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NUVEEN ARIZONA QUALITY MUNICIPAL INCOME FUND

Regulatory Filings Jul 28, 2017

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UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, DC 20549

FORM N-Q

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY

Investment Company Act file number 811-07278

Nuveen Arizona Quality Municipal Income Fund

(Exact name of registrant as specified in charter)

Nuveen Investments

333 West Wacker Drive, Chicago, Illinois 60606

(Address of principal executive offices) (Zip code)

Gifford R. Zimmerman

Vice President and Secretary

333 West Wacker Drive, Chicago, Illinois 60606

(Name and address of agent for service)

Registrant's telephone number, including area code: 312-917-7700

Date of fiscal year end: 2/28

Date of reporting period: 5/31/17

Form N-Q is to be used by management investment companies, other than small business investment companies registered on Form N-5 (§§ 239.24 and 274.5 of this chapter), to file reports with the Commission, not later than 60 days after the close of the first and third fiscal quarters, pursuant to rule 30b1-5 under the Investment Company Act of 1940 (17 CFR 270.30b1-5). The Commission may use the information provided on Form N-Q in its regulatory, disclosure review, inspection, and policymaking roles.

A registrant is required to disclose the information specified by Form N-Q, and the Commission will make this information public. A registrant is not required to respond to the collection of information contained in Form N-Q unless the Form displays a currently valid Office of Management and Budget ("OMB") control number. Please direct comments concerning the accuracy of the information collection burden estimate and any suggestions for reducing the burden to the Secretary, Securities and Exchange Commission, 450 Fifth Street, NW, Washington, DC 20549-0609. The OMB has reviewed this collection of information under the clearance requirements of 44 U.S.C. § 3507.

Item 1. Schedule of Investments

Portfolio of Investments
Nuveen Arizona Quality Municipal Income Fund (NAZ)
May 31, 2017 (Unaudited)
Principal Optional Call
Amount (000) Description (1) Provisions (2) Ratings (3) Value
LONG-TERM INVESTMENTS – 152.4% (100.0% of Total Investments)
MUNICIPAL BONDS – 152.4% (100.0% of Total Investments)
Education and Civic Organizations – 28.1% (18.4% of Total Investments)
$ 1,330 Arizona Board of Regents, Arizona State University System Revenue Bonds, Green Series 2016B, 7/26 at 100.00 AA $ 1,544,103
5.000%, 7/01/47
1,500 Arizona Board of Regents, Arizona State University System Revenue Bonds, Refunding Green 7/25 at 100.00 AA 1,725,495
Series 2015A, 5.000%, 7/01/41
3,480 Arizona Board of Regents, Arizona State University System Revenue Bonds, Refunding Series 7/22 at 100.00 AA 3,955,124
2013A, 5.000%, 7/01/43
1,500 Arizona Board of Regents, Arizona State University System Revenue Bonds, Series 2015D, 7/25 at 100.00 AA 1,727,835
5.000%, 7/01/41
2,515 Arizona Board of Regents, University of Arizona, SPEED Revenue Bonds, Stimulus Plan for 8/24 at 100.00 Aa3 2,845,773
Economic and Educational Development, Series 2014, 5.000%, 8/01/44
2,240 Arizona Board of Regents, University of Arizona, System Revenue Bonds, Tender Option Bond 6/22 at 100.00 AA– 3,402,986
Trust 2015-XF0053, 15.699%, 6/01/42 (IF)
1,400 Arizona Board of Regents, University of Arizona, SPEED Revenue Bonds, Stimulus Plan for No Opt. Call Aa3 1,611,134
Economic and Educational Development, Series 2013, 5.000%, 8/01/21
515 Arizona Industrial Development Authority, Arizona, Education Facility Revenue Bonds, Basis 7/26 at 100.00 BB 534,591
Schools, Inc. Projects, Series 2017A, 5.125%, 7/01/37
2,000 Glendale Industrial Development Authority, Arizona, Revenue Bonds, Midwestern University, 5/22 at 100.00 A 2,217,880
Refunding Series 2007, 5.000%, 5/15/31
3,775 Glendale Industrial Development Authority, Arizona, Revenue Bonds, Midwestern University, 5/20 at 100.00 A+ 4,119,356
Refunding Series 2010, 5.125%, 5/15/40
870 Maricopa County Industrial Development Authority, Arizona, Education Revenue Bonds, Paradise 7/26 at 100.00 BB+ 896,874
Schools Projects, Series 2016, 5.000%, 7/01/36
2,095 McAllister Academic Village LLC, Arizona, Revenue Bonds, Arizona State University Hassayampa 7/26 at 100.00 AA– 2,383,083
Academic Village Project, Refunding Series 2016, 5.000%, 7/01/37
1,875 Northern Arizona University, System Revenue Bonds, Refunding Series 2014, 5.000%, 6/01/40 6/24 at 100.00 A+ 2,107,669
910 Northern Arizona University, System Revenue Bonds, Series 2012, 5.000%, 6/01/41 6/21 at 100.00 A+ 1,007,889
70 Phoenix Industrial Development Authority, Arizona, Education Facility Revenue Bonds, Basis 7/25 at 100.00 BB 71,423
Schools, Inc. Projects, Series 2016A, 5.000%, 7/01/46
900 Phoenix Industrial Development Authority, Arizona, Education Facility Revenue Bonds, Choice 9/22 at 100.00 BB+ 952,407
Academies Charter Schools Project, Series 2012, 5.625%, 9/01/42
750 Phoenix Industrial Development Authority, Arizona, Education Facility Revenue Bonds, fbo 7/22 at 100.00 N/R 262,508
Brighter Choice Foundation Charter Middle Schools Project, Albany, New York, Series 2012,
7.500%, 7/01/42 (4)
585 Phoenix Industrial Development Authority, Arizona, Education Facility Revenue Bonds, Great 7/21 at 100.00 BB+ 635,708
Hearts Academies – Veritas Project, Series 2012, 6.300%, 7/01/42
800 Phoenix Industrial Development Authority, Arizona, Education Facility Revenue Bonds, Great 7/25 at 100.00 BBB– 860,240
Hearts Academies Project, Series 2016A, 5.000%, 7/01/41
500 Phoenix Industrial Development Authority, Arizona, Education Facility Revenue Bonds, Legacy 7/24 at 100.00 Ba1 572,315
Traditional Schools Project, Series 2014A, 6.750%, 7/01/44
Phoenix Industrial Development Authority, Arizona, Education Facility Revenue Bonds, Legacy
Traditional Schools Projects, Series 2015:
315 5.000%, 7/01/35 7/25 at 100.00 Ba1 324,702
300 5.000%, 7/01/45 7/25 at 100.00 Ba1 305,580
650 Phoenix Industrial Development Authority, Arizona, Education Facility Revenue Bonds, Legacy 7/26 at 100.00 Ba1 665,223
Traditional Schools Projects, Series 2016A, 5.000%, 7/01/41
440 Phoenix Industrial Development Authority, Arizona, Education Facility Revenue Bonds, Villa No Opt. Call BBB– 435,899
Montessori, Inc. Projects, Series 2015, 3.250%, 7/01/25
1,995 Phoenix Industrial Development Authority, Arizona, Lease Revenue Bonds, Eastern Kentucky 10/26 at 100.00 A2 2,272,325
University Project, Series 2016, 5.000%, 10/01/36
3,675 Phoenix Industrial Development Authority, Arizona, Lease Revenue Bonds, Rowan University 6/22 at 100.00 A 3,999,687
Project, Series 2012, 5.000%, 6/01/42 (UB) (5)
200 Pima County Industrial Development Authority, Arizona, Charter School Revenue Bonds, Desert 5/24 at 100.00 N/R 219,890
Heights Charter School, Series 2014, 7.250%, 5/01/44
Pima County Industrial Development Authority, Arizona, Education Facility Revenue Bonds,
Champion Schools Project, Series 2017:
120 6.000%, 6/15/37 6/26 at 100.00 N/R 121,582
680 6.125%, 6/15/47 6/26 at 100.00 N/R 689,785
200 Pima County Industrial Development Authority, Arizona, Education Facility Revenue Bonds, Edkey 7/26 at 100.00 BB 178,696
Charter Schools Project, Series 2016, 5.250%, 7/01/36
35 Pima County Industrial Development Authority, Arizona, Education Facility Revenue Bonds, San 2/24 at 100.00 N/R 35,811
Tan Montessori School Project, Series 2016, 6.500%, 2/01/48
745 Pima County Industrial Development Authority, Arizona, Education Revenue Bonds, Carden 1/22 at 100.00 B 687,210
Traditional Schools Project, Series 2012, 7.500%, 1/01/42
500 Pima County Industrial Development Authority, Arizona, Education Revenue Bonds, Noah Webster 6/25 at 100.00 BB 490,265
Schools ? Mesa Project, Series 2015A, 5.000%, 12/15/34
730 Pinal County Community College District, Arizona, Revenue Bonds, Central Arizona College, 7/26 at 100.00 AA 854,173
Series 2017, 5.000%, 7/01/35 – BAM Insured
780 Student and Academic Services LLC, Arizona, Lease Revenue Bonds, Northern Arizona University 6/24 at 100.00 AA 880,987
Project, Series 2014, 5.000%, 6/01/39 – BAM Insured
250 Sun Devil Energy LLC, Arizona, Revenue Refunding Bonds, Arizona State University Project, No Opt. Call AA– 288,828
Series 2008, 5.000%, 7/01/22
The Industrial Development Authority of the County of Maricopa, Arizona, Education Revenue
Bonds, Reid Traditional School Projects, Series 2016:
520 5.000%, 7/01/36 7/26 at 100.00 Baa3 545,631
300 5.000%, 7/01/47 7/26 at 100.00 Baa3 311,361
825 Yavapai County Industrial Development Authority, Arizona, Education Revenue Bonds, Arizona 3/21 at 100.00 BB+ 932,539
Agribusiness and Equine Center, Inc. Project, Series 2011, 7.875%, 3/01/42
42,870 Total Education and Civic Organizations 47,674,567
Health Care – 14.4% (9.4% of Total Investments)
1,200 Arizona Health Facilities Authority, Hospital Revenue Bonds, Banner Health Systems, Series 1/24 at 100.00 AA– 1,342,380
2014A, 5.000%, 1/01/44
5,100 Arizona Health Facilities Authority, Hospital System Revenue Bonds, Phoenix Children's 2/22 at 100.00 BBB+ 5,478,776
Hospital, Refunding Series 2012A, 5.000%, 2/01/42
Arizona Health Facilities Authority, Revenue Bonds, Scottsdale Lincoln Hospitals Project,
Refunding Series 2014A:
3,005 5.000%, 12/01/39 12/24 at 100.00 A2 3,380,204
2,860 5.000%, 12/01/42 12/24 at 100.00 A2 3,210,979
Maricopa County Industrial Development Authority, Arizona, Revenue Bonds, Banner Health,
Refunding Series 2016A:
1,250 5.000%, 1/01/32 1/27 at 100.00 AA– 1,478,563
1,000 5.000%, 1/01/35 1/27 at 100.00 AA– 1,168,200
2,000 5.000%, 1/01/38 1/27 at 100.00 AA– 2,316,520
1,120 Scottsdale Industrial Development Authority, Arizona, Hospital Revenue Bonds, Scottsdale 9/20 at 100.00 AA 1,211,941
Healthcare, Series 2006C. Re-offering, 5.000%, 9/01/35 – AGC Insured
1,025 Yavapai County Industrial Development Authority, Arizona, Hospital Facility Revenue Refunding 8/26 at 100.00 Baa1 1,133,619
Bonds, Yavapai Regional Medical Center, Series 2016, 5.000%, 8/01/36
Yavapai County Industrial Development Authority, Arizona, Hospital Revenue Bonds, Yavapai
Regional Medical Center, Series 2013A:
210 5.000%, 8/01/19 No Opt. Call Baa1 225,763
1,000 5.250%, 8/01/33 8/23 at 100.00 Baa1 1,119,200
Yuma Industrial Development Authority, Arizona, Hospital Revenue Bonds, Yuma Regional Medical
Center, Series 2014A:
1,000 5.000%, 8/01/22 No Opt. Call A– 1,155,580
1,000 5.250%, 8/01/32 8/24 at 100.00 A– 1,140,620
21,770 Total Health Care 24,362,345
Long-Term Care – 1.8% (1.2% of Total Investments)
435 Arizona Health Facilities Authority, Health Care Facilities Revenue Bonds, The Beatitudes 8/17 at 100.00 N/R 435,609
Campus Project, Series 2006, 5.100%, 10/01/22
1,885 Phoenix Industrial Development Authority, Arizona, Multi-Family Housing Revenue Bonds, 3rd and 10/25 at 101.00 N/R 1,818,252
Indian Road Assisted Living Project, Series 2016, 5.400%, 10/01/36
780 Tempe Industrial Development Authority, Arizona, Revenue Bonds, Friendship Village of Tempe 12/21 at 100.00 N/R 832,088
Project, Refunding Series 2012A, 6.000%, 12/01/32
3,100 Total Long-Term Care 3,085,949
Tax Obligation/General – 16.4% (10.8% of Total Investments)
575 Buckeye Union High School District 201, Maricopa County, Arizona, General Obligation Bonds, 7/27 at 100.00 AA 676,982
School Improvement Project, Refunding Series 2017, 5.000%, 7/01/35 (WI/DD, Settling 6/08/17) –
BAM Insured
Casa Grande, Arizona, General Obligation Bonds, Refunding Series 2016B:
1,605 4.000%, 8/01/33 8/26 at 100.00 AA– 1,742,131
835 4.000%, 8/01/34 8/26 at 100.00 AA– 902,151
735 Casa Grande, Arizona, General Obligation Bonds, Series 2016A, 3.000%, 8/01/36 8/26 at 100.00 AA– 708,305
2,500 Chandler, Arizona, General Obligation Bonds, Refunding Series 2014, 5.000%, 7/01/24 No Opt. Call AAA 3,085,925
Dysart Unified School District Number 89, Maricopa County, Arizona, General Obligation Bonds,
Refunding Series 2014:
1,000 5.000%, 7/01/26 7/24 at 100.00 AA 1,184,170
525 5.000%, 7/01/27 7/24 at 100.00 AA 617,542
2,140 El Mirage, Arizona, General Obligation Bonds Series 2012, 5.000%, 7/01/42 – AGM Insured 7/22 at 100.00 AA 2,379,808
1,000 Maricopa County Elementary School District 83 Cartwright, Arizona, General Obligation Bonds, 7/21 at 100.00 AA 1,130,650
School Improvement, Project 2010, Series 2011A, 5.375%, 7/01/30 – AGM Insured
775 Maricopa County School District 79 Litchfield Elementary, Arizona, General Obligation Bonds, 7/21 at 100.00 Aa2 886,011
Series 2011, 5.000%, 7/01/23
300 Maricopa County Unified School District 60 Higley, Arizona, General Obligation Bonds, School 7/26 at 100.00 AA 324,435
Improvement Project of 2013, Series 2016C, 4.000%, 7/01/33 – AGM Insured
1,275 Maricopa County Union High School District 210 Phoenix, Arizona, General Obligation Bonds, 7/27 at 100.00 Aa2 1,539,830
School Improvement & Project of 2011 Series 2017E, 5.000%, 7/01/33
Mohave County Union High School District 2 Colorado River, Arizona, General Obligation Bonds,
School Improvement Series 2017:
1,000 5.000%, 7/01/34 7/27 at 100.00 Aa3 1,174,790
1,000 5.000%, 7/01/36 7/27 at 100.00 Aa3 1,165,310
1,370 Pima County Continental Elementary School District 39, Arizona, General Obligation Bonds, 7/21 at 100.00 AA 1,587,625
Series 2011A, 6.000%, 7/01/30 – AGM Insured
2,895 Pima County Unified School District 12 Sunnyside, Arizona, General Obligation Bonds, School 7/24 at 100.00 AA 3,301,574
Improvement Project 2011, Series 2014D, 5.000%, 7/01/34 – AGM Insured
1,750 Pima County Unified School District 6 Marana, Arizona, General Obligation Bonds, School 7/21 at 100.00 A+ 1,962,888
Improvement Project 2010 Series 2011A, 5.000%, 7/01/25
Pinal County School District 4 Casa Grande Elementary, Arizona, General Obligation Bonds,
School improvement Project 2016, Series 2017A:
620 5.000%, 7/01/34 – BAM Insured 7/27 at 100.00 AA 724,253
1,000 5.000%, 7/01/35 – BAM Insured 7/27 at 100.00 AA 1,163,430
Western Maricopa Education Center District 402, Maricopa County, Arizona, General Obligation
Bonds, School Improvement Project 2012, Series2014B:
715 4.500%, 7/01/33 7/24 at 100.00 AA– 798,433
665 4.500%, 7/01/34 7/24 at 100.00 AA– 740,331
24,280 Total Tax Obligation/General 27,796,574
Tax Obligation/Limited – 32.0% (21.0% of Total Investments)
2,310 Arizona Sports and Tourism Authority, Tax Revenue Bonds, Multipurpose Stadium Facility 7/22 at 100.00 A1 2,501,337
Project, Refunding Senior Series 2012A, 5.000%, 7/01/36
1,250 Arizona State Transportation Board, Highway Revenue Bonds, Refunding Series 2016, 7/26 at 100.00 AAA 1,498,013
5.000%, 7/01/35
275 Buckeye, Arizona, Excise Tax Revenue Obligations, Refunding Series 2016, 4.000%, 7/01/36 7/26 at 100.00 AA– 291,550
1,000 Buckeye, Arizona, Excise Tax Revenue Obligations, Series 2015, 5.000%, 7/01/37 7/25 at 100.00 AA 1,134,910
135 Cahava Springs Revitalization District, Cave Creek, Arizona, Special Assessment Bonds, Series 7/27 at 100.00 N/R 139,473
2017A, 7.000%, 7/01/41
1,210 Eastmark Community Facilities District 1, Mesa, Arizona, General Obligation Bonds, Series 7/25 at 100.00 N/R 1,216,643
2015, 5.000%, 7/15/39
492 Eastmark Community Facilities District 1, Mesa, Arizona, Special Assessment Revenue Bonds, 7/23 at 100.00 N/R 509,973
Assessment District 1, Series 2013, 5.250%, 7/01/38
Estrella Mountain Ranch Community Facilities District, Arizona, Special Assessment Bonds,
Montecito Assessment District, Series 2007:
420 5.700%, 7/01/27 7/17 at 100.00 N/R 420,458
450 5.800%, 7/01/32 7/17 at 100.00 N/R 450,351
655 Estrella Mountain Ranch Community Facilities District, Goodyear, Arizona, General Obligation 7/27 at 100.00 AA 759,918
Bonds, Refunding Series 2017, 5.000%, 7/15/32 – AGM Insured
508 Estrella Mountain Ranch Community Facilities District, Goodyear, Arizona, Special Assessment 8/17 at 100.00 N/R 509,742
Lien Bonds, Series 2001A, 7.875%, 7/01/25
Festival Ranch Community Facilities District, Buckeye, Arizona, General Obligation Bonds,
Series 2012:
345 5.000%, 7/15/27 – BAM Insured 7/22 at 100.00 AA 376,633
1,085 5.000%, 7/15/31 – BAM Insured 7/22 at 100.00 AA 1,162,773
500 Festival Ranch Community Facilities District, Buckeye, Arizona, General Obligation Bonds, 7/26 at 100.00 AA 526,555
Series 2016, 4.000%, 7/15/36 – BAM Insured
425 Festival Ranch Community Facilities District, Buckeye, Arizona, Special Assessment Revenue 7/27 at 100.00 N/R 442,587
Bonds, Assessment District 11, Series 2017, 5.200%, 7/01/37
600 Goodyear Community Facilities Utilities District 1, Arizona, General Obligation Bonds, 7/26 at 100.00 A1 640,638
Refunding Series 2016, 4.000%, 7/15/32
1,500 Goodyear, Arizona, Community Facilities General District 1, Arizona, General Obligation No Opt. Call A– 1,712,985
Refunding Bonds, Series 2013, 5.000%, 7/15/23
1,500 Government of Guam, Business Privilege Tax Bonds, Refunding Series 2015D, 5.000%, 11/15/39 11/25 at 100.00 A 1,613,370
Government of Guam, Business Privilege Tax Bonds, Series 2011A:
510 5.000%, 1/01/31 1/22 at 100.00 A 542,788
200 5.125%, 1/01/42 1/22 at 100.00 A 210,830
1,500 Government of Guam, Business Privilege Tax Bonds, Series 2012B-1, 5.000%, 1/01/37 1/22 at 100.00 A 1,577,595
1,250 Guam Government, Limited Obligation Section 30 Revenue Bonds, Series 2016A, 5.000%, 12/01/46 12/26 at 100.00 BBB+ 1,368,675
1,425 Marana, Arizona, Pledged Excise Tax Revenue Bonds, Refunding Series 2013, 5.000%, 7/01/33 7/23 at 100.00 AA 1,630,043
2,401 Marana, Arizona, Tangerine Farms Road Improvement District Revenue Bonds, Series 2006, 7/17 at 100.00 AA– 2,408,635
4.600%, 1/01/26
115 Merrill Ranch Community Facilities District 1, Florence, Arizona, General Obligation Bonds, 7/18 at 100.00 BBB– 118,726
Series 2008A, 7.400%, 7/15/33
200 Merrill Ranch Community Facilities District 2, Florence, Arizona, General Obligation Bonds, 7/26 at 100.00 BBB– 216,104
Series 2016, 5.000%, 7/15/31
300 Page, Arizona, Pledged Revenue Bonds, Refunding Series 2011, 5.000%, 7/01/26 7/21 at 100.00 AA– 335,745
400 Parkway Community Facilities District 1, Prescott Valley, Arizona, General Obligation Bonds, 8/17 at 100.00 N/R 379,748
Series 2006, 5.350%, 7/15/31
1,010 Phoenix Civic Improvement Corporation, Arizona, Transit Excise Tax Revenue Refunding Bonds, No Opt. Call AA 1,131,705
Light Rail Project, Series 2013, 5.000%, 7/01/20
2,500 Phoenix Industrial Development Authority, Arizona, Education Facility Revenue Bonds, 12/22 at 100.00 A 2,733,200
JMF-Higley 2012 LLC Project, Series 2012, 5.000%, 12/01/36
580 Phoenix Mesa Gateway Airport Authority, Arizona, Special Facility Revenue Bonds, Mesa Project, 7/22 at 100.00 AA+ 630,878
Series 2012, 5.000%, 7/01/38 (Alternative Minimum Tax)
1,100 Pinal County Industrial Development Authority, Arizona, Correctional Facilities Contract 8/17 at 100.00 BBB– 1,101,771
Revenue Bonds, Florence West Prison LLC, Series 2002A, 5.000%, 10/01/18 – ACA Insured
1,000 Pinal County, Arizona, Pledged Revenue Obligations, Series 2014, 5.000%, 8/01/33 8/24 at 100.00 AA 1,147,520
Queen Creek, Arizona, Excise Tax & State Shared Revenue Obligation Bonds, Refunding
Series 2016:
540 4.000%, 8/01/34 8/26 at 100.00 AA 579,841
545 4.000%, 8/01/36 8/26 at 100.00 AA 579,831
1,000 Regional Public Transportation Authority, Arizona, Transportation Excise Tax Revenue Bonds, No Opt. Call AA+ 1,194,520
Maricopa County Public Transportation Fund Series 2014, 5.250%, 7/01/22
San Luis, Arizona, Pledged Excise Tax Revenue Bonds, Refunding Series2014A:
1,400 5.000%, 7/01/34 – BAM Insured 7/24 at 100.00 AA 1,596,616
2,100 5.000%, 7/01/38 – BAM Insured 7/24 at 100.00 AA 2,376,192
3,000 Scottsdale Municipal Property Corporation, Arizona, Excise Tax Revenue Bonds, Refunding Series No Opt. Call AAA 3,690,660
2006, 5.000%, 7/01/24
1,320 Scottsdale Municipal Property Corporation, Arizona, Excise Tax Revenue Bonds, Refunding Series 7/27 at 100.00 AAA 1,595,471
2017, 5.000%, 7/01/36
1,570 Tartesso West Community Facility District, Buckeye, Arizona, Limited Tax General Obligation 7/17 at 100.00 N/R 1,571,162
Bonds, Series 2007, 5.900%, 7/15/32
Tempe, Arizona, Excise Tax Revenue Bonds, Refunding Series 2016:
310 5.000%, 7/01/28 7/26 at 100.00 AAA 379,821
600 5.000%, 7/01/31 7/26 at 100.00 AAA 721,740
4,000 Tempe, Arizona, Transit Excise Tax Revenue Obligation Bonds, Refunding Series 2012, 7/22 at 100.00 AAA 4,577,200
5.000%, 7/01/37
1,750 Virgin Islands Public Finance Authority, Gross Receipts Taxes Loan Note, Refunding Series No Opt. Call AA 1,826,353
2012A, 4.000%, 10/01/22 – AGM Insured
750 Vistancia West Community Facilities District, Peoria, Arizona, General Obligation Bonds, 7/21 at 100.00 N/R 727,365
Series 2016, 3.250%, 7/15/25
1,368 Watson Road Community Facilities District, Arizona, Special Assessment Revenue Bonds, Series 8/17 at 100.00 N/R 1,325,195
2005, 6.000%, 7/01/30
49,404 Total Tax Obligation/Limited 54,183,839
Transportation – 5.1% (3.3% of Total Investments)
180 Phoenix Civic Improvement Corporation, Arizona, Airport Revenue Bonds, Junior Lien Series 7/20 at 100.00 A+ 196,294
2010A, 5.000%, 7/01/40
Phoenix Civic Improvement Corporation, Arizona, Airport Revenue Bonds, Junior Lien
Series 2015A:
910 5.000%, 7/01/40 7/25 at 100.00 A+ 1,041,158
2,185 5.000%, 7/01/45 7/25 at 100.00 A+ 2,489,829
Phoenix Civic Improvement Corporation, Arizona, Airport Revenue Bonds, Refunding Senior Lien
Series 2013:
1,785 5.000%, 7/01/30 (Alternative Minimum Tax) 7/23 at 100.00 AA– 2,028,885
2,215 5.000%, 7/01/32 (Alternative Minimum Tax) 7/23 at 100.00 AA– 2,498,985
395 Virgin Islands Port Authority, Marine Revenue Bonds, Refunding Series 2014B, 5.000%, 9/01/44 9/24 at 100.00 BBB+ 410,642
7,670 Total Transportation 8,665,793
U.S. Guaranteed – 26.4% (17.3% of Total Investments) (6)
5,730 Arizona Health Facilities Authority, Hospital Revenue Bonds, Banner Health Systems, Series 1/18 at 100.00 AA– (6) 5,886,715
2008D, 5.500%, 1/01/38 (Pre-refunded 1/01/18)
1,025 Arizona State Transportation Board, Highway Revenue Bonds, Refunding Subordinate Series 2011A, 7/21 at 100.00 AA+ (6) 1,182,850
5.000%, 7/01/36 (Pre-refunded 7/01/21)
1,265 Gila County Unified School District 10 Payson, Arizona, School Improvement Bonds, Project 7/18 at 100.00 Aa3 (6) 1,332,260
2006, Series 2008B, 5.750%, 7/01/28 (Pre-refunded 7/01/18)
2,965 Glendale Industrial Development Authority, Arizona, Revenue Bonds, John C. Lincoln Health 12/17 at 100.00 N/R (6) 3,026,672
Network, Series 2007, 5.000%, 12/01/42 (Pre-refunded 12/01/17)
150 La Paz County, Arizona, Excise Tax Revenue Bonds, Judgement Series 2011A, 4.750%, 7/01/36 7/17 at 100.00 AA (6) 150,495
(Pre-refunded 7/01/17)
1,200 Maricopa County Unified School District 95 Queen Creek, Arizona, General Obligation Bonds, 7/18 at 100.00 Aa3 (6) 1,253,580
Series 2008, 5.000%, 7/01/27 (Pre-refunded 7/01/18) – AGM Insured
680 Marley Park Community Facilities District, City of Surprise, Arizona, Limited Tax General 7/17 at 100.00 N/R (6) 684,434
Obligation Bonds, Series 2008 (Bank Qualified), 6.100%, 7/15/32 (Pre-refunded 7/15/17)
960 Merrill Ranch Community Facilities District 1, Florence, Arizona, General Obligation Bonds, 7/18 at 100.00 N/R (6) 1,029,005
Series 2008A, 7.400%, 7/15/33 (Pre-refunded 7/15/18)
Mesa, Arizona, Utility System Revenue Bonds, Refunding Series 2002:
630 5.250%, 7/01/17 – FGIC Insured (ETM) No Opt. Call Aa2 (6) 632,350
150 5.250%, 7/01/17 – FGIC Insured (ETM) No Opt. Call Aa2 (6) 150,560
1,045 Phoenix Industrial Development Authority, Arizona, Education Facility Revenue Bonds, Painted 7/20 at 100.00 N/R (6) 1,244,386
Rock Academy Charter School Project, Series 2012A, 7.500%, 7/01/42 (Pre-refunded 7/01/20)
Pima County Industrial Development Authority, Arizona, Education Revenue Bonds, Paradise
Education Center Project, Series 2010:
745 6.000%, 6/01/40 (Pre-refunded 6/01/19) 6/19 at 100.00 BB+ (6) 817,950
550 6.100%, 6/01/45 (Pre-refunded 6/01/19) 6/19 at 100.00 BB+ (6) 604,945
1,000 Pima County Industrial Development Authority, Arizona, Educational Revenue Bonds, Valley 7/18 at 100.00 Baa3 (6) 1,060,000
Academy Charter School Project, Series 2008, 6.500%, 7/01/38 (Pre-refunded 7/01/18)
1,000 Pima County Unified School District 8 Flowing Wells, Arizona, General Obligation Bonds, School 7/20 at 100.00 A+ (6) 1,131,850
Improvement Project 2008 Series 2011B, 5.375%, 7/01/29 (Pre-refunded 7/01/20)
1,800 Pinal County Electrical District 3, Arizona, Electric System Revenue Bonds, Refunding Series 7/21 at 100.00 A (6) 2,097,450
2011, 5.250%, 7/01/36 (Pre-refunded 7/01/21)
4,530 Pinal County Unified School District 1, Florence, Arizona, General Obligation Bonds, Series 7/18 at 100.00 A (6) 4,745,945
2008C, 5.250%, 7/01/28 (Pre-refunded 7/01/18)
2,500 Salt River Project Agricultural Improvement and Power District, Arizona, Electric System 1/18 at 100.00 AA (6) 2,745,100
Revenue Bonds, Tender Option Bond Trust 2016-XL0016, 15.800%, 1/01/38 (Pre-refunded
1/01/18) (IF) (5)
5,000 Scottsdale Municipal Property Corporation, Arizona, Excise Tax Revenue Bonds, Water & Sewer 7/20 at 100.00 AAA 5,600,849
Improvements Project, Series 2010, 5.000%, 7/01/36 (Pre-refunded 7/01/20)
Scottsdale, Arizona, General Obligation Bonds, Preserve Acquisition Series 1999:
1,310 5.000%, 7/01/32 (Pre-refunded 7/01/21) 7/21 at 100.00 AAA 1,512,303
1,360 5.000%, 7/01/33 (Pre-refunded 7/01/21) 7/21 at 100.00 AAA 1,570,025
1,705 5.000%, 7/01/34 (Pre-refunded 7/01/21) 7/21 at 100.00 AAA 1,968,303
2,585 University Medical Center Corporation, Tucson, Arizona, Hospital Revenue Bonds, Series 2011, 7/21 at 100.00 N/R (6) 3,083,672
6.000%, 7/01/39 (Pre-refunded 7/01/21)
University Medical Center Corporation, Tucson, Arizona, Hospital Revenue Bonds, Series 2013:
200 5.000%, 7/01/19 (ETM) No Opt. Call N/R (6) 216,538
800 5.000%, 7/01/20 (ETM) No Opt. Call N/R (6) 895,104
40,885 Total U.S. Guaranteed 44,623,341
Utilities – 15.6% (10.3% of Total Investments)
1,495 Apache County Industrial Development Authority, Arizona, Pollution Control Revenue Bonds, 3/22 at 100.00 A– 1,590,800
Tucson Electric Power Company, Series 20102A, 4.500%, 3/01/30
1,500 Arizona Power Authority, Special Obligation Power Resource Revenue Refunding Crossover Bonds, No Opt. Call AA 1,522,305
Hoover Project, Series 2001, 5.250%, 10/01/17
1,000 Guam Power Authority, Revenue Bonds, Series 2014A, 5.000%, 10/01/39 10/24 at 100.00 AA 1,123,740
4,310 Maricopa County Pollution Control Corporation, Arizona, Pollution Control Revenue Refunding 6/20 at 100.00 Aa3 4,704,451
Bonds, Southern California Edison Company, Series 2000A, 5.000%, 6/01/35
220 Mesa, Arizona, Utility System Revenue Bonds, Refunding Series 2002, 5.250%, 7/01/17 – No Opt. Call Aa2 220,825
FGIC Insured
695 Pinal County Electrical District 3, Arizona, Electric System Revenue Bonds, Refunding Series 7/26 at 100.00 A 802,989
2016, 5.000%, 7/01/35
1,500 Salt River Project Agricultural Improvement and Power District, Arizona, Electric System 6/25 at 100.00 Aa1 1,760,880
Revenue Bonds, Refunding Series 2015A, 5.000%, 12/01/36
Salt Verde Financial Corporation, Arizona, Senior Gas Revenue Bonds, Citigroup Energy Inc.
Prepay Contract Obligations, Series 2007:
4,500 5.500%, 12/01/29 No Opt. Call BBB+ 5,585,714
5,665 5.000%, 12/01/37 No Opt. Call BBB+ 6,910,108
2,370 Yuma County Industrial Development Authority, Arizona, Exempt Revenue Bonds, Far West Water & 12/17 at 100.00 N/R 2,273,873
Sewer Inc. Refunding, Series 2007A, 6.375%, 12/01/37 (Alternative Minimum Tax)
23,255 Total Utilities 26,495,685
Water and Sewer – 12.6% (8.3% of Total Investments)
1,000 Central Arizona Water Conservation District, Arizona, Water Delivery O&M Revenue Bonds, Series 1/26 at 100.00 AA+ 1,168,460
2016, 5.000%, 1/01/36
500 Glendale, Arizona, Water and Sewer Revenue Bonds, Refunding Series 2012, 5.000%, 7/01/28 7/22 at 100.00 AA 587,615
1,235 Goodyear, Arizona, Water and Sewer Revenue Obligations, Refunding Subordinate Lien Series 7/26 at 100.00 AA 1,419,497
2016, 5.000%, 7/01/45 – AGM Insured
2,855 Goodyear, Arizona, Water and Sewer Revenue Obligations, Series 2010, 5.625%, 7/01/39 7/20 at 100.00 A+ 3,203,025
500 Goodyear, Arizona, Water and Sewer Revenue Obligations, Subordinate Lien Series 2011, 7/21 at 100.00 AA 567,340
5.500%, 7/01/41
500 Guam Government Waterworks Authority, Water and Wastewater System Revenue Bonds, 7/23 at 100.00 A– 556,825
Series 2013, 5.250%, 7/01/33
1,125 Lake Havasu City, Arizona, Wastewater System Revenue Bonds, Refunding Senior Lien Series 7/25 at 100.00 AA 1,294,121
2015A, 5.000%, 7/01/36 – AGM Insured
1,135 Phoenix Civic Improvement Corporation, Arizona, Wastewater System Revenue Bonds, Refunding 7/24 at 100.00 AA+ 1,342,796
Junior Lien Series 2014, 5.000%, 7/01/29
2,000 Phoenix Civic Improvement Corporation, Arizona, Water System Revenue Bonds, Junior Lien Series 7/24 at 100.00 AAA 2,290,560
2014A, 5.000%, 7/01/39
Phoenix Civic Improvement Corporation, Arizona, Water System Revenue Bonds, Refunding Junior
Lien Series 2001:
1,250 5.500%, 7/01/21 – FGIC Insured No Opt. Call AAA 1,468,463
1,040 5.500%, 7/01/22 – FGIC Insured No Opt. Call AAA 1,256,195
1,500 Pima County, Arizona, Sewer System Revenue Obligations, Series 2012A, 5.000%, 7/01/26 7/22 at 100.00 AA 1,746,450
1,000 Pima County, Arizona, Sewer System Revenue Obligations, Series 2014, 5.000%, 7/01/22 No Opt. Call AA 1,183,330
Surprise Municipal Property Corporation, Arizona, Wastewater System Revenue Bonds, Series 2007:
740 4.700%, 4/01/22 10/17 at 100.00 A+ 748,858
1,970 4.900%, 4/01/32 10/17 at 100.00 A+ 1,980,815
500 Tucson, Arizona, Water System Revenue Bonds, Refunding Series 2013A, 5.000%, 7/01/23 No Opt. Call AA 599,940
18,850 Total Water and Sewer 21,414,290
$ 232,084 Total Long-Term Investments (cost $240,418,007) 258,302,383
Floating Rate Obligations – (1.6)% (2,755,000)
Variable Rate MuniFund Term Preferred Shares, net of deferred offering costs – (52.1)% (7) (88,281,832)
Other Assets Less Liabilities – 1.3% 2,243,787
Net Assets Applicable to Common Shares – 100% $ 169,509,338

Fair Value Measurements

Fair value is defined as the price that would be received upon selling an investment or transferring a liability in an orderly transaction to an independent buyer in the principal or most advantageous market for the investment. A three-tier hierarchy is used to maximize the use of observable market data and minimize the use of unobservable inputs and to establish classification of fair value measurements for disclosure purposes. Observable inputs reflect the assumptions market participants would use in pricing the asset or liability. Observable inputs are based on market data obtained from sources independent of the reporting entity. Unobservable inputs reflect the reporting entity's own assumptions about the assumptions market participants would use in pricing the asset or liability. Unobservable inputs are based on the best information available in the circumstances. The following is a summary of the three-tiered hierarchy of valuation input levels.

Level 1 – Inputs are unadjusted and prices are determined using quoted prices in active markets for identical securities.

Level 2 – Prices are determined using other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).

Level 3 – Prices are determined using significant unobservable inputs (including management's assumptions in determining the fair value of investments).

The inputs or methodologies used for valuing securities are not an indication of the risks associated with investing in those securities. The following is a summary of the Fund's fair value measurements as of the end of the reporting period:

Level 1 Level 2 Level 3 Total
Long-Term Investments:
Municipal Bonds $ — $258,302,383 $ — $258,302,383

Income Tax Information

The following information is presented on an income tax basis. Differences between amounts for financial statement and federal income tax purposes are primarily due to timing differences in recognizing taxable market discount, timing differences in recognizing certain gains and losses on investment transactions and the treatment of investments in inverse floating rate securities reflected as financing transactions, if any. To the extent that differences arise that are permanent in nature, such amounts are reclassified within the capital accounts on the Statement of Assets and Liabilities presented in the annual report, based on their federal tax basis treatment; temporary differences do not require reclassification. Temporary and permanent differences do not impact the net asset value of the Fund.

As of May 31, 2017, the cost of investments was $239,143,751.

Gross unrealized appreciation and gross unrealized depreciation of investments as of May 31, 2017, were as follows:

Gross unrealized:
Appreciation $19,434,019
Depreciation (3,030,397)
Net unrealized appreciation (depreciation) of investments $16,403,622
(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) As of, or subsequent to, the end of the reporting period, this security is non-income producing.
Non-income producing, in the case of a fixed-income security, generally denotes that the issuer has
(1) defaulted on the payment of principal or interest, (2) is under the protection of the Federal Bankruptcy
Court or (3) the Fund's Adviser has concluded that the issue is not likely to meet its future interest
payment obligations and has ceased accruing additional income on the Fund's records.
(5) Investment, or portion of investment, has been pledged to collateralize the net payment obligations for
investments in inverse floating rate transactions.
(6) Backed by an escrow or trust containing sufficient U.S. Government or U.S. Government agency securities,
which ensure the timely payment of principal and interest. Certain bonds backed by U.S. Government or
agency securities are regarded as having an implied rating equal to the rating of such securities.
(7) Variable Rate MuniFund Term Preferred Shares, net of deferred offering costs as a percentage of Total
Investments is 34.2%.
(ETM) Escrowed to maturity.
(IF) Inverse floating rate investment.
(UB) Underlying bond of an inverse floating rate trust reflected as a financing transaction.
(WI/DD) Investment, or portion of investment, purchased on a when-issued or delayed delivery basis.

Item 2. Controls and Procedures.

a. The registrant's principal executive and principal financial officers, or persons performing similar functions, have concluded that the registrant's disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended (the "1940 Act") (17 CFR 270.30a-3(c))) are effective, as of a date within 90 days of the filing date of this report that includes the disclosure required by this paragraph, based on their evaluation of the controls and procedures required by Rule 30a-3(b) under the 1940 Act (17 CFR 270.30a-3(b)) and Rule 13a-15(b) or 15d-15(b) under the Securities Exchange Act of 1934 (17 CFR 240.13a-15(b) or 240.15d-15(b)).

b. There were no changes in the registrant's internal control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act (17 CFR 270.30a-3(d)) that occurred during the registrant's last fiscal quarter that have materially affected, or are reasonably likely to materially affect, the registrant's internal control over financial reporting.

Item 3. Exhibits.

File as exhibits as part of this Form a separate certification for each principal executive officer and principal financial officer of the registrant as required by Rule 30a-2(a) under the 1940 Act (17 CFR 270.30a-2(a)), exactly as set forth below: See EX-99 CERT attached hereto.

SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

(Registrant) Nuveen Arizona Quality Municipal Income Fund

By (Signature and Title)
Gifford R. Zimmerman Vice President and Secretary

Date: July 28, 2017

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.

By (Signature and Title)
Cedric H. Antosiewicz Chief Administrative Officer (principal executive officer)

Date: July 28, 2017

By (Signature and Title)
Stephen D. Foy Vice President and Controller (principal financial officer)

Date: July 28, 2017

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