1

Nuveen

S&P

500

Buy-Write

Income

Fund

Portfolio

of

Investments

March

31,

2023

(Unaudited)

BXMX

Shares

Description

(1)

Value

LONG-TERM

INVESTMENTS

-

101.0%   

X

1,376,321,143

COMMON

STOCKS

-

101.0%

(2)

X

1,376,321,143

Aerospace

&

Defense

-

1.8%

25,882

Boeing

Co/The

(3)

$

5,498,113

9,566

HEICO

Corp

1,636,169

60,060

Howmet

Aerospace

Inc

2,544,742

9,120

Northrop

Grumman

Corp

4,210,886

99,428

Raytheon

Technologies

Corp

9,736,984

4,597

Woodward

Inc

447,610

Total

Aerospace

&

Defense

24,074,504

Air

Freight

&

Logistics

-

0.7%

46,567

United

Parcel

Service

Inc,

Class

B

9,033,532

Total

Air

Freight

&

Logistics

9,033,532

Airlines

-

0.1%

36,282

United

Airlines

Holdings

Inc

(3)

1,605,479

Total

Airlines

1,605,479

Automobile

Components

-

0.1%

50,606

Gentex

Corp

1,418,486

9,851

Goodyear

Tire

&

Rubber

Co/The

(3)

108,558

Total

Automobile

Components

1,527,044

Automobiles

-

2.0%

277,036

Ford

Motor

Co

3,490,653

16,446

Harley-Davidson

Inc

624,455

109,030

Tesla

Inc

(3)

22,619,364

Total

Automobiles

26,734,472

Banks

-

3.1%

369,888

Bank

of

America

Corp

10,578,797

124,092

Citigroup

Inc

5,818,674

26,341

Comerica

Inc

1,143,726

69,706

Fifth

Third

Bancorp

1,856,968

51,859

First

Horizon

Corp

922,053

128,335

JPMorgan

Chase

&

Co

16,723,334

165,652

KeyCorp

2,073,963

14,051

M&T

Bank

Corp

1,680,078

31,763

Zions

Bancorp

NA

950,666

Total

Banks

41,748,259

Beverages

-

1.9%

247,954

Coca-Cola

Co/The

15,380,587

166,126

Keurig

Dr

Pepper

Inc

5,860,925

94,988

Monster

Beverage

Corp

(3)

5,130,302

Total

Beverages

26,371,814

Biotechnology

-

2.3%

78,698

AbbVie

Inc

12,542,100

1,757

Alnylam

Pharmaceuticals

Inc

(3)

351,962

28,228

Amgen

Inc

6,824,119

9,647

Biogen

Inc

(3)

2,682,156

9,243

BioMarin

Pharmaceutical

Inc

(3)

898,789

2,000

Exact

Sciences

Corp

(3)

135,620

Nuveen

S&P

500

Buy-Write

Income

Fund

(continued)

Portfolio

of

Investments

March

31,

2023

(Unaudited)

2

BXMX

Shares

Description

(1)

Value

Biotechnology

(continued)

67,257

Gilead

Sciences

Inc

$

5,580,313

3,110

Horizon

Therapeutics

Plc

(3)

339,425

14,598

Moderna

Inc

(3)

2,241,961

1,684

Seagen

Inc

(3)

340,960

Total

Biotechnology

31,937,405

Broadline

Retail

-

2.8%

364,576

Amazon.com

Inc

(3)

37,657,055

25,320

Macy's

Inc

442,847

173

MercadoLibre

Inc

(3)

228,024

Total

Broadline

Retail

38,327,926

Building

Products

-

0.4%

17,715

Allegion

plc

1,890,722

23,666

Fortune

Brands

Innovations

Inc

1,389,904

43,726

Masco

Corp

2,174,057

23,666

Masterbrand

Inc

(3)

190,275

Total

Building

Products

5,644,958

Capital

Markets

-

2.7%

11,264

Blackstone

Inc

989,430

71,247

Charles

Schwab

Corp/The

3,731,918

23,102

CME

Group

Inc

4,424,495

44,488

Intercontinental

Exchange

Inc

4,639,653

53,398

Jefferies

Financial

Group

Inc

1,694,853

27,800

KKR

&

Co

Inc

1,460,056

1,841

LPL

Financial

Holdings

Inc

372,618

86,746

Morgan

Stanley

7,616,299

8,344

MSCI

Inc

4,670,053

19,659

S&P

Global

Inc

6,777,833

6,284

Vitesse

Energy

Inc

119,585

Total

Capital

Markets

36,496,793

Chemicals

-

1.7%

16,669

Chemours

Co/The

499,070

52,881

Corteva

Inc

3,189,253

73,733

Dow

Inc

4,042,043

42,507

DuPont

de

Nemours

Inc

3,050,727

23,362

Eastman

Chemical

Co

1,970,351

23,857

Linde

PLC

8,479,732

10,656

Olin

Corp

591,408

14,399

RPM

International

Inc

1,256,169

Total

Chemicals

23,078,753

Commercial

Services

&

Supplies

-

0.7%

20,246

Waste

Connections

Inc

2,815,611

37,983

Waste

Management

Inc

6,197,686

Total

Commercial

Services

&

Supplies

9,013,297

Communications

Equipment

-

1.0%

19,049

Ciena

Corp

(3)

1,000,454

220,344

Cisco

Systems

Inc

11,518,483

5,140

Lumentum

Holdings

Inc

(3)

277,611

74,070

Viavi

Solutions

Inc

(3)

802,178

Total

Communications

Equipment

13,598,726

Construction

Materials

-

0.3%

13,147

Martin

Marietta

Materials

Inc

4,667,974

Total

Construction

Materials

4,667,974

3

Shares

Description

(1)

Value

Consumer

Finance

-

0.4%

42,085

Discover

Financial

Services

$

4,159,682

89,957

SLM

Corp

1,114,567

Total

Consumer

Finance

5,274,249

Consumer

Staples

Distribution

&

Retail

-

2.0%

4,507

Casey's

General

Stores

Inc

975,585

22,194

Costco

Wholesale

Corp

11,027,533

31,203

Target

Corp

5,168,153

15,913

US

Foods

Holding

Corp

(3)

587,826

67,737

Walmart

Inc

9,987,821

Total

Consumer

Staples

Distribution

&

Retail

27,746,918

Containers

&

Packaging

-

0.4%

9,313

Avery

Dennison

Corp

1,666,375

7,888

Crown

Holdings

Inc

652,417

15,364

Packaging

Corp

of

America

2,132,984

18,945

Sonoco

Products

Co

1,155,645

Total

Containers

&

Packaging

5,607,421

Distributors

-

0.2%

51,888

LKQ

Corp

2,945,163

Total

Distributors

2,945,163

Diversified

Telecommunication

Services

-

0.8%

289,276

Verizon

Communications

Inc

11,249,944

Total

Diversified

Telecommunication

Services

11,249,944

Electric

Utilities

-

1.4%

22,757

Constellation

Energy

Corp

1,786,424

58,152

Evergy

Inc

3,554,250

109,232

NextEra

Energy

Inc

8,419,603

74,176

OGE

Energy

Corp

2,793,468

29,198

Pinnacle

West

Capital

Corp

2,313,650

Total

Electric

Utilities

18,867,395

Electrical

Equipment

-

0.7%

46,441

Emerson

Electric

Co

4,046,869

8,860

Hubbell

Inc

2,155,726

10,242

Rockwell

Automation

Inc

3,005,515

Total

Electrical

Equipment

9,208,110

Electronic

Equipment,

Instruments

&

Components

-

0.6%

26,866

CDW

Corp/DE

5,235,915

86,143

Corning

Inc

3,039,125

Total

Electronic

Equipment,

Instruments

&

Components

8,275,040

Energy

Equipment

&

Services

-

0.4%

72,910

Halliburton

Co

2,306,872

77,600

Schlumberger

NV

3,810,160

Total

Energy

Equipment

&

Services

6,117,032

Entertainment

-

1.2%

19,486

Netflix

Inc

(3)

6,732,023

1,091

Roku

Inc

(3)

71,810

85,224

Walt

Disney

Co/The

(3)

8,533,479

107,250

Warner

Bros

Discovery

Inc

(3)

1,619,475

Total

Entertainment

16,956,787

Nuveen

S&P

500

Buy-Write

Income

Fund

(continued)

Portfolio

of

Investments

March

31,

2023

(Unaudited)

4

BXMX

Shares

Description

(1)

Value

Equity

Real

Estate

Investment

Trusts

(REITs)

-

0.1%

123,846

Brandywine

Realty

Trust

$

585,792

51,595

Equity

Commonwealth

1,068,532

Total

Equity

Real

Estate

Investment

Trusts

(REITs)

1,654,324

Financial

Services

-

4.9%

88,317

Berkshire

Hathaway

Inc,

Class

B

(3)

27,269,640

10,543

Block

Inc

(3)

723,777

39,198

Fidelity

National

Information

Services

Inc

2,129,627

39,289

Mastercard

Inc

14,278,016

48,313

MGIC

Investment

Corp

648,360

55,304

PayPal

Holdings

Inc

(3)

4,199,786

75,786

Visa

Inc,

Class

A

17,086,712

Total

Financial

Services

66,335,918

Food

Products

-

1.1%

12,546

Bunge

Ltd

1,198,394

71,353

Hormel

Foods

Corp

2,845,558

145,399

Mondelez

International

Inc,

Class

A

10,137,218

12,100

Post

Holdings

Inc

(3)

1,087,427

Total

Food

Products

15,268,597

Gas

Utilities

-

0.3%

33,294

Atmos

Energy

Corp

3,740,914

2,933

National

Fuel

Gas

Co

169,351

Total

Gas

Utilities

3,910,265

Ground

Transportation

-

0.5%

23,404

Canadian

Pacific

Railway

Ltd

1,800,704

21,947

Norfolk

Southern

Corp

4,652,764

15,588

Uber

Technologies

Inc

(3)

494,139

Total

Ground

Transportation

6,947,607

Health

Care

Equipment

&

Supplies

-

2.6%

96,418

Abbott

Laboratories

9,763,287

30,144

Alcon

Inc

2,126,358

7,646

Avanos

Medical

Inc

(3)

227,392

43,732

Baxter

International

Inc

1,773,770

146,292

Boston

Scientific

Corp

(3)

7,318,989

20,181

GE

HealthCare

Technologies

Inc

(3)

1,655,447

8,009

IDEXX

Laboratories

Inc

(3)

4,005,141

5,472

Insulet

Corp

(3)

1,745,349

82,736

Medtronic

PLC

6,670,176

Total

Health

Care

Equipment

&

Supplies

35,285,909

Health

Care

Providers

&

Services

-

3.0%

20,430

Cigna

Group/The

5,220,478

69,178

CVS

Health

Corp

5,140,617

14,592

Elevance

Health

Inc

6,709,547

16,250

HCA

Inc

4,284,800

42,162

UnitedHealth

Group

Inc

19,925,340

Total

Health

Care

Providers

&

Services

41,280,782

Health

Care

REITs

-

0.2%

84,268

Healthcare

Realty

Trust

Inc,

Class

A

1,628,900

51,162

Sabra

Health

Care

REIT

Inc

588,363

Total

Health

Care

REITs

2,217,263

5

Shares

Description

(1)

Value

Health

Care

Technology

-

0.1%

6,414

Veeva

Systems

Inc,

Class

A

(3)

$

1,178,829

Total

Health

Care

Technology

1,178,829

Hotels,

Restaurants

&

Leisure

-

2.2%

2,484

Booking

Holdings

Inc

(3)

6,588,587

31,485

Marriott

International

Inc/MD,

Class

A

5,227,769

37,149

McDonald's

Corp

10,387,232

16,077

Restaurant

Brands

International

Inc

1,079,410

67,125

Starbucks

Corp

6,989,726

Total

Hotels,

Restaurants

&

Leisure

30,272,724

Household

Durables

-

0.4%

23,148

Garmin

Ltd

(3)

2,336,096

32,919

KB

Home

1,322,685

6,575

TopBuild

Corp

(3)

1,368,521

Total

Household

Durables

5,027,302

Household

Products

-

1.5%

131,517

Procter

&

Gamble

Co/The

19,555,263

6,327

Spectrum

Brands

Holdings

Inc

418,974

Total

Household

Products

19,974,237

Industrial

Conglomerates

-

1.1%

60,545

General

Electric

Co

5,788,102

51,276

Honeywell

International

Inc

9,799,869

Total

Industrial

Conglomerates

15,587,971

Industrial

REITs

-

0.0%

19,823

LXP

Industrial

Trust

204,375

Total

Industrial

REITs

204,375

Insurance

-

2.1%

28,004

Allstate

Corp/The

3,103,123

37,438

Arthur

J

Gallagher

&

Co

7,162,264

37,130

CNO

Financial

Group

Inc

823,915

1,603

F&G

Annuities

&

Life

Inc

29,046

23,577

Fidelity

National

Financial

Inc

823,545

16,078

Genworth

Financial

Inc,

Class

A

(3)

80,712

73,651

Hartford

Financial

Services

Group

Inc/The

5,132,738

4,703

Kemper

Corp

257,066

24,782

Lincoln

National

Corp

556,851

3,360

RenaissanceRe

Holdings

Ltd

673,142

32,951

Travelers

Cos

Inc/The

5,648,131

71,665

W

R

Berkley

Corp

4,461,863

Total

Insurance

28,752,396

Interactive

Media

&

Services

-

4.9%

268,491

Alphabet

Inc,

Class

A

(3)

27,850,571

186,111

Alphabet

Inc,

Class

C

(3)

19,355,544

92,040

Meta

Platforms

Inc

(3)

19,506,958

Total

Interactive

Media

&

Services

66,713,073

Internet

&

Direct

Marketing

Retail

-

0.0%

2,509

JD.com

Inc,

ADR

110,120

Total

Internet

&

Direct

Marketing

Retail

110,120

Nuveen

S&P

500

Buy-Write

Income

Fund

(continued)

Portfolio

of

Investments

March

31,

2023

(Unaudited)

6

BXMX

Shares

Description

(1)

Value

IT

Services

-

1.2%

31,323

Accenture

PLC,

Class

A

$

8,952,427

20,604

Akamai

Technologies

Inc

(3)

1,613,293

15,971

Broadridge

Financial

Solutions

Inc

2,340,869

748

Shopify

Inc,

Class

A

(3)

35,859

6,602

Twilio

Inc,

Class

A

(3)

439,891

14,844

VeriSign

Inc

(3)

3,136,983

Total

IT

Services

16,519,322

Leisure

Products

-

0.1%

25,861

Mattel

Inc

(3)

476,101

6,048

Polaris

Inc

669,090

Total

Leisure

Products

1,145,191

Life

Sciences

Tools

&

Services

-

1.8%

36,059

Danaher

Corp

9,088,310

3,794

ICON

PLC

(3)

810,361

21,185

Thermo

Fisher

Scientific

Inc

12,210,398

7,519

Waters

Corp

(3)

2,328,108

Total

Life

Sciences

Tools

&

Services

24,437,177

Machinery

-

1.7%

29,025

Caterpillar

Inc

6,642,081

46,783

Graco

Inc

3,415,627

68,566

Otis

Worldwide

Corp

5,786,970

15,767

Parker-Hannifin

Corp

5,299,446

16,044

Stanley

Black

&

Decker

Inc

1,292,826

10,383

Timken

Co/The

848,499

Total

Machinery

23,285,449

Media

-

0.8%

216,324

Comcast

Corp,

Class

A

8,200,843

17,899

New

York

Times

Co/The,

Class

A

695,913

78,489

News

Corp,

Class

A

1,355,505

Total

Media

10,252,261

Metals

&

Mining

-

0.4%

15,262

Arconic

Corp

(3)

400,322

42,845

Newmont

Corp

2,100,262

20,588

Nucor

Corp

3,180,229

Total

Metals

&

Mining

5,680,813

Mortgage

Real

Estate

Investment

Trusts

(REITs)

-

0.0%

26,095

Annaly

Capital

Management

Inc

498,676

Total

Mortgage

Real

Estate

Investment

Trusts

(REITs)

498,676

Multiline

Retail

-

0.0%

16,563

Nordstrom

Inc

269,480

Total

Multiline

Retail

269,480

Multi-Utilities

-

1.4%

80,101

Ameren

Corp

6,919,925

17,519

NorthWestern

Corp

1,013,649

60,957

Public

Service

Enterprise

Group

Inc

3,806,765

72,272

WEC

Energy

Group

Inc

6,850,663

Total

Multi-Utilities

18,591,002

7

Shares

Description

(1)

Value

Oil,

Gas

&

Consumable

Fuels

-

4.2%

44,283

Cenovus

Energy

Inc

$

773,181

8,394

Cheniere

Energy

Inc

1,322,894

77,978

Chevron

Corp

12,722,890

9,675

CNX

Resources

Corp

(3)

154,994

71,770

ConocoPhillips

7,120,302

177,171

Exxon

Mobil

Corp

19,428,572

25,709

Hess

Corp

3,402,329

30,656

Marathon

Petroleum

Corp

4,133,348

16,347

Ovintiv

Inc

589,800

26,554

Phillips

66

2,692,045

26,407

Suncor

Energy

Inc

819,937

25,961

Valero

Energy

Corp

3,624,156

Total

Oil,

Gas

&

Consumable

Fuels

56,784,448

Passenger

Airlines

-

0.1%

68,557

American

Airlines

Group

Inc

(3)

1,011,216

Total

Passenger

Airlines

1,011,216

Personal

Care

Products

-

0.0%

15,340

BellRing

Brands

Inc

(3)

521,560

Total

Personal

Care

Products

521,560

Pharmaceuticals

-

4.5%

105,941

Bristol-Myers

Squibb

Co

7,342,771

36,480

Eli

Lilly

&

Co

12,527,961

116,788

Johnson

&

Johnson

18,102,140

122,253

Merck

&

Co

Inc

13,006,497

241,787

Pfizer

Inc

9,864,910

Total

Pharmaceuticals

60,844,279

Professional

Services

-

1.0%

28,578

Automatic

Data

Processing

Inc

6,362,320

24,867

Booz

Allen

Hamilton

Holding

Corp

2,304,922

29,484

CoStar

Group

Inc

(3)

2,029,973

9,803

ManpowerGroup

Inc

809,042

31,142

SS&C

Technologies

Holdings

Inc

1,758,589

11,679

TransUnion

725,733

Total

Professional

Services

13,990,579

Residential

REITs

-

0.9%

123,237

American

Homes

4

Rent,

Class

A

3,875,804

17,121

Apartment

Income

REIT

Corp

613,103

73,114

Apartment

Investment

and

Management

Co,

Class

A

562,247

134,865

Invitation

Homes

Inc

4,211,834

24,490

Sun

Communities

Inc

3,450,151

Total

Residential

REITs

12,713,139

Road

&

Rail

-

0.3%

4,425

Lyft

Inc,

Class

A

(3)

41,020

11,774

Old

Dominion

Freight

Line

Inc

4,013,050

Total

Road

&

Rail

4,054,070

Semiconductors

&

Semiconductor

Equipment

-

6.5%

76,406

Advanced

Micro

Devices

Inc

(3)

7,488,552

56,923

Applied

Materials

Inc

6,991,852

20,036

Broadcom

Inc

12,853,895

7,284

Enphase

Energy

Inc

(3)

1,531,680

202,123

Intel

Corp

6,603,358

9,062

Lam

Research

Corp

4,803,947

Nuveen

S&P

500

Buy-Write

Income

Fund

(continued)

Portfolio

of

Investments

March

31,

2023

(Unaudited)

8

BXMX

Shares

Description

(1)

Value

Semiconductors

&

Semiconductor

Equipment

(continued)

32,109

Marvell

Technology

Inc

$

1,390,320

62,434

Micron

Technology

Inc

3,767,268

104,109

NVIDIA

Corp

28,918,357

22,679

NXP

Semiconductors

NV

4,229,067

36,779

ON

Semiconductor

Corp

(3)

3,027,647

53,276

QUALCOMM

Inc

6,796,952

Total

Semiconductors

&

Semiconductor

Equipment

88,402,895

Software

-

9.7%

23,165

Adobe

Inc

(3)

8,927,096

15,194

Autodesk

Inc

(3)

3,162,783

16,990

Black

Knight

Inc

(3)

977,944

10,744

Check

Point

Software

Technologies

Ltd

(3)

1,396,720

48,865

Fortinet

Inc

(3)

3,247,568

302,087

Microsoft

Corp

87,091,682

81,715

Oracle

Corp

7,592,958

4,536

Palo

Alto

Networks

Inc

(3)

906,021

46,556

Salesforce

Inc

(3)

9,300,958

12,353

ServiceNow

Inc

(3)

5,740,686

16,155

VMware

Inc,

Class

A

(3)

2,016,952

7,310

Workday

Inc,

Class

A

(3)

1,509,807

Total

Software

131,871,175

Specialized

REITs

-

1.0%

30,488

American

Tower

Corp

6,229,918

55,269

CubeSmart

2,554,533

142,164

Weyerhaeuser

Co

4,283,401

Total

Specialized

REITs

13,067,852

Specialty

Retail

-

2.0%

8,358

American

Eagle

Outfitters

Inc

112,331

21,542

Best

Buy

Co

Inc

1,686,092

2,461

Burlington

Stores

Inc

(3)

497,368

3,129

Dick's

Sporting

Goods

Inc

443,974

4,736

Five

Below

Inc

(3)

975,474

50,051

Home

Depot

Inc/The

14,771,051

33,408

Lowe's

Cos

Inc

6,680,598

4,762

Ulta

Beauty

Inc

(3)

2,598,481

Total

Specialty

Retail

27,765,369

Technology

Hardware,

Storage

&

Peripherals

-

7.4%

606,286

Apple

Inc

99,976,561

26,933

Dell

Technologies

Inc,

Class

C

1,082,976

Total

Technology

Hardware,

Storage

&

Peripherals

101,059,537

Textiles,

Apparel

&

Luxury

Goods

-

0.7%

6,689

Kontoor

Brands

Inc

323,681

3,315

Lululemon

Athletica

Inc

(3)

1,207,290

61,888

NIKE

Inc,

Class

B

7,589,944

Total

Textiles,

Apparel

&

Luxury

Goods

9,120,915

9

Investments

in

Derivatives

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

Shares

Description

(1)

Value

Tobacco

-

0.6%

170,418

Altria

Group

Inc

$

7,604,051

Total

Tobacco

7,604,051

Total

Long-Term

Investments

(cost

$575,951,531)

1,376,321,143

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Value

SHORT-TERM

INVESTMENTS

-

 4.0%  

X

55,007,043

REPURCHASE

AGREEMENTS

-

4.0%

X

55,007,043

$

55,007

Repurchase

Agreement

with

Fixed

Income

Clearing

Corporation,

dated

3/31/23,

repurchase

price

$55,013,644,

collateralized

by

$46,648,500,

U.S.

Treasury

Notes,

0.25%

due

10/31/25,

value

$42,475,084;

collateralized

by

$14,121,800

U.S.

Treasury

Notes,

2.25%

due

11/15/25,

value

$13,632,170

1.440%

4/03/23

$

55,007,043

Total

Repurchase

Agreements

(cost

$55,007,043)

55,007,043

Total

Short-Term

Investments

(cost

$55,007,043)

55,007,043

Total

Investments

(cost

$

630,958,574

)

-

105

.0

%

1,431,328,186

Other

Assets

&

Liabilities,

Net

-  (5.0)%(4)

(

68,194,968

)

Net

Assets

Applicable

to

Common

Shares

-

100%

$

1,363,133,218

Options

Written

Description

(5)

Type

Number

of

Contracts

Notional

Amount

(6)

Exercise

Price

Expiration

Date

Value

S&P

500

Index

Call

(371)

$

(

147,472,500

)

$

3,975

4/21/23

$

(

6,110,370

)

S&P

500

Index

Call

(370)

(

148,000,000

)

4,000

4/21/23

(

5,339,100

)

S&P

500

Index

Call

(370)

(

148,925,000

)

4,025

4/21/23

(

4,588,000

)

S&P

500

Index

Call

(370)

(

153,550,000

)

4,150

4/21/23

(

1,655,750

)

S&P

500

Index

Call

(371)

(

146,545,000

)

3,950

4/28/23

(

7,321,685

)

S&P

500

Index

Call

(370)

(

148,000,000

)

4,000

4/28/23

(

5,799,750

)

S&P

500

Index

Call

(365)

(

146,912,500

)

4,025

4/28/23

(

5,018,750

)

S&P

500

Index

Call

(365)

(

150,562,500

)

4,125

4/28/23

(

2,580,550

)

S&P

500

Index

Call

(365)

(

146,912,500

)

4,025

5/19/23

(

6,184,925

)

Total

Options

Written

(premiums

received

$28,972,984)

(3,317)

$(1,336,880,000)

$(44,598,880)

Nuveen

S&P

500

Buy-Write

Income

Fund

(continued)

Portfolio

of

Investments

March

31,

2023

(Unaudited)

10

BXMX

investments).

The

following

table

summarizes

the

market

value

of

the

Fund's

investments

as

of

the

end

of

the

reporting

period,

based

on

the

inputs

used

to

value

them:

Level

1

Level

2

Level

3

Total

Long-Term

Investments:

Common

Stocks

$

1,376,321,143

$

–

$

–

$

1,376,321,143

Short-Term

Investments:

Repurchase

Agreements

–

55,007,043

–

55,007,043

Investments

in

Derivatives:

Options

Written

(44,598,880)

–

–

(44,598,880)

Total

$

1,331,722,263

$

55,007,043

$

–

$

1,386,729,306

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