at 100.00	A1	6,265,429
7,800		5.000%, 1/01/44	1/24 at 100.00	A1	8,564,946
2,580		Delaware River and Bay Authority, Delaware and New Jersey, Revenue Bonds, Series 2019,	1/29 at 100.00	A1	2,908,589
		4.000%, 1/01/44
		Delaware River Joint Toll Bridge Commission, New Jersey and Pennsylvania, Bridge System
		Revenue Bonds, Refunding Series 2015:
1,000		4.000%, 7/01/34 – BAM Insured	7/25 at 100.00	AA	1,107,560
2,820		4.000%, 7/01/35 – BAM Insured	7/25 at 100.00	AA	3,117,143
		Delaware River Joint Toll Bridge Commission, New Jersey and Pennsylvania, Bridge System
		Revenue Bonds, Refunding Series 2019B:
2,005		5.000%, 7/01/28	No Opt. Call	A1	2,634,470
1,520		5.000%, 7/01/29	No Opt. Call	A1	2,041,223

NXJ	Nuveen New Jersey Quality Municipal Income Fund Portfolio of Investments (continued) August 31, 2020 (Unaudited)

Principal			Optional Call
Amount (000)		Description (1)	Provisions (2)	Ratings (3)	Value
		Transportation (continued)
		Delaware River Joint Toll Bridge Commission, New Jersey and Pennsylvania, Bridge System
		Revenue Bonds, Series 2017:
$ 2,820		5.000%, 7/01/42	7/27 at 100.00	A1	$ 3,435,183
10,210		5.000%, 7/01/47	7/27 at 100.00	A1	12,353,487
		Delaware River Joint Toll Bridge Commission, New Jersey and Pennsylvania, Bridge System
		Revenue Bonds, Series 2019A:
1,050		5.000%, 7/01/28	No Opt. Call	A1	1,379,648
1,350		5.000%, 7/01/29	No Opt. Call	A1	1,812,929
950		5.000%, 7/01/30	7/29 at 100.00	A1	1,267,481
7,035		Delaware River Port Authority, New Jersey and Pennsylvania, Revenue Bonds, Series 2013,	1/24 at 100.00	A+	7,828,478
		5.000%, 1/01/40
2,325		Delaware River Port Authority, New Jersey and Pennsylvania, Revenue Bonds, Series 2018A,	1/29 at 100.00	A+	2,850,008
		5.000%, 1/01/37
		Delaware River Port Authority, Pennsylvania and New Jersey, Revenue Refunding Bonds,
		Port District Project, Series 2012:
1,800		5.000%, 1/01/24	1/23 at 100.00	A	1,937,952
1,635		5.000%, 1/01/25	1/23 at 100.00	A	1,756,154
1,875		5.000%, 1/01/26	1/23 at 100.00	A	2,007,000
3,525		5.000%, 1/01/27	1/23 at 100.00	A	3,759,271
5,555		New Jersey Economic Development Authority, Private Activity Bonds, The Goethals Bridge	1/24 at 100.00	BBB+	6,141,886
		Replacement Project, Series 2013, 5.625%, 1/01/52 (AMT)
		New Jersey Economic Development Authority, Special Facilities Revenue Bonds, Continental
		Airlines Inc, Series 1999:
1,000		5.125%, 9/15/23 (AMT)	8/22 at 101.00	Ba3	1,025,520
1,800		5.250%, 9/15/29 (AMT)	8/22 at 101.00	Ba3	1,842,228
2,250		New Jersey Economic Development Authority, Special Facilities Revenue Bonds, Continental	3/24 at 101.00	Ba3	2,336,445
		Airlines Inc, Series 2000A & 2000B, 5.625%, 11/15/30 (AMT)
		New Jersey Economic Development Authority, Special Facility Revenue Bonds, Port Newark
		Container Terminal LLC Project, Refunding Series 2017:
5,660		5.000%, 10/01/37 (AMT)	10/27 at 100.00	Ba1	6,255,489
7,440		5.000%, 10/01/47 (AMT)	10/27 at 100.00	Ba1	8,071,210
		New Jersey Transit Corporation, Grant Anticipation Notes, Federal Transit Administration
		Section 5307 Urbanized Area Formula Funds, Series 2014A:
6,000		5.000%, 9/15/20	No Opt. Call	A	6,009,420
5,750		5.000%, 9/15/21	No Opt. Call	A	6,008,462
6,570		New Jersey Turnpike Authority, Revenue Bonds, Refunding Series 2015E, 5.000%, 1/01/45	1/25 at 100.00	A+	7,380,475
3,065		New Jersey Turnpike Authority, Revenue Bonds, Series 2005A, 5.250%, 1/01/29 –	No Opt. Call	AA	4,077,032
		AGM Insured
7,620		New Jersey Turnpike Authority, Revenue Bonds, Series 2012B, 5.000%, 1/01/28	1/23 at 100.00	A+	8,327,212
1,365		New Jersey Turnpike Authority, Revenue Bonds, Tender Option Bond Trust 2016-XF1057,	7/22 at 100.00	A+	1,787,700
		17.317%, 1/01/43, 144A (IF) (4)
2,750		Passaic County Improvement Authority, New Jersey, Revenue Bonds, Paterson Parking Deck	10/20 at 100.00	A2	2,760,257
		Facility, Series 2005, 5.000%, 4/15/35 – AGM Insured
7,235		Port Authority of New York and New Jersey, Consolidated Revenue Bonds, One Hundred	12/23 at 100.00	Aa3	8,051,180
		Seventy Ninth Series 2013, 5.000%, 12/01/43
5,000		Port Authority of New York and New Jersey, Consolidated Revenue Bonds, One Hundred	1/23 at 100.00	Aa3	5,256,250
		Seventy Seventh Series 2013, 4.000%, 1/15/43 (AMT)
		Port Authority of New York and New Jersey, Consolidated Revenue Bonds, Two Hundred
		Eighteen Series 2019:
8,000		4.000%, 11/01/41 (AMT) (UB) (4)	11/29 at 100.00	Aa3	8,982,560
4,000		4.000%, 11/01/47 (AMT) (UB) (4)	11/29 at 100.00	Aa3	4,446,520

Principal			Optional Call
Amount (000)		Description (1)	Provisions (2)	Ratings (3)	Value
		Transportation (continued)
		Port Authority of New York and New Jersey, Consolidated Revenue Bonds, Two Hundred
		Fourteen Series 2019:
$ 4,500		4.000%, 9/01/38 (AMT) (UB) (4)	9/29 at 100.00	Aa3	$ 5,091,615
2,500		4.000%, 9/01/39 (AMT) (UB) (4)	9/29 at 100.00	Aa3	2,820,425
		Port Authority of New York and New Jersey, Special Project Bonds, JFK International Air
		Terminal LLC, Sixth Series 1997:
12,445		5.750%, 12/01/22 – NPFG Insured (AMT)	10/20 at 100.00	Baa1	12,612,136
12,130		5.750%, 12/01/25 – NPFG Insured (AMT)	10/20 at 100.00	Baa1	12,293,027
174,510		Total Transportation			192,601,407
		U.S. Guaranteed – 11.0% (7.3% of Total Investments) (5)
2,225		Cumberland County Improvement Authority, New Jersey, County General Obligation Revenue	9/24 at 100.00	AA	2,639,228
		Bonds, Technical High School Project, Series 2014, 5.000%, 9/01/39 (Pre-refunded 9/01/24) –
		AGM Insured
		Delaware River Joint Toll Bridge Commission, Pennsylvania, Bridge System Revenue Bonds,
		Refunding Series 2012A:
2,150		5.000%, 7/01/24 (Pre-refunded 7/01/22)	7/22 at 100.00	A1	2,337,222
650		4.000%, 7/01/26 (Pre-refunded 7/01/22)	7/22 at 100.00	A1	694,733
625		4.000%, 7/01/27 (Pre-refunded 7/01/22)	7/22 at 100.00	A1	668,013
25		Essex County Improvement Authority, New Jersey, Project Consolidation Revenue Bonds,	No Opt. Call	Aaa	27,878
		Refunding Series 2007, 5.250%, 12/15/22 – AMBAC Insured (ETM)
2,455		New Jersey Economic Development Authority, Rutgers University General Obligation Lease	6/23 at 100.00	Aa3	3,746,281
		Revenue Bonds, Tender Option Bond 2016-XF2357, 17.963%, 6/15/46 (Pre-refunded 6/15/23),
		144A (IF) (4)
655		New Jersey Economic Development Authority, School Facilities Construction Bonds, Series	6/25 at 100.00	N/R	810,359
		2015WW, 5.250%, 6/15/40 (Pre-refunded 6/15/25)
		New Jersey Education Facilities Authority Revenue Bonds, The College of New Jersey
		Issue, Series 2013A:
2,475		5.000%, 7/01/38 (Pre-refunded 7/01/23)	7/23 at 100.00	A	2,801,873
3,250		5.000%, 7/01/43 (Pre-refunded 7/01/23)	7/23 at 100.00	A	3,679,227
70		New Jersey Environmental Infrastructure Trust, Environmental Infrastructure Bonds,	No Opt. Call	N/R	72,634
		Refunding Series 2012A-R, 4.000%, 9/01/21 (ETM)
30		New Jersey Environmental Infrastructure Trust, Environmental Infrastructure Bonds,	9/21 at 100.00	N/R	30,884
		Series 2012A, 3.250%, 9/01/31 (Pre-refunded 9/01/21)
		New Jersey Health Care Facilities Financing Authority, Revenue Bonds, Kennedy Health
		System Obligated Group Issue, Refunding Series 2012:
4,165		3.750%, 7/01/27 (ETM)	No Opt. Call	N/R	4,714,072
3,375		5.000%, 7/01/31 (Pre-refunded 7/01/22)	7/22 at 100.00	N/R	3,665,655
1,500		5.000%, 7/01/37 (Pre-refunded 7/01/22)	7/22 at 100.00	N/R	1,629,180
		New Jersey Health Care Facilities Financing Authority, Revenue Bonds, Palisades Medical
		Center Obligated Group Issue, Refunding Series 2013:
555		5.250%, 7/01/31 (Pre-refunded 7/01/23)	7/23 at 100.00	N/R	627,156
2,570		5.250%, 7/01/31 (Pre-refunded 7/01/23)	7/23 at 100.00	N/R	2,931,419
275		5.500%, 7/01/43 (Pre-refunded 7/01/23)	7/23 at 100.00	N/R	312,678
1,285		5.500%, 7/01/43 (Pre-refunded 7/01/23)	7/23 at 100.00	N/R	1,474,769
7,670		New Jersey Health Care Facilities Financing Authority, Revenue Bonds, Saint Barnabas	7/21 at 100.00	N/R	8,011,162
		Health Care System, Refunding Series 2011A, 5.625%, 7/01/37 (Pre-refunded 7/01/21)
		New Jersey Institute of Technology, New Jersey, General Obligation Bonds, Series 2012A:
175		5.000%, 7/01/42 (Pre-refunded 7/01/22)	7/22 at 100.00	N/R	190,071
400		5.000%, 7/01/42 (Pre-refunded 7/01/22)	7/22 at 100.00	A1	434,832
1,555		New Jersey Sports and Exposition Authority, Convention Center Luxury Tax Bonds, Series	No Opt. Call	Baa2	1,676,197
		2004, 5.500%, 3/01/22 – NPFG Insured (ETM)

NXJ	Nuveen New Jersey Quality Municipal Income Fund Portfolio of Investments (continued) August 31, 2020 (Unaudited)

Principal			Optional Call
Amount (000)		Description (1)	Provisions (2)	Ratings (3)	Value
		U.S. Guaranteed (5) (continued)
		New Jersey Transportation Trust Fund Authority, Transportation System Bonds,
		Series 2011A:
$ 80		6.000%, 6/15/35 (Pre-refunded 6/15/21)	6/21 at 100.00	BBB+	$ 83,662
1,015		5.500%, 6/15/41 (Pre-refunded 6/15/21)	6/21 at 100.00	BBB+	1,057,640
		New Jersey Transportation Trust Fund Authority, Transportation System Bonds,
		Series 2011B:
270		5.000%, 6/15/37 (Pre-refunded 6/15/21)	6/21 at 100.00	BBB+	280,284
25		5.000%, 6/15/42 (Pre-refunded 6/15/21)	6/21 at 100.00	BBB+	25,952
2,260		New Jersey Turnpike Authority, Revenue Bonds, Tender Option Bond Trust 2016-XF1057,	7/22 at 100.00	N/R	2,959,854
		17.317%, 1/01/43 (Pre-refunded 7/01/22), 144A (IF) (4)
		North Hudson Sewerage Authority, New Jersey, Gross Revenue Lease Certificates, Senior
		Lien Series 2012A:
1,455		5.000%, 6/01/27 (Pre-refunded 6/01/22)	6/22 at 100.00	N/R	1,577,278
2,365		5.000%, 6/01/27 (Pre-refunded 6/01/22)	6/22 at 100.00	A+	2,563,755
225		5.000%, 6/01/42 (Pre-refunded 6/01/22)	6/22 at 100.00	N/R	243,909
15,840		North Hudson Sewerage Authority, New Jersey, Sewerage Revenue Refunding Bonds, Series	No Opt. Call	Baa2	15,615,706
		2001A, 0.000%, 8/01/23 – NPFG Insured (ETM)
2,170		Rutgers State University, New Jersey, Revenue Bonds, Tender Option Bond 2016-XF2356,	5/23 at 100.00	Aa3	3,277,590
		18.123%, 5/01/43 (Pre-refunded 5/01/23), 144A (IF) (4)
		Sparta Township Board of Education, Sussex County, New Jersey, General Obligation Bonds,
		Refunding Series 2015:
1,000		5.000%, 2/15/34 (Pre-refunded 2/15/25)	2/25 at 100.00	AA	1,209,710
1,395		5.000%, 2/15/35 (Pre-refunded 2/15/25)	2/25 at 100.00	AA	1,687,545
66,235		Total U.S. Guaranteed			73,758,408
		Utilities – 7.4% (4.9% of Total Investments)
1,510		Industrial Pollution Control Financing Authority of Cape May County (New Jersey),	No Opt. Call	A	1,554,953
		Pollution Control Revenue Refunding Bonds, 1991 Series A (Atlantic City Electric Company
		Project), 6.800%, 3/01/21 – NPFG Insured
		New Jersey Economic Development Authority, Energy Facilities Revenue Bonds, UMM Energy
		Partners, LLC Project, Series 2012A:
1,000		4.750%, 6/15/32 (AMT)	6/22 at 100.00	Baa2	1,053,930
1,225		5.125%, 6/15/43 (AMT)	6/22 at 100.00	Baa2	1,291,493
1,950		New Jersey Economic Development Authority, Natural Gas Facilities Revenue Bonds, New	8/24 at 100.00	A1	1,980,888
		Jersey Natural Gas Company Project, Refunding Series 2011A, 2.750%, 8/01/39
15,670		New Jersey Economic Development Authority, Water Facilities Revenue Bonds, Middlesex	10/22 at 100.00	A+	16,238,351
		Water Company, Series 2012C, 4.250%, 10/01/47 (AMT)
2,355		New Jersey Economic Development Authority, Water Facilities Revenue Bonds, Middlesex	8/29 at 100.00	A+	2,635,622
		Water Company, Series 2019, 4.000%, 8/01/59 (AMT)
2,040		New Jersey Economic Development Authority, Water Facilities Revenue Bonds, New	11/20 at 100.00	A+	2,052,668
		Jersey-American Water Company Inc Project, Refunding Series 2010D, 4.875%, 11/01/29 (AMT)
3,505		New Jersey Economic Development Authority, Water Facilities Revenue Bonds, New	No Opt. Call	A+	3,556,839
		Jersey-American Water Company Inc Project, Refunding Series 2020B, 1.200%, 11/01/34 (AMT)
		(Mandatory Put 6/01/23)
2,700		Passaic County Utilities Authority, New Jersey, Solid Waste Disposal Revenue Bonds,	No Opt. Call	AA	3,802,194
		Refunding Series 2018, 5.000%, 3/01/37
2,065		Salem County Pollution Control Financing Authority, New Jersey, Pollution Control	No Opt. Call	BBB	2,171,760
		Revenue Bonds, Chambers Project, Refunding Series 2014A, 5.000%, 12/01/23 (AMT)
13,000		Salem County Pollution Control Financing Authority, New Jersey, Revenue Bonds, Atlantic	No Opt. Call	A	13,252,460
		City Electric Company Project, Refunding Series 2020, 2.250%, 6/01/29
47,020		Total Utilities			49,591,158

Principal			Optional Call
Amount (000)		Description (1)	Provisions (2)	Ratings (3)	Value
		Water and Sewer – 0.3% (0.2% of Total Investments)
		New Jersey Environmental Infrastructure Trust, Environmental Infrastructure Bonds,
		Series 2012A:
$ 65		3.250%, 9/01/31	No Opt. Call	N/R	$ 66,914
1,585		3.250%, 9/01/31	No Opt. Call	N/R	1,633,295
1,650		Total Water and Sewer			1,700,209
$ 960,136		Total Long-Term Investments (cost $927,731,076)			1,009,210,235

Principal			Optional Call
Amount (000)		Description (1)	Provisions (2)	Ratings (3)	Value
		SHORT-TERM INVESTMENTS – 0.1% (0.1% of Total Investments)
		MUNICIPAL BONDS – 0.1% (0.1% of Total Investments)
		Health Care – 0.1% (0.1% of Total Investments)
$ 600		New Jersey Health Care Facilities Financing Authority, Revenue Bonds, Inspira Health Obligated	No Opt. Call	N/R	$ 600,000
		Group Issue, Variable Rate Demand Obligations, Tender Option Bond Trust Series 2017-ZM0546,
		0.240%, 7/01/25 (Mandatory Put 10/01/2020), 144A, (7)
$ 600		Total Short-Term Investments (cost $600,000)			600,000
		Total Investments (cost $928,331,076) – 149.7%			1,009,810,235
		Floating Rate Obligations – (5.2)%			(34,780,000)
		Variable Rate Demand Preferred Shares, net of deferred offering costs – (46.3)% (6)			(312,530,901)
		Other Assets Less Liabilities –1.8%			12,191,117
		Net Asset Applicable to Common Shares – 100%			$ 674,690,451

(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)	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.
(6)	Variable Rate Demand Preferred Shares, net of deferred offering costs as a percentage of Total Investments is 30.9%.
(7)	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
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.
	See accompanying notes to financial statements.

NJV	Nuveen New Jersey Municipal Value Fund Portfolio of Investments August 31, 2020 (Unaudited)

Principal			Optional Call
Amount (000)		Description (1)	Provisions (2)	Ratings (3)	Value
		LONG-TERM INVESTMENTS – 102.0% (100.0% of Total Investments)
		MUNICIPAL BONDS – 102.0% (100.0% of Total Investments)
		Consumer Discretionary – 0.3% (0.3% of Total Investments)
$ 100		Middlesex County Improvement Authority, New Jersey, Senior Revenue Bonds, Heldrich	10/20 at 100.00	Caa3	$ 63,496
		Center Hotel/Conference Center Project, Series 2005A, 5.000%, 1/01/32
		Consumer Staples – 3.2% (3.1% of Total Investments)
		Tobacco Settlement Financing Corporation, New Jersey, Tobacco Settlement Asset-Backed
		Bonds, Series 2018A:
215		4.000%, 6/01/37	6/28 at 100.00	A–	243,726
305		5.250%, 6/01/46	6/28 at 100.00	BBB+	361,370
125		Tobacco Settlement Financing Corporation, New Jersey, Tobacco Settlement Asset-Backed	6/28 at 100.00	BB+	141,700
		Bonds, Series 2018B, 5.000%, 6/01/46
645		Total Consumer Staples			746,796
		Education and Civic Organizations – 16.1% (15.8% of Total Investments)
110		Camden County Improvement Authority, New Jersey, Lease Revenue Bonds, Rowan University	12/23 at 100.00	A	121,494
		School of Osteopathic Medicine Project, Refunding Series 2013A, 5.000%, 12/01/32
25		New Jersey Economic Development Authority, Charter School Revenue Bonds, Foundation	1/28 at 100.00	BBB–	28,159
		Academy Charter School, Series 2018A, 5.000%, 7/01/38
		New Jersey Economic Development Authority, Charter School Revenue Bonds, North Star
		Academy Charter School of Newark, Series 2017:
220		4.000%, 7/15/37	7/27 at 100.00	BBB–	230,048
25		5.000%, 7/15/47	7/27 at 100.00	BBB–	27,579
100		New Jersey Economic Development Authority, Charter School Revenue Bonds, Teaneck	9/27 at 100.00	BB	102,809
		Community Charter School, Series 2017A, 5.125%, 9/01/52, 144A
115		New Jersey Economic Development Authority, Revenue Bonds, The Seeing Eye Inc, Refunding	No Opt. Call	A	135,993
		Series 2015, 5.000%, 3/01/25
		New Jersey Economic Development Authority, Revenue Bonds, The Seeing Eye Inc, Refunding
		Series 2017:
15		5.000%, 6/01/32	12/27 at 100.00	A	18,092
20		3.000%, 6/01/32	12/27 at 100.00	A	20,743
160		New Jersey Educational Facilities Authority, Revenue Bonds, College of New Jersey,	7/26 at 100.00	A	160,960
		Refunding Series 2016F, 3.000%, 7/01/40
100		New Jersey Educational Facilities Authority, Revenue Bonds, Kean University, Refunding	7/25 at 100.00	AA	107,487
		Series 2015H, 4.000%, 7/01/39 – AGM Insured
50		New Jersey Educational Facilities Authority, Revenue Bonds, Montclair State University,	7/24 at 100.00	A+	54,969
		Series 2014A, 5.000%, 7/01/44
		New Jersey Educational Facilities Authority, Revenue Bonds, Rider University,
		Series 2012A:
100		5.000%, 7/01/32	7/21 at 100.00	BB+	100,454
30		5.000%, 7/01/37	7/21 at 100.00	BB+	30,070
		New Jersey Educational Facilities Authority, Revenue Bonds, Rider University,
		Series 2017F:
5		3.750%, 7/01/37	7/27 at 100.00	BB+	4,341
100		4.000%, 7/01/42	7/27 at 100.00	BB+	86,440
100		5.000%, 7/01/47	7/27 at 100.00	BB+	99,993
75		New Jersey Educational Facilities Authority, Revenue Bonds, Seton Hall University,	7/23 at 100.00	BBB+	78,763
		Series 2013D, 5.000%, 7/01/38

Principal			Optional Call
Amount (000)		Description (1)	Provisions (2)	Ratings (3)	Value
		Education and Civic Organizations (continued)
		New Jersey Educational Facilities Authority, Revenue Bonds, Seton Hall University,
		Series 2016C:
$ 435		3.000%, 7/01/41	7/26 at 100.00	BBB+	$ 412,315
50		3.000%, 7/01/46	7/26 at 100.00	BBB+	45,884
25		4.000%, 7/01/46	7/26 at 100.00	BBB+	25,806
		New Jersey Educational Facilities Authority, Revenue Bonds, Stevens Institute of
		Technology, Series 2017A:
30		5.000%, 7/01/47	7/27 at 100.00	BBB+	34,483
200		4.000%, 7/01/47	7/27 at 100.00	BBB+	212,800
25		New Jersey Educational Facilities Authority, Revenue Bonds, The College of Saint	7/26 at 100.00	BB	25,011
		Elizabeth, Series 2016D, 5.000%, 7/01/46
265		New Jersey Higher Education Assistance Authority, Senior Student Loan Revenue Bonds,	6/28 at 100.00	Aaa	281,658
		Refunding Series 2018A, 4.000%, 12/01/35 (AMT)
100		New Jersey Higher Education Assistance Authority, Student Loan Revenue Bonds, Refunding	6/28 at 100.00	Aa1	99,031
		Senior Series 2019A, 2.375%, 12/01/29
200		New Jersey Higher Education Assistance Authority, Student Loan Revenue Bonds, Senior	12/26 at 100.00	Aaa	209,056
		Lien Series 2017-1A, 4.000%, 12/01/40 (AMT)
150		New Jersey Higher Education Assistance Authority, Student Loan Revenue Bonds, Senior	6/28 at 100.00	Aa1	148,492
		Series 2019B, 3.250%, 12/01/39 (AMT)
25		New Jersey Higher Education Assistance Authority, Student Loan Revenue Bonds, Senior	12/28 at 100.00	Aa1	25,244
		Series 2020B, 3.500%, 12/01/39 (AMT)
30		New Jersey Higher Education Assistance Authority, Student Loan Revenue Bonds, Series	12/20 at 100.00	Aaa	30,273
		2010-2, 5.000%, 12/01/30
100		New Jersey Higher Education Assistance Authority, Student Loan Revenue Bonds, Series	12/22 at 100.00	Aaa	107,177
		2012-1B, 5.750%, 12/01/39 (AMT)
80		New Jersey Higher Education Assistance Authority, Student Loan Revenue Bonds, Series	12/22 at 100.00	Aaa	82,807
		2013-1A, 4.000%, 12/01/28 (AMT)
165		New Jersey Higher Education Assistance Authority, Student Loan Revenue Bonds, Series	12/24 at 100.00	Aaa	174,532
		2015-1A, 4.000%, 12/01/30 (AMT)
160		New Jersey Higher Education Assistance Authority, Student Loan Revenue Bonds,	6/28 at 100.00	A2	158,904
		Subordinate Series 2019C, 3.625%, 12/01/49 (AMT)
39		New Jersey Higher Education Assistance Authority, Student Loan Revenue Bonds, Tender	12/22 at 100.00	Aaa	44,375
		Option Bond Trust 2015-XF0151, 11.801%, 12/01/23 (AMT), 144A (IF)
200		New Jersey Institute of Technology, New Jersey, General Obligation Bonds, Series 2015A,	7/25 at 100.00	A1	224,680
		5.000%, 7/01/45
3,629		Total Education and Civic Organizations			3,750,922
		Health Care – 14.7% (14.4% of Total Investments)
		Camden County Improvement Authority, New Jersey, Health Care Redevelopment Revenue
		Bonds, Cooper Health System Obligated Group Issue, Refunding Series 2014A:
105		5.000%, 2/15/25	2/24 at 100.00	BBB+	118,453
100		5.000%, 2/15/34	2/24 at 100.00	BBB+	109,963
105		Camden County Improvement Authority, New Jersey, Health Care Redevelopment Revenue	2/23 at 100.00	BBB+	113,455
		Bonds, Cooper Health System Obligated Group Issue, Series 2013A, 5.750%, 2/15/42
200		New Jersey Health Care Facilities Financing Authority, New Jersey, Revenue Bonds, Saint	7/21 at 100.00	BB+	206,526
		Peters University Hospital, Refunding Series 2011, 6.250%, 7/01/35
80		New Jersey Health Care Facilities Financing Authority, Revenue Bonds, AHS Hospital	1/27 at 100.00	AA–	88,566
		Corporation, Refunding Series 2016, 4.000%, 7/01/41
230		New Jersey Health Care Facilities Financing Authority, Revenue Bonds, Barnabas Health,	7/24 at 100.00	AA–	254,460
		Refunding Series 2014A, 5.000%, 7/01/44
		New Jersey Health Care Facilities Financing Authority, Revenue Bonds, Hackensack
		Meridian Health Obligated Group, Refunding Series 2017A:
150		5.000%, 7/01/28	7/27 at 100.00	AA–	187,857
150		5.000%, 7/01/57	7/27 at 100.00	AA–	175,768

NJV	Nuveen New Jersey Municipal Value Fund Portfolio of Investments (continued) August 31, 2020 (Unaudited)

Principal			Optional Call
Amount (000)		Description (1)	Provisions (2)	Ratings (3)	Value
		Health Care (continued)
$ 110		New Jersey Health Care Facilities Financing Authority, Revenue Bonds, Hunterdon Medical	7/24 at 100.00	A+	$ 115,427
		Center, Refunding Series 2014A, 4.000%, 7/01/45
50		New Jersey Health Care Facilities Financing Authority, Revenue Bonds, Inspira Health	7/26 at 100.00	AA–	54,528
		Obligated Group Issue, Refunding Series 2016A, 4.000%, 7/01/41
360		New Jersey Health Care Facilities Financing Authority, Revenue Bonds, Inspira Health	7/27 at 100.00	AA–	423,252
		Obligated Group Issue, Series 2017A, 5.000%, 7/01/42 (UB) (4)
20		New Jersey Health Care Facilities Financing Authority, Revenue Bonds, Meridian Health	No Opt. Call	AA–	20,796
		System Obligated Group, Refunding Series 2011, 5.000%, 7/01/21
		New Jersey Health Care Facilities Financing Authority, Revenue Bonds, Princeton
		HealthCare System, Series 2016A:
25		5.000%, 7/01/32	7/26 at 100.00	AA	30,107
40		5.000%, 7/01/33	7/26 at 100.00	AA	47,984
30		5.000%, 7/01/34	7/26 at 100.00	AA	35,910
130		New Jersey Health Care Facilities Financing Authority, Revenue Bonds, Robert Wood	7/24 at 100.00	AA–	144,712
		Johnson University Hospital Issue, Series 2014A, 5.000%, 7/01/39
110		New Jersey Health Care Facilities Financing Authority, Revenue Bonds, Robert Wood	7/23 at 100.00	AA–	120,333
		Johnson University Hospital, Series 2013A, 5.500%, 7/01/43
100		New Jersey Health Care Facilities Financing Authority, Revenue Bonds, RWJ Barnabas	7/26 at 100.00	AA–	115,566
		Health Obligated Group, Refunding Series 2016A, 5.000%, 7/01/43
		New Jersey Health Care Facilities Financing Authority, Revenue Bonds, Saint Joseph’s
		Healthcare System Obligated Group Issue, Refunding Series 2016:
10		3.000%, 7/01/32	7/26 at 100.00	BBB–	10,234
405		4.000%, 7/01/48	7/26 at 100.00	BBB–	420,382
100		New Jersey Health Care Facilities Financing Authority, Revenue Bonds, Saint Luke’s	8/23 at 100.00	A–	104,837
		Warren Hospital Obligated Group, Series 2013, 4.000%, 8/15/37
		New Jersey Health Care Facilities Financing Authority, Revenue Bonds, University
		Hospital Issue, Refunding Series 2015A:
130		4.125%, 7/01/38 – AGM Insured	7/25 at 100.00	AA	139,366
110		5.000%, 7/01/46 – AGM Insured	7/25 at 100.00	AA	122,975
		New Jersey Health Care Facilities Financing Authority, Revenue Bonds, Valley Health
		System Obligated Group, Series 2019:
50		4.000%, 7/01/44	7/29 at 100.00	A+	56,224
205		3.000%, 7/01/49	7/29 at 100.00	A+	208,870
3,105		Total Health Care			3,426,551
		Housing/Multifamily – 8.4% (8.2% of Total Investments)
55		New Jersey Economic Development Authority, Revenue Bonds, Provident Group – Kean	1/27 at 100.00	B	49,114
		Properties LLC – Kean University Student Housing Project, Series 2017A, 5.000%, 7/01/47
100		New Jersey Economic Development Authority, Revenue Bonds, Provident Group – Rowan	1/25 at 100.00	BB+	90,997
		Properties LLC – Rowan University Student Housing Project, Series 2015A, 5.000%, 1/01/48
155		New Jersey Economic Development Authority, Revenue Bonds, West Campus Housing LLC – New	7/25 at 100.00	BB+	147,307
		Jersey City University Student Housing Project, Series 2015, 5.000%, 7/01/47
130		New Jersey Housing & Mortgage Finance Agency, Multifamily Conduit Revenue Bonds,	No Opt. Call	Aaa	133,380
		Riverside Village Family Apartments Phase 1 Project, Series 2019F, 1.350%, 12/01/22
120		New Jersey Housing and Mortgage Finance Agency, Multifamily Revenue Bonds, Series 2015A,	11/24 at 100.00	AA–	127,058
		4.000%, 11/01/45
270		New Jersey Housing and Mortgage Finance Agency, Multifamily Revenue Bonds, Series 2016B,	11/25 at 100.00	AA–	285,771
		3.600%, 11/01/40
435		New Jersey Housing and Mortgage Finance Agency, Multifamily Revenue Bonds, Series 2018A,	11/27 at 100.00	AA–	477,730
		3.875%, 11/01/38
100		New Jersey Housing and Mortgage Finance Agency, Multifamily Revenue Bonds, Series 2019A,	11/28 at 100.00	AA–	106,257
		2.900%, 11/01/39

Principal			Optional Call
Amount (000)		Description (1)	Provisions (2)	Ratings (3)	Value
		Housing/Multifamily (continued)
		New Jersey Housing and Mortgage Finance Agency, Multifamily Revenue Bonds, Series 2019B:
$ 150		1.300%, 11/01/20	No Opt. Call	AA–	$ 150,194
175		1.375%, 11/01/21	No Opt. Call	AA–	176,606
200		1.500%, 5/01/23	No Opt. Call	AA–	204,144
1,890		Total Housing/Multifamily			1,948,558
		Housing/Single Family – 6.1% (6.0% of Total Investments)
		New Jersey Housing and Mortgage Finance Agency, Single Family Housing Revenue Bonds,
		Series 2018A:
150		3.600%, 4/01/33	10/27 at 100.00	AA	165,324
95		3.750%, 10/01/35	10/27 at 100.00	AA	106,379
85		New Jersey Housing and Mortgage Finance Agency, Single Family Housing Revenue Bonds,	10/27 at 100.00	AA	94,063
		Series 2018B, 3.800%, 10/01/32 (AMT)
720		New Jersey Housing and Mortgage Finance Agency, Single Family Housing Revenue Bonds,	4/28 at 100.00	AA	774,555
		Series 2019C, 3.950%, 10/01/44 (UB) (4)
290		New Jersey Housing and Mortgage Finance Agency, Single Family Housing Revenue Bonds,	4/29 at 100.00	AA	287,831
		Series 2020E, 2.250%, 10/01/40
1,340		Total Housing/Single Family			1,428,152
		Long-Term Care – 1.5% (1.4% of Total Investments)
15		New Jersey Economic Development Authority, Fixed Rate Revenue Bonds, Lions Gate Project,	1/24 at 100.00	N/R	14,548
		Series 2014, 5.250%, 1/01/44
140		New Jersey Economic Development Authority, Revenue Bonds, United Methodist Homes of New	7/23 at 100.00	BBB–	142,577
		Jersey Obligated Group Issue, Refunding Series 2013, 5.000%, 7/01/34
40		New Jersey Economic Development Authority, Revenue Bonds, United Methodist Homes of New	7/24 at 100.00	BBB–	41,477
		Jersey Obligated Group Issue, Refunding Series 2014A, 5.000%, 7/01/29
100		New Jersey Economic Development Authority, Revenue Bonds, White Horse HMT Urban Renewal	1/28 at 102.00	N/R	95,531
		LLC Project, Series 2020, 5.000%, 1/01/40, 144A
50		New Jersey Health Care Facilities Financing Authority, Revenue Bonds, Village Drive	10/26 at 102.00	N/R	45,499
		Healthcare Urban Renewal LLC, Series 2018, 5.750%, 10/01/38, 144A
345		Total Long-Term Care			339,632
		Tax Obligation/General – 9.5% (9.3% of Total Investments)
80		Cumberland County Improvement Authority, New Jersey, Guaranteed Lease Revenue Bonds,	10/28 at 100.00	AA	92,576
		County Correctional Facility Project, Series 2018, 4.000%, 10/01/43 – BAM Insured
		Harrison, New Jersey, General Obligation Bonds, Parking Utility Series 2018:
35		3.125%, 3/01/31 – BAM Insured	3/28 at 100.00	AA	38,795
30		3.250%, 3/01/32 – BAM Insured	3/28 at 100.00	AA	33,275
50		3.500%, 3/01/36 – BAM Insured	3/28 at 100.00	AA	55,325
100		Jersey City, New Jersey, General Obligation Bonds, Refunding General Improvement Series	11/27 at 100.00	AA–	126,779
		2017A, 5.000%, 11/01/29
50		Mercer County, New Jersey, General Obligation Bonds, General Capital Improvement Open	No Opt. Call	N/R	50,677
		Space Farmland Notes, Series 2020A, 2.000%, 6/10/21
125		Middlesex County, New Jersey, General Obligation Bonds, Refunding Redevelopment Series	No Opt. Call	AAA	160,070
		2017, 5.000%, 1/15/27
115		Monmouth County Improvement Authority, New Jersey, Governmental Pooled Loan Revenue	No Opt. Call	N/R	116,695
		Bonds, Series 2020A, 2.000%, 7/12/21
20		Montclair Township, Essex County, New Jersey, General Obligation Bonds, Refunding	1/24 at 100.00	AAA	22,952
		Parking Utility Series 2014A, 5.000%, 1/01/37
100		Montclair Township, Essex County, New Jersey, General Obligation Bonds, Refunding School	No Opt. Call	AAA	116,595
		Series 2017B, 4.000%, 3/01/25

NJV	Nuveen New Jersey Municipal Value Fund Portfolio of Investments (continued) August 31, 2020 (Unaudited)

Principal			Optional Call
Amount (000)		Description (1)	Provisions (2)	Ratings (3)	Value
		Tax Obligation/General (continued)
		New Brunswick Parking Authority, Middlesex County, New Jersey, Guaranteed Parking
		Revenue Bonds, Refunding Series 2016A:
$ 300		5.000%, 9/01/32 – BAM Insured	9/26 at 100.00	AA	$ 356,895
140		5.000%, 9/01/39 – BAM Insured	9/26 at 100.00	AA	163,416
100		New Jersey State, General Obligation Bonds, Various Purpose Series 2020, 2.250%, 6/01/35	12/27 at 100.00	A–	96,902
200		Ocean City, New Jersey, General Obligation Bonds, General Improvement Series 2019,	9/26 at 100.00	AA	208,816
		2.250%, 9/15/33
125		Sussex County, New Jersey, General Obligation Bonds, Series 2019, 3.000%, 6/01/27	6/26 at 100.00	AA+	139,675
150		Union County Utilities Authority, New Jersey, Resource Recovery Facility Lease Revenue	12/21 at 100.00	AA+	156,705
		Bonds, Covanta Union Inc Lessee, Refunding Series 2011B, 5.250%, 12/01/31 (AMT)
170		Union County Utilities Authority, New Jersey, Solid Waste System County Deficiency	6/21 at 100.00	Aaa	175,773
		Revenue Bonds, Series 2011A, 5.000%, 6/15/41
100		Union County, New Jersey, General Obligation Bonds, Bond Anticipation Notes Series 2020,	No Opt. Call	N/R	102,927
		4.000%, 6/18/21
1,990		Total Tax Obligation/General			2,214,848
		Tax Obligation/Limited – 16.0% (15.7% of Total Investments)
245		Garden State Preservation Trust, New Jersey, Open Space and Farmland Preservation Bonds,	No Opt. Call	AA	309,217
		Series 2005A, 5.750%, 11/01/28 – AGM Insured
150		Hudson County Improvement Authority, New Jersey, County Secured Lease Revenue Bonds,	5/26 at 100.00	AA	180,065
		Hudson County Vocational Technical Schools Project, Series 2016, 5.250%, 5/01/51
		New Jersey Economic Development Authority, Cigarette Tax Revenue Refunding Bonds,
		Series 2012:
250		5.000%, 6/15/25	6/22 at 100.00	BBB+	258,327
400		5.000%, 6/15/28	6/22 at 100.00	BBB+	410,396
100		New Jersey Economic Development Authority, Lease Revenue Bonds, State House Project,	12/28 at 100.00	BBB+	110,504
		Series 2017B, 4.500%, 6/15/40
125		New Jersey Economic Development Authority, Revenue Bonds, Motor Vehicle Surcharge,	7/27 at 100.00	BBB+	127,131
		Refunding Series 2017A, 3.375%, 7/01/30
2,170		New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series	No Opt. Call	BBB+	1,097,195
		2009A, 0.000%, 12/15/39
		New Jersey Transportation Trust Fund Authority, Transportation System Bonds,
		Series 2011B:
180		5.500%, 6/15/31	6/21 at 100.00	BBB+	184,745
275		5.250%, 6/15/36	6/21 at 100.00	BBB+	281,292
50		New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series	6/22 at 100.00	BBB+	52,109
		2012A, 5.000%, 6/15/42
50		New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series	12/29 at 100.00	BBB+	53,866
		2019A, 4.000%, 12/15/39
		New Jersey Transportation Trust Fund Authority, Transportation System Bonds,
		Series 2019BB:
225		3.500%, 6/15/46	12/28 at 100.00	BBB+	224,779
100		4.000%, 6/15/50	12/28 at 100.00	BBB+	105,122
110		Union County Improvement Authority, New Jersey, General Obligation Lease Bonds, Juvenile	No Opt. Call	Aaa	335,094
		Detention Center Facility Project, Tender Option Bond Trust 2015-XF1019, 24.232%, 5/01/30,
		144A (IF) (4)
4,430		Total Tax Obligation/Limited			3,729,842
		Transportation – 15.8% (15.6% of Total Investments)
		Delaware River and Bay Authority, Delaware and New Jersey, Revenue Bonds, Series 2014A:
150		4.125%, 1/01/39	1/24 at 100.00	A1	159,561
200		5.000%, 1/01/44	1/24 at 100.00	A1	219,614
130		Delaware River and Bay Authority, Delaware and New Jersey, Revenue Bonds, Series 2019,	1/29 at 100.00	A1	146,557
		4.000%, 1/01/44

Principal			Optional Call
Amount (000)		Description (1)	Provisions (2)	Ratings (3)	Value
		Transportation (continued)
$ 540		Delaware River Joint Toll Bridge Commission, New Jersey and Pennsylvania, Bridge System	7/27 at 100.00	A1	$ 653,368
		Revenue Bonds, Series 2017, 5.000%, 7/01/47
295		Delaware River Joint Toll Bridge Commission, New Jersey and Pennsylvania, Bridge System	No Opt. Call	A1	387,615
		Revenue Bonds, Series 2019A, 5.000%, 7/01/28
175		Delaware River Port Authority, New Jersey and Pennsylvania, Revenue Bonds, Series 2018A,	1/29 at 100.00	A+	214,517
		5.000%, 1/01/37
295		Delaware River Port Authority, Pennsylvania and New Jersey, Revenue Refunding Bonds,	1/23 at 100.00	A	314,606
		Port District Project, Series 2012, 5.000%, 1/01/27
190		New Jersey Economic Development Authority, Private Activity Bonds, The Goethals Bridge	1/24 at 100.00	BBB+	210,073
		Replacement Project, Series 2013, 5.625%, 1/01/52 (AMT)
80		New Jersey Economic Development Authority, Special Facilities Revenue Bonds, Continental	3/24 at 101.00	Ba3	83,074
		Airlines Inc, Series 2000A & 2000B, 5.625%, 11/15/30 (AMT)
320		New Jersey Economic Development Authority, Special Facility Revenue Bonds, Port Newark	10/27 at 100.00	Ba1	347,149
		Container Terminal LLC Project, Refunding Series 2017, 5.000%, 10/01/47 (AMT)
255		New Jersey Turnpike Authority, Revenue Bonds, Refunding Series 2015E, 5.000%, 1/01/45	1/25 at 100.00	A+	286,457
315		Port Authority of New York and New Jersey, Consolidated Revenue Bonds, One Hundred	12/23 at 100.00	Aa3	350,535
		Seventy Ninth Series 2013, 5.000%, 12/01/43
250		South Jersey Transportation Authority, New Jersey, Transportation System Revenue Bonds,	11/29 at 100.00	AA	322,152
		Refunding Series 2019A, 5.000%, 11/01/31 – AGM Insured
3,195		Total Transportation			3,695,278
		U.S. Guaranteed – 5.4% (5.3% of Total Investments) (5)
45		New Jersey Economic Development Authority, Rutgers University General Obligation Lease	6/23 at 100.00	Aa3	68,669
		Revenue Bonds, Tender Option Bond 2016-XF2357, 17.963%, 6/15/46 (Pre-refunded 6/15/23),
		144A (IF) (4)
		New Jersey Health Care Facilities Financing Authority, Revenue Bonds, Palisades Medical
		Center Obligated Group Issue, Refunding Series 2013:
20		5.250%, 7/01/31 (Pre-refunded 7/01/23)	7/23 at 100.00	N/R	22,600
85		5.250%, 7/01/31 (Pre-refunded 7/01/23)	7/23 at 100.00	N/R	96,954
75		New Jersey Health Care Facilities Financing Authority, Revenue Bonds, Saint Barnabas	7/21 at 100.00	N/R	78,336
		Health Care System, Refunding Series 2011A, 5.625%, 7/01/37 (Pre-refunded 7/01/21)
		New Jersey Transportation Trust Fund Authority, Transportation System Bonds,
		Series 2011A:
75		6.000%, 6/15/35 (Pre-refunded 6/15/21)	6/21 at 100.00	BBB+	78,433
275		5.500%, 6/15/41 (Pre-refunded 6/15/21)	6/21 at 100.00	BBB+	286,553
		New Jersey Transportation Trust Fund Authority, Transportation System Bonds,
		Series 2011B:
65		5.000%, 6/15/37 (Pre-refunded 6/15/21)	6/21 at 100.00	BBB+	67,476
450		5.000%, 6/15/42 (Pre-refunded 6/15/21)	6/21 at 100.00	BBB+	467,140
60		Rutgers State University, New Jersey, Revenue Bonds, Tender Option Bond 2016-XF2356,	5/23 at 100.00	Aa3	90,625
		18.123%, 5/01/43 (Pre-refunded 5/01/23), 144A (IF) (4)
1,150		Total U.S. Guaranteed			1,256,786
		Utilities – 5.0% (4.9% of Total Investments)
300		Industrial Pollution Control Financing Authority of Cape May County (New Jersey),	No Opt. Call	A	308,931
		Pollution Control Revenue Refunding Bonds, 1991 Series A (Atlantic City Electric Company
		Project), 6.800%, 3/01/21 – NPFG Insured
215		New Jersey Economic Development Authority, Natural Gas Facilities Revenue Bonds, New	8/24 at 100.00	A1	218,406
		Jersey Natural Gas Company Project, Refunding Series 2011A, 2.750%, 8/01/39
100		New Jersey Economic Development Authority, Water Facilities Revenue Bonds, Middlesex	8/29 at 100.00	A+	111,916
		Water Company, Series 2019, 4.000%, 8/01/59 (AMT)
160		New Jersey Economic Development Authority, Water Facilities Revenue Bonds, New	12/29 at 100.00	A+	170,067
		Jersey-American Water Company Inc Project, Refunding Series 2019A, 2.200%, 10/01/39 (AMT)
		(Mandatory Put 12/03/29)

NJV	Nuveen New Jersey Municipal Value Fund Portfolio of Investments (continued) August 31, 2020 (Unaudited)

Principal			Optional Call
Amount (000)		Description (1)	Provisions (2)	Ratings (3)	Value
		Utilities (continued)
$ 55		Salem County Pollution Control Financing Authority, New Jersey, Pollution Control	No Opt. Call	BBB	$ 57,843
		Revenue Bonds, Chambers Project, Refunding Series 2014A, 5.000%, 12/01/23 (AMT)
300		Salem County Pollution Control Financing Authority, New Jersey, Revenue Bonds, Atlantic	No Opt. Call	A	305,826
		City Electric Company Project, Refunding Series 2020, 2.250%, 6/01/29
1,130		Total Utilities			1,172,989
$ 22,949		Total Long-Term Investments (cost $22,147,278)			23,773,850
		Floating Rate Obligations – (3.5)%			(810,000)
		Other Assets Less Liabilities – 1.5% (6)			352,062
		Net Asset Applicable to Common Shares – 100%			$ 23,315,912

							Variation
						Unrealized	Margin
	Contract	Number of	Expiration	Notional		Appreciation	Receivable/
Description	Position	Contracts	Date	Amount	Value	(Depreciation)	(Payable)
U.S. Treasury 5-Year Note	Short	(29)	12/20	$(3,650,139)	$(3,654,906)	$(4,767)	$(1,060)

(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)	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.
(6)	Other assets less liabilities includes the unrealized appreciation (depreciation) of certain over-the-counter (“OTC”) derivatives as presented on the Statement of Assets and Liabilities, when applicable. The unrealized appreciation (depreciation) of OTC cleared and exchange-traded derivatives is recognized as part of the cash collateral at brokers and/or the receivable or payable for variation margin as presented on the Statement of Assets and Liabilities, when applicable.
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.
	See accompanying notes to financial statements.

NQP	Nuveen Pennsylvania Quality Municipal Income Fund Portfolio of Investments August 31, 2020 (Unaudited)

Principal			Optional Call
Amount (000)		Description (1)	Provisions (2)	Ratings (3)	Value
		LONG-TERM INVESTMENTS – 157.4% (99.8% of Total Investments)
		MUNICIPAL BONDS – 155.4% (98.5% of Total Investments)
		Consumer Staples – 0.5% (0.3% of Total Investments)
$ 2,000		Pennsylvania Economic Development Financing Authority, Solid Waste Disposal Revenue	No Opt. Call	AA–	$ 2,718,780
		Bonds, Procter & Gamble Paper Project, Series 2001, 5.375%, 3/01/31 (AMT)
		Education and Civic Organizations – 17.6% (11.1% of Total Investments)
1,060		Allegheny County Higher Education Building Authority, Pennsylvania, College Revenue	No Opt. Call	Baa3	1,178,084
		Refunding Bonds, Robert Morris College, Series 1998A, 6.000%, 5/01/28
940		Allegheny County Higher Education Building Authority, Pennsylvania, Revenue Bonds,	3/23 at 100.00	A	975,805
		Duquesne University, Series 2013A, 3.500%, 3/01/34
		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	671,628
1,000		5.000%, 10/15/38	10/26 at 100.00	Baa3	1,048,210
1,625		Allegheny County Higher Education Building Authority, Pennsylvania, Revenue Bonds,	10/27 at 100.00	Baa3	1,690,000
		Robert Morris University, Series 2017, 5.000%, 10/15/47
		Berks County Municipal Authority, Pennsylvania, Revenue Bonds, Alvernia University
		Project, Series 2020:
590		5.000%, 10/01/39	10/29 at 100.00	BB+	590,307
20		5.000%, 10/01/49	10/29 at 100.00	BB+	19,609
3,215		Bucks County Industrial Development Authority, Pennsylvania, Revenue Bonds, School Lane	3/27 at 100.00	BBB–	3,603,983
		Charter School Project, Series 2016, 5.125%, 3/15/36
835		Chester County Industrial Development Authority, Pennsylvania, Avon Grove Charter School	12/27 at 100.00	BBB–	918,124
		Revenue Bonds, Series 2017A, 5.000%, 12/15/47
2,200		Crawford County Industrial Development Authority, Pennsylvania, College Revenue Bonds,	5/26 at 100.00	A–	2,214,058
		Allegheny College, Series 2016, 3.000%, 5/01/34
1,000		Cumberland County Municipal Authority, Pennsylvania, Revenue Bonds, Dickinson College	11/27 at 100.00	A+	1,181,480
		Project, Second Series 2017A, 5.000%, 11/01/39
1,470		Dallas Area Municipal Authority, Pennsylvania, Revenue Bonds, Misericordia University	5/29 at 100.00	Baa3	1,604,020
		Project, Series 2019, 5.000%, 5/01/48
1,020		Dallas Area Municipal Authority, Pennsylvania, Revenue Bonds, Misericordia University,	5/24 at 100.00	Baa3	1,080,425
		Series 2014, 5.000%, 5/01/37
750		Delaware County Authority, Pennsylvania, General Revenue Bonds, Eastern University,	10/20 at 100.00	AA	750,420
		Series 2006, 4.500%, 10/01/27 – RAAI Insured
4,595		Erie Higher Education Building Authority, Pennsylvania, Revenue Bonds, Gannon	11/26 at 100.00	BBB+	4,361,206
		University, Series 2016, 4.000%, 5/01/46
2,395		General Authority of Southcentral Pennsylvania, Revenue Bonds, AICUP Financing	10/27 at 100.00	A–	2,472,790
		Program-York College of Pennsylvania, Series 2017 PP4, 3.375%, 11/01/37
		Huntingdon County General Authority, Pennsylvania, Revenue Bonds, Juniata College,
		Series 2016OO2:
590		3.250%, 5/01/36	5/26 at 100.00	BBB+	536,393
1,555		3.500%, 5/01/41	5/26 at 100.00	BBB+	1,397,681
		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–	510,544
2,910		4.000%, 11/01/40	11/27 at 100.00	A–	3,230,827
5,235		Lycoming County Authority, Pennsylvania, Revenue Bonds, Pennsylvania College of	5/22 at 100.00	A	5,597,838
		Technology, Series 2012, 5.000%, 5/01/32

NQP	Nuveen Pennsylvania Quality Municipal Income Fund Portfolio of Investments (continued) August 31, 2020 (Unaudited)

Principal			Optional Call
Amount (000)		Description (1)	Provisions (2)	Ratings (3)	Value
		Education and Civic Organizations (continued)
$ 1,855		Montgomery County Higher Education and Health Authority, Pennsylvania, Revenue Bonds,	9/28 at 100.00	A	$ 2,196,635
		Thomas Jefferson University, Series 2018A, 5.000%, 9/01/48
		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	3,753,319
395		4.000%, 9/01/49	9/29 at 100.00	A	432,114
1,465		Pennsylvania Higher Educational Facilities Authority, Revenue Bonds, Holy Family	9/23 at 100.00	BBB–	1,553,559
		University, Series 2013A, 6.500%, 9/01/38
2,415		Pennsylvania Higher Educational Facilities Authority, Revenue Bonds, AICUP Financing	11/21 at 100.00	BBB+	2,478,418
		Program-Mount Aloysius College Project, Series 2011R-1, 5.000%, 11/01/35
		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+	2,903,539
2,080		5.000%, 12/01/44	12/24 at 100.00	AA+	2,354,102
85		Pennsylvania Higher Educational Facilities Authority, Revenue Bonds, Drexel University,	5/21 at 100.00	A–	87,852
		Series 2011A, 5.250%, 5/01/41
1,000		Pennsylvania Higher Educational Facilities Authority, Revenue Bonds, Gwynedd Mercy	5/22 at 100.00	BBB	1,032,630
		College, Series 2012-KK1, 5.375%, 5/01/42
320		Pennsylvania Higher Educational Facilities Authority, Revenue Bonds, LaSalle University,	11/22 at 100.00	BBB–	320,973
		Series 2012, 4.000%, 5/01/32
7,125		Pennsylvania Higher Educational Facilities Authority, Revenue Bonds, Thomas Jefferson	3/25 at 100.00	A	8,122,714
		University, Refunding Series 2015A, 5.250%, 9/01/50 (UB) (4)
760		Pennsylvania Higher Educational Facilities Authority, Revenue Bonds, Thomas Jefferson	9/22 at 100.00	A	808,222
		University, Series 2012, 5.000%, 3/01/42
		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	1,008,339
4,300		5.000%, 11/01/42	11/22 at 100.00	Baa1	4,395,245
1,310		Pennsylvania Higher Educational Facilities Authority, Revenue Bonds, University of the	11/25 at 100.00	Baa1	1,386,871
		Sciences in Philadelphia, Series 2015A, 5.000%, 11/01/36
1,590		Pennsylvania Higher Educational Facilities Authority, Revenue Bonds, Widener University,	7/23 at 100.00	A–	1,664,380
		Series 2013A, 5.500%, 7/15/38
1,255		Philadelphia Authority for Industrial Development, Pennsylvania, Revenue Bonds, La Salle	11/27 at 100.00	BBB–	1,150,772
		University, Series 2017, 3.625%, 5/01/35
4,500		Philadelphia Authority for Industrial Development, Pennsylvania, Revenue Bonds,	10/20 at 100.00	BB	4,510,305
		Philadelphia Performing Arts Charter School, Series 2013, 6.750%, 6/15/43, 144A
500		Philadelphia Authority for Industrial Development, Pennsylvania, Revenue Bonds, Richard	10/20 at 100.00	N/R	455,490
		Allen Preparatory Charter School, Series 2006, 6.250%, 5/01/33
		Philadelphia Authority for Industrial Development, Pennsylvania, Revenue Bonds, Saint
		Joseph’s University Project, Refunding Series 2020C Forward Delivery:
1,500		4.000%, 11/01/36	11/29 at 100.00	A–	1,714,755
1,400		4.000%, 11/01/37	11/29 at 100.00	A–	1,595,020
2,420		Philadelphia Authority for Industrial Development, Pennsylvania, Revenue Bonds,	3/28 at 100.00	BB+	2,467,117
		University of the Arts, Series 2017, 5.000%, 3/15/45, 144A
2,320		Scranton-Lackawanna Health and Welfare Authority, Pennsylvania, Revenue Bonds,	5/26 at 100.00	A–	2,692,940
		University of Scranton, Series 2016, 5.000%, 11/01/37
5,250		Scranton-Lackawanna Health and Welfare Authority, Pennsylvania, University Revenue	6/26 at 100.00	BB+	5,259,975
		Bonds, Marywood University, Series 2016, 5.000%, 6/01/46
5,000		State Public School Building Authority, Pennsylvania, College Revenue Bonds, Northampton	3/21 at 100.00	A1	5,109,800
		County Area Community College, Series 2011, 5.500%, 3/01/31
3,555		Washington County Industrial Development Authority, Pennsylvania, College Revenue Bonds,	11/27 at 100.00	A–	3,714,726
		AICUP Financing Program-Washington and Jefferson College Project, Series 2017-PP5,
		3.375%, 11/01/36

Principal			Optional Call
Amount (000)		Description (1)	Provisions (2)	Ratings (3)	Value
		Education and Civic Organizations (continued)
		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–	$ 2,200,773
740		5.000%, 11/01/33	11/25 at 100.00	A–	857,512
740		4.000%, 11/01/35	11/25 at 100.00	A–	808,961
96,970		Total Education and Civic Organizations			102,670,490
		Health Care – 35.5% (22.5% of Total Investments)
17,075		Allegheny County Hospital Development Authority, Pennsylvania, Revenue Bonds, Allegheny	4/28 at 100.00	A	18,935,663
		Health Network Obligated Group Issue, Series 2018A, 4.000%, 4/01/44
		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	243,058
1,000		4.000%, 7/15/37	7/29 at 100.00	A	1,148,440
460		4.000%, 7/15/38	7/29 at 100.00	A	526,231
		Berks County Industrial Development Authority, Pennsylvania, Health System Revenue
		Bonds, Tower Health Project, Series 2017:
10,000		5.000%, 11/01/50	11/27 at 100.00	BBB+	10,692,900
4,100		5.000%, 11/01/50 (UB) (4)	11/27 at 100.00	BBB+	4,384,089
3,300		Berks County Municipal Authority, Pennsylvania, Revenue Bonds, Reading Hospital &	5/22 at 100.00	BBB+	3,341,415
		Medical Center Project, Series 2012A, 4.500%, 11/01/41
		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–	919,737
2,985		5.000%, 11/15/46	11/25 at 100.00	AA–	3,390,333
		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	3,662,016
1,935		4.000%, 10/01/37	10/27 at 100.00	AA	2,208,319
6,395		Chester County Health and Education Facilities Authority, Pennsylvania, Health System	9/30 at 100.00	AA	7,317,862
		Revenue Bonds, Main Line Health System, Series 2020A, 4.000%, 9/01/50
		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	1,612,586
375		5.000%, 6/01/35	6/26 at 100.00	A	438,615
3,460		Dauphin County General Authority, Pennsylvania, Health System Revenue Bonds, Pinnacle	6/22 at 100.00	A	3,661,753
		Health System Project, Series 2012A, 5.000%, 6/01/42
1,500		Doylestown Hospital Authority, Pennsylvania, Hospital Revenue Bonds, Series 2013A,	7/23 at 100.00	BBB–	1,601,910
		5.000%, 7/01/28
2,275		Doylestown Hospital Authority, Pennsylvania, Hospital Revenue Bonds, Series 2016A,	7/26 at 100.00	BBB–	2,510,281
		5.000%, 7/01/41
1,225		Doylestown Hospital Authority, Pennsylvania, Hospital Revenue Bonds, Series 2019A,	7/29 at 100.00	BBB–	1,292,436
		4.000%, 7/01/45
5,000		Dubois Hospital Authority, Pennsylvania, Hospital Revenue Bonds, Penn Highlands	1/28 at 100.00	A–	5,840,550
		Healthcare, Series 2018, 5.000%, 7/15/48
4,555		Geisinger Authority, Montour County, Pennsylvania, Health System Revenue Bonds,	6/24 at 100.00	AA–	5,093,765
		Geisinger Health System, Series 2014A, 5.000%, 6/01/41
10,000		Geisinger Authority, Montour County, Pennsylvania, Health System Revenue Bonds,	4/30 at 100.00	AA–	11,429,800
		Geisinger Health System, Series 2020A, 4.000%, 4/01/50
1,370		Indiana County Hospital Authority, Pennsylvania, Hospital Revenue Bonds, Indiana	6/23 at 100.00	Ba3	1,458,228
		Regional Medical Center, Series 2014A, 6.000%, 6/01/39
2,200		Lancaster County Hospital Authority, Revenue Bonds, University of Pennsylvania Health	8/26 at 100.00	AA	2,586,452
		System, Refunding Series 2016B, 5.000%, 8/15/46 (UB) (4)

NQP	Nuveen Pennsylvania Quality Municipal Income Fund Portfolio of Investments (continued) August 31, 2020 (Unaudited)

Principal			Optional Call
Amount (000)		Description (1)	Provisions (2)	Ratings (3)	Value
		Health Care (continued)
$ 3,000		Lancaster County Hospital Authority, Revenue Bonds, University of Pennsylvania Health	8/26 at 100.00	AA	$ 3,545,580
		System, Series 2016A, 5.000%, 8/15/42 (UB) (4)
3,450		Lehigh County General Purpose Authority, Pennsylvania, Hospital Revenue Bonds, Lehigh	7/26 at 100.00	A+	3,844,542
		Valley Health Network, Refunding Series 2016A, 4.000%, 7/01/35
2,565		Lehigh County General Purpose Authority, Pennsylvania, Hospital Revenue Bonds, Lehigh	7/22 at 100.00	A+	2,645,233
		Valley Health Network, Series 2012B, 4.000%, 7/01/43
		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	1,314,398
2,850		4.000%, 11/01/41 (UB) (4)	5/26 at 100.00	A	3,081,876
4,955		4.000%, 11/01/46 (UB) (4)	5/26 at 100.00	A	5,301,652
4,600		Lehigh County General Purpose Authority, Pennsylvania, Revenue Bonds, Good Shepherd	11/22 at 100.00	A	4,790,486
		Group, Series 2012, 4.000%, 11/01/32
		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+	1,108,791
2,650		5.000%, 7/01/41	7/26 at 100.00	A+	3,072,808
7,500		Montgomery County Industrial Development Authority, Pennsylvania, Health System Revenue	1/25 at 100.00	Ba1	7,903,500
		Bonds, Albert Einstein Healthcare Network Issue, Series 2015A, 5.250%, 1/15/45
4,000		Pennsylvania Economic Development Financing Authority, Revenue Bonds, University of	7/23 at 100.00	A	4,405,800
		Pittsburgh Medical Center, Series 2013A, 5.000%, 7/01/43
16,385		Pennsylvania Higher Educational Facilities Authority, Revenue Bonds, University of	8/26 at 100.00	AA	18,229,951
		Pennsylvania Health System, Refunding Series 2016C, 4.000%, 8/15/41 (UB) (4)
3,100		Pennsylvania Higher Educational Facilities Authority, Revenue Bonds, University of	8/22 at 100.00	AA	3,323,696
		Pennsylvania Health System, Series 2012A, 5.000%, 8/15/42
13,525		Pennsylvania Higher Educational Facilities Authority, Revenue Bonds, University of	8/29 at 100.00	AA	15,422,828
		Pennsylvania Health System, Series 2019, 4.000%, 8/15/49 (UB) (4)
7,305		Philadelphia Hospitals and Higher Education Facilities Authority, Pennsylvania, Hospital	7/21 at 100.00	AA	7,514,507
		Revenue Bonds, Children’s Hospital of Philadelphia, Series 2011C, 5.000%, 7/01/41
4,885		Philadelphia Hospitals and Higher Education Facilities Authority, Pennsylvania, Hospital Revenue	7/22 at 100.00	BBB–	5,155,043
		Bonds, Temple University Health System Obligated Group, Series 2012A, 5.625%, 7/01/42
		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–	3,342,060
1,170		4.000%, 8/15/45	2/25 at 100.00	A–	1,234,455
3,000		Pottsville Hospital Authority, Pennsylvania, Hospital Revenue Bonds, Lehigh Valley	1/27 at 100.00	A+	3,494,430
		Health Network, Series 2016B, 5.000%, 7/01/45
2,000		Saint Mary Hospital Authority, Pennsylvania, Hospital Revenue Bonds, Trinity Health	12/28 at 100.00	AA–	2,437,840
		Credit Group, Refunding Series 2019PA, 5.000%, 12/01/48
3,000		Southcentral Pennsylvania General Authority, Revenue Bonds, Wellspan Health Obligated	6/24 at 100.00	Aa3	3,311,520
		Group, Refunding Series 2014A, 5.000%, 6/01/44
2,000		Southcentral Pennsylvania General Authority, Revenue Bonds, Wellspan Health Obligated	6/29 at 100.00	Aa3	2,445,880
		Group, Series 2019A, 5.000%, 6/01/49
1,800		The Hospitals and Higher Education Facilities Authority of Philadelphia, Pennsylvania,	7/27 at 100.00	BBB–	2,099,232
		Hospital Revenue Bonds, Temple University Health System Obligated Group, Series of 2017,
		5.000%, 7/01/30
3,470		Washington County Hospital Authority, Pennsylvania, Hospital Revenue Bonds, The	7/23 at 100.00	A	3,801,454
		Washington Hospital Project, Series 2013A, 5.000%, 7/01/28
575		Westmoreland County Industrial Development Authority, Pennsylvania, Health System	10/20 at 100.00	Baa1	576,524
		Revenue Bonds, Excela Health Project, Series 2010A, 5.125%, 7/01/30
187,870		Total Health Care			207,700,525

Principal			Optional Call
Amount (000)		Description (1)	Provisions (2)	Ratings (3)	Value
		Housing/Multifamily – 1.2% (0.8% of Total Investments)
$ 160		Chester County Industrial Development Authority, Pennsylvania, Student Housing Revenue	8/23 at 100.00	Baa3	$ 162,302
		Bonds, University Student Housing, LLC Project at West Chester University Series 2013A,
		5.000%, 8/01/45
1,650		Clarion County Industrial Development Authority, Pennsylvania, Revenue Bonds, Clarion	7/24 at 100.00	A1	1,800,579
		University Foundation Inc Student Housing Project at Clarion University, Series 2014A,
		5.000%, 7/01/45
1,235		East Hempfield Township Industrial Development Authority, Pennsylvania, Student Services	7/24 at 100.00	BBB–	1,250,363
		Inc – Student Housing Project at Millersville University, Series 2014, 5.000%, 7/01/46
1,900		East Hempfield Township Industrial Development Authority, Pennsylvania, Student Services	7/25 at 100.00	BBB–	1,928,348
		Inc – Student Housing Project at Millersville University, Series 2015, 5.000%, 7/01/47
270		Pennsylvania Higher Educational Facilities Authority, Revenue Bonds, University	7/26 at 100.00	Baa3	279,923
		Properties Inc Student Housing Project at East Stroudsburg University of Pennsylvania, Series
		2016A, 5.000%, 7/01/31
1,548		Philadelphia Authority for Industrial Development, Pennsylvania, Multifamily Housing	10/20 at 100.00	Baa3	1,548,434
		Revenue Bonds, Presbyterian Homes Germantown – Morrisville Project, Series 2005A,
		5.625%, 7/01/35
6,763		Total Housing/Multifamily			6,969,949
		Housing/Single Family – 17.4% (11.0% 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+	4,830,085
4,425		3.650%, 10/01/37	10/21 at 100.00	AA+	4,490,667
2,275		3.650%, 10/01/37 (UB) (4)	10/21 at 100.00	AA+	2,308,761
1,830		3.700%, 10/01/42 (UB) (4)	10/21 at 100.00	AA+	1,854,376
		Pennsylvania Housing Finance Agency, Single Family Mortgage Revenue Bonds, Series
		2015-116B:
2,330		3.950%, 10/01/40 (UB) (4)	10/24 at 100.00	AA+	2,447,618
3,000		4.000%, 4/01/45 (UB) (4)	10/24 at 100.00	AA+	3,140,010
3,290		Pennsylvania Housing Finance Agency, Single Family Mortgage Revenue Bonds, Series	10/24 at 100.00	AA+	3,522,833
		2015-117B, 3.900%, 10/01/35 (UB) (4)
2,045		Pennsylvania Housing Finance Agency, Single Family Mortgage Revenue Bonds, Series	4/25 at 100.00	AA+	2,149,500
		2016-119, 3.500%, 10/01/36
7,000		Pennsylvania Housing Finance Agency, Single Family Mortgage Revenue Bonds, Series	10/25 at 100.00	AA+	7,359,450
		2016-120, 3.200%, 4/01/40 (UB) (4)
22,450		Pennsylvania Housing Finance Agency, Single Family Mortgage Revenue Bonds, Series	10/25 at 100.00	AA+	23,534,784
		2016-121, 3.200%, 10/01/41 (UB) (4)
		Pennsylvania Housing Finance Agency, Single Family Mortgage Revenue Bonds, Series
		2017-122:
2,000		3.650%, 10/01/32 (UB) (4)	4/26 at 100.00	AA+	2,182,540
6,725		3.900%, 10/01/36 (UB) (4)	4/26 at 100.00	AA+	7,345,314
		Pennsylvania Housing Finance Agency, Single Family Mortgage Revenue Bonds, Series
		2017-123B:
4,160		3.450%, 10/01/32 (UB) (4)	10/26 at 100.00	AA+	4,549,251
4,165		3.900%, 10/01/37 (UB) (4)	10/26 at 100.00	AA+	4,558,093
5,000		Pennsylvania Housing Finance Agency, Single Family Mortgage Revenue Bonds, Series	10/26 at 100.00	AA+	5,352,900
		2017-124B, 3.500%, 10/01/37 (UB) (4)
		Pennsylvania Housing Finance Agency, Single Family Mortgage Revenue Bonds, Series
		2018-126A:
2,400		3.700%, 10/01/33 (UB) (4)	4/27 at 100.00	AA+	2,644,872
2,260		3.950%, 10/01/38 (UB) (4)	4/27 at 100.00	AA+	2,483,288
3,880		Pennsylvania Housing Finance Agency, Single Family Mortgage Revenue Bonds, Series	4/29 at 100.00	AA+	4,165,413
		2019-131A, 3.000%, 10/01/39

NQP	Nuveen Pennsylvania Quality Municipal Income Fund Portfolio of Investments (continued) August 31, 2020 (Unaudited)

Principal			Optional Call
Amount (000)		Description (1)	Provisions (2)	Ratings (3)	Value
		Housing/Single Family (continued)
		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+	$ 2,016,240
10,000		2.550%, 10/01/41 (UB) (4)	10/29 at 100.00	AA+	10,081,200
520		Pennsylvania Housing Finance Agency, Single Family Mortgage Revenue Bonds, Tender Option	10/20 at 100.00	AA+	574,116
		Bonds Trust 2015-XF0109, 10.355%, 10/01/31, 144A (IF) (4)
96,505		Total Housing/Single Family			101,591,311
		Industrials – 2.2% (1.4% of Total Investments)
500		Pennsylvania Economic Development Financing Authority, Exempt Facilities Revenue Bonds,	6/30 at 100.00	N/R	525,245
		KDC Agribusiness Fairless Hills LLC Project, Series 2020A-1, 10.000%, 12/01/40, 144A
500		Pennsylvania Economic Development Financing Authority, Exempt Facilities Revenue Bonds,	6/30 at 100.00	N/R	525,160
		KDC Agribusiness Fairless Hills LLC Project, Series 2020A-2, 10.000%, 12/01/40 (AMT), 144A,
		(WI/DD, Settling 9/22/20)
6,455		Pennsylvania Economic Development Financing Authority, Exempt Facilities Revenue Bonds,	11/24 at 100.00	N/R	6,633,029
		National Gypsum Company, Refunding Series 2014, 5.500%, 11/01/44 (AMT)
		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	2,729,106
545		5.000%, 11/01/27 (AMT)	11/22 at 100.00	A1	594,404
2,000		5.000%, 11/01/41 (AMT)	11/22 at 100.00	A1	2,153,020
12,495		Total Industrials			13,159,964
		Long-Term Care – 6.2% (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	1,009,598
1,160		5.000%, 5/15/47	5/27 at 100.00	BBB	1,225,447
		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	1,060,640
400		5.000%, 5/15/48	5/25 at 102.00	BBB	422,328
230		Chester County Health and Education Facilities Authority, Pennsylvania, Revenue Bonds,	12/25 at 100.00	N/R	232,413
		Simpson Senior Services Project, Series 2015A, 5.000%, 12/01/35
1,760		Chester County Health and Education Facilities Authority, Pennsylvania, Revenue Bonds,	12/25 at 103.00	N/R	1,708,414
		Simpson Senior Services Project, Series 2019, 5.000%, 12/01/51
3,005		Cumberland County Municipal Authority, Pennsylvania, Revenue Bonds, Asbury Pennsylvania	1/25 at 104.00	N/R	2,902,229
		Obligated Group, Refunding Series 2019, 5.000%, 1/01/45
		Cumberland County Municipal Authority, Pennsylvania, Revenue Bonds, Diakon Lutheran
		Social Ministries Project, Series 2015:
4,380		4.000%, 1/01/33	1/25 at 100.00	BBB+	4,463,614
5,740		5.000%, 1/01/38	1/25 at 100.00	BBB+	6,045,196
		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+	1,081,845
1,815		5.000%, 1/01/29	1/26 at 100.00	BBB+	1,985,973
735		5.000%, 1/01/30	1/26 at 100.00	BBB+	801,591
300		3.250%, 1/01/36	1/26 at 100.00	BBB+	288,045
2,015		3.250%, 1/01/39	1/26 at 100.00	BBB+	1,892,448
		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+	712,832
1,410		5.000%, 1/01/39	1/29 at 100.00	BBB+	1,539,255
650		Lancaster County Hospital Authority, Pennsylvania, Health Center Revenue Bonds, Masonic	5/25 at 100.00	A	718,679
		Villages Project, Series 2015, 5.000%, 11/01/35
530		Lancaster County Hospital Authority, Pennsylvania, Health Center Revenue Bonds, Saint	4/22 at 100.00	BB+	537,293
		Anne’s Retirement Community, Inc, Series 2012, 5.000%, 4/01/33

Principal			Optional Call
Amount (000)		Description (1)	Provisions (2)	Ratings (3)	Value
		Long-Term Care (continued)
		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+	$ 1,008,413
715		5.000%, 3/01/50	3/27 at 102.00	BB+	729,886
1,250		Lancaster County Hospital Authority, Pennsylvania, Revenue Bonds, Landis Homes	7/25 at 100.00	BBB–	1,282,788
		Retirement Community Project, Refunding Series 2015A, 5.000%, 7/01/45
1,500		Langhorne Manor Boro Higher Education and Health Authority, Pennsylvania, Revenue Bonds,	10/20 at 100.00	A–	1,502,385
		Woods Services Project, Series 2013, 4.000%, 11/15/38
		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+	1,896,789
1,000		5.000%, 11/01/49	11/26 at 103.00	BB+	1,022,810
35,030		Total Long-Term Care			36,070,911
		Tax Obligation/General – 18.5% (11.8% of Total Investments)
840		Adams County, Pennsylvania, General Obligation Bonds, Series 2017B, 2.500%, 11/15/29	11/25 at 100.00	Aa2	908,796
		Allegheny County, Pennsylvania, General Obligation Bonds, Series 2014C-74:
1,750		5.000%, 12/01/32	12/24 at 100.00	AA–	2,056,775
1,285		5.000%, 12/01/34	12/24 at 100.00	AA–	1,504,388
2,400		Allegheny County, Pennsylvania, General Obligation Bonds, Series 2018C-77,	11/28 at 100.00	AA–	2,989,848
		5.000%, 11/01/43
		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	1,729,965
1,255		4.000%, 8/01/33	8/26 at 100.00	Aa2	1,434,478
1,950		Boyertown Area School District, Berks and Montgomery Counties, Pennsylvania, General	4/24 at 100.00	AA–	2,231,677
		Obligation Bonds, Series 2015, 5.000%, 10/01/38
		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	3,506,700
1,075		5.000%, 12/15/38 – BAM Insured	12/24 at 100.00	AA	1,255,084
1,100		5.000%, 12/15/39	12/24 at 100.00	AA	1,284,272
2,900		Colonial School District, Montgomery County, Pennsylvania, General Obligation Bonds,	2/27 at 100.00	Aaa	3,537,159
		Series 2020, 5.000%, 2/15/44
7,465		Erie City School District, Erie County, Pennsylvania, General Obligation Bonds, Series	No Opt. Call	N/R	6,060,684
		2000, 0.000%, 9/01/30 – AMBAC Insured
6,225		Lehighton Area School District, Carbon County, Pennsylvania, General Obligation Bonds,	11/23 at 100.00	AA	7,005,677
		Limited Tax Series 2015A, 5.000%, 11/15/43 – BAM Insured
		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	5,995,800
4,000		5.000%, 5/01/32	5/25 at 100.00	AA	4,786,480
2,875		5.000%, 5/01/33	5/25 at 100.00	AA	3,431,514
		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	1,151,290
1,000		4.000%, 3/01/36	9/27 at 100.00	AA	1,147,190
		Pennsbury School District, Bucks County, Pennsylvania, General Obligation Bonds,
		Series 2016A:
1,000		5.000%, 10/01/33	4/25 at 100.00	Aa2	1,191,000
1,860		5.000%, 10/01/34	4/25 at 100.00	Aa2	2,212,489
2,045		5.000%, 10/01/35	4/25 at 100.00	Aa2	2,429,501
2,620		Pennsylvania Economic Development Financing Authority, Parking System Revenue Bonds,	1/24 at 100.00	AA	3,013,917
		Capitol Region Parking System, Junior Insured Series 2013C, 5.500%, 1/01/30 – AGM Insured
3,925		Philadelphia School District, Pennsylvania, General Obligation Bonds, Series 2007A,	No Opt. Call	A+	5,568,633
		5.000%, 6/01/34 – NPFG Insured

NQP	Nuveen Pennsylvania Quality Municipal Income Fund Portfolio of Investments (continued) August 31, 2020 (Unaudited)

Principal			Optional Call
Amount (000)		Description (1)	Provisions (2)	Ratings (3)	Value
		Tax Obligation/General (continued)
$ 745		Pittsburgh School District, Allegheny County, Pennsylvania, General Obligation Bonds,	9/22 at 100.00	AA	$ 813,540
		Series 2014A, 5.000%, 9/01/25 – BAM Insured
1,000		Radnor Township, Pennsylvania, General Obligation Bonds, Series 2012, 4.000%, 11/01/37	11/22 at 100.00	Aa1	1,060,180
11,440		Reading School District, Berks County, Pennsylvania, General Obligation Bonds, Series	No Opt. Call	Baa2	8,750,570
		2003B, 0.000%, 1/15/32 – NPFG Insured
		Scranton, Lackawanna County, Pennsylvania, General Obligation Notes, Series 2016:
260		5.000%, 11/15/26	5/24 at 100.00	BB+	285,332
2,925		5.000%, 11/15/32	5/24 at 100.00	BB+	3,157,625
21,000		State Public School Building Authority, Pennsylvania, Lease Revenue Bonds, Philadelphia	No Opt. Call	AA	27,590,220
		School District, Series 2003, 5.500%, 6/01/28 – AGM Insured (UB) (4)
		The Redevelopment Authority of the City of Scranton, Lackawanna county, Pennsylvania,
		Guaranteed Lease Revenue Bonds, Series 2016A:
170		5.000%, 11/15/21	No Opt. Call	BB+	170,321
170		5.000%, 11/15/28	5/24 at 100.00	BB+	165,747
95,780		Total Tax Obligation/General			108,426,852
		Tax Obligation/Limited – 9.3% (5.9% of Total Investments)
1,070		Allegheny County Redevelopment Authority, Pennsylvania, TIF Revenue Bonds, Pittsburg	10/20 at 100.00	N/R	963,000
		Mills Project, Series 2004, 5.600%, 7/01/23
1,475		Allentown Neighborhood Improvement Zone Development Authority, Pennsylvania, Tax	5/22 at 100.00	Baa3	1,538,189
		Revenue Bonds, Series 2012A, 5.000%, 5/01/35
155		Allentown Neighborhood Improvement Zone Development Authority, Pennsylvania, Tax Revenue	5/28 at 100.00	Ba3	165,171
		Bonds, City Center Project, Series 2018, 5.000%, 5/01/33, 144A
1,115		Allentown Neighborhood Improvement Zone Development Authority, Pennsylvania, Tax Revenue	5/27 at 100.00	Ba3	1,164,997
		Bonds, City Center Refunding Project, Series 2017, 5.000%, 5/01/42, 144A
		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	1,413,733
1,180		4.000%, 6/01/39 – AGM Insured	6/28 at 100.00	AA	1,339,713
7,215		4.000%, 6/01/39 – AGM Insured (UB) (4)	6/28 at 100.00	AA	8,191,550
		Government of Guam, Business Privilege Tax Bonds, Series 2011A:
1,670		5.250%, 1/01/36	1/22 at 100.00	BB	1,722,204
655		5.125%, 1/01/42	1/22 at 100.00	BB	672,148
1,578		Monroe County Industrial Development Authority, Pennsylvania, Special Obligation Revenue	7/24 at 100.00	N/R	1,596,526
		Bonds, Tobyhanna Township Project, Series 2014, 6.875%, 7/01/33, 144A
		Pennsylvania Turnpike Commission, Motor License Fund-Enhanced Turnpike Subordinate
		Special Revenue Bonds, Series 2014A:
2,650		0.000%, 12/01/37 (11)	12/26 at 100.00	AA–	2,915,292
4,000		0.000%, 12/01/44 (11)	12/26 at 100.00	AA–	4,366,040
2,500		Pennsylvania Turnpike Commission, Oil Franchise Tax Revenue Bonds, Subordinate Series	12/28 at 100.00	A+	2,994,950
		2018B, 5.000%, 12/01/48
5,530		Philadelphia Authority For Industrial Development, Pennsylvania, City Agreement Revenue	12/25 at 100.00	A	6,674,986
		Bonds, Cultural and Commercial Corridors Program, Refunding Series 2016A, 5.000%, 12/01/30
3,820		Pittsburgh and Allegheny County Sports and Exhibition Authority, Pennsylvania, Hotel	8/22 at 100.00	AA	4,067,689
		Room Excise Tax Revenue Bonds, Refunding Series 2012, 5.000%, 2/01/26 – AGM Insured
4,225		Puerto Rico Highway and Transportation Authority, Highway Revenue Bonds, Series 2007N,	No Opt. Call	C	4,609,644
		5.500%, 7/01/29 – AMBAC Insured
		Puerto Rico Sales Tax Financing Corporation, Sales Tax Revenue Bonds, Restructured
		2018A-1:
1,398		4.750%, 7/01/53	7/28 at 100.00	N/R	1,469,354
2,899		5.000%, 7/01/58	7/28 at 100.00	N/R	3,095,262
		Puerto Rico Sales Tax Financing Corporation, Sales Tax Revenue Bonds, Taxable
		Restructured Cofina Project Series 2019A-2:
705		4.329%, 7/01/40	7/28 at 100.00	N/R	740,257
532		4.329%, 7/01/40	7/28 at 100.00	N/R	558,605
3,332		4.784%, 7/01/58	7/28 at 100.00	N/R	3,509,629

Principal			Optional Call
Amount (000)		Description (1)	Provisions (2)	Ratings (3)	Value
		Tax Obligation/Limited (continued)
$ 825		Washington County Redevelopment Authority, Pennsylvania, Tanger Outlet Victory Center	1/28 at 100.00	BB	$ 842,713
		Tax Increment Bonds, Series 2018, 5.000%, 7/01/35
49,664		Total Tax Obligation/Limited			54,611,652
		Transportation – 9.9% (6.3% of Total Investments)
		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	2,618,467
2,310		5.000%, 1/01/24	1/23 at 100.00	A	2,487,038
610		5.000%, 1/01/25	1/23 at 100.00	A	655,201
4,000		Pennsylvania Economic Development Financing Authority, Parking System Revenue Bonds,	1/24 at 100.00	AA	4,435,800
		Capitol Region Parking System, Series 2013A, 5.250%, 1/01/44 – AGM Insured
12,100		Pennsylvania Turnpike Commission, Turnpike Revenue Bonds, Capital Appreciation Series	12/27 at 100.00	A	15,599,199
		2009E, 6.375%, 12/01/38
820		Pennsylvania Turnpike Commission, Turnpike Revenue Bonds, Refunding Subordinate Second	6/26 at 100.00	A3	950,610
		Series 2016B-2, 5.000%, 6/01/39
3,000		Pennsylvania Turnpike Commission, Turnpike Revenue Bonds, Series 2014C, 5.000%, 12/01/44	12/24 at 100.00	A+	3,365,250
10,470		Pennsylvania Turnpike Commission, Turnpike Revenue Bonds, Series 2015B, 5.000%, 12/01/45	12/25 at 100.00	A1	11,968,152
		(UB) (4)
2,000		Pennsylvania Turnpike Commission, Turnpike Revenue Bonds, Subordinate Series 2009C,	6/26 at 100.00	AA	2,565,060
		6.250%, 6/01/33 – AGM Insured
		Pennsylvania Turnpike Commission, Turnpike Revenue Bonds, Subordinate Series 2017B-1:
1,430		5.000%, 6/01/31	6/27 at 100.00	A3	1,729,070
1,430		5.000%, 6/01/33	6/27 at 100.00	A3	1,711,982
1,500		Pennsylvania Turnpike Commission, Turnpike Revenue Bonds, Subordinate Series 2019A,	12/29 at 100.00	A3	1,650,435
		4.000%, 12/01/49
585		Philadelphia, Pennsylvania, Airport Revenue Bonds, Refunding Series 2017A, 3.000%,	7/27 at 100.00	AA	608,388
		7/01/34 – AGM Insured
1,500		Philadelphia, Pennsylvania, Airport Revenue Bonds, Refunding Series 2017B, 5.000%,	7/27 at 100.00	A	1,725,150
		7/01/47 (AMT)
1,865		Philadelphia, Pennsylvania, Airport Revenue Bonds, Series 2010A, 5.250%, 6/15/28	10/20 at 100.00	A	1,879,174
		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	1,192,080
500		5.000%, 12/15/33	12/27 at 100.00	A	587,400
550		5.000%, 12/15/34	12/27 at 100.00	A	644,424
1,000		5.000%, 12/15/36	12/27 at 100.00	A	1,149,270
250		5.000%, 12/15/37	12/27 at 100.00	A	284,780
49,345		Total Transportation			57,806,930
		U.S. Guaranteed – 21.0% (13.3% of Total Investments) (5)
1,700		Allegheny County, Pennsylvania, General Obligation Bonds, Series 2011C-65, 5.375%,	5/21 at 100.00	AA–	1,759,024
		5/01/31 (Pre-refunded 5/01/21)
		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–	3,232,195
2,000		5.250%, 12/01/33 (Pre-refunded 12/01/23)	12/23 at 100.00	AA–	2,325,320
5,100		Allegheny County, Pennsylvania, General Obligation Bonds, Series C69-C70 of 2012,	12/22 at 100.00	AA–	5,648,607
		5.000%, 12/01/37 (Pre-refunded 12/01/22)
		Beaver County Hospital Authority, Pennsylvania, Revenue Bonds, Heritage Valley Health
		System, Inc, Series 2012:
4,010		5.000%, 5/15/26 (Pre-refunded 5/15/21)	5/21 at 100.00	A3	4,143,934
1,910		5.000%, 5/15/27 (Pre-refunded 5/15/21)	5/21 at 100.00	A3	1,973,794
2,000		5.000%, 5/15/28 (Pre-refunded 5/15/21)	5/21 at 100.00	A3	2,066,800
3,000		Bristol Township School District, Bucks County, Pennsylvania, General Obligation Bonds,	6/23 at 100.00	A2	3,413,970
		Series 2013, 5.250%, 6/01/43 (Pre-refunded 6/01/23)

NQP	Nuveen Pennsylvania Quality Municipal Income Fund Portfolio of Investments (continued) August 31, 2020 (Unaudited)

Principal			Optional Call
Amount (000)		Description (1)	Provisions (2)	Ratings (3)	Value
		U.S. Guaranteed (5) (continued)
		Bucks County Water and Sewer Authority, Pennsylvania, Revenue Bonds, Tender Option Bond
		Trust 2015-XF0123:
$ 825		13.278%, 12/01/29 – AGM Insured (Pre-refunded 12/01/21), 144A (IF) (4)	12/21 at 100.00	AA	$ 973,549
1,665		13.290%, 12/01/33 – AGM Insured (Pre-refunded 12/01/21), 144A (IF) (4)	12/21 at 100.00	AA	1,965,100
4,000		Central Bradford Progress Authority, Pennsylvania, Revenue Bonds, Guthrie Health,	12/21 at 100.00	AA–	4,250,960
		Refunding Series 2011, 5.375%, 12/01/41 (Pre-refunded 12/01/21)
4,100		Centre County Hospital Authority, Pennsylvania, Hospital Revenue Bonds, Mount Nittany	11/21 at 100.00	AA–	4,432,141
		Medical Center Project, Series 2011, 7.000%, 11/15/46 (Pre-refunded 11/15/21)
6,680		Gateway School District, Allegheny County, Pennsylvania, General Obligation Bonds,	10/22 at 100.00	A1	7,209,190
		Refunding Series 2012, 4.000%, 10/15/32 (Pre-refunded 10/15/22)
3,385		Lancaster County Hospital Authority, Pennsylvania, Health System Revenue Bonds,	1/22 at 100.00	N/R	4,020,771
		Lancaster General Hospital Project, Tender Option Bond Trust 2015-XF0064, 13.317%, 7/01/42
		(Pre-refunded 1/01/22), 144A (IF)
		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	1,135,980
1,665		5.750%, 5/01/35 (Pre-refunded 5/01/23)	5/23 at 100.00	N/R	1,907,973
		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	382,516
3,000		5.000%, 1/01/41 (Pre-refunded 1/01/22)	1/22 at 100.00	N/R	3,183,750
3,730		Montgomery County Higher Education and Health Authority, Pennsylvania, Hospital Revenue	6/22 at 100.00	N/R	4,036,643
		Bonds, Abington Memorial Hospital Obligated Group, Series 2012A, 5.000%, 6/01/31
		(Pre-refunded 6/01/22)
925		Montgomery County Industrial Development Authority, Pennsylvania, Health Facilities	4/22 at 100.00	AA	995,337
		Revenue Bonds, Jefferson Health System, Series 2012A, 5.000%, 10/01/41 (Pre-refunded 4/01/22)
2,150		Montgomery County Industrial Development Authority, Pennsylvania, Revenue Bonds, ACTS	5/22 at 100.00	A–	2,322,258
		Retirement-Life Communities, Inc Obligated Group, Refunding Series 2012, 5.000%, 11/15/26
		(Pre-refunded 5/15/22)
3,500		Norristown Area School District, Pennsylvania, Installment Purchase Certificates of	4/22 at 100.00	N/R	3,748,780
		Participation, Series 2012, 5.000%, 4/01/32 (Pre-refunded 4/01/22)
1,415		Pennsylvania Higher Educational Facilities Authority, Revenue Bonds, Drexel University,	5/21 at 100.00	N/R	1,462,968
		Series 2011A, 5.250%, 5/01/41 (Pre-refunded 5/01/21)
		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	1,083,230
750		5.000%, 7/01/32 (Pre-refunded 7/01/22)	7/22 at 100.00	N/R	812,423
1,195		Pennsylvania Higher Educational Facilities Authority, Revenue Bonds, Philadelphia	6/23 at 100.00	N/R	1,349,956
		University, Refunding Series 2013, 5.000%, 6/01/32 (Pre-refunded 6/01/23)
420		Pennsylvania Higher Educational Facilities Authority, Revenue Bonds, Shippensburg	10/22 at 100.00	N/R	461,374
		University Student Services, Inc Student Housing Project at Shippensburg University of
		Pennsylvania, Series 2012, 5.000%, 10/01/44 (Pre-refunded 10/01/22)
2,000		Pennsylvania Higher Educational Facilities Authority, Revenue Bonds, Temple University,	4/22 at 100.00	Aa3	2,150,420
		First Series of 2012, 5.000%, 4/01/42 (Pre-refunded 4/01/22)
		Pennsylvania Turnpike Commission, Motor License Fund-Enhanced Turnpike Special Revenue
		Bonds, Subordinate Series 2010A1&2:
345		5.500%, 12/01/34 (Pre-refunded 12/01/20)	12/20 at 100.00	N/R	349,533
1,440		5.500%, 12/01/34 (Pre-refunded 12/01/20)	12/20 at 100.00	AA–	1,459,109
		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	2,188,941
1,935		5.000%, 12/01/41 (Pre-refunded 12/01/21)	12/21 at 100.00	A2	2,046,127
3,180		Pennsylvania Turnpike Commission, Motor License Fund-Enhanced Turnpike Special Revenue	12/21 at 100.00	AA–	3,370,864
		Bonds, Subordinate Series 2012A, 5.000%, 12/01/31 (Pre-refunded 12/01/21)
7,000		Pennsylvania Turnpike Commission, Motor License Fund-Enhanced Turnpike Subordinate	12/23 at 100.00	AA–	8,089,270
		Special Revenue Bonds, Series 2013B-1, 5.250%, 12/01/43 (Pre-refunded 12/01/23)

Principal			Optional Call
Amount (000)		Description (1)	Provisions (2)	Ratings (3)	Value
		U.S. Guaranteed (5) (continued)
$ 2,500		Philadelphia, Pennsylvania, Water and Wastewater Revenue Bonds, Series 2013A, 5.125%,	1/22 at 100.00	A+	$ 2,662,475
		1/01/43 (Pre-refunded 1/01/22)
		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–	2,835,480
6,800		5.000%, 9/01/26 (Pre-refunded 9/01/22)	9/22 at 100.00	AA–	7,444,504
		Saint Mary Hospital Authority, Pennsylvania, Health System Revenue Bonds, Catholic
		Health East, Series 2010A:
55		5.000%, 11/15/40 (Pre-refunded 11/15/20)	11/20 at 100.00	N/R	55,521
605		5.000%, 11/15/40 (Pre-refunded 11/15/20)	11/20 at 100.00	AA–	610,729
		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–	3,317,080
2,500		7.000%, 8/01/41 (Pre-refunded 8/01/21)	8/21 at 100.00	A–	2,651,550
		West Shore Area Authority, Cumberland County, Pennsylvania, Hospital Revenue Bonds, Holy
		Spirit Hospital of the Sisters of Christian Charity Project, Series 2011:
325		6.250%, 1/01/31 (Pre-refunded 1/01/21)	1/21 at 100.00	AA–	331,481
4,555		6.500%, 1/01/36 (Pre-refunded 1/01/21)	1/21 at 100.00	AA–	4,649,471
		West Shore Area Authority, Cumberland County, Pennsylvania, Hospital Revenue Bonds, Holy
		Spirit Hospital of the Sisters of Christian Charity, Series 2011B:
1,835		5.625%, 1/01/32 (Pre-refunded 1/01/22)	1/22 at 100.00	AA–	1,966,441
1,970		5.750%, 1/01/41 (Pre-refunded 1/01/22)	1/22 at 100.00	AA–	2,114,381
1,930		Westmoreland County Municipal Authority, Pennsylvania, Municipal Service Revenue Bonds,	8/23 at 100.00	A+	3,002,868
		Tender Option Bond Trust 2016-XF1058, 17.534%, 8/15/37 (Pre-refunded 8/15/23), 144A (IF) (4)
1,110		Wilkes-Barre Finance Authority, Pennsylvania, Revenue Bonds, University of Scranton,	11/20 at 100.00	A–	1,117,481
		Series 2010, 5.000%, 11/01/40 (Pre-refunded 11/01/20)
112,140		Total U.S. Guaranteed			122,712,269
		Utilities – 5.0% (3.2% of Total Investments)
3,000		Beaver County Industrial Development Authority, Pennsylvania, Pollution Control Revenue	No Opt. Call	N/R	3,022,500
		Bonds, FirstEnergy Generation Project, Refunding Series 2006A, 4.375%, 1/01/35 (Mandatory
		Put 7/01/22)
2,540		Beaver County Industrial Development Authority, Pennsylvania, Pollution Control Revenue	No Opt. Call	N/R	3,175
		Bonds, FirstEnergy Nuclear Generation Project, Refunding Series 2005A, 4.000%, 1/01/35 (6)
9,855		Beaver County Industrial Development Authority, Pennsylvania, Pollution Control Revenue	No Opt. Call	N/R	12,319
		Bonds, FirstEnergy Nuclear Generation Project, Refunding Series 2008A, 2.700%, 4/01/35 (6)
6,210		Beaver County Industrial Development Authority, Pennsylvania, Pollution Control Revenue	No Opt. Call	N/R	7,762
		Bonds, FirstEnergy Nuclear Generation Project, Series 2006B, 3.500%, 12/01/35 (6)
295		Luzerne County Industrial Development Authority, Pennsylvania, Revenue Bonds,	12/29 at 100.00	A+	321,627
		Pennsylvania-American Water Company Project, Refunding Series 2019, 2.450%, 12/01/39 (AMT)
		(Mandatory Put 12/03/29)
3,475		Pennsylvania Economic Development Financing Authority, Exempt Facilities Revenue Bonds,	10/29 at 100.00	A–	3,665,256
		York Water Company Project, Refunding Series 2019A, 3.000%, 10/01/36 (AMT)
3,400		Pennsylvania Economic Development Financing Authority, Exempt Facilities Revenue Bonds,	11/29 at 100.00	A–	3,590,298
		York Water Company Project, Refunding Series 2019B, 3.100%, 11/01/38 (AMT)
2,025		Pennsylvania Economic Development Financing Authority, Exempt Facilities Revenue	9/25 at 100.00	B	1,666,474
		Refunding Bonds, PPL Energy Supply, LLC Project, Series 2009A, 6.400%, 12/01/38
7,500		Pennsylvania Economic Development Financing Authority, Revenue Bonds,	10/29 at 100.00	A+	8,158,125
		Pennsylvania-American Water Company, Refunding Series 2019, 3.000%, 4/01/39
5,000		Philadelphia Gas Works, Pennsylvania, Revenue Bonds, General Ordinance, Fifteenth Series	8/27 at 100.00	A	5,724,600
		2017, 5.000%, 8/01/47
2,735		Philadelphia Gas Works, Pennsylvania, Revenue Bonds, Refunding Thirteenth Series 2015,	8/25 at 100.00	A	3,240,045
		5.000%, 8/01/29
46,035		Total Utilities			29,412,181

NQP	Nuveen Pennsylvania Quality Municipal Income Fund Portfolio of Investments (continued) August 31, 2020 (Unaudited)

Principal			Optional Call
Amount (000)		Description (1)	Provisions (2)	Ratings (3)	Value
		Water and Sewer – 11.1% (7.0% 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	$ 3,927,390
3,320		5.000%, 12/01/45	12/25 at 100.00	Aa3	3,895,788
		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	1,302,574
2,220		4.000%, 5/01/45	5/25 at 100.00	Aa3	2,386,633
		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	5,346,360
4,420		0.000%, 12/01/35	No Opt. Call	A	3,137,095
12,500		Lehigh County Authority, Pennsylvania, Water and Sewer Revenue Bonds, Allentown	12/23 at 100.00	A	14,121,125
		Concession, Series 2013A, 5.125%, 12/01/47
6,560		Philadelphia, Pennsylvania, Water and Wastewater Revenue Bonds, Series 2011A,	1/21 at 100.00	A+	6,633,078
		5.000%, 1/01/41
		Philadelphia, Pennsylvania, Water and Wastewater Revenue Bonds, Series 2018A:
5,000		5.000%, 10/01/48 (UB) (4)	10/28 at 100.00	A+	6,150,950
7,000		5.000%, 10/01/53 (UB) (4)	10/28 at 100.00	A+	8,576,540
1,000		Philadelphia, Pennsylvania, Water and Wastewater Revenue Bonds, Series 2019B,	11/29 at 100.00	A+	1,242,280
		5.000%, 11/01/54
5,000		Pittsburgh Water and Sewer Authority, Pennsylvania, Water and Sewer System Revenue	9/23 at 100.00	A	5,682,550
		Bonds, First Lien Series 2013B, 5.250%, 9/01/40
		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	1,115,440
1,190		2.450%, 8/15/37 – AGM Insured	8/28 at 100.00	AA	1,197,199
60,940		Total Water and Sewer			64,715,002
$ 851,537		Total Municipal Bonds (cost $844,013,486)			908,566,816

Shares		Description (1)			Value
		COMMON STOCKS – 2.0% (1.3% of Total Investments)
		Electric Utilities – 2.0% (1.3% of Total Investments)
601,606		Energy Harbor Corp, (7) (8)			$ 11,580,915
		Total Common Stocks (cost $16,839,773)			11,580,915
		Total Long-Term Investments (cost $860,853,259)			920,147,731

Principal			Optional Call
Amount (000)		Description (1)	Provisions (2)	Ratings (3)	Value
		SHORT-TERM INVESTMENTS – 0.3% (0.2% of Total Investments)
		MUNICIPAL BONDS – 0.3% (0.2% of Total Investments)
		Tax Obligation/Limited – 0.3% (0.2% of Total Investments)
$ 1,875		Commonwealth Financing Authority, Pennsylvania, Tobacco Master Settlement Payment Revenue	6/28 at 100.00	AA	$ 1,875,000
		Bonds, Variable Rate Demand Obligations, Tender Option Bond Trust Series 2018-XX1080, 0.170%,
		6/01/35 (Mandatory Put 10/01/20), 144A, (10)
$ 1,875		Total Short-Term Investments (cost $1,875,000)			1,875,000
		Total Investments (cost $862,728,259) – 157.7%			922,022,731
		Floating Rate Obligations – (23.8)%			(139,425,000)
		Variable Rate Demand Preferred Shares, net of deferred offering costs – (37.1)% (9)			(216,734,085)
		Other Assets Less Liabilities – 3.2%			18,760,323
		Net Asset Applicable to Common Shares – 100%			$ 584,623,969

(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)	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.
(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 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.
(8)	For fair value measurement disclosure purposes, investment classified as Level 2. See Notes to Financial Statements, Note 3 - Investment Valuation and Fair Value Measurements for more information.
(9)	Variable Rate Demand Preferred Shares, net of deferred offering costs as a percentage of Total Investments is 23.5%.
(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.
(11)	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.
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.
	See accompanying notes to financial statements.

NPN	Nuveen Pennsylvania Municipal Value Fund Portfolio of Investments August 31, 2020 (Unaudited)

Principal			Optional Call
Amount (000)		Description (1)	Provisions (2)	Ratings (3)	Value
		LONG-TERM INVESTMENTS – 99.6% (100.0% of Total Investments)
		MUNICIPAL BONDS – 98.1% (98.5% of Total Investments)
		Consumer Staples – 2.7% (2.7% of Total Investments)
$ 315		District of Columbia Tobacco Settlement Corporation, Tobacco Settlement Asset-Backed	No Opt. Call	A–	$ 352,693
		Bonds, Series 2001, 6.500%, 5/15/33
100		Pennsylvania Economic Development Financing Authority, Solid Waste Disposal Revenue	No Opt. Call	AA–	135,939
		Bonds, Procter & Gamble Paper Project, Series 2001, 5.375%, 3/01/31 (AMT)
415		Total Consumer Staples			488,632
		Education and Civic Organizations – 8.3% (8.3% of Total Investments)
50		Allegheny County Higher Education Building Authority, Pennsylvania, Revenue Bonds,	10/27 at 100.00	Baa3	52,879
		Robert Morris University, Series 2017, 5.000%, 10/15/37
15		Berks County Municipal Authority, Pennsylvania, Revenue Bonds, Alvernia University	10/29 at 100.00	BB+	15,008
		Project, Series 2020, 5.000%, 10/01/39
70		Bucks County Industrial Development Authority, Pennsylvania, Revenue Bonds, School Lane	3/27 at 100.00	BBB–	78,469
		Charter School Project, Series 2016, 5.125%, 3/15/36
20		Chester County Industrial Development Authority, Pennsylvania, Avon Grove Charter School	12/27 at 100.00	BBB–	21,991
		Revenue Bonds, Series 2017A, 5.000%, 12/15/47
100		Cumberland County Municipal Authority, Pennsylvania, Revenue Bonds, Dickinson College	11/27 at 100.00	A+	118,148
		Project, Second Series 2017A, 5.000%, 11/01/39
30		Dallas Area Municipal Authority, Pennsylvania, Revenue Bonds, Misericordia University	5/29 at 100.00	Baa3	32,735
		Project, Series 2019, 5.000%, 5/01/48
30		Dallas Area Municipal Authority, Pennsylvania, Revenue Bonds, Misericordia University,	5/24 at 100.00	Baa3	31,777
		Series 2014, 5.000%, 5/01/37
60		Erie Higher Education Building Authority, Pennsylvania, Revenue Bonds, Gannon	11/26 at 100.00	BBB+	56,947
		University, Series 2016, 4.000%, 5/01/46
75		General Authority of Southcentral Pennsylvania, Revenue Bonds, AICUP Financing	10/27 at 100.00	A–	77,436
		Program-York College of Pennsylvania, Series 2017 PP4, 3.375%, 11/01/37
		Huntingdon County General Authority, Pennsylvania, Revenue Bonds, Juniata College,
		Series 2016OO2:
15		3.250%, 5/01/36	5/26 at 100.00	BBB+	13,637
35		3.500%, 5/01/41	5/26 at 100.00	BBB+	31,459
50		Montgomery County Higher Education and Health Authority, Pennsylvania, Revenue Bonds,	9/28 at 100.00	A	59,209
		Thomas Jefferson University, Series 2018A, 5.000%, 9/01/48
		Montgomery County Higher Education and Health Authority, Pennsylvania, Revenue Bonds,
		Thomas Jefferson University, Series 2019:
50		4.000%, 9/01/44	9/29 at 100.00	A	55,034
25		4.000%, 9/01/49	9/29 at 100.00	A	27,349
90		Northampton County General Purpose Authority, Pennsylvania, Revenue Bonds, Lafayette	11/28 at 100.00	Aa3	103,455
		College, Refunding Series 2018, 4.000%, 11/01/38
35		Pennsylvania Higher Educational Facilities Authority, Revenue Bonds, Holy Family	9/23 at 100.00	BBB–	37,116
		University, Series 2013A, 6.500%, 9/01/38
45		Pennsylvania Higher Educational Facilities Authority, Revenue Bonds, Thomas Jefferson	9/22 at 100.00	A	47,855
		University, Series 2012, 5.000%, 3/01/42
		Pennsylvania Higher Educational Facilities Authority, Revenue Bonds, University of the
		Sciences in Philadelphia, Series 2012:
35		4.000%, 11/01/39	11/22 at 100.00	Baa1	34,264
60		5.000%, 11/01/42	11/22 at 100.00	Baa1	61,329
95		Pennsylvania Higher Educational Facilities Authority, Revenue Bonds, Widener University,	7/23 at 100.00	A–	99,444
		Series 2013A, 5.500%, 7/15/38

Principal			Optional Call
Amount (000)		Description (1)	Provisions (2)	Ratings (3)	Value
		Education and Civic Organizations (continued)
$ 70		Philadelphia Authority for Industrial Development, Pennsylvania, Revenue Bonds, La Salle	11/27 at 100.00	BBB–	$ 64,186
		University, Series 2017, 3.625%, 5/01/35
100		Philadelphia Authority for Industrial Development, Pennsylvania, Revenue Bonds,	10/20 at 100.00	BB	100,229
		Philadelphia Performing Arts Charter School, Series 2013, 6.750%, 6/15/43, 144A
50		Philadelphia Authority for Industrial Development, Pennsylvania, Revenue Bonds,	3/28 at 100.00	BB+	50,974
		University of the Arts, Series 2017, 5.000%, 3/15/45, 144A
100		Scranton-Lackawanna Health and Welfare Authority, Pennsylvania, University Revenue	6/26 at 100.00	BB+	100,190
		Bonds, Marywood University, Series 2016, 5.000%, 6/01/46
145		Washington County Industrial Development Authority, Pennsylvania, College Revenue Bonds,	11/27 at 100.00	A–	151,515
		AICUP Financing Program-Washington and Jefferson College Project, Series 2017-PP5,
		3.375%, 11/01/36
1,450		Total Education and Civic Organizations			1,522,635
		Health Care – 20.0% (20.0% of Total Investments)
460		Allegheny County Hospital Development Authority, Pennsylvania, Revenue Bonds, Allegheny	4/28 at 100.00	A	510,126
		Health Network Obligated Group Issue, Series 2018A, 4.000%, 4/01/44
115		Allegheny County Hospital Development Authority, Pennsylvania, Revenue Bonds, University	7/29 at 100.00	A	133,103
		of Pittsburgh Medical Center, Series 2019A, 4.000%, 7/15/35
380		Berks County Industrial Development Authority, Pennsylvania, Health System Revenue	11/27 at 100.00	BBB+	406,330
		Bonds, Tower Health Project, Series 2017, 5.000%, 11/01/50
100		Centre County Hospital Authority, Pennsylvania, Hospital Revenue Bonds, Mount Nittany	11/25 at 100.00	AA–	113,579
		Medical Center Project, Series 2016A, 5.000%, 11/15/46
75		Chester County Health and Education Facilities Authority, Pennsylvania, Health System	10/27 at 100.00	AA	85,594
		Revenue Bonds, Main Line Health System, Series 2017A, 4.000%, 10/01/37
190		Chester County Health and Education Facilities Authority, Pennsylvania, Health System	9/30 at 100.00	AA	217,419
		Revenue Bonds, Main Line Health System, Series 2020A, 4.000%, 9/01/50
200		Cumberland County Municipal Authority, Pennsylvania, Revenue Bonds, Penn State Health,	11/29 at 100.00	A+	227,348
		Series 2019, 4.000%, 11/01/44
55		Dauphin County General Authority, Pennsylvania, Health System Revenue Bonds, Pinnacle	6/26 at 100.00	A	64,330
		Health System Project, Refunding Series 2016A, 5.000%, 6/01/35
35		Dauphin County General Authority, Pennsylvania, Health System Revenue Bonds, Pinnacle	6/22 at 100.00	A	37,041
		Health System Project, Series 2012A, 5.000%, 6/01/42
225		Doylestown Hospital Authority, Pennsylvania, Hospital Revenue Bonds, Series 2016A,	7/26 at 100.00	BBB–	248,270
		5.000%, 7/01/41
25		Doylestown Hospital Authority, Pennsylvania, Hospital Revenue Bonds, Series 2019A,	7/29 at 100.00	BBB–	26,376
		4.000%, 7/01/45
150		Dubois Hospital Authority, Pennsylvania, Hospital Revenue Bonds, Penn Highlands	1/28 at 100.00	A–	175,217
		Healthcare, Series 2018, 5.000%, 7/15/48
100		Lancaster County Hospital Authority, Revenue Bonds, University of Pennsylvania Health	8/26 at 100.00	AA	117,566
		System, Refunding Series 2016B, 5.000%, 8/15/46
155		Lancaster County Hospital Authority, Revenue Bonds, University of Pennsylvania Health	8/26 at 100.00	AA	183,188
		System, Series 2016A, 5.000%, 8/15/42
100		Lehigh County General Purpose Authority, Pennsylvania, Revenue Bonds, Good Shepherd	5/26 at 100.00	A	108,136
		Group, Refunding Series 2016, 4.000%, 11/01/41
40		Lehigh County General Purpose Authority, Pennsylvania, Revenue Bonds, Good Shepherd	11/22 at 100.00	A	41,656
		Group, Series 2012, 4.000%, 11/01/32
200		Montgomery County Industrial Development Authority, Pennsylvania, Health System Revenue	1/25 at 100.00	Ba1	210,760
		Bonds, Albert Einstein Healthcare Network Issue, Series 2015A, 5.250%, 1/15/45
145		Philadelphia Hospitals and Higher Education Facilities Authority, Pennsylvania, Hospital	7/22 at 100.00	BBB–	153,016
		Revenue Bonds, Temple University Health System Obligated Group, Series 2012A,
		5.625%, 7/01/42
200		Pottsville Hospital Authority, Pennsylvania, Hospital Revenue Bonds, Lehigh Valley	1/27 at 100.00	A+	232,962
		Health Network, Series 2016B, 5.000%, 7/01/45

NPN	Nuveen Pennsylvania Municipal Value Fund Portfolio of Investments (continued) August 31, 2020 (Unaudited)

Principal			Optional Call
Amount (000)		Description (1)	Provisions (2)	Ratings (3)	Value
		Health Care (continued)
$ 210		Southcentral Pennsylvania General Authority, Revenue Bonds, Wellspan Health Obligated	6/29 at 100.00	Aa3	$ 256,817
		Group, Series 2019A, 5.000%, 6/01/49
100		The Hospitals and Higher Education Facilities Authority of Philadelphia, Pennsylvania,	7/27 at 100.00	BBB–	116,624
		Hospital Revenue Bonds, Temple University Health System Obligated Group, Series of 2017,
		5.000%, 7/01/30
3,260		Total Health Care			3,665,458
		Housing/Multifamily – 7.0% (7.1% of Total Investments)
15		Chester County Industrial Development Authority, Pennsylvania, Student Housing Revenue	8/23 at 100.00	Baa3	15,216
		Bonds, University Student Housing, LLC Project at West Chester University Series 2013A,
		5.000%, 8/01/45
35		Clarion County Industrial Development Authority, Pennsylvania, Revenue Bonds, Clarion	7/24 at 100.00	A1	38,194
		University Foundation Inc Student Housing Project at Clarion University, Series 2014A,
		5.000%, 7/01/45
30		East Hempfield Township Industrial Development Authority, Pennsylvania, Student Services	7/24 at 100.00	BBB–	30,373
		Inc – Student Housing Project at Millersville University, Series 2014, 5.000%, 7/01/46
100		East Hempfield Township Industrial Development Authority, Pennsylvania, Student Services	7/25 at 100.00	BBB–	101,492
		Inc – Student Housing Project at Millersville University, Series 2015, 5.000%, 7/01/47
300		Pennsylvania Higher Educational Facilities Authority, Revenue Bonds, University	7/26 at 100.00	Baa3	306,519
		Properties Inc Student Housing Project at East Stroudsburg University of Pennsylvania, Series
		2016A, 5.000%, 7/01/35
800		Pittsburgh Urban Redevelopment Authority, Pennsylvania, Multifamily Housing Revenue	10/20 at 100.00	Aa1	801,712
		Bonds, Eva P Mithcell Residence Project, Series 2009, 5.100%, 10/20/44
1,280		Total Housing/Multifamily			1,293,506
		Housing/Single Family – 11.3% (11.4% of Total Investments)
		Pennsylvania Housing Finance Agency, Single Family Mortgage Revenue Bonds,
		Series 2012-114:
65		3.300%, 10/01/32	10/21 at 100.00	AA+	66,096
25		3.650%, 10/01/37	10/21 at 100.00	AA+	25,371
35		3.700%, 10/01/42	10/21 at 100.00	AA+	35,466
115		Pennsylvania Housing Finance Agency, Single Family Mortgage Revenue Bonds, Series	10/24 at 100.00	AA+	120,367
		2015-116B, 4.000%, 4/01/45
55		Pennsylvania Housing Finance Agency, Single Family Mortgage Revenue Bonds, Series	4/25 at 100.00	AA+	57,811
		2016-119, 3.500%, 10/01/36
500		Pennsylvania Housing Finance Agency, Single Family Mortgage Revenue Bonds, Series	10/25 at 100.00	AA+	525,675
		2016-120, 3.200%, 4/01/40
		Pennsylvania Housing Finance Agency, Single Family Mortgage Revenue Bonds,
		Series 2016-121:
400		3.200%, 10/01/41 (UB) (4)	10/25 at 100.00	AA+	419,328
100		3.200%, 10/01/41	10/25 at 100.00	AA+	104,832
		Pennsylvania Housing Finance Agency, Single Family Mortgage Revenue Bonds,
		Series 2017-123B:
70		3.450%, 10/01/32	10/26 at 100.00	AA+	76,550
75		3.900%, 10/01/37	10/26 at 100.00	AA+	82,078
250		Pennsylvania Housing Finance Agency, Single Family Mortgage Revenue Bonds, Series	4/27 at 100.00	AA+	268,402
		2017-125B, 3.700%, 10/01/47
250		Pennsylvania Housing Finance Agency, Single Family Mortgage Revenue Bonds, Series	10/28 at 100.00	AA+	268,270
		2019-129, 3.350%, 10/01/45
25		Pennsylvania Housing Finance Agency, Single Family Mortgage Revenue Bonds, Tender Option	10/20 at 100.00	AA+	27,602
		Bonds Trust 2015-XF0109, 10.355%, 10/01/31, 144A (IF) (4)
1,965		Total Housing/Single Family			2,077,848

Principal			Optional Call
Amount (000)		Description (1)	Provisions (2)	Ratings (3)	Value
		Industrials – 1.5% (1.5% of Total Investments)
$ 165		Pennsylvania Economic Development Financing Authority, Exempt Facilities Revenue Bonds,	11/24 at 100.00	N/R	$ 169,551
		National Gypsum Company, Refunding Series 2014, 5.500%, 11/01/44 (AMT)
100		Pennsylvania Economic Development Financing Authority, Solid Waste Disposal Revenue	No Opt. Call	N/R	104,080
		Bonds, Waste Management Inc, Project, Series 2011, 2.150%, 7/01/41 (AMT) (Mandatory
		Put 7/01/24)
265		Total Industrials			273,631
		Long-Term Care – 5.7% (5.8% of Total Investments)
155		Berks County Industrial Development Authority, Pennsylvania, Healthcare Facilities	5/27 at 100.00	BBB	164,682
		Revenue Bonds, Highlands at Wyomissing, Series 2017A, 5.000%, 5/15/42
35		Chester County Health and Education Facilities Authority, Pennsylvania, Revenue Bonds,	12/25 at 103.00	N/R	33,974
		Simpson Senior Services Project, Series 2019, 5.000%, 12/01/51
70		Cumberland County Municipal Authority, Pennsylvania, Revenue Bonds, Asbury Pennsylvania	1/25 at 104.00	N/R	67,606
		Obligated Group, Refunding Series 2019, 5.000%, 1/01/45
		Cumberland County Municipal Authority, Pennsylvania, Revenue Bonds, Diakon Lutheran
		Social Ministries Project, Series 2015:
125		4.000%, 1/01/33	1/25 at 100.00	BBB+	127,386
135		5.000%, 1/01/38	1/25 at 100.00	BBB+	142,178
100		Cumberland County Municipal Authority, Pennsylvania, Revenue Bonds, Diakon Lutheran	1/26 at 100.00	BBB+	109,420
		Social Ministries Project, Series 2016, 5.000%, 1/01/29
		Cumberland County Municipal Authority, Pennsylvania, Revenue Bonds, Diakon Lutheran
		Social Ministries Project, Series 2019A:
25		4.125%, 1/01/38	1/29 at 100.00	BBB+	25,827
30		5.000%, 1/01/39	1/29 at 100.00	BBB+	32,750
20		Lancaster County Hospital Authority, Pennsylvania, Health Center Revenue Bonds, Masonic	5/25 at 100.00	A	22,113
		Villages Project, Series 2015, 5.000%, 11/01/35
40		Lancaster County Hospital Authority, Pennsylvania, Health Center Revenue Bonds, Saint	3/27 at 102.00	BB+	40,833
		Anne’s Retirement Community, Inc, Series 2020, 5.000%, 3/01/50
200		Montgomery County Industrial Development Authority, Pennsylvania, Revenue Bonds, ACTS	11/26 at 100.00	A–	231,544
		Retirement-Life Communities, Inc Obligated Group, Series 2016, 5.000%, 11/15/36
55		Northampton County Industrial Development Authority, Pennsylvania, Revenue Bonds,	11/26 at 103.00	BB+	56,544
		Morningstar Senior Living, Inc, Series 2019, 5.000%, 11/01/44
990		Total Long-Term Care			1,054,857
		Tax Obligation/General – 6.1% (6.1% of Total Investments)
160		Adams County, Pennsylvania, General Obligation Bonds, Series 2017B, 2.500%, 11/15/29	11/25 at 100.00	Aa2	173,104
35		Allentown City School District, Lehigh County, Pennsylvania, General Obligation Bonds,	12/20 at 100.00	N/R	35,004
		Limited Tax Revenue Anticipation Note Series 2020, 2.375%, 3/31/21
125		Bethel Park School District, Allegheny County, Pennsylvania, General Obligation Bonds,	8/26 at 100.00	Aa2	142,876
		Refunding Series 2016, 4.000%, 8/01/33
45		Boyertown Area School District, Berks and Montgomery Counties, Pennsylvania, General	4/24 at 100.00	AA–	51,500
		Obligation Bonds, Series 2015, 5.000%, 10/01/38
115		Canon-McMillan School District, Washington County, Pennsylvania, General Obligation	12/24 at 100.00	AA	134,265
		Bonds, Series 2014D, 5.000%, 12/15/39
100		Colonial School District, Montgomery County, Pennsylvania, General Obligation Bonds,	2/27 at 100.00	Aaa	121,971
		Series 2020, 5.000%, 2/15/44
25		Easton Area School District, Northampton County, Pennsylvania, General Obligation Bonds,	2/28 at 100.00	Aa2	32,090
		Series 2020B, 5.000%, 2/01/31
195		Lehighton Area School District, Carbon County, Pennsylvania, General Obligation Bonds,	11/23 at 100.00	AA	219,455
		Limited Tax Series 2015A, 5.000%, 11/15/43 – BAM Insured
50		Philadelphia School District, Pennsylvania, General Obligation Bonds, Tax & Revenue	No Opt. Call	N/R	51,524
		Anticipation Note Series 2020-21A, 4.000%, 6/30/21

NPN	Nuveen Pennsylvania Municipal Value Fund Portfolio of Investments (continued) August 31, 2020 (Unaudited)

Principal			Optional Call
Amount (000)		Description (1)	Provisions (2)	Ratings (3)	Value
		Tax Obligation/General (continued)
$ 15		Pittsburgh School District, Allegheny County, Pennsylvania, General Obligation Bonds,	9/22 at 100.00	AA	$ 16,380
		Series 2014A, 5.000%, 9/01/25 – BAM Insured
35		Rostraver Township, Westmoreland County, Pennsylvania, General Obligation Bonds, Series	9/25 at 100.00	AA	38,096
		2018, 3.500%, 9/01/34 – AGM Insured
80		Scranton, Lackawanna County, Pennsylvania, General Obligation Notes, Series 2016,	5/24 at 100.00	BB+	86,362
		5.000%, 11/15/32
		The Redevelopment Authority of the City of Scranton, Lackawanna county, Pennsylvania,
		Guaranteed Lease Revenue Bonds, Series 2016A:
10		5.000%, 11/15/21	No Opt. Call	BB+	10,019
10		5.000%, 11/15/28	5/24 at 100.00	BB+	9,750
1,000		Total Tax Obligation/General			1,122,396
		Tax Obligation/Limited – 7.4% (7.4% of Total Investments)
25		Allentown Neighborhood Improvement Zone Development Authority, Pennsylvania, Tax	5/22 at 100.00	Baa3	26,071
		Revenue Bonds, Series 2012A, 5.000%, 5/01/35
230		Allentown Neighborhood Improvement Zone Development Authority, Pennsylvania, Tax Revenue	5/27 at 100.00	Ba3	240,313
		Bonds, City Center Refunding Project, Series 2017, 5.000%, 5/01/42, 144A
		Commonwealth Financing Authority, Pennsylvania, State Appropriation Lease Bonds, Master
		Settlement, Series 2018:
35		5.000%, 6/01/33	6/28 at 100.00	A1	43,596
155		4.000%, 6/01/39 – AGM Insured	6/28 at 100.00	AA	175,979
200		4.000%, 6/01/39 – AGM Insured (UB) (4)	6/28 at 100.00	AA	227,070
120		Government of Guam, Business Privilege Tax Bonds, Series 2011A, 5.250%, 1/01/36	1/22 at 100.00	BB	123,751
100		Monroe County Industrial Development Authority, Pennsylvania, Special Obligation Revenue	7/24 at 100.00	N/R	101,174
		Bonds, Tobyhanna Township Project, Series 2014, 6.875%, 7/01/33, 144A
100		Pennsylvania Turnpike Commission, Motor License Fund-Enhanced Turnpike Subordinate	12/26 at 100.00	AA–	110,011
		Special Revenue Bonds, Series 2014A, 0.000%, 12/01/37 (5)
100		Pennsylvania Turnpike Commission, Oil Franchise Tax Revenue Bonds, Subordinate Series	12/28 at 100.00	A+	119,798
		2018B, 5.000%, 12/01/48
		Puerto Rico Sales Tax Financing Corporation, Sales Tax Revenue Bonds, Restructured 2018A-1:
32		4.500%, 7/01/34	7/25 at 100.00	N/R	33,868
72		5.000%, 7/01/58	7/28 at 100.00	N/R	76,875
		Puerto Rico Sales Tax Financing Corporation, Sales Tax Revenue Bonds, Taxable
		Restructured Cofina Project Series 2019A-2:
10		4.329%, 7/01/40	7/28 at 100.00	N/R	10,500
10		4.329%, 7/01/40	7/28 at 100.00	N/R	10,500
38		4.784%, 7/01/58	7/28 at 100.00	N/R	40,026
15		Washington County Redevelopment Authority, Pennsylvania, Tanger Outlet Victory Center	1/28 at 100.00	BB	15,322
		Tax Increment Bonds, Series 2018, 5.000%, 7/01/35
1,242		Total Tax Obligation/Limited			1,354,854
		Transportation – 8.7% (8.7% of Total Investments)
245		Delaware River Joint Toll Bridge Commission, New Jersey and Pennsylvania, Bridge System	7/27 at 100.00	A1	298,447
		Revenue Bonds, Series 2017, 5.000%, 7/01/42
125		Delaware River Port Authority, New Jersey and Pennsylvania, Revenue Bonds, Series 2018A,	1/29 at 100.00	A+	152,231
		5.000%, 1/01/38
140		Pennsylvania Economic Development Financing Authority, Parking System Revenue Bonds,	1/24 at 100.00	AA	155,253
		Capitol Region Parking System, Series 2013A, 5.250%, 1/01/44 – AGM Insured
175		Pennsylvania Economic Development Financing Authority, Private Activity Revenue Bonds,	6/26 at 100.00	BBB	196,425
		Pennsylvania Rapid Bridge Replacement Project, Series 2015, 5.000%, 6/30/42 (AMT)
585		Pennsylvania Turnpike Commission, Turnpike Revenue Bonds, Series 2015B, 5.000%, 12/01/45	12/25 at 100.00	A1	668,707
100		Pittsburgh and Allegheny County Sports and Exhibition Authority, Pennsylvania, Parking	12/27 at 100.00	A	117,168
		Revenue Bonds, Series 2017, 5.000%, 12/15/34
1,370		Total Transportation			1,588,231

Principal			Optional Call
Amount (000)		Description (1)	Provisions (2)	Ratings (3)	Value
		U.S. Guaranteed – 11.0% (11.0% of Total Investments) (6)
$ 220		Allegheny County, Pennsylvania, General Obligation Bonds, Series 2013C-72, 5.250%,	12/23 at 100.00	AA–	$ 255,785
		12/01/32 (Pre-refunded 12/01/23)
10		Allegheny County, Pennsylvania, General Obligation Bonds, Series C69-C70 of 2012,	12/22 at 100.00	AA–	11,076
		5.000%, 12/01/37 (Pre-refunded 12/01/22)
175		Bucks County Water and Sewer Authority, Pennsylvania, Revenue Bonds, Tender Option Bond	12/21 at 100.00	AA	206,511
		Trust 2015-XF0123, 13.278%, 12/01/29 – AGM Insured (Pre-refunded 12/01/21), 144A (IF) (4)
55		Lancaster Industrial Development Authority, Pennsylvania, Revenue Bonds, Garden Spot	5/23 at 100.00	N/R	63,026
		Village Project, Series 2013, 5.750%, 5/01/35 (Pre-refunded 5/01/23)
120		Pennsylvania Higher Educational Facilities Authority, Revenue Bonds, Philadelphia	6/23 at 100.00	N/R	135,560
		University, Refunding Series 2013, 5.000%, 6/01/32 (Pre-refunded 6/01/23)
		Pennsylvania Turnpike Commission, Motor License Fund-Enhanced Turnpike Special Revenue
		Bonds, Subordinate Series 2010A1&2:
110		5.500%, 12/01/34 (Pre-refunded 12/01/20)	12/20 at 100.00	N/R	111,445
480		5.500%, 12/01/34 (Pre-refunded 12/01/20)	12/20 at 100.00	AA–	486,370
400		Pittsburgh, Pennsylvania, General Obligation Bonds, Series 2012B, 5.000%, 9/01/26	9/22 at 100.00	AA–	437,912
		(Pre-refunded 9/01/22)
100		West Shore Area Authority, Cumberland County, Pennsylvania, Hospital Revenue Bonds, Holy	1/21 at 100.00	AA–	101,994
		Spirit Hospital of the Sisters of Christian Charity Project, Series 2011, 6.250%, 1/01/31
		(Pre-refunded 1/01/21)
100		West Shore Area Authority, Cumberland County, Pennsylvania, Hospital Revenue Bonds, Holy	1/22 at 100.00	AA–	107,329
		Spirit Hospital of the Sisters of Christian Charity, Series 2011B, 5.750%, 1/01/41
		(Pre-refunded 1/01/22)
100		Wilkes-Barre Finance Authority, Pennsylvania, Revenue Bonds, University of Scranton,	11/20 at 100.00	A–	100,674
		Series 2010, 5.000%, 11/01/40 (Pre-refunded 11/01/20)
1,870		Total U.S. Guaranteed			2,017,682
		Utilities – 5.7% (5.8% of Total Investments)
140		Beaver County Industrial Development Authority, Pennsylvania, Pollution Control Revenue	No Opt. Call	N/R	175
		Bonds, FirstEnergy Nuclear Generation Project, Refunding Series 2005A, 4.000%, 1/01/35 (7)
10		Beaver County Industrial Development Authority, Pennsylvania, Pollution Control Revenue	No Opt. Call	N/R	13
		Bonds, FirstEnergy Nuclear Generation Project, Refunding Series 2008A, 2.700%, 4/01/35 (7)
250		Beaver County Industrial Development Authority, Pennsylvania, Pollution Control Revenue	No Opt. Call	N/R	313
		Bonds, FirstEnergy Nuclear Generation Project, Series 2006B, 3.500%, 12/01/35 (7)
125		Luzerne County Industrial Development Authority, Pennsylvania, Revenue Bonds,	12/29 at 100.00	A+	136,282
		Pennsylvania-American Water Company Project, Refunding Series 2019, 2.450%, 12/01/39 (AMT)
		(Mandatory Put 12/03/29)
55		Pennsylvania Economic Development Financing Authority, Exempt Facilities Revenue Bonds,	No Opt. Call	N/R	69
		Shippingport Project, First Energy Guarantor, Series 2006A, 2.550%, 11/01/41 (7)
235		Pennsylvania Economic Development Financing Authority, Exempt Facilities Revenue Bonds,	10/29 at 100.00	A–	247,866
		York Water Company Project, Refunding Series 2019A, 3.000%, 10/01/36 (AMT)
90		Pennsylvania Economic Development Financing Authority, Exempt Facilities Revenue	9/25 at 100.00	B	74,065
		Refunding Bonds, PPL Energy Supply, LLC Project, Series 2009A, 6.400%, 12/01/38
250		Pennsylvania Economic Development Financing Authority, Revenue Bonds,	10/29 at 100.00	A+	271,937
		Pennsylvania-American Water Company, Refunding Series 2019, 3.000%, 4/01/39
150		Philadelphia Gas Works, Pennsylvania, Revenue Bonds, General Ordinance, Fifteenth Series	8/27 at 100.00	A	171,738
		2017, 5.000%, 8/01/47
125		Philadelphia Gas Works, Pennsylvania, Revenue Bonds, Refunding Thirteenth Series 2015,	8/25 at 100.00	A	147,624
		5.000%, 8/01/30
1,430		Total Utilities			1,050,082

NPN	Nuveen Pennsylvania Municipal Value Fund Portfolio of Investments (continued) August 31, 2020 (Unaudited)

Principal			Optional Call
Amount (000)		Description (1)	Provisions (2)	Ratings (3)	Value
		Water and Sewer – 2.7% (2.7% of Total Investments)
$ 200		Allegheny County Sanitary Authority, Pennsylvania, Sewer Revenue Bonds, Refunding Series	12/20 at 100.00	AA	$ 202,198
		2010, 5.000%, 6/01/40 – AGM Insured
200		Lehigh County Authority, Pennsylvania, Water and Sewer Revenue Bonds, Allentown	12/23 at 100.00	A	225,938
		Concession, Series 2013A, 5.125%, 12/01/47
25		Pittsburgh Water and Sewer Authority, Pennsylvania, Water and Sewer System Revenue	9/29 at 100.00	AA	29,759
		Bonds, Refunding Subordinate Series 2019B, 4.000%, 9/01/34 – AGM Insured
40		Upper Allegheny Joint Sanitary Authority, Allegheny County, Pennsylvania, Sewer Revenue	9/29 at 100.00	AA	43,175
		Bonds, Refunding Series 2019A, 3.000%, 9/01/44 – AGM Insured
465		Total Water and Sewer			501,070
$ 17,002		Total Municipal Bonds (cost $17,072,551)			18,010,882

Shares		Description (1)			Value
		COMMON STOCKS – 1.5% (1.5% of Total Investments)
		Electric Utilities – 1.5% (1.5% of Total Investments)
14,686		Energy Harbor Corp (8),(9)			$ 282,705
		Total Common Stocks (cost $407,801)			282,705
		Total Long-Term Investments (cost $17,480,352)			18,293,587
		Floating Rate Obligations – (2.4)%			(450,000)
		Other Assets Less Liabilities – 2.8% (10)			527,282
		Net Asset Applicable to Common Shares – 100%			$ 18,370,869

							Variation
						Unrealized	Margin
	Contract	Number of	Expiration	Notional		Appreciation	Receivable/
Description	Position	Contracts	Date	Amount	Value	(Depreciation)	(Payable)
U.S. Treasury 10-Year Note	Short	(7)	12/20	$(972,751)	$(974,750)	$(1,999)	$(956)

(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)	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)	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)	Defaulted security. A security whose issuer has failed to fully pay principal and/or interest when due, or is under the protection of bankruptcy.
(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; Beaver County Industrial Development Authority, Pennsylvania, Pollution Control Revenue Refunding Bonds, FirstEnergy Nuclear Generation Project, Series 2006B, 3.500%, 12/01/35; and Pennsylvania Economic Development Financing Authority, Exempt Facilities Revenue Bonds, Shippingport Project, First Energy Guarantor, Series 2006A, 2.550%, 11/01/41.
(9)	For fair value measurement disclosure purposes, investment classified as Level 2. See Notes to Financial Statements, Note 3 - Investment Valuation and Fair Value Measurements for more information.
(10)	Other assets less liabilities includes the unrealized appreciation (depreciation) of certain over-the-counter (“OTC”) derivatives as presented on the Statement of Assets and Liabilities, when applicable. The unrealized appreciation (depreciation) of OTC cleared and exchange-traded derivatives is recognized as part of the cash collateral at brokers and/or the receivable or payable for variation margin as presented on the Statement of Assets and Liabilities, when applicable.
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.
	See accompanying notes to financial statements.

		NXJ				NJV				NQP				NPN
Assets
Long-term investments, at value (cost $927,731,076, $22,147,278,
$860,853,259 and $17,480,352, respectively)		$	1,009,210,235			$	23,773,850			$	920,147,731			$	18,293,587
Short-term investments, at value (cost approximates value)			600,000				—				1,875,000				—
Cash			8,354,183				201,593				10,160,773				317,807
Cash collateral at brokers for investments in futures contracts(1)			—				17,550				—				9,300
Receivable for:
Interest			9,804,508				230,211				10,677,960				220,556
Investments sold			—				—				1,572,825				51,404
Other assets			156,441				3,020				147,657				3,018
Total assets			1,028,125,367				24,226,224				944,581,946				18,895,672
Liabilities
Floating rate obligations			34,780,000				810,000				139,425,000				450,000
Payable for:
Dividends			2,046,832				46,124				1,804,185				36,155
Interest			205,477				4,744				762,856				2,712
Investments purchased - regular settlement			996,139				10,572				—				—
Investments purchased - when-issued/delayed-delivery settlement			2,075,620				—				500,000				—
Variation margin on futures contracts			—				1,060				—				956
Variable Rate Demand Preferred (“VRDP”) Shares, net of deferred offering
costs (liquidation preference $313,900,000, $—, $217,500,000 and
$—, respectively)			312,530,901				—				216,734,085				—
Accrued expenses:
Management fees			510,019				11,894				455,957				9,153
Trustees fees			162,476				288				152,175				231
Other			127,452				25,630				123,719				25,596
Total liabilities			353,434,916				910,312				359,957,977				524,803
Net assets applicable to common shares		$	674,690,451			$	23,315,912			$	584,623,969			$	18,370,869
Common shares outstanding			41,482,936				1,524,357				37,383,341				1,219,154
Net asset value (“NAV”) per common share outstanding		$	16.26			$	15.30			$	15.64			$	15.07
Net assets applicable to common shares consist of:
Common shares, $0.01 par value per share		$	414,829			$	15,244			$	373,833			$	12,192
Paid-in-surplus			591,976,254				21,822,481				528,820,243				17,447,731
Total distributable earnings			82,299,368				1,478,187				55,429,893				910,946
Net assets applicable to common shares		$	674,690,451			$	23,315,912			$	584,623,969			$	18,370,869
Authorized shares:
Common		Unlimited				Unlimited				Unlimited				Unlimited
Preferred		Unlimited					N/A			Unlimited					N/A

(1)  Cash pledged to collateralize the net payment obligations for investments in derivatives.

N/A — Fund is not authorized to issue preferred shares.

		NXJ				NJV				NQP				NPN
Investment Income		$	20,128,611			$	426,903			$	17,499,207			$	345,728
Expenses
Management fees			2,973,137				69,290				2,674,679				53,728
Interest expense and amortization of offering costs			2,422,400				4,942				2,338,770				2,670
Custodian fees			43,153				8,747				38,755				8,429
Trustees fees			14,718				346				12,107				278
Professional fees			41,884				8,929				27,248				8,846
Shareholder reporting expenses			32,297				4,452				33,216				4,242
Shareholder servicing agent fees			9,650				80				9,426				68
Stock exchange listing fees			5,610				3,296				5,048				3,296
Investor relations expenses			27,473				960				22,445				813
Other			48,022				4,589				39,984				4,362
Total expenses			5,618,344				105,631				5,201,678				86,732
Net investment income (loss)			14,510,267				321,272				12,297,529				258,996
Realized and Unrealized Gain (Loss)
Net realized gain (loss) from:
Investments			(558,445	)			15,476				(68,129	)			12,982
Futures contracts			(652,316	)			(105,533	)			(2,566,034	)			(33,356	)
Change in net unrealized appreciation (depreciation) of:
Investments			(35,585,532	)			(947,969	)			(26,226,363	)			(722,429	)
Futures contracts			203,441				28,187				830,629				8,381
Net realized and unrealized gain (loss)			(36,592,852	)			(1,009,839	)			(28,029,897	)			(734,422	)
Net increase (decrease) in net assets applicable to common shares
from operations		$	(22,082,585	)		$	(688,567	)		$	(15,732,368	)		$	(475,426	)

		NXJ								NJV
		Six Months				Year				Six Months				Year
		Ended				Ended				Ended				Ended
		8/31/20				2/29/20				8/31/20				2/29/20
Operations
Net investment income (loss)		$	14,510,267			$	26,706,428			$	321,272			$	699,471
Net realized gain (loss) from:
Investments			(558,445	)			1,066,098				15,476				61,707
Futures contracts			(652,316	)			(567,288	)			(105,533	)			(104,424	)
Swaps			—				(820,253	)			—				—
Change in net unrealized appreciation
(depreciation) of:
Investments			(35,585,532	)			68,238,463				(947,969	)			1,850,918
Futures contracts			203,441				(203,441	)			28,187				(37,309	)
Swaps			—				259,758				—				—
Net increase (decrease) in net assets
applicable to common shares
from operations			(22,082,585	)			94,679,765				(688,567	)			2,470,363
Distributions to Common Shareholders
Dividends			(13,321,502	)			(27,204,525	)			(284,371	)			(773,848	)
Decrease in net assets applicable to
common shares from distributions
to common shareholders			(13,321,502	)			(27,204,525	)			(284,371	)			(773,848	)
Capital Share Transactions
Common shares:
Net proceeds from shares issued to
shareholders due to reinvestment
of distributions			—				—				—				—
Cost of shares repurchased
and retired			(342,032	)			—				(83,468	)			—
Net increase (decrease) in net assets
applicable to common shares from
capital share transactions			(342,032	)			—				(83,468	)			—
Net increase (decrease) in net assets
applicable to common shares			(35,746,119	)			67,475,240				(1,056,406	)			1,696,515
Net assets applicable to common
shares at the beginning of period			710,436,570				642,961,330				24,372,318				22,675,803
Net assets applicable to common
shares at the end of period		$	674,690,451			$	710,436,570			$	23,315,912			$	24,372,318

		NQP								NPN
		Six Months				Year				Six Months				Year
		Ended				Ended				Ended				Ended
		8/31/20				2/29/20				8/31/20				2/29/20
Operations
Net investment income (loss)		$	12,297,529			$	23,186,876			$	258,996			$	551,303
Net realized gain (loss) from:
Investments			(68,129	)			2,791,478				12,982				150,369
Futures contracts			(2,566,034	)			(4,309,126	)			(33,356	)			(28,350	)
Swaps			—				—				—				—
Change in net unrealized appreciation
(depreciation) of:
Investments			(26,226,363	)			53,710,447				(722,429	)			1,014,478
Futures contracts			830,629				(1,100,046	)			8,381				(11,514	)
Swaps			—				—				—				—
Net increase (decrease) in net assets
applicable to common shares
from operations			(15,732,368	)			74,279,629				(475,426	)			1,676,286
Distributions to Common Shareholders
Dividends			(11,663,603	)			(22,654,307	)			(223,105	)			(593,448	)
Decrease in net assets applicable to
common shares from distributions
to common shareholders			(11,663,603	)			(22,654,307	)			(223,105	)			(593,448	)
Capital Share Transactions
Common shares:
Net proceeds from shares issued to
shareholders due to reinvestment
of distributions			—				—				—				1,250
Cost of shares repurchased
and retired			—				—				—				—
Net increase (decrease) in net assets
applicable to common shares from
capital share transactions			—				—				—				1,250
Net increase (decrease) in net assets
applicable to common shares			(27,395,971	)			51,625,322				(698,531	)			1,084,088
Net assets applicable to common
shares at the beginning of period			612,019,940				560,394,618				19,069,400				17,985,312
Net assets applicable to common
shares at the end of period		$	584,623,969			$	612,019,940			$	18,370,869			$	19,069,400

		NXJ				NQP
Cash Flows from Operating Activities:
Net Increase (Decrease) in Net Assets Applicable to Common
Shares from Operations		$	(22,082,585	)		$	(15,732,368	)
Adjustments to reconcile the net increase (decrease) in net assets
applicable to common shares from operations to net cash provided by
(used in) operating activities:
Purchases of investments			(70,816,047	)			(40,585,790	)
Proceeds from sales and maturities of investments			76,279,361				49,601,650
Proceeds from (Purchase of) short-term investments, net			(600,000	)			(1,875,000	)
Taxes paid			(1,735	)			—
Amortization (Accretion) of premiums and discounts, net			546,589				1,734,229
Amortization of deferred offering costs			30,390				17,340
(Increase) Decrease in:
Receivable for interest			182,373				(189,387	)
Receivable for investments sold			—				3,447,593
Other assets			9,945				6,460
Increase (Decrease) in:
Payable for interest			13,884				55,613
Payable for investments purchased - regular settlement			996,139				—
Payable for investments purchased - when-issued/delayed-delivery settlement			(579,380	)			(1,437,351	)
Payable for variation margin on futures contracts			(139,344	)			(542,828	)
Accrued management fees			28,058				26,115
Accrued Trustees fees			4,012				2,615
Accrued other expenses			19,943				19,597
Net realized (gain) loss from investments			558,445				68,129
Change in net unrealized (appreciation) depreciation of investments			35,585,532				26,226,363
Net cash provided by (used in) operating activities			20,035,580				20,842,980
Cash Flow from Financing Activities:
Increase (Decrease) in cash overdraft			—				(3,778,443	)
Proceeds from floating rate obligations			1,600,000				4,865,000
(Repayments of) floating rate obligations			(1,600,000	)			(695,000	)
Cash distributions paid to common shareholders			(13,217,348	)			(11,588,810	)
Cost of shares repurchased and retired			(342,032	)			—
Net cash provided by (used in) financing activities			(13,559,380	)			(11,197,253	)
Net Increase (Decrease) in Cash and Cash Collateral at Brokers			6,476,200				9,645,727
Cash and cash collateral at brokers at the beginning of period			1,877,983				515,046
Cash and cash collateral at brokers at the end of period		$	8,354,183			$	10,160,773
Supplemental Disclosure of Cash Flow Information		NXJ				NQP
Cash paid for interest (excluding amortization of offering costs)		$	2,378,126			$	2,265,817

																		Less Distributions to
						Investment Operations												Common Shareholders												Common Share
																						From
																						Accum-								Discount
		Beginning				Net				Net								From				ulated								Per
		Common				Investment				Realized/								Net				Net								Share								Ending
		Share				Income				Unrealized								Investment				Realized								Repurchased				Ending				Share
		NAV				(Loss)				Gain (Loss)				Total				Income				Gains				Total				and Retired				NAV				Price
NXJ
Year Ended 2/28-2/29:
2021(e)		$	17.12			$	0.35			$	(0.89	)		$	(0.54	)		$	(0.32	)		$	—			$	(0.32	)		$	—	*		$	16.26			$	13.72
2020			15.49				0.64				1.65				2.29				(0.65	)			(0.01	)			(0.66	)			—				17.12				14.73
2019			15.37				0.66				0.14				0.80				(0.66	)			(0.08	)			(0.74	)			0.06				15.49				13.47
2018			15.21				0.71				0.15				0.86				(0.70	)			—				(0.70	)			—	*			15.37				13.10
2017(d)			16.18				0.60				(0.94	)			(0.34	)			(0.63	)			—				(0.63	)			—				15.21				13.42
Year Ended 4/30:
2016			15.53				0.79				0.66				1.45				(0.82	)			(0.01	)			(0.83	)			0.03				16.18				14.66
2015			15.28				0.67				0.34				1.01				(0.77	)			—				(0.77	)			0.01				15.53				13.58
NJV
Year Ended 2/28-2/29:
2021(e)			15.92				0.21				(0.65	)			(0.44	)			(0.19	)			—				(0.19	)			0.01				15.30				13.99
2020			14.81				0.46				1.16				1.62				(0.51	)			—				(0.51	)			—				15.92				13.96
2019			15.15				0.54				(0.02	)			0.52				(0.55	)			(0.34	)			(0.89	)			0.03				14.81				13.08
2018			15.56				0.57				(0.05	)			0.52				(0.58	)			(0.35	)			(0.93	)			—				15.15				13.55
2017(d)			16.32				0.49				(0.58	)			(0.09	)			(0.52	)			(0.15	)			(0.67	)			—				15.56				15.61
Year Ended 4/30:
2016			16.41				0.62				0.11				0.73				(0.61	)			(0.21	)			(0.82	)			—				16.32				15.16
2015			16.15				0.62				0.43				1.05				(0.63	)			(0.18	)			(0.81	)			0.02				16.41				14.75

(a)	Total Return Based on Common Share NAV is the combination of changes in common share NAV, reinvested dividend income at NAV and reinvested capital gains distributions at
	NAV, if any. The last dividend declared in the period, which is typically paid on the first business day of the following month, is assumed to be reinvested at the ending NAV. The
	actual reinvest price for the last dividend declared in the period may often be based on the Fund’s market price (and not its NAV), and therefore may be different from the price
	used in the calculation. Total returns are not annualized.
	Total Return Based on Common Share Price is the combination of changes in the market price per share and the effect of reinvested dividend income and reinvested capital gains
	distributions, if any, at the average price paid per share at the time of reinvestment. The last dividend declared in the period, which is typically paid on the first business day of the
	following month, is assumed to be reinvested at the ending market price. The actual reinvestment for the last dividend declared in the period may take place over several days, and
	in some instances may not be based on the market price, so the actual reinvestment price may be different from the price used in the calculation. Total returns are not annualized.

								Common Share Supplemental Data/
								Ratios Applicable to Common Shares
Common Share
Total Returns												Ratios to Average Net Assets(b)
				Based				Ending
Based				on				Net								Net				Portfolio
on				Share				Assets								Investment				Turnover
NAV(a)				Price(a)					(000	)		Expenses				Income (Loss)				Rate(c)
	(3.08	)%			(4.60	)%		$	674,690				1.69	%**			4.36	%**			7	%
	15.02				14.43				710,437				2.07				3.94				8
	5.77				8.86				642,961				2.13				4.30				16
	5.66				2.74				653,684				1.78				4.55				11
	(2.20	)			(4.35	)			647,626				1.76	**			4.54	**			12
	9.85				14.79				688,971				1.56				5.12				14
	6.77				5.35				668,670				1.71				4.64				14
	(2.69	)			1.66				23,316				0.91	**			2.78	**			5
	11.07				10.71				24,372				0.99				2.97				21
	3.73				3.39				22,676				1.07				3.58				24
	3.31				(7.48	)			23,510				1.03				3.63				16
	(0.57	)			7.39				24,139				0.96	**			3.62	**			14
	4.57				8.70				25,297				0.89				3.87				8
	6.68				7.62				25,430				0.87				3.75				13

(b)	• Net Investment Income (Loss) ratios reflect income earned and expenses incurred on assets attributable to preferred shares issued by the Fund.
	• The expense ratios reflect, among other things, all interest expense and other costs related to preferred shares (as described in Note 5 – Fund Shares) and/or the interest
	expense deemed to have been paid by the Fund in the floating rate certificates issued by the special purpose trusts for the self-deposited inverse floaters held by the Fund
	(as described in Note 4 – Portfolio Securities and Investments in Derivatives), where applicable, as follows:

(c)	Portfolio Turnover Rate is calculated based on the lesser of long-term purchases or sales (as disclosed in Note 4 – Portfolio Securities and Investments in Derivatives)
	divided by the average long-term market value during the period.
(d)	For the ten months ended February 28, 2017.
(e)	For the six months ended August 31, 2020.
*	Rounds to less than $0.01 per share.
**	Annualized.

																		Less Distributions to
						Investment Operations												Common Shareholders												Common Share
																						From
																						Accum-								Discount
		Beginning				Net				Net								From				ulated								Per
		Common				Investment				Realized/								Net				Net								Share								Ending
		Share				Income				Unrealized								Investment				Realized								Repurchased				Ending				Share
		NAV				(Loss)				Gain (Loss)				Total				Income				Gains				Total				and Retired				NAV				Price
NQP
Year Ended 2/28-2/29:
2021(e)		$	16.37			$	0.33			$	(0.75	)		$	(0.42	)		$	(0.31	)		$	—			$	(0.31	)		$	—			$	15.64			$	13.68
2020			14.99				0.62				1.37				1.99				(0.61	)			—				(0.61	)			—				16.37				14.46
2019			14.71				0.62				0.27				0.89				(0.59	)			(0.04	)			(0.63	)			0.02				14.99				13.02
2018			14.79				0.69				(0.08	)			0.61				(0.69	)			—	***			(0.69	)			—	*			14.71				12.52
2017(d)			16.08				0.60				(1.24	)			(0.64	)			(0.62	)			(0.03	)			(0.65	)			—				14.79				13.30
Year Ended 4/30:
2016			15.64				0.80				0.46				1.26				(0.83	)			—				(0.83	)			0.01				16.08				14.91
2015			15.17				0.81				0.50				1.31				(0.84	)			—				(0.84	)			—	*			15.64				13.87
NPN
Year Ended 2/28-2/29:
2021(e)			15.64				0.21				(0.60	)			(0.39	)			(0.18	)			—				(0.18	)			—				15.07				15.15
2020			14.75				0.45				0.93				1.38				(0.47	)			(0.02	)			(0.49	)			—				15.64				14.67
2019			14.78				0.50				0.06				0.56				(0.50	)			(0.10	)			(0.60	)			0.01				14.75				13.19
2018			15.16				0.55				(0.16	)			0.39				(0.58	)			(0.19	)			(0.77	)			—				14.78				15.15
2017(d)			16.50				0.51				(0.73	)			(0.22	)			(0.64	)			(0.48	)			(1.12	)			—				15.16				15.83
Year Ended 4/30:
2016			16.36				0.68				0.09				0.77				(0.63	)			—				(0.63	)			—				16.50				16.45
2015			15.91				0.67				0.41				1.08				(0.63	)			—				(0.63	)			—				16.36				15.57

(a)	Total Return Based on Common Share NAV is the combination of changes in common share NAV, reinvested dividend income at NAV and reinvested capital gains distributions at
	NAV, if any. The last dividend declared in the period, which is typically paid on the first business day of the following month, is assumed to be reinvested at the ending NAV. The
	actual reinvest price for the last dividend declared in the period may often be based on the Fund’s market price (and not its NAV), and therefore may be different from the price
	used in the calculation. Total returns are not annualized.
	Total Return Based on Common Share Price is the combination of changes in the market price per share and the effect of reinvested dividend income and reinvested capital gains
	distributions, if any, at the average price paid per share at the time of reinvestment. The last dividend declared in the period, which is typically paid on the first business day of the
	following month, is assumed to be reinvested at the ending market price. The actual reinvestment for the last dividend declared in the period may take place over several days, and
	in some instances may not be based on the market price, so the actual reinvestment price may be different from the price used in the calculation. Total returns are not annualized.

								Common Share Supplemental Data/
								Ratios Applicable to Common Shares
Common Share
Total Returns												Ratios to Average Net Assets(b)
				Based				Ending
Based				on				Net								Net				Portfolio
on				Share				Assets								Investment				Turnover
NAV(a)				Price(a)					(000	)		Expenses				Income (Loss)				Rate(c)
	(2.62	)%			(3.19	)%		$	584,624				1.78	%**			4.22	%**			4	%
	13.62				15.97				612,020				2.24				3.95				11
	6.40				9.41				560,395				2.44				4.19				8
	4.12				(0.85	)			555,094				2.05				4.56				12
	(4.19	)			(6.66	)			558,373				1.87	**			4.57	**			16
	8.46				14.21				607,240				1.51				5.13				16
	8.79				7.09				592,540				1.60				5.21				9
	(2.52	)			4.64				18,371				0.94	**			2.81	**			1
	9.54				15.04				19,069				1.03				2.97				20
	3.99				(8.87	)			17,985				1.02				3.41				10
	2.58				0.68				18,066				1.02				3.61				28
	(1.33	)			3.08				18,517				0.93	**			3.80	**			23
	4.82				10.09				20,118				0.85				4.17				14
	6.87				12.30				19,952				0.85				4.11				5

(b)	• Net Investment Income (Loss) ratios reflect income earned and expenses incurred on assets attributable to preferred shares issued by the Fund.
	• The expense ratios reflect, among other things, all interest expense and other costs related to preferred shares (as described in Note 5 – Fund Shares) and/or the interest
	expense deemed to have been paid by the Fund in the floating rate certificates issued by the special purpose trusts for the self-deposited inverse floaters held by the Fund
	(as described in Note 4 – Portfolio Securities and Investments in Derivatives), where applicable, as follows:

NQP			NPN
Year Ended 2/28-2/29:			Year Ended 2/28-2/29:
2021(e)	0.80%**		2021(e)	0.03%**
2020	1.26		2020	0.04
2019	1.43		2019	0.04
2018	1.06		2018	0.02
2017(d)	0.89**		2017(d)	0.01**
Year Ended 4/30:			Year Ended 4/30:
2016	0.56		2016	—
2015	0.60		2015	—

(c)	Portfolio Turnover Rate is calculated based on the lesser of long-term purchases or sales (as disclosed in Note 4 – Portfolio Securities and Investments in Derivatives)
	divided by the average long-term market value during the period.
(d)	For the ten months ended February 28, 2017.
(e)	For the six months ended August 31, 2020.
*	Rounds to less than $0.01 per share.
**	Annualized.
***	Rounds to more than $(0.01) per share.

																		VMTP and
		VMTP Shares								VRDP Shares								VRDP Shares at
		at the End of Period								at the End of Period								the End of Period
																		Asset
		Aggregate				Asset				Aggregate				Asset				Coverage
		Amount				Coverage				Amount				Coverage				Per $1
		Outstanding				Per $100,000				Outstanding				Per $100,000				Liquidation
			(000	)		Share					(000	)		Share				Preference
NXJ
Year Ended 2/28-2/29:
2021(c)		$	—			$	—			$	313,900			$	314,938			$	—
2020			—				—				313,900				326,326				—
2019			—				—				313,900				304,830				—
2018			—				—				313,900				308,246				—
2017(b)			—				—				313,900				306,316				—
Year Ended 4/30:
2016			—				—				313,900				319,488				—
2015(a)			—				—				313,900				313,020				—
NQP
Year Ended 2/28-2/29:
2021(c)			—				—				217,500				368,793				—
2020			—				—				217,500				381,388				—
2019			—				—				217,500				357,653				—
2018			87,000				282,297				217,500				282,297				2.82
2017(b)			87,000				283,374				217,500				283,374				2.83
Year Ended 4/30:
2016			48,000				328,716				217,500				328,716				3.29
2015(a)			48,000				323,179				217,500				323,179				3.23

(a)	The Ending and Average Market Value Per Share for each Series of the Fund’s MTP Shares were as follows:

		2015
NXJ
Series 2015 (NXJ PRCCL)
Ending Market Value per Share		$	—
Average Market Value per Share		10.01		^
NQP
Series 2015 (NQP PRCCL)
Ending Market Value per Share			—
Average Market Value per Share		10.01		Ω
Series 2015 (NQP PRDCL)
Ending Market Value per Share			—
Average Market Value per Share		10.02		Ω

(b)	For the ten months ended February 28, 2017.
(c)	For the six months ended August 31, 2020.
^	For the period November 10, 2014 (effective date of the reorganizations) through February 9, 2015.
Ω	For the period May 1, 2014 through May 30, 2014.

NXJ		Level 1				Level 2				Level 3				Total
Long-Term Investments*:
Municipal Bonds		$	—			$	1,009,210,235			$	—			$	1,009,210,235
Short-Term Investments*:
Municipal Bonds			—				600,000				—				600,000
Total		$	—			$	1,009,810,235			$	—			$	1,009,810,235
NJV
Long-Term Investments*:
Municipal Bonds		$	—			$	23,773,850			$	—			$	23,773,850
Investments in Derivatives:
Futures Contracts**			(4,767	)			—				—				(4,767	)
Total		$	(4,767	)		$	23,773,850			$	—			$	23,769,083
NQP
Long-Term Investments*:
Municipal Bonds		$	—			$	908,566,816			$	—			$	908,566,816
Common Stocks			—				11,580,915	***			—				11,580,915
Short-Term Investments*:
Municipal Bonds			—				1,875,000				—				1,875,000
Total		$	—			$	922,022,731			$	—			$	922,022,731
NPN
Long-Term Investments*:
Municipal Bonds		$	—			$	18,010,882			$	—			$	18,010,882
Common Stocks			—				282,705				—				282,705
Investments in Derivatives:
Futures Contracts**			(1,999	)			—				—				(1,999	)
Total		$	(1,999	)		$	18,293,587			$	—			$	18,291,588

Floating Rate Obligations Outstanding		NXJ				NJV				NQP				NPN
Floating rate obligations: self-deposited Inverse Floaters		$	34,780,000			$	810,000			$	139,425,000			$	450,000
Floating rate obligations: externally-deposited Inverse Floaters			71,068,000				847,000				18,550,000				400,000
Total		$	105,848,000			$	1,657,000			$	157,975,000			$	850,000

Self-Deposited Inverse Floaters		NXJ				NJV				NQP				NPN
Average floating rate obligations outstanding		$	34,745,217			$	810,000			$	136,558,125			$	450,000
Average annual interest rate and fees			1.20	%			1.21	%			1.23	%			1.18	%

Floating Rate Obligations — Recourse Trusts		NXJ				NJV				NQP				NPN
Maximum exposure to Recourse Trusts: self-deposited Inverse Floaters		$	34,780,000			$	810,000			$	124,425,000			$	150,000
Maximum exposure to Recourse Trusts: externally-deposited Inverse Floaters			62,403,000				847,000				11,785,000				400,000
Total		$	97,183,000			$	1,657,000			$	136,210,000			$	550,000

		NXJ				NJV				NQP				NPN
Purchases		$	70,816,047			$	1,175,626			$	40,585,790			$	129,783
Sales and maturities			76,279,361				1,544,235				49,601,650				405,101

		NXJ				NJV				NQP				NPN
Average notional amount of futures contracts outstanding*		$	8,723,668			$	3,066,326			$	26,856,699			$	776,408

*     The average notional amount is calculated based on the absolute aggregate notional of contracts outstanding at the beginning of the current fiscal period and at the end of each fiscal quarter within the current fiscal period.

		Location on the Statement of Assets and Liabilities
Underlying	Derivative	Asset Derivatives			(Liability) Derivatives
Risk Exposure	Instrument	Location	Value		Location	Value
NJV
Interest rate	Future contracts	—	$ —		Payable for	$(4,767)
					variation margin
					on futures
					contracts*
NPN
Interest rate	Futures contracts	—	$ —		Payable for	$(1,999)
					variation margin
					on futures
					contracts*

*     Value represents the cumulative unrealized appreciation (depreciation) of futures contracts as reported in the Fund’s Portfolio of Investments and not the daily asset and/or liability derivatives location as described in the table above.

				Change in Net
				Unrealized
			Net Realized	Appreciation
	Underlying	Derivative	Gain (Loss) from	(Depreciation) of
Fund	Risk Exposure	Instrument	Futures Contracts	Futures Contracts
NXJ	Interest rate	Futures contracts	$ (652,316)	$203,441
NJV	Interest rate	Futures contracts	$ (105,533)	$ 28,187
NQP	Interest rate	Futures contracts	$(2,566,034)	$830,629
NPN	Interest rate	Futures contracts	$ (33,356)	$ 8,381

		NXJ								NJV
		Six Months				Year				Six Months				Year
		Ended				Ended				Ended				Ended
		8/31/20				2/29/20				8/31/20				2/29/20
Common shares:
Issued to shareholders due to reinvestments of distributions			—				—				—				—
Repurchased and retired			(25,343	)			—				(6,499	)			—
Weighted average common share:
Price per share repurchased and retired		$	13.36			$	—			$	12.82			$	—
Discount per share repurchased and retired			(16.96	)%			—	%			(15.23	)%			—	%

		NQP								NPN
		Six Months				Year				Six Months				Year
		Ended				Ended				Ended				Ended
		8/31/20				2/29/20				8/31/20				2/29/20
Common shares:
Issued to shareholders due to reinvestments of distributions			—				—				—				80
Repurchased and retired			—				—				—				—
Weighted average common share:
Price per share repurchased and retired		$	—			$	—			$	—			$	—
Discount per share repurchased and retired			—	%			—	%			—	%			—	%

		Shares	Remarketing	Liquidation	Special Rate
Fund	Series	Outstanding	Fees*	Preference	Period Expiration	Maturity
NXJ	1	810	N/A	$ 81,000,000	July 21, 2021	August 3, 2043
	2	1,443	N/A	144,300,000	April 1, 2043**	April 1, 2043
	3	886	N/A	88,600,000	April 1, 2043**	April 1, 2043
NQP	2	1,125	N/A	$112,500,000	December 1, 2042**	December 1, 2042
	3	1,050	N/A	105,000,000	December 1, 2042**	December 1, 2042