JTA	Nuveen Tax-Advantaged Total Return Strategy Fund Portfolio of Investments    March 31, 2021
	(Unaudited)

Shares		Description (1)	Value
		LONG-TERM INVESTMENTS – 134.3% (93.0% of Total Investments)
		COMMON STOCKS – 100.5% (69.6% of Total Investments)
		Aerospace & Defense – 3.8%
	21,584	General Dynamics Corp, (2)	$	3,918,791
	23,245	Thales SA, (3)		2,307,052
		Total Aerospace & Defense		6,225,843
		Air Freight & Logistics – 3.2%
	95,653	Deutsche Post AG, (3)		5,247,606
		Automobiles – 1.9%
	54,104	General Motors Co, (4), (5)		3,108,816
		Banks – 12.6%
	384,921	Bank Leumi Le-Israel BM, (3), (4)		2,535,496
	68,938	Bank of America Corp, (5)		2,667,211
	69,606	Citigroup Inc, (5)		5,063,836
	260,667	ING Groep NV, ADR, (5)		3,187,957
	30,259	JPMorgan Chase & Co		4,606,328
	302,189	Oversea-Chinese Banking Corp Ltd, (3)		2,643,854
		Total Banks		20,704,682
		Capital Markets – 1.4%
	135,633	Deutsche Boerse AG, ADR, (3), (5)		2,244,997
		Chemicals – 5.4%
	15,868	Air Liquide SA, (3)		2,590,862
	35,187	DuPont de Nemours Inc, (5)		2,719,251
	66,178	Nutrien Ltd		3,565,092
		Total Chemicals		8,875,205
		Communications Equipment – 1.8%
	56,309	Cisco Systems Inc, (2)		2,911,738
		Construction & Engineering – 1.5%
	60,335	Bouygues SA, (3)		2,416,697
		Electric Utilities – 1.1%
	30,939	Evergy Inc, (5)		1,841,799
		Electrical Equipment – 1.5%
	18,341	Eaton Corp PLC, (5)		2,536,193
		Energy Equipment & Services – 0.0%
	3,683	Transocean Ltd, (4)		13,075
		Entertainment – 1.8%
	2,099	Metro-Goldwyn-Mayer Inc, (3), (4)		214,098
	4,894	Nintendo Co Ltd, (3)		2,758,431
		Total Entertainment		2,972,529

1

JTA	Nuveen Tax-Advantaged Total Return Strategy Fund (continued)
	Portfolio of Investments    March 31, 2021
	(Unaudited)

Shares		Description (1)	Value
		Food & Staples Retailing – 3.9%
	94,500	Seven & i Holdings Co Ltd, (3)	$	3,816,042
	18,723	Walmart Inc, (5)		2,543,145
		Total Food & Staples Retailing		6,359,187
		Food Products – 1.5%
	1,318,500	Tingyi Cayman Islands Holding Corp, (3)		2,424,360
		Health Care Equipment & Supplies – 1.5%
	20,938	Medtronic PLC, (5)		2,473,406
		Health Care Providers & Services – 4.8%
	13,673	Anthem Inc, (5)		4,907,923
	41,239	Fresenius Medical Care AG & Co KGaA, (3)		3,037,726
	6,140	Millennium Health LLC, (4), (6)		6,539
	5,767	Millennium Health LLC, (4), (6)		5,854
		Total Health Care Providers & Services		7,958,042
		Hotels, Restaurants & Leisure – 1.9%
	27,702	24 Hour Fitness Worldwide Inc, (3)		69,255
	58,263	24 Hour Fitness Worldwide Inc, (3), (4)		123,809
	20,817	Darden Restaurants Inc		2,956,014
		Total Hotels, Restaurants & Leisure		3,149,078
		Household Durables – 3.2%
	52,288	PulteGroup Inc, (5)		2,741,983
	1,044,192	Taylor Wimpey PLC, (3)		2,596,175
		Total Household Durables		5,338,158
		Industrial Conglomerates – 2.3%
	22,580	Siemens AG, (3)		3,710,153
		Insurance – 6.0%
	62,350	Ageas SA/NV, (3)		3,765,078
	12,025	Allianz SE, (3)		3,058,620
	12,141	Everest Re Group Ltd, (5)		3,008,661
		Total Insurance		9,832,359
		Media – 4.2%
	24,326	Clear Channel Outdoor Holdings Inc, (4)		43,787
	73,480	Comcast Corp, Class A, (2)		3,976,003
	1	Cumulus Media Inc, (4)		9
	168,700	Hakuhodo DY Holdings Inc, (3)		2,817,652
	3,185	Tribune Co, (4), (6)		3
		Total Media		6,837,454
		Multi-Utilities – 1.5%
	206,203	National Grid PLC, (3)		2,447,746
		Oil, Gas & Consumable Fuels – 4.4%
	27,146	Chevron Corp, (2)		2,844,629
	198,044	Enterprise Products Partners LP, (5)		4,360,929
	1,923	Fieldwood Energy Inc, (3), (4)		—
	388	Fieldwood Energy Inc, (3), (4)		—
		Total Oil, Gas & Consumable Fuels		7,205,558

2

Shares		Description (1)											Value
		Pharmaceuticals – 6.3%
	53,117	AstraZeneca PLC, Sponsored ADR, (5)											$	2,640,977
	55,424	Bristol-Myers Squibb Co												3,498,917
	116,509	GlaxoSmithKline PLC, Sponsored ADR, (5)												4,158,206
		Total Pharmaceuticals												10,298,100
		Semiconductors & Semiconductor Equipment – 4.0%
	3,559	Broadcom Inc												1,650,166
	55,179	Infineon Technologies AG, (3)												2,347,733
	39,992	Intel Corp												2,559,488
		Total Semiconductors & Semiconductor Equipment												6,557,387
		Software – 5.3%
	19,522	Microsoft Corp, (5)												4,602,702
	57,681	Oracle Corp												4,047,476
		Total Software												8,650,178
		Specialty Retail – 5.0%
	78,811	Industria de Diseno Textil SA, (3)												2,603,910
	12,928	Lowe’s Cos Inc, (5)												2,458,647
	2,070,000	Topsports International Holdings Ltd, 144A, (3)												3,086,621
		Total Specialty Retail												8,149,178
		Technology Hardware, Storage & Peripherals – 2.7%
	68,714	Samsung Electronics Co Ltd, (3)												4,450,482
		Tobacco – 1.3%
	24,078	Philip Morris International Inc, (5)												2,136,682
		Trading Companies & Distributors – 2.5%
	197,400	Mitsui & Co Ltd, (3)												4,119,803
		Wireless Telecommunication Services – 2.2%
	133,304	SK Telecom Co Ltd, Sponsored ADR, (5)												3,629,868
		Total Common Stocks (cost $120,363,906)												164,826,359
Principal Amount (000)		Description (1)	Coupon (7)		Reference Rate (7)		Spread (7)		Maturity (8)		Ratings (9)		Value
		VARIABLE RATE SENIOR LOAN INTERESTS – 19.7% (13.6% of Total Investments) (7)
		Aerospace & Defense – 0.4%
$	78	Standard Aero, Term Loan B1		3.703%		3-Month LIBOR		3.500%		4/08/26		B–	$	75,568
	42	Standard Aero, Term Loan B2		3.703%		3-Month LIBOR		3.500%		4/08/26		B–		40,628
	476	Transdigm, Inc., Term Loan F		2.359%		1-Month LIBOR		2.250%		12/09/25		Ba3		467,415
	596	Total Aerospace & Defense												583,611
		Airlines – 0.1%
	64	American Airlines, Inc., Term Loan B		2.106%		1-Month LIBOR		2.000%		12/14/23		Ba3		60,712
	32	WestJet Airlines, Term Loan		4.000%		6-Month LIBOR		3.000%		12/11/26		BB–		31,357
	96	Total Airlines												92,069
		Automobiles – 0.1%
	145	Clarios Global LP, Term Loan B		3.609%		1-Month LIBOR		3.500%		4/30/26		B+		145,446
		Building Products – 0.1%
	158	Advanced Drainage Systems, Term Loan B		2.375%		1-Month LIBOR		2.250%		9/24/26		Ba1		158,607

3

JTA	Nuveen Tax-Advantaged Total Return Strategy Fund (continued)
	Portfolio of Investments    March 31, 2021
	(Unaudited)

Principal Amount (000)		Description (1)	Coupon (7)		Reference Rate (7)		Spread (7)		Maturity (8)		Ratings (9)		Value
		Capital Markets – 0.0%
$	84	RPI Finance Trust, Term Loan B1		1.859%		1-Month LIBOR		1.750%		2/11/27		BBB–	$	83,954
		Chemicals – 0.5%
	35	Atotech, Initial Dollar Term Loan		3.000%		3-Month LIBOR		2.500%		3/18/28		B+		34,687
	554	Axalta Coating Systems, Term Loan, First Lien		2.004%		3-Month LIBOR		1.750%		6/01/24		Ba1		552,649
	268	H.B. Fuller Company, Term Loan B		2.111%		1-Month LIBOR		2.000%		10/21/24		BB+		267,233
	857	Total Chemicals												854,569
		Commercial Services & Supplies – 0.9%
	510	Formula One Group, Term Loan B		3.500%		1-Month LIBOR		2.500%		2/01/24		B+		505,694
	353	GFL Environmental, Term Loan		3.500%		3-Month LIBOR		3.000%		5/30/25		BB–		353,405
	96	Sabert Corporation, Initial Term Loan		5.500%		1-Month LIBOR		4.500%		12/10/26		B		96,704
	12	Trans Union LLC, Term Loan B5		1.859%		1-Month LIBOR		1.750%		11/13/26		BBB–		12,001
	23	Travelport LLC, Priority Debt Term Loan, (cash 2.500%, PIK 6.500%), (WI/DD)		TBD		TBD		TBD		TBD		B+		23,470
	41	West Corporation, Incremental Term Loan B1		4.500%		3-Month LIBOR		3.500%		10/10/24		BB+		40,055
	488	WEX, Inc., Term Loan, First Lien, (WI/DD)		TBD		TBD		TBD		TBD		Ba2		486,683
	1,523	Total Commercial Services & Supplies												1,518,012
		Communications Equipment – 0.4%
	392	CommScope, Inc., Term Loan B		3.359%		1-Month LIBOR		3.250%		4/04/26		Ba3		389,751
	33	Riverbed Technology, Term Loan, First Lien		7.000%		3-Month LIBOR		6.000%		12/31/25		B2		31,939
	325	Univision Communications, Inc., Term Loan C5		2.857%		1-Month LIBOR		2.750%		3/15/24		B		323,452
	750	Total Communications Equipment												745,142
		Containers & Packaging – 0.2%
	332	Reynolds Group Holdings, Inc., Term Loan, First Lien		2.859%		1-Month LIBOR		2.750%		2/04/27		BBB–		331,199
		Diversified Financial Services – 0.4%
	24	Avaya, Inc., Term Loan B2, (WI/DD)		TBD		TBD		TBD		TBD		N/R		24,131
	333	Lions Gate Entertainment Corp., Term Loan B		2.359%		1-Month LIBOR		2.250%		3/24/25		Ba2		328,147
	377	Verscend Technologies, Term Loan B, (WI/DD)		TBD		TBD		TBD		TBD		BB–		377,657
	734	Total Diversified Financial Services												729,935
		Diversified Telecommunication Services – 1.2%
	60	Altice France S.A., Term Loan B12		3.794%		1-Month LIBOR		3.688%		1/31/26		B		59,930
	800	CenturyLink, Inc, Term Loan B		2.359%		1-Month LIBOR		2.250%		3/15/27		BB+		792,445
	12	Frontier Communications Corporation, DIP Term Loan, (10)		5.750%		1-Month LIBOR		4.750%		10/08/21		B3		12,195
	40	Intelsat Jackson Holdings, S.A., Term Loan B4, (10)		8.750%		Prime		5.500%		1/02/24		N/R		40,925
	64	Intelsat Jackson Holdings, S.A., Term Loan B5, (10)		8.625%		N/A		N/A		1/02/24		N/R		65,475
	489	Numericable Group S.A., Term Loan B13		4.198%		3-Month LIBOR		4.000%		8/14/26		B		488,261
	445	Zayo Group LLC, Initial Dollar Term Loan		3.109%		1-Month LIBOR		3.000%		3/09/27		B1		442,400
	1,910	Total Diversified Telecommunication Services												1,901,631
		Electric Utilities – 0.0%
	3	Vistra Operations Co., Term Loan B3		1.858%		1-Month LIBOR		1.750%		12/31/25		Baa3		2,942

4

Principal Amount (000)		Description (1)	Coupon (7)		Reference Rate (7)		Spread (7)		Maturity (8)		Ratings (9)		Value
		Electrical Equipment – 0.3%
$	276	Avolon LLC, Term Loan B4		2.250%		1-Month LIBOR		1.500%		2/10/27		Baa2	$	273,743
	248	Vertiv Co.,Term Loan B		2.933%		1-Month LIBOR		2.750%		3/02/27		B+		245,907
	524	Total Electrical Equipment												519,650
		Entertainment – 0.2%
	42	AMC Entertainment, Inc., Term Loan B, (DD1)		5.250%		Prime		2.000%		4/22/26		CCC		36,455
	40	Cineworld Group PLC, Second Amendment Dollar, Term Loan, (DD1)		3.750%		6-Month LIBOR		2.750%		9/20/26		CCC		34,363
	295	Cineworld Group PLC, Term Loan B, (DD1)		3.500%		6-Month LIBOR		2.500%		2/28/25		CCC		253,047
	25	Metro-Goldwyn-Mayer, Inc., Term Loan, First Lien		2.609%		1-Month LIBOR		2.500%		7/03/25		BB–		24,545
	402	Total Entertainment												348,410
		Food Products – 0.4%
	207	B&G Foods Inc., Term Loan, First Lien		2.609%		1-Month LIBOR		2.500%		10/10/26		BB		206,484
	387	Froneri Lux FinCo SARL, Term Loan, First Lien		2.359%		1-Month LIBOR		2.250%		1/31/27		B1		382,347
	594	Total Food Products												588,831
		Health Care Providers & Services – 1.8%
	499	Air Medical, Term Loan B		5.750%		3-Month LIBOR		4.750%		10/02/25		B		498,159
	477	Brightspring Health, 2021 Term Loan, (WI/DD), (11)		TBD		TBD		TBD		TBD		B1		474,238
	167	Gates Global LLC., Initial Dollar Term Loan B3, (WI/DD)		TBD		TBD		TBD		TBD		B+		167,014
	713	HCA, Inc., Term Loan B12		1.859%		1-Month LIBOR		1.750%		3/13/25		BBB–		713,861
	536	HCA, Inc., Term Loan B13		1.859%		1-Month LIBOR		1.750%		3/18/26		BBB–		535,900
	216	Lifepoint Health, Inc., New Term Loan B		3.859%		1-Month LIBOR		3.750%		11/16/25		B1		215,481
	330	Schumacher Group, Term Loan B		5.500%		3-Month LIBOR		4.750%		2/26/28		B		327,053
	2,938	Total Health Care Providers & Services												2,931,706
		Health Care Technology – 0.5%
	532	Emdeon, Inc., Term Loan		3.500%		3-Month LIBOR		2.500%		3/01/24		B+		532,066
	16	Emdeon, Inc., Term Loan		3.500%		1-Month LIBOR		2.500%		3/01/24		B+		16,002
	248	Zelis, 2021 Term Loan, (WI/DD)		TBD		TBD		TBD		TBD		B		246,881
	796	Total Health Care Technology												794,949
		Hotels, Restaurants & Leisure – 2.3%
	116	24 Hour Fitness Worldwide, Inc., Exit Term Loan		5.193%		3-Month LIBOR		5.000%		6/17/21		N/R		102,579
	376	Aramark Corporation, Term Loan		1.859%		1-Month LIBOR		1.750%		3/11/25		BB+		373,098
	669	Burger King Corporation, Term Loan B4		1.859%		1-Month LIBOR		1.750%		11/19/26		BB+		658,149
	603	Caesars Resort Collection, Term Loan, First Lien		2.859%		1-Month LIBOR		2.750%		12/22/24		B+		595,217
	43	Cineworld Group PLC, Priority Term Loan, (cash 7.000%, PIK 8.250%)		7.203%		3-Month LIBOR		7.000%		5/23/24		B–		54,391
	261	Hilton Hotels, Term Loan B2		1.859%		1-Month LIBOR		1.750%		6/21/26		BBB–		259,277
	436	Marriott Ownership Resorts, Inc., Term Loan B		1.859%		1-Month LIBOR		1.750%		8/31/25		BB		425,765
	220	PCI Gaming, Term Loan B		2.609%		1-Month LIBOR		2.500%		5/31/26		BBB–		218,374
	603	Seaworld Parks and Entertainment, Inc., Term Loan B5		3.750%		1-Month LIBOR		3.000%		3/31/24		B2		594,869
	479	YUM Brands, 2021 Term Loan B, (WI/DD)		TBD		TBD		TBD		TBD		N/R		479,879
	3,806	Total Hotels, Restaurants & Leisure												3,761,598
		Household Products – 0.2%
	279	Reynolds Group Holdings, Inc., Term Loan, First Lien		2.859%		1-Month LIBOR		2.750%		2/05/23		B+		278,486

5

JTA	Nuveen Tax-Advantaged Total Return Strategy Fund (continued)
	Portfolio of Investments    March 31, 2021
	(Unaudited)

Principal Amount (000)		Description (1)	Coupon (7)		Reference Rate (7)		Spread (7)		Maturity (8)		Ratings (9)		Value
		Insurance – 0.4%
$	247	Acrisure LLC, Term Loan B		3.703%		3-Month LIBOR		3.500%		2/15/27		B	$	245,000
	233	Asurion LLC, Term Loan B6		3.109%		1-Month LIBOR		3.000%		11/03/23		Ba3		232,554
	42	Broadstreet Partners, Inc., Term Loan		4.750%		3-Month LIBOR		3.750%		1/27/27		B		41,855
	198	Broadstreet Partners, Inc., Term Loan B		3.359%		1-Month LIBOR		3.250%		1/27/27		B		196,034
	720	Total Insurance												715,443
		Internet & Direct Marketing Retail – 0.3%
	500	1-800 Contacts, Term Loan, First Lien		4.500%		6-Month LIBOR		3.750%		11/08/27		B		499,610
		Internet Software & Services – 0.3%
	155	BMC Software, Inc., 2021 Term Loan, (WI/DD)		TBD		TBD		TBD		TBD		B2		154,418
	291	Uber Technologies, Inc., 2021 Incremental Term Loan		3.609%		1-Month LIBOR		3.500%		4/04/25		B1		290,677
	446	Total Internet Software & Services												445,095
		IT Services – 0.4%
	424	Tempo Acquisition, LLC, Extended Term Loan B		3.750%		1-Month LIBOR		3.250%		10/31/26		B1		424,146
	228	West Corporation, Term Loan B		5.000%		3-Month LIBOR		4.000%		10/10/24		BB–		221,085
	652	Total IT Services												645,231
		Life Sciences Tools & Services – 0.1%
	121	Inventiv Health, Inc., Term Loan B		1.859%		1-Month LIBOR		1.750%		8/01/24		BB		120,553
		Machinery – 0.2%
	299	Alliance Laundry Systems LLC, Term Loan B		4.250%		3-Month LIBOR		3.500%		10/08/27		B		299,202
	299	Total Machinery												299,202
		Marine – 0.0%
	110	Harvey Gulf International Marine, Inc., Exit Term Loan		7.000%		3-Month LIBOR		6.000%		7/02/23		Caa1		63,483
		Media – 2.7%
	866	Cequel Communications LLC, Term Loan B		2.356%		1-Month LIBOR		2.250%		1/15/26		BB		855,420
	463	Charter Communications Operating Holdings LLC, Term Loan B2		1.860%		1-Month LIBOR		1.750%		2/01/27		BBB–		461,667
	441	Clear Channel Outdoor Holdings, Inc., Term Loan B		3.712%		3-Month LIBOR		3.500%		8/21/26		B1		425,143
	99	CSC Holdings LLC, Refinancing Term Loan		2.356%		1-Month LIBOR		2.250%		7/17/25		BB		97,338
	210	CSC Holdings, LLC, Term Loan B5		2.606%		1-Month LIBOR		2.500%		4/15/27		Ba3		207,728
	36	Cumulus Media, Inc., Term Loan B		4.750%		3-Month LIBOR		3.750%		3/31/26		B		35,985
	462	iHeartCommunications Inc., Term Loan B		3.109%		1-Month LIBOR		3.000%		5/01/26		B+		456,639
	130	Intelsat Jackson Holdings SA, DIP Term Loan, (10)		6.500%		3-Month LIBOR		5.500%		7/13/21		N/R		131,738
	311	Intelsat Jackson Holdings, S.A., Term Loan B, (10)		8.000%		Prime		4.750%		11/27/23		N/R		316,838
	79	Meredith Corporation, Incremental Term Loan B		5.250%		3-Month LIBOR		4.250%		1/31/25		BB–		80,868
	386	Meredith Corporation, Term Loan B2		2.609%		1-Month LIBOR		2.500%		1/31/25		BB–		382,306
	152	Nexstar Broadcasting, Inc., Term Loan B3		2.360%		1-Month LIBOR		2.250%		1/17/24		BB		151,140
	414	Sinclair Television Group, Term Loan B2		2.360%		1-Month LIBOR		2.250%		1/03/24		Ba2		411,565
	341	Springer SBM Two GmbH, Term Loan B16		4.000%		1-Month LIBOR		3.250%		8/14/26		B+		341,700
	194	WideOpenWest Finance LLC, Term Loan B		4.250%		1-Month LIBOR		3.250%		8/19/23		B		194,195
	4,584	Total Media												4,550,270

6

Principal Amount (000)		Description (1)	Coupon (7)		Reference Rate (7)		Spread (7)		Maturity (8)		Ratings (9)		Value
		Multiline Retail – 0.1%
$	242	EG America LLC, Term Loan, First Lien		4.203%		3-Month LIBOR		4.000%		2/05/25		B–	$	239,040
		Oil, Gas & Consumable Fuels – 0.2%
	72	Fieldwood Energy LLC, DIP Term Loan, (10), (11)		3.000%		1-Month LIBOR		3.000%		8/05/21		N/R		74,400
	8	Fieldwood Energy LLC, DIP Term Loan, (10), (11)		9.750%		1-Month LIBOR		8.750%		8/05/21		N/R		8,267
	553	Fieldwood Energy LLC, Exit Term Loan, (DD1), (10)		0.000%		N/A		N/A		4/11/22		N/R		218,705
	267	Fieldwood Energy LLC, Exit Term Loan, Second Lien, (10)		0.000%		N/A		N/A		4/11/23		N/R		15,360
	900	Total Oil, Gas & Consumable Fuels												316,732
		Paper & Forest Products – 0.1%
	115	Asplundh Tree Expert, LLC, Term Loan, (WI/DD)		TBD		TBD		TBD		TBD		Ba1		114,524
		Personal Products – 0.0%
	45	Domtar Personal Care, Term Loan, First Lien		5.000%		3-Month LIBOR		4.250%		3/01/28		B		45,103
		Pharmaceuticals – 0.8%
	150	Endo Health Solutions, Inc., Term Loan B		5.00%		3-Month LIBOR		4.250%		4/29/24		B+		150,167
	91	Endo Health Solutions, Inc., 2021 Term Loan, (WI/DD)		TBD		TBD		TBD		TBD		B+		87,496
	21	Mallinckrodt International Finance S.A., Term Loan B, First Lien, (WI/DD), (10)		TBD		TBD		TBD		TBD		D		21,314
	568	Milano, Term Loan B, (DD1)		4.750%		3-Month LIBOR		4.000%		10/01/27		BB–		567,154
	515	Valeant Pharmaceuticals International, Inc., Term Loan, First Lien		3.109%		1-Month LIBOR		3.000%		6/02/25		BB		513,593
	1,345	Total Pharmaceuticals												1,339,724
		Professional Services – 0.4%
	149	Ceridian HCM Holding, Inc., Term Loan B		2.581%		1-Week LIBOR		2.500%		4/30/25		B+		146,957
	274	Nielsen Finance LLC, Term Loan B4		2.103%		1-Month LIBOR		2.000%		10/04/23		BBB–		274,176
	299	On Assignment, Inc., Term Loan B3		1.859%		1-Month LIBOR		1.750%		4/02/25		BBB–		299,287
	722	Total Professional Services												720,420
		Road & Rail – 0.6%
	221	Avolon LLC, Term Loan B		2.500%		1-Month LIBOR		1.750%		1/15/25		Baa2		220,081
	219	Fly Funding II S.a r.l., Replacement Term Loan		1.950%		3-Month LIBOR		1.750%		8/09/25		BB+		215,489
	495	Genesee & Wyoming Inc., Term Loan, First Lien		2.203%		3-Month LIBOR		2.000%		12/30/26		BB+		493,995
	935	Total Road & Rail												929,565
		Semiconductors & Semiconductor Equipment – 0.3%
	438	MKS Instruments, Inc., Term Loan B6		1.859%		1-Month LIBOR		1.750%		2/02/26		BB+		438,081
		Software – 1.9%
	89	DiscoverOrg, LLC, Term Loan B		3.109%		1-Month LIBOR		3.000%		2/01/26		BB–		89,071
	580	Ellucian, Term Loan, First Lien		4.500%		3-Month LIBOR		3.750%		10/07/27		B		579,986
	345	Epicor Software Corporation, Term Loan B		4.000%		1-Month LIBOR		3.250%		7/31/27		B2		344,595
	500	Infoblox, Term Loan, First Lien		4.500%		3-Month LIBOR		3.750%		12/01/27		B2		500,090
	147	McAfee LLC, Term Loan B		3.859%		1-Month LIBOR		3.750%		9/29/24		BB		147,627
	120	Micro Focus International PLC, New Term Loan		2.859%		1-Month LIBOR		2.750%		6/21/24		BB		119,671
	813	Micro Focus International PLC, Term Loan B		2.859%		1-Month LIBOR		2.750%		6/21/24		BB		808,167
	80	RealPage, Inc., Term Loan B, (WI/DD)		TBD		TBD		TBD		TBD		B+		79,733

7

JTA	Nuveen Tax-Advantaged Total Return Strategy Fund (continued)
	Portfolio of Investments    March 31, 2021
	(Unaudited)

Principal Amount (000)		Description (1)	Coupon (7)		Reference Rate (7)		Spread (7)		Maturity (8)		Ratings (9)		Value
		Software (continued)
$	218	SS&C Technologies, Inc./ Sunshine Acquisition II, Inc., New Term Loan B3		1.859%		1-Month LIBOR		1.750%		4/16/25		BB+	$	215,676
	163	SS&C Technologies, Inc./ Sunshine Acquisition II, Inc., New Term Loan B4		1.859%		1-Month LIBOR		1.750%		4/16/25		BB+		161,035
	3,055	Total Software												3,045,651
		Specialty Retail – 0.2%
	370	Petsmart, Inc., 2021 Term Loan		4.500%		3-Month LIBOR		3.750%		2/12/28		BB–		369,945
		Technology Hardware, Storage & Peripherals – 0.5%
	301	Dell International LLC, Term Loan B		2.000%		1-Month LIBOR		1.750%		9/19/25		BBB–		301,224
	244	NCR Corporation, Term Loan B		2.720%		3-Month LIBOR		2.500%		8/28/26		BB+		242,237
	160	Peraton Corp, Delayed Draw Term Loan, (WI/DD)		TBD		TBD		TBD		TBD		BB–		159,683
	91	Peraton Corp., Term Loan, First Lien		4.500%		3-Month LIBOR		3.750%		2/01/28		BB–		90,734
	796	Total Technology Hardware, Storage & Peripherals												793,878
		Trading Companies & Distributors – 0.2%
	377	Univar, Inc., Term Loan B		2.359%		1-Month LIBOR		2.250%		7/01/24		BBB–		376,490
$	33,299	Total Variable Rate Senior Loan Interests (cost $32,818,306)												32,438,787
Principal Amount (000)		Description (1)					Coupon		Maturity		Ratings (9)		Value
		$1,000 PAR (OR SIMILAR) INSTITUTIONAL PREFERRED–5.1% (3.5% of Total Investments)
		Automobiles – 0.3%
$	175	General Motors Financial Co Inc						5.700%		N/A (12)		BB+	$	189,000
	240	General Motors Financial Co Inc						6.500%		N/A (12)		BB+		261,000
	415	Total Automobiles												450,000
		Banks – 3.1%
	300	Bank of America Corp						6.500%		N/A (12)		BBB		336,000
	70	Bank of America Corp						6.300%		N/A (12)		BBB		80,500
	75	Bank of America Corp						6.100%		N/A (12)		BBB		83,250
	350	CIT Group Inc., (5)						5.800%		N/A (12)		Ba3		361,812
	350	Citigroup Inc, (5)						6.250%		N/A (12)		BBB–		399,875
	50	Citigroup Inc						4.000%		N/A (12)		BBB–		50,488
	275	Citizens Financial Group Inc, (3-Month LIBOR reference rate + 3.960% spread), (13)						4.197%		N/A (12)		BB+		273,702
	50	CoBank ACB, 144A						6.250%		N/A (12)		BBB+		54,000
	575	JPMorgan Chase & Co, (5)						6.750%		N/A (12)		BBB+		629,625
	50	M&T Bank Corp						5.125%		N/A (12)		Baa2		54,000
	450	M&T Bank Corp, (5)						6.450%		N/A (12)		Baa2		490,500
	550	PNC Financial Services Group Inc, (5)						6.750%		N/A (12)		Baa2		557,865
	245	Regions Financial Corp						5.750%		N/A (12)		BB+		269,806
	200	SVB Financial Group						4.100%		N/A (12)		Baa2		200,500
	500	Truist Financial Corp, (5)						4.950%		N/A (12)		Baa2		541,875
	225	Wells Fargo & Co						5.875%		N/A (12)		Baa2		247,725
	500	Zions Bancorp NA						7.200%		N/A (12)		BB+		532,590
	4,815	Total Banks												5,164,113
		Capital Markets – 0.7%
	125	Charles Schwab Corp						7.000%		N/A (12)		BBB		130,290
	300	Charles Schwab Corp						5.375%		N/A (12)		BBB		331,401
	236	Goldman Sachs Group Inc						4.950%		N/A (12)		BBB–		249,641
	100	Goldman Sachs Group Inc						5.300%		N/A (12)		BBB–		110,250
	95	Morgan Stanley, (3-Month LIBOR reference rate + 3.810% spread), (13)						4.051%		N/A (12)		Baa3		95,000

8

Principal Amount (000)		Description (1)	Coupon		Maturity			Ratings (9)		Value
		Capital Markets (continued)
$	217	Northern Trust Corp		4.600%		N/A	(12)		BBB+	$	229,478
	1,073	Total Capital Markets									1,146,060
		Consumer Finance – 0.3%
	340	Capital One Financial Corp, (3-Month LIBOR reference rate + 3.800% spread), (13)		3.991%		N/A (12)			Baa3		338,300
	175	Discover Financial Services		5.500%		N/A (12)			Ba2		181,615
	515	Total Consumer Finance									519,915
		Diversified Financial Services – 0.1%
	225	Voya Financial Inc		6.125%		N/A (12)			BBB–		241,346
		Food Products – 0.2%
	300	Land O’ Lakes Inc, 144A		8.000%		N/A (12)			BB		316,500
		Insurance – 0.2%
	250	Progressive Corp		5.375%		N/A (12)			BBB+		260,075
		Multi-Utilities – 0.2%
	300	Sempra Energy		4.875%		N/A (12)			BBB–		321,000
$	7,893	Total $1,000 Par (or similar) Institutional Preferred (cost $8,157,878)									8,419,009
Shares		Description (1)	Coupon					Ratings (9)		Value
		$25 PAR (OR SIMILAR) RETAIL PREFERRED – 4.7% (3.3% of Total Investments)
		Banks – 1.7%
	5,000	Citigroup Inc		7.125%					BBB–	$	140,650
	4,625	CoBank ACB,144A, (3)		6.250%					BBB+		483,312
	1,183	CoBank ACB, (3)		6.125%					BBB+		121,849
	8,622	Fifth Third Bancorp		6.625%					Baa3		242,709
	8,662	FNB Corp/PA		7.250%					Ba1		249,292
	15,475	Huntington Bancshares Inc/OH		6.250%					Baa3		391,982
	6,050	KeyCorp		6.125%					Baa3		180,169
	5,900	People’s United Financial Inc		5.625%					BB+		163,489
	6,844	Regions Financial Corp		6.375%					BB+		193,275
	9,900	SVB Financial Group		5.250%					Baa2		259,281
	16,300	US Bancorp		6.500%					A3		423,963
		Total Banks									2,849,971
		Capital Markets – 0.8%
	15,400	Charles Schwab Corp, (5)		6.000%					BBB		389,928
	16,725	Morgan Stanley		7.125%					Baa3		482,683
	4,796	Stifel Financial Corp		6.250%					BB–		122,538
	9,050	Stifel Financial Corp		6.250%					BB–		246,975
		Total Capital Markets									1,242,124
		Consumer Finance – 0.1%
	6,448	Synchrony Financial		5.625%					BB–		172,033
		Electric Utilities – 0.2%
	13,200	Duke Energy Corp		5.750%					BBB–		364,980
		Food Products – 0.3%
	8,257	CHS Inc		7.875%					N/R		237,224
	8,382	CHS Inc		7.100%					N/R		231,427
	1,705	CHS Inc		6.750%					N/R		47,092
		Total Food Products									515,743

9

JTA	Nuveen Tax-Advantaged Total Return Strategy Fund (continued)
	Portfolio of Investments    March 31, 2021
	(Unaudited)

Shares		Description (1)					Coupon				Ratings (9)		Value
		Insurance – 1.2%
	15,015	Allstate Corp						5.625%				BBB–	$	409,309
	9,800	Athene Holding Ltd						6.350%				BBB–		281,260
	8,100	Athene Holding Ltd						6.375%				BBB–		227,610
	12,900	Enstar Group Ltd						7.000%				BB+		371,004
	16,100	MetLife Inc						5.625%				Baa2		439,852
	11,682	PartnerRe Ltd						7.250%				BBB		295,204
		Total Insurance												2,024,239
		Thrifts & Mortgage Finance – 0.4%
	15,000	Federal Agricultural Mortgage Corp						5.700%				N/R		402,600
	6,200	New York Community Bancorp Inc						6.375%				Ba2		176,080
		Total Thrifts & Mortgage Finance												578,680
		Total $25 Par (or similar) Retail Preferred (cost $7,371,661)												7,747,770
Shares		Description (1)					Coupon				Ratings (9)		Value
		CONVERTIBLE PREFERRED SECURITIES – 3.6% (2.5% of Total Investments)
		Banks – 0.4%
	225	Bank of America Corp						7.250%				BBB	$	314,550
	295	Wells Fargo & Co						7.500%				Baa2		418,136
		Total Banks												732,686
		Life Sciences Tools & Services – 1.2%
	21,110	Avantor Inc, (5)						6.250%				N/R		1,905,600
		Semiconductors & Semiconductor Equipment – 2.0%
	2,240	Broadcom Inc						8.000%				N/R		3,302,857
		Total Convertible Preferred Securities (cost $4,578,320)												5,941,143
Shares		Description (1)	Coupon		Issue Price		Cap Price		Maturity				Value
		STRUCTURED NOTES – 0.6% (0.4% of Total Investments)
	24,000	Merrill Lynch International & Co. C.V., Structured Warrant, Linked to Common Stock of Teradata Corp. (Cap 125.77% of the Issue Price), (WI/DD)		16.000%	$	39.524	$	49.709		9/27/21			$	927,447
		Total Structured Notes (cost $948,571)												927,447
Principal Amount (000)		Description (1)					Coupon		Maturity		Ratings (9)		Value
		CORPORATE BONDS – 0.1% (0.1% of Total Investments)
		Media – 0.1%
$	26	iHeartCommunications Inc						8.375%		5/01/27		CCC+	$	27,923
		Total Corporate Bonds (cost $27,337)												27,923
Shares		Description (1)											Value
		WARRANTS – 0.0% (0.0% of Total Investments)
		Entertainment – 0.0%
	13,214	Cineworld Warrant, (3)											$	7,915
		Total Warrants (cost $0)												7,915
		Total Long-Term Investments (cost $174,265,979)												220,336,353

10

Principal Amount (000)		Description (1)	Coupon		Maturity		Value
		SHORT-TERM INVESTMENTS – 10.1% (7.0% of Total Investments)
		REPURCHASE AGREEMENTS – 3.6% (2.5% of Total Investments)
$	5,854	Repurchase Agreement with Fixed Income Clearing Corporation, dated 3/31/21, repurchase price $5,854,274, collateralized by $5,500,600, U.S. Treasury Notes, 2.750%, due 2/28/25, value $5,971,438		0.000%		4/01/21	$	5,854,274
		INVESTMENT COMPANIES – 6.5% (4.5% of Total Investments)
	10,675,896	BlackRock Liquidity Funds T-Fund		0.030% (14)		N/A		10,675,896
		Total Short-Term Investments (cost $16,530,170)						16,530,170
		Total Investments (cost $190,796,149) – 144.4%						236,866,523
		Borrowings – (40.7)% (15), (16)						(66,750,000	)
		Other Assets Less Liabilities – (3.7)% (17)						(6,092,054	)
		Net Assets Applicable to Common Shares – 100%					$	164,024,469

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

$

(2,670,768)

$

(2,670,768)

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

Fair Value Measurements

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

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

11

JTA	Nuveen Tax-Advantaged Total Return Strategy Fund (continued)
	Portfolio of Investments    March 31, 2021
	(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	$	97,379,705	$	67,434,258		$	12,396	$	164,826,359
Variable Rate Senior Loan Interests		—		32,438,787			—		32,438,787
$1,000 Par (or similar) Institutional Preferred		—		8,419,009			—		8,419,009
$25 Par (or similar) Retail Preferred		7,142,609		605,161			—		7,747,770
Convertible Preferred Securities		5,941,143		—			—		5,941,143
Structured Notes		—		927,447			—		927,447
Corporate Bonds		—		27,923			—		27,923
Warrants		—		7,915			—		7,915
Short-Term Investments:
Repurchase Agreements		—		5,854,274			—		5,854,274
Investment Companies		10,675,896		—			—		10,675,896
Investments in Derivatives:
Interest Rate Swaps*		—		(2,670,768	)		—		(2,670,768	)
Total	$	121,139,353	$	113,044,006		$	12,396	$	234,195,755

* Represents net unrealized appreciation (depreciation) as reported in the Fund’s Portfolio of Investments.

12

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) Investment, or portion of investment, has been pledged to collateralize the net payment obligations for investments in derivatives.

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

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

(5) Investment, or portion of investment, is hypothecated. The total value of investments hypothecated as of the end of the reporting period was $59,096,117.

(6) Investment 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.

(7) 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.

(8) 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.

(9) 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. Ratings are not covered by the report of independent registered public accounting firm.

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

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

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

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

(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 28.2%.

(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 $142,476,371 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 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.

(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

N/A Not Applicable.

PIK payment-in-kind (“PIK”) security. Depending on the terms of the security, income may be received in the form of cash, securities, or a combination of both. The PIK rate shown, where applicable, represents the annualized rate of the last PIK payment made by the issuer as of the end of the reporting period.

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.

13