Company: NAZ
Filing Date: 2025-05-07
Form Type: N-CSRS
Source: 0001193125-25-114739
Chunk: 19

Company: NUVEEN ARIZONA QUALITY MUNICIPAL INCOME FUND
Filing Date: 2025-05-07
Form: N-CSRS
Chunk 19
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12 |
| (0.29)       |     |     2.56 |     |                            586,028 |     |              1.62 |     |              4.28 |     |            10 |

| (c) | • Net Investment Income (Loss) ratios reflect income earned and expenses incurred on assets attributable to 
 borrowings (as described in Notes to Financial Statements), where applicable.                               |

• The expense ratios reflect, among other things, all interest expenses and other costs related to borrowings (as described in Notes to Financial Statements) and/ or the interest expense deemed to have been paid by the Fund on the floating rate certificates issued by the special purpose trusts for the self-deposited inverse floaters held by the Fund (as described in Notes to Financial Statements), where applicable, as follows:

|            |     | Ratios of Interest 
            Expense 
     to Average Net 
  Assets Applicable 
   to Common Shares |
| NQP        |     |                    |
| 2/28/25(d) |     |           2.64%(e) |
| 8/31/24(f) |     |            2.79(e) |
| 2/29/24    |     |               2.84 |
| 2/28/23    |     |               1.53 |
| 2/28/22    |     |               0.43 |
| 2/28/21    |     |               0.64 |

| (d) | Unaudited. |

| (e) | Annualized. |

| (f) | For the six months ended August 31, 2024. Prior to March 1, 2024, the Fund’s fiscal year end was 
 February 28/29th.                                                                                |

See Notes to Financial Statements.

| 139 |

Financial Highlights (continued) The following table sets forth information regarding each Fund’s outstanding senior securities as of the end of each of the Fund’s last five fiscal periods, as applicable.

|            |     | AMTP Shares |         |     |              |          |     | MFP Shares  |         |     |              |         |     | VRDP Shares |         |     |              |         |     |                           |
|            |     | Aggregate   
 Amount      
 Outstanding 
 (000)(a)    |         |     | Asset        
 Coverage     
 Per $100,000 
 Share(b)