NPORT-EX 2 BXMX.htm
BXMX
Nuveen S&P 500 Buy-Write Income Fund
Portfolio of Investments    September 30, 2021
(Unaudited)
Shares   Description (1)           Value
    LONG-TERM INVESTMENTS – 99.3%            
    COMMON STOCKS – 99.3% (2)            
    Aerospace & Defense – 1.6%            
28,960   Boeing Co, (3)           $6,369,462
9,566   HEICO Corp           1,261,469
62,456   Howmet Aerospace Inc           1,948,627
10,296   Huntington Ingalls Industries Inc           1,987,746
13,748   Northrop Grumman Corp           4,951,342
99,428   Raytheon Technologies Corp           8,546,831
    Total Aerospace & Defense           25,065,477
    Air Freight & Logistics – 0.5%            
40,842   United Parcel Service Inc, Class B           7,437,328
    Airlines – 0.2%            
19,506   Alaska Air Group Inc, (3)           1,143,052
33,335   United Airlines Holdings Inc, (3)           1,585,746
    Total Airlines           2,728,798
    Auto Components – 0.1%            
50,606   Gentex Corp           1,668,986
9,851   Goodyear Tire & Rubber Co, (3)           174,363
    Total Auto Components           1,843,349
    Automobiles – 2.1%            
293,405   Ford Motor Co, (3)           4,154,615
16,446   Harley-Davidson Inc           602,088
34,146   Tesla Inc, (3)           26,479,540
    Total Automobiles           31,236,243
    Banks – 4.3%            
97,928   Citigroup Inc           6,872,587
26,341   Comerica Inc           2,120,450
98,788   Fifth Third Bancorp           4,192,563
108,513   First Horizon Corp           1,767,677
155,133   JPMorgan Chase & Co           25,393,721
165,652   KeyCorp           3,581,396
22,835   M&T Bank Corp           3,410,179
119,082   People's United Financial Inc           2,080,363
41,891   PNC Financial Services Group Inc           8,195,555
172,561   Regions Financial Corp           3,677,275
0
BXMX Nuveen S&P 500 Buy-Write Income Fund (continued)
  Portfolio of Investments September 30, 2021
  (Unaudited)
Shares   Description (1)           Value
    Banks (continued)            
56,591   Zions Bancorp           $3,502,417
    Total Banks           64,794,183
    Beverages – 1.4%            
271,178   Coca-Cola Co           14,228,710
60,163   Keurig Dr Pepper Inc           2,055,168
56,712   Monster Beverage Corp, (3)           5,037,727
    Total Beverages           21,321,605
    Biotechnology – 1.9%            
90,900   AbbVie Inc           9,805,383
3,766   Alnylam Pharmaceuticals Inc, (3)           711,058
31,432   Amgen Inc           6,684,015
9,728   Biogen Inc, (3)           2,752,927
9,243   BioMarin Pharmaceutical Inc, (3)           714,392
2,000   Exact Sciences Corp, (3)           190,900
67,257   Gilead Sciences Inc           4,697,901
6,900   Moderna Inc, (3)           2,655,534
1,956   Seagen Inc, (3)           332,129
    Total Biotechnology           28,544,239
    Building Products – 0.5%            
15,381   Allegion PLC           2,033,061
63,475   Carrier Global Corp           3,285,466
43,726   Masco Corp           2,428,979
    Total Building Products           7,747,506
    Capital Markets – 2.6%            
93,546   Charles Schwab Corp           6,813,891
21,911   CME Group Inc           4,237,149
44,488   Intercontinental Exchange Inc           5,108,112
53,398   Jefferies Financial Group Inc           1,982,668
86,746   Morgan Stanley           8,441,253
8,344   MSCI Inc           5,075,989
19,535   S&P Global Inc           8,300,226
    Total Capital Markets           39,959,288
    Chemicals – 1.6%            
16,669   Chemours Co           484,401
52,881   Corteva Inc           2,225,232
53,214   Dow Inc           3,062,998
55,194   DuPont de Nemours Inc           3,752,640
34,775   Eastman Chemical Co           3,503,234
33,382   Linde PLC           9,793,611
20,651   Olin Corp           996,411
1
Shares   Description (1)           Value
    Chemicals (continued)            
14,399   RPM International Inc           $1,118,082
    Total Chemicals           24,936,609
    Commercial Services & Supplies – 0.6%            
13,228   Waste Connections Inc           1,665,802
47,435   Waste Management Inc           7,084,892
    Total Commercial Services & Supplies           8,750,694
    Communications Equipment – 1.1%            
13,699   Ciena Corp, (3)           703,444
261,180   Cisco Systems Inc           14,216,027
5,140   Lumentum Holdings Inc, (3)           429,395
74,070   Viavi Solutions Inc, (3)           1,165,862
    Total Communications Equipment           16,514,728
    Consumer Finance – 0.8%            
42,085   Discover Financial Services           5,170,142
89,957   SLM Corp           1,583,243
111,921   Synchrony Financial           5,470,699
    Total Consumer Finance           12,224,084
    Containers & Packaging – 0.5%            
13,574   Avery Dennison Corp           2,812,669
20,677   Crown Holdings Inc           2,083,828
15,364   Packaging Corp of America           2,111,628
18,945   Sonoco Products Co           1,128,743
    Total Containers & Packaging           8,136,868
    Diversified Financial Services – 1.7%            
96,132   Berkshire Hathaway Inc, Class B, (3)           26,238,268
    Diversified Telecommunication Services – 1.2%            
265,470   AT&T Inc           7,170,345
205,832   Verizon Communications Inc           11,116,986
    Total Diversified Telecommunication Services           18,287,331
    Electric Utilities – 0.8%            
49,088   Entergy Corp           4,874,929
58,152   Evergy Inc           3,617,054
52,512   OGE Energy Corp           1,730,796
29,198   Pinnacle West Capital Corp           2,112,767
    Total Electric Utilities           12,335,546
    Electrical Equipment – 0.8%            
64,304   Emerson Electric Co           6,057,437
8,860   Hubbell Inc           1,600,736
2
BXMX Nuveen S&P 500 Buy-Write Income Fund (continued)
  Portfolio of Investments September 30, 2021
  (Unaudited)
Shares   Description (1)           Value
    Electrical Equipment (continued)            
13,511   Rockwell Automation Inc           $3,972,774
    Total Electrical Equipment           11,630,947
    Electronic Equipment, Instruments & Components – 0.4%            
20,728   CDW Corp           3,772,911
86,143   Corning Inc           3,143,358
    Total Electronic Equipment, Instruments & Components           6,916,269
    Energy Equipment & Services – 0.3%            
72,910   Halliburton Co           1,576,314
95,933   Schlumberger Ltd           2,843,454
    Total Energy Equipment & Services           4,419,768
    Entertainment – 1.8%            
20,933   Netflix Inc, (3)           12,776,247
1,091   Roku Inc, (3)           341,865
87,125   Walt Disney Co, (3)           14,738,936
    Total Entertainment           27,857,048
    Equity Real Estate Investment Trust – 2.5%            
97,035   American Homes 4 Rent, Class A           3,698,974
33,023   American Tower Corp           8,764,634
14,342   Apartment Income REIT Corp           700,033
73,114   Apartment Investment and Management Co, Class A           500,831
123,846   Brandywine Realty Trust           1,662,013
75,722   CubeSmart           3,668,731
51,595   Equity Commonwealth, (3)           1,340,438
84,268   Healthcare Realty Trust Inc           2,509,501
88,255   Invitation Homes Inc           3,382,814
19,823   Lexington Realty Trust           252,743
51,162   Sabra Health Care REIT Inc           753,105
15,931   Sun Communities Inc           2,948,828
21,307   Ventas Inc           1,176,360
42,955   Welltower Inc           3,539,492
94,015   Weyerhaeuser Co           3,344,114
    Total Equity Real Estate Investment Trust           38,242,611
    Food & Staples Retailing – 1.7%            
3,640   Casey's General Stores Inc           685,958
27,867   Costco Wholesale Corp           12,522,036
55,722   Kroger Co           2,252,841
15,913   US Foods Holding Corp, (3)           551,545
68,329   Walmart Inc           9,523,696
    Total Food & Staples Retailing           25,536,076
3
Shares   Description (1)           Value
    Food Products – 0.7%            
14,782   Campbell Soup Co           $618,035
19,945   Lamb Weston Holdings Inc           1,224,025
132,012   Mondelez International Inc, Class A           7,680,458
12,100   Post Holdings Inc, (3)           1,332,936
    Total Food Products           10,855,454
    Gas Utilities – 0.1%            
12,656   Atmos Energy Corp           1,116,259
2,933   National Fuel Gas Co           154,041
    Total Gas Utilities           1,270,300
    Health Care Equipment & Supplies – 3.6%            
98,976   Abbott Laboratories           11,692,035
19,198   Alcon Inc           1,544,863
7,646   Avanos Medical Inc, (3)           238,555
49,755   Baxter International Inc           4,001,795
130,178   Boston Scientific Corp, (3)           5,648,424
35,671   Danaher Corp           10,859,679
12,930   Hill-Rom Holdings Inc           1,939,500
28,620   Hologic Inc, (3)           2,112,442
8,009   IDEXX Laboratories Inc, (3)           4,980,797
91,175   Medtronic PLC           11,428,786
    Total Health Care Equipment & Supplies           54,446,876
    Health Care Providers & Services – 2.7%            
15,832   Anthem Inc           5,902,169
39,251   Centene Corp, (3)           2,445,730
20,430   Cigna Corp           4,089,269
8,265   Covetrus Inc, (3)           149,927
76,530   CVS Health Corp           6,494,336
20,595   HCA Healthcare Inc           4,998,818
45,020   UnitedHealth Group Inc           17,591,115
    Total Health Care Providers & Services           41,671,364
    Health Care Technology – 0.1%            
5,329   Veeva Systems Inc, Class A, (3)           1,535,658
    Hotels, Restaurants & Leisure – 1.9%            
2,484   Booking Holdings Inc, (3)           5,896,693
31,485   Marriott International Inc, Class A, (3)           4,662,614
33,600   McDonald's Corp           8,101,296
16,077   Restaurant Brands International Inc           983,752
74,292   Starbucks Corp           8,195,150
15,026   Wynn Resorts Ltd, (3)           1,273,453
    Total Hotels, Restaurants & Leisure           29,112,958
4
BXMX Nuveen S&P 500 Buy-Write Income Fund (continued)
  Portfolio of Investments September 30, 2021
  (Unaudited)
Shares   Description (1)           Value
    Household Durables – 0.5%            
16,552   Garmin Ltd           $2,573,174
32,919   KB Home           1,281,208
41,679   Newell Brands Inc           922,773
6,575   TopBuild Corp, (3)           1,346,626
6,698   Whirlpool Corp           1,365,454
    Total Household Durables           7,489,235
    Household Products – 1.3%            
145,803   Procter & Gamble Co           20,383,259
1,338   Spectrum Brands Holdings Inc           128,007
    Total Household Products           20,511,266
    Industrial Conglomerates – 1.2%            
38,682   3M Co           6,785,596
50,397   General Electric Co           5,192,403
28,293   Honeywell International Inc           6,006,038
    Total Industrial Conglomerates           17,984,037
    Insurance – 2.0%            
2,535   Alleghany Corp, (3)           1,582,879
37,914   Allstate Corp           4,826,831
49,370   Arthur J Gallagher & Co           7,338,851
37,130   CNO Financial Group Inc           874,040
23,577   Fidelity National Financial Inc           1,068,981
16,078   Genworth Financial Inc, Class A, (3)           60,293
38,545   Hartford Financial Services Group Inc           2,707,786
4,703   Kemper Corp           314,113
33,540   Lincoln National Corp           2,305,875
7,573   RenaissanceRe Holdings Ltd           1,055,676
32,951   Travelers Cos Inc           5,008,882
47,777   W R Berkley Corp           3,496,321
    Total Insurance           30,640,528
    Interactive Media & Services – 7.0%            
14,533   Alphabet Inc, Class A, (3)           38,854,266
10,966   Alphabet Inc, Class C, (3)           29,227,789
103,979   Facebook Inc, Class A, (3)           35,289,433
42,710   Twitter Inc, (3)           2,579,257
    Total Interactive Media & Services           105,950,745
    Internet & Direct Marketing Retail – 4.0%            
18,612   Amazon.com Inc, (3)           61,141,165
5,685   JD.com Inc, ADR, (3)           410,684
    Total Internet & Direct Marketing Retail           61,551,849
5
Shares   Description (1)           Value
    IT Services – 4.4%            
20,604   Akamai Technologies Inc, (3)           $2,154,972
34,973   Automatic Data Processing Inc           6,991,802
39,198   Fidelity National Information Services Inc           4,769,613
44,283   Mastercard Inc, Class A           15,396,313
55,336   PayPal Holdings Inc, (3)           14,398,981
1,825   Twilio Inc, Class A, (3)           582,266
17,828   VeriSign Inc, (3)           3,654,918
81,846   Visa Inc, Class A           18,231,197
    Total IT Services           66,180,062
    Leisure Products – 0.1%            
25,861   Mattel Inc, (3)           479,980
6,048   Polaris Inc           723,704
    Total Leisure Products           1,203,684
    Life Sciences Tools & Services – 1.2%            
9,014   Illumina Inc, (3)           3,656,169
24,407   Thermo Fisher Scientific Inc           13,944,451
    Total Life Sciences Tools & Services           17,600,620
    Machinery – 1.5%            
38,483   Caterpillar Inc           7,387,582
31,851   Graco Inc           2,228,614
39,784   Otis Worldwide Corp           3,273,428
19,491   Parker-Hannifin Corp           5,450,073
16,044   Stanley Black & Decker Inc           2,812,674
10,383   Timken Co           679,256
4,597   Woodward Inc           520,380
    Total Machinery           22,352,007
    Media – 1.2%            
226,975   Comcast Corp, Class A           12,694,712
14,734   Discovery Inc, Series A, (3)           373,949
24,300   Discovery Inc, Series C, (3)           589,761
17,899   New York Times Co, Class A           881,884
78,489   News Corp, Class A           1,846,846
30,705   ViacomCBS Inc, Class B           1,213,154
    Total Media           17,600,306
    Metals & Mining – 0.4%            
15,262   Arconic Corp, (3)           481,364
40,850   Newmont Corp           2,218,155
36,449   Nucor Corp           3,589,862
    Total Metals & Mining           6,289,381
6
BXMX Nuveen S&P 500 Buy-Write Income Fund (continued)
  Portfolio of Investments September 30, 2021
  (Unaudited)
Shares   Description (1)           Value
    Mortgage Real Estate Investment Trust – 0.0%            
26,802   Annaly Capital Management Inc           $225,673
    Multiline Retail – 0.6%            
25,320   Macy's Inc           572,232
16,563   Nordstrom Inc, (3)           438,092
32,742   Target Corp           7,490,387
    Total Multiline Retail           8,500,711
    Multi-Utilities – 1.1%            
59,539   Ameren Corp           4,822,659
17,519   NorthWestern Corp           1,003,839
60,957   Public Service Enterprise Group Inc           3,712,281
75,663   WEC Energy Group Inc           6,673,477
    Total Multi-Utilities           16,212,256
    Oil, Gas & Consumable Fuels – 2.5%            
34,337   Cenovus Energy Inc           345,430
12,521   Cheniere Energy Inc, (3)           1,222,926
77,267   Chevron Corp           7,838,737
9,675   CNX Resources Corp, (3)           122,099
81,811   ConocoPhillips           5,544,331
15,719   Continental Resources Inc           725,432
201,621   Exxon Mobil Corp           11,859,347
29,828   Hess Corp           2,329,865
42,055   Marathon Petroleum Corp           2,599,420
17,934   Ovintiv Inc           589,670
33,181   Phillips 66           2,323,665
26,407   Suncor Energy Inc           547,681
25,961   Valero Energy Corp           1,832,068
    Total Oil, Gas & Consumable Fuels           37,880,671
    Pharmaceuticals – 3.9%            
136,305   Bristol-Myers Squibb Co           8,065,167
39,601   Eli Lilly & Co           9,149,811
116,478   Johnson & Johnson           18,811,197
135,529   Merck & Co Inc           10,179,583
13,552   Organon & Co           444,370
279,687   Pfizer Inc           12,029,338
    Total Pharmaceuticals           58,679,466
    Professional Services – 0.4%            
21,760   CoStar Group Inc, (3)           1,872,665
9,803   ManpowerGroup Inc           1,061,469
23,554   TransUnion           2,645,350
    Total Professional Services           5,579,484
7
Shares   Description (1)           Value
    Road & Rail – 1.0%            
34,610   Canadian Pacific Railway Ltd           $2,252,073
4,425   Lyft Inc, Class A, (3)           237,136
27,058   Norfolk Southern Corp           6,473,626
19,748   Old Dominion Freight Line Inc           5,647,533
14,397   Uber Technologies Inc, (3)           644,986
    Total Road & Rail           15,255,354
    Semiconductors & Semiconductor Equipment – 5.6%            
59,769   Advanced Micro Devices Inc, (3)           6,150,230
55,271   Applied Materials Inc           7,115,036
24,355   Broadcom Inc           11,810,470
8,507   Enphase Energy Inc, (3)           1,275,795
183,776   Intel Corp           9,791,585
11,292   Lam Research Corp           6,426,842
30,694   Marvell Technology Inc           1,851,155
78,970   Micron Technology Inc           5,605,290
111,856   NVIDIA Corp           23,172,089
19,103   NXP Semiconductors NV           3,741,705
32,756   ON Semiconductor Corp, (3)           1,499,242
57,307   QUALCOMM Inc           7,391,457
    Total Semiconductors & Semiconductor Equipment           85,830,896
    Software – 9.8%            
29,016   Adobe Inc, (3)           16,705,091
17,788   Autodesk Inc, (3)           5,072,604
16,990   Black Knight Inc, (3)           1,223,280
552   CDK Global Inc           23,488
10,744   Check Point Software Technologies Ltd, (3)           1,214,502
329,725   Microsoft Corp           92,956,072
95,004   Oracle Corp           8,277,698
3,531   Palo Alto Networks Inc, (3)           1,691,349
50,148   salesforce.com Inc, (3)           13,601,141
12,353   ServiceNow Inc, (3)           7,686,901
    Total Software           148,452,126
    Specialty Retail – 1.9%            
8,358   American Eagle Outfitters Inc           215,636
24,636   Best Buy Co Inc           2,604,272
4,047   Burlington Stores Inc, (3)           1,147,608
14,810   CarMax Inc, (3)           1,895,088
3,114   Five Below Inc, (3)           550,586
50,051   Home Depot Inc           16,429,741
8
BXMX Nuveen S&P 500 Buy-Write Income Fund (continued)
  Portfolio of Investments September 30, 2021
  (Unaudited)
Shares   Description (1)           Value
    Specialty Retail (continued)            
29,953   Lowe's Cos Inc           $6,076,266
    Total Specialty Retail           28,919,197
    Technology Hardware, Storage & Peripherals – 6.3%            
670,986   Apple Inc           94,944,519
6,851   Dell Technologies Inc, Class C, (3)           712,778
    Total Technology Hardware, Storage & Peripherals           95,657,297
    Textiles, Apparel & Luxury Goods – 0.8%            
6,689   Kontoor Brands Inc           334,115
2,201   Lululemon Athletica Inc, (3)           890,745
63,640   NIKE Inc, Class B           9,242,437
33,615   VF Corp           2,251,869
    Total Textiles, Apparel & Luxury Goods           12,719,166
    Thrifts & Mortgage Finance – 0.0%            
48,313   MGIC Investment Corp           722,762
    Tobacco – 0.5%            
153,069   Altria Group Inc           6,967,701
    Total Long-Term Investments (cost $537,629,777)           1,508,553,953
    
Principal Amount (000)   Description (1)     Coupon Maturity   Value
    SHORT-TERM INVESTMENTS – 2.4%            
    REPURCHASE AGREEMENTS – 2.4%            
$35,699   Repurchase Agreement with Fixed Income Clearing Corporation, dated 9/30/21, repurchase price $35,698,846, collateralized by $34,756,500, U.S. Treasury Bond, 2.250%, due 5/15/41, value $36,412,873     0.000% 10/01/21   $35,698,846
    Total Short-Term Investments (cost $35,698,846)           35,698,846
    Total Investments (cost $573,328,623) – 101.7%           1,544,252,799
    Other Assets Less Liabilities – (1.7)% (4)           (25,359,220)
    Net Assets Applicable to Common Shares – 100%           $1,518,893,579
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Investments in Derivatives
Options Written  
Description (5) Type Number of
Contracts 		Notional
Amount (6) 		Exercise
Price 		Expiration
Date 		Value
S&P 500® Index Call (385) $(170,362,500) $4,425 10/15/21 $(546,700)
S&P 500® Index Call (385) (171,325,000) 4,450 10/15/21 (321,475)
S&P 500® Index Call (385) (172,287,500) 4,475 10/15/21 (180,950)
S&P 500® Index Call (385) (173,250,000) 4,500 10/15/21 (103,950)
S&P 500® Index Call (385) (174,212,500) 4,525 10/15/21 (60,638)
S&P 500® Index Call (384) (176,640,000) 4,600 10/15/21 (19,200)
S&P 500® Index Call (385) (173,250,000) 4,500 11/19/21 (952,875)
S&P 500® Index Call (385) (174,212,500) 4,525 11/19/21 (696,850)
S&P 500® Index Call (384) (176,640,000) 4,600 11/19/21 (245,760)
Total Options Written (premiums received $27,691,218)   (3,463) $(1,562,180,000)     $(3,128,398)
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 of Directors/Trustees. 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).
  Level 1 Level 2 Level 3 Total
Long-Term Investments:        
Common Stocks $1,508,553,953 $ — $ — $1,508,553,953
Short-Term Investments:        
Repurchase Agreements  — 35,698,846  — 35,698,846
Investments in Derivatives:        
Options Written (3,128,398)  —  — (3,128,398)
Total $1,505,425,555 $35,698,846 $ — $1,541,124,401
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BXMX Nuveen S&P 500 Buy-Write Income Fund (continued)
  Portfolio of Investments September 30, 2021
  (Unaudited)
  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) The Fund may designate up to 100% of its common stock investments to cover outstanding options written.  
(3) Non-income producing; issuer has not declared an ex-dividend date within the past twelve months.  
(4) 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.  
(5) Exchange-traded, unless otherwise noted.  
(6) For disclosure purposes, Notional Amount is calculated by multiplying the Number of Contracts by the Exercise Price by 100.  
ADR American Depositary Receipt  
REIT Real Estate Investment Trust  
S&P Standard & Poor's  
11