JTA	Nuveen Tax-Advantaged Total Return Strategy Fund Portfolio of Investments    March 31, 2019
	(Unaudited)

Shares		Description (1)	Value
		LONG-TERM INVESTMENTS – 141.9% (97.1% of Total Investments)
		COMMON STOCKS – 103.1% (70.6% of Total Investments)
		Air Freight & Logistics – 3.4%
	169,340	Deutsche Post AG, (2)	$	5,510,824
		Airlines – 3.4%
	106,449	Delta Air Lines Inc., (3)		5,498,091
		Automobiles – 1.6%
	45,890	Daimler AG, (2)		2,692,974
		Banks – 16.7%
	1,337,381	AIB Group PLC, (2)		6,018,257
	68,510	CIT Group Inc., (3)		3,286,425
	91,400	Citigroup Inc., (3)		5,686,908
	466,480	ING Groep NV, (3)		5,663,067
	24,902	JPMorgan Chase & Co.		2,520,829
	55,725	The Bank of NT Butterfield and Son Limited		1,999,413
	2,039,750	Unicaja Banco SA, 144A, (2), (4)		2,193,901
		Total Banks		27,368,800
		Biotechnology – 1.8%
	44,645	Gilead Sciences Inc.		2,902,371
		Capital Markets – 4.9%
	64,095	Aurelius AG, (2)		2,916,845
	516,000	Daiwa Securities Group Inc., (2)		2,515,146
	201,880	Deutsche Boerse AG, ADR, (2), (3)		2,579,017
		Total Capital Markets		8,011,008
		Chemicals – 3.3%
	100,425	DowDuPont Inc., (3)		5,353,657
		Diversified Financial Services – 1.1%
	308,140	Challenger Limited, (2)		1,816,088
		Diversified Telecommunication Services – 3.1%
	59,235	Nippon Telegraph & Telephone Corporation, ADR, (2)		2,530,519
	213,325	Telefonica Brasil SA		2,588,003
		Total Diversified Telecommunication Services		5,118,522
		Electric Utilities – 2.5%
	97,160	FirstEnergy Corporation, (3)		4,042,828
		Electrical Equipment – 1.6%
	33,610	Eaton Corporation PLC, (3)		2,707,622
		Energy Equipment & Services – 0.0%
	3,683	Transocean Limited		32,079
		Entertainment – 3.5%
	14,100	Nintendo Co. Limited, (2)		4,042,341
	59,330	Viacom Inc.		1,665,393
		Total Entertainment		5,707,734

1

JTA	Nuveen Tax-Advantaged Total Return Strategy Fund (continued)
	Portfolio of Investments    March 31, 2019
	(Unaudited)

Shares		Description (1)	Value
		Food Products – 2.1%
	450,434	Orkla ASA, ADR, (3)	$	3,445,820
		Gas Utilities – 1.6%
	423,400	Italgas SpA, (2)		2,616,224
		Health Care Providers & Services – 0.0%
	6,594	Millennium Health LLC, (2), (4)		264
	6,140	Millennium Health LLC, (4), (5)		6,373
	5,767	Millennium Health LLC, (4), (5)		5,982
		Total Health Care Providers & Services		12,619
		Household Durables – 2.2%
	215,100	Sekisui House Limited, (2)		3,564,521
		Industrial Conglomerates – 2.3%
	35,090	Siemens AG, (2)		3,773,666
		Insurance – 7.6%
	79,949	Ageas, (2)		3,856,465
	118,189	Allianz S.E., ADR, (2), (3)		2,624,978
	55,990	CNA Financial Corporation, (3)		2,427,167
	24,095	RenaissanceRe Holdings Limited, (3)		3,457,632
		Total Insurance		12,366,242
		Marine – 0.0%
	262	HGIM Corporation, (2), (4)		9,432
		Media – 0.2%
	5,606	Cumulus Media Inc., (4)		100,964
	2,099	Metro-Goldwyn-Mayer Inc., (2), (4)		153,227
	3,185	Tribune Media Company, (2)		2,070
		Total Media		256,261
		Multi-Utilities – 3.1%
	229,100	Veolia Environnement SA, (2)		5,125,855
		Oil, Gas & Consumable Fuels – 12.6%
	34,004	Chevron Corporation, (3)		4,188,613
	208,050	Enterprise Products Partners LP, (3)		6,054,255
	134,787	Equitrans Midstream Corporation, (3)		2,935,661
	1,923	Fieldwood Energy LLC , (4), (5)		62,259
	388	Fieldwood Energy LLC, (2), (4)		12,675
	110,350	Suncor Energy Inc., (3)		3,578,650
	68,200	TOTAL SA, ADR		3,795,330
		Total Oil, Gas & Consumable Fuels		20,627,443
		Pharmaceuticals – 7.8%
	63,400	AstraZeneca PLC, Sponsored ADR		2,563,262
	37,950	Bayer AG, (2)		2,443,673
	123,350	GlaxoSmithKline PLC, Sponsored ADR, (3)		5,154,796
	75,590	Roche Holdings AG, (2)		2,599,540
		Total Pharmaceuticals		12,761,271
		Real Estate Management & Development – 1.2%
	382,900	Great Eagle Holdings Limited, (2)		1,952,715
		Semiconductors & Semiconductor Equipment – 2.7%
	164,400	Cypress Semiconductor Corporation		2,452,848
	100,610	Infineon Technologies AG, (2)		1,997,352
		Total Semiconductors & Semiconductor Equipment		4,450,200

2

Shares		Description (1)											Value
		Software – 4.7%
	31,526	Microsoft Corporation, (3)											$	3,718,176
	74,010	Oracle Corporation												3,975,077
		Total Software												7,693,253
		Specialty Retail – 1.5%
	788,150	Kingfisher PLC, (2)												2,417,031
		Technology Hardware, Storage & Peripherals – 1.5%
	74,600	Samsung Electronics Co. Limited, (2)												2,388,705
		Tobacco – 3.6%
	81,785	Imperial Brands PLC, ADR, (2), (3)												2,827,307
	35,150	Philip Morris International Inc.												3,106,909
		Total Tobacco												5,934,216
		Trading Companies & Distributors – 1.5%
	160,000	Mitsui & Co. Limited, (2)												2,489,669
		Total Common Stocks (cost $155,651,560)												168,647,741
Principal Amount (000)		Description (1)	Coupon (6)		Reference Rate (6)		Spread (6)		Maturity (7)		Ratings (8)		Value
		VARIABLE RATE SENIOR LOAN INTERESTS – 26.2% (18.0% of Total Investments) (6)
		Aerospace & Defense – 0.4%
$	186	Rexnord LLC/ RBS Global, Inc., Term Loan, First Lien		4.499%		1-Month LIBOR		2.000%		8/21/24		BB+	$	184,366
	486	Transdigm, Inc., Term Loan F		4.999%		1-Month LIBOR		2.500%		6/09/23		B+		476,033
	672	Total Aerospace & Defense												660,399
		Airlines – 0.3%
	490	American Airlines, Inc., Term Loan B		4.484%		1-Month LIBOR		2.000%		12/14/23		BB+		481,548
		Auto Components – 0.1%
	150	Johnson Controls Inc., Term Loan B, (WI/DD)		TBD		TBD		TBD		TBD		B		148,499
		Beverages – 0.3%
	480	Jacobs Douwe Egberts, Term Loan B		4.500%		1-Month LIBOR		2.000%		11/01/25		Ba2		476,882
		Biotechnology – 0.4%
	735	Grifols, Inc., Term Loan B		4.660%		1-Week LIBOR		2.250%		1/31/25		BB		731,365
		Building Products – 0.3%
	432	Quikrete Holdings, Inc., Term Loan B		5.249%		1-Month LIBOR		2.750%		11/15/23		BB–		422,908
		Capital Markets – 0.3%
	472	RPI Finance Trust, Term Loan B6		4.499%		1-Month LIBOR		2.000%		3/27/23		BBB–		469,829
		Chemicals – 1.1%
	648	Axalta Coating Systems, Term Loan, First Lien		4.351%		3-Month LIBOR		1.750%		6/01/24		BBB–		635,655
	452	H.B. Fuller Company, Term Loan B		4.488%		1-Month LIBOR		2.000%		10/22/24		BB+		444,946
	165	Mineral Technologies, Inc., Term Loan B2		4.750%		N/A		N/A		5/07/21		BB+		163,784
	590	Univar, Inc., Term Loan B		4.749%		1-Month LIBOR		2.250%		7/01/24		BB+		584,615
	1,855	Total Chemicals												1,829,000
		Commercial Services & Supplies – 0.3%
	510	Formula One Group, Term Loan B		4.999%		1-Month LIBOR		2.500%		2/01/24		B+		492,386
	43	West Corporation, Incremental Term Loan B1		6.129%		3-Month LIBOR		3.500%		10/10/24		B		39,508
	553	Total Commercial Services & Supplies												531,894

3

JTA	Nuveen Tax-Advantaged Total Return Strategy Fund (continued)
	Portfolio of Investments    March 31, 2019
	(Unaudited)

Principal Amount (000)		Description (1)	Coupon (6)		Reference Rate (6)		Spread (6)		Maturity (7)		Ratings (8)		Value
		Communications Equipment – 1.1%
$	500	CommScope, Inc., Term Loan B, (WI/DD)		TBD		TBD		TBD		TBD		BB	$	500,415
	1,347	Univision Communications, Inc., Term Loan C5		5.249%		1-Month LIBOR		2.750%		3/15/24		B		1,271,872
	1,847	Total Communications Equipment												1,772,287
		Consumer Finance – 0.5%
	495	Vantiv LLC, Repriced Term Loan B4		4.208%		1-Month LIBOR		1.750%		8/09/24		BBB–		494,602
	282	Verscend Technologies, Tern Loan B		6.999%		1-Month LIBOR		4.500%		8/27/25		B+		280,995
	777	Total Consumer Finance												775,597
		Containers & Packaging – 0.2%
	349	Berry Global, Inc., Term Loan Q		4.610%		2-Month LIBOR		2.000%		10/01/22		BBB-		347,632
		Diversified Consumer Services – 0.1%
	249	Refinitiv, Term Loan B		6.249%		1-Month LIBOR		3.750%		10/01/25		B		242,562
		Diversified Financial Services – 0.8%
	247	Fly Funding II S.a r.l., Term Loan B		4.700%		3-Month LIBOR		2.000%		2/09/23		BB+		243,330
	426	Hilton Hotels, Term Loan B		4.236%		1-Month LIBOR		1.750%		10/25/23		BBB–		425,793
	420	Lions Gate Entertainment Corp., Term Loan B		4.749%		1-Month LIBOR		2.250%		3/24/25		BB–		415,259
	228	Veritas US, Inc., Term Loan B1		7.021%		1-Month LIBOR		4.500%		1/27/23		B		211,755
	1,321	Total Diversified Financial Services												1,296,137
		Diversified Telecommunication Services – 1.0%
	988	CenturyLink, Inc., Term Loan B		5.249%		1-Month LIBOR		2.750%		1/31/25		BBB–		970,224
	40	Intelsat Jackson Holdings, S.A., Term Loan B4		6.990%		1-Month LIBOR		4.500%		1/02/24		B1		40,225
	64	Intelsat Jackson Holdings, S.A., Term Loan B5		6.625%		N/A		N/A		1/02/24		B1		64,176
	499	Numericable Group S.A., Term Loan B13		6.484%		1-Month LIBOR		4.000%		8/14/26		B		479,424
	1,591	Total Diversified Telecommunication Services												1,554,049
		Electric Utilities – 0.4%
	398	Vistra Operations Co., Term Loan B1		4.499%		1-Month LIBOR		2.000%		8/01/23		BBB–		394,177
	205	Vistra Operations Co., Term Loan B3		4.486%		1-Month LIBOR		2.000%		12/31/25		BBB–		202,031
	603	Total Electric Utilities												596,208
		Equity Real Estate Investment Trust – 0.2%
	322	Communications Sales & Leasing, Inc., Shortfall Term Loan		7.499%		1-Month LIBOR		5.000%		10/24/22		CCC		315,546
		Food & Staples Retailing – 0.8%
	688	Albertson’s LLC, Term Loan B7		5.499%		1-Month LIBOR		3.000%		11/17/25		BB–		680,691
	571	US Foods, Inc., Term Loan B		4.499%		1-Month LIBOR		2.000%		6/27/23		BBB–		564,004
	1,259	Total Food & Staples Retailing												1,244,695
		Health Care Equipment & Supplies – 0.3%
	436	Acelity, Term Loan B		5.851%		3-Month LIBOR		3.250%		2/02/24		B		434,557
		Health Care Providers & Services – 1.2%
	40	Air Medical Group Holdings, Inc., Term Loan B		6.736%		1-Month LIBOR		4.250%		3/14/25		B		37,993
	212	Brightspring Health, Term Loan B		6.982%		1-Month LIBOR		4.500%		3/05/26		B		208,608
	19	Brightspring Health, Delayed Draw, Term Loan, (12)		4.500%		N/A		4.500%		3/05/26		B		18,964
	792	DaVita HealthCare Partners, Inc., Tranche B, Term Loan		5.249%		1-Month LIBOR		2.750%		6/24/21		BBB–		792,444
	728	HCA, Inc., Term Loan B10		4.499%		1-Month LIBOR		2.000%		3/13/25		BBB–		727,951
	46	HCA, Inc., Term Loan B11		4.249%		1-Month LIBOR		1.750%		3/17/23		BBB–		46,356
	324	Millennium Laboratories, Inc., Term Loan B, First Lien		8.999%		1-Month LIBOR		6.500%		12/21/20		CCC+		157,040
	2,161	Total Health Care Providers & Services												1,989,356
		Health Care Technology – 0.4%
	720	Emdeon, Inc., Term Loan		5.249%		1-Month LIBOR		2.750%		3/01/24		B+		711,565

4

Principal Amount (000)		Description (1)	Coupon (6)		Reference Rate (6)		Spread (6)		Maturity (7)		Ratings (8)		Value
		Hotels, Restaurants & Leisure – 3.4%
$	509	24 Hour Fitness Worldwide, Inc., Term Loan B		5.999%		1-Month LIBOR		3.500%		5/30/25		B+	$	509,037
	466	Aramark Corporation, Term Loan		4.249%		1-Month LIBOR		1.750%		3/11/25		BBB–		463,344
	1,009	Burger King Corporation, Term Loan B3		4.749%		1-Month LIBOR		2.250%		2/16/24		B+		994,954
	741	Caesars Resort Collection, Term Loan, First Lien		5.249%		1-Month LIBOR		2.750%		12/23/24		BB		732,026
	499	Marriott Ownership Resorts, Term Loan B		4.749%		1-Month LIBOR		2.250%		8/29/25		BB+		496,880
	728	MGM Growth Properties, Term Loan B		4.499%		1-Month LIBOR		2.000%		3/21/25		BB+		718,734
	1,117	Seaworld Parks and Entertainment, Inc., Term Loan B5		5.499%		1-Month LIBOR		3.000%		4/01/24		B		1,108,936
	488	YUM Brands, Term Loan B		4.232%		1-Month LIBOR		1.750%		4/03/25		BBB–		485,566
	5,557	Total Hotels, Restaurants & Leisure												5,509,477
		Household Products – 0.5%
	747	Reynolds Group Holdings, Inc., Term Loan, First Lien		5.249%		1-Month LIBOR		2.750%		2/05/23		B+		739,928
		Independent Power & Renewable Electricity Producers – 0.2%
	385	NRG Energy, Inc., Term Loan B		4.249%		1-Month LIBOR		1.750%		6/30/23		BBB–		381,178
		Internet & Direct Marketing Retail – 0.3%
	496	Uber Technologies, Inc., Term Loan		6.493%		1-Month LIBOR		4.000%		4/04/25		N/R		497,243
		IT Services – 1.8%
	825	First Data Corporation, Term Loan, First Lien		4.486%		1-Month LIBOR		2.000%		4/26/24		BB		823,496
	357	Gartner, Inc., Term Loan A		3.999%		1-Month LIBOR		1.500%		3/21/22		BB+		356,093
	475	Leidos Holdings, Inc., Term Loan B		4.250%		1-Month LIBOR		1.750%		8/22/25		BBB–		474,657
	491	Tempo Acquisition LLC, Term Loan B		5.499%		1-Month LIBOR		3.000%		5/01/24		B		487,323
	250	Travelport LLC, Term Loan B, (WI/DD)		TBD		TBD		TBD		TBD		B+		243,438
	159	West Corporation, Term Loan B		6.629%		3-Month LIBOR		4.000%		10/10/24		B		149,602
	486	WEX, Inc., Term Loan B		4.749%		1-Month LIBOR		2.250%		7/01/23		BB–		482,734
	3,043	Total IT Services												3,017,343
		Life Sciences Tools & Services – 0.1%
	248	Inventiv Health, Inc., Term Loan B		4.499%		1-Month LIBOR		2.000%		8/01/24		BB		246,526
		Machinery – 0.1%
	208	Gates Global LLC, Term Loan B		5.249%		1-Month LIBOR		2.750%		4/01/24		B+		205,518
		Marine – 0.1%
	112	Harvey Gulf International Marine, Inc., Exit Term Loan		8.743%		6-Month LIBOR		6.000%		7/02/23		B		111,159
		Media – 2.9%
	884	Cequel Communications LLC, Term Loan B		4.734%		1-Month LIBOR		2.250%		1/15/26		BB		860,007
	473	Charter Communications Operating Holdings LLC, Term Loan B		4.500%		1-Month LIBOR		2.000%		4/30/25		BBB–		470,196
	236	Cineworld Group PLC, Term Loan B		4.999%		1-Month LIBOR		2.500%		2/28/25		BB–		231,168
	92	Clear Channel Communications, Inc. Term Loan E, (9)		0.000%		N/A		N/A		7/30/19		NR		65,997
	747	Clear Channel Communications, Inc., Tranche D, Term Loan, (9)		0.000%		N/A		N/A		1/30/20		NR		535,041
	434	Cumulus Media, Inc., Exit Term Loan		7.000%		1-Month LIBOR		4.500%		5/13/22		B		427,546
	261	Intelsat Jackson Holdings, S.A., Term Loan B		6.240%		1-Month LIBOR		3.750%		11/30/23		B		257,464
	455	Meredith Corporation, Tranche Term Loan B1		5.249%		1-Month LIBOR		2.750%		1/31/25		BB		454,189
	235	Nexstar Broadcasting, Inc., Term Loan B3		4.746%		1-Month LIBOR		2.250%		1/17/24		BB+		231,737
	43	Nexstar Broadcasting, Inc., Term Loan B3		4.739%		1-Month LIBOR		2.250%		1/17/24		BB+		42,650
	495	Sinclair Television Group, Term Loan B2		4.750%		1-Month LIBOR		2.250%		1/03/24		BB+		491,071
	356	Springer Science & Business Media, Inc., Term Loan B13, First Lien		5.999%		1-Month LIBOR		3.500%		8/15/22		B		355,322
	260	WideOpenWest Finance LLC, Term Loan B		5.741%		1-Month LIBOR		3.250%		8/18/23		B		250,649
	4,971	Total Media												4,673,037
		Multiline Retail – 0.1%
	248	EG America LLC, Term Loan, First Lien		6.601%		3-Month LIBOR		4.000%		2/07/25		B		242,303
		Oil, Gas & Consumable Fuels – 0.3%
	208	Fieldwood Energy LLC, Exit Term Loan		7.749%		1-Month LIBOR		5.250%		4/11/22		B+		201,041
	267	Fieldwood Energy LLC, Exit Term Loan, Second Lien		9.749%		1-Month LIBOR		7.250%		4/11/23		B+		228,396
	475	Total Oil, Gas & Consumable Fuels												429,437

5

JTA	Nuveen Tax-Advantaged Total Return Strategy Fund (continued)
	Portfolio of Investments    March 31, 2019
	(Unaudited)

Principal Amount (000)		Description (1)	Coupon (6)		Reference Rate (6)		Spread (6)		Maturity (7)		Ratings (8)		Value
		Pharmaceuticals – 0.0%
$	28	Valeant Pharmaceuticals International, Inc., Term Loan, First Lien		5.481%		1-Month LIBOR		3.000%		6/02/25		BB–	$	28,135
		Professional Services – 0.5%
	391	Nielsen Finance LLC, Term Loan B4		4.493%		1-Month LIBOR		2.000%		10/04/23		BBB–		384,736
	479	On Assignment, Inc., Term Loan B		4.499%		1-Month LIBOR		2.000%		4/02/25		BB		476,616
	870	Total Professional Services												861,352
		Road & Rail – 0.3%
	448	Avolon LLC, Term Loan B		4.488%		1-Month LIBOR		2.000%		1/15/25		BBB–		444,772
		Semiconductors & Semiconductor Equipment – 0.4%
	159	Microchip Technology., Inc., Term Loan B		4.500%		1-Month LIBOR		2.000%		5/29/25		BB+		157,966
	500	MKS Instruments, Inc., Term Loan		4.739%		1-Month LIBOR		2.250%		2/02/26		BB+		500,625
	659	Total Semiconductors & Semiconductor Equipment												658,591
		Software – 2.9%
	471	BMC Software, Inc., Term Loan B		6.851%		3-Month LIBOR		4.250%		10/02/25		B		461,686
	696	Ellucian, Term Loan B, First Lien		5.851%		3-Month LIBOR		3.250%		9/30/22		B		692,717
	607	Infor (US), Inc., Term Loan B		5.249%		1-Month LIBOR		2.750%		2/01/22		B		605,386
	284	McAfee LLC, Term Loan B		6.249%		1-Month LIBOR		3.750%		9/30/24		B		283,997
	128	Micro Focus International PLC, New Term Loan		4.999%		1-Month LIBOR		2.500%		6/21/24		BB–		124,688
	862	Micro Focus International PLC, Term Loan B		4.999%		1-Month LIBOR		2.500%		6/21/24		BB–		842,047
	504	SS&C Technologies, Inc./ Sunshine Acquisition II, Inc., Term Loan B3		4.749%		1-Month LIBOR		2.250%		4/16/25		BB+		500,357
	363	SS&C Technologies, Inc./ Sunshine Acquisition II, Inc., Term Loan B4		4.749%		1-Month LIBOR		2.250%		4/16/25		BB		360,897
	906	TIBCO Software, Inc., Term Loan, First Lien		6.000%		1-Month LIBOR		3.500%		12/04/20		B		904,072
	4,821	Total Software												4,775,847
		Specialty Retail – 0.3%
	458	Petco Animal Supplies, Inc., Term Loan B1		5.994%		3-Month LIBOR		3.250%		1/26/23		CCC+		349,871
	246	Petsmart Inc., Term Loan B, First Lien, (DD1)		5.490%		1-Month LIBOR		3.000%		3/11/22		CCC		221,119
	704	Total Specialty Retail												570,990
		Technology Hardware, Storage & Peripherals – 1.1%
	734	Dell International LLC, Refinancing Term Loan B		4.500%		1-Month LIBOR		2.000%		9/07/23		BBB–		726,835
	1,055	Western Digital, Term Loan B		4.249%		1-Month LIBOR		1.750%		4/29/23		BBB–		1,029,374
	1,789	Total Technology Hardware, Storage & Peripherals												1,756,209
		Wireless Telecommunication Services – 0.4%
	735	Sprint Corporation, Term Loan, First Lien		5.000%		1-Month LIBOR		2.500%		2/02/24		BB–		717,360
$	44,018	Total Variable Rate Senior Loan Interests (cost $43,930,554)												42,898,920
Principal Amount (000)		Description (1)					Coupon		Maturity		Ratings (8)		Value
		$1,000 PAR (OR SIMILAR) INSTITUTIONAL PREFERRED – 5.9% (4.0% of Total Investments)
		Automobiles – 0.2%
$	65	General Motors Financial Company Inc.						6.500%		N/A (10)		BB+	$	59,820
	310	General Motors Financial Company Inc.						5.750%		N/A (10)		BB+		271,637
	375	Total Automobiles												331,457
		Banks – 2.4%
	475	CIT Group Inc.						5.800%		N/A (10)		Ba3		470,250
	275	Citizens Financial Group Inc.						5.500%		N/A (10)		BB+		277,750
	50	CoBank Agricultural Credit Bank						6.250%		N/A (10)		BBB+		52,375

6

Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (8)		Value
		Banks (continued)
$	200	Huntington Bancshares Inc./OH		5.700%		N/A (10)		Baa3	$	195,000
	600	M&T Bank Corporation		6.450%		N/A (10)		Baa2		639,000
	700	PNC Financial Services Group Inc.		6.750%		N/A (10)		Baa2		743,750
	450	SunTrust Banks Inc.		5.625%		N/A (10)		Baa3		455,625
	500	Wells Fargo & Company		5.875%		N/A (10)		Baa2		534,250
	500	Zions Bancorporation		7.200%		N/A (10)		BB+		529,375
	3,750	Total Banks								3,897,375
		Capital Markets – 0.2%
	275	Goldman Sachs Group Inc.		5.300%		N/A (10)		Ba1		276,787
	125	Morgan Stanley		5.550%		N/A (10)		BB+		127,200
	400	Total Capital Markets								403,987
		Consumer Finance – 0.6%
	540	Capital One Financial Corporation		5.550%		N/A (10)		Baa3		548,100
	525	Discover Financial Services		5.500%		N/A (10)		Ba2		498,750
	1,065	Total Consumer Finance								1,046,850
		Diversified Financial Services – 1.5%
	425	Bank of America Corporation		6.500%		N/A (10)		BBB–		461,142
	70	Bank of America Corporation		6.300%		N/A (10)		BBB–		76,038
	600	Citigroup Inc.		6.250%		N/A (10)		BB+		631,500
	225	Citigroup Inc.		5.800%		N/A (10)		BB+		226,687
	500	JPMorgan Chase & Co		6.750%		N/A (10)		Baa2		548,165
	79	JPMorgan Chase & Co, (3-Month LIBOR reference rate + 3.470% spread), (11)		6.221%		N/A (10)		Baa2		79,395
	200	JPMorgan Chase & Co		6.100%		N/A (10)		Baa2		210,566
	225	Voya Financial Inc.		6.125%		N/A (10)		BB+		228,375
	2,324	Total Diversified Financial Services								2,461,868
		Food Products – 0.5%
	800	Land O’ Lakes Inc., 144A		8.000%		N/A (10)		BB		824,000
		Industrial Conglomerates – 0.3%
	465	General Electric Capital Corporation		5.000%		N/A (10)		BBB–		433,403
		Insurance – 0.2%
	250	Progressive Corp		5.375%		N/A (10)		BBB+		247,813
$	9,429	Total $1,000 Par (or similar) Institutional Preferred (cost $9,618,415)								9,646,753
Shares		Description (1)	Coupon				Ratings (8)		Value
		$25 PAR (OR SIMILAR) RETAIL PREFERRED – 5.0% (3.4% of Total Investments)
		Banks – 2.0%
	4,625	CoBank ACB, 144A, (2)		6.250%				BBB+	$	469,293
	3,250	CoBank ACB, (2)		6.125%				BBB+		330,687
	8,622	Fifth Third Bancorp		6.625%				Baa3		232,363
	9,162	FNB Corp/PA		7.250%				Ba2		263,866
	16,275	Huntington Bancshares Inc./OH		6.250%				Baa3		425,266
	7,550	KeyCorp		6.125%				Baa3		201,283
	12,600	People’s United Financial Inc.		5.625%				BB+		312,858
	18,844	Regions Financial Corp		6.375%				BB+		504,265
	19,300	US Bancorp		6.500%				A3		516,854
		Total Banks								3,256,735
		Capital Markets – 1.1%
	19,400	Charles Schwab Corporation		6.000%				BBB		504,982
	21,300	Ladenburg Thalmann Financial Services Inc.		8.000%				N/R		524,406
	17,925	Morgan Stanley		7.125%				BB+		504,051
	4,700	Morgan Stanley		6.375%				BB+		125,396

7

JTA	Nuveen Tax-Advantaged Total Return Strategy Fund (continued)
	Portfolio of Investments    March 31, 2019
	(Unaudited)

Shares		Description (1)							Coupon		Ratings (8)		Value
		Capital Markets (continued)
	7,396	Stifel Financial Corporation								6.250%		BB–	$	196,734
		Total Capital Markets												1,855,569
		Consumer Finance – 0.2%
	12,800	Capital One Financial Corp								6.700%		Baa3		328,064
		Food Products – 0.4%
	3,757	CHS Inc.								7.875%		N/R		102,566
	12,132	CHS Inc.								7.100%		N/R		321,862
	11,205	CHS Inc.								6.750%		N/R		289,425
		Total Food Products												713,853
		Insurance – 0.6%
	13,500	Enstar Group Limited								7.000%		BB+		343,845
	8,175	National General Holdings Corporation								7.500%		N/R		188,597
	13,882	PartnerRe Limited								7.250%		BBB		375,786
		Total Insurance												908,228
		Multi-Utilities – 0.1%
	7,600	Duke Energy Corp, (2)								5.750%		BBB		193,572
		Thrifts & Mortgage Finance – 0.6%
	24,450	Federal Agricultural Mortgage Corp								6.875%		N/R		640,590
	12,000	New York Community Bancorp Inc.								6.375%		Ba1		309,960
		Total Thrifts & Mortgage Finance												950,550
		Total $25 Par (or similar) Retail Preferred (cost $7,894,803)												8,206,571
Shares		Description (1)	Coupon		Issue price		Cap Price		Maturity				Value
		STRUCTURED NOTES – 1.2% (0.8% of Total Investments)
	27,000	JPMorgan Chase Bank, National Association, Mandatory Exchangeable Note, Linked to Common Stock of Qorvo, Inc. (Cap 116.43% of Issue Price), 144A, (2)		10.000%	$	65.358	$	76.096		8/02/19			$	1,898,100
		Total Structured Notes (cost $1,764,666)												1,898,100
Shares		Description (1)					Coupon				Ratings (8)		Value
		CONVERTIBLE PREFERRED SECURITIES – 0.3% (0.2% of Total Investments)
		Banks – 0.3%
	225	Bank of America Corporation						7.250%				BBB–	$	292,921
	170	Wells Fargo & Company						7.500%				Baa2		219,699
		Total Convertible Preferred Securities (cost $475,033)												512,620
Principal Amount (000)		Description (1)					Coupon		Maturity		Ratings (8)		Value
		CORPORATE BONDS – 0.2% (0.1% of Total Investments)
		Food Products – 0.1%
$	125	Land O’ Lakes Inc., 144A						7.000%		N/A (10)		BB	$	120,313
		Media – 0.1%
	133	iHeartCommunications Inc., (9)						9.000%		12/15/19		CCC		94,430
$	258	Total Corporate Bonds (cost $249,437)												214,743

8

Shares		Description (1)					Value
		WARRANTS – 0.0% (0.0% of Total Investments)
		Marine – 0.0%
	1,176	HGIM Corp, (2)					$	42,336
		Total Warrants (cost $47,040)						42,336
		Total Long-Term Investments (cost $219,631,508)						232,067,784
Principal Amount (000)/ Shares		Description (1)	Coupon		Maturity		Value
		SHORT-TERM INVESTMENTS – 4.2% (2.9% of Total Investments)
		REPURCHASE AGREEMENTS – 2.9% (2.0% of Total Investments)
$	4,783	Repurchase Agreement with Fixed Income Clearing Corporation, dated 3/29/19, repurchase price $4,783,179, collateralized by $4,765,000 U.S. Treasury Notes, 2.500%, due 3/31/23, value $4,879,555		1.200%		4/01/19	$	4,782,701
		INVESTMENT COMPANIES – 1.3% (0.9% of Total Investments)
	2,076,581	BlackRock Liquidity Funds T-Fund Portfolio, (13)		2.292% (14)		N/A		2,076,581
		Total Short-Term Investments (cost $6,859,282)						6,859,282
		Total Investments (cost $226,490,790) – 146.1%						238,927,066
		Borrowings – (44.3)% (15), (16)						(72,500,000	)
		Other Assets Less Liabilities – (1.8)% (17)						(2,845,164	)
		Net Assets Applicable to Common Shares – 100%					$	163,581,902

Investments in Derivatives

Interest Rate Swaps – OTC Uncleared

Counterparty

Notional Amount

Fund Pay/Receive Floating Rate

Floating Rate Index

Fixed Rate (Annualized)

Fixed Rate Payment Frequency

Effective Date (18)

Optional Termination Date

Maturity Date

Value

Unrealized Appreciation (Depreciation)

JPMorgan Chase Bank, N.A.

$

41,800,000

Receive

1-Month LIBOR

1.969

%

Monthly

6/01/18

7/01/25

7/01/27

$

250,628

$

250,628

Part F of Form N-PORT was prepared in accordance with U.S. generally accepted accounting principles (“U.S. GAAP”) and in conformity with the applicable rules and regulations of the U.S. Securities and Exchange Commission (“SEC”) related to interim filings. Part F of Form N-PORT does not include all information and footnotes required by U.S. GAAP for complete financial statements. Certain footnote disclosures normally included in financial statements prepared in accordance with U.S. GAAP have been condensed or omitted from this report pursuant to the rules of the SEC. For a full set of the Fund’s notes to financial statements, please refer to the Fund’s most recently filed annual or semi-annual report.

Fair Value Measurements

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

Level 1 –	Inputs are unadjusted and prices are determined using quoted prices in active markets for identical securities.
Level 2 –	Prices are determined using other significant observable inputs (including quoted prices for similar securities, interest rates, credit spreads, etc.).
Level 3 –	Prices are determined using significant unobservable inputs (including management’s assumptions in determining the fair value of investments).

9

JTA	Nuveen Tax-Advantaged Total Return Strategy Fund (continued)
	Portfolio of Investments    March 31, 2019
	(Unaudited)

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:
Common Stocks	$	94,901,846	$	73,671,281	$	74,614	$	168,647,741
Variable Rate Senior Loan Interests		—		42,898,920		—		42,898,920
$1,000 Par (or similar) Institutional Preferred		—		9,646,753		—		9,646,753
$25 par (or similar) Retail Preferred		7,213,019		993,552		—		8,206,571
Structured Notes		—		1,898,100		—		1,898,100
Convertible Preferred Securities		512,620		—		—		512,620
Corporate Bonds		—		214,743		—		214,743
Warrants		—		42,336		—		42,336
Short-Term Investments:
Repurchase Agreements		—		4,782,701		—		4,782,701
Investment Companies		2,076,581		—		—		2,076,581
Investments in Derivatives:
Interest Rate Swaps*		—		250,628		—		250,628
Total	$	104,704,066	$	134,399,014	$	74,614	$	239,177,694

* Represents net unrealized appreciation (depreciation).

10

For Fund portfolio compliance purposes, the Fund’s industry classifications refer to any one or more of the industry sub-classifications used by one or more widely recognized market indexes or ratings group indexes, and/or as defined by Fund management. This definition may not apply for purposes of this report, which may combine industry sub-classifications into sectors for reporting ease.

(1) All percentages shown in the Portfolio of Investments are based on net assets applicable to common shares unless otherwise noted.

(2) For fair value measurement disclosure purposes, investment classified as Level 2.

(3) Investment, or portion of investment, is hypothecated. The total value of investments hypothecated as of the end of the reporting period was $67,626,308.

(4) Non-income producing; issuer has not declared a dividend within the past twelve months.

(5) Investments valued at fair value using methods determined in good faith by, or at the discretion of, the Board. For fair value measurement disclosure purposes, investment classified as Level 3.

(6) Senior loans generally pay interest at rates which are periodically adjusted by reference to a base short-term, floating lending rate (Reference Rate) plus an assigned fixed rate (Spread). These floating lending rates are generally (i) the lending rate referenced by the London Inter-Bank Offered Rate (“LIBOR”), or (ii) the prime rate offered by one or more major United States banks. Senior loans may be considered restricted in that the Fund ordinarily is contractually obligated to receive approval from the agent bank and/or borrower prior to the disposition of a senior loan. The rate shown is the coupon as of the end of the reporting period.

(7) Senior loans generally are subject to mandatory and/or optional prepayment. Because of these mandatory prepayment conditions and because there may be significant economic incentives for a borrower to prepay, prepayments of senior loans may occur. As a result, the actual remaining maturity of senior loans held may be substantially less than the stated maturities shown.

(8) 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.

(9) Defaulted security. A security whose issuer has failed to fully pay principal and/or interest when due, or is under the protection of bankruptcy.

(10) Perpetual security. Maturity date is not applicable.

(11) Variable rate security. The rate shown is the coupon as of the end of the reporting period.

(12) Investment, or portion of investment, represents an outstanding unfunded senior loan commitment.

(13) A copy of the most recent financial statements for these investment companies can be obtained directly from the Securities and Exchange Commission on its website at the http://www.sec.gov.

(14) The rate shown is the annualized seven-day subsidized yield as of the end of the reporting period.

(15) Borrowings as a percentage of Total Investments is 30.3%.

(16) The Fund may pledge up to 100% of its eligible investments (excluding any investments separately pledged as collateral for specific investments in derivatives, when applicable) in the Portfolio of Investments as collateral for borrowings. As of the end of the reporting period, investments with a value of $163,228,976 have been pledged as collateral for borrowings.

(17) Other assets less liabilities includes the unrealized appreciation (depreciation) of certain over-the-counter (“OTC”) derivatives as well as the OTC cleared and exchange-traded derivatives, when applicable.

(18) Effective date represents the date on which both the Fund and counterparty commence interest payment accruals on each contract.

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.

ADR American Depositary Receipt.

DD1 Portion of investment purchased on a delayed delivery basis.

LIBOR London Inter-Bank Offered Rate

TBD Senior loan purchased on a when-issued or delayed-delivery basis. Certain details associated with this purchase are not known prior to the settlement date of the transaction. In addition, senior loans typically trade without accrued interest and therefore a coupon rate is not available prior to settlement. At settlement, if still unknown, the borrower or counterparty will provide the Fund with the final coupon rate and maturity date.

WI/DD Purchased on a when-issued or delayed delivery basis.

11